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run.py
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run.py
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import argparse
import torch
from experiments.exp_long_term_forecasting import Exp_Long_Term_Forecast
from experiments.exp_long_term_forecasting_partial import Exp_Long_Term_Forecast_Partial
import random
import numpy as np
if __name__ == '__main__':
fix_seed = 2023
random.seed(fix_seed)
torch.manual_seed(fix_seed)
np.random.seed(fix_seed)
parser = argparse.ArgumentParser(description='iTransformer')
# basic config
parser.add_argument('--is_training', type=int, required=True, default=1, help='status')
parser.add_argument('--model_id', type=str, required=True, default='test', help='model id')
parser.add_argument('--model', type=str, required=True, default='iTransformer',
help='model name, options: [iTransformer, iInformer, iReformer, iFlowformer, iFlashformer]')
# data loader
parser.add_argument('--data', type=str, required=True, default='custom', help='dataset type')
parser.add_argument('--trend_path', type=str, default='./data/trend.csv', help='path to the trend component data')
parser.add_argument('--seasonal_path', type=str, default='./data/seasonal.csv', help='path to the seasonal component data')
parser.add_argument('--residual_path', type=str, default='./data/residual.csv', help='path to the residual component data')
# 添加 argparse 解析 scale 参数
parser.add_argument('--scale', type=bool, default=True, help='whether to scale the data')
parser.add_argument('--root_path', type=str, default='./data/', help='root path of the data file')
parser.add_argument('--data_path', type=str, default='ERA5.csv', help='data csv file')
parser.add_argument('--features', type=str, default='MS',
help='forecasting task, options:[M, S, MS]; M:multivariate predict multivariate, S:univariate predict univariate, MS:multivariate predict univariate')
parser.add_argument('--target', type=str, default='tmp', help='target feature in S or MS task')
parser.add_argument('--freq', type=str, default='d',
help='freq for time features encoding, options:[s:secondly, t:minutely, h:hourly, d:daily, b:business days, w:weekly, m:monthly], you can also use more detailed freq like 15min or 3h')
parser.add_argument('--checkpoints', type=str, default='./checkpoints/', help='location of model checkpoints')
# forecasting task
parser.add_argument('--seq_len', type=int, default=336, help='input sequence length')
parser.add_argument('--label_len', type=int, default=48, help='start token length') # no longer needed in inverted Transformers
parser.add_argument('--pred_len', type=int, default=96, help='prediction sequence length')
# model define
parser.add_argument('--enc_in', type=int, default=21, help='encoder input size')
parser.add_argument('--dec_in', type=int, default=21, help='decoder input size')
parser.add_argument('--c_out', type=int, default=1, help='output size') # applicable on arbitrary number of variates in inverted Transformers
parser.add_argument('--d_model', type=int, default=512, help='dimension of model')
parser.add_argument('--n_heads', type=int, default=8, help='num of heads')
parser.add_argument('--e_layers', type=int, default=2, help='num of encoder layers')
parser.add_argument('--d_layers', type=int, default=1, help='num of decoder layers')
parser.add_argument('--d_ff', type=int, default=2048, help='dimension of fcn')
parser.add_argument('--moving_avg', type=int, default=25, help='window size of moving average')
parser.add_argument('--factor', type=int, default=1, help='attn factor')
parser.add_argument('--distil', action='store_false',
help='whether to use distilling in encoder, using this argument means not using distilling',
default=True)
parser.add_argument('--dropout', type=float, default=0.1, help='dropout')
parser.add_argument('--embed', type=str, default='timeF',
help='time features encoding, options:[timeF, fixed, learned]')
parser.add_argument('--activation', type=str, default='gelu', help='activation')
parser.add_argument('--output_attention', action='store_true', help='whether to output attention in ecoder')
parser.add_argument('--do_predict', action='store_true', help='whether to predict unseen future data')
# optimization
parser.add_argument('--num_workers', type=int, default=0, help='data loader num workers')
parser.add_argument('--itr', type=int, default=1, help='experiments times')
parser.add_argument('--train_epochs', type=int, default=100, help='train epochs')
parser.add_argument('--batch_size', type=int, default=128, help='batch size of train input data')
parser.add_argument('--patience', type=int, default=4, help='early stopping patience')
parser.add_argument('--learning_rate', type=float, default=0.0001, help='optimizer learning rate')
parser.add_argument('--des', type=str, default='test', help='exp description')
parser.add_argument('--loss', type=str, default='MSE', help='loss function')
parser.add_argument('--lradj', type=str, default='type1', help='adjust learning rate')
parser.add_argument('--use_amp', action='store_true', help='use automatic mixed precision training', default=False)
# GPU
parser.add_argument('--use_gpu', type=bool, default=True, help='use gpu')
parser.add_argument('--gpu', type=int, default=0, help='gpu')
parser.add_argument('--use_multi_gpu', action='store_true', help='use multiple gpus', default=False)
parser.add_argument('--devices', type=str, default='0,1,2,3', help='device ids of multile gpus')
# iTransformer
parser.add_argument('--exp_name', type=str, required=False, default='MTSF',
help='experiemnt name, options:[MTSF, partial_train]')
parser.add_argument('--channel_independence', type=bool, default=False, help='whether to use channel_independence mechanism')
parser.add_argument('--inverse', action='store_true', help='inverse output data', default=False)
parser.add_argument('--class_strategy', type=str, default='projection', help='projection/average/cls_token')
parser.add_argument('--target_root_path', type=str, default='./data/', help='root path of the data file')
parser.add_argument('--target_data_path', type=str, default='000001.SZ.csv', help='data file')
parser.add_argument('--efficient_training', type=bool, default=False, help='whether to use efficient_training (exp_name should be partial train)') # See Figure 8 of our paper for the detail
parser.add_argument('--use_norm', type=int, default=True, help='use norm and denorm')
# STL decomposition
# 参数设置部分
parser.add_argument('--lambda_trend_loss', type=float, default=1.0, help='Weight for trend loss')
parser.add_argument('--lambda_seasonal_loss', type=float, default=1.0, help='Weight for seasonal loss')
parser.add_argument('--lambda_residual_loss', type=float, default=1.0, help='Weight for residual loss')
parser.add_argument('--lambda_trend_pred', type=float, default=1.0, help='Weight for trend prediction')
parser.add_argument('--lambda_seasonal_pred', type=float, default=1.0, help='Weight for seasonal prediction')
parser.add_argument('--lambda_residual_pred', type=float, default=1.0, help='Weight for residual prediction')
args = parser.parse_args()
args.use_gpu = True if torch.cuda.is_available() and args.use_gpu else False
args.output_attention = True
if args.use_gpu and args.use_multi_gpu:
args.devices = args.devices.replace(' ', '')
device_ids = args.devices.split(',')
args.device_ids = [int(id_) for id_ in device_ids]
args.gpu = args.device_ids[0]
print('Args in experiment:')
print(args)
if args.exp_name == 'partial_train': # See Figure 8 of our paper, for the detail
Exp = Exp_Long_Term_Forecast_Partial
else: # MTSF: multivariate time series forecasting
Exp = Exp_Long_Term_Forecast
if args.exp_name == 'partial_train':
Exp = Exp_Long_Term_Forecast_Partial
else:
Exp = Exp_Long_Term_Forecast
if args.is_training:
for ii in range(args.itr):
setting = '{}_{}_{}_{}_ft{}_sl{}_ll{}_pl{}_dm{}_nh{}_el{}_dl{}_df{}_fc{}_eb{}_dt{}_{}_{}'.format(
args.model_id,
args.model,
args.data,
args.features,
args.seq_len,
args.label_len,
args.pred_len,
args.d_model,
args.n_heads,
args.e_layers,
args.d_layers,
args.d_ff,
args.factor,
args.embed,
args.distil,
args.des,
args.class_strategy, ii)
exp = Exp(args) # set experiments
print('>>>>>>>start training : {}>>>>>>>>>>>>>>>>>>>>>>>>>>'.format(setting))
exp.train(setting)
print('>>>>>>>testing : {}<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<'.format(setting))
exp.test(setting)
if args.do_predict:
print('>>>>>>>predicting : {}<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<'.format(setting))
exp.predict(setting, True)
torch.cuda.empty_cache()
else:
ii = 0
setting = '{}_{}_{}_{}_ft{}_sl{}_ll{}_pl{}_dm{}_nh{}_el{}_dl{}_df{}_fc{}_eb{}_dt{}_{}_{}'.format(
args.model_id,
args.model,
args.data,
args.features,
args.seq_len,
args.label_len,
args.pred_len,
args.d_model,
args.n_heads,
args.e_layers,
args.d_layers,
args.d_ff,
args.factor,
args.embed,
args.distil,
args.des,
args.class_strategy, ii)
exp = Exp(args) # set experiments
print('>>>>>>>testing : {}<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<'.format(setting))
exp.test(setting, test=1)
torch.cuda.empty_cache()