feat: 🎸 add some scripts

GestaltCogTeam · Jan 1, 2025 · ab8d29d · ab8d29d
1 parent a99ae89
commit ab8d29d
Showing 1 changed file with 251 additions and 0 deletions.
diff --git a/scripts/data_visualization/indistinguishability.ipynb b/scripts/data_visualization/indistinguishability.ipynb
@@ -0,0 +1,251 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import os\n",
+    "import sys\n",
+    "import math\n",
+    "import torch\n",
+    "\n",
+    "PROJECT_DIR = os.path.abspath(os.path.abspath('') + \"/../..\")\n",
+    "os.chdir(PROJECT_DIR)\n",
+    "\n",
+    "import numpy as np\n",
+    "from tqdm import tqdm\n",
+    "from basicts.data import TimeSeriesForecastingDataset\n",
+    "from basicts.utils import get_regular_settings\n",
+    "from basicts.scaler import ZScoreScaler\n",
+    "\n",
+    "\n",
+    "metric = \"cosine\" # metric used to calculate the similarity.\n",
+    "device = torch.device(\"cuda:0\" if torch.cuda.is_available() else \"cpu\")\n",
+    "\n",
+    "DATA_NAME = \"METR-LA\"\n",
+    "DATA_NAME = \"ETTh1\"\n",
+    "BATCH_SIZE = 8\n",
+    "regular_settings = get_regular_settings(DATA_NAME)\n",
+    "INPUT_LEN = regular_settings['INPUT_LEN']  # Length of input sequence\n",
+    "OUTPUT_LEN = regular_settings['OUTPUT_LEN']  # Length of output sequence\n",
+    "TRAIN_VAL_TEST_RATIO = regular_settings['TRAIN_VAL_TEST_RATIO']  # Train/Validation/Test split ratios\n",
+    "RESCALE = regular_settings['RESCALE'] # Whether to rescale the data\n",
+    "NULL_VAL = regular_settings['NULL_VAL'] # Null value in the data\n",
+    "NORM_EACH_CHANNEL = regular_settings['NORM_EACH_CHANNEL'] # Whether to normalize each channel\n"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## utilities"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# similarity computation\n",
+    "def cosine_similarity(x, y):\n",
+    "    # denominator\n",
+    "    l2_x = torch.norm(x, dim=2, p=2) + 1e-7\n",
+    "    l2_y = torch.norm(y, dim=2, p=2) + 1e-7\n",
+    "    l2_n = torch.matmul(l2_x.unsqueeze(dim=2), l2_y.unsqueeze(dim=2).transpose(1, 2))\n",
+    "    # numerator\n",
+    "    l2_d = torch.matmul(x, y.transpose(1, 2))\n",
+    "    return l2_d / l2_n\n",
+    "\n",
+    "def get_similarity_matrix(data, metric):\n",
+    "    if metric == \"cosine\":\n",
+    "        sim = cosine_similarity(data, data)\n",
+    "    elif metric == \"mse\":\n",
+    "        sim = torch.cdist(data, data, p=2)\n",
+    "    elif metric == \"mae\":\n",
+    "        sim = torch.cdist(data, data, p=1)\n",
+    "    else:\n",
+    "        raise NotImplementedError\n",
+    "    return sim"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 3,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "dataset_param = {\n",
+    "    'dataset_name': DATA_NAME,\n",
+    "    'train_val_test_ratio': TRAIN_VAL_TEST_RATIO,\n",
+    "    'input_len': INPUT_LEN,\n",
+    "    'output_len': OUTPUT_LEN,\n",
+    "}\n",
+    "# get dataloader\n",
+    "dataset = TimeSeriesForecastingDataset(**dataset_param, mode='train')\n",
+    "# the whole training data\n",
+    "dataloader = torch.utils.data.DataLoader(dataset, batch_size=BATCH_SIZE, shuffle=False, num_workers=3)\n",
+    "\n",
+    "scaler_param = {\n",
+    "    'dataset_name': DATA_NAME,\n",
+    "    'train_ratio': TRAIN_VAL_TEST_RATIO[0],\n",
+    "    'norm_each_channel': NORM_EACH_CHANNEL,\n",
+    "    'rescale': RESCALE,\n",
+    "}\n",
+    "scaler = ZScoreScaler(**scaler_param)\n"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Generate Similarity Matrix"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 4,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stderr",
+     "output_type": "stream",
+     "text": [
+      "100%|██████████| 997/997 [00:02<00:00, 412.47it/s]\n"
+     ]
+    }
+   ],
+   "source": [
+    "# get similarity matrices\n",
+    "\n",
+    "# inference pipeline for a given dataloader\n",
+    "history_adjs_all = []\n",
+    "future_adjs_all = []\n",
+    "def inference(dataloader):\n",
+    "    for batch in tqdm(dataloader):\n",
+    "        future_data, history_data = batch['target'], batch['inputs']\n",
+    "        future_data = scaler.transform(future_data)\n",
+    "        history_data = scaler.transform(history_data)\n",
+    "        history_data = history_data[..., 0].transpose(1, 2) # batch_size, num_nodes, history_seq_len\n",
+    "        future_data = future_data[..., 0].transpose(1, 2) # batch_size, num_nodes, future_seq_len\n",
+    "        history_adjs = get_similarity_matrix(history_data, metric) # batch_size, num_nodes, num_nodes\n",
+    "        future_adjs = get_similarity_matrix(future_data, metric) # batch_size, num_nodes, num_nodes\n",
+    "        history_adjs_all.append(history_adjs)\n",
+    "        future_adjs_all.append(future_adjs)\n",
+    "# get similarity matrices\n",
+    "# for mode in [\"valid\"]:\n",
+    "for mode in [\"train\"]:\n",
+    "    inference(dataloader)\n"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 5,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "torch.Size([7969, 7, 7])\n"
+     ]
+    }
+   ],
+   "source": [
+    "# get spatial indistinguishability ratio\n",
+    "history_similarity = torch.cat(history_adjs_all, dim=0).detach().cpu() # num_samples, num_modes, num_nodes\n",
+    "future_similarity = torch.cat(future_adjs_all, dim=0).detach().cpu() # num_samples, num_modes, num_nodes\n",
+    "L, N, N = future_similarity.shape\n",
+    "print(future_similarity.shape)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Get Spatial Indistinguishability Ratio"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 6,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "e_u = 0.9\n",
+    "e_l = 0.4\n",
+    "\n",
+    "history_similarity_filtered = torch.where(history_similarity > e_u, torch.ones_like(history_similarity), torch.zeros_like(history_similarity))\n",
+    "future_similarity_filtered = torch.where(future_similarity < e_l, torch.ones_like(future_similarity), torch.zeros_like(future_similarity))\n",
+    "overlap = history_similarity_filtered * future_similarity_filtered\n"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 7,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "tensor(3.8568)\n"
+     ]
+    }
+   ],
+   "source": [
+    "# overlap ratio\n",
+    "overlap_ratio = overlap.sum() / (L * N * N)\n",
+    "print(overlap_ratio * 1000)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 8,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "tensor(15.7748)\n"
+     ]
+    }
+   ],
+   "source": [
+    "# indistinguishability ratio\n",
+    "indistinguishability_ratio = overlap.sum() / history_similarity_filtered.sum()\n",
+    "print(indistinguishability_ratio * 1000)\n"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "BasicTS",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.11.11"
+  },
+  "orig_nbformat": 4
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}