Adding State Updating and # of Tasks to LSTM and RGCN models

Snakefile

@@ -5,21 +5,18 @@ from river_dl.evaluate import combined_metrics
 from river_dl.postproc_utils import plot_obs
 from river_dl.predict import predict_from_io_data
 from river_dl.train import train_model
+from river_dl import loss_functions as lf
 
 out_dir = config['out_dir']
 code_dir = config['code_dir']
+loss_function = lf.multitask_rmse(config['lambdas'])
 
 rule all:
     input:
         expand("{outdir}/{metric_type}_metrics.csv",
                 outdir=out_dir,
                 metric_type=['overall', 'month', 'reach', 'month_reach'],
         ),
-        expand( "{outdir}/{plt_variable}_{partition}.png",
-                outdir=out_dir,
-                plt_variable=['temp', 'flow'],
-                partition=['trn', 'val'],
-        ),
 
 rule prep_io_data:
     input:
@@ -62,7 +59,7 @@ rule prep_io_data:
 #    shell:
 #        """
 #        module load analytics cuda10.1/toolkit/10.1.105 
-#        run_training -e /home/jsadler/.conda/envs/rgcn --no-node-list "python {code_dir}/train_model.py -o {params.run_dir} -i {input[0]} -p {params.pt_epochs} -f {params.ft_epochs} --lamb {params.lamb} --model rgcn -s 135"
+#        run_training -e /home/jsadler/.conda/envs/rgcn --no-node-list "python {code_dir}/train_model.py -o {params.run_dir} -i {input[0]} -p {params.pt_epochs} -f {params.ft_epochs} --lambdas {params.lamb} --loss_func multitask_rmse --model rgcn -s 135"
 #        """
 
 
@@ -79,7 +76,7 @@ rule train_model_local_or_cpu:
         run_dir=lambda wildcards, output: os.path.split(output[0][:-1])[0],
     run:
         train_model(input[0], config['pt_epochs'], config['ft_epochs'], config['hidden_size'],
-                    params.run_dir, model_type='rgcn', lamb=config['lamb'])
+                    loss_func=loss_function, out_dir=params.run_dir, model_type='rgcn', num_tasks=2)
 
 rule make_predictions:
     input:
@@ -93,7 +90,7 @@ rule make_predictions:
         predict_from_io_data(model_type='rgcn', model_weights_dir=model_dir,
                              hidden_size=config['hidden_size'], io_data=input[1],
                              partition=wildcards.partition, outfile=output[0],
-                             logged_q=False)
+                             logged_q=False, num_tasks=2)
 
 
 def get_grp_arg(wildcards):

config.yml

@@ -1,16 +1,15 @@
 # Input files
-obs_flow: "/home/jsadler/drb_data/obs_flow_full_raw"
-obs_temp: "/home/jsadler/drb_data/obs_temp_full"
-sntemp_file: "/home/jsadler/drb_data/uncal_sntemp_input_output"
-catchment_attr: "/home/jsadler/drb_data/seg_attr_drb.feather"
-dist_matrix: "/home/jsadler/drb_data/distance_matrix.npz"
+obs_flow: "../drb-dl-model/data/in/obs_flow_subset"
+obs_temp: "../drb-dl-model/data/in/obs_temp_subset"
+sntemp_file: "../drb-dl-model/data/in/uncal_sntemp_input_output_subset"
+dist_matrix: "../drb-dl-model/data/in/distance_matrix_subset.npz"
 
 out_dir: "test_val_functionality"
 code_dir: "/home/jsadler/river-dl/river_dl"
 
 x_vars: ["seg_rain", "seg_tave_air", "seginc_swrad", "seg_length", "seginc_potet", "seg_slope", "seg_humid", "seg_elev"]
 primary_variable: "flow"
-lamb: 1
+lambdas: [100, 100]
 
 train_start_date:
   - '1985-10-01'

river_dl/RGCN.py

@@ -11,22 +11,27 @@
 
 
 class RGCN(layers.Layer):
-    def __init__(self, hidden_size, A, flow_in_temp=False, rand_seed=None):
+    def __init__(
+        self, hidden_size, A, recurrent_dropout=0, dropout=0, rand_seed=None,
+    ):
         """
 
         :param hidden_size: [int] the number of hidden units
         :param A: [numpy array] adjacency matrix
-        :param flow_in_temp: [bool] whether the flow predictions should feed
-        into the temp predictions
+        :param recurrent_dropout: [float] value between 0 and 1 for the
+        probability of a recurrent element to be zero
+        :param dropout: [float] value between 0 and 1 for the probability of an
+        input element to be zero
         :param rand_seed: [int] the random seed for initialization
         """
         super().__init__()
         self.hidden_size = hidden_size
         self.A = A.astype("float32")
-        self.flow_in_temp = flow_in_temp
 
         # set up the layer
-        self.lstm = tf.keras.layers.LSTMCell(hidden_size)
+        self.lstm = tf.keras.layers.LSTMCell(
+            hidden_size, recurrent_dropout=recurrent_dropout, dropout=dropout
+        )
 
         ### set up the weights ###
         w_initializer = tf.random_normal_initializer(
@@ -88,44 +93,15 @@ def __init__(self, hidden_size, A, flow_in_temp=False, rand_seed=None):
             shape=[hidden_size], initializer="zeros", name="b_c"
         )
 
-        if self.flow_in_temp:
-            # was W2
-            self.W_out_flow = self.add_weight(
-                shape=[hidden_size, 1], initializer=w_initializer, name="W_out"
-            )
-            # was b2
-            self.b_out_flow = self.add_weight(
-                shape=[1], initializer="zeros", name="b_out"
-            )
-
-            self.W_out_temp = self.add_weight(
-                shape=[hidden_size + 1, 1],
-                initializer=w_initializer,
-                name="W_out",
-            )
-
-            self.b_out_temp = self.add_weight(
-                shape=[1], initializer="zeros", name="b_out"
-            )
-        else:
-            # was W2
-            self.W_out = self.add_weight(
-                shape=[hidden_size, 2], initializer=w_initializer, name="W_out"
-            )
-            # was b2
-            self.b_out = self.add_weight(
-                shape=[2], initializer="zeros", name="b_out"
-            )
-
     @tf.function
     def call(self, inputs, **kwargs):
-        graph_size = self.A.shape[0]
-        hidden_state_prev, cell_state_prev = (
-            tf.zeros([graph_size, self.hidden_size]),
-            tf.zeros([graph_size, self.hidden_size]),
-        )
-        out = []
+        h_list = []
+        c_list = []
         n_steps = inputs.shape[1]
+        # set the initial h & c states to the supplied h and c states if using
+        # DA, or 0's otherwise
+        hidden_state_prev = tf.cast(kwargs["h_init"], tf.float32)
+        cell_state_prev = tf.cast(kwargs["c_init"], tf.float32)
         for t in range(n_steps):
             h_graph = tf.nn.tanh(
                 tf.matmul(
@@ -157,42 +133,72 @@ def call(self, inputs, **kwargs):
                 + self.b_c
             )
 
-            if self.flow_in_temp:
-                out_pred_q = (
-                    tf.matmul(h_update, self.W_out_flow) + self.b_out_flow
-                )
-                out_pred_t = (
-                    tf.matmul(
-                        tf.concat([h_update, out_pred_q], axis=1),
-                        self.W_out_temp,
-                    )
-                    + self.b_out_temp
-                )
-                out_pred = tf.concat([out_pred_t, out_pred_q], axis=1)
-            else:
-                out_pred = tf.matmul(h_update, self.W_out) + self.b_out
-
-            out.append(out_pred)
-
             hidden_state_prev = h_update
             cell_state_prev = c_update
-        out = tf.stack(out)
-        out = tf.transpose(out, [1, 0, 2])
-        return out
+
+            h_list.append(h_update)
+            c_list.append(c_update)
+
+        h_list = tf.stack(h_list)
+        c_list = tf.stack(c_list)
+        h_list = tf.transpose(h_list, [1, 0, 2])
+        c_list = tf.transpose(c_list, [1, 0, 2])
+        return h_list, c_list
 
 
 class RGCNModel(tf.keras.Model):
-    def __init__(self, hidden_size, A, flow_in_temp=False, rand_seed=None):
+    def __init__(
+        self,
+        hidden_size,
+        A,
+        num_tasks=1,
+        recurrent_dropout=0,
+        dropout=0,
+        rand_seed=None,
+    ):
         """
         :param hidden_size: [int] the number of hidden units
         :param A: [numpy array] adjacency matrix
-        :param flow_in_temp: [bool] whether the flow predictions should feed
+        :param num_tasks: [int] number of prediction tasks to perform -
+        currently supports either 1 or 2 prediction tasks
+        :param recurrent_dropout: [float] value between 0 and 1 for the
+        probability of a recurrent element to be zero
+        :param dropout: [float] value between 0 and 1 for the probability of an
+        input element to be zero
         into the temp predictions
         :param rand_seed: [int] the random seed for initialization
         """
         super().__init__()
-        self.rgcn_layer = RGCN(hidden_size, A, flow_in_temp, rand_seed)
+        self.hidden_size = hidden_size
+        self.num_tasks = num_tasks
+        self.recurrent_dropout = recurrent_dropout
+        self.dropout = dropout
+
+        self.rgcn_layer = RGCN(
+            hidden_size, A, recurrent_dropout, dropout, rand_seed
+        )
+
+        self.states = None
+
+        self.dense_main = layers.Dense(1, name="dense_main")
+        if self.num_tasks == 2:
+            self.dense_aux = layers.Dense(1, name="dense_aux")
 
     def call(self, inputs, **kwargs):
-        output = self.rgcn_layer(inputs)
-        return output
+        batch_size = inputs.shape[0]
+        h_init = kwargs.get("h_init", tf.zeros([batch_size, self.hidden_size]))
+        c_init = kwargs.get("c_init", tf.zeros([batch_size, self.hidden_size]))
+        h_gr, c_gr = self.rgcn_layer(inputs, h_init=h_init, c_init=c_init)
+        self.states = h_gr[:, -1, :], c_gr[:, -1, :]
+
+        if self.num_tasks == 1:
+            main_prediction = self.dense_main(h_gr)
+            return main_prediction
+        elif self.num_tasks == 2:
+            main_prediction = self.dense_main(h_gr)
+            aux_prediction = self.dense_aux(h_gr)
+            return tf.concat([main_prediction, aux_prediction], axis=2)
+        else:
+            raise ValueError(
+                f"This model only supports 1 or 2 tasks (not {self.num_tasks})"
+            )

river_dl/loss_functions.py

@@ -1,4 +1,3 @@
-import numpy as np
 import tensorflow as tf
 
 
@@ -69,55 +68,43 @@ def samplewise_nnse_loss(y_true, y_pred):
     return 1 - nnse_val
 
 
-def nnse_masked_one_var(data, y_pred, var_idx):
-    y_true, y_pred, weights = y_data_components(data, y_pred, var_idx)
-    return nnse_loss(y_true, y_pred)
+def multitask_nse(lambdas):
+    return multitask_loss(lambdas, nnse_loss)
 
 
-def nnse_one_var_samplewise(data, y_pred, var_idx):
-    y_true, y_pred, weights = y_data_components(data, y_pred, var_idx)
-    return samplewise_nnse_loss(y_true, y_pred)
+def multitask_samplewise_nse(lambdas):
+    return multitask_loss(lambdas, samplewise_nnse_loss)
 
 
-def y_data_components(data, y_pred, var_idx):
-    weights = data[:, :, -2:]
-    y_true = data[:, :, :-2]
+def multitask_rmse(lambdas):
+    return multitask_loss(lambdas, rmse)
 
-    # ensure y_pred, weights, and y_true are all tensors the same data type
-    y_true = tf.convert_to_tensor(y_true)
-    weights = tf.convert_to_tensor(weights)
-    y_true = tf.cast(y_true, y_pred.dtype)
-    weights = tf.cast(weights, y_pred.dtype)
 
-    # make all zero-weighted observations 'nan' so they don't get counted
-    # at all in the loss calculation
-    y_true = tf.where(weights == 0, np.nan, y_true)
+def multitask_kge(lambdas):
+    return multitask_loss(lambdas, kge_loss)
 
-    weights = weights[:, :, var_idx]
-    y_true = y_true[:, :, var_idx]
-    y_pred = y_pred[:, :, var_idx]
-    return y_true, y_pred, weights
 
-
-def rmse_masked_one_var(data, y_pred, var_idx):
-    y_true, y_pred, weights = y_data_components(data, y_pred, var_idx)
-    return rmse(y_true, y_pred)
-
-
-def weighted_masked_rmse(lamb=0.5):
+def multitask_loss(lambdas, loss_func):
     """
-    calculate a weighted, masked rmse.
-    :param lamb: [float] (short for lambda). The factor that the auxiliary loss
-    will be multiplied by before added to the main loss.
+    calculate a weighted multi-task loss for a given number of variables with a
+    given loss function
+    :param lambdas: [array-like float] The factor that losses will be
+    multiplied by before being added together.
+    :param loss_func: [function] Loss function that will be used to calculate
+    the loss of each variable. Must take as input parameters [y_true, y_pred]
     """
 
-    def rmse_masked_combined(data, y_pred):
-        rmse_main = rmse_masked_one_var(data, y_pred, 0)
-        rmse_aux = rmse_masked_one_var(data, y_pred, 1)
-        rmse_loss = rmse_main + lamb * rmse_aux
-        return rmse_loss
+    def combine_loss(y_true, y_pred):
+        losses = []
+        n_vars = y_pred.shape[-1]
+        for var_id in range(n_vars):
+            ind_var_loss = loss_func(y_true[:, :, var_id], y_pred[:, :, var_id])
+            weighted_ind_var_loss = lambdas[var_id] * ind_var_loss
+            losses.append(weighted_ind_var_loss)
+        total_loss = sum(losses)
+        return total_loss
 
-    return rmse_masked_combined
+    return combine_loss
 
 
 def mean_masked(y):
@@ -181,10 +168,5 @@ def kge_norm_loss(y_true, y_pred):
     return 1 - norm_kge(y_true, y_pred)
 
 
-def kge_loss_one_var(data, y_pred, var_idx):
-    y_true, y_pred, weights = y_data_components(data, y_pred, var_idx)
-    return kge_loss(y_true, y_pred)
-
-
 def kge_loss(y_true, y_pred):
     return -1 * kge(y_true, y_pred)