Nipun Batra Blog - AutoML PyTorch

In this post, we look at AutoPyTorch, a framework for automated machine learning.

import os
import tempfile as tmp
import warnings
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
%config InlineBackend.figure_format = 'retina'

import sklearn.datasets
import sklearn.model_selection

os.environ['JOBLIB_TEMP_FOLDER'] = tmp.gettempdir()
os.environ['OMP_NUM_THREADS'] = '1'
os.environ['OPENBLAS_NUM_THREADS'] = '1'
os.environ['MKL_NUM_THREADS'] = '1'

warnings.simplefilter(action='ignore', category=UserWarning)
warnings.simplefilter(action='ignore', category=FutureWarning)

from autoPyTorch.api.tabular_regression import TabularRegressionTask

X, y = sklearn.datasets.load_diabetes(return_X_y=True, as_frame=True)
X_train, X_test, y_train, y_test = sklearn.model_selection.train_test_split(
    X,
    y,
    random_state=1,
)

# Obtain training and validation data
X_train, X_valid, y_train, y_valid = sklearn.model_selection.train_test_split(
    X_train,
    y_train,
    random_state=1,
)

X_train.head()

	age	sex	bmi	bp	s1	s2	s3	s4	s5	s6
52	-0.052738	-0.044642	-0.009439	-0.005671	0.039710	0.044719	0.026550	-0.002592	-0.018118	-0.013504
121	0.063504	-0.044642	0.017506	0.021872	0.008063	0.021546	-0.036038	0.034309	0.019908	0.011349
170	0.023546	0.050680	-0.020218	-0.036656	-0.013953	-0.015092	0.059685	-0.039493	-0.096433	-0.017646
287	0.045341	-0.044642	-0.006206	-0.015999	0.125019	0.125198	0.019187	0.034309	0.032433	-0.005220
397	0.052606	-0.044642	-0.004050	-0.030918	-0.046975	-0.058307	-0.013948	-0.025840	0.036056	0.023775

y_train.head()

52      59.0
121    173.0
170     47.0
287    219.0
397    198.0
Name: target, dtype: float64

from sklearn.ensemble import RandomForestRegressor
from sklearn.metrics import mean_squared_error

rf = RandomForestRegressor(random_state=1)
rf.fit(X_train, y_train)
y_pred_rf = rf.predict(X_test)
np.sqrt(mean_squared_error(y_test, y_pred_rf))

62.77500577100372

pred_df = pd.DataFrame({"rf": y_pred_rf, "true": y_test})
pred_df.head()

	rf	true
246	140.76	78.0
425	109.89	152.0
293	161.93	200.0
31	70.81	59.0
359	150.91	311.0

# Use validation dataset to find best hyperparameters for RF
rf = RandomForestRegressor(random_state=1)
hyperparameters = {"n_estimators": [10, 100, 1000], "max_depth": [1, 5, 10]}

from sklearn.model_selection import GridSearchCV

grid_search = GridSearchCV(rf, hyperparameters, cv=5, scoring="neg_root_mean_squared_error")
grid_search.fit(X_valid, y_valid)

grid_search.best_params_

{'max_depth': 5, 'n_estimators': 100}

# Train the RF model using the best hyperparameters on train + validation data

rf = RandomForestRegressor(**grid_search.best_params_, random_state=1)
# Combine train and validation data
X_train_overall = pd.concat([X_train, X_valid])
y_train_overall = pd.concat([y_train, y_valid])
rf.fit(X_train_overall, y_train_overall)
y_pred_rf = rf.predict(X_test)
np.sqrt(mean_squared_error(y_test, y_pred_rf))

61.69476644955032

api = TabularRegressionTask()

# Do an api search without any memory limit but use only MLPs

api.search(
    X_train=X_train_overall,
    y_train=y_train_overall,
    X_test=X_test.copy(),
    y_test=y_test.copy(),
    optimize_metric='r2',
    total_walltime_limit=80,
    func_eval_time_limit_secs=10,
    dataset_name="Diabetes",
    memory_limit=None,
    enable_traditional_pipeline=True,
    )

<autoPyTorch.api.tabular_regression.TabularRegressionTask at 0x1945be6d0>

y_pred = api.predict(X_test)
score = api.score(y_pred, y_test)
print(score)
np.sqrt(mean_squared_error(y_test, y_pred))

{'r2': 0.3026643977627368}

60.33987680300709

# Print statistics from search
print(api.sprint_statistics())

autoPyTorch results:
    Dataset name: Diabetes
    Optimisation Metric: r2
    Best validation score: 0.4352600925944532
    Number of target algorithm runs: 13
    Number of successful target algorithm runs: 10
    Number of crashed target algorithm runs: 2
    Number of target algorithms that exceeded the time limit: 1
    Number of target algorithms that exceeded the memory limit: 0

api.get_models_with_weights()[0]

(0.62,
 MyTraditionalTabularRegressionPipeline(config='random_forest',
                                        dataset_properties={'categorical_columns': [],
                                                            'categories': [],
                                                            'input_shape': (10,),
                                                            'is_small_preprocess': True,
                                                            'issigned': True,
                                                            'issparse': False,
                                                            'numerical_columns': [0,
                                                                                  1,
                                                                                  2,
                                                                                  3,
                                                                                  4,
                                                                                  5,
                                                                                  6,
                                                                                  7,
                                                                                  8,
                                                                                  9],
                                                            'output_shape': 1,
                                                            'output_type': 'continuous',
                                                            'target_type': 'tabular_regression',
                                                            'task_type': 'tabular_regression'},
                                        init_params={'instance': None},
                                        random_state=RandomState(MT19937) at 0x194150240))

api.get_models_with_weights()[1]

(0.18,
 ________________________________________
    TabularRegressionPipeline
 ________________________________________
 0-) imputer: 
    SimpleImputer
 
 1-) variance_threshold: 
    VarianceThreshold
 
 2-) coalescer: 
    NoCoalescer
 
 3-) encoder: 
    NoEncoder
 
 4-) scaler: 
    StandardScaler
 
 5-) feature_preprocessor: 
    NoFeaturePreprocessor
 
 6-) tabular_transformer: 
    TabularColumnTransformer
 
 7-) preprocessing: 
    EarlyPreprocessing
 
 8-) network_embedding: 
    autoPyTorch.pipeline NoEmbedding
 
 9-) network_backbone: 
    autoPyTorch.pipeline ShapedMLPBackbone
 
 10-) network_head: 
    autoPyTorch.pipeline FullyConnectedHead
 
 11-) network: 
    Sequential ({'random_state': RandomState(MT19937) at 0x19465E140, '_fit_requirements': [FitRequirement(name='network_head', supported_types=(<class 'torch.nn.modules.module.Module'>,), user_defined=False, dataset_property=False), FitRequirement(name='network_backbone', supported_types=(<class 'torch.nn.modules.module.Module'>,), user_defined=False, dataset_property=False), FitRequirement(name='network_embedding', supported_types=(<class 'torch.nn.modules.module.Module'>,), user_defined=False, dataset_property=False)], '_cs_updates': {}, 'device': device(type='cpu'), 'network': Sequential(
   (0): _NoEmbedding()
   (1): Sequential(
     (0): Linear(in_features=10, out_features=200, bias=True)
     (1): BatchNorm1d(200, eps=1e-05, momentum=0.1, affine=True, track_running_stats=True)
     (2): ReLU()
     (3): Linear(in_features=200, out_features=200, bias=True)
     (4): BatchNorm1d(200, eps=1e-05, momentum=0.1, affine=True, track_running_stats=True)
     (5): ReLU()
     (6): Linear(in_features=200, out_features=200, bias=True)
     (7): BatchNorm1d(200, eps=1e-05, momentum=0.1, affine=True, track_running_stats=True)
     (8): ReLU()
     (9): Linear(in_features=200, out_features=200, bias=True)
     (10): BatchNorm1d(200, eps=1e-05, momentum=0.1, affine=True, track_running_stats=True)
     (11): ReLU()
     (12): Linear(in_features=200, out_features=200, bias=True)
   )
   (2): Sequential(
     (0): Flatten(start_dim=1, end_dim=-1)
     (1): Linear(in_features=200, out_features=128, bias=True)
     (2): ReLU()
     (3): Linear(in_features=128, out_features=1, bias=True)
   )
 ), 'final_activation': None, 'is_fitted_': True})
 
 12-) network_init: 
    XavierInit
 
 13-) optimizer: 
    Adam ({'random_state': RandomState(MT19937) at 0x19465E140, '_fit_requirements': [FitRequirement(name='network', supported_types=(<class 'torch.nn.modules.module.Module'>,), user_defined=False, dataset_property=False)], '_cs_updates': {}, 'optimizer': Adam (
 Parameter Group 0
     amsgrad: False
     betas: (0.9, 0.9)
     capturable: False
     eps: 1e-08
     foreach: None
     lr: 0.01
     maximize: False
     weight_decay: 0.0
 ), 'lr': 0.01, 'beta1': 0.9, 'beta2': 0.9, 'weight_decay': 0.0})
 
 14-) lr_scheduler: 
    ReduceLROnPlateau
 
 15-) data_loader: 
    DataLoader
 
 16-) trainer: 
    autoPyTorch.pipeline Standard Trainer
 
 ________________________________________)

api.get_models_with_weights()[2]

(0.16,
 MyTraditionalTabularRegressionPipeline(config='svm',
                                        dataset_properties={'categorical_columns': [],
                                                            'categories': [],
                                                            'input_shape': (10,),
                                                            'is_small_preprocess': True,
                                                            'issigned': True,
                                                            'issparse': False,
                                                            'numerical_columns': [0,
                                                                                  1,
                                                                                  2,
                                                                                  3,
                                                                                  4,
                                                                                  5,
                                                                                  6,
                                                                                  7,
                                                                                  8,
                                                                                  9],
                                                            'output_shape': 1,
                                                            'output_type': 'continuous',
                                                            'target_type': 'tabular_regression',
                                                            'task_type': 'tabular_regression'},
                                        init_params={'instance': None},
                                        random_state=RandomState(MT19937) at 0x194711B40))

What if we fit only NNs?

api2 = TabularRegressionTask(seed=2, ensemble_size=0)

api2.search(
    X_train=X_train,
    y_train=y_train,
    X_test=X_test.copy(),
    y_test=y_test.copy(),
    optimize_metric='r2',
    total_walltime_limit=40,
    func_eval_time_limit_secs=10,
    dataset_name="Diabetes",
    memory_limit=None,
    enable_traditional_pipeline=False,
    )

[WARNING] [2023-02-27 18:29:06,260:Client-autoPyTorch.automl_common.common.utils.backend] Directory /var/folders/1x/wmgn24mn1bbd2vgbqlk98tbc0000gn/T/autoPyTorch_tmp_70d9fdb4-b69e-11ed-b5ea-3c7d0a00e5d9/.autoPyTorch/ensembles does not exist
[ERROR] [2023-02-27 18:29:06,261:Client-AutoPyTorch:Diabetes:2] No valid ensemble was created. Please check the logfile for errors. Default to the best individual estimator:[(2, 2, 5.555555555555555)]
NoneType: None

<autoPyTorch.api.tabular_regression.TabularRegressionTask at 0x194d3f160>

y_pred2 = api2.predict(X_test)
score2 = api2.score(y_pred2, y_test)
score2

{'r2': -0.37656772470491995}

np.sqrt(mean_squared_error(y_test, y_pred2))

84.77782906691597

Okay, it seems we are worse than the random forest. Let’s see what happened.

api2.get_models_with_weights()[0]

(1.0,
 ________________________________________
    TabularRegressionPipeline
 ________________________________________
 0-) imputer: 
    SimpleImputer
 
 1-) variance_threshold: 
    VarianceThreshold
 
 2-) coalescer: 
    NoCoalescer
 
 3-) encoder: 
    NoEncoder
 
 4-) scaler: 
    StandardScaler
 
 5-) feature_preprocessor: 
    NoFeaturePreprocessor
 
 6-) tabular_transformer: 
    TabularColumnTransformer
 
 7-) preprocessing: 
    EarlyPreprocessing
 
 8-) network_embedding: 
    autoPyTorch.pipeline NoEmbedding
 
 9-) network_backbone: 
    autoPyTorch.pipeline ShapedMLPBackbone
 
 10-) network_head: 
    autoPyTorch.pipeline FullyConnectedHead
 
 11-) network: 
    Sequential ({'random_state': RandomState(MT19937) at 0x194711A40, '_fit_requirements': [FitRequirement(name='network_head', supported_types=(<class 'torch.nn.modules.module.Module'>,), user_defined=False, dataset_property=False), FitRequirement(name='network_backbone', supported_types=(<class 'torch.nn.modules.module.Module'>,), user_defined=False, dataset_property=False), FitRequirement(name='network_embedding', supported_types=(<class 'torch.nn.modules.module.Module'>,), user_defined=False, dataset_property=False)], '_cs_updates': {}, 'device': device(type='cpu'), 'network': Sequential(
   (0): _NoEmbedding()
   (1): Sequential(
     (0): Linear(in_features=10, out_features=200, bias=True)
     (1): BatchNorm1d(200, eps=1e-05, momentum=0.1, affine=True, track_running_stats=True)
     (2): ReLU()
     (3): Linear(in_features=200, out_features=200, bias=True)
     (4): BatchNorm1d(200, eps=1e-05, momentum=0.1, affine=True, track_running_stats=True)
     (5): ReLU()
     (6): Linear(in_features=200, out_features=200, bias=True)
     (7): BatchNorm1d(200, eps=1e-05, momentum=0.1, affine=True, track_running_stats=True)
     (8): ReLU()
     (9): Linear(in_features=200, out_features=200, bias=True)
     (10): BatchNorm1d(200, eps=1e-05, momentum=0.1, affine=True, track_running_stats=True)
     (11): ReLU()
     (12): Linear(in_features=200, out_features=200, bias=True)
   )
   (2): Sequential(
     (0): Flatten(start_dim=1, end_dim=-1)
     (1): Linear(in_features=200, out_features=128, bias=True)
     (2): ReLU()
     (3): Linear(in_features=128, out_features=1, bias=True)
   )
 ), 'final_activation': None, 'is_fitted_': True})
 
 12-) network_init: 
    XavierInit
 
 13-) optimizer: 
    Adam ({'random_state': RandomState(MT19937) at 0x194711A40, '_fit_requirements': [FitRequirement(name='network', supported_types=(<class 'torch.nn.modules.module.Module'>,), user_defined=False, dataset_property=False)], '_cs_updates': {}, 'optimizer': Adam (
 Parameter Group 0
     amsgrad: False
     betas: (0.9, 0.9)
     capturable: False
     eps: 1e-08
     foreach: None
     lr: 0.01
     maximize: False
     weight_decay: 0.0
 ), 'lr': 0.01, 'beta1': 0.9, 'beta2': 0.9, 'weight_decay': 0.0})
 
 14-) lr_scheduler: 
    ReduceLROnPlateau
 
 15-) data_loader: 
    DataLoader
 
 16-) trainer: 
    autoPyTorch.pipeline Standard Trainer
 
 ________________________________________)

import torch
X_train_torch = torch.from_numpy(X_train.values).float()
y_train_torch = torch.from_numpy(y_train.values).float()
X_val_torch = torch.from_numpy(X_valid.values).float()
y_val_torch = torch.from_numpy(y_valid.values).float()
X_test_torch = torch.from_numpy(X_test.values).float()
y_test_torch = torch.from_numpy(y_test.values).float()

# Build a simple MLP in PyTorch, train on training data and optimize on validation data


import torch.nn as nn
import torch.nn.functional as F
import torch.optim as optim

class Net(nn.Module):
    def __init__(self, l1 = 64, l2 = 64, l3 = 64, l2_reg = 0.0):
        super(Net, self).__init__()
        self.l2_reg = l2_reg
        self.fc1 = nn.Linear(10, l1)
        self.fc2 = nn.Linear(l1, l2)
        self.fc3 = nn.Linear(l2, l3)
        self.fc4 = nn.Linear(l3, 1)

    def forward(self, x):
        # Add a residual connection
        x = F.relu(self.fc1(x))
        x = F.relu(self.fc2(x))
        x = F.relu(self.fc3(x))
        x = self.fc4(x)
        return x
    

net = Net()
criterion = nn.MSELoss()
optimizer = optim.Adam(net.parameters(), lr=0.001)



train_losses = []
val_losses = []
test_losses = []


for epoch in range(1000):  # loop over the dataset multiple times and store the train, test loss
    optimizer.zero_grad()
    outputs = net(X_train_torch)
    loss = criterion(outputs, y_train_torch)
    # Add L2 regularization
    for param in net.parameters():
        loss += net.l2_reg * torch.norm(param)
    loss.backward()
    optimizer.step()

    train_losses.append(np.sqrt(loss.item()))
    val_losses.append(np.sqrt(criterion(net(X_val_torch), y_val_torch).item()))
    test_losses.append(np.sqrt(criterion(net(X_test_torch), y_test_torch).item()))
            
print('Finished Training')

Finished Training

plt.plot(train_losses, label="Train")
plt.plot(test_losses, label="Test")
plt.plot(val_losses, label="Val")
plt.legend()

<matplotlib.legend.Legend at 0x195db0400>

with torch.no_grad():
    outputs = net(X_test_torch)
    loss = criterion(outputs, y_test_torch)
    print(f"Test loss: {np.sqrt(loss.item())}")
    outputs = net(X_train_torch)    
    loss = criterion(outputs, y_train_torch)
    print(f"Train loss: {np.sqrt(loss.item())}")
    print("")

Test loss: 72.43299031475574
Train loss: 79.2251754050993

# Fit the NN model using scaled y values
# Using sklearn's StandardScaler to scale the y values

from sklearn.preprocessing import StandardScaler

scaler = StandardScaler()
y_train_scaled = scaler.fit_transform(y_train.values.reshape(-1, 1))
y_train_scaled = torch.from_numpy(y_train_scaled).float()
y_test_scaled = scaler.transform(y_test.values.reshape(-1, 1))
y_test_scaled = torch.from_numpy(y_test_scaled).float()
y_valid_scaled = scaler.transform(y_valid.values.reshape(-1, 1))
y_valid_scaled = torch.from_numpy(y_valid_scaled).float()

net = Net()
criterion = nn.MSELoss()
optimizer = optim.Adam(net.parameters(), lr=0.01)

train_losses = []
val_losses = []
test_losses = []


for epoch in range(4000):  # loop over the dataset multiple times and store the train, test loss
    optimizer.zero_grad()
    outputs = net(X_train_torch)
    loss = criterion(outputs, y_train_scaled)
    # Add L2 regularization
    for param in net.parameters():
        loss += net.l2_reg * torch.norm(param)
    loss.backward()
    optimizer.step()

    train_losses.append(np.sqrt(loss.item()))

            
print('Finished Training')

Finished Training

plt.plot(train_losses, label="Train")

# Predict the scaled y values and inverse transform them to get the original y values

with torch.no_grad():
    outputs = net(X_test_torch)

# Inverse transform the scaled y values to get the original y values

y_pred = scaler.inverse_transform(outputs.numpy())
y_pred = y_pred.reshape(-1)
print(f"Test RMSE: {np.sqrt(mean_squared_error(y_test, y_pred))}")

Test RMSE: 82.79070717489064

pd.DataFrame({"y_test": y_test, "y_pred": y_pred}).plot.scatter(x="y_test", y="y_pred")

<AxesSubplot: xlabel='y_test', ylabel='y_pred'>

# At this point it seems our model is worse than RF, Auto model containing Catboost etc. Let us optimize our NN
# I will use Ray Tune to optimize the hyperparameters

import ray
from ray import tune
from ray.tune import CLIReporter
from ray.tune.schedulers import ASHAScheduler

def train_mlp(config):
    net = Net(config["l1"], config["l2"], config["l3"], config["l2_reg"])
    
    criterion = nn.MSELoss()
    
    criterion = nn.MSELoss()
    optimizer = optim.Adam(net.parameters(), lr=config["lr"])
    for epoch in range(1000):  # loop over the dataset multiple times and store the train, test loss
        optimizer.zero_grad()
        outputs = net(X_train_torch)
        loss = criterion(outputs, y_train_scaled)
        # Add l2 regularization to loss
        l2_reg = torch.tensor(0.)
        for param in net.parameters():
            l2_reg += torch.norm(param)
        loss += config["l2_reg"] * l2_reg
        loss.backward()
        optimizer.step()
    with torch.no_grad():
        outputs = net(X_val_torch)
        # Inverse transform the scaled y values to get the original y values
        y_pred = scaler.inverse_transform(outputs.numpy())
        loss = np.sqrt(mean_squared_error(y_valid, y_pred))
        return {"loss": loss, "status": "ok"}

ray.shutdown()

ray.init()
scheduler = ASHAScheduler(
    metric="loss",
    mode="min",
    max_t=100,
    grace_period=1,
    reduction_factor=2)

reporter = CLIReporter(
    parameter_columns=["l1", "l2", "l3", "lr", "l2_reg"],
    metric_columns=["loss", "training_iteration"])

analysis = tune.run(
    train_mlp,
    resources_per_trial={"cpu": 1},
    config={
        "l1": tune.choice([2, 4, 16, 32, 64, 128, 256]),
        "l2": tune.choice([2, 4, 16, 32, 64, 128, 256]),
        "l3": tune.choice([2, 4, 16, 32, 64, 128, 256]),
        "l2_reg": tune.loguniform(1e-4, 1.0),
        "lr": tune.loguniform(1e-4, 1.0),
    },
    num_samples=50,
    scheduler=scheduler,
    progress_reporter=reporter)

Trial Progress

Trial name	date	done	experiment_id	hostname	iterations_since_restore	loss	node_ip	pid	status	time_since_restore	time_this_iter_s	time_total_s	timestamp	training_iteration	trial_id	warmup_time
train_mlp_c8d42_00000	2023-02-28_10-08-51	True	684a45c7048544b384d756bd20117055	Nipuns-iMac-8.local	1	76.2275	127.0.0.1	99588	ok	2.44738	2.44738	2.44738	1677559131	1	c8d42_00000	0.00341606
train_mlp_c8d42_00001	2023-02-28_10-08-59	True	23a98dd3be3d4ad2abbc0a44970bd41b	Nipuns-iMac-8.local	1	76.2183	127.0.0.1	99594	ok	4.5987	4.5987	4.5987	1677559139	1	c8d42_00001	0.00891805
train_mlp_c8d42_00002	2023-02-28_10-08-58	True	f1614c13b37a4966adb785c911a54c11	Nipuns-iMac-8.local	1	76.2261	127.0.0.1	99595	ok	2.89705	2.89705	2.89705	1677559138	1	c8d42_00002	0.0356119
train_mlp_c8d42_00003	2023-02-28_10-08-57	True	e9475ee5dd1f4d1289ef144d1a7879ad	Nipuns-iMac-8.local	1	51.6545	127.0.0.1	99596	ok	2.83387	2.83387	2.83387	1677559137	1	c8d42_00003	0.00670218
train_mlp_c8d42_00004	2023-02-28_10-08-57	True	97bdec82d1ec44069bc84210c4a6a18e	Nipuns-iMac-8.local	1	65.3017	127.0.0.1	99597	ok	2.6755	2.6755	2.6755	1677559137	1	c8d42_00004	0.00920701
train_mlp_c8d42_00005	2023-02-28_10-08-59	True	3db458192e6944118049623bfe3128a4	Nipuns-iMac-8.local	1	76.1747	127.0.0.1	99598	ok	4.36245	4.36245	4.36245	1677559139	1	c8d42_00005	0.00544381
train_mlp_c8d42_00006	2023-02-28_10-08-59	True	6b794ba131304c9e841b2d671a1a4693	Nipuns-iMac-8.local	1	76.2181	127.0.0.1	99601	ok	4.51009	4.51009	4.51009	1677559139	1	c8d42_00006	0.00939798
train_mlp_c8d42_00007	2023-02-28_10-09-06	True	38d637c01fcb43d3be8db783cb837ea2	Nipuns-iMac-8.local	1	76.7874	127.0.0.1	99602	ok	11.1744	11.1744	11.1744	1677559146	1	c8d42_00007	0.012325
train_mlp_c8d42_00008	2023-02-28_10-09-00	True	a15c3445ce1e4ffeba2eabf9098820f2	Nipuns-iMac-8.local	1	76.1934	127.0.0.1	99604	ok	4.98043	4.98043	4.98043	1677559140	1	c8d42_00008	0.010926
train_mlp_c8d42_00009	2023-02-28_10-09-00	True	9de7e974434443f6a12e1dbc614a8582	Nipuns-iMac-8.local	1	68.2169	127.0.0.1	99612	ok	5.00434	5.00434	5.00434	1677559140	1	c8d42_00009	0.00496888
train_mlp_c8d42_00010	2023-02-28_10-09-00	True	d7fa3bf71c4d44dd90e2988c0e59687a	Nipuns-iMac-8.local	1	76.2198	127.0.0.1	99613	ok	5.70828	5.70828	5.70828	1677559140	1	c8d42_00010	0.00938773
train_mlp_c8d42_00011	2023-02-28_10-09-03	True	6e08564fbc6d4f5c9bea59429a196a5e	Nipuns-iMac-8.local	1	52.2075	127.0.0.1	99614	ok	8.02228	8.02228	8.02228	1677559143	1	c8d42_00011	0.00922298
train_mlp_c8d42_00012	2023-02-28_10-08-59	True	98349fab3a1b4027bc14d3ce239251fd	Nipuns-iMac-8.local	1	76.1125	127.0.0.1	99615	ok	4.87773	4.87773	4.87773	1677559139	1	c8d42_00012	0.00547719
train_mlp_c8d42_00013	2023-02-28_10-08-58	True	6356d7d5564f49ac84f1f5221bccaa3e	Nipuns-iMac-8.local	1	76.2163	127.0.0.1	99616	ok	3.31126	3.31126	3.31126	1677559138	1	c8d42_00013	0.0112782
train_mlp_c8d42_00014	2023-02-28_10-09-00	True	e4c8bef4a7e246c19960353c87f60541	Nipuns-iMac-8.local	1	76.2002	127.0.0.1	99617	ok	5.44697	5.44697	5.44697	1677559140	1	c8d42_00014	0.0142629
train_mlp_c8d42_00015	2023-02-28_10-09-01	True	f91e68c1ff9a486f9f74c54403e236f4	Nipuns-iMac-8.local	1	51.5808	127.0.0.1	99618	ok	5.94224	5.94224	5.94224	1677559141	1	c8d42_00015	0.00973487
train_mlp_c8d42_00016	2023-02-28_10-08-59	True	684a45c7048544b384d756bd20117055	Nipuns-iMac-8.local	1	85.4019	127.0.0.1	99588	ok	4.64298	4.64298	4.64298	1677559139	1	c8d42_00016	0.00341606
train_mlp_c8d42_00017	2023-02-28_10-09-01	True	97bdec82d1ec44069bc84210c4a6a18e	Nipuns-iMac-8.local	1	76.2217	127.0.0.1	99597	ok	3.26168	3.26168	3.26168	1677559141	1	c8d42_00017	0.00920701
train_mlp_c8d42_00018	2023-02-28_10-09-00	True	e9475ee5dd1f4d1289ef144d1a7879ad	Nipuns-iMac-8.local	1	52.4798	127.0.0.1	99596	ok	2.94631	2.94631	2.94631	1677559140	1	c8d42_00018	0.00670218
train_mlp_c8d42_00019	2023-02-28_10-09-10	True	f1614c13b37a4966adb785c911a54c11	Nipuns-iMac-8.local	1	51.5559	127.0.0.1	99595	ok	12.1603	12.1603	12.1603	1677559150	1	c8d42_00019	0.0356119
train_mlp_c8d42_00020	2023-02-28_10-09-04	True	6356d7d5564f49ac84f1f5221bccaa3e	Nipuns-iMac-8.local	1	54.8401	127.0.0.1	99616	ok	5.67631	5.67631	5.67631	1677559144	1	c8d42_00020	0.0112782
train_mlp_c8d42_00021	2023-02-28_10-09-03	True	3db458192e6944118049623bfe3128a4	Nipuns-iMac-8.local	1	80.9971	127.0.0.1	99598	ok	4.02288	4.02288	4.02288	1677559143	1	c8d42_00021	0.00544381
train_mlp_c8d42_00022	2023-02-28_10-09-04	True	6b794ba131304c9e841b2d671a1a4693	Nipuns-iMac-8.local	1	62.7729	127.0.0.1	99601	ok	5.19184	5.19184	5.19184	1677559144	1	c8d42_00022	0.00939798
train_mlp_c8d42_00023	2023-02-28_10-09-03	True	23a98dd3be3d4ad2abbc0a44970bd41b	Nipuns-iMac-8.local	1	52.487	127.0.0.1	99594	ok	3.83576	3.83576	3.83576	1677559143	1	c8d42_00023	0.00891805
train_mlp_c8d42_00024	2023-02-28_10-09-09	True	684a45c7048544b384d756bd20117055	Nipuns-iMac-8.local	1	76.1853	127.0.0.1	99588	ok	10.1193	10.1193	10.1193	1677559149	1	c8d42_00024	0.00341606
train_mlp_c8d42_00025	2023-02-28_10-09-04	True	98349fab3a1b4027bc14d3ce239251fd	Nipuns-iMac-8.local	1	76.2173	127.0.0.1	99615	ok	4.14031	4.14031	4.14031	1677559144	1	c8d42_00025	0.00547719
train_mlp_c8d42_00026	2023-02-28_10-09-06	True	a15c3445ce1e4ffeba2eabf9098820f2	Nipuns-iMac-8.local	1	68.3927	127.0.0.1	99604	ok	6.18441	6.18441	6.18441	1677559146	1	c8d42_00026	0.010926
train_mlp_c8d42_00027	2023-02-28_10-09-03	True	9de7e974434443f6a12e1dbc614a8582	Nipuns-iMac-8.local	1	76.218	127.0.0.1	99612	ok	3.01754	3.01754	3.01754	1677559143	1	c8d42_00027	0.00496888
train_mlp_c8d42_00028	2023-02-28_10-09-06	True	e4c8bef4a7e246c19960353c87f60541	Nipuns-iMac-8.local	1	66.4336	127.0.0.1	99617	ok	5.79445	5.79445	5.79445	1677559146	1	c8d42_00028	0.0142629
train_mlp_c8d42_00029	2023-02-28_10-09-03	True	d7fa3bf71c4d44dd90e2988c0e59687a	Nipuns-iMac-8.local	1	76.2164	127.0.0.1	99613	ok	2.94911	2.94911	2.94911	1677559143	1	c8d42_00029	0.00938773
train_mlp_c8d42_00030	2023-02-28_10-09-05	True	e9475ee5dd1f4d1289ef144d1a7879ad	Nipuns-iMac-8.local	1	75.2123	127.0.0.1	99596	ok	4.99429	4.99429	4.99429	1677559145	1	c8d42_00030	0.00670218
train_mlp_c8d42_00031	2023-02-28_10-09-06	True	f91e68c1ff9a486f9f74c54403e236f4	Nipuns-iMac-8.local	1	51.925	127.0.0.1	99618	ok	4.96918	4.96918	4.96918	1677559146	1	c8d42_00031	0.00973487
train_mlp_c8d42_00032	2023-02-28_10-09-04	True	97bdec82d1ec44069bc84210c4a6a18e	Nipuns-iMac-8.local	1	76.4117	127.0.0.1	99597	ok	3.24968	3.24968	3.24968	1677559144	1	c8d42_00032	0.00920701
train_mlp_c8d42_00033	2023-02-28_10-09-08	True	6e08564fbc6d4f5c9bea59429a196a5e	Nipuns-iMac-8.local	1	70.9285	127.0.0.1	99614	ok	5.80603	5.80603	5.80603	1677559148	1	c8d42_00033	0.00922298
train_mlp_c8d42_00034	2023-02-28_10-09-08	True	9de7e974434443f6a12e1dbc614a8582	Nipuns-iMac-8.local	1	51.9675	127.0.0.1	99612	ok	5.20552	5.20552	5.20552	1677559148	1	c8d42_00034	0.00496888
train_mlp_c8d42_00035	2023-02-28_10-09-07	True	3db458192e6944118049623bfe3128a4	Nipuns-iMac-8.local	1	76.1776	127.0.0.1	99598	ok	3.86612	3.86612	3.86612	1677559147	1	c8d42_00035	0.00544381
train_mlp_c8d42_00036	2023-02-28_10-09-07	True	23a98dd3be3d4ad2abbc0a44970bd41b	Nipuns-iMac-8.local	1	76.2167	127.0.0.1	99594	ok	3.56161	3.56161	3.56161	1677559147	1	c8d42_00036	0.00891805
train_mlp_c8d42_00037	2023-02-28_10-09-07	True	d7fa3bf71c4d44dd90e2988c0e59687a	Nipuns-iMac-8.local	1	51.8721	127.0.0.1	99613	ok	4.08222	4.08222	4.08222	1677559147	1	c8d42_00037	0.00938773
train_mlp_c8d42_00038	2023-02-28_10-09-10	True	98349fab3a1b4027bc14d3ce239251fd	Nipuns-iMac-8.local	1	76.2166	127.0.0.1	99615	ok	6.54892	6.54892	6.54892	1677559150	1	c8d42_00038	0.00547719
train_mlp_c8d42_00039	2023-02-28_10-09-07	True	6356d7d5564f49ac84f1f5221bccaa3e	Nipuns-iMac-8.local	1	71.0616	127.0.0.1	99616	ok	3.14067	3.14067	3.14067	1677559147	1	c8d42_00039	0.0112782
train_mlp_c8d42_00040	2023-02-28_10-09-07	True	97bdec82d1ec44069bc84210c4a6a18e	Nipuns-iMac-8.local	1	78.2332	127.0.0.1	99597	ok	3.1038	3.1038	3.1038	1677559147	1	c8d42_00040	0.00920701
train_mlp_c8d42_00041	2023-02-28_10-09-09	True	6b794ba131304c9e841b2d671a1a4693	Nipuns-iMac-8.local	1	76.2681	127.0.0.1	99601	ok	4.69843	4.69843	4.69843	1677559149	1	c8d42_00041	0.00939798
train_mlp_c8d42_00042	2023-02-28_10-09-09	True	e9475ee5dd1f4d1289ef144d1a7879ad	Nipuns-iMac-8.local	1	64.8587	127.0.0.1	99596	ok	3.2481	3.2481	3.2481	1677559149	1	c8d42_00042	0.00670218
train_mlp_c8d42_00043	2023-02-28_10-09-09	True	f91e68c1ff9a486f9f74c54403e236f4	Nipuns-iMac-8.local	1	76.2166	127.0.0.1	99618	ok	2.99345	2.99345	2.99345	1677559149	1	c8d42_00043	0.00973487
train_mlp_c8d42_00044	2023-02-28_10-09-09	True	38d637c01fcb43d3be8db783cb837ea2	Nipuns-iMac-8.local	1	76.2244	127.0.0.1	99602	ok	3.30911	3.30911	3.30911	1677559149	1	c8d42_00044	0.012325
train_mlp_c8d42_00045	2023-02-28_10-09-10	True	a15c3445ce1e4ffeba2eabf9098820f2	Nipuns-iMac-8.local	1	51.9337	127.0.0.1	99604	ok	3.84642	3.84642	3.84642	1677559150	1	c8d42_00045	0.010926
train_mlp_c8d42_00046	2023-02-28_10-09-10	True	e4c8bef4a7e246c19960353c87f60541	Nipuns-iMac-8.local	1	76.2167	127.0.0.1	99617	ok	3.67529	3.67529	3.67529	1677559150	1	c8d42_00046	0.0142629
train_mlp_c8d42_00047	2023-02-28_10-09-09	True	23a98dd3be3d4ad2abbc0a44970bd41b	Nipuns-iMac-8.local	1	73.6947	127.0.0.1	99594	ok	2.20929	2.20929	2.20929	1677559149	1	c8d42_00047	0.00891805
train_mlp_c8d42_00048	2023-02-28_10-09-09	True	6356d7d5564f49ac84f1f5221bccaa3e	Nipuns-iMac-8.local	1	76.2164	127.0.0.1	99616	ok	2.29378	2.29378	2.29378	1677559149	1	c8d42_00048	0.0112782
train_mlp_c8d42_00049	2023-02-28_10-09-09	True	3db458192e6944118049623bfe3128a4	Nipuns-iMac-8.local	1	60.3637	127.0.0.1	99598	ok	2.2852	2.2852	2.2852	1677559149	1	c8d42_00049	0.00544381

2023-02-28 10:09:11,027 INFO tune.py:762 -- Total run time: 26.09 seconds (25.84 seconds for the tuning loop).

# Print the table for all the trials
df = analysis.results_df

# Sort the table by loss
df.sort_values(by="loss", inplace=True)

# Show only loss, config/l1, config/l2, config/l3, config/lr, training_iteration
df[["loss", "config/l1", "config/l2", "config/l3", "config/lr", "config/l2_reg"]]

	loss	config/l1	config/l2	config/l3	config/lr	config/l2_reg
trial_id
c8d42_00019	51.555930	256	256	128	0.000125	0.027615
c8d42_00015	51.580817	4	64	256	0.003980	0.015450
c8d42_00003	51.654479	2	64	4	0.000991	0.015054
c8d42_00037	51.872128	128	32	32	0.000114	0.005181
c8d42_00031	51.925027	128	64	32	0.000103	0.001919
c8d42_00045	51.933658	64	256	16	0.000139	0.000221
c8d42_00034	51.967532	2	128	128	0.000371	0.000860
c8d42_00011	52.207469	16	256	128	0.000134	0.001002
c8d42_00018	52.479806	2	16	4	0.002317	0.000166
c8d42_00023	52.486995	64	64	16	0.000214	0.025084
c8d42_00020	54.840118	2	128	128	0.001178	0.001264
c8d42_00049	60.363672	4	128	16	0.003238	0.000639
c8d42_00022	62.772853	256	4	64	0.000419	0.000484
c8d42_00042	64.858708	128	32	2	0.001164	0.000313
c8d42_00004	65.301650	4	2	32	0.071916	0.000168
c8d42_00028	66.433568	128	64	128	0.013376	0.002368
c8d42_00009	68.216911	32	256	2	0.000931	0.001888
c8d42_00026	68.392660	2	256	64	0.025460	0.000803
c8d42_00033	70.928476	2	256	64	0.016914	0.000214
c8d42_00039	71.061583	16	4	64	0.007347	0.000135
c8d42_00047	73.694689	4	2	32	0.000104	0.001308
c8d42_00030	75.212274	16	256	2	0.004354	0.000746
c8d42_00012	76.112538	128	128	4	0.226784	0.140003
c8d42_00005	76.174661	4	4	256	0.086190	0.563438
c8d42_00035	76.177571	64	4	128	0.166371	0.330122
c8d42_00024	76.185294	32	256	256	0.159865	0.671139
c8d42_00008	76.193428	256	32	16	0.113514	0.062898
c8d42_00014	76.200245	32	128	128	0.561836	0.000226
c8d42_00013	76.216345	64	16	64	0.000173	0.194086
c8d42_00048	76.216390	64	16	64	0.301651	0.000141
c8d42_00029	76.216436	16	2	2	0.085926	0.000206
c8d42_00038	76.216618	16	256	256	0.005644	0.210313
c8d42_00043	76.216619	64	16	64	0.000284	0.433444
c8d42_00046	76.216670	256	64	2	0.000617	0.181541
c8d42_00036	76.216674	2	64	64	0.680740	0.005030
c8d42_00025	76.217288	16	128	16	0.002700	0.051269
c8d42_00027	76.218050	2	4	32	0.001925	0.194493
c8d42_00006	76.218069	256	2	64	0.003326	0.233648
c8d42_00001	76.218267	2	16	256	0.122404	0.001683
c8d42_00010	76.219815	128	128	64	0.006478	0.178694
c8d42_00017	76.221708	32	32	16	0.004100	0.520138
c8d42_00044	76.224417	256	2	2	0.019401	0.077370
c8d42_00002	76.226116	16	2	64	0.000326	0.028026
c8d42_00000	76.227517	4	16	128	0.020000	0.307903
c8d42_00041	76.268058	256	32	64	0.045152	0.252533
c8d42_00032	76.411740	32	32	2	0.541939	0.193151
c8d42_00007	76.787387	256	256	2	0.616285	0.114236
c8d42_00040	78.233233	64	4	16	0.164726	0.000119
c8d42_00021	80.997064	128	16	32	0.001292	0.002832
c8d42_00016	85.401864	32	16	256	0.055791	0.000965

# Print the best hyperparameters

analysis.get_best_config(metric="loss", mode="min")

{'l1': 256,
 'l2': 256,
 'l3': 128,
 'l2_reg': 0.027614886800457164,
 'lr': 0.00012453571993239395}

# Perform the final test on the test set

best_config = analysis.get_best_config(metric="loss", mode="min")

# Use the best hyperparameters to train the model
net = Net(best_config["l1"], best_config["l2"], best_config["l3"], best_config["l2_reg"])
criterion = nn.MSELoss()
optimizer = optim.Adam(net.parameters(), lr=best_config["lr"])
for epoch in range(1000):  # loop over the dataset multiple times and store the train, test loss
    optimizer.zero_grad()
    outputs = net(X_train_torch)
    loss = criterion(outputs, y_train_scaled)
    # Add L2 regularization
    for param in net.parameters():
        loss += net.l2_reg * torch.norm(param)

    
    loss.backward()
    optimizer.step()

with torch.no_grad():
    outputs = net(X_test_torch)
    # Inverse transform the scaled y values to get the original y values
    y_pred = scaler.inverse_transform(outputs.numpy())
    loss = np.sqrt(mean_squared_error(y_test, y_pred))
    print(f"Test RMSE: {loss}")
    print("")

Test RMSE: 54.06271747689579

pd.DataFrame({"y_test": y_test, "y_pred": y_pred.reshape(-1)})

	y_test	y_pred
246	78.0	107.765800
425	152.0	110.693916
293	200.0	175.535324
31	59.0	82.328522
359	311.0	176.440598
...	...	...
117	281.0	246.310699
139	281.0	245.451309
218	214.0	118.843346
93	96.0	77.727440
420	146.0	134.773529

111 rows × 2 columns

# Thus far it seems even with hyperparameter tuning we are unable to match the performance of ensemble models. 

# Get the top 5 configurations

df[['loss', 'config/l1', 'config/l2', 'config/l3', 'config/lr', 'config/l2_reg']].head(5)

	loss	config/l1	config/l2	config/l3	config/lr	config/l2_reg
trial_id
c8d42_00019	51.555930	256	256	128	0.000125	0.027615
c8d42_00015	51.580817	4	64	256	0.003980	0.015450
c8d42_00003	51.654479	2	64	4	0.000991	0.015054
c8d42_00037	51.872128	128	32	32	0.000114	0.005181
c8d42_00031	51.925027	128	64	32	0.000103	0.001919

config_list_of_dicts = df[['config/l1', 'config/l2', 'config/l3', 'config/lr', 'config/l2_reg']].head(5).to_dict('records')

# Train an ensemble of 5 models using the top 5 configurations

ensemble = []
for config in config_list_of_dicts:
    net = Net(config["config/l1"], config["config/l2"], config["config/l3"], config["config/l2_reg"])
    criterion = nn.MSELoss()
    optimizer = optim.Adam(net.parameters(), lr=config["config/lr"])
    for epoch in range(2000):  # loop over the dataset multiple times and store the train, test loss
        optimizer.zero_grad()
        outputs = net(X_train_torch)
        loss = criterion(outputs, y_train_scaled)
        # Add L2 regularization
        for param in net.parameters():
            loss += net.l2_reg * torch.norm(param)
        loss.backward()
        optimizer.step()
    ensemble.append(net)

# Get the predictions from the ensemble

ensemble_preds = []
for net in ensemble:
    with torch.no_grad():
        outputs = net(X_test_torch)
        # Scale the predictions back to the original scale
        outputs = scaler.inverse_transform(outputs.numpy())
        ensemble_preds.append(outputs)
    
ensemble_preds = np.array(ensemble_preds)

# Get the mean of the predictions

ensemble_preds_mean = ensemble_preds.mean(axis=0)

# Get the RMSE of the ensemble

criterion = nn.MSELoss()
loss = criterion(torch.tensor(ensemble_preds_mean), y_test_torch)
print(f"Test loss: {np.sqrt(loss.item())}")

Test loss: 83.04458927945727

Inputs to Meta Learning model

Data inputs

Input vector: X is of shape N, D where N is the number of samples and D is the number of features
Output vector: y is of shape N, 1

Encoder inputs

Context vector: Containing C vectors of concatenated (X, y) pairs from the training set. Thus, shape of context vector is (C, D + 1)

### Encoder internals

Encoding: Encoder is a neural network that takes in the context vector and outputs a vector of shape (C, E) where E is the encoding size

### Encoder outputs

Encoder summary: A vector of shape (E, ) that is the mean of the encoding

### Decoder inputs

Query vector: Containing Q vectors of X from test set. Thus, shape of query vector is (Q, D)
It also takes the encoder summary as input of size (E, ). But, we make Q copies of the encoder summary and concatenate it with the query vector to get a vector of shape (Q, E + D)

### Decoder outputs

Decoding: Decoder is a neural network that takes in the query vector and encoder summary and outputs a vector of shape (Q, 1)

D = X_train_torch.shape[1]

# Building the encoder 
# Takes as input the number of features, the number of nodes in 3 hidden layers, and the L2 regularization parameter

class Encoder(nn.Module):
    def __init__(self, n_features = D+1, l1_size=32, l2_size=32, E = 32, l2_reg=0.0):
        super(Encoder, self).__init__()
        self.l1 = nn.Linear(n_features, l1_size)
        self.l2 = nn.Linear(l1_size, l2_size)
        self.l3 = nn.Linear(l2_size, E)
        self.l2_reg = l2_reg
        self.relu = nn.ReLU()
        
    def forward(self, x):
        x = self.relu(self.l1(x))
        x = self.relu(self.l2(x))
        x = self.relu(self.l3(x))
        return x

# Create C context vectors and pass them through the encoder

C = 5
Q = 2
encoder = Encoder(E=32)

# Create the context vectors input
C_idx = np.random.choice(X_train_torch.shape[0], C, replace=False)
C_idx = torch.tensor(C_idx)

# Get the Q query vectors
all_idx = np.arange(X_train_torch.shape[0])
Q_idx = np.random.choice(np.setdiff1d(all_idx, C_idx), Q, replace=False)
Q_idx = torch.tensor(Q_idx)

C_idx, Q_idx

(tensor([108,  26,  25, 210, 151]), tensor([156, 230]))

X_train_torch[C_idx], y_train_scaled[C_idx], y_train_torch[C_idx]

(tensor([[-0.0019, -0.0446,  0.0542, -0.0665,  0.0727,  0.0566, -0.0434,  0.0849,
           0.0845,  0.0486],
         [ 0.0817,  0.0507,  0.0013,  0.0356,  0.1264,  0.0911,  0.0192,  0.0343,
           0.0845, -0.0301],
         [ 0.0126, -0.0446,  0.0067, -0.0562, -0.0759, -0.0664, -0.0213, -0.0376,
          -0.0181, -0.0922],
         [ 0.0272, -0.0446,  0.0067,  0.0356,  0.0796,  0.0707,  0.0155,  0.0343,
           0.0407,  0.0113],
         [-0.0709,  0.0507, -0.0752, -0.0401, -0.0511, -0.0151, -0.0397, -0.0026,
          -0.0964, -0.0342]]),
 tensor([[ 0.4966],
         [ 0.5471],
         [ 0.3704],
         [-1.0812],
         [-1.2327]]),
 tensor([192., 196., 182.,  67.,  55.]))

context_input = torch.cat((X_train_torch[C_idx], y_train_scaled[C_idx].reshape(-1, 1)), axis=1)
pd.DataFrame(context_input)

	0	1	2	3	4	5	6	7	8	9	10
0	-0.001882	-0.044642	0.054152	-0.066495	0.072732	0.056619	-0.043401	0.084863	0.084495	0.048628	0.496595
1	0.081666	0.050680	0.001339	0.035644	0.126395	0.091065	0.019187	0.034309	0.084495	-0.030072	0.547084
2	0.012648	-0.044642	0.006728	-0.056166	-0.075870	-0.066449	-0.021311	-0.037648	-0.018118	-0.092204	0.370372
3	0.027178	-0.044642	0.006728	0.035644	0.079612	0.070710	0.015505	0.034309	0.040672	0.011349	-1.081190
4	-0.070900	0.050680	-0.075186	-0.040099	-0.051103	-0.015092	-0.039719	-0.002592	-0.096433	-0.034215	-1.232658

encoder(context_input).shape

torch.Size([5, 32])

encoder(context_input).mean(axis=0).shape

torch.Size([32])

# Now we will build the decoder

class Decoder(nn.Module):
    def __init__(self, E=32, l1_size=32, l2_size=32, l2_reg=0.0):
        super(Decoder, self).__init__()
        self.l1 = nn.Linear(E, l1_size)
        self.l2 = nn.Linear(l1_size, l2_size)
        self.l3 = nn.Linear(l2_size, 1)
        self.l2_reg = l2_reg
        self.relu = nn.ReLU()
        
    def forward(self, x):
        x = self.relu(self.l1(x))
        x = self.relu(self.l2(x))
        x = self.relu(self.l3(x))
        return x

# Pass Q query vectors and the context vectors through the decoder

decoder = Decoder(E =32 + D)
mean_context = encoder(context_input).mean(axis=0)
# Repeat the mean context vector Q times
mean_context = mean_context.repeat(Q, 1)
mean_context.shape

torch.Size([2, 32])

query = X_train_torch[Q_idx]
query.shape

torch.Size([2, 10])

input_decoder = torch.cat((query, mean_context), axis=1)
input_decoder.shape

torch.Size([2, 42])

decoder(input_decoder).shape

torch.Size([2, 1])

# Building a meta learning class

class Meta(nn.Module):
    def __init__(self, D = X_train_torch.shape[1], E = 32,  C = 10, Q = 2, l1_size=32, l2_size=32, l2_reg=0.0):
        super(Meta, self).__init__()
        self.encoder = Encoder(D + 1, l1_size, l2_size, E, l2_reg)
        self.decoder = Decoder(E + D, l1_size, l2_size, l2_reg)
        self.D = D
        self.E = E
        self.C = C
        self.Q = Q
        self.l2_reg = l2_reg

    def forward(self, context_input, query):
        mean_context = self.encoder(context_input).mean(axis=0)
        # Repeat the mean context vector Q times
        mean_context = mean_context.repeat(self.Q, 1)
        input_decoder = torch.cat((query, mean_context), axis=1)
        return self.decoder(input_decoder)

m = Meta()
m(context_input, query)

tensor([[0.],
        [0.]], grad_fn=<ReluBackward0>)

# Create a function to get the context and query vectors

def get_context_query(X, y, C, Q):
    C_idx = np.random.choice(X.shape[0], C, replace=False)
    C_idx = torch.tensor(C_idx)
    all_idx = np.arange(X.shape[0])
    Q_idx = np.random.choice(np.setdiff1d(all_idx, C_idx), Q, replace=False)
    Q_idx = torch.tensor(Q_idx)
    context_input = torch.cat((X[C_idx], y[C_idx].reshape(-1, 1)), axis=1)
    query = X[Q_idx]
    return context_input, query, y[Q_idx]

get_context_query(X_train_torch, y_train_torch, 10, 2)

(tensor([[-6.0003e-02, -4.4642e-02,  1.3387e-03, -2.9771e-02, -7.0728e-03,
          -2.1669e-02,  1.1824e-02, -2.5923e-03,  3.1815e-02, -5.4925e-02,
           2.5800e+02],
         [ 3.0811e-02, -4.4642e-02, -5.0396e-02, -2.2277e-03, -4.4223e-02,
          -8.9935e-02,  1.1859e-01, -7.6395e-02, -1.8118e-02,  3.0644e-03,
           8.7000e+01],
         [ 6.7136e-02, -4.4642e-02,  3.4944e-03,  3.5644e-02,  4.9341e-02,
           3.1254e-02,  7.0730e-02, -3.9493e-02, -6.0925e-04,  1.9633e-02,
           7.3000e+01],
         [ 1.2648e-02, -4.4642e-02,  6.7278e-03, -5.6166e-02, -7.5870e-02,
          -6.6449e-02, -2.1311e-02, -3.7648e-02, -1.8118e-02, -9.2204e-02,
           1.8200e+02],
         [-6.3635e-02,  5.0680e-02, -7.9497e-02, -5.6706e-03, -7.1743e-02,
          -6.6449e-02, -1.0266e-02, -3.9493e-02, -1.8118e-02, -5.4925e-02,
           1.0100e+02],
         [-1.8820e-03, -4.4642e-02, -6.6563e-02,  1.2151e-03, -2.9449e-03,
           3.0702e-03,  1.1824e-02, -2.5923e-03, -2.0289e-02, -2.5930e-02,
           7.9000e+01],
         [-5.6370e-02, -4.4642e-02, -7.4108e-02, -5.0428e-02, -2.4960e-02,
          -4.7034e-02,  9.2820e-02, -7.6395e-02, -6.1177e-02, -4.6641e-02,
           4.8000e+01],
         [-7.0900e-02,  5.0680e-02, -7.5186e-02, -4.0099e-02, -5.1103e-02,
          -1.5092e-02, -3.9719e-02, -2.5923e-03, -9.6433e-02, -3.4215e-02,
           5.5000e+01],
         [ 3.8076e-02,  5.0680e-02, -2.9918e-02, -4.0099e-02, -3.3216e-02,
          -2.4174e-02, -1.0266e-02, -2.5923e-03, -1.2908e-02,  3.0644e-03,
           1.6000e+02],
         [ 3.4443e-02,  5.0680e-02,  1.2529e-01,  2.8758e-02, -5.3855e-02,
          -1.2900e-02, -1.0231e-01,  1.0811e-01,  2.7149e-04,  2.7917e-02,
           3.4100e+02]]),
 tensor([[ 0.0163, -0.0446,  0.0175, -0.0229,  0.0603,  0.0444,  0.0302, -0.0026,
           0.0372, -0.0011],
         [-0.0418, -0.0446,  0.0477,  0.0597,  0.1278,  0.1280, -0.0250,  0.1081,
           0.0639,  0.0403]]),
 tensor([128., 258.]))

# Training loop

train_loss = []
val_losses = []
test_losses = []
for i in range(2000):
    context_input, query, y_query = get_context_query(X_train_torch, y_train_scaled, 10, 2)
    y_pred = m(context_input, query)
    loss = criterion(y_pred, y_query)
    optimizer.zero_grad()
    loss.backward()
    optimizer.step()
    train_loss.append(loss.item())
    if i % 100 == 0:
        print(f"Epoch {i} - Train loss: {loss.item()}")

Epoch 0 - Train loss: 0.2789093554019928
Epoch 100 - Train loss: 1.1788500547409058
Epoch 200 - Train loss: 0.6084457039833069
Epoch 300 - Train loss: 0.6604040265083313
Epoch 400 - Train loss: 0.6397659778594971
Epoch 500 - Train loss: 0.18253237009048462
Epoch 600 - Train loss: 0.4401477575302124
Epoch 700 - Train loss: 0.19387057423591614
Epoch 800 - Train loss: 1.3166064023971558
Epoch 900 - Train loss: 0.4808962345123291
Epoch 1000 - Train loss: 0.2843365967273712
Epoch 1100 - Train loss: 0.35177987813949585
Epoch 1200 - Train loss: 1.1539983749389648
Epoch 1300 - Train loss: 2.0983378887176514
Epoch 1400 - Train loss: 3.325526237487793
Epoch 1500 - Train loss: 0.38105207681655884
Epoch 1600 - Train loss: 0.16427072882652283
Epoch 1700 - Train loss: 1.9909170866012573
Epoch 1800 - Train loss: 0.03792643919587135
Epoch 1900 - Train loss: 2.758319854736328

plt.plot(train_loss)

context_input, _, _ = get_context_query(X_train_torch, y_train_torch, 10, query.shape[0])
context_input.shape

torch.Size([10, 11])

X_test_torch.shape

torch.Size([111, 10])

query.shape

torch.Size([2, 10])

context_input.shape

torch.Size([10, 11])

# Use whole of the test set as the query set
query = X_test_torch
y_query = y_test_torch

# get context from the training set
context_input, _, _ = get_context_query(X_train_torch, y_train_scaled, 10, query.shape[0])


m = Meta(C=10, Q=query.shape[0])

y_pred = m(context_input, query)

# Use inverse transform to get the original values

y_pred = scaler.inverse_transform(y_pred.detach().numpy())
print(f"Test loss: {np.sqrt(mean_squared_error(y_query, y_pred))}")

Test loss: 75.22261810302734

pd.DataFrame({"y_pred": y_pred.reshape(-1), "y_query": y_query})

	y_pred	y_query
0	169.061569	78.0
1	168.179596	152.0
2	168.527161	200.0
3	168.452423	59.0
4	168.826492	311.0
...	...	...
106	169.100494	281.0
107	168.457611	281.0
108	169.019516	214.0
109	168.639725	96.0
110	169.026901	146.0

111 rows × 2 columns