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run_longExp.py
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import argparse
import os
import torch
from exp.exp_main import Exp_Main
import random
import numpy as np
parser = argparse.ArgumentParser(description='Autoformer & Transformer family for Time Series Forecasting')
# random seed
parser.add_argument('--random_seed', type=int, default=2021, help='random seed')
# 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='Autoformer',
help='model name, options: [Autoformer, Informer, Transformer]')
# data loader
parser.add_argument('--data', type=str, required=True, default='ETTm1', help='dataset type')
parser.add_argument('--root_path', type=str, default='./data/ETT/', help='root path of the data file')
parser.add_argument('--data_path', type=str, default='ETTh1.csv', help='data file')
parser.add_argument('--features', type=str, default='M',
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='OT', help='target feature in S or MS task')
parser.add_argument('--freq', type=str, default='h',
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=96, help='input sequence length')
parser.add_argument('--label_len', type=int, default=0, help='start token length')
parser.add_argument('--pred_len', type=int, default=96, help='prediction sequence length')
# DLinear
#parser.add_argument('--individual', action='store_true', default=False, help='DLinear: a linear layer for each variate(channel) individually')
# PatchTST
parser.add_argument('--fc_dropout', type=float, default=0.05, help='fully connected dropout')
parser.add_argument('--head_dropout', type=float, default=0.0, help='head dropout')
parser.add_argument('--patch_len', type=int, default=16, help='patch length')
parser.add_argument('--stride', type=int, default=8, help='stride')
parser.add_argument('--padding_patch', default='end', help='None: None; end: padding on the end')
parser.add_argument('--revin', type=int, default=1, help='RevIN; True 1 False 0')
parser.add_argument('--affine', type=int, default=0, help='RevIN-affine; True 1 False 0')
parser.add_argument('--subtract_last', type=int, default=0, help='0: subtract mean; 1: subtract last')
parser.add_argument('--decomposition', type=int, default=0, help='decomposition; True 1 False 0')
parser.add_argument('--kernel_size', type=int, default=25, help='decomposition-kernel')
parser.add_argument('--individual', type=int, default=0, help='individual head; True 1 False 0')
# Formers
parser.add_argument('--embed_type', type=int, default=0, help='0: default 1: value embedding + temporal embedding + positional embedding 2: value embedding + temporal embedding 3: value embedding + positional embedding 4: value embedding')
parser.add_argument('--enc_in', type=int, default=7, help='encoder input size') # DLinear with --individual, use this hyperparameter as the number of channels
parser.add_argument('--dec_in', type=int, default=7, help='decoder input size')
parser.add_argument('--c_out', type=int, default=7, help='output size')
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=0.05, 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=10, help='data loader num workers')
parser.add_argument('--itr', type=int, default=2, 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=100, 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='type3', help='adjust learning rate')
parser.add_argument('--pct_start', type=float, default=0.3, help='pct_start')
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', help='device ids of multile gpus')
parser.add_argument('--test_flop', action='store_true', default=False, help='See utils/tools for usage')
#PatchMixer
parser.add_argument('--mixer_kernel_size', type=int, default=8, help='patchmixer-kernel')
# parser.add_argument('--a', type=int, default=1, help='degree of patches aggregation, limited to 1-N, other value for N')
parser.add_argument('--loss_flag', type=int, default=2, help='loss function flag, 0 for MSE, 1 for MAE, 2 for both of MSE & MAE, 3 for SmoothL1loss')
args = parser.parse_args()
# random seed
fix_seed = args.random_seed
random.seed(fix_seed)
torch.manual_seed(fix_seed)
np.random.seed(fix_seed)
args.use_gpu = True if torch.cuda.is_available() and args.use_gpu else False
if args.use_gpu and args.use_multi_gpu:
args.dvices = 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)
Exp = Exp_Main
if args.is_training:
for ii in range(args.itr):
# setting record of experiments
setting = 'loss_flag{}_lr{}_dm{}_{}_{}_{}_ft{}_sl{}_pl{}_p{}s{}_random{}_{}'.format(
args.loss_flag,
args.learning_rate,
args.d_model,
args.model_id,
args.model,
args.data,
args.features,
args.seq_len,
args.pred_len,
args.patch_len,
args.stride,
args.random_seed,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 = 'loss_flag{}_lr{}_dm{}_{}_{}_{}_ft{}_sl{}_pl{}_p{}s{}_random{}_{}'.format(
args.loss_flag,
args.learning_rate,
args.d_model,
args.model_id,
args.model,
args.data,
args.features,
args.seq_len,
args.pred_len,
args.patch_len,
args.stride,
args.random_seed, ii)
exp = Exp(args) # set experiments
print('>>>>>>>testing : {}<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<'.format(setting))
exp.test(setting, test=1)
torch.cuda.empty_cache()