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tools.py
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import os
import numpy as np
import torch
import matplotlib.pyplot as plt
import pandas as pd
import torch.nn as nn
plt.switch_backend('agg')
def adjust_learning_rate(optimizer, epoch, args):
# lr = args.learning_rate * (0.2 ** (epoch // 2))
if args.lradj == 'type1':
lr_adjust = {epoch: args.learning_rate * (0.5 ** ((epoch - 1) // 1))}
elif args.lradj == 'type2':
lr_adjust = {
2: 5e-5, 4: 1e-5, 6: 5e-6, 8: 1e-6,
10: 5e-7, 15: 1e-7, 20: 5e-8
}
if epoch in lr_adjust.keys():
lr = lr_adjust[epoch]
for param_group in optimizer.param_groups:
param_group['lr'] = lr
print('Updating learning rate to {}'.format(lr))
class EarlyStopping:
def __init__(self, patience=7, verbose=False, delta=0):
self.patience = patience
self.verbose = verbose
self.counter = 0
self.best_score = None
self.early_stop = False if patience else True
self.val_loss_min = np.Inf
self.delta = delta
def __call__(self, val_loss, model, path):
score = -val_loss
if self.best_score is None:
self.best_score = score
self.save_checkpoint(val_loss, model, path)
elif score < self.best_score + self.delta:
self.counter += 1
print(f'EarlyStopping counter: {self.counter} out of {self.patience}')
if self.counter >= self.patience:
self.early_stop = True
else:
self.best_score = score
self.save_checkpoint(val_loss, model, path)
self.counter = 0
def save_checkpoint(self, val_loss, model, path):
if self.verbose:
print(f'Validation loss decreased ({self.val_loss_min:.6f} --> {val_loss:.6f}). Saving model ...')
torch.save(model.state_dict(), path + '/' + 'checkpoint.pth')
self.val_loss_min = val_loss
class moving_avg(nn.Module):
"""
Moving average block to highlight the trend of time series
"""
def __init__(self, kernel_size, stride):
super(moving_avg, self).__init__()
self.kernel_size = kernel_size
self.avg = nn.AvgPool1d(kernel_size=kernel_size, stride=stride, padding=0)
#self.avg = nn.Conv1d(512,512,kernel_size=kernel_size, stride=stride, padding=0)
def forward(self, x):
# padding on the both ends of time series
front = x[:, 0:1, :].repeat(1, (self.kernel_size - 1) // 2, 1) ###复制一个像素
end = x[:, -1:, :].repeat(1, (self.kernel_size - 1) // 2, 1)
x = torch.cat([front, x, end], dim=1)
x = self.avg(x.permute(0, 2, 1))
x = x.permute(0, 2, 1)
return x
class series_decomp(nn.Module):
"""
Series decomposition block
"""
def __init__(self, kernel_size=25):
super(series_decomp, self).__init__()
self.moving_avg = moving_avg(kernel_size, stride=1)
def forward(self, x):
moving_mean = self.moving_avg(x)
#res = x - moving_mean
return moving_mean
class dotdict(dict):
"""dot.notation access to dictionary attributes"""
__getattr__ = dict.get
__setattr__ = dict.__setitem__
__delattr__ = dict.__delitem__
class StandardScaler():
def __init__(self, mean, std):
self.mean = mean
self.std = std
def transform(self, data):
return (data - self.mean) / self.std
def inverse_transform(self, data):
return (data * self.std) + self.mean
class standard_scaler():
def __init__(self, ts, sub_last=False, cat_std=False):
self.sub_last = sub_last
self.cat_std = cat_std
self.mean = ts.mean(-1, keepdim=True)
self.std = torch.sqrt(torch.var(ts-self.mean, dim=-1, keepdim=True, unbiased=False) + 1e-5)
def transform(self, data):
if self.sub_last:
self.last_value = data[...,-1:].detach()
data = data - self.last_value
data = (data - self.mean) / self.std
if self.cat_std:
data = torch.cat((data, self.mean, self.std),-1)
return data
def inverted(self, data):
if self.cat_std:
data = data[...,:-2] * data[...,-1:] + data[...,-2:-1]
else:
data = (data * self.std) + self.mean
data = data + self.last_value if self.sub_last else data
return data
def visual(true, preds=None, name='./pic/test.pdf'):
"""
Results visualization
"""
plt.figure()
plt.plot(true, label='GroundTruth', linewidth=2)
if preds is not None:
plt.plot(preds, label='Prediction', linewidth=2)
plt.legend()
plt.savefig(name, bbox_inches='tight')
def adjustment(gt, pred):
anomaly_state = False
for i in range(len(gt)):
if gt[i] == 1 and pred[i] == 1 and not anomaly_state:
anomaly_state = True
for j in range(i, 0, -1):
if gt[j] == 0:
break
else:
if pred[j] == 0:
pred[j] = 1
for j in range(i, len(gt)):
if gt[j] == 0:
break
else:
if pred[j] == 0:
pred[j] = 1
elif gt[i] == 0:
anomaly_state = False
if anomaly_state:
pred[i] = 1
return gt, pred
def cal_accuracy(y_pred, y_true):
return np.mean(y_pred == y_true)