# Copyright Amazon.com, Inc. or its affiliates. All Rights Reserved. # SPDX-License-Identifier: Apache-2.0 import ast import logging import os import re import sys import json import itertools import random from copy import deepcopy from pathlib import Path from functools import partial from typing import List, Iterator, Optional, Dict import typer from typer_config import use_yaml_config import numpy as np import torch import torch.distributed as dist from torch.utils.data import IterableDataset, get_worker_info import transformers from transformers import ( AutoModelForSeq2SeqLM, AutoModelForCausalLM, AutoConfig, T5Config, Trainer, TrainingArguments, ) import accelerate import gluonts from gluonts.dataset.common import FileDataset from gluonts.itertools import Cyclic, Map, Filter from gluonts.transform import ( FilterTransformation, TestSplitSampler, ValidationSplitSampler, InstanceSplitter, ExpectedNumInstanceSampler, MissingValueImputation, LeavesMissingValues, LastValueImputation, ) from chronos import ChronosConfig, ChronosTokenizer app = typer.Typer(pretty_exceptions_enable=False) def is_main_process() -> bool: """ Check if we're on the main process. """ if not dist.is_torchelastic_launched(): return True return int(os.environ["RANK"]) == 0 def log_on_main(msg: str, logger: logging.Logger, log_level: int = logging.INFO): """ Log the given message using the given logger, if we're on the main process. """ if is_main_process(): logger.log(log_level, msg) def get_training_job_info() -> Dict: """ Returns info about this training job. """ job_info = {} # CUDA info job_info["cuda_available"] = torch.cuda.is_available() if torch.cuda.is_available(): job_info["device_count"] = torch.cuda.device_count() job_info["device_names"] = { idx: torch.cuda.get_device_name(idx) for idx in range(torch.cuda.device_count()) } job_info["mem_info"] = { idx: torch.cuda.mem_get_info(device=idx) for idx in range(torch.cuda.device_count()) } # DDP info job_info["torchelastic_launched"] = dist.is_torchelastic_launched() if dist.is_torchelastic_launched(): job_info["world_size"] = dist.get_world_size() # Versions job_info["python_version"] = sys.version.replace("\n", " ") job_info["torch_version"] = torch.__version__ job_info["numpy_version"] = np.__version__ job_info["gluonts_version"] = gluonts.__version__ job_info["transformers_version"] = transformers.__version__ job_info["accelerate_version"] = accelerate.__version__ return job_info def save_training_info(ckpt_path: Path, training_config: Dict): """ Save info about this training job in a json file for documentation. """ assert ckpt_path.is_dir() with open(ckpt_path / "training_info.json", "w") as fp: json.dump( {"training_config": training_config, "job_info": get_training_job_info()}, fp, indent=4, ) def get_next_path( base_fname: str, base_dir: Path, file_type: str = "yaml", separator: str = "-", ): """ Gets the next available path in a directory. For example, if `base_fname="results"` and `base_dir` has files ["results-0.yaml", "results-1.yaml"], this function returns "results-2.yaml". """ if file_type == "": # Directory items = filter( lambda x: x.is_dir() and re.match(f"^{base_fname}{separator}\\d+$", x.stem), base_dir.glob("*"), ) else: # File items = filter( lambda x: re.match(f"^{base_fname}{separator}\\d+$", x.stem), base_dir.glob(f"*.{file_type}"), ) run_nums = list( map(lambda x: int(x.stem.replace(base_fname + separator, "")), items) ) + [-1] next_num = max(run_nums) + 1 fname = f"{base_fname}{separator}{next_num}" + ( f".{file_type}" if file_type != "" else "" ) return base_dir / fname def load_model( model_id="google/t5-efficient-tiny", model_type="seq2seq", vocab_size=4096, random_init=False, tie_embeddings=False, pad_token_id=0, eos_token_id=1, ): """ Load the specified HuggingFace model, adjusting the vocabulary size, special token IDs, and initialization options. This allows to set a model up for training on a new vocabulary of tokens. """ assert model_type in ["seq2seq", "causal"] AutoModelClass = ( AutoModelForSeq2SeqLM if model_type == "seq2seq" else AutoModelForCausalLM ) if random_init: log_on_main("Using random initialization", logger) config = AutoConfig.from_pretrained(model_id) if isinstance(config, T5Config): # The default initializer_factor (1.0) in transformers is too large config.initializer_factor = 0.05 config.tie_word_embeddings = tie_embeddings model = AutoModelClass.from_config(config) else: log_on_main(f"Using pretrained initialization from {model_id}", logger) model = AutoModelClass.from_pretrained(model_id) model.resize_token_embeddings(vocab_size) model.config.pad_token_id = model.generation_config.pad_token_id = pad_token_id model.config.eos_token_id = model.generation_config.eos_token_id = eos_token_id return model def has_enough_observations( entry: dict, min_length: int = 0, max_missing_prop: float = 1.0 ) -> bool: """ Check if the given entry has enough observations in the ``"target"`` attribute. Parameters ---------- entry The data entry (dictionary) to be tested. min_length The minimum length the ``"target"`` attribute must have. max_missing_prop The maximum proportion of missing data allowed in the ``"target"`` attribute. """ if ( len(entry["target"]) >= min_length and np.isnan(entry["target"]).mean() <= max_missing_prop ): return True return False class PseudoShuffledIterableDataset(IterableDataset): """ Shuffle entries from an iterable by temporarily accumulating them in an intermediate buffer. Parameters ---------- base_dataset The original iterable object, representing the dataset. shuffle_buffer_length Size of the buffer use to shuffle entries from the base dataset. """ def __init__(self, base_dataset, shuffle_buffer_length: int = 100) -> None: super().__init__() self.base_dataset = base_dataset self.shuffle_buffer_length = shuffle_buffer_length self.generator = torch.Generator() def __iter__(self): shuffle_buffer = [] for element in self.base_dataset: shuffle_buffer.append(element) if len(shuffle_buffer) >= self.shuffle_buffer_length: idx = torch.randint( len(shuffle_buffer), size=(), generator=self.generator ) yield shuffle_buffer.pop(idx) while shuffle_buffer: idx = torch.randint(len(shuffle_buffer), size=(), generator=self.generator) yield shuffle_buffer.pop(idx) class ShuffleMixin: """ Mix-in class that datasets can inherit from to get shuffling functionality. """ def shuffle(self, shuffle_buffer_length: int = 100): return PseudoShuffledIterableDataset(self, shuffle_buffer_length) class ChronosDataset(IterableDataset, ShuffleMixin): """ Dataset wrapper, using a ``ChronosTokenizer`` to turn data from a time series into a HuggingFace-compatible set of ``input_ids``, ``attention_mask`` and ``labels``. Entries from the original datasets are assumed to have a ``"start"`` attribute (of type ``pd.Period``), and a ``"target"`` attribute (of type ``np.ndarray``). Parameters ---------- datasets Datasets containing the original time series data. probabilities In training mode, data will be sampled from each of the original datasets with these probabilities. tokenizer Tokenizer to be used to turn sequences of real numbers into token IDs. context_length Samples context will be limited to this length. prediction_length Samples labels will be limited to this length. drop_prob In training mode, observations from a sample will be turned into ``np.nan``, i.e. turned into missing values, with this probability. min_past Data samples will be considered only if there's at least ``min_past``-many historical observations. mode One of ``"training"``, ``"validation"``, or ``"test"``. np_dtype Numpy float data type. """ def __init__( self, datasets: list, probabilities: List[float], tokenizer: ChronosTokenizer, context_length: int = 512, prediction_length: int = 64, drop_prob: float = 0.2, min_past: Optional[int] = None, model_type: str = "seq2seq", imputation_method: Optional[MissingValueImputation] = None, mode: str = "training", np_dtype=np.float32, ) -> None: super().__init__() assert len(probabilities) == len(datasets) assert mode in ("training", "validation", "test") assert model_type in ("seq2seq", "causal") self.datasets = datasets self.probabilities = probabilities self.tokenizer = tokenizer self.context_length = context_length self.prediction_length = prediction_length self.drop_prob = drop_prob if model_type == "seq2seq" else 0.0 self.min_past = min_past or prediction_length self.model_type = model_type self.imputation_method = imputation_method or LeavesMissingValues() self.mode = mode self.np_dtype = np_dtype def preprocess_entry(self, entry: dict, mode: str) -> dict: entry = {f: entry[f] for f in ["start", "target"]} entry["target"] = np.asarray(entry["target"], dtype=self.np_dtype) assert entry["target"].ndim == 1, f"got {entry['target'].ndim=}, expected 1" if self.model_type == "causal": # Causal models do not play nice with missing values, so it is # recommended to use an imputation method, e.g., LastValueImputation entry["target"] = self.imputation_method(entry["target"]) if mode == "training" and self.drop_prob > 0: target = entry["target"].copy() drop_p = np.random.uniform(low=0.0, high=self.drop_prob) mask = np.random.choice( [True, False], size=len(target), p=[drop_p, 1 - drop_p] ) target[mask] = np.nan entry["target"] = target return entry def _create_instance_splitter(self, mode: str): assert mode in ["training", "test", "validation"] instance_sampler = { "training": ExpectedNumInstanceSampler( num_instances=1.0, min_instances=1, min_past=self.min_past, min_future=self.prediction_length, ), "test": TestSplitSampler(), "validation": ValidationSplitSampler(min_future=self.prediction_length), }[mode] return InstanceSplitter( target_field="target", is_pad_field="is_pad", start_field="start", forecast_start_field="forecast_start", instance_sampler=instance_sampler, past_length=self.context_length, future_length=self.prediction_length, dummy_value=np.nan, ) def create_training_data(self, data): data = Cyclic(data) split_transform = self._create_instance_splitter( "training" ) + FilterTransformation( condition=lambda entry: (~np.isnan(entry["past_target"])).sum() > 0 ) data = split_transform.apply(data, is_train=True) return data def create_test_data(self, data): data = self._create_instance_splitter("test").apply(data, is_train=False) return data def create_validation_data(self, data): data = self._create_instance_splitter("validation").apply(data, is_train=False) return data def to_hf_format(self, entry: dict) -> dict: past_target = torch.tensor(entry["past_target"]).unsqueeze(0) input_ids, attention_mask, scale = self.tokenizer.context_input_transform( past_target ) future_target = torch.tensor(entry["future_target"]).unsqueeze(0) labels, labels_mask = self.tokenizer.label_input_transform(future_target, scale) labels[labels_mask == 0] = -100 if self.model_type == "causal": # The InstanceSplitter pads time series on the left to be equal to the # context_length. However, certain models (e.g., GPT2) with absolute # position embeddings should not be trained with left padding. # The following piece of code moves padding from left to right. assert input_ids.shape[-1] == entry["past_is_pad"].shape[0] # Find the index where padding starts pad_start_idx = np.searchsorted(1 - entry["past_is_pad"], 1) padded_input_ids, obs_input_ids = torch.tensor_split( input_ids, [pad_start_idx], dim=-1 ) padded_attention_mask, obs_attention_mask = torch.tensor_split( attention_mask, [pad_start_idx], dim=-1 ) # Move padding to the right input_ids = torch.cat( [ obs_input_ids, labels, padded_input_ids, ], axis=-1, ) attention_mask = torch.cat( [ obs_attention_mask, labels_mask, padded_attention_mask, ], axis=-1, ) # labels for causal models are same as the input_ids. # Internally transformers shifts the labels by one during training. labels = input_ids.clone() input_ids[~attention_mask] = self.tokenizer.config.pad_token_id labels[~attention_mask] = -100 return { "input_ids": input_ids.squeeze(0), "attention_mask": attention_mask.squeeze(0), "labels": labels.squeeze(0), } def __iter__(self) -> Iterator: preprocessed_datasets = [ Map( partial(self.preprocess_entry, mode=self.mode), dataset, ) for dataset in self.datasets ] if self.mode == "training": iterables = [ self.create_training_data(dataset) for dataset in preprocessed_datasets ] elif self.mode == "test": iterables = [ self.create_test_data(dataset) for dataset in preprocessed_datasets ] else: iterables = [ self.create_validation_data(dataset) for dataset in preprocessed_datasets ] worker_info = get_worker_info() if worker_info is None: probs = list(self.probabilities) else: worker_id = worker_info.id num_workers = worker_info.num_workers iterables = list(itertools.islice(iterables, worker_id, None, num_workers)) probs = list( itertools.islice(self.probabilities, worker_id, None, num_workers) ) probs = [prob / sum(probs) for prob in probs] iterators = list(map(iter, iterables)) if self.mode == "training": while True: idx = np.random.choice(range(len(iterators)), p=probs) try: yield self.to_hf_format(next(iterators[idx])) except StopIteration: probs[idx] = 0 if sum(probs) == 0: return probs = [prob / sum(probs) for prob in probs] else: for entry in itertools.chain(*iterators): yield self.to_hf_format(entry) @app.command() @use_yaml_config(param_name="config") def main( training_data_paths: str, probability: Optional[str] = None, context_length: int = 512, prediction_length: int = 64, min_past: int = 64, max_steps: int = 200_000, save_steps: int = 50_000, log_steps: int = 500, per_device_train_batch_size: int = 32, learning_rate: float = 1e-3, optim: str = "adamw_torch_fused", shuffle_buffer_length: int = 100, gradient_accumulation_steps: int = 2, model_id: str = "google/t5-efficient-tiny", model_type: str = "seq2seq", random_init: bool = False, tie_embeddings: bool = False, output_dir: str = "./output/", tf32: bool = True, torch_compile: bool = True, tokenizer_class: str = "MeanScaleUniformBins", tokenizer_kwargs: str = "{'low_limit': -15.0, 'high_limit': 15.0}", n_tokens: int = 4096, n_special_tokens: int = 2, pad_token_id: int = 0, eos_token_id: int = 1, use_eos_token: bool = True, lr_scheduler_type: str = "linear", warmup_ratio: float = 0.0, dataloader_num_workers: int = 1, max_missing_prop: float = 0.9, num_samples: int = 20, temperature: float = 1.0, top_k: int = 50, top_p: float = 1.0, seed: Optional[int] = None, ): if tf32 and not ( torch.cuda.is_available() and torch.cuda.get_device_capability()[0] >= 8 ): # TF32 floating point format is available only on NVIDIA GPUs # with compute capability 8 and above. See link for details. # https://docs.nvidia.com/cuda/cuda-c-programming-guide/index.html#compute-capability-8-x log_on_main( "TF32 format is only available on devices with compute capability >= 8. " "Setting tf32 to False.", logger, ) tf32 = False if seed is None: seed = random.randint(0, 2**32) log_on_main(f"Using SEED: {seed}", logger) transformers.set_seed(seed=seed) raw_training_config = deepcopy(locals()) output_dir = Path(output_dir) training_data_paths = ast.literal_eval(training_data_paths) assert isinstance(training_data_paths, list) if isinstance(probability, str): probability = ast.literal_eval(probability) elif probability is None: probability = [1.0 / len(training_data_paths)] * len(training_data_paths) assert isinstance(probability, list) assert len(training_data_paths) == len(probability) if dataloader_num_workers > len(training_data_paths): log_on_main( f"Setting the number of data loader workers to {len(training_data_paths)}, " f"instead of {dataloader_num_workers}.", logger, ) dataloader_num_workers = len(training_data_paths) if isinstance(tokenizer_kwargs, str): tokenizer_kwargs = ast.literal_eval(tokenizer_kwargs) assert isinstance(tokenizer_kwargs, dict) assert model_type in ["seq2seq", "causal"] output_dir = get_next_path("run", base_dir=output_dir, file_type="") log_on_main(f"Logging dir: {output_dir}", logger) log_on_main( f"Loading and filtering {len(training_data_paths)} datasets " f"for training: {training_data_paths}", logger, ) log_on_main( f"Mixing probabilities: {probability}", logger, ) train_datasets = [ Filter( partial( has_enough_observations, min_length=min_past + prediction_length, max_missing_prop=max_missing_prop, ), FileDataset(path=Path(data_path), freq="h"), ) for data_path in training_data_paths ] log_on_main("Initializing model", logger) model = load_model( model_id=model_id, model_type=model_type, vocab_size=n_tokens, random_init=random_init, tie_embeddings=tie_embeddings, pad_token_id=pad_token_id, eos_token_id=eos_token_id, ) chronos_config = ChronosConfig( tokenizer_class=tokenizer_class, tokenizer_kwargs=tokenizer_kwargs, n_tokens=n_tokens, n_special_tokens=n_special_tokens, pad_token_id=pad_token_id, eos_token_id=eos_token_id, use_eos_token=use_eos_token, model_type=model_type, context_length=context_length, prediction_length=prediction_length, num_samples=num_samples, temperature=temperature, top_k=top_k, top_p=top_p, ) # Add extra items to model config so that it's saved in the ckpt model.config.chronos_config = chronos_config.__dict__ shuffled_train_dataset = ChronosDataset( datasets=train_datasets, probabilities=probability, tokenizer=chronos_config.create_tokenizer(), context_length=context_length, prediction_length=prediction_length, min_past=min_past, model_type=model_type, imputation_method=LastValueImputation() if model_type == "causal" else None, mode="training", ).shuffle(shuffle_buffer_length=shuffle_buffer_length) # Define training args training_args = TrainingArguments( output_dir=str(output_dir), per_device_train_batch_size=per_device_train_batch_size, learning_rate=learning_rate, lr_scheduler_type=lr_scheduler_type, warmup_ratio=warmup_ratio, optim=optim, logging_strategy="steps", logging_steps=log_steps, save_strategy="steps", save_steps=save_steps, report_to=["tensorboard"], max_steps=max_steps, gradient_accumulation_steps=gradient_accumulation_steps, dataloader_num_workers=dataloader_num_workers, tf32=tf32, # remove this if not using Ampere GPUs (e.g., A100) torch_compile=torch_compile, ddp_find_unused_parameters=False, remove_unused_columns=False, ) # Create Trainer instance trainer = Trainer( model=model, args=training_args, train_dataset=shuffled_train_dataset, ) log_on_main("Training", logger) trainer.train() if is_main_process(): model.save_pretrained(output_dir / "checkpoint-final") save_training_info( output_dir / "checkpoint-final", training_config=raw_training_config ) if __name__ == "__main__": logging.basicConfig(format="%(asctime)s - %(name)s - %(levelname)s - %(message)s") logger = logging.getLogger(__file__) logger.setLevel(logging.INFO) app()