Kaggle competition: COVID19 Global Forecasting (Week 2)
<SOS> metric: MCRMSLE Kaggle data source: covid19-global-forecasting-(week-2)<compute_train_metric>
print("Read in libraries")
def evals(model, X, y, verbose=True):
with torch.no_grad() :
y_preds = model.predict(X)
 y_preds = torch.clamp(y_preds, 0.0,1.0 ).detach().numpy()
score = log_loss_multi(y, y_preds)
 return y_preds, score
def inference_fn(model, X ,verbose=True):
with torch.no_grad() :
y_preds = model.predict(X)
 y_preds = torch.sigmoid(torch.as_tensor(y_preds)).numpy()
return y_preds<compute_test_metric>
print("read in train file")
 df=pd.read_csv("/kaggle/input/covid19-global-forecasting-week-2/train.csv",
usecols=['Province_State','Country_Region','Date','ConfirmedCases','Fatalities'])
def log_loss_score(actual, predicted, eps=1e-15):

 p1 = actual * np.log(predicted+eps)
 p0 =(1-actual)* np.log(1-predicted+eps)
 loss = p0 + p1
return -loss.mean()<compute_test_metric>
print("fill blanks and add region for counting")
 df.fillna(' ',inplace=True)
 df['Lat']=df['Province_State']+df['Country_Region']
df.drop('Province_State',axis=1,inplace=True)
 df.drop('Country_Region',axis=1,inplace=True)
def log_loss_multi(y_true, y_pred):
M = y_true.shape[1]
results = np.zeros(M)
 for i in range(M):
results[i] = log_loss_score(y_true[:,i], y_pred[:,i])
 return results.mean() 
<compute_test_metric>
countries_list=df.Lat.unique()
df1=[]
for i in countries_list:
df1.append(df[df['Lat']==i])
 print("we have "+ str(len(df1)) +" regions in our dataset")
 test=pd.read_csv("/kaggle/input/covid19-global-forecasting-week-2/test.csv" )
def auc_multi(y_true, y_pred):
M = y_true.shape[1]
results = np.zeros(M)
 for i in range(M):
try:
results[i] = roc_auc_score(y_true[:,i], y_pred[:,i])
 except:
pass
return results.mean()<import_modules>
submit_confirmed=[]
submit_fatal=[]
for i in df1:
data = i.ConfirmedCases.astype('int32' ).tolist()
try:
model = SARIMAX(data, order=(1,1,0), seasonal_order=(1,1,0,12),measurement_error=True)
 model_fit = model.fit(disp=False)
 predicted = model_fit.predict(len(data), len(data)+34)
 new=np.concatenate(( np.array(data),np.array([int(num)for num in predicted])) ,axis=0)
 submit_confirmed.extend(list(new[-43:]))
except:
submit_confirmed.extend(list(data[-10:-1]))
for j in range(34):
submit_confirmed.append(data[-1]*2)
 data = i.Fatalities.astype('int32' ).tolist()
try:
model = SARIMAX(data, order=(1,1,0), seasonal_order=(1,1,0,12),measurement_error=True)
 model_fit = model.fit(disp=False)
 predicted = model_fit.predict(len(data), len(data)+34)
 new=np.concatenate(( np.array(data),np.array([int(num)for num in predicted])) ,axis=0)
 submit_fatal.extend(list(new[-43:]))
except:
submit_fatal.extend(list(data[-10:-1]))
for j in range(34):
submit_fatal.append(data[-1]*2)
create_dataloaders,
create_explain_matrix)
 class TabModel(BaseEstimator):
def __init__(self, n_d=8, n_a=8, n_steps=3, gamma=1.3, cat_idxs=[], cat_dims=[], cat_emb_dim=1,
n_independent=2, n_shared=2, epsilon=1e-15, momentum=0.02,
lambda_sparse=1e-3, seed=0,
clip_value=1, verbose=1,
optimizer_fn=torch.optim.Adam,
optimizer_params=dict(lr=2e-2),
scheduler_params=None, scheduler_fn=None,
mask_type="sparsemax",
input_dim=None, output_dim=None,
device_name='auto'):

 self.n_d = n_d
self.n_a = n_a
self.n_steps = n_steps
self.gamma = gamma
self.cat_idxs = cat_idxs
self.cat_dims = cat_dims
self.cat_emb_dim = cat_emb_dim
self.n_independent = n_independent
self.n_shared = n_shared
self.epsilon = epsilon
self.momentum = momentum
self.lambda_sparse = lambda_sparse
self.clip_value = clip_value
self.verbose = verbose
self.optimizer_fn = optimizer_fn
self.optimizer_params = optimizer_params
self.device_name = device_name
self.scheduler_params = scheduler_params
self.scheduler_fn = scheduler_fn
self.mask_type = mask_type
self.input_dim = input_dim
self.output_dim = output_dim
self.batch_size = 1024
self.seed = seed
torch.manual_seed(self.seed)
 if device_name == 'auto':
if torch.cuda.is_available() :
device_name = 'cuda'
else:
device_name = 'cpu'
self.device = torch.device(device_name)
 print(f"Device used : {self.device}")
 @abstractmethod
def construct_loaders(self, X_train, y_train, X_valid, y_valid,
weights, batch_size, num_workers, drop_last):

 raise NotImplementedError('users must define construct_loaders to use this base class')
 def init_network(
 self,
input_dim,
output_dim,
n_d,
n_a,
n_steps,
gamma,
cat_idxs,
cat_dims,
cat_emb_dim,
n_independent,
n_shared,
epsilon,
virtual_batch_size,
momentum,
device_name,
mask_type, 
):
self.network = tab_network.TabNet(
 input_dim,
output_dim,
n_d=n_d,
n_a=n_a,
n_steps=n_steps,
gamma=gamma,
cat_idxs=cat_idxs,
cat_dims=cat_dims,
cat_emb_dim=cat_emb_dim,
n_independent=n_independent,
n_shared=n_shared,
epsilon=epsilon,
virtual_batch_size=virtual_batch_size,
momentum=momentum,
device_name=device_name,
mask_type=mask_type ).to(self.device)
 self.reducing_matrix = create_explain_matrix(
 self.network.input_dim,
self.network.cat_emb_dim,
self.network.cat_idxs,
self.network.post_embed_dim)
 def fit(self, X_train, y_train, X_valid=None, y_valid=None, loss_fn=None,
weights=0, max_epochs=100, patience=10, batch_size=1024,
virtual_batch_size=128, num_workers=0, drop_last=False):

 self.update_fit_params(X_train, y_train, X_valid, y_valid, loss_fn,
weights, max_epochs, patience, batch_size,
virtual_batch_size, num_workers, drop_last)
 train_dataloader, valid_dataloader = self.construct_loaders(X_train,
y_train,
X_valid,
y_valid,
self.updated_weights,
self.batch_size,
self.num_workers,
self.drop_last)
 self.init_network(
 input_dim=self.input_dim,
output_dim=self.output_dim,
n_d=self.n_d,
n_a=self.n_a,
n_steps=self.n_steps,
gamma=self.gamma,
cat_idxs=self.cat_idxs,
cat_dims=self.cat_dims,
cat_emb_dim=self.cat_emb_dim,
n_independent=self.n_independent,
n_shared=self.n_shared,
epsilon=self.epsilon,
virtual_batch_size=self.virtual_batch_size,
momentum=self.momentum,
device_name=self.device_name,
mask_type=self.mask_type 
)
 self.optimizer = self.optimizer_fn(self.network.parameters() ,
**self.optimizer_params)
 if self.scheduler_fn:
self.scheduler = self.scheduler_fn(self.optimizer, **self.scheduler_params)
 else:
self.scheduler = None
self.losses_train = []
self.losses_valid = []
self.learning_rates = []
self.metrics_train = []
self.metrics_valid = []
if self.verbose > 0:
print("Will train until validation stopping metric",
f"hasn't improved in {self.patience} rounds.")
 msg_epoch = f'| EPOCH | train | valid | total time(s)'
print('---------------------------------------')
 print(msg_epoch)
 total_time = 0
while(self.epoch < self.max_epochs and
self.patience_counter < self.patience):
starting_time = time.time()
self.learning_rates.append(self.optimizer.param_groups[-1]["lr"])
 fit_metrics = self.fit_epoch(train_dataloader, valid_dataloader)
 self.losses_train.append(fit_metrics['train']['loss_avg'])
 self.losses_valid.append(fit_metrics['valid']['total_loss'])
 self.metrics_train.append(fit_metrics['train']['stopping_loss'])
 self.metrics_valid.append(fit_metrics['valid']['stopping_loss'])
 stopping_loss = fit_metrics['valid']['stopping_loss']
if stopping_loss < self.best_cost:
self.best_cost = stopping_loss
self.patience_counter = 0
self.best_network = deepcopy(self.network)
 has_improved = True
else:
self.patience_counter += 1
has_improved=False
self.epoch += 1
total_time += time.time() - starting_time
if self.verbose > 0:
if self.epoch % self.verbose == 0:
separator = "|"
msg_epoch = f"| {self.epoch:<5} | "
msg_epoch += f" {fit_metrics['train']['stopping_loss']:.5f}"
msg_epoch += f' {separator:<2} '
msg_epoch += f" {fit_metrics['valid']['stopping_loss']:.5f}"
msg_epoch += f' {separator:<2} '
msg_epoch += f" {np.round(total_time, 1):<10}"
msg_epoch += f" {has_improved}"
print(msg_epoch)
 if self.verbose > 0:
if self.patience_counter == self.patience:
print(f"Early stopping occured at epoch {self.epoch}")
 print(f"Training done in {total_time:.3f} seconds.")
 print('---------------------------------------')
 self.history = {"train": {"loss": self.losses_train,
"metric": self.metrics_train,
"lr": self.learning_rates},
"valid": {"loss": self.losses_valid,
"metric": self.metrics_valid}}
self.load_best_model()
self._compute_feature_importances(train_dataloader)
 def save_model(self, path):

 saved_params = {}
for key, val in self.get_params().items() :
if isinstance(val, type):
continue
else:
saved_params[key] = val
Path(path ).mkdir(parents=True, exist_ok=True)
 with open(Path(path ).joinpath("model_params.json"), "w", encoding="utf8")as f:
json.dump(saved_params, f)
 torch.save(self.network.state_dict() , Path(path ).joinpath("network.pt"))
shutil.make_archive(path, 'zip', path)
 shutil.rmtree(path)
 print(f"Successfully saved model at {path}.zip")
 return f"{path}.zip"
def load_model(self, filepath):
try:
try:
with zipfile.ZipFile(filepath)as z:
with z.open("model_params.json")as f:
loaded_params = json.load(f)
 with z.open("network.pt")as f:
try:
saved_state_dict = torch.load(f)
 except io.UnsupportedOperation:
saved_state_dict = torch.load(io.BytesIO(f.read()))
except:
with open(os.path.join(filepath, "model_params.json")) as f:
loaded_params = json.load(f)
 saved_state_dict = torch.load(os.path.join(filepath, "network.pt"), map_location="cpu")
 except KeyError:
raise KeyError("Your zip file is missing at least one component")
 if torch.cuda.is_available() :
device_name = 'cuda'
else:
device_name = 'cpu'
loaded_params["device_name"] = device_name
self.__init__(**loaded_params)
 self.init_network(
 input_dim=self.input_dim,
output_dim=self.output_dim,
n_d=self.n_d,
n_a=self.n_a,
n_steps=self.n_steps,
gamma=self.gamma,
cat_idxs=self.cat_idxs,
cat_dims=self.cat_dims,
cat_emb_dim=self.cat_emb_dim,
n_independent=self.n_independent,
n_shared=self.n_shared,
epsilon=self.epsilon,
virtual_batch_size=1024,
momentum=self.momentum,
device_name=self.device_name,
mask_type=self.mask_type 
)
 self.network.load_state_dict(saved_state_dict)
 self.network.eval()
return
def fit_epoch(self, train_dataloader, valid_dataloader):

 train_metrics = self.train_epoch(train_dataloader)
 valid_metrics = self.predict_epoch(valid_dataloader)
 fit_metrics = {'train': train_metrics,
'valid': valid_metrics}
return fit_metrics
@abstractmethod
def train_epoch(self, train_loader):

 raise NotImplementedError('users must define train_epoch to use this base class')
 @abstractmethod
def train_batch(self, data, targets):

 raise NotImplementedError('users must define train_batch to use this base class')
 @abstractmethod
def predict_epoch(self, loader):

 raise NotImplementedError('users must define predict_epoch to use this base class')
 @abstractmethod
def predict_batch(self, data, targets):

 raise NotImplementedError('users must define predict_batch to use this base class')
 def load_best_model(self):
if self.best_network is not None:
self.network = self.best_network
@abstractmethod
def predict(self, X):

 raise NotImplementedError('users must define predict to use this base class')
 def explain(self, X):

 self.network.eval()
dataloader = DataLoader(PredictDataset(X),
batch_size=self.batch_size, shuffle=False)
 for batch_nb, data in enumerate(dataloader):
data = data.to(self.device ).float()
M_explain, masks = self.network.forward_masks(data)
 for key, value in masks.items() :
masks[key] = csc_matrix.dot(value.cpu().detach().numpy() ,
self.reducing_matrix)
 if batch_nb == 0:
res_explain = csc_matrix.dot(M_explain.cpu().detach().numpy() ,
self.reducing_matrix)
 res_masks = masks
else:
res_explain = np.vstack([res_explain,
csc_matrix.dot(M_explain.cpu().detach().numpy() ,
self.reducing_matrix)])
 for key, value in masks.items() :
res_masks[key] = np.vstack([res_masks[key], value])
 return res_explain, res_masks
def _compute_feature_importances(self, loader):
self.network.eval()
feature_importances_ = np.zeros(( self.network.post_embed_dim))
for data, targets in loader:
data = data.to(self.device ).float()
M_explain, masks = self.network.forward_masks(data)
 feature_importances_ += M_explain.sum(dim=0 ).cpu().detach().numpy()
feature_importances_ = csc_matrix.dot(feature_importances_,
self.reducing_matrix)
 self.feature_importances_ = feature_importances_ / np.sum(feature_importances_)
 class TabNetRegressor(TabModel):
def construct_loaders(self, X_train, y_train, X_valid, y_valid, weights,
batch_size, num_workers, drop_last):

 if isinstance(weights, int):
if weights == 1:
raise ValueError("Please provide a list of weights for regression.")
 if isinstance(weights, dict):
raise ValueError("Please provide a list of weights for regression.")
 train_dataloader, valid_dataloader = create_dataloaders(X_train,
y_train,
X_valid,
y_valid,
weights,
batch_size,
num_workers,
drop_last)
 return train_dataloader, valid_dataloader
def update_fit_params(self, X_train, y_train, X_valid, y_valid, loss_fn,
weights, max_epochs, patience,
batch_size, virtual_batch_size, num_workers, drop_last):
if loss_fn is None:
self.loss_fn = torch.nn.functional.mse_loss
else:
self.loss_fn = loss_fn
assert X_train.shape[1] == X_valid.shape[1], "Dimension mismatch X_train X_valid"
self.input_dim = X_train.shape[1]
if len(y_train.shape)== 1:
raise ValueError()
assert y_train.shape[1] == y_valid.shape[1], "Dimension mismatch y_train y_valid"
self.output_dim = y_train.shape[1]
self.updated_weights = weights
self.max_epochs = max_epochs
self.patience = patience
self.batch_size = batch_size
self.virtual_batch_size = virtual_batch_size
self.patience_counter = 0
self.epoch = 0
self.best_cost = np.inf
self.num_workers = num_workers
self.drop_last = drop_last
def train_epoch(self, train_loader):

 self.network.train()
y_preds = []
ys = []
total_loss = 0
for data, targets in train_loader:
batch_outs = self.train_batch(data, targets)
 y_preds.append(batch_outs["y_preds"].cpu().detach().numpy())
 ys.append(batch_outs["y"].cpu().detach().numpy())
 total_loss += batch_outs["loss"]
y_preds = np.vstack(y_preds)
 ys = np.vstack(ys)
 stopping_loss =log_loss_multi(ys, torch.sigmoid(torch.as_tensor(y_preds)).numpy())
 total_loss = total_loss / len(train_loader)
 epoch_metrics = {'loss_avg': total_loss,
'stopping_loss': stopping_loss,
}
if self.scheduler is not None:
self.scheduler.step()
return epoch_metrics
def train_batch(self, data, targets):

 self.network.train()
data = data.to(self.device ).float()
targets = targets.to(self.device ).float()
self.optimizer.zero_grad()
output, M_loss = self.network(data)
 loss = self.loss_fn(output, targets)
 loss -= self.lambda_sparse*M_loss
loss.backward()
if self.clip_value:
clip_grad_norm_(self.network.parameters() , self.clip_value)
 self.optimizer.step()
loss_value = loss.item()
batch_outs = {'loss': loss_value,
'y_preds': output,
'y': targets}
return batch_outs
def predict_epoch(self, loader):

 y_preds = []
ys = []
self.network.eval()
total_loss = 0
for data, targets in loader:
batch_outs = self.predict_batch(data, targets)
 total_loss += batch_outs["loss"]
y_preds.append(batch_outs["y_preds"].cpu().detach().numpy())
 ys.append(batch_outs["y"].cpu().detach().numpy())
 y_preds = np.vstack(y_preds)
 ys = np.vstack(ys)
 stopping_loss =log_loss_multi(ys, torch.sigmoid(torch.as_tensor(y_preds)).numpy())
 total_loss = total_loss / len(loader)
 epoch_metrics = {'total_loss': total_loss,
'stopping_loss': stopping_loss}
return epoch_metrics
def predict_batch(self, data, targets):

 self.network.eval()
data = data.to(self.device ).float()
targets = targets.to(self.device ).float()
output, M_loss = self.network(data)
 loss = self.loss_fn(output, targets)
 loss -= self.lambda_sparse*M_loss
loss_value = loss.item()
batch_outs = {'loss': loss_value,
'y_preds': output,
'y': targets}
return batch_outs
def predict(self, X):

 self.network.eval()
dataloader = DataLoader(PredictDataset(X),
batch_size=self.batch_size, shuffle=False)
 results = []
for batch_nb, data in enumerate(dataloader):
data = data.to(self.device ).float()
output, M_loss = self.network(data)
 predictions = output.cpu().detach().numpy()
results.append(predictions)
 res = np.vstack(results)
 return res<import_modules>
df_submit=pd.concat([pd.Series(np.arange(1,1+len(submit_confirmed))),pd.Series(submit_confirmed),pd.Series(submit_fatal)],axis=1)
 df_submit=df_submit.fillna(method='pad' ).astype(int )
from iterstrat.ml_stratifiers import MultilabelStratifiedKFold, MultilabelStratifiedShuffleSplit
from sklearn.metrics import roc_auc_score<normalization>
df_submit.rename(columns={0: 'ForecastId', 1: 'ConfirmedCases',2: 'Fatalities',}, inplace=True)
 complete_test= pd.merge(test, df_submit, how="left", on="ForecastId" )
class LabelSmoothing(nn.Module):

 def __init__(self, smoothing=0.0, n_cls=2):

 super(LabelSmoothing, self ).__init__()
self.confidence = 1.0 - smoothing + smoothing / n_cls
self.smoothing = smoothing / n_cls
def forward(self, x, target):
probs = torch.nn.functional.sigmoid(x,)
 target1 = self.confidence * target +(1-target)* self.smoothing
loss = -(torch.log(probs+1e-15)* target1 +(1-target1)* torch.log(1-probs+1e-15))
return loss.mean()<set_options>
df_submit.to_csv('submission.csv',header=['ForecastId','ConfirmedCases','Fatalities'],index=False)
 complete_test.to_csv('complete_test.csv',index=False)