RegressionPyTorch.py

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#!/usr/bin/env python
## \file
## \ingroup tutorial_tmva_pytorch
## \notebook -nodraw
## This tutorial shows how to do regression in TMVA with neural networks
## trained with PyTorch.
##
## \macro_code
##
## \date 2020
## \author Anirudh Dagar <anirudhdagar6@gmail.com> - IIT, Roorkee
 
 
# PyTorch has to be imported before ROOT to avoid crashes because of clashing
# std::regexp symbols that are exported by cppyy.
# See also: https://github.com/wlav/cppyy/issues/227
import torch
from torch import nn
 
from ROOT import TMVA, TFile, TCut, gROOT
from subprocess import call
from os.path import isfile
 
 
# Setup TMVA
TMVA.Tools.Instance()
TMVA.PyMethodBase.PyInitialize()
 
# create factory without output file since it is not needed
factory = TMVA.Factory('TMVARegression',
        '!V:!Silent:Color:DrawProgressBar:Transformations=D,G:AnalysisType=Regression')
 
 
# Load data
 
data = TFile.Open(str(gROOT.GetTutorialDir()) + '/tmva/data/tmva_reg_example.root')
tree = data.Get('TreeR')
 
dataloader = TMVA.DataLoader('dataset')
for branch in tree.GetListOfBranches():
    name = branch.GetName()
    if name != 'fvalue':
        dataloader.AddVariable(name)
dataloader.AddTarget('fvalue')
 
dataloader.AddRegressionTree(tree, 1.0)
dataloader.PrepareTrainingAndTestTree(TCut(''),
        'nTrain_Regression=4000:SplitMode=Random:NormMode=NumEvents:!V')
 
 
# Generate model
 
# Define model
model = nn.Sequential()
model.add_module('linear_1', nn.Linear(in_features=2, out_features=64))
model.add_module('relu', nn.Tanh())
model.add_module('linear_2', nn.Linear(in_features=64, out_features=1))
 
 
# Construct loss function and Optimizer.
loss = torch.nn.MSELoss()
optimizer = torch.optim.SGD
 
 
# Define train function
def train(model, train_loader, val_loader, num_epochs, batch_size, optimizer, criterion, save_best, scheduler):
    trainer = optimizer(model.parameters(), lr=0.01)
    schedule, schedulerSteps = scheduler
    best_val = None
 
    for epoch in range(num_epochs):
        # Training Loop
        # Set to train mode
        model.train()
        running_train_loss = 0.0
        running_val_loss = 0.0
        for i, (X, y) in enumerate(train_loader):
            trainer.zero_grad()
            output = model(X)
            train_loss = criterion(output, y)
            train_loss.backward()
            trainer.step()
 
            # print train statistics
            running_train_loss += train_loss.item()
            if i % 32 == 31:    # print every 32 mini-batches
                print("[{}, {}] train loss: {:.3f}".format(epoch+1, i+1, running_train_loss / 32))
                running_train_loss = 0.0
 
        if schedule:
            schedule(optimizer, epoch, schedulerSteps)
 
        # Validation Loop
        # Set to eval mode
        model.eval()
        with torch.no_grad():
            for i, (X, y) in enumerate(val_loader):
                output = model(X)
                val_loss = criterion(output, y)
                running_val_loss += val_loss.item()
 
            curr_val = running_val_loss / len(val_loader)
            if save_best:
               if best_val==None:
                   best_val = curr_val
               best_val = save_best(model, curr_val, best_val)
 
            # print val statistics per epoch
            print("[{}] val loss: {:.3f}".format(epoch+1, curr_val))
            running_val_loss = 0.0
 
    print("Finished Training on {} Epochs!".format(epoch+1))
 
    return model
 
 
# Define predict function
def predict(model, test_X, batch_size=32):
    # Set to eval mode
    model.eval()
 
    test_dataset = torch.utils.data.TensorDataset(torch.Tensor(test_X))
    test_loader = torch.utils.data.DataLoader(test_dataset, batch_size=batch_size, shuffle=False)
 
    predictions = []
    with torch.no_grad():
        for i, data in enumerate(test_loader):
            X = data[0]
            outputs = model(X)
            predictions.append(outputs)
        preds = torch.cat(predictions)
 
    return preds.numpy()
 
 
load_model_custom_objects = {"optimizer": optimizer, "criterion": loss, "train_func": train, "predict_func": predict}
 
 
# Store model to file
# Convert the model to torchscript before saving
m = torch.jit.script(model)
torch.jit.save(m, "modelRegression.pt")
print(m)
 
 
# Book methods
factory.BookMethod(dataloader, TMVA.Types.kPyTorch, 'PyTorch',
        'H:!V:VarTransform=D,G:FilenameModel=modelRegression.pt:FilenameTrainedModel=trainedModelRegression.pt:NumEpochs=20:BatchSize=32')
factory.BookMethod(dataloader, TMVA.Types.kBDT, 'BDTG',
        '!H:!V:VarTransform=D,G:NTrees=1000:BoostType=Grad:Shrinkage=0.1:UseBaggedBoost:BaggedSampleFraction=0.5:nCuts=20:MaxDepth=4')
 
 
# Run TMVA
factory.TrainAllMethods()
factory.TestAllMethods()
factory.EvaluateAllMethods()