from data_provider.data_factory import data_provider from exp.exp_basic import Exp_Basic from utils.tools import EarlyStopping, adjust_learning_rate, adjustment from sklearn.metrics import precision_recall_fscore_support from sklearn.metrics import accuracy_score import torch.multiprocessing torch.multiprocessing.set_sharing_strategy('file_system') import torch import torch.nn as nn from torch import optim import os import time import warnings import numpy as np warnings.filterwarnings('ignore') class Exp_Anomaly_Detection(Exp_Basic): def __init__(self, args): super(Exp_Anomaly_Detection, self).__init__(args) def _build_model(self): model = self.model_dict[self.args.model].Model(self.args).float() if self.args.use_multi_gpu and self.args.use_gpu: model = nn.DataParallel(model, device_ids=self.args.device_ids) return model def _get_data(self, flag): data_set, data_loader = data_provider(self.args, flag) return data_set, data_loader def _select_optimizer(self): model_optim = optim.Adam(self.model.parameters(), lr=self.args.learning_rate) return model_optim def _select_criterion(self): criterion = nn.MSELoss() return criterion def vali(self, vali_data, vali_loader, criterion): total_loss = [] self.model.eval() with torch.no_grad(): for i, (batch_x, _) in enumerate(vali_loader): batch_x = batch_x.float().to(self.device) outputs = self.model(batch_x, None, None, None) f_dim = -1 if self.args.features == 'MS' else 0 outputs = outputs[:, :, f_dim:] pred = outputs.detach() true = batch_x.detach() loss = criterion(pred, true) total_loss.append(loss.item()) total_loss = np.average(total_loss) self.model.train() return total_loss def train(self, setting): train_data, train_loader = self._get_data(flag='train') vali_data, vali_loader = self._get_data(flag='val') test_data, test_loader = self._get_data(flag='test') path = os.path.join(self.args.checkpoints, setting) if not os.path.exists(path): os.makedirs(path) time_now = time.time() train_steps = len(train_loader) early_stopping = EarlyStopping(patience=self.args.patience, verbose=True) model_optim = self._select_optimizer() criterion = self._select_criterion() for epoch in range(self.args.train_epochs): iter_count = 0 train_loss = [] self.model.train() epoch_time = time.time() for i, (batch_x, batch_y) in enumerate(train_loader): iter_count += 1 model_optim.zero_grad() batch_x = batch_x.float().to(self.device) outputs = self.model(batch_x, None, None, None) f_dim = -1 if self.args.features == 'MS' else 0 outputs = outputs[:, :, f_dim:] loss = criterion(outputs, batch_x) train_loss.append(loss.item()) if (i + 1) % 100 == 0: print("\titers: {0}, epoch: {1} | loss: {2:.7f}".format(i + 1, epoch + 1, loss.item())) speed = (time.time() - time_now) / iter_count left_time = speed * ((self.args.train_epochs - epoch) * train_steps - i) print('\tspeed: {:.4f}s/iter; left time: {:.4f}s'.format(speed, left_time)) iter_count = 0 time_now = time.time() loss.backward() model_optim.step() print("Epoch: {} cost time: {}".format(epoch + 1, time.time() - epoch_time)) train_loss = np.average(train_loss) vali_loss = self.vali(vali_data, vali_loader, criterion) test_loss = self.vali(test_data, test_loader, criterion) print("Epoch: {0}, Steps: {1} | Train Loss: {2:.7f} Vali Loss: {3:.7f} Test Loss: {4:.7f}".format( epoch + 1, train_steps, train_loss, vali_loss, test_loss)) early_stopping(vali_loss, self.model, path) if early_stopping.early_stop: print("Early stopping") break adjust_learning_rate(model_optim, epoch + 1, self.args) best_model_path = path + '/' + 'checkpoint.pth' self.model.load_state_dict(torch.load(best_model_path)) return self.model def test(self, setting, test=0): test_data, test_loader = self._get_data(flag='test') train_data, train_loader = self._get_data(flag='train') if test: print('loading model') self.model.load_state_dict(torch.load(os.path.join('./checkpoints/' + setting, 'checkpoint.pth'))) attens_energy = [] folder_path = './test_results/' + setting + '/' if not os.path.exists(folder_path): os.makedirs(folder_path) self.model.eval() self.anomaly_criterion = nn.MSELoss(reduce=False) # (1) stastic on the train set with torch.no_grad(): for i, (batch_x, batch_y) in enumerate(train_loader): batch_x = batch_x.float().to(self.device) # reconstruction outputs = self.model(batch_x, None, None, None) # criterion score = torch.mean(self.anomaly_criterion(batch_x, outputs), dim=-1) score = score.detach().cpu().numpy() attens_energy.append(score) attens_energy = np.concatenate(attens_energy, axis=0).reshape(-1) train_energy = np.array(attens_energy) # (2) find the threshold attens_energy = [] test_labels = [] for i, (batch_x, batch_y) in enumerate(test_loader): batch_x = batch_x.float().to(self.device) # reconstruction outputs = self.model(batch_x, None, None, None) # criterion score = torch.mean(self.anomaly_criterion(batch_x, outputs), dim=-1) score = score.detach().cpu().numpy() attens_energy.append(score) test_labels.append(batch_y) attens_energy = np.concatenate(attens_energy, axis=0).reshape(-1) test_energy = np.array(attens_energy) combined_energy = np.concatenate([train_energy, test_energy], axis=0) threshold = np.percentile(combined_energy, 100 - self.args.anomaly_ratio) print("Threshold :", threshold) # (3) evaluation on the test set pred = (test_energy > threshold).astype(int) test_labels = np.concatenate(test_labels, axis=0).reshape(-1) test_labels = np.array(test_labels) gt = test_labels.astype(int) print("pred: ", pred.shape) print("gt: ", gt.shape) # (4) detection adjustment gt, pred = adjustment(gt, pred) pred = np.array(pred) gt = np.array(gt) print("pred: ", pred.shape) print("gt: ", gt.shape) accuracy = accuracy_score(gt, pred) precision, recall, f_score, support = precision_recall_fscore_support(gt, pred, average='binary') print("Accuracy : {:0.4f}, Precision : {:0.4f}, Recall : {:0.4f}, F-score : {:0.4f} ".format( accuracy, precision, recall, f_score)) f = open("result_anomaly_detection.txt", 'a') f.write(setting + " \n") f.write("Accuracy : {:0.4f}, Precision : {:0.4f}, Recall : {:0.4f}, F-score : {:0.4f} ".format( accuracy, precision, recall, f_score)) f.write('\n') f.write('\n') f.close() return