import argparse import logging import os import warnings from pathlib import Path import matplotlib.pyplot as plt import torch import torch.distributed as dist import torch.optim as optim import torchmetrics import wandb import yaml from torch.nn.parallel import DistributedDataParallel as DDP from torch.optim.lr_scheduler import CosineAnnealingLR from torch.utils.data.distributed import DistributedSampler from tqdm import tqdm from src.data.containers import BatchTimeSeriesContainer from src.data.loaders import SyntheticValidationDataset, create_synthetic_dataset from src.gift_eval.aggregate_results import aggregate_results from src.gift_eval.constants import ALL_DATASETS from src.gift_eval.evaluate import evaluate_in_memory from src.models.model import TimeSeriesModel from src.optim.lr_scheduler import WarmupStableDecayScheduler, get_scheduler from src.plotting.plot_multivariate_timeseries import plot_from_container from src.utils.utils import ( generate_descriptive_model_name, seed_everything, ) warnings.filterwarnings("ignore", category=FutureWarning) warnings.filterwarnings("ignore", category=DeprecationWarning) logging.basicConfig(level=logging.INFO, format="%(asctime)s - %(levelname)s - %(message)s") logger = logging.getLogger(__name__) # Suppress debug messages from external libraries logging.getLogger("matplotlib").setLevel(logging.WARNING) logging.getLogger("matplotlib.font_manager").setLevel(logging.WARNING) logging.getLogger("PIL").setLevel(logging.WARNING) logging.getLogger("PIL.PngImagePlugin").setLevel(logging.WARNING) os.environ["PYTORCH_CUDA_ALLOC_CONF"] = "expandable_segments:True" def setup_distributed(): """Initializes the distributed process group.""" dist.init_process_group(backend="nccl") local_rank = int(os.environ["LOCAL_RANK"]) torch.cuda.set_device(local_rank) return local_rank def cleanup_distributed(): """Cleans up the distributed process group safely.""" try: if dist.is_available() and dist.is_initialized(): try: dist.barrier() except Exception: pass try: if torch.cuda.is_available(): torch.cuda.synchronize() except Exception: pass try: dist.destroy_process_group() except Exception as e: logger.warning(f"Error during destroy_process_group: {e}") except Exception: pass def is_main_process(): return dist.get_rank() == 0 class TrainingPipeline: def __init__(self, config: dict): self.config = config self.grad_accum_enabled = bool(self.config.get("gradient_accumulation_enabled", False)) self.accumulation_steps = ( max(1, int(self.config.get("accumulation_steps", 1))) if self.grad_accum_enabled else 1 ) # --- Distributed Setup --- self.local_rank = setup_distributed() self.rank = dist.get_rank() self.world_size = dist.get_world_size() self.device = torch.device(f"cuda:{self.local_rank}") self.initial_epoch = 0 self.wandb_step_offset = 0 self._setup() if is_main_process(): logger.info("Loaded config:") for key, value in self.config.items(): logger.info(f"{key}: {value}") def _setup(self) -> None: seed_everything(self.config["seed"]) self.config["model_name"] = generate_descriptive_model_name(self.config) # Resolve run output directory self.run_output_dir = ( self.config.get("run_output_dir") or f"{self.config['model_path']}/{self.config['model_name']}" ) self.config["resolved_run_output_dir"] = self.run_output_dir if is_main_process() and self.config.get("wandb"): init_kwargs = { "name": self.config["model_name"], "resume": "allow", # Allows resuming a run if the ID exists } # Allow selecting which account/team (entity) to log runs to # If not provided, W&B will use the default entity for the API key if self.config.get("wandb_entity"): init_kwargs["entity"] = self.config.get("wandb_entity") # If continuing training, try to load the previous run ID if self.config.get("continue_training"): if self.config.get("wandb_run_id"): init_kwargs["id"] = self.config["wandb_run_id"] logger.info(f"Attempting to resume wandb run with ID: {self.config['wandb_run_id']}") # Initialize Weights & Biases wandb.init( project=self.config.get("wandb_project_name", "TimeSeriesForecasting"), config=self.config, **init_kwargs, ) self.num_training_iterations = self.config.get("num_training_iterations") self.model = TimeSeriesModel(**self.config["TimeSeriesModel"]).to(self.device) if is_main_process(): logger.info("=" * 80) logger.info( f"Initializing model with {sum(p.numel() for p in self.model.parameters()) / 1e6:.2f}M parameters" ) logger.info("=" * 80) logger.info(f"Run output directory: {self.run_output_dir}") dist.barrier(device_ids=[self.local_rank]) self._setup_optimizer() self._load_checkpoint() dist.barrier(device_ids=[self.local_rank]) logger.info( f"Distributed training setup: rank {self.rank}, world size {self.world_size}, " f"local rank {self.local_rank}, device {self.device}" ) self.model = DDP(self.model, device_ids=[self.local_rank], find_unused_parameters=True) logger.info(f"Distributed Data Parallel model initialized on rank {self.local_rank} with device {self.device}") augmentations_config = self.config.get("data_augmentation", {}) nan_stats_path = augmentations_config.get("nan_stats_path") nan_patterns_path = augmentations_config.get("nan_patterns_path") chosen_scaler_name = self.config.get("TimeSeriesModel", {}).get("scaler") # 1. Create the dataset object with rank-based file sharding for scalability self.train_dataset = create_synthetic_dataset( base_data_dir=self.config.get("train_data_path"), batch_size=self.config.get("batch_size", 128), num_batches_per_epoch=self.num_training_iterations, generator_proportions=self.config.get("generator_proportions"), augmentations=augmentations_config, augmentation_probabilities=self.config.get("augmentation_probabilities"), global_seed=self.config["seed"] + int(os.environ["LOCAL_RANK"]), nan_stats_path=nan_stats_path, nan_patterns_path=nan_patterns_path, chosen_scaler_name=chosen_scaler_name, rank=self.rank, world_size=self.world_size, ) # 2. Create the DistributedSampler train_sampler = DistributedSampler( self.train_dataset, num_replicas=self.world_size, rank=self.rank, shuffle=True, ) # 3. Create the custom collate function def collate_fn(batch): # Each item from ComposedDataset is already a complete batch container return batch[0] # 4. Create the final DataLoader self.train_loader = torch.utils.data.DataLoader( self.train_dataset, batch_size=1, # Each dataset item is a full batch sampler=train_sampler, num_workers=self.config.get("num_workers", 1), pin_memory=True, collate_fn=collate_fn, ) print( f"Distributed DataLoader created with {len(self.train_loader)} batches " f"and num workers={self.config.get('num_workers', 0)}" ) # Validation loader with per-rank file sharding for scalability val_dataset = SyntheticValidationDataset( base_data_dir=self.config.get("train_data_path"), batch_size=self.config.get("validation_batch_size", 64), num_batches=self.config.get("num_validation_batches", 1), future_length=512, generator_proportions=self.config.get("generator_proportions"), device=self.device, global_seed=self.config["seed"], augmentations=augmentations_config, augmentation_probabilities=self.config.get("augmentation_probabilities"), chosen_scaler_name=chosen_scaler_name, nan_stats_path=nan_stats_path, nan_patterns_path=nan_patterns_path, rank=self.rank, world_size=self.world_size, ) val_sampler = DistributedSampler(val_dataset, shuffle=False) self.val_loader = torch.utils.data.DataLoader( val_dataset, batch_size=1, # Each item from val_dataset is already a complete batch shuffle=False, sampler=val_sampler, collate_fn=collate_fn, num_workers=0, ) self._setup_metrics() def _setup_optimizer(self): """Setup optimizer and learning rate scheduler with enhanced WSD support.""" optimizer_config = { "lr": float(self.config["peak_lr"]), "weight_decay": float(self.config.get("weight_decay", 0.01)), "betas": ( float(self.config.get("beta1", 0.9)), float(self.config.get("beta2", 0.98)), ), "eps": float(self.config.get("optimizer_eps", 1e-6)), } self.optimizer = optim.AdamW(self.model.parameters(), **optimizer_config) # Calculate scheduler parameters effective_accum_steps = self.accumulation_steps total_steps = int(self.num_training_iterations // effective_accum_steps // self.world_size) scheduler_type = self.config.get("lr_scheduler", "warmup_stable_decay") if scheduler_type == "warmup_stable_decay": # Calculate phase durations warmup_ratio = float(self.config.get("warmup_ratio", 0.01)) # 1% of training stable_ratio = float(self.config.get("stable_ratio", 0.85)) # 85% of training num_warmup_steps = int(total_steps * warmup_ratio) num_stable_steps = int(total_steps * stable_ratio) # Use the standalone scheduler class for better control self.scheduler = WarmupStableDecayScheduler( optimizer=self.optimizer, num_warmup_steps=num_warmup_steps, num_stable_steps=num_stable_steps, total_steps=total_steps, min_lr_ratio=self.config.get("min_lr_ratio", 0.01), decay_type=self.config.get("decay_type", "cosine"), verbose=is_main_process(), ) if is_main_process(): logger.info("WSD Scheduler configured:") logger.info(f" Total steps: {total_steps}") logger.info(f" Warmup steps: {num_warmup_steps} ({warmup_ratio * 100:.1f}%)") logger.info(f" Stable steps: {num_stable_steps} ({stable_ratio * 100:.1f}%)") logger.info(f" Decay steps: {total_steps - num_warmup_steps - num_stable_steps}") logger.info(f" Peak LR: {self.config['peak_lr']}") logger.info(f" Min LR: {self.config['peak_lr'] * float(self.config.get('min_lr_ratio', 0.01))}") elif scheduler_type == "cosine_with_warmup": num_warmup_steps = int(total_steps * self.config.get("warmup_ratio", 0.01)) self.scheduler = get_scheduler( scheduler_type="cosine_with_warmup", optimizer=self.optimizer, num_warmup_steps=num_warmup_steps, num_training_steps=total_steps, scheduler_kwargs={ "min_lr_ratio": float(self.config.get("min_lr_ratio", 0.01)), "num_cycles": float(self.config.get("num_cycles", 0.5)), }, ) elif scheduler_type == "cosine_with_restarts": num_warmup_steps = int(total_steps * self.config.get("warmup_ratio", 0.01)) self.scheduler = get_scheduler( scheduler_type="cosine_with_restarts", optimizer=self.optimizer, num_warmup_steps=num_warmup_steps, num_training_steps=total_steps, scheduler_kwargs={ "min_lr_ratio": float(self.config.get("min_lr_ratio", 0.01)), "num_cycles": int(self.config.get("num_restart_cycles", 4)), }, ) elif scheduler_type == "cosine": self.scheduler = CosineAnnealingLR( self.optimizer, T_max=total_steps, eta_min=float(self.config["peak_lr"]) * float(self.config.get("min_lr_ratio", 0.01)), ) else: raise ValueError(f"Unsupported scheduler type: {scheduler_type}") if is_main_process(): logger.info(f"Optimizer configured with {scheduler_type} scheduler") def _setup_metrics(self): self.train_metrics = { "mape": torchmetrics.MeanAbsolutePercentageError( dist_sync_on_step=False, compute_on_cpu=False, sync_on_compute=True ).to(self.device), "mse": torchmetrics.MeanSquaredError( dist_sync_on_step=False, compute_on_cpu=False, sync_on_compute=True ).to(self.device), "smape": torchmetrics.SymmetricMeanAbsolutePercentageError( dist_sync_on_step=False, compute_on_cpu=False, sync_on_compute=True ).to(self.device), } self.val_metrics = { "mape": torchmetrics.MeanAbsolutePercentageError( dist_sync_on_step=False, compute_on_cpu=False, sync_on_compute=True ).to(self.device), "mse": torchmetrics.MeanSquaredError( dist_sync_on_step=False, compute_on_cpu=False, sync_on_compute=True ).to(self.device), "smape": torchmetrics.SymmetricMeanAbsolutePercentageError( dist_sync_on_step=False, compute_on_cpu=False, sync_on_compute=True ).to(self.device), } def _load_checkpoint(self): # Only attempt to load a checkpoint when continuing training and a path is provided if not self.config.get("continue_training"): return checkpoint_path_value = self.config.get("checkpoint_path") if not checkpoint_path_value: if is_main_process(): logger.info("continue_training=True but no checkpoint_path provided; starting from scratch.") return checkpoint_path = Path(checkpoint_path_value) if not checkpoint_path.exists(): if is_main_process(): logger.warning(f"Checkpoint path does not exist at {checkpoint_path}. Starting from scratch.") return if is_main_process(): logger.info(f"Loading checkpoint from: {checkpoint_path}") ckpt = torch.load(checkpoint_path, map_location=self.device) self.model.load_state_dict(ckpt["model_state_dict"]) def _save_checkpoint(self, epoch: int): dist.barrier() if is_main_process(): model_dir = self.run_output_dir os.makedirs(model_dir, exist_ok=True) unwrapped_model = self.model.module checkpoint = { "epoch": epoch, "model_state_dict": unwrapped_model.state_dict(), "optimizer_state_dict": self.optimizer.state_dict(), "wandb_run_id": self.config.get("wandb_run_id"), } if hasattr(self.scheduler, "state_dict"): checkpoint["scheduler_state_dict"] = self.scheduler.state_dict() elif hasattr(self.scheduler, "current_step"): checkpoint["wsd_scheduler_state"] = self.scheduler.state_dict() checkpoint_path = f"{model_dir}/checkpoint.pth" torch.save(checkpoint, checkpoint_path) logger.info(f"Checkpoint saved for step {epoch} to {checkpoint_path}") config_path = f"{model_dir}/config.yaml" with open(config_path, "w") as config_file: yaml.dump(self.config, config_file) def _inverse_scale(self, model, output: dict) -> torch.Tensor: # Use the unwrapped model (module) to access scaler return model.module.scaler.inverse_scale(output["result"], output["scale_statistics"]) def _train_epoch(self, epoch: int) -> float: self.model.train() self.train_loader.sampler.set_epoch(epoch) train_loss, total_loss_sum, total_samples = 0.0, 0.0, 0.0 pbar = tqdm( self.train_loader, desc=f"Training (start_step={epoch})", disable=not is_main_process(), ) self.optimizer.zero_grad() for i, batch in enumerate(pbar): batch_size = batch.history_values.size(0) batch.to(self.device) with torch.autocast(dtype=torch.bfloat16, device_type="cuda"): output = self.model(batch) loss = self.model.module.compute_loss(batch.future_values, output) if self.accumulation_steps > 1: loss = loss / self.accumulation_steps loss.backward() total_loss_sum += loss.item() * batch_size total_samples += batch_size if ((i + 1) % self.accumulation_steps == 0) or ((i + 1) == len(self.train_loader)): torch.nn.utils.clip_grad_norm_(self.model.parameters(), self.config.get("gradient_clip_val", 1.0)) self.optimizer.step() if hasattr(self.scheduler, "step") and callable(self.scheduler.step): if isinstance(self.scheduler, WarmupStableDecayScheduler): self.scheduler.step() else: self.scheduler.step() self.optimizer.zero_grad() if (i + 1) % self.config.get("log_interval", 10) == 0: dist.barrier() self._validate_epoch(i) total_loss_tensor = torch.tensor([total_loss_sum, total_samples], device=self.device) dist.all_reduce(total_loss_tensor, op=dist.ReduceOp.SUM) global_loss_sum, global_samples = total_loss_tensor.tolist() train_loss = global_loss_sum / global_samples if global_samples > 0 else 0.0 if self.accumulation_steps > 1: train_loss *= self.accumulation_steps if is_main_process(): current_lr = self.optimizer.param_groups[0]["lr"] step_metrics = { "train/step_loss": train_loss, "train/learning_rate": current_lr, "train/lr_schedule_step": i, } if hasattr(self.scheduler, "get_phase"): step_metrics["train/lr_phase"] = self.scheduler.get_phase() step_metrics["train/lr_factor"] = self.scheduler.get_lr_factor(self.scheduler.current_step - 1) if self.config.get("wandb"): wandb.log(step_metrics, step=i) logger.info(f"Step {i} | Training Loss: {train_loss:.4f} | LR: {current_lr:.2e}") total_loss_sum, total_samples = 0.0, 0 if (i + 1) % self.config.get("save_every", 10) == 0: self._save_checkpoint(i) return train_loss def _validate_epoch(self, epoch: int) -> float: self.model.eval() for metric in self.val_metrics.values(): metric.reset() first_batch_for_plotting = None total_loss_sum, total_samples = 0.0, 0 with torch.no_grad(): self.val_loader.sampler.set_epoch(epoch) for batch_idx, batch in enumerate(self.val_loader): if is_main_process() and batch_idx == 0: first_batch_for_plotting = batch.to(torch.device("cpu")) batch = batch.to(self.device) batch_size = batch.history_values.size(0) with torch.autocast(dtype=torch.bfloat16, device_type="cuda"): output = self.model.module(batch) # Use unwrapped model loss = self.model.module.compute_loss(batch.future_values, output) inv_scaled_output = self._inverse_scale(self.model, output) total_loss_sum += loss.item() * batch_size total_samples += batch_size self._update_metrics( self.val_metrics, inv_scaled_output, batch.future_values, distributed=False, ) total_stats = torch.tensor([total_loss_sum, total_samples], device=self.device) dist.all_reduce(total_stats, op=dist.ReduceOp.SUM) global_loss_sum, global_samples = total_stats.tolist() avg_val_loss = global_loss_sum / global_samples if global_samples > 0 else 0.0 val_computed_metrics = {name: metric.compute() for name, metric in self.val_metrics.items()} if is_main_process(): log_metrics = {"val/loss": avg_val_loss} log_metrics.update({f"val/{name}": value.item() for name, value in val_computed_metrics.items()}) if self.config.get("wandb"): wandb.log(log_metrics, step=epoch + self.wandb_step_offset) logger.info( f"Epoch {epoch} | Validation Loss: {avg_val_loss:.4f} | " f"Validation MAPE: {val_computed_metrics.get('mape', -1).item():.4f}" ) if first_batch_for_plotting is not None: self._plot_validation_examples(epoch, first_batch_for_plotting, plot_all=True) # Ensure all ranks finish validation before returning to training dist.barrier() return avg_val_loss def _update_metrics( self, metrics: dict, predictions: torch.Tensor, targets: torch.Tensor, distributed: bool = True, ): """ Gathers tensors if in distributed mode and updates the metric objects. """ if distributed and dist.is_initialized(): world_size = dist.get_world_size() predictions_list = [torch.zeros_like(predictions) for _ in range(world_size)] targets_list = [torch.zeros_like(targets) for _ in range(world_size)] dist.all_gather(predictions_list, predictions) dist.all_gather(targets_list, targets) predictions_gathered = torch.cat(predictions_list, dim=0) targets_gathered = torch.cat(targets_list, dim=0) else: predictions_gathered = predictions targets_gathered = targets unwrapped_model = self.model.module if unwrapped_model.loss_type == "quantile": try: median_idx = unwrapped_model.quantiles.index(0.5) predictions_gathered = predictions_gathered[..., median_idx] except (ValueError, AttributeError): if is_main_process(): logger.warning("Median (0.5) quantile not found for metric calculation. Skipping.") return # Exit if we can't get a point forecast if predictions_gathered.dim() == 3: b, p, c = predictions_gathered.shape predictions_flat = predictions_gathered.permute(0, 2, 1).reshape(b * c, p) targets_flat = targets_gathered.permute(0, 2, 1).reshape(b * c, p) for metric in metrics.values(): metric.update(predictions_flat, targets_flat) def _plot_validation_examples( self, epoch: int, plot_batch: BatchTimeSeriesContainer, plot_indices: list[int] | None = None, plot_all: bool = False, ) -> None: """ Plots validation examples from a given batch and logs them to WandB. This method should only be called from the main process. """ if (not self.config.get("wandb")) or (not self.config.get("wandb_plots", False)): return if plot_indices is None: plot_indices = [0, 1, 2, 3, 4] model = self.model.module with torch.inference_mode(): plot_batch.to(self.device) with torch.autocast(dtype=torch.bfloat16, device_type="cuda"): output = model(plot_batch) inv_scaled_output = self._inverse_scale(self.model, output) pred_future = inv_scaled_output.cpu().numpy() batch_size = plot_batch.history_values.size(0) if plot_all: indices_to_plot = list(range(batch_size)) else: indices_to_plot = [i for i in plot_indices if i < batch_size] for i in indices_to_plot: fig = plot_from_container( batch=plot_batch, sample_idx=i, predicted_values=pred_future, model_quantiles=model.quantiles if model.loss_type == "quantile" else None, title=f"Epoch {epoch} - Val Sample {i}", output_file=None, show=False, ) wandb.log( {f"val_plots/sample_{i}": wandb.Image(fig)}, step=epoch + self.wandb_step_offset, ) plt.close(fig) def train(self) -> None: if is_main_process(): per_rank_iterations = len(self.train_loader) optimizer_steps_per_rank = (per_rank_iterations + self.accumulation_steps - 1) // self.accumulation_steps logger.info( f"Starting training: configured_iterations={self.num_training_iterations}, " f"world_size={self.world_size}, per_rank_iterations={per_rank_iterations}, " f"accumulation_steps={self.accumulation_steps}, " f"optimizer_steps_per_rank={optimizer_steps_per_rank}" ) self._train_epoch(self.initial_epoch) dist.barrier() if not is_main_process(): try: if torch.cuda.is_available(): try: torch.cuda.synchronize() except Exception: pass try: torch.cuda.empty_cache() except Exception: pass except Exception: pass cleanup_distributed() return cleanup_distributed() gift_eval_config = self.config.get("gift_eval") if gift_eval_config.get("evaluate_on_gift_eval"): output_dir = f"{self.run_output_dir}/gift_eval_results" evaluate_in_memory( model=self.model.module if isinstance(self.model, DDP) else self.model, config=self.config, datasets=ALL_DATASETS, terms=["short", "medium", "long"], dataset_storage_path=gift_eval_config.get("dataset_storage_path"), batch_size=self.config.get("batch_size"), max_context_length=gift_eval_config.get("max_context_length"), output_dir=output_dir, create_plots=gift_eval_config.get("create_plots"), max_plots=gift_eval_config.get("max_plots"), ) aggregate_results( result_root_dir=output_dir, ) if self.config.get("wandb"): logger.info("TRAINING COMPLETED SUCCESSFULLY!") wandb.finish() try: if torch.cuda.is_available(): try: torch.cuda.synchronize() except Exception: pass try: torch.cuda.empty_cache() except Exception: pass except Exception: pass if __name__ == "__main__": parser = argparse.ArgumentParser() parser.add_argument("-c", "--config", default="./configs/train.yaml", help="Path to config file") parser.add_argument( "--run_output_dir", default=None, help=( "Optional output directory to store checkpoints and artifacts. " "If provided, overrides model_path/model_name for saving." ), ) args = parser.parse_args() with open(args.config) as config_file: config = yaml.safe_load(config_file) # Allow CLI to override output directory for artifacts/logical run folder if getattr(args, "run_output_dir", None): config["run_output_dir"] = args.run_output_dir try: pipeline = TrainingPipeline(config) pipeline.train() finally: # Protect final CUDA ops to avoid raising if device already torn down try: if torch.cuda.is_available(): try: torch.cuda.synchronize() except Exception: pass try: torch.cuda.empty_cache() except Exception: pass except Exception: pass