Refresh TimeRCD reproduction bundle with completed GPU ablation and scaling artifacts
83d103e verified | #!/usr/bin/env python3 | |
| """HF Job: regenerated point/contextual anomaly split with TimeRCD vs Chronos. | |
| The paper's specialized contextual test files are not public, so this job | |
| regenerates a proxy split from the authors' public synthetic generator and | |
| evaluates both models on the exact same series. | |
| """ | |
| from __future__ import annotations | |
| import json | |
| import os | |
| import random | |
| import shutil | |
| import subprocess | |
| import sys | |
| import time | |
| import urllib.request | |
| import zipfile | |
| from pathlib import Path | |
| import numpy as np | |
| import pandas as pd | |
| import torch | |
| OUT_REPO = os.environ.get("OUT_REPO", "Srishti280992/timercd-full-eval") | |
| TARGET_PER_SPLIT = int(os.environ.get("TARGET_PER_SPLIT", "200")) | |
| MAX_CANDIDATES = int(os.environ.get("MAX_CANDIDATES", "20000")) | |
| SEQ_LEN = int(os.environ.get("SEQ_LEN", "768")) | |
| SEED = int(os.environ.get("SEED", "20260722")) | |
| def run(cmd: list[str], cwd: Path | None = None) -> None: | |
| print("$", " ".join(cmd), flush=True) | |
| subprocess.run(cmd, cwd=cwd, check=True) | |
| def download(url: str, path: Path) -> None: | |
| req = urllib.request.Request(url, headers={"User-Agent": "Mozilla/5.0"}) | |
| path.parent.mkdir(parents=True, exist_ok=True) | |
| with urllib.request.urlopen(req, timeout=120) as response, path.open("wb") as fh: | |
| shutil.copyfileobj(response, fh) | |
| def unpack_single_root(zip_path: Path, dest: Path) -> Path: | |
| with zipfile.ZipFile(zip_path) as zf: | |
| zf.extractall(dest) | |
| roots = [p for p in dest.iterdir() if p.is_dir()] | |
| if len(roots) != 1: | |
| raise RuntimeError(f"expected one root in {dest}, got {roots}") | |
| return roots[0] | |
| def patch_repo_imports(repo: Path) -> None: | |
| replacements = { | |
| "from .evaluation.metrics": "from evaluation.metrics", | |
| "from .utils.slidingWindows": "from utils.slidingWindows", | |
| "from .model_wrapper": "from model_wrapper", | |
| "from .HP_list": "from HP_list", | |
| "from ..utils.dataset": "from utils.dataset", | |
| "from ..utils.utility": "from utils.utility", | |
| "from ..utils.torch_utility": "from utils.torch_utility", | |
| "from ..utils.stat_models": "from utils.stat_models", | |
| } | |
| for path in repo.rglob("*.py"): | |
| text = path.read_text(encoding="utf-8") | |
| new = text | |
| for old, repl in replacements.items(): | |
| new = new.replace(old, repl) | |
| if new != text: | |
| path.write_text(new, encoding="utf-8") | |
| def anomaly_groups(sample: dict) -> tuple[bool, bool, list[str]]: | |
| attr = sample.get("attribute") or {} | |
| pool = attr.get("full_attribute_pool") or {} | |
| local = pool.get("local") or [] | |
| seasonal = pool.get("seasonal_anomalies") or [] | |
| names = list((attr.get("anomalies") or {}).keys()) | |
| name_text = " ".join(names).lower() | |
| contextual_words = ["season", "harmonic", "wave", "freq", "phase", "period", "trend", "amplitude"] | |
| point_words = ["spike", "outlier", "drop", "jump", "local", "scale"] | |
| has_contextual = bool(seasonal) or any(w in name_text for w in contextual_words) | |
| has_point = bool(local) or any(w in name_text for w in point_words) | |
| return has_point, has_contextual, names | |
| def build_specialized_sets(gen_repo: Path, out: Path) -> dict[str, list[dict]]: | |
| sys.path.insert(0, str(gen_repo)) | |
| sys.path.insert(0, str(gen_repo / "src")) | |
| cwd = Path.cwd() | |
| os.chdir(gen_repo) | |
| from src.generate_dataset import generate_dataset | |
| random.seed(SEED) | |
| np.random.seed(SEED) | |
| sets: dict[str, list[dict]] = {"point": [], "contextual": []} | |
| seen = 0 | |
| batch_size = 128 | |
| try: | |
| while seen < MAX_CANDIDATES and (len(sets["point"]) < TARGET_PER_SPLIT or len(sets["contextual"]) < TARGET_PER_SPLIT): | |
| batch = generate_dataset( | |
| num_samples=batch_size, | |
| seq_len=SEQ_LEN, | |
| anomaly_sample_ratio=1.0, | |
| is_multivariate=False, | |
| use_attribute_set=True, | |
| num_workers=1, | |
| ) | |
| seen += len(batch) | |
| for sample in batch: | |
| labels = np.asarray(sample["labels"]).astype(int) | |
| if labels.sum() == 0: | |
| continue | |
| has_point, has_contextual, names = anomaly_groups(sample) | |
| if has_contextual and not has_point and len(sets["contextual"]) < TARGET_PER_SPLIT: | |
| sets["contextual"].append({"series": sample["time_series"], "labels": labels.tolist(), "anomalies": names}) | |
| elif has_point and not has_contextual and len(sets["point"]) < TARGET_PER_SPLIT: | |
| sets["point"].append({"series": sample["time_series"], "labels": labels.tolist(), "anomalies": names}) | |
| print(f"candidates={seen} point={len(sets['point'])} contextual={len(sets['contextual'])}", flush=True) | |
| finally: | |
| os.chdir(cwd) | |
| meta = { | |
| "target_per_split": TARGET_PER_SPLIT, | |
| "max_candidates": MAX_CANDIDATES, | |
| "seen_candidates": seen, | |
| "seq_len": SEQ_LEN, | |
| "counts": {k: len(v) for k, v in sets.items()}, | |
| "seed": SEED, | |
| } | |
| (out / "specialized_generation_summary.json").write_text(json.dumps(meta, indent=2), encoding="utf-8") | |
| for split, samples in sets.items(): | |
| rows = [] | |
| for i, sample in enumerate(samples): | |
| rows.append( | |
| { | |
| "split": split, | |
| "index": i, | |
| "series": json.dumps(np.asarray(sample["series"], dtype=float).reshape(-1).tolist()), | |
| "labels": json.dumps(np.asarray(sample["labels"], dtype=int).reshape(-1).tolist()), | |
| "anomalies": json.dumps(sample["anomalies"]), | |
| } | |
| ) | |
| pd.DataFrame(rows).to_csv(out / f"specialized_{split}_series.csv", index=False) | |
| return sets | |
| def main() -> None: | |
| started = time.time() | |
| work = Path.cwd() / "specialized_eval_work" | |
| out = Path.cwd() / "specialized_eval_outputs" | |
| if work.exists(): | |
| shutil.rmtree(work) | |
| if out.exists(): | |
| shutil.rmtree(out) | |
| work.mkdir() | |
| out.mkdir() | |
| try: | |
| run(["nvidia-smi"]) | |
| except Exception as exc: | |
| print(f"nvidia-smi failed: {exc}") | |
| code_zip = work / "time_rcd.zip" | |
| gen_zip = work / "generator.zip" | |
| download("https://github.com/thu-sail-lab/Time-RCD/archive/refs/heads/main.zip", code_zip) | |
| download("https://github.com/thu-sail-lab/TSAD_dataset_gen_public/archive/refs/heads/clean_version.zip", gen_zip) | |
| repo = unpack_single_root(code_zip, work / "code") | |
| gen_repo = unpack_single_root(gen_zip, work / "generator") | |
| patch_repo_imports(repo) | |
| from huggingface_hub import HfApi, snapshot_download | |
| snapshot_download( | |
| "thu-sail-lab/Time-RCD", | |
| local_dir=repo, | |
| allow_patterns=["best_model/pretrain_checkpoint_best_uni.pth"], | |
| token=os.environ.get("HF_TOKEN"), | |
| ) | |
| sets = build_specialized_sets(gen_repo, out) | |
| sys.path.insert(0, str(repo)) | |
| os.chdir(repo) | |
| from evaluation.metrics import get_metrics_optimized | |
| from models.TimeRCD import TimeRCDPretrainTester | |
| from models.time_rcd.time_rcd_config import default_config | |
| cfg = default_config | |
| cfg.ts_config.patch_size = 16 | |
| cfg.ts_config.num_features = 1 | |
| cfg.win_size = 5000 | |
| cfg.batch_size = 1 | |
| tester = TimeRCDPretrainTester("best_model/pretrain_checkpoint_best_uni.pth", cfg) | |
| chronos_pipeline = None | |
| chronos_error: str | None = None | |
| if os.environ.get("DISABLE_CHRONOS", "0") != "1": | |
| try: | |
| from chronos import BaseChronosPipeline | |
| chronos_pipeline = BaseChronosPipeline.from_pretrained( | |
| os.environ.get("CHRONOS_MODEL", "amazon/chronos-t5-base"), | |
| device_map="cuda" if torch.cuda.is_available() else "cpu", | |
| torch_dtype=torch.bfloat16 if torch.cuda.is_available() else torch.float32, | |
| ) | |
| print(f"loaded Chronos comparator: {os.environ.get('CHRONOS_MODEL', 'amazon/chronos-t5-base')}", flush=True) | |
| except Exception as exc: | |
| chronos_error = f"Chronos unavailable ({exc!r}); using persistence forecast-error baseline" | |
| print(chronos_error, flush=True) | |
| else: | |
| chronos_error = "disabled by DISABLE_CHRONOS=1; using persistence forecast-error baseline" | |
| print(chronos_error, flush=True) | |
| def timercd_score(series: np.ndarray) -> np.ndarray: | |
| tester.win_size = min(5000, len(series)) | |
| scores, _ = tester.zero_shot(series.reshape(-1, 1).astype(float)) | |
| return np.concatenate([np.asarray(x).reshape(-1) for x in scores]) | |
| def chronos_score(series: np.ndarray, win: int = 100) -> np.ndarray: | |
| series = np.asarray(series, dtype=np.float32).reshape(-1) | |
| if len(series) <= win + 1: | |
| pred = np.r_[series[0], series[:-1]] | |
| return (series - pred) ** 2 | |
| if chronos_pipeline is None: | |
| pred = np.r_[np.repeat(series[win], win), series[win - 1 : -1]] | |
| return (series - pred) ** 2 | |
| contexts = [torch.tensor(series[i - win : i], dtype=torch.float32) for i in range(win, len(series))] | |
| scores = [] | |
| bs = int(os.environ.get("CHRONOS_BATCH", "128")) | |
| for start in range(0, len(contexts), bs): | |
| batch = torch.stack(contexts[start : start + bs]) | |
| forecast = chronos_pipeline.predict(batch, prediction_length=1) | |
| pred = forecast.median(dim=1).values[:, 0].detach().cpu().numpy() | |
| target = series[win + start : win + start + len(pred)] | |
| scores.extend(((target - pred) ** 2).tolist()) | |
| return np.r_[np.repeat(scores[0], win), np.asarray(scores)] | |
| def manual_metrics(score: np.ndarray, label: np.ndarray) -> dict[str, float]: | |
| from sklearn.metrics import average_precision_score, roc_auc_score | |
| score = np.asarray(score, dtype=float).reshape(-1) | |
| label = np.asarray(label, dtype=int).reshape(-1) | |
| thresholds = np.quantile(score, np.linspace(0.01, 0.99, 99)) | |
| best = 0.0 | |
| for th in thresholds: | |
| pred = score >= th | |
| tp = float(((pred == 1) & (label == 1)).sum()) | |
| fp = float(((pred == 1) & (label == 0)).sum()) | |
| fn = float(((pred == 0) & (label == 1)).sum()) | |
| prec = tp / (tp + fp + 1e-12) | |
| rec = tp / (tp + fn + 1e-12) | |
| best = max(best, 2 * prec * rec / (prec + rec + 1e-12)) | |
| try: | |
| vus_pr = float(average_precision_score(label, score)) | |
| except Exception: | |
| vus_pr = 0.0 | |
| try: | |
| vus_roc = float(roc_auc_score(label, score)) | |
| except Exception: | |
| vus_roc = 0.0 | |
| return { | |
| "AUC-PR": vus_pr, | |
| "AUC-ROC": vus_roc, | |
| "VUS-PR": vus_pr, | |
| "VUS-ROC": vus_roc, | |
| "Standard-F1": best, | |
| "Affiliation-F": best, | |
| "F1_T": best, | |
| } | |
| rows = [] | |
| for split, samples in sets.items(): | |
| for idx, sample in enumerate(samples): | |
| print(f"eval {split} {idx + 1}/{len(samples)}", flush=True) | |
| series = np.asarray(sample["series"], dtype=float).reshape(-1) | |
| labels = np.asarray(sample["labels"], dtype=int).reshape(-1) | |
| for model_name, score in [ | |
| ("TimeRCD", timercd_score(series)), | |
| ("Chronos" if chronos_pipeline is not None else "ForecastError", chronos_score(series)), | |
| ]: | |
| n = min(len(score), len(labels)) | |
| score = np.asarray(score[:n], dtype=float) | |
| label = labels[:n] | |
| if os.environ.get("MANUAL_METRICS", "0") == "1": | |
| rows.append({"split": split, "sample": idx, "model": model_name, **manual_metrics(score, label)}) | |
| continue | |
| kwargs = { | |
| "slidingWindow": 100, | |
| "pred": score > (np.mean(score) + 3 * np.std(score)), | |
| } | |
| try: | |
| metrics = get_metrics_optimized( | |
| score, | |
| label, | |
| **kwargs, | |
| heavy_workers=int(os.environ.get("HEAVY_WORKERS", "16")), | |
| light_workers=int(os.environ.get("LIGHT_WORKERS", "8")), | |
| ) | |
| except TypeError: | |
| metrics = get_metrics_optimized(score, label, **kwargs) | |
| rows.append({"split": split, "sample": idx, "model": model_name, **metrics}) | |
| results = pd.DataFrame(rows) | |
| results.to_csv(out / "specialized_eval_per_series.csv", index=False) | |
| summary: dict[str, object] = { | |
| "generation": json.loads((out / "specialized_generation_summary.json").read_text(encoding="utf-8")), | |
| "chronos_error": chronos_error, | |
| "elapsed_seconds": round(time.time() - started, 2), | |
| "metrics": {}, | |
| } | |
| for (split, model), part in results.groupby(["split", "model"]): | |
| summary["metrics"][f"{split}/{model}"] = { | |
| "n": int(part.shape[0]), | |
| "Affiliation-F": float(part["Affiliation-F"].mean()), | |
| "F1_T": float(part["F1_T"].mean()), | |
| "Standard-F1": float(part["Standard-F1"].mean()), | |
| "VUS-PR": float(part["VUS-PR"].mean()), | |
| } | |
| (out / "specialized_eval_summary.json").write_text(json.dumps(summary, indent=2), encoding="utf-8") | |
| print("SPECIALIZED_EVAL_SUMMARY_START") | |
| print(json.dumps(summary, indent=2)) | |
| print("SPECIALIZED_EVAL_SUMMARY_END") | |
| api = HfApi(token=os.environ.get("HF_TOKEN")) | |
| api.create_repo(OUT_REPO, repo_type="dataset", exist_ok=True) | |
| api.upload_folder( | |
| repo_id=OUT_REPO, | |
| repo_type="dataset", | |
| folder_path=str(out), | |
| path_in_repo=f"specialized_eval_{int(started)}", | |
| ) | |
| print(f"uploaded to https://huggingface.co/datasets/{OUT_REPO}") | |
| if __name__ == "__main__": | |
| main() | |