purging unused files
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@@ -1,11 +0,0 @@
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import torch
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def optimizer_factory(config, parameters):
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optimizer_type = config['optimizer']
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learning_rate = config['lr']
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weight_decay = config['weight_decay']
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if optimizer_type == 'adam':
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optimizer = torch.optim.Adam(parameters, lr=learning_rate, weight_decay=weight_decay)
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else:
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raise NotImplementedError
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return optimizer
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@@ -1,140 +0,0 @@
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import torch
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from torch import nn
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import numpy as np
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from sklearn import preprocessing
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class Transform(nn.Module):
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"""
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Base class to normalize observations and actions for network.
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"""
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def __init__(self):
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super(Transform, self).__init__()
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# self.fit(X)
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def fit(self, X):
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"""
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Fit transformer to X
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Args:
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X (torch.tensor): (B, N) tensor of B data points with N features
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"""
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raise NotImplementedError('Please implement fit()')
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def transform(self, X):
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"""
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Transform X. fit() has to be called first
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Args:
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X (torch.tensor): (B, N) tensor where N has to be the same as during fit()
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"""
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raise NotImplementedError('Please implement transform()')
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def inverse_transform(self, X):
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"""
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Inverse transformation
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Args:
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X (torch.tensor): (B, N) tensor
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"""
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raise NotImplementedError('Please implement inverse_transform()')
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def forward(self, X):
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return self.transform(X)
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class MinMaxScaler(Transform):
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"""
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Scale tensor so each feature is in [0, 1]
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"""
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def __init__(self, reduce_dim:int=None):
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"""
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Initialize SciKitTransform
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Args:
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reduce_dim (int): dimension to start calculating featues from
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e.g. with reduce_dim=2, (A, B, C, D, E) will be reshaped to (A*B, C*D*E)
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"""
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self.reduce_dim = reduce_dim
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super(MinMaxScaler, self).__init__()
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def fit(self, X):
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nd = X.ndim
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if self.reduce_dim:
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self.nfeatures = int(torch.tensor(X.shape[self.reduce_dim:]).prod())
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else:
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assert nd==2, 'Invalid ndim'
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self.nfeatures = X.shape[1]
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X = X.reshape((-1,self.nfeatures))
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nans = torch.isnan(X)
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X[nans] = float('inf')
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self.min = X.min(0,keepdims=True)[0]
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X[nans] = -float('inf')
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self.span = X.max(0,keepdims=True)[0] - self.min
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X[nans] = np.nan
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def transform(self, X):
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assert hasattr(self, 'min') and hasattr(self, 'span'), 'Model not yet fit'
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shape = X.shape
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X = X.reshape((-1,self.nfeatures))
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t = (X - self.min) / self.span
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return t.reshape(shape)
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def inverse_transform(self, X):
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assert hasattr(self, 'min') and hasattr(self, 'span'), 'Model not yet fit'
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shape = X.shape
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X = X.reshape((-1,self.nfeatures))
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it = X * self.span + self.min
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return it.reshape(shape)
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class SciKitTransform(Transform):
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"""
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Wrappers around scikit-learn transforms
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"""
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def __init__(self, tf, reduce_dim:int=None):
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"""
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Initialize SciKitTransform
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Args:
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tf: transform
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reduce_dim (int): dimension to start calculating featues from
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e.g. with reduce_dim=2, (A, B, C, D, E) will be reshaped to (A*B, C*D*E)
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"""
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self.tf = tf
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self.reduce_dim = reduce_dim
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super(SciKitTransform, self).__init__()
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def fit(self, X):
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nd = X.ndim
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if self.reduce_dim:
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self.nfeatures = int(torch.tensor(X.shape[self.reduce_dim:]).prod())
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else:
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assert nd==2, 'Invalid ndim'
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self.nfeatures = X.shape[1]
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self.tf.fit(X.reshape((-1,self.nfeatures)))
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def transform(self, X):
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shape = X.shape
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t = torch.tensor(self.tf.transform(X.reshape((-1,self.nfeatures))), dtype=torch.float)
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return t.reshape(shape)
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def inverse_transform(self, X):
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shape = X.shape
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it = torch.tensor(self.tf.inverse_transform(X.reshape((-1,self.nfeatures))), dtype=torch.float)
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return it.reshape(shape)
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class SciKitStandardScaler(SciKitTransform):
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"""
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Wrapper around scikit-learn's StandardScaler for standardizing each feature individually.
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"""
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def __init__(self, **kwargs):
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super(SciKitStandardScaler, self).__init__(preprocessing.StandardScaler(), **kwargs)
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class SciKitMinMaxScaler(SciKitTransform):
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"""
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Wrapper around scikit-learn's MinMaxScaler for scaling features to [0, 1] individually.
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"""
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def __init__(self, **kwargs):
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super(SciKitMinMaxScaler, self).__init__(preprocessing.MinMaxScaler(), **kwargs)
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