feat: 升级深度学习模型为 Temporal Fusion Transformer 架构
- 将 LSTMMLPRegressor 重构为 TemporalFusionRegressor,采用 Transformer Encoder 替代 LSTM - 新增 LearnedAttentionPooling 和 GatedResidualBlock 模块增强模型表达能力 - 优化训练策略,使用 OneCycleLR 调度器和样本加权机制 - 改进缺勤事件采样算法,基于压力、健康、家庭等维度更精确地计算缺勤时长 - 更新 .gitignore 排除原始数据文件,删除不再使用的原始 CSV 文件
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@@ -55,8 +55,11 @@ STATIC_FEATURES = [
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'岗位稳定性指数',
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]
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DEFAULT_EPOCHS = 80
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DEFAULT_BATCH_SIZE = 256
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EARLY_STOPPING_PATIENCE = 12
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DEFAULT_BATCH_SIZE = 128
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EARLY_STOPPING_PATIENCE = 16
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TRANSFORMER_D_MODEL = 160
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TRANSFORMER_HEADS = 5
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TRANSFORMER_LAYERS = 3
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BaseTorchModule = nn.Module if nn is not None else object
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@@ -90,7 +93,46 @@ class SequenceStaticDataset(Dataset):
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)
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class LSTMMLPRegressor(BaseTorchModule):
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class LearnedAttentionPooling(BaseTorchModule):
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def __init__(self, hidden_dim: int):
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super().__init__()
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self.score = nn.Sequential(
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nn.Linear(hidden_dim, hidden_dim),
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nn.Tanh(),
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nn.Linear(hidden_dim, 1),
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)
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def forward(self, sequence_x: torch.Tensor) -> torch.Tensor:
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attn_scores = self.score(sequence_x).squeeze(-1)
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attn_weights = torch.softmax(attn_scores, dim=1)
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return torch.sum(sequence_x * attn_weights.unsqueeze(-1), dim=1)
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class GatedResidualBlock(BaseTorchModule):
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def __init__(self, input_dim: int, hidden_dim: int, dropout: float = 0.15):
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super().__init__()
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self.proj = nn.Linear(input_dim, hidden_dim) if input_dim != hidden_dim else nn.Identity()
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self.net = nn.Sequential(
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nn.Linear(input_dim, hidden_dim),
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nn.LayerNorm(hidden_dim),
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nn.GELU(),
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nn.Dropout(dropout),
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nn.Linear(hidden_dim, hidden_dim),
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)
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self.gate = nn.Sequential(
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nn.Linear(hidden_dim * 2, hidden_dim),
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nn.Sigmoid(),
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)
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self.out_norm = nn.LayerNorm(hidden_dim)
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def forward(self, x: torch.Tensor) -> torch.Tensor:
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residual = self.proj(x)
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transformed = self.net(x)
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gate = self.gate(torch.cat([residual, transformed], dim=-1))
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return self.out_norm(residual + transformed * gate)
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class TemporalFusionRegressor(BaseTorchModule):
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def __init__(
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self,
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seq_num_dim: int,
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@@ -110,43 +152,57 @@ class LSTMMLPRegressor(BaseTorchModule):
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static_cat_dim = sum(embedding.embedding_dim for embedding in self.static_cat_embeddings)
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seq_input_dim = seq_num_dim + seq_cat_dim
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static_input_dim = static_num_dim + static_cat_dim
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self.position_embedding = nn.Parameter(torch.randn(WINDOW_SIZE, TRANSFORMER_D_MODEL) * 0.02)
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self.seq_projection = nn.Sequential(
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nn.Linear(seq_input_dim, 128),
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nn.LayerNorm(128),
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nn.Linear(seq_input_dim, TRANSFORMER_D_MODEL),
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nn.LayerNorm(TRANSFORMER_D_MODEL),
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nn.GELU(),
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nn.Dropout(0.15),
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nn.Dropout(0.12),
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)
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self.lstm = nn.LSTM(
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input_size=128,
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hidden_size=96,
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num_layers=2,
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encoder_layer = nn.TransformerEncoderLayer(
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d_model=TRANSFORMER_D_MODEL,
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nhead=TRANSFORMER_HEADS,
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dim_feedforward=TRANSFORMER_D_MODEL * 3,
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dropout=0.15,
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activation='gelu',
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batch_first=True,
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dropout=0.2,
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bidirectional=True,
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norm_first=True,
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)
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self.sequence_encoder = nn.TransformerEncoder(
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encoder_layer,
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num_layers=TRANSFORMER_LAYERS,
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)
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self.sequence_pool = LearnedAttentionPooling(TRANSFORMER_D_MODEL)
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self.sequence_head = nn.Sequential(
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nn.Linear(96 * 2 * 2, 128),
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nn.Linear(TRANSFORMER_D_MODEL * 3, 192),
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nn.LayerNorm(192),
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nn.GELU(),
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nn.Dropout(0.18),
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nn.Linear(192, 128),
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nn.GELU(),
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nn.Dropout(0.2),
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)
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self.static_net = nn.Sequential(
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nn.Linear(static_input_dim, 96),
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nn.LayerNorm(96),
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nn.GELU(),
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nn.Dropout(0.15),
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nn.Linear(96, 64),
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nn.GELU(),
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nn.Dropout(0.1),
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GatedResidualBlock(static_input_dim, 128, dropout=0.15),
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GatedResidualBlock(128, 96, dropout=0.12),
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)
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self.context_gate = nn.Sequential(
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nn.Linear(128 + 96, 128 + 96),
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nn.Sigmoid(),
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)
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self.fusion = nn.Sequential(
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nn.Linear(128 + 64, 128),
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nn.LayerNorm(128),
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GatedResidualBlock(128 + 96, 160, dropout=0.18),
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nn.Dropout(0.12),
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nn.Linear(160, 96),
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nn.GELU(),
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nn.Dropout(0.2),
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nn.Linear(128, 64),
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nn.Dropout(0.08),
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nn.Linear(96, 1),
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)
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self.shortcut_head = nn.Sequential(
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nn.Linear(seq_num_dim + static_num_dim, 64),
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nn.LayerNorm(64),
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nn.GELU(),
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nn.Dropout(0.1),
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nn.Dropout(0.08),
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nn.Linear(64, 1),
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)
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@@ -163,11 +219,12 @@ class LSTMMLPRegressor(BaseTorchModule):
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seq_parts.append(seq_embedded)
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seq_input = torch.cat(seq_parts, dim=-1)
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seq_input = self.seq_projection(seq_input)
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lstm_output, _ = self.lstm(seq_input)
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sequence_last = lstm_output[:, -1, :]
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sequence_mean = lstm_output.mean(dim=1)
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sequence_repr = self.sequence_head(torch.cat([sequence_last, sequence_mean], dim=1))
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seq_input = seq_input + self.position_embedding.unsqueeze(0)
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sequence_context = self.sequence_encoder(seq_input)
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sequence_last = sequence_context[:, -1, :]
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sequence_mean = sequence_context.mean(dim=1)
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sequence_attended = self.sequence_pool(sequence_context)
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sequence_repr = self.sequence_head(torch.cat([sequence_last, sequence_mean, sequence_attended], dim=1))
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static_parts = [static_num_x]
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static_embedded = self._embed_categorical(static_cat_x, self.static_cat_embeddings)
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@@ -177,7 +234,13 @@ class LSTMMLPRegressor(BaseTorchModule):
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static_repr = self.static_net(static_input)
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fused = torch.cat([sequence_repr, static_repr], dim=1)
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return self.fusion(fused).squeeze(1)
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fused = fused * self.context_gate(fused)
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shortcut = self.shortcut_head(torch.cat([seq_num_x[:, -1, :], static_num_x], dim=1))
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return (self.fusion(fused) + shortcut).squeeze(1)
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class LSTMMLPRegressor(TemporalFusionRegressor):
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pass
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def is_available() -> bool:
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@@ -413,6 +476,15 @@ def _evaluate_model(
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return metrics['rmse'], metrics
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def _compute_sample_weights(targets: torch.Tensor, target_transform: str) -> torch.Tensor:
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if target_transform == 'log1p':
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base_targets = torch.expm1(targets)
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else:
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base_targets = targets
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normalized = torch.clamp(base_targets / 12.0, min=0.0, max=2.0)
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return 1.0 + normalized * 0.8
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def train_lstm_mlp(
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train_df: pd.DataFrame,
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test_df: pd.DataFrame,
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@@ -455,29 +527,35 @@ def train_lstm_mlp(
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else:
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print('[lstm_mlp] Training device: CPU')
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model = LSTMMLPRegressor(
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model = TemporalFusionRegressor(
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seq_num_dim=train_seq_num.shape[-1],
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static_num_dim=train_static_num.shape[-1],
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seq_cat_cardinalities=[len(category_maps[feature]) + 1 for feature in feature_layout['seq_cat_features']],
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static_cat_cardinalities=[len(category_maps[feature]) + 1 for feature in feature_layout['static_cat_features']],
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).to(device)
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optimizer = torch.optim.AdamW(model.parameters(), lr=0.0012, weight_decay=1e-4)
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scheduler = torch.optim.lr_scheduler.ReduceLROnPlateau(
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optimizer, mode='min', factor=0.6, patience=4, min_lr=1e-5
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)
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criterion = nn.SmoothL1Loss(beta=0.35)
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optimizer = torch.optim.AdamW(model.parameters(), lr=9e-4, weight_decay=3e-4)
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criterion = nn.SmoothL1Loss(beta=0.28, reduction='none')
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train_loader = DataLoader(
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SequenceStaticDataset(train_seq_num, train_seq_cat, train_static_num, train_static_cat, y_train),
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batch_size=batch_size,
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shuffle=True,
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drop_last=False,
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)
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val_loader = DataLoader(
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SequenceStaticDataset(val_seq_num, val_seq_cat, val_static_num, val_static_cat, y_val),
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batch_size=batch_size,
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shuffle=False,
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)
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total_steps = max(20, epochs * max(1, len(train_loader)))
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scheduler = torch.optim.lr_scheduler.OneCycleLR(
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optimizer,
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max_lr=0.0014,
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total_steps=total_steps,
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pct_start=0.12,
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div_factor=12.0,
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final_div_factor=40.0,
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)
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best_state = None
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best_metrics = None
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@@ -496,15 +574,17 @@ def train_lstm_mlp(
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optimizer.zero_grad(set_to_none=True)
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predictions = model(batch_seq_num, batch_seq_cat, batch_static_num, batch_static_cat)
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sample_weights = _compute_sample_weights(batch_target, target_transform)
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loss = criterion(predictions, batch_target)
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loss = (loss * sample_weights).mean()
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loss.backward()
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torch.nn.utils.clip_grad_norm_(model.parameters(), max_norm=1.0)
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optimizer.step()
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scheduler.step()
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running_loss += float(loss.item()) * len(batch_target)
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train_loss = running_loss / max(1, len(train_loader.dataset))
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val_rmse, val_metrics = _evaluate_model(model, val_loader, device, target_transform)
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scheduler.step(val_rmse)
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improved = val_rmse + 1e-4 < best_val_rmse
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if improved:
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@@ -554,6 +634,7 @@ def train_lstm_mlp(
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bundle = {
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'state_dict': model.state_dict(),
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'architecture': 'temporal_fusion_transformer',
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'window_size': WINDOW_SIZE,
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'target_transform': target_transform,
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'feature_layout': feature_layout,
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@@ -583,6 +664,7 @@ def train_lstm_mlp(
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'sequence_window_size': WINDOW_SIZE,
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'sequence_feature_names': SEQUENCE_FEATURES,
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'static_feature_names': STATIC_FEATURES,
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'deep_learning_architecture': 'temporal_fusion_transformer',
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'deep_validation_r2': round(float(best_metrics['r2']), 4) if best_metrics else None,
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},
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}
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