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DeepHealth/train_next_step.py

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"""
Train DeepHealth with next-token / next-time-point supervision.
The next-step dataset uses observed event histories, including CHECKUP state
tokens, plus optional gap <NO_EVENT> imputation. UTS training reads out only
same-time group ends.
"""
from __future__ import annotations
import argparse
import json
import logging
import math
import time
from pathlib import Path
from typing import Any, Dict
import numpy as np
import torch
from torch.nn.utils import clip_grad_norm_
from torch.optim import AdamW
from torch.utils.data import DataLoader, RandomSampler
from tqdm.auto import tqdm
from dataset import HealthDataset, collate_fn
from losses import build_loss
from models import DeepHealth, DeepHealthOutput
from readouts import build_readout
from targets import CHECKUP_IDX, NO_EVENT_IDX, PAD_IDX
from train_util import (
configure_torch_for_training,
create_unique_run_dir,
load_extra_info_types_file,
resolve_device,
save_checkpoint,
save_config,
set_optimizer_lr,
set_seed,
setup_logging,
split_dataset,
split_dataset_by_eid_files,
)
MODEL_INPUT_KEYS = (
"event_seq",
"time_seq",
"sex",
"padding_mask",
"other_type",
"other_value",
"other_value_kind",
"other_time",
)
def parse_args() -> argparse.Namespace:
parser = argparse.ArgumentParser(
description="Train DeepHealth with next-token/point supervision")
parser.add_argument("--data_prefix", type=str, default="ukb")
parser.add_argument("--labels_file", type=str, default="labels.csv")
parser.add_argument("--seed", type=int, default=42)
parser.add_argument("--extra_info_types_file", type=str, default=None)
parser.add_argument("--no_event_interval_years", type=float, default=5.0)
parser.add_argument("--include_no_event_in_uts_target", action="store_true")
parser.add_argument("--train_ratio", type=float, default=0.7)
parser.add_argument("--val_ratio", type=float, default=0.15)
parser.add_argument("--test_ratio", type=float, default=0.15)
parser.add_argument("--train_eid_file", type=str, default="ukb_train_eid.csv")
parser.add_argument("--val_eid_file", type=str, default="ukb_val_eid.csv")
parser.add_argument("--test_eid_file", type=str, default="ukb_test_eid.csv")
parser.add_argument("--n_embd", type=int, default=120)
parser.add_argument("--n_head", type=int, default=10)
parser.add_argument("--n_hist_layer", type=int, default=12)
parser.add_argument("--n_tab_layer", type=int, default=4)
parser.add_argument("--n_bins", type=int, default=16)
parser.add_argument("--extra_pool_reduce", type=str, default="mean",
choices=["mean", "sum"])
parser.add_argument("--time_mode", type=str, default="relative",
choices=["relative", "absolute"])
parser.add_argument("--dropout", type=float, default=0.0)
parser.add_argument("--target_mode", type=str, default="uts",
choices=["delphi2m", "uts"])
parser.add_argument("--readout_name", type=str, default=None,
choices=["token", "same_time_group_end", "last_valid"])
parser.add_argument("--readout_reduce", type=str, default="mean",
choices=["mean", "sum"])
parser.add_argument("--t_min", type=float, default=0.0027378507871321013)
parser.add_argument("--max_exp_input", type=float, default=60.0)
parser.add_argument("--ce_weight", type=float, default=1.0)
parser.add_argument("--time_weight", type=float, default=1.0)
parser.add_argument("--ignore_no_event_in_delphi2m", action="store_true")
parser.add_argument("--batch_size", type=int, default=128)
parser.add_argument("--base_lr", type=float, default=3e-4)
parser.add_argument("--weight_decay", type=float, default=0.1)
parser.add_argument("--betas", type=float, nargs=2, default=(0.9, 0.99))
parser.add_argument("--grad_clip", type=float, default=1.0)
parser.add_argument("--max_epochs", type=int, default=200)
parser.add_argument("--warmup_epochs", type=int, default=10)
parser.add_argument("--patience", type=int, default=15)
parser.add_argument("--min_lr_ratio", type=float, default=0.1)
parser.add_argument("--num_workers", type=int, default=4)
parser.add_argument("--device", type=str, default="cuda")
parser.add_argument("--progress_interval", type=int, default=20)
args = parser.parse_args()
use_eid_split = all(
getattr(args, name)
for name in ("train_eid_file", "val_eid_file", "test_eid_file")
)
if not use_eid_split and not np.isclose(args.train_ratio + args.val_ratio + args.test_ratio, 1.0):
raise ValueError("train_ratio + val_ratio + test_ratio must equal 1.0")
if args.target_mode == "uts":
args.readout_name = args.readout_name or "same_time_group_end"
args.include_no_event_in_uts_target = True
else:
args.readout_name = args.readout_name or "token"
args.extra_info_types = (
load_extra_info_types_file(args.extra_info_types_file)
if args.extra_info_types_file is not None
else None
)
return args
def get_lr(epoch: int, args: argparse.Namespace, adaptive_lr: float) -> float:
if epoch < args.warmup_epochs:
return adaptive_lr * (epoch + 1) / args.warmup_epochs
progress = (epoch - args.warmup_epochs) / max(1, args.max_epochs - args.warmup_epochs)
cosine = 0.5 * (1 + math.cos(math.pi * progress))
return adaptive_lr * (args.min_lr_ratio + cosine * (1 - args.min_lr_ratio))
def move_batch_to_device(batch: Dict[str, torch.Tensor], device: torch.device) -> Dict[str, torch.Tensor]:
non_blocking = device.type == "cuda"
return {
key: value.to(device, non_blocking=non_blocking)
if isinstance(value, torch.Tensor)
else value
for key, value in batch.items()
}
def build_model(args: argparse.Namespace, dataset: HealthDataset) -> DeepHealth:
return DeepHealth(
vocab_size=dataset.vocab_size,
n_embd=args.n_embd,
n_head=args.n_head,
n_hist_layer=args.n_hist_layer,
n_tab_layer=args.n_tab_layer,
n_types=dataset.n_types,
n_cont_types=dataset.n_cont_types,
n_categories=dataset.n_categories,
cont_type_ids=dataset.cont_type_ids,
n_bins=args.n_bins,
extra_pool_reduce=args.extra_pool_reduce,
target_mode="next_token",
time_mode=args.time_mode,
dist_mode="exponential",
dropout=args.dropout,
)
def build_next_step_readout(args: argparse.Namespace):
if args.readout_name == "same_time_group_end":
return build_readout("same_time_group_end", reduce=args.readout_reduce)
return build_readout(args.readout_name)
def build_next_step_loss(args: argparse.Namespace):
if args.target_mode == "delphi2m":
ignored_tokens = {PAD_IDX, CHECKUP_IDX}
if args.ignore_no_event_in_delphi2m:
ignored_tokens.add(NO_EVENT_IDX)
return build_loss(
"delphi2m",
ignored_tokens=ignored_tokens,
t_min=args.t_min,
max_exp_input=args.max_exp_input,
ce_weight=args.ce_weight,
time_weight=args.time_weight,
)
return build_loss(
"uts",
ignored_idx={PAD_IDX, CHECKUP_IDX},
t_min=args.t_min,
max_exp_input=args.max_exp_input,
)
def build_augmented_next_step_targets(
batch_cpu: Dict[str, torch.Tensor],
model_out: DeepHealthOutput,
include_uts_targets: bool,
) -> Dict[str, torch.Tensor]:
hidden_len = model_out.hidden.size(1)
event_len = int(model_out.event_len)
extra_len = hidden_len - event_len
device = model_out.hidden.device
non_blocking = device.type == "cuda"
if extra_len <= 0:
targets = {
"target_event_seq": batch_cpu["target_event_seq"].to(device, non_blocking=non_blocking),
"target_time_seq": batch_cpu["target_time_seq"].to(device, non_blocking=non_blocking),
"readout_mask": batch_cpu["readout_mask"].to(device, non_blocking=non_blocking),
}
if include_uts_targets:
targets["target_dt_unique"] = batch_cpu["target_dt_unique"].to(
device, non_blocking=non_blocking
)
targets["target_multi_hot"] = batch_cpu["target_multi_hot"].to(
device, non_blocking=non_blocking
)
return targets
bsz = batch_cpu["target_event_seq"].size(0)
vocab_size = (
batch_cpu["target_multi_hot"].size(2)
if include_uts_targets
else None
)
other_valid = batch_cpu["other_type"] > 0
extra_time = batch_cpu["other_time"].new_zeros(bsz, extra_len)
extra_mask = torch.zeros(bsz, extra_len, dtype=torch.bool)
for b in range(bsz):
unique_time = torch.unique(batch_cpu["other_time"][b, other_valid[b]], sorted=True)
n_time = min(int(unique_time.numel()), extra_len)
if n_time > 0:
extra_time[b, :n_time] = unique_time[:n_time]
extra_mask[b, :n_time] = True
target_event_seq = torch.cat(
[
batch_cpu["target_event_seq"],
torch.full(
(bsz, extra_len),
PAD_IDX,
dtype=batch_cpu["target_event_seq"].dtype,
),
],
dim=1,
)
target_time_seq = torch.cat(
[
batch_cpu["target_time_seq"],
torch.zeros(
bsz,
extra_len,
dtype=batch_cpu["target_time_seq"].dtype,
),
],
dim=1,
)
readout_mask = torch.cat([batch_cpu["readout_mask"], extra_mask], dim=1)
target_dt_unique = None
target_multi_hot = None
if include_uts_targets:
target_dt_unique = torch.cat(
[
batch_cpu["target_dt_unique"],
torch.zeros(
bsz,
extra_len,
dtype=batch_cpu["target_dt_unique"].dtype,
),
],
dim=1,
)
target_multi_hot = torch.cat(
[
batch_cpu["target_multi_hot"],
torch.zeros(
bsz,
extra_len,
vocab_size,
dtype=batch_cpu["target_multi_hot"].dtype,
),
],
dim=1,
)
for b in range(bsz):
valid_event = batch_cpu["padding_mask"][b].bool()
if not valid_event.any():
continue
n_event = int(valid_event.sum().item())
events = torch.cat(
[
batch_cpu["event_seq"][b, :n_event],
batch_cpu["target_event_seq"][b, n_event - 1:n_event],
]
)
times = torch.cat(
[
batch_cpu["time_seq"][b, :n_event],
batch_cpu["target_time_seq"][b, n_event - 1:n_event],
]
)
valid_full = events > PAD_IDX
events = events[valid_full]
times = times[valid_full]
if events.numel() == 0:
continue
for j in range(extra_len):
if not bool(extra_mask[b, j]):
continue
pos = event_len + j
t = extra_time[b, j]
future = times > t
if not future.any():
readout_mask[b, pos] = False
continue
first_idx = int(torch.nonzero(future, as_tuple=False)[0].item())
next_time = times[first_idx]
next_event = events[first_idx]
target_event_seq[b, pos] = next_event
target_time_seq[b, pos] = next_time
if not include_uts_targets:
continue
same_next_time = times == next_time
next_events = events[same_next_time]
valid_next_events = next_events[
(next_events > PAD_IDX) & (next_events < vocab_size)
].long()
if valid_next_events.numel() == 0:
readout_mask[b, pos] = False
continue
target_multi_hot[b, pos, valid_next_events] = True
target_dt_unique[b, pos] = next_time - t
targets = {
"target_event_seq": target_event_seq.to(device, non_blocking=non_blocking),
"target_time_seq": target_time_seq.to(device, non_blocking=non_blocking),
"readout_mask": readout_mask.to(device, non_blocking=non_blocking),
}
if include_uts_targets:
targets["target_dt_unique"] = target_dt_unique.to(device, non_blocking=non_blocking)
targets["target_multi_hot"] = target_multi_hot.to(device, non_blocking=non_blocking)
return targets
def compute_next_step_loss(
args: argparse.Namespace,
model: DeepHealth,
readout,
criterion,
batch: Dict[str, torch.Tensor],
device: torch.device,
) -> tuple[torch.Tensor, Dict[str, torch.Tensor]]:
batch_cpu = batch
batch = move_batch_to_device(
{key: batch_cpu[key] for key in MODEL_INPUT_KEYS},
device,
)
model_out = model(
event_seq=batch["event_seq"],
time_seq=batch["time_seq"],
sex=batch["sex"],
padding_mask=batch["padding_mask"],
other_type=batch["other_type"],
other_value=batch["other_value"],
other_value_kind=batch["other_value_kind"],
other_time=batch["other_time"],
target_mode="next_token",
return_output=True,
)
if not isinstance(model_out, DeepHealthOutput):
raise TypeError("DeepHealth return_output=True must return DeepHealthOutput")
targets = build_augmented_next_step_targets(
batch_cpu=batch_cpu,
model_out=model_out,
include_uts_targets=args.target_mode == "uts",
)
readout_out = readout(
hidden=model_out.hidden,
time_seq=model_out.time_seq,
padding_mask=model_out.padding_mask,
readout_mask=targets["readout_mask"]
if args.readout_name == "same_time_group_end"
else None,
)
logits = model.calc_risk(readout_out.hidden)
if args.target_mode == "delphi2m":
loss, parts = criterion(
logits=logits,
target_events=targets["target_event_seq"],
target_times=targets["target_time_seq"],
current_times=model_out.time_seq,
padding_mask=readout_out.readout_mask,
return_components=True,
)
else:
loss, parts = criterion(
logits=logits,
target_multi_hot=targets["target_multi_hot"],
target_dt_unique=targets["target_dt_unique"],
readout_mask=readout_out.readout_mask,
return_components=True,
)
if not torch.isfinite(loss):
raise RuntimeError(f"Loss is not finite: {float(loss.detach().cpu())}")
return loss, parts
def run_epoch(
logger: logging.Logger,
args: argparse.Namespace,
model: DeepHealth,
readout,
criterion,
loader: DataLoader,
optimizer: AdamW | None,
device: torch.device,
is_train: bool,
) -> float:
model.train(is_train)
readout.train(is_train)
total = torch.zeros((), device=device)
n_batches = 0
skipped = 0
parts_sum: Dict[str, torch.Tensor] = {}
desc = "train" if is_train else "val"
progress_interval = max(1, int(args.progress_interval))
progress = tqdm(loader, desc=desc, leave=False, dynamic_ncols=True)
for batch_idx, batch in enumerate(progress):
try:
loss, parts = compute_next_step_loss(args, model, readout, criterion, batch, device)
if is_train:
if optimizer is None:
raise ValueError("optimizer is required for training")
optimizer.zero_grad(set_to_none=True)
loss.backward()
if args.grad_clip > 0:
clip_grad_norm_(model.parameters(), args.grad_clip)
optimizer.step()
total = total + loss.detach()
n_batches += 1
for name, value in parts.items():
parts_sum[name] = parts_sum.get(name, torch.zeros((), device=device)) + value.detach()
if (batch_idx + 1) % progress_interval == 0:
avg = total / max(1, n_batches)
postfix = {
"loss": f"{float(loss.detach().cpu()):.4f}",
"avg": f"{float(avg.detach().cpu()):.4f}",
"skipped": skipped,
}
for name, value in parts_sum.items():
postfix[name] = f"{float((value / max(1, n_batches)).detach().cpu()):.4f}"
progress.set_postfix(postfix)
except RuntimeError as exc:
if "Loss is not finite" not in str(exc):
raise
skipped += 1
logger.warning(f"Batch {batch_idx} skipped: {str(exc)[:120]}")
if skipped:
logger.info(f"Skipped {skipped} batches due to non-finite loss")
return float((total / max(1, n_batches)).detach().cpu()) if n_batches else float("inf")
def build_metadata(
args: argparse.Namespace,
dataset: HealthDataset,
run_name: str,
train_subset,
val_subset,
test_subset,
) -> Dict[str, Any]:
return {
"run_name": run_name,
"dataset_class": "NextStepHealthDataset",
"collate_fn": "next_step_collate_fn",
"model_class": "DeepHealth",
"model_target_mode": "next_token",
"target_mode": args.target_mode,
"dist_mode": "exponential",
"extra_info_types_file": (
Path(args.extra_info_types_file).name
if args.extra_info_types_file is not None
else None
),
"extra_info_types": [int(x) for x in dataset.extra_info_types],
"dataset_metadata": {
"vocab_size": int(dataset.vocab_size),
"n_types": int(dataset.n_types),
"n_cont_types": int(dataset.n_cont_types),
"n_categories": int(dataset.n_categories),
"cont_type_ids": [int(x) for x in dataset.cont_type_ids],
"extra_info_types": [int(x) for x in dataset.extra_info_types],
},
"split_sizes": {
"train": int(len(train_subset)),
"val": int(len(val_subset)),
"test": int(len(test_subset)),
},
"resolved_readout_name": args.readout_name,
"resolved_loss_name": args.target_mode,
}
def main() -> None:
args = parse_args()
set_seed(args.seed)
device = resolve_device(args.device)
configure_torch_for_training(device)
run_dir, run_name = create_unique_run_dir(
lambda timestamp: (
f"{args.time_mode}_exponential_next_token_{args.target_mode}_"
f"gap_{args.no_event_interval_years:g}y_{timestamp}"
)
)
logger = setup_logging(run_dir)
logger.info(f"Starting next-step training run: {run_name}")
logger.info(f"Device: {device}")
logger.info(f"extra_info_types: {args.extra_info_types or 'all'}")
logger.info(f"readout={args.readout_name}, target_mode={args.target_mode}")
dataset = HealthDataset(
data_prefix=args.data_prefix,
labels_file=args.labels_file,
no_event_interval_years=args.no_event_interval_years,
include_no_event_in_uts_target=args.include_no_event_in_uts_target,
extra_info_types=args.extra_info_types,
)
if args.train_eid_file and args.val_eid_file and args.test_eid_file:
train_subset, val_subset, test_subset = split_dataset_by_eid_files(
dataset=dataset,
train_eid_file=args.train_eid_file,
val_eid_file=args.val_eid_file,
test_eid_file=args.test_eid_file,
)
logger.info(
"Using eid split files: "
f"train={args.train_eid_file}, val={args.val_eid_file}, test={args.test_eid_file}"
)
else:
train_subset, val_subset, test_subset = split_dataset(
dataset=dataset,
train_ratio=args.train_ratio,
val_ratio=args.val_ratio,
test_ratio=args.test_ratio,
seed=args.seed,
)
logger.info(
f"Using random ratio split: train={args.train_ratio}, "
f"val={args.val_ratio}, test={args.test_ratio}, seed={args.seed}"
)
logger.info(
f"Samples: train={len(train_subset)}, val={len(val_subset)}, test={len(test_subset)}"
)
train_loader = DataLoader(
train_subset,
batch_size=args.batch_size,
sampler=RandomSampler(train_subset, generator=torch.Generator().manual_seed(args.seed)),
collate_fn=collate_fn,
num_workers=args.num_workers,
pin_memory=device.type == "cuda",
persistent_workers=args.num_workers > 0,
prefetch_factor=2 if args.num_workers > 0 else None,
)
val_loader = DataLoader(
val_subset,
batch_size=args.batch_size,
shuffle=False,
collate_fn=collate_fn,
num_workers=args.num_workers,
pin_memory=device.type == "cuda",
persistent_workers=args.num_workers > 0,
prefetch_factor=2 if args.num_workers > 0 else None,
)
test_loader = DataLoader(
test_subset,
batch_size=args.batch_size,
shuffle=False,
collate_fn=collate_fn,
num_workers=args.num_workers,
pin_memory=device.type == "cuda",
persistent_workers=args.num_workers > 0,
prefetch_factor=2 if args.num_workers > 0 else None,
)
model = build_model(args, dataset).to(device)
readout = build_next_step_readout(args).to(device)
criterion = build_next_step_loss(args)
optimizer = AdamW(
model.parameters(),
lr=args.base_lr,
betas=tuple(args.betas),
weight_decay=args.weight_decay,
)
adaptive_lr = args.base_lr * math.sqrt(args.batch_size / 128)
save_config(
args,
run_dir / "train_config.json",
extra=build_metadata(args, dataset, run_name, train_subset, val_subset, test_subset),
)
best_val = float("inf")
patience = 0
history = []
best_model_path = run_dir / "best_model.pt"
start = time.time()
for epoch in range(args.max_epochs):
lr = get_lr(epoch, args, adaptive_lr)
set_optimizer_lr(optimizer, lr)
train_loss = run_epoch(logger, args, model, readout, criterion, train_loader, optimizer, device, True)
with torch.no_grad():
val_loss = run_epoch(logger, args, model, readout, criterion, val_loader, None, device, False)
is_best = val_loss < best_val
if is_best:
best_val = val_loss
patience = 0
save_checkpoint(model, best_model_path)
else:
patience += 1
logger.info(
f"Epoch {epoch + 1}/{args.max_epochs} | lr={lr:.6f} | "
f"train_loss={train_loss:.6f} | val_loss={val_loss:.6f} | "
f"best_val_loss={best_val:.6f} | patience={patience}/{args.patience} | "
f"elapsed={time.time() - start:.1f}s"
)
history.append({
"epoch": epoch + 1,
"lr": lr,
"train_loss": train_loss,
"val_loss": val_loss,
"best_val_loss": best_val,
"is_best": int(is_best),
})
if patience >= args.patience:
logger.info(f"Early stopping triggered at epoch {epoch + 1}")
break
with (run_dir / "history.json").open("w", encoding="utf-8") as f:
json.dump(history, f, indent=2)
logger.info("Evaluating best model on next-step test split...")
model.load_state_dict(torch.load(best_model_path, map_location=device))
with torch.no_grad():
test_loss = run_epoch(logger, args, model, readout, criterion, test_loader, None, device, False)
logger.info(f"Test loss: {test_loss:.6f}")
logger.info(f"Best checkpoint: {best_model_path}")
if __name__ == "__main__":
main()