-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathcausal_consistency_benchmark.py
More file actions
387 lines (339 loc) · 10.9 KB
/
Copy pathcausal_consistency_benchmark.py
File metadata and controls
387 lines (339 loc) · 10.9 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
"""Benchmark causal-aware training on random SCM datasets.
Compares three regimes over multiple random seeds:
1) standard MLP prediction,
2) L2-regularized MLP prediction,
3) causal multi-head model with prediction/effect/bias heads and
causal-consistency regularization.
"""
from __future__ import annotations
import argparse
from dataclasses import dataclass
import torch
from torch import Tensor, nn
from torch.utils.data import DataLoader, TensorDataset
from inga.scm.dataset import SCMDatasetConfig, generate_scm_dataset
from inga.scm.random import RandomSCMConfig
from examples.utils import extract_observed_bundle, print_table, summary
@dataclass
class RegimeResult:
pred_mae: float
ce_mae: float
class MLPRegressor(nn.Module):
def __init__(self, in_dim: int, hidden_dim: int = 64) -> None:
super().__init__()
self.net = nn.Sequential(
nn.Linear(in_dim, hidden_dim),
nn.ReLU(),
nn.Linear(hidden_dim, hidden_dim),
nn.ReLU(),
nn.Linear(hidden_dim, 1),
)
def forward(self, x: Tensor) -> Tensor:
return self.net(x).squeeze(-1)
class CausalConsistencyModel(nn.Module):
def __init__(self, in_dim: int, num_treatments: int, hidden_dim: int = 64) -> None:
super().__init__()
self.trunk = nn.Sequential(
nn.Linear(in_dim, hidden_dim),
nn.ReLU(),
nn.Linear(hidden_dim, hidden_dim),
nn.ReLU(),
)
self.pred_head = nn.Linear(hidden_dim, 1)
self.ce_head = nn.Linear(hidden_dim, num_treatments)
self.cb_head = nn.Linear(hidden_dim, num_treatments)
def forward(self, x: Tensor) -> tuple[Tensor, Tensor, Tensor]:
h = self.trunk(x)
return (
self.pred_head(h).squeeze(-1),
self.ce_head(h),
self.cb_head(h),
)
def _estimate_effect_from_gradient(
model: MLPRegressor,
x: Tensor,
treatment_indices: list[int],
) -> Tensor:
x_grad = x.detach().clone().requires_grad_(True)
pred = model(x_grad)
grad = torch.autograd.grad(pred.sum(), x_grad, create_graph=False)[0]
return grad[:, treatment_indices].detach()
def train_standard_or_l2(
x_train: Tensor,
y_train: Tensor,
x_test: Tensor,
y_test: Tensor,
true_ce_test_by_treatment: Tensor,
*,
epochs: int,
batch_size: int,
lr: float,
weight_decay: float,
) -> RegimeResult:
model = MLPRegressor(in_dim=x_train.shape[1])
optimizer = torch.optim.Adam(model.parameters(), lr=lr, weight_decay=weight_decay)
mse = nn.MSELoss()
loader = DataLoader(
TensorDataset(x_train, y_train), batch_size=batch_size, shuffle=True
)
model.train()
for _ in range(epochs):
for xb, yb in loader:
optimizer.zero_grad()
loss = mse(model(xb), yb)
loss.backward()
optimizer.step()
model.eval()
with torch.no_grad():
pred_test = model(x_test)
pred_mae = (pred_test - y_test).abs().mean().item()
ce_pred = _estimate_effect_from_gradient(
model, x_test, treatment_indices=list(range(x_test.shape[1]))
)
ce_mae = (ce_pred - true_ce_test_by_treatment).abs().mean().item()
return RegimeResult(pred_mae=pred_mae, ce_mae=ce_mae)
def train_causal_consistency(
x_train: Tensor,
y_train: Tensor,
ce_train_by_treatment: Tensor,
cb_train_by_treatment: Tensor,
x_test: Tensor,
y_test: Tensor,
true_ce_test_by_treatment: Tensor,
*,
epochs: int,
batch_size: int,
lr: float,
lambda_ce: float,
lambda_cb: float,
lambda_consistency: float,
) -> RegimeResult:
num_treatments = ce_train_by_treatment.shape[1]
model = CausalConsistencyModel(
in_dim=x_train.shape[1], num_treatments=num_treatments
)
optimizer = torch.optim.Adam(model.parameters(), lr=lr)
mse = nn.MSELoss()
l1 = nn.L1Loss()
dataset = TensorDataset(
x_train, y_train, ce_train_by_treatment, cb_train_by_treatment
)
loader = DataLoader(dataset, batch_size=batch_size, shuffle=True)
model.train()
for _ in range(epochs):
for xb, yb, ceb, cbb in loader:
xb = xb.detach().clone().requires_grad_(True)
optimizer.zero_grad()
pred, ce_hat, cb_hat = model(xb)
pred_loss = mse(pred, yb)
ce_loss = l1(ce_hat, ceb)
cb_loss = l1(cb_hat, cbb)
grad_pred = torch.autograd.grad(pred.sum(), xb, create_graph=True)[0]
consistency_loss = l1(grad_pred, ce_hat + cb_hat)
loss = (
pred_loss
+ lambda_ce * ce_loss
+ lambda_cb * cb_loss
+ lambda_consistency * consistency_loss
)
loss.backward()
optimizer.step()
model.eval()
with torch.no_grad():
pred_test, ce_test_hat, _ = model(x_test)
pred_mae = (pred_test - y_test).abs().mean().item()
ce_mae = (ce_test_hat - true_ce_test_by_treatment).abs().mean().item()
return RegimeResult(pred_mae=pred_mae, ce_mae=ce_mae)
def run_seed(
seed: int,
*,
train_size: int,
test_size: int,
query_samples: int,
epochs: int,
batch_size: int,
lr: float,
) -> dict[str, RegimeResult]:
torch.manual_seed(seed)
dataset = generate_scm_dataset(
SCMDatasetConfig(
scm_config=RandomSCMConfig(
num_variables=6,
parent_prob=0.6,
nonlinear_prob=0.8,
sigma_range=(0.7, 1.2),
coef_range=(-1.0, 1.0),
intercept_range=(-0.5, 0.5),
seed=seed,
),
num_samples=train_size + test_size,
num_queries=1,
min_observed=1,
seed=seed,
)
)
feature_names, _outcome_name, y_all, ce_all, cb_all = extract_observed_bundle(
dataset, strategy="max_treatments"
)
x_all = torch.stack([dataset.data[name] for name in feature_names], dim=1)
x_train_raw, x_test_raw = x_all[:train_size], x_all[train_size:]
y_train, y_test = y_all[:train_size], y_all[train_size:]
ce_train, ce_test = ce_all[:train_size], ce_all[train_size:]
cb_train = cb_all[:train_size]
mean = x_train_raw.mean(dim=0, keepdim=True)
std = x_train_raw.std(dim=0, keepdim=True).clamp_min(1e-6)
x_train = (x_train_raw - mean) / std
x_test = (x_test_raw - mean) / std
# query_samples kept as an arg for API symmetry / easy experimentation.
_ = query_samples
standard = train_standard_or_l2(
x_train,
y_train,
x_test,
y_test,
ce_test,
epochs=epochs,
batch_size=batch_size,
lr=lr,
weight_decay=0.0,
)
l2 = train_standard_or_l2(
x_train,
y_train,
x_test,
y_test,
ce_test,
epochs=epochs,
batch_size=batch_size,
lr=lr,
weight_decay=1e-3,
)
causal = train_causal_consistency(
x_train,
y_train,
ce_train,
cb_train,
x_test,
y_test,
ce_test,
epochs=epochs,
batch_size=batch_size,
lr=lr,
lambda_ce=1.0,
lambda_cb=1.0,
lambda_consistency=1.0,
)
return {
"standard": standard,
"l2": l2,
"causal_consistency": causal,
}
def main() -> None:
parser = argparse.ArgumentParser(description=__doc__)
parser.add_argument("--num-seeds", type=int, default=30)
parser.add_argument("--train-size", type=int, default=512)
parser.add_argument("--test-size", type=int, default=256)
parser.add_argument("--query-samples", type=int, default=128)
parser.add_argument("--epochs", type=int, default=80)
parser.add_argument("--batch-size", type=int, default=64)
parser.add_argument("--lr", type=float, default=1e-3)
args = parser.parse_args()
per_regime_pred: dict[str, list[float]] = {
"standard": [],
"l2": [],
"causal_consistency": [],
}
per_regime_ce: dict[str, list[float]] = {
"standard": [],
"l2": [],
"causal_consistency": [],
}
win_counts: dict[str, float] = {
"standard": 0.0,
"l2": 0.0,
"causal_consistency": 0.0,
}
per_seed_rows: list[list[str]] = []
for seed in range(args.num_seeds):
result = run_seed(
seed,
train_size=args.train_size,
test_size=args.test_size,
query_samples=args.query_samples,
epochs=args.epochs,
batch_size=args.batch_size,
lr=args.lr,
)
seed_rows: list[list[str]] = []
for regime, metrics in result.items():
per_regime_pred[regime].append(metrics.pred_mae)
per_regime_ce[regime].append(metrics.ce_mae)
row = [
f"{seed:02d}",
regime,
f"{metrics.pred_mae:.6f}",
f"{metrics.ce_mae:.6f}",
]
per_seed_rows.append(row)
seed_rows.append(row)
best_pred = min(metrics.pred_mae for metrics in result.values())
winning_regimes = [
regime
for regime, metrics in result.items()
if abs(metrics.pred_mae - best_pred) <= 1e-12
]
winner_credit = 1.0 / len(winning_regimes)
for regime in winning_regimes:
win_counts[regime] += winner_credit
print_table(
title=f"Per-seed results (seed={seed:02d})",
headers=[
"seed",
"regime",
"prediction_mae",
"causal_effect_mae_avg_over_treatments",
],
rows=seed_rows,
)
regimes_per_seed = len(per_regime_pred)
separator_after = {
idx
for idx in range(regimes_per_seed - 1, len(per_seed_rows), regimes_per_seed)
if idx < len(per_seed_rows) - 1
}
print_table(
"All per-seed results",
[
"seed",
"regime",
"prediction_mae",
"causal_effect_mae_avg_over_treatments",
],
per_seed_rows,
separator_after=separator_after,
)
summary_rows: list[list[str]] = []
denom = max(args.num_seeds, 1)
for regime in per_regime_pred:
pred_stats = summary(per_regime_pred[regime])
ce_stats = summary(per_regime_ce[regime])
summary_rows.append(
[
regime,
f"{pred_stats['mean']:.4f} [{pred_stats['std']:.2f}]",
f"{ce_stats['mean']:.4f} [{ce_stats['std']:.2f}]",
f"{win_counts[regime] / denom:.4f}",
]
)
print_table(
"Summary across seeds",
[
"method_type",
"prediction_mae",
"causal_effect_mae",
"prediction_win_fraction",
],
summary_rows,
)
if __name__ == "__main__":
main()