tra-analysis/data analysis/analysis/regression.py

# Titan Robotics Team 2022: CUDA-based Regressions Module
# Written by Arthur Lu & Jacob Levine
# Notes:
#   this should be imported as a python module using 'import cudaregress'
#   this should be included in the local directory or environment variable
#   this module is cuda-optimized and vectorized (except for one small part)
# setup:

__version__ = "1.0.0.001"

# changelog should be viewed using print(cudaregress.__changelog__)
__changelog__ = """
1.0.0.001:
    -initial release, with linear, log, exponential, polynomial, and sigmoid kernels
    -already vectorized (except for polynomial generation) and CUDA-optimized

"""

__author__ = (
    "Jacob Levine <jlevine@imsa.edu>",
)

__all__ = [
    'factorial',
    'take_all_pwrs',
    'set_device',
    'LinearRegKernel',
    'SigmoidalRegKernel',
    'LogRegKernel',
    'PolyRegKernel',
    'ExpRegKernel',
    'SGDTrain',
    'CustomTrain'
]


# imports (just one for now):

import torch

#set device
device='cuda:0' if torch.cuda.is_available() else 'cpu'

#todo: document completely

def factorial(n):
    if n==0:
        return 1
    else:
        return n*factorial(n-1)

def take_all_pwrs(vec,pwr):
    #todo: vectorize (kinda)
    combins=torch.combinations(vec, r=pwr, with_replacement=True)
    out=torch.ones(combins.size()[0])
    for i in torch.t(combins):
        out *= i
    return out

def set_device(new_device):
    global device
    device=new_device

class LinearRegKernel():
    parameters= []
    weights=None
    bias=None
    def __init__(self, num_vars):
        self.weights=torch.rand(num_vars, requires_grad=True, device=device)
        self.bias=torch.rand(1, requires_grad=True, device=device)
        self.parameters=[self.weights,self.bias]
    def forward(self,mtx):
        long_bias=self.bias.repeat([1,mtx.size()[1]])
        return torch.matmul(self.weights,mtx)+long_bias

class SigmoidalRegKernel():
    parameters= []
    weights=None
    bias=None
    sigmoid=torch.nn.Sigmoid()
    def __init__(self, num_vars):
        self.weights=torch.rand(num_vars, requires_grad=True, device=device)
        self.bias=torch.rand(1, requires_grad=True, device=device)
        self.parameters=[self.weights,self.bias]
    def forward(self,mtx):
        long_bias=self.bias.repeat([1,mtx.size()[1]])
        return self.sigmoid(torch.matmul(self.weights,mtx)+long_bias)

class LogRegKernel():
    parameters= []
    weights=None
    bias=None
    def __init__(self, num_vars):
        self.weights=torch.rand(num_vars, requires_grad=True, device=device)
        self.bias=torch.rand(1, requires_grad=True, device=device)
        self.parameters=[self.weights,self.bias]
    def forward(self,mtx):
        long_bias=self.bias.repeat([1,mtx.size()[1]])
        return torch.log(torch.matmul(self.weights,mtx)+long_bias)

class ExpRegKernel():
    parameters= []
    weights=None
    bias=None
    def __init__(self, num_vars):
        self.weights=torch.rand(num_vars, requires_grad=True, device=device)
        self.bias=torch.rand(1, requires_grad=True, device=device)
        self.parameters=[self.weights,self.bias]
    def forward(self,mtx):
        long_bias=self.bias.repeat([1,mtx.size()[1]])
        return torch.exp(torch.matmul(self.weights,mtx)+long_bias)

class PolyRegKernel():
    parameters= []
    weights=None
    bias=None
    power=None
    def __init__(self, num_vars, power):
        self.power=power
        num_terms=int(factorial(num_vars+power-1) / factorial(power) / factorial(num_vars-1))
        self.weights=torch.rand(num_terms, requires_grad=True, device=device)
        self.bias=torch.rand(1, requires_grad=True, device=device)
        self.parameters=[self.weights,self.bias]
    def forward(self,mtx):
        #TODO: Vectorize the last part
        cols=[]
        for i in torch.t(mtx):
            cols.append(take_all_pwrs(i,self.power))
        new_mtx=torch.t(torch.stack(cols))
        long_bias=self.bias.repeat([1,mtx.size()[1]])
        return torch.matmul(self.weights,new_mtx)+long_bias

def SGDTrain(kernel, data, ground, loss=torch.nn.MSELoss(), iterations=1000, learning_rate=.1, return_losses=False):
    optim=torch.optim.SGD(kernel.parameters, lr=learning_rate)
    data_cuda=data.to(device)
    ground_cuda=ground.to(device)
    if (return_losses):
        losses=[]
        for i in range(iterations):
            with torch.set_grad_enabled(True):
                optim.zero_grad()
                pred=kernel.forward(data_cuda)
                ls=loss(pred,ground_cuda)
                losses.append(ls.item())
                ls.backward()
                optim.step()
        return [kernel,losses]
    else:
        for i in range(iterations):
            with torch.set_grad_enabled(True):
                optim.zero_grad()
                pred=kernel.forward(data_cuda)
                ls=loss(pred,ground_cuda)
                ls.backward()
                optim.step()
        return kernel

def CustomTrain(kernel, optim, data, ground, loss=torch.nn.MSELoss(), iterations=1000, return_losses=False):
    data_cuda=data.to(device)
    ground_cuda=ground.to(device)
    if (return_losses):
        losses=[]
        for i in range(iterations):
            with torch.set_grad_enabled(True):
                optim.zero_grad()
                pred=kernel.forward(data)
                ls=loss(pred,ground)
                losses.append(ls.item())
                ls.backward()
                optim.step()
        return [kernel,losses]
    else:
        for i in range(iterations):
            with torch.set_grad_enabled(True):
                optim.zero_grad()
                pred=kernel.forward(data_cuda)
                ls=loss(pred,ground_cuda)
                ls.backward()
                optim.step()
        return kernel