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import copy
##############################################################################
# General Settings #
##############################################################################
PROJECT_NAME = "cpdbench"
TASK_FILE = "abed_tasks.txt"
AUTO_FILE = "abed_auto.txt"
RESULT_DIR = "./abed_results"
STAGE_DIR = "./stagedir"
PRUNE_DIR = "./pruned"
MAX_FILES = 1000
ZIP_DIR = "./zips"
LOG_DIR = "./logs"
OUTPUT_DIR = "./output"
AUTO_SLEEP = 120
HTML_PORT = 8000
COMPRESSION = "bzip2"
RESULT_EXTENSION = ".json"
##############################################################################
# Server parameters and settings #
##############################################################################
REMOTE_USER = "username"
REMOTE_HOST = "address.of.host"
REMOTE_DIR = "/home/%s/projects/%s" % (REMOTE_USER, PROJECT_NAME)
REMOTE_PORT = 22
REMOTE_SCRATCH = None
REMOTE_SCRATCH_ENV = "TMPDIR"
##############################################################################
# Settings for Master/Worker program #
##############################################################################
MW_SENDATONCE = 1 # number of tasks (hashes!) to send at once
MW_COPY_WORKER = False
MW_COPY_SLEEP = 120
MW_NUM_WORKERS = None
##############################################################################
# Experiment type #
##############################################################################
# Uncomment the desired type
# Model assessment #
TYPE = "ASSESS"
# Cross validation with train and test dataset #
# TYPE = 'CV_TT'
# CV_BASESEED = 123456
# YTRAIN_LABEL = 'y_train'
# Commands defined in a text file #
# TYPE = 'RAW'
# RAW_CMD_FILE = '/path/to/file.txt'
##############################################################################
# Build settings #
##############################################################################
NEEDS_BUILD = False # If remote compilation is required
BUILD_DIR = "build" # Relative directory where build takes place
BUILD_CMD = "make all" # Build command
##############################################################################
# Experiment parameters and settings #
##############################################################################
DATADIR = "datasets"
EXECDIR = "execs"
DATASETS = [
"apple",
"bank",
"bee_waggle_6",
"bitcoin",
"brent_spot",
"businv",
"centralia",
"children_per_woman",
"co2_canada",
"construction",
"debt_ireland",
"gdp_argentina",
"gdp_croatia",
"gdp_iran",
"gdp_japan",
"global_co2",
"homeruns",
"iceland_tourism",
"jfk_passengers",
"lga_passengers",
"measles",
"nile",
"occupancy",
"ozone",
"quality_control_1",
"quality_control_2",
"quality_control_3",
"quality_control_4",
"quality_control_5",
"rail_lines",
"ratner_stock",
"robocalls",
"run_log",
"scanline_126007",
"scanline_42049",
"seatbelts",
"shanghai_license",
"uk_coal_employ",
"unemployment_nl",
"usd_isk",
"us_population",
"well_log",
]
DATASET_NAMES = {k: k for k in DATASETS}
METHODS = [
"best_bocpd",
"best_bocpdms",
"best_rbocpdms",
"best_cpnp",
"best_pelt",
"best_amoc",
"best_segneigh",
"best_binseg",
"best_rfpop",
"best_ecp",
"best_kcpa",
"best_wbs",
"best_prophet",
"best_zero",
"default_bocpd",
"default_bocpdms",
"default_rbocpdms",
"default_cpnp",
"default_pelt",
"default_amoc",
"default_segneigh",
"default_binseg",
"default_rfpop",
"default_ecp",
"default_kcpa",
"default_wbs",
"default_prophet",
"default_zero",
]
# many of these combinations will be invalid for the changepoint package, but
# it's easier to do it this way than to generate only the valid configurations.
R_changepoint_params = {
"function": ["mean", "var", "meanvar"],
"penalty": [
"None",
"SIC",
"BIC",
"MBIC",
"AIC",
"Hannan-Quinn",
"Asymptotic",
],
"statistic": ["Normal", "CUSUM", "CSS", "Gamma", "Exponential", "Poisson"],
}
R_changepoint_params_seg = copy.deepcopy(R_changepoint_params)
R_changepoint_params_seg["Q"] = ["max", "default"]
PARAMS = {
"best_bocpd": {
"intensity": [50, 100, 200],
"prior_a": [0.01, 1.0, 100],
"prior_b": [0.01, 1.0, 100],
"prior_k": [0.01, 1.0, 100],
},
"best_bocpdms": {
"intensity": [50, 100, 200],
"prior_a": [0.01, 1.0, 100],
"prior_b": [0.01, 1.0, 100],
},
"best_rbocpdms": {
"intensity": [50, 100, 200],
"prior_a": [0.01, 1.0, 100],
"prior_b": [0.01, 1.0, 100],
"alpha_param": [0.5],
"alpha_rld": [0.5],
},
"best_cpnp": {
"penalty": [
"None",
"SIC",
"BIC",
"MBIC",
"AIC",
"Hannan-Quinn",
"Asymptotic",
],
"quantiles": [10, 20, 30, 40],
},
"best_pelt": R_changepoint_params,
"best_amoc": R_changepoint_params,
"best_segneigh": R_changepoint_params_seg,
"best_binseg": R_changepoint_params_seg,
"best_rfpop": {"loss": ["L1", "L2", "Huber", "Outlier"]},
"best_ecp": {
"algorithm": ["e.agglo", "e.divisive"],
"siglvl": [0.01, 0.05],
"minsize": [2, 30],
"alpha": [0.5, 1.0, 1.5],
},
"best_kcpa": {
"maxcp": ["max", "default"],
"cost": [1e-3, 1e-2, 1e-1, 1, 1e1, 1e2, 1e3],
},
"best_wbs": {
"Kmax": ["max", "default"],
"penalty": ["SSIC", "BIC", "MBIC"],
"integrated": ["true", "false"],
},
"best_prophet": {"Nmax": ["max", "default"]},
"best_zero": {"no_param": [0]},
"default_bocpd": {"no_param": [0]},
"default_bocpdms": {"no_param": [0]},
"default_rbocpdms": {"no_param": [0]},
"default_cpnp": {"no_param": [0]},
"default_pelt": {"no_param": [0]},
"default_amoc": {"no_param": [0]},
"default_segneigh": {"no_param": [0]},
"default_binseg": {"no_param": [0]},
"default_rfpop": {"no_param": [0]},
"default_ecp": {"no_param": [0]},
"default_kcpa": {"no_param": [0]},
"default_wbs": {"no_param": [0]},
"default_prophet": {"no_param": [0]},
"default_zero": {"no_param": [0]}
}
COMMANDS = {
"best_amoc": "Rscript --no-save --slave {execdir}/R/cpdbench_changepoint.R -i {datadir}/{dataset}.json -p {penalty} -f {function} -t {statistic} -m AMOC",
"best_binseg": "Rscript --no-save --slave {execdir}/R/cpdbench_changepoint.R -i {datadir}/{dataset}.json -p {penalty} -f {function} -t {statistic} -m BinSeg -Q {Q}",
"best_cpnp": "Rscript --no-save --slave {execdir}/R/cpdbench_changepointnp.R -i {datadir}/{dataset}.json -p {penalty} -q {quantiles}",
"best_ecp": "Rscript --no-save --slave {execdir}/R/cpdbench_ecp.R -i {datadir}/{dataset}.json -a {algorithm} --siglvl {siglvl} --minsize {minsize} --alpha {alpha}",
"best_kcpa": "Rscript --no-save --slave {execdir}/R/cpdbench_ecp.R -i {datadir}/{dataset}.json -a kcpa --maxcp {maxcp} --cost {cost}",
"best_pelt": "Rscript --no-save --slave {execdir}/R/cpdbench_changepoint.R -i {datadir}/{dataset}.json -p {penalty} -f {function} -t {statistic} -m PELT",
"best_prophet": "Rscript --no-save --slave {execdir}/R/cpdbench_prophet.R -i {datadir}/{dataset}.json -N {Nmax}",
"best_rfpop": "Rscript --no-save --slave {execdir}/R/cpdbench_rfpop.R -i {datadir}/{dataset}.json -l {loss}",
"best_segneigh": "Rscript --no-save --slave {execdir}/R/cpdbench_changepoint.R -i {datadir}/{dataset}.json -p {penalty} -f {function} -t {statistic} -m SegNeigh -Q {Q}",
"best_wbs": "Rscript --no-save --slave {execdir}/R/cpdbench_wbs.R -i {datadir}/{dataset}.json -K {Kmax} --penalty {penalty} -g {integrated}",
"best_bocpd": "Rscript --no-save --slave {execdir}/R/cpdbench_ocp.R -i {datadir}/{dataset}.json -l {intensity} --prior-a {prior_a} --prior-b {prior_b} --prior-k {prior_k}",
"best_bocpdms": (
"source {execdir}/python/bocpdms/venv/bin/activate && python {execdir}/python/cpdbench_bocpdms.py -i {datadir}/{dataset}.json --intensity {intensity} --prior-a {prior_a} --prior-b {prior_b} --threshold 100 --use-timeout"
),
"best_rbocpdms": (
"source {execdir}/python/rbocpdms/venv/bin/activate && python {execdir}/python/cpdbench_rbocpdms.py -i {datadir}/{dataset}.json --intensity {intensity} --prior-a {prior_a} --prior-b {prior_b} --threshold 100 --alpha-param {alpha_param} --alpha-rld {alpha_rld} --use-timeout"
),
"best_zero": "python {execdir}/python/cpdbench_zero.py -i {datadir}/{dataset}.json",
"default_amoc": "Rscript --no-save --slave {execdir}/R/cpdbench_changepoint.R -i {datadir}/{dataset}.json -p MBIC -f mean -t Normal -m AMOC",
"default_binseg": "Rscript --no-save --slave {execdir}/R/cpdbench_changepoint.R -i {datadir}/{dataset}.json -p MBIC -f mean -t Normal -m BinSeg -Q default",
"default_cpnp": "Rscript --no-save --slave {execdir}/R/cpdbench_changepointnp.R -i {datadir}/{dataset}.json -p MBIC -q 10",
"default_pelt": "Rscript --no-save --slave {execdir}/R/cpdbench_changepoint.R -i {datadir}/{dataset}.json -p MBIC -f mean -t Normal -m PELT",
"default_segneigh": "Rscript --no-save --slave {execdir}/R/cpdbench_changepoint.R -i {datadir}/{dataset}.json -p BIC -f mean -t Normal -m SegNeigh -Q default",
"default_wbs": "Rscript --no-save --slave {execdir}/R/cpdbench_wbs.R -i {datadir}/{dataset}.json -K default -p SSIC -g true",
"default_prophet": "Rscript --no-save --slave {execdir}/R/cpdbench_prophet.R -i {datadir}/{dataset}.json -N default",
"default_rfpop": "Rscript --no-save --slave {execdir}/R/cpdbench_rfpop.R -i {datadir}/{dataset}.json -l Outlier",
"default_ecp": "Rscript --no-save --slave {execdir}/R/cpdbench_ecp.R -i {datadir}/{dataset}.json -a e.divisive --alpha 1.0 --minsize 30 --runs 199 --siglvl 0.05",
"default_kcpa": "Rscript --no-save --slave {execdir}/R/cpdbench_ecp.R -i {datadir}/{dataset}.json -a kcpa -C 1.0 -L max",
"default_bocpd": "Rscript --no-save --slave {execdir}/R/cpdbench_ocp.R -i {datadir}/{dataset}.json -l 100 --prior-a 1.0 --prior-b 1.0 --prior-k 1.0",
"default_bocpdms": "source {execdir}/python/bocpdms/venv/bin/activate && python {execdir}/python/cpdbench_bocpdms.py -i {datadir}/{dataset}.json --intensity 100 --prior-a 1.0 --prior-b 1.0 --threshold 0",
"default_rbocpdms": "source {execdir}/python/rbocpdms/venv/bin/activate && python {execdir}/python/cpdbench_rbocpdms.py -i {datadir}/{dataset}.json --intensity 100 --prior-a 1.0 --prior-b 1.0 --threshold 100 --alpha-param 0.5 --alpha-rld 0.5 --timeout 240",
"default_zero": "python {execdir}/python/cpdbench_zero.py -i {datadir}/{dataset}.json",
}
METRICS = {}
SCALARS = {"time": {"best": min}}
RESULT_PRECISION = 15
DATA_DESCRIPTION_CSV = None
REFERENCE_METHOD = None
SIGNIFICANCE_LEVEL = 0.05
###############################################################################
# PBS Settings #
###############################################################################
PBS_NODES = 1
PBS_WALLTIME = 360 # Walltime in minutes
PBS_CPUTYPE = None
PBS_CORETYPE = None
PBS_PPN = None
PBS_MODULES = ["mpicopy", "python/2.7.9"]
PBS_EXPORTS = ["PATH=$PATH:/home/%s/.local/bin/abed" % REMOTE_USER]
PBS_MPICOPY = ["datasets", "execs", TASK_FILE]
PBS_TIME_REDUCE = 600 # Reduction of runtime in seconds
PBS_LINES_BEFORE = []
PBS_LINES_AFTER = []
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