DeepHealth/train.py

from losses import ExponentialNLLLoss, DiscreteTimeCIFNLLLoss, PiecewiseExponentialCIFNLLLoss, get_valid_pairs_and_dt
from model import DelphiFork, SapDelphi, SimpleHead
from dataset import HealthDataset, health_collate_fn
from tqdm import tqdm
from torch.nn.utils import clip_grad_norm_
from torch.utils.data import random_split
from torch.utils.data import DataLoader
from torch.optim import AdamW
import torch.nn as nn
import torch
import json
import os
import time
import argparse
import math
import sys
from dataclasses import asdict, dataclass, field
from typing import Literal, Sequence


@dataclass
class TrainConfig:
    # Model Parameters
    model_type: Literal['sap_delphi', 'delphi_fork'] = 'delphi_fork'
    loss_type: Literal['exponential',
                       'discrete_time_cif', 'pwe_cif'] = 'exponential'
    age_encoder: Literal['sinusoidal', 'mlp'] = 'sinusoidal'
    full_cov: bool = False
    n_embd: int = 120
    n_head: int = 12
    n_layer: int = 12
    pdrop: float = 0.1
    lambda_reg: float = 1e-4
    bin_edges: Sequence[float] = field(
        default_factory=lambda: [0.0, 0.24, 0.72,
                                 1.61, 3.84, 10.0, 31.0, float('inf')]
    )
    rank: int = 16
    # SapDelphi specific
    pretrained_emd_path: str = "icd10_sapbert_embeddings.npy"
    # Data Parameters
    data_prefix: str = "ukb"
    train_ratio: float = 0.7
    val_ratio: float = 0.15
    random_seed: int = 42
    # Training Parameters
    batch_size: int = 128
    max_epochs: int = 200
    warmup_epochs: int = 10
    patience: int = 10
    min_lr: float = 1e-5
    max_lr: float = 5e-4
    grad_clip: float = 1.0
    weight_decay: float = 1e-2
    device: str = 'cuda' if torch.cuda.is_available() else 'cpu'
    num_workers: int = 0
    prefetch_factor: int = 2
    persistent_workers: bool = False


def parse_args() -> TrainConfig:
    parser = argparse.ArgumentParser(description="Train Delphi Model")
    parser.add_argument("--model_type", type=str, choices=[
                        'sap_delphi', 'delphi_fork'], default='delphi_fork', help="Type of model to use.")
    parser.add_argument(
        "--loss_type",
        type=str,
        choices=['exponential', 'discrete_time_cif', 'pwe_cif'],
        default='exponential',
        help="Type of loss function to use.")
    parser.add_argument("--age_encoder", type=str, choices=[
                        'sinusoidal', 'mlp'], default='sinusoidal', help="Type of age encoder to use.")
    parser.add_argument("--n_embd", type=int, default=120,
                        help="Embedding dimension.")
    parser.add_argument("--n_head", type=int, default=12,
                        help="Number of attention heads.")
    parser.add_argument("--n_layer", type=int, default=12,
                        help="Number of transformer layers.")
    parser.add_argument("--pdrop", type=float, default=0.1,
                        help="Dropout probability.")
    parser.add_argument("--lambda_reg", type=float,
                        default=1e-4, help="Regularization weight.")
    parser.add_argument("--rank", type=int, default=16,
                        help="Rank for low-rank parameterization (if applicable).")
    parser.add_argument("--pretrained_emd_path", type=str, default="icd10_sapbert_embeddings.npy",
                        help="Path to pretrained embeddings for SapDelphi.")
    parser.add_argument("--data_prefix", type=str,
                        default="ukb", help="Prefix for dataset files.")
    parser.add_argument("--full_cov", action='store_true',
                        help="Whether to use full covariates.")
    parser.add_argument("--train_ratio", type=float,
                        default=0.7, help="Training data ratio.")
    parser.add_argument("--val_ratio", type=float,
                        default=0.15, help="Validation data ratio.")
    parser.add_argument("--random_seed", type=int, default=42,
                        help="Random seed for data splitting.")
    parser.add_argument("--batch_size", type=int,
                        default=128, help="Batch size.")
    parser.add_argument("--max_epochs", type=int, default=200,
                        help="Maximum number of epochs.")
    parser.add_argument("--warmup_epochs", type=int,
                        default=10, help="Number of warmup epochs.")
    parser.add_argument("--patience", type=int, default=10,
                        help="Early stopping patience.")
    parser.add_argument("--min_lr", type=float, default=1e-5,
                        help="Minimum learning rate.")
    parser.add_argument("--max_lr", type=float, default=5e-4,
                        help="Maximum learning rate.")
    parser.add_argument("--grad_clip", type=float,
                        default=1.0, help="Gradient clipping value.")
    parser.add_argument("--weight_decay", type=float,
                        default=1e-2, help="Weight decay for optimizer.")
    parser.add_argument("--num_workers", type=int, default=0,
                        help="DataLoader workers (0 is safest on Windows).")
    parser.add_argument("--prefetch_factor", type=int, default=2,
                        help="DataLoader prefetch factor (only used when num_workers>0).")
    parser.add_argument("--persistent_workers", action='store_true',
                        help="Keep DataLoader workers alive between epochs (only if num_workers>0).")
    parser.add_argument("--device", type=str, default='cuda' if torch.cuda.is_available() else 'cpu',
                        help="Device to use for training.")
    args = parser.parse_args()
    return TrainConfig(**vars(args))


def get_num_params(model: nn.Module) -> int:
    return sum(p.numel() for p in model.parameters() if p.requires_grad)


class Trainer:
    def __init__(
            self,
            cfg: TrainConfig,
    ):

        self.cfg = cfg
        self.device = cfg.device
        self.global_step = 0

        use_cuda = str(self.device).startswith(
            "cuda") and torch.cuda.is_available()
        if use_cuda:
            torch.backends.cudnn.benchmark = True
            torch.backends.cuda.matmul.allow_tf32 = True
            torch.backends.cudnn.allow_tf32 = True
            try:
                torch.set_float32_matmul_precision("high")
            except Exception:
                pass

        if cfg.full_cov:
            cov_list = None
        else:
            cov_list = ["bmi", "smoking", "alcohol"]
        dataset = HealthDataset(
            data_prefix=cfg.data_prefix,
            covariate_list=cov_list,
        )
        print("Dataset loaded.")
        n_total = len(dataset)
        print(f"Total samples in dataset: {n_total}")
        print(f"Number of diseases: {dataset.n_disease}")
        print(f"Number of continuous covariates: {dataset.n_cont}")
        print(f"Number of categorical covariates: {dataset.n_cate}")
        self.train_data, self.val_data, _ = random_split(
            dataset,
            [
                int(n_total * cfg.train_ratio),
                int(n_total * cfg.val_ratio),
                n_total - int(n_total * cfg.train_ratio) -
                int(n_total * cfg.val_ratio),
            ],
            generator=torch.Generator().manual_seed(cfg.random_seed),
        )
        pin_memory = use_cuda
        loader_kwargs = dict(
            collate_fn=health_collate_fn,
            pin_memory=pin_memory,
        )
        if cfg.num_workers > 0:
            loader_kwargs["num_workers"] = cfg.num_workers
            loader_kwargs["prefetch_factor"] = cfg.prefetch_factor
            loader_kwargs["persistent_workers"] = cfg.persistent_workers

        self.train_loader = DataLoader(
            self.train_data,
            batch_size=cfg.batch_size,
            shuffle=True,
            **loader_kwargs,
        )
        self.val_loader = DataLoader(
            self.val_data,
            batch_size=cfg.batch_size,
            shuffle=False,
            **loader_kwargs,
        )

        if cfg.loss_type == "exponential":
            self.criterion = ExponentialNLLLoss(
                lambda_reg=cfg.lambda_reg,
            ).to(self.device)
            out_dims = [dataset.n_disease]
        elif cfg.loss_type == "discrete_time_cif":
            self.criterion = DiscreteTimeCIFNLLLoss(
                bin_edges=cfg.bin_edges,
                lambda_reg=cfg.lambda_reg,
            ).to(self.device)
            # logits shape (M, K+1, n_bins+1)
            out_dims = [dataset.n_disease + 1, len(cfg.bin_edges)]
        elif cfg.loss_type == "pwe_cif":
            # Piecewise-exponential (PWE) requires a FINITE last edge.
            # If cfg.bin_edges ends with +inf (default), drop it and train up to the last finite edge.
            pwe_edges = [float(x)
                         for x in cfg.bin_edges if math.isfinite(float(x))]
            if len(pwe_edges) < 2:
                raise ValueError(
                    "pwe_cif requires at least 2 finite bin edges (including 0). "
                    f"Got bin_edges={list(cfg.bin_edges)}"
                )
            if pwe_edges[0] != 0.0:
                raise ValueError(
                    f"pwe_cif requires bin_edges[0]==0.0; got {pwe_edges[0]}"
                )

            self.criterion = PiecewiseExponentialCIFNLLLoss(
                bin_edges=pwe_edges,
                lambda_reg=cfg.lambda_reg,
            ).to(self.device)
            n_bins = len(pwe_edges) - 1
            # logits shape (M, K, n_bins)
            out_dims = [dataset.n_disease, n_bins]
        else:
            raise ValueError(f"Unsupported loss type: {cfg.loss_type}")

        if cfg.model_type == "delphi_fork":
            self.model = DelphiFork(
                n_disease=dataset.n_disease,
                n_tech_tokens=2,
                n_embd=cfg.n_embd,
                n_head=cfg.n_head,
                n_layer=cfg.n_layer,
                pdrop=cfg.pdrop,
                age_encoder_type=cfg.age_encoder,
                n_cont=dataset.n_cont,
                n_cate=dataset.n_cate,
                cate_dims=dataset.cate_dims,
            ).to(self.device)
        elif cfg.model_type == "sap_delphi":
            self.model = SapDelphi(
                n_disease=dataset.n_disease,
                n_tech_tokens=2,
                n_embd=cfg.n_embd,
                n_head=cfg.n_head,
                n_layer=cfg.n_layer,
                pdrop=cfg.pdrop,
                age_encoder_type=cfg.age_encoder,
                n_cont=dataset.n_cont,
                n_cate=dataset.n_cate,
                cate_dims=dataset.cate_dims,
                pretrained_weights_path=cfg.pretrained_emd_path,
                freeze_embeddings=True,
            ).to(self.device)
        else:
            raise ValueError(f"Unsupported model type: {cfg.model_type}")

        # Prediction head maps context vectors -> logits with the shape required by the loss.
        self.head = SimpleHead(
            n_embd=cfg.n_embd,
            out_dims=out_dims,
        ).to(self.device)

        print(f"Model initialized: {cfg.model_type}")
        print(
            f"Number of trainable parameters (backbone): {get_num_params(self.model)}")
        print(
            f"Number of trainable parameters (head): {get_num_params(self.head)}")

        self._optim_params = (
            list(self.model.parameters())
            + list(self.head.parameters())
        )
        self.optimizer = AdamW(
            self._optim_params,
            lr=cfg.max_lr,
            weight_decay=cfg.weight_decay,
            betas=(0.9, 0.99),
        )
        self.total_steps = (len(self.train_loader) *
                            cfg.max_epochs)
        print(f"Total optimization steps: {self.total_steps}")
        while True:
            cov_suffix = "fullcov" if cfg.full_cov else "partcov"
            name = f"{cfg.model_type}_{cfg.loss_type}_{cfg.age_encoder}_{cov_suffix}"
            timestamp = time.strftime("%Y%m%d-%H%M%S")
            model_dir = os.path.join("runs", f"{name}_{timestamp}")
            if not os.path.exists(model_dir):
                self.out_dir = model_dir
                os.makedirs(model_dir)
                break
            time.sleep(1)
        print(f"Output directory: {self.out_dir}")
        self.best_path = os.path.join(self.out_dir, "best_model.pt")
        self.global_step = 0
        self.save_config()

    def save_config(self):
        cfg_path = os.path.join(self.out_dir, "train_config.json")
        with open(cfg_path, 'w') as f:
            json.dump(asdict(self.cfg), f, indent=4)
        print(f"Configuration saved to {cfg_path}")

    def compute_lr(self, current_step: int) -> float:
        cfg = self.cfg
        if current_step < cfg.warmup_epochs * len(self.train_loader):
            lr = cfg.max_lr * (current_step /
                               (cfg.warmup_epochs * len(self.train_loader)))
        else:
            denom = (cfg.max_epochs - cfg.warmup_epochs) * \
                len(self.train_loader)
            progress = (current_step - cfg.warmup_epochs *
                        len(self.train_loader)) / denom
            lr = cfg.min_lr + 0.5 * \
                (cfg.max_lr - cfg.min_lr) * (1 + math.cos(math.pi * progress))
        return lr

    def train(self) -> None:
        history = []
        best_val_score = float('inf')
        patience_counter = 0
        for epoch in range(1, self.cfg.max_epochs + 1):
            self.model.train()
            self.head.train()
            total_train_pairs = 0
            total_train_nll = 0.0
            total_train_reg = 0.0
            pbar = tqdm(self.train_loader,
                        desc=f"Epoch {epoch}/{self.cfg.max_epochs} - Training", ncols=100)
            batch_count = 0
            for batch in pbar:
                (
                    event_seq,
                    time_seq,
                    cont_feats,
                    cate_feats,
                    sexes,
                ) = batch
                event_seq = event_seq.to(self.device, non_blocking=True)
                time_seq = time_seq.to(self.device, non_blocking=True)
                cont_feats = cont_feats.to(self.device, non_blocking=True)
                cate_feats = cate_feats.to(self.device, non_blocking=True)
                sexes = sexes.to(self.device, non_blocking=True)
                res = get_valid_pairs_and_dt(event_seq, time_seq, 2)
                if res is None:
                    continue
                dt, b_prev, t_prev, b_next, t_next = res
                num_pairs = dt.size(0)
                self.optimizer.zero_grad()
                lr = self.compute_lr(self.global_step)
                self.optimizer.param_groups[0]['lr'] = lr
                h = self.model(
                    event_seq,
                    time_seq,
                    sexes,
                    cont_feats,
                    cate_feats,
                )

                # Context vectors for selected previous events
                c = h[b_prev, t_prev]  # (M, D)
                logits = self.head(c)

                target_event = event_seq[b_next, t_next] - 2
                nll_vec, reg = self.criterion(
                    logits,
                    target_event,
                    dt,
                    reduction="none",
                )
                nll = nll_vec.mean()
                loss = nll + reg
                batch_count += 1
                total_train_pairs += num_pairs
                total_train_nll += nll_vec.sum().item()
                total_train_reg += reg.item() * num_pairs
                avg_train_nll = total_train_nll / total_train_pairs
                avg_train_reg = total_train_reg / total_train_pairs
                pbar.set_postfix({
                    "lr": lr,
                    "NLL": avg_train_nll,
                    "Reg": avg_train_reg,
                })
                loss.backward()
                if self.cfg.grad_clip > 0:
                    clip_grad_norm_(self._optim_params, self.cfg.grad_clip)
                self.optimizer.step()
                self.global_step += 1

            if batch_count == 0:
                print("No valid batches in this epoch, skipping validation.")
                continue

            train_nll = total_train_nll / total_train_pairs if total_train_pairs > 0 else 0.0
            train_reg = total_train_reg / total_train_pairs if total_train_pairs > 0 else 0.0

            self.model.eval()
            self.head.eval()
            total_val_pairs = 0
            total_val_nll = 0.0
            total_val_reg = 0.0
            with torch.no_grad():
                val_pbar = tqdm(self.val_loader, desc="Validation")
                for batch in val_pbar:
                    (
                        event_seq,
                        time_seq,
                        cont_feats,
                        cate_feats,
                        sexes,
                    ) = batch
                    event_seq = event_seq.to(self.device, non_blocking=True)
                    time_seq = time_seq.to(self.device, non_blocking=True)
                    cont_feats = cont_feats.to(self.device, non_blocking=True)
                    cate_feats = cate_feats.to(self.device, non_blocking=True)
                    sexes = sexes.to(self.device, non_blocking=True)
                    res = get_valid_pairs_and_dt(event_seq, time_seq, 2)
                    if res is None:
                        continue
                    dt, b_prev, t_prev, b_next, t_next = res
                    num_pairs = dt.size(0)
                    h = self.model(
                        event_seq,
                        time_seq,
                        sexes,
                        cont_feats,
                        cate_feats,
                    )

                    c = h[b_prev, t_prev]
                    logits = self.head(c)

                    target_events = event_seq[b_next, t_next] - 2
                    nll, reg = self.criterion(
                        logits,
                        target_events,
                        dt,
                        reduction="none",
                    )
                    batch_nll_sum = nll.sum().item()
                    total_val_nll += batch_nll_sum
                    total_val_reg += reg.item() * num_pairs
                    total_val_pairs += num_pairs

                    current_val_avg_nll = total_val_nll / \
                        total_val_pairs if total_val_pairs > 0 else 0.0
                    current_val_avg_reg = total_val_reg / \
                        total_val_pairs if total_val_pairs > 0 else 0.0

                    val_pbar.set_postfix({
                        "NLL": f"{current_val_avg_nll:.4f}",
                        "Reg": f"{current_val_avg_reg:.4f}",
                    })

            val_nll = total_val_nll / total_val_pairs if total_val_pairs > 0 else 0.0
            val_reg = total_val_reg / total_val_pairs if total_val_pairs > 0 else 0.0

            history.append({
                "epoch": epoch,
                "train_nll": train_nll,
                "train_reg": train_reg,
                "val_nll": val_nll,
                "val_reg": val_reg,
            })

            tqdm.write(f"\nEpoch {epoch+1}/{self.cfg.max_epochs} Stats:")
            tqdm.write(f"  Train NLL: {train_nll:.4f}")
            tqdm.write(f"  Train Reg: {train_reg:.4f}")
            tqdm.write(f"  Val NLL: {val_nll:.4f} ← PRIMARY METRIC")
            tqdm.write(f"  Val Reg: {val_reg:.4f}")

            with open(os.path.join(self.out_dir, "training_history.json"), "w") as f:
                json.dump(history, f, indent=4)

            # Check for improvement
            if val_nll < best_val_score:
                best_val_score = val_nll
                patience_counter = 0
                tqdm.write("  ✓ New best validation score. Saving checkpoint.")

                torch.save({
                    "epoch": epoch,
                    "global_step": self.global_step,
                    "model_state_dict": self.model.state_dict(),
                    "head_state_dict": self.head.state_dict(),
                    "criterion_state_dict": self.criterion.state_dict(),
                    "optimizer_state_dict": self.optimizer.state_dict(),
                }, self.best_path)
            else:
                patience_counter += 1
                if epoch >= self.cfg.warmup_epochs and patience_counter >= self.cfg.patience:
                    tqdm.write(
                        f"\n⚠ No improvement in validation score for {patience_counter} epochs. Early stopping.")
                    return
                tqdm.write(
                    f"  No improvement (patience: {patience_counter}/{self.cfg.patience})")

        tqdm.write("\n🎉 Training complete!")


if __name__ == "__main__":
    cfg = parse_args()
    trainer = Trainer(cfg)
    trainer.train()