-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathparallel_benchmark.py
More file actions
189 lines (155 loc) · 6.9 KB
/
parallel_benchmark.py
File metadata and controls
189 lines (155 loc) · 6.9 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
"""Parallel benchmark using multiprocessing."""
import sys
import time
import warnings
from pathlib import Path
from multiprocessing import Pool, cpu_count
import pickle
import numpy as np
import pandas as pd
sys.path.insert(0, str(Path(__file__).parent.parent / "src"))
warnings.filterwarnings("ignore")
from run_cps_benchmark import generate_cps_like_data
from multivariate_metrics import (
compute_mmd, compute_energy_distance, normalize_data,
compute_authenticity_distance, compute_coverage_distance
)
# Generate data once (will be shared)
print(f"Generating data on {cpu_count()} CPUs...")
full_data = generate_cps_like_data(25000, seed=42)
train_data = full_data.iloc[:20000].copy()
test_data = full_data.iloc[20000:].copy()
target_vars = ["wage_income", "self_emp_income", "ssi_income", "uc_income",
"snap_benefit", "eitc", "agi", "federal_tax"]
condition_vars = ["age", "education", "is_employed", "marital_status"]
all_vars = target_vars + condition_vars
test_conditions = test_data[condition_vars].copy()
# Save to disk for worker processes
data_path = Path("/tmp/benchmark_data.pkl")
with open(data_path, "wb") as f:
pickle.dump({
"train_data": train_data,
"test_data": test_data,
"test_conditions": test_conditions,
"target_vars": target_vars,
"condition_vars": condition_vars,
"all_vars": all_vars,
}, f)
def evaluate_synthetic(synthetic, train_data, test_data, target_vars):
"""Compute metrics."""
train_norm, test_norm, synth_norm, _ = normalize_data(
train_data, test_data, synthetic, target_vars
)
return {
"mmd": compute_mmd(test_norm, synth_norm),
"energy_dist": compute_energy_distance(test_norm, synth_norm),
"authenticity": compute_authenticity_distance(synth_norm, test_norm)["mean"],
"coverage": compute_coverage_distance(test_norm, synth_norm)["mean"],
}
def run_microplex(args):
"""Run microplex in worker process."""
import sys
sys.path.insert(0, str(Path(__file__).parent.parent / "src"))
from microplex import Synthesizer
with open("/tmp/benchmark_data.pkl", "rb") as f:
data = pickle.load(f)
start = time.time()
model = Synthesizer(
target_vars=data["target_vars"],
condition_vars=data["condition_vars"],
n_layers=8, hidden_dim=128, zero_inflated=True,
)
model.fit(data["train_data"], epochs=100, batch_size=256, verbose=False)
synthetic = model.generate(data["test_conditions"])
train_time = time.time() - start
metrics = evaluate_synthetic(synthetic, data["train_data"], data["test_data"], data["target_vars"])
return {"method": "microplex (tuned)", "time": train_time, **metrics}
def run_qrf_zi(args):
"""Run QRF+ZI in worker process."""
import sys
sys.path.insert(0, str(Path(__file__).parent.parent / "src"))
from compare_qrf import SequentialQRFWithZeroInflation
with open("/tmp/benchmark_data.pkl", "rb") as f:
data = pickle.load(f)
start = time.time()
model = SequentialQRFWithZeroInflation(
data["target_vars"], data["condition_vars"],
n_estimators=200, max_depth=15
)
model.fit(data["train_data"], verbose=False)
synthetic = model.generate(data["test_conditions"])
train_time = time.time() - start
metrics = evaluate_synthetic(synthetic, data["train_data"], data["test_data"], data["target_vars"])
return {"method": "QRF+ZI (tuned)", "time": train_time, **metrics}
def run_ctgan(args):
"""Run CT-GAN in worker process."""
from sdv.single_table import CTGANSynthesizer
from sdv.metadata import SingleTableMetadata
with open("/tmp/benchmark_data.pkl", "rb") as f:
data = pickle.load(f)
start = time.time()
metadata = SingleTableMetadata()
metadata.detect_from_dataframe(data["train_data"][data["all_vars"]])
model = CTGANSynthesizer(metadata, epochs=50, verbose=False)
model.fit(data["train_data"][data["all_vars"]])
synthetic = model.sample(len(data["test_conditions"]))
train_time = time.time() - start
metrics = evaluate_synthetic(synthetic, data["train_data"], data["test_data"], data["target_vars"])
return {"method": "CT-GAN", "time": train_time, **metrics}
def run_xgboost_zi(args):
"""Run XGBoost+ZI in worker process."""
import xgboost as xgb
from sklearn.linear_model import LogisticRegression
with open("/tmp/benchmark_data.pkl", "rb") as f:
data = pickle.load(f)
start = time.time()
synthetic_data = data["test_conditions"].copy()
available_features = list(data["condition_vars"])
for target in data["target_vars"]:
X_train = data["train_data"][available_features].values
y_train = data["train_data"][target].values
X_test = synthetic_data[available_features].values
y_binary = (y_train > 0).astype(int)
clf = LogisticRegression(max_iter=1000, random_state=42)
clf.fit(X_train, y_binary)
p_positive = clf.predict_proba(X_test)[:, 1]
mask = y_train > 0
if mask.sum() > 10:
reg = xgb.XGBRegressor(n_estimators=100, max_depth=6, verbosity=0)
reg.fit(X_train[mask], y_train[mask])
pred_positive = reg.predict(X_test)
else:
pred_positive = np.full(len(X_test), y_train[mask].mean() if mask.sum() > 0 else 0)
is_positive = np.random.RandomState(42).random(len(X_test)) < p_positive
predictions = np.where(is_positive, np.maximum(pred_positive, 0), 0)
synthetic_data[target] = predictions
available_features.append(target)
train_time = time.time() - start
metrics = evaluate_synthetic(synthetic_data, data["train_data"], data["test_data"], data["target_vars"])
return {"method": "XGBoost+ZI", "time": train_time, **metrics}
if __name__ == "__main__":
print("\nRunning 4 methods in parallel...")
start_total = time.time()
# Run all methods in parallel
with Pool(4) as pool:
futures = [
pool.apply_async(run_microplex, (None,)),
pool.apply_async(run_qrf_zi, (None,)),
pool.apply_async(run_ctgan, (None,)),
pool.apply_async(run_xgboost_zi, (None,)),
]
results = [f.get() for f in futures]
total_time = time.time() - start_total
# Print results
print("\n" + "=" * 80)
print("PARALLEL BENCHMARK RESULTS")
print("=" * 80)
df = pd.DataFrame(results).sort_values("mmd")
print(f"\n{'Method':<20} {'MMD':>10} {'Energy':>10} {'Auth':>10} {'Coverage':>10} {'Time':>10}")
print("-" * 70)
for _, row in df.iterrows():
print(f"{row['method']:<20} {row['mmd']:>10.4f} {row['energy_dist']:>10.4f} "
f"{row['authenticity']:>10.4f} {row['coverage']:>10.4f} {row['time']:>10.1f}s")
print(f"\nTotal wall time (parallel): {total_time:.1f}s")
print(f"Sum of individual times: {df['time'].sum():.1f}s")
print(f"Speedup: {df['time'].sum() / total_time:.1f}x")