foxhunt/ml/examples/train_tft.rs

//! TFT (Temporal Fusion Transformer) Training Example
//!
//! Trains a TFT model for time series forecasting and saves checkpoints.
//!
//! # Usage
//!
//! ```bash
//! # Train with default parameters (100 epochs)
//! cargo run -p ml --example train_tft --release --features cuda
//!
//! # Custom configuration
//! cargo run -p ml --example train_tft --release --features cuda -- \
//!   --epochs 500 \
//!   --batch-size 32 \
//!   --hidden-dim 256
//! ```

use anyhow::{Context, Result};
use ndarray::{Array1, Array2, Array3};
use std::path::PathBuf;
use std::sync::Arc;
use structopt::StructOpt;
use tokio::sync::mpsc;
use tracing::info;
use tracing_subscriber::FmtSubscriber;

use ml::checkpoint::FileSystemStorage;
use ml::trainers::tft::{TFTTrainer, TFTTrainerConfig};
use ml::tft::training::TFTDataLoader;

#[derive(Debug, StructOpt)]
#[structopt(name = "train_tft", about = "Train TFT model on time series data")]
struct Opts {
    /// Number of training epochs
    #[structopt(long, default_value = "100")]
    epochs: usize,

    /// Learning rate
    #[structopt(long, default_value = "0.001")]
    learning_rate: f64,

    /// Batch size (max 32 for 4GB VRAM)
    #[structopt(long, default_value = "32")]
    batch_size: usize,

    /// Hidden dimension
    #[structopt(long, default_value = "256")]
    hidden_dim: usize,

    /// Number of attention heads
    #[structopt(long, default_value = "8")]
    num_attention_heads: usize,

    /// Lookback window
    #[structopt(long, default_value = "60")]
    lookback_window: usize,

    /// Forecast horizon
    #[structopt(long, default_value = "10")]
    forecast_horizon: usize,

    /// Output directory for trained model
    #[structopt(long, default_value = "ml/trained_models")]
    output_dir: String,

    /// Use GPU
    #[structopt(long)]
    use_gpu: bool,

    /// Verbose logging
    #[structopt(short, long)]
    verbose: bool,
}

#[tokio::main]
async fn main() -> Result<()> {
    // Parse CLI options
    let opts = Opts::from_args();

    // Setup logging
    let level = if opts.verbose {
        tracing::Level::DEBUG
    } else {
        tracing::Level::INFO
    };

    let subscriber = FmtSubscriber::builder().with_max_level(level).finish();
    tracing::subscriber::set_global_default(subscriber)
        .context("Failed to set tracing subscriber")?;

    info!("🚀 Starting TFT Training");
    info!("Configuration:");
    info!("  • Epochs: {}", opts.epochs);
    info!("  • Learning rate: {}", opts.learning_rate);
    info!("  • Batch size: {}", opts.batch_size);
    info!("  • Hidden dimension: {}", opts.hidden_dim);
    info!("  • Attention heads: {}", opts.num_attention_heads);
    info!("  • Lookback window: {}", opts.lookback_window);
    info!("  • Forecast horizon: {}", opts.forecast_horizon);
    info!("  • GPU enabled: {}", opts.use_gpu);
    info!("  • Output directory: {}", opts.output_dir);

    // Create output directory
    let output_path = PathBuf::from(&opts.output_dir);
    if !output_path.exists() {
        std::fs::create_dir_all(&output_path)
            .context("Failed to create output directory")?;
        info!("✅ Created output directory: {}", opts.output_dir);
    }

    // Configure TFT trainer
    let trainer_config = TFTTrainerConfig {
        epochs: opts.epochs,
        learning_rate: opts.learning_rate,
        batch_size: opts.batch_size,
        hidden_dim: opts.hidden_dim,
        num_attention_heads: opts.num_attention_heads,
        dropout_rate: 0.1,
        lstm_layers: 2,
        quantiles: vec![0.1, 0.5, 0.9],
        lookback_window: opts.lookback_window,
        forecast_horizon: opts.forecast_horizon,
        use_gpu: opts.use_gpu,
        checkpoint_dir: opts.output_dir.clone(),
    };

    // Create checkpoint storage
    let storage = std::sync::Arc::new(FileSystemStorage::new(output_path.clone()));

    // Create TFT trainer
    let mut trainer = TFTTrainer::new(trainer_config.clone(), storage)
        .context("Failed to create TFT trainer")?;

    info!("✅ TFT trainer initialized");

    // Generate synthetic time series data
    info!("\n📊 Generating training data...");
    let num_train_samples = 3200; // 100 batches of size 32
    let num_val_samples = 320; // 10 batches of size 32

    let train_loader = generate_data_loader(
        num_train_samples,
        opts.batch_size,
        opts.lookback_window,
        opts.forecast_horizon,
        true,  // shuffle training data
    )?;

    let val_loader = generate_data_loader(
        num_val_samples,
        opts.batch_size,
        opts.lookback_window,
        opts.forecast_horizon,
        false,   // don't shuffle validation data
    )?;

    info!("✅ Generated {} training samples, {} validation samples",
          num_train_samples, num_val_samples);

    // Setup progress callback
    let (progress_tx, mut progress_rx) = mpsc::unbounded_channel();
    trainer.set_progress_callback(progress_tx);

    // Spawn progress monitor task
    let monitor_task = tokio::spawn(async move {
        while let Some(progress) = progress_rx.recv().await {
            if progress.current_epoch % 10 == 0 {
                info!("{}", progress.message);
                if let Some(loss) = progress.metrics.get("train_loss") {
                    info!("  • Train loss: {:.6}", loss);
                }
                if let Some(val_loss) = progress.metrics.get("val_loss") {
                    info!("  • Val loss: {:.6}", val_loss);
                }
                if let Some(rmse) = progress.metrics.get("rmse") {
                    info!("  • RMSE: {:.6}", rmse);
                }
            }
        }
    });

    // Train the model
    info!("\n🏋️  Starting training...\n");
    let start_time = std::time::Instant::now();

    let final_metrics = trainer
        .train(train_loader, val_loader)
        .await
        .context("Training failed")?;

    let training_duration = start_time.elapsed();

    // Wait for progress monitor to finish
    drop(trainer);  // Drop trainer to close progress channel
    let _ = monitor_task.await;

    // Print final metrics
    info!("\n✅ Training completed successfully!");
    info!("\n📊 Final Metrics:");
    info!("  • Training loss: {:.6}", final_metrics.train_loss);
    info!("  • Validation loss: {:.6}", final_metrics.val_loss);
    info!("  • Quantile loss: {:.6}", final_metrics.quantile_loss);
    info!("  • RMSE: {:.6}", final_metrics.rmse);
    info!("  • Attention entropy: {:.4}", final_metrics.attention_entropy);
    info!("  • Training time: {:.1}s ({:.1} min)",
          final_metrics.training_time_seconds,
          final_metrics.training_time_seconds / 60.0);

    info!("\n💾 Model checkpoints saved to: {}", opts.output_dir);
    info!("\n🎉 TFT training complete!");

    Ok(())
}

/// Generate synthetic data loader for training/validation
fn generate_data_loader(
    num_samples: usize,
    batch_size: usize,
    lookback_window: usize,
    forecast_horizon: usize,
    shuffle: bool,
) -> Result<TFTDataLoader> {
    use ndarray::Array1;

    // Generate synthetic data samples
    let mut data = Vec::with_capacity(num_samples);

    for i in 0..num_samples {
        // Static features: [num_static_features] = [10]
        let static_features = Array1::from_shape_fn(10, |j| {
            (i as f64 * 0.1 + j as f64 * 0.01)
        });

        // Historical features: [lookback_window, num_hist_features] = [60, 50]
        let historical_features = Array2::from_shape_fn(
            (lookback_window, 50),
            |(t, f)| {
                (i as f64 * 0.1 + t as f64 * 0.01 + f as f64 * 0.001).sin()
            }
        );

        // Future features: [forecast_horizon, num_fut_features] = [10, 10]
        let future_features = Array2::from_shape_fn(
            (forecast_horizon, 10),
            |(t, f)| {
                (i as f64 * 0.1 + (lookback_window + t) as f64 * 0.01 + f as f64 * 0.001).cos()
            }
        );

        // Targets: [forecast_horizon] = [10]
        let targets = Array1::from_shape_fn(
            forecast_horizon,
            |t| {
                (i as f64 * 0.1 + (lookback_window + t) as f64 * 0.01).sin() * 100.0
            }
        );

        data.push((static_features, historical_features, future_features, targets));
    }

    Ok(TFTDataLoader::new(data, batch_size, shuffle))
}