public void WrapperVersusCommandLine()
{
var vwArgs = "--cb_explore_adf --cb_type dr --epsilon 0.2";
int numExamples = 1000;
var inputFile = Path.GetTempFileName();
var vwFile = inputFile + ".vw.gz";
var wrapperPredictionFile = inputFile + ".vw.wrapper.pred";
var commandLinePredictionFile = inputFile + ".vw.commandline.pred";
var rand = new Random();
var contexts = new bool[numExamples].Select((_, i) => TestContext.CreateRandom(rand, i));
File.WriteAllLines(inputFile, contexts.Select(c => JsonConvert.SerializeObject(c)));
using (var reader = new StreamReader(inputFile))
using (var writer = new StreamWriter(new GZipStream(File.Create(vwFile), CompressionLevel.Optimal)))
{
VowpalWabbitJsonToString.Convert(reader, writer);
}
OfflineTrainer.Train(vwArgs, inputFile, wrapperPredictionFile);
Process.Start(new ProcessStartInfo
{
FileName = "vw.exe",
Arguments = $"{vwArgs} -p {commandLinePredictionFile} -d {vwFile}",
CreateNoWindow = true,
UseShellExecute = false
}).WaitForExit();
var wrapperActionScore = File
.ReadAllLines(wrapperPredictionFile)
.Select(l => JsonConvert.DeserializeObject <WrapperPredictionLine>(l))
.ToList();
var commandLineActionScore = File
.ReadAllLines(commandLinePredictionFile)
.Where(l => !string.IsNullOrWhiteSpace(l))
.Select(l => l.Split(new string[] { "," }, StringSplitOptions.RemoveEmptyEntries))
.Select(ll => ll.Select(l => l.Split(':')).Select(l => new { Action = Convert.ToInt32(l[0]), Prob = Convert.ToSingle(l[1]) }))
.ToList();
Assert.AreEqual(wrapperActionScore.Count, commandLineActionScore.Count);
for (int i = 0; i < wrapperActionScore.Count; i++)
{
Assert.IsTrue(commandLineActionScore[i].Select(ap => ap.Action).SequenceEqual(wrapperActionScore[i].Actions));
Assert.IsTrue(commandLineActionScore[i].Select(ap => ap.Prob).SequenceEqual(wrapperActionScore[i].Probs, new FloatComparer()));
}
File.Delete(inputFile);
File.Delete(vwFile);
File.Delete(wrapperPredictionFile);
}
static void Main(string[] args)
{
try
{
var stopwatch = Stopwatch.StartNew();
var storageAccount = new CloudStorageAccount(new StorageCredentials("storage name", "storage key"), false);
var outputDirectory = @"c:\temp\";
Directory.CreateDirectory(outputDirectory);
var startTimeInclusive = new DateTime(2016, 8, 11, 19, 0, 0);
var endTimeExclusive = new DateTime(2016, 8, 18, 0, 0, 0);
var outputFile = Path.Combine(outputDirectory, $"{startTimeInclusive:yyyy-MM-dd_HH}-{endTimeExclusive:yyyy-MM-dd_HH}.json");
// download and merge blob data
using (var writer = new StreamWriter(outputFile))
{
AzureBlobDownloader.Download(storageAccount, startTimeInclusive, endTimeExclusive, writer, outputDirectory).Wait();
}
// pre-process JSON
JsonTransform.TransformIgnoreProperties(outputFile, outputFile + ".small",
"Somefeatures");
outputFile += ".small";
// filter broken events
JsonTransform.TransformFixMarginal(outputFile,
numExpectedActions: 10, // examples with different number of actions are ignored
startingNamespace: 'G', // starting namespace of the marginal features, if more than one marginal features then the next letter is used, e.g. G for the first one, H for second, and so on.
marginalProperties: new TupleList <string, string>
{
// The property parent and name to create marginal features for
{ "DVideoFeatures", "VideoId" },
//{ "DVideoFeatures", "VideoTitle" }, // uncomment if more marginal features are needed
});
outputFile += ".fixed";
using (var reader = new StreamReader(outputFile))
using (var writer = new StreamWriter(new GZipStream(File.Create(outputFile + ".vw.gz"), CompressionLevel.Optimal)))
{
VowpalWabbitJsonToString.Convert(reader, writer);
}
var bags = new[] { 1, 2, 4, 6, 8, 10 }.Select(a => "--bag " + a);
var softmaxes = new[] { 0, 1, 2, 4, 8, 16, 32 }.Select(a => "--softmax --lambda " + a);
var epsilons = new[] { .33333f, .2f, .1f, .05f }.Select(a => "--epsilon " + a);
var arguments = Util.Expand(
epsilons.Union(bags).Union(softmaxes),
new[] { "--cb_type ips", "--cb_type mtr", "--cb_type dr" },
new[] { "-q AB -q UD" },
new[] { 0.005, 0.01, 0.02, 0.1 }.Select(l => string.Format(CultureInfo.InvariantCulture, "-l {0}", l))
)
.Select(a => $"--cb_explore_adf {a} --interact ud ")
.ToList();
var sep = "\t";
var historyFile = Path.Combine(Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData), "mwt.experiments");
using (var historyWriter = new StreamWriter(File.Open(historyFile, FileMode.OpenOrCreate)))
{
for (int i = 0; i < arguments.Count; i++)
{
var startTime = DateTime.UtcNow;
var outputPredictionFile = $"{outputFile}.prediction";
var outputPrediction2hFile = $"{outputFile}.{i + 1}.2h.prediction";
// VW training
OfflineTrainer.Train(arguments[i],
outputFile,
predictionFile: outputPrediction2hFile,
reloadInterval: TimeSpan.FromHours(2),
cacheFilePrefix: null); // null to use input file's name for cache, see the method documentation for more details
var metricResult = Metrics.Compute(outputFile, outputPredictionFile, outputPrediction2hFile);
historyWriter.WriteLine($"{startTime}{sep}{arguments[i]}{sep}{string.Join(sep, metricResult.Select(m => m.Name + sep + m.Value))}");
}
}
Console.WriteLine("\ndone " + stopwatch.Elapsed);
Console.WriteLine("Run information is added to: ", historyFile);
}
catch (Exception ex)
{
Console.WriteLine($"Exception: {ex.Message}. {ex.StackTrace}");
}
Console.ReadKey();
}
