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Long Chronos-2 LoRA fine-tuning with large context window, tuned for local
CPU/memory. Single training run (Chronos does not support resuming LoRA fit).
Usage (from project root):
PYTHONPATH=. python scripts/run_chronos_long_training.py [--device cpu] [--num-steps 4000]
Uses: context_days=28, batch_size=16 by default. Set --num-steps for total steps.
"""
from __future__ import annotations
import os
import sys
import threading
from datetime import datetime, timezone
from pathlib import Path
PROJECT_ROOT = Path(__file__).resolve().parent.parent
if str(PROJECT_ROOT) not in sys.path:
sys.path.insert(0, str(PROJECT_ROOT))
# Limit CPU threads to avoid oversubscription (set before importing torch)
if "OMP_NUM_THREADS" not in os.environ:
try:
import multiprocessing
n = multiprocessing.cpu_count()
os.environ["OMP_NUM_THREADS"] = str(min(n, 10))
except Exception:
pass
from config.settings import OUTPUTS_DIR
from src.chronos_forecaster import (
ChronosForecaster,
STEPS_PER_DAY,
)
from sklearn.metrics import mean_absolute_error
import numpy as np
import pandas as pd
def _quick_val_mae(forecaster: ChronosForecaster, df: pd.DataFrame, train_ratio: float, n_windows: int = 5) -> float:
"""Compute MAE on first n_windows test windows (daytime-only) for convergence check."""
sparse = forecaster.load_sparse_data()
daytime_ts = set(sparse["timestamp_utc"])
split_idx = int(len(df) * train_ratio)
test_starts = list(range(split_idx, len(df) - STEPS_PER_DAY, STEPS_PER_DAY))[:n_windows]
actual_list, pred_list = [], []
for start_idx in test_starts:
f = forecaster.forecast_day(df, start_idx, STEPS_PER_DAY, covariate_mode="all")
actual_slice = df.iloc[start_idx : start_idx + STEPS_PER_DAY]
daytime_mask = actual_slice["timestamp_utc"].isin(daytime_ts).values[:len(f)]
if daytime_mask.sum() < 5:
continue
actual_list.append(actual_slice["A"].values[:len(f)][daytime_mask])
pred_list.append(np.clip(f["median"].values[daytime_mask], 0, None))
if not actual_list:
return float("nan")
return float(mean_absolute_error(np.concatenate(actual_list), np.concatenate(pred_list)))
def main() -> None:
import argparse
parser = argparse.ArgumentParser(description="Chronos-2 long LoRA training (single run)")
parser.add_argument("--device", default="cpu", help="torch device (cpu or mps)")
parser.add_argument("--context-days", type=int, default=28, help="context window in days")
parser.add_argument("--batch-size", type=int, default=16, help="batch size (safe for 32GB RAM)")
parser.add_argument("--num-steps", type=int, default=4000, help="total training steps")
parser.add_argument("--learning-rate", type=float, default=1e-5, help="learning rate")
parser.add_argument("--progress-minutes", type=int, default=10, help="print timestamp and progress every N minutes")
parser.add_argument("--output-dir", type=str, default=None, help="output dir for checkpoints")
args = parser.parse_args()
output_dir = args.output_dir or str(OUTPUTS_DIR / "chronos_finetuned_long")
OUTPUTS_DIR.mkdir(parents=True, exist_ok=True)
print("Loading data...")
forecaster = ChronosForecaster(device=args.device, context_days=args.context_days)
df = forecaster.load_data()
print(f" Grid: {len(df)} rows, context={args.context_days}d ({forecaster.context_steps} steps)")
train_ratio = 0.75
split_idx = int(len(df) * train_ratio)
print("\nBaseline (zero-shot) validation MAE (5 windows)...")
baseline_mae = _quick_val_mae(forecaster, df, train_ratio, n_windows=5)
print(f" {baseline_mae:.4f}")
print(f"\nLoRA fine-tuning: {args.num_steps} steps, batch_size={args.batch_size}, lr={args.learning_rate}...")
stop_event = threading.Event()
interval_sec = max(1, args.progress_minutes * 60)
def _progress_reporter():
while True:
if stop_event.wait(interval_sec):
break
ts = datetime.now(timezone.utc).strftime("%Y-%m-%dT%H:%M:%SZ")
print(f"[{ts}] Chronos LoRA training still in progress ({args.num_steps} steps total)...", flush=True)
progress_thread = threading.Thread(target=_progress_reporter, daemon=True)
progress_thread.start()
try:
forecaster.finetune(
df,
train_ratio=train_ratio,
covariate_mode="all",
num_steps=args.num_steps,
learning_rate=args.learning_rate,
batch_size=args.batch_size,
output_dir=output_dir,
)
finally:
stop_event.set()
progress_thread.join(timeout=interval_sec + 5)
print("\nValidation MAE after training (5 windows)...")
val_mae = _quick_val_mae(forecaster, df, train_ratio, n_windows=5)
print(f" {val_mae:.4f} (baseline {baseline_mae:.4f})")
# Full benchmark with finetuned model (append lora row to CSV)
print("\nRunning full walk-forward benchmark (finetuned model, mode=all)...")
sparse = forecaster.load_sparse_data()
daytime_ts = set(sparse["timestamp_utc"])
test_starts = list(range(split_idx, len(df) - STEPS_PER_DAY, STEPS_PER_DAY))
all_actual, all_pred = [], []
for start_idx in test_starts:
f = forecaster.forecast_day(df, start_idx, STEPS_PER_DAY, covariate_mode="all")
actual_slice = df.iloc[start_idx : start_idx + STEPS_PER_DAY]
daytime_mask = actual_slice["timestamp_utc"].isin(daytime_ts).values[:len(f)]
if daytime_mask.sum() < 5:
continue
all_actual.append(actual_slice["A"].values[:len(f)][daytime_mask])
all_pred.append(np.clip(f["median"].values[daytime_mask], 0, None))
lora_mae = None
if all_actual:
from sklearn.metrics import mean_squared_error, r2_score
a = np.concatenate(all_actual)
p = np.concatenate(all_pred)
lora_mae = float(mean_absolute_error(a, p))
lora_rmse = float(np.sqrt(mean_squared_error(a, p)))
lora_r2 = float(r2_score(a, p))
print(f" LoRA / all: MAE={lora_mae:.4f} RMSE={lora_rmse:.4f} R²={lora_r2:.4f} ({len(all_actual)} windows, {len(a)} steps)")
# Load existing benchmark CSV, append lora row, save
bench_path = OUTPUTS_DIR / "chronos_benchmark.csv"
if bench_path.exists():
existing = pd.read_csv(bench_path)
lora_row = pd.DataFrame([{
"mode": "lora / all",
"MAE": lora_mae,
"RMSE": lora_rmse,
"R2": lora_r2,
"n_windows": len(all_actual),
"n_steps": len(a),
}])
combined = pd.concat([existing, lora_row], ignore_index=True)
combined.to_csv(bench_path, index=False)
print(f" Appended lora row → {bench_path}")
else:
pd.DataFrame([{
"mode": "lora / all", "MAE": lora_mae, "RMSE": lora_rmse, "R2": lora_r2,
"n_windows": len(all_actual), "n_steps": len(a),
}]).to_csv(bench_path, index=False)
# Sample forecast plot
print("\nGenerating sample forecast plot...")
forecaster.plot_sample_forecast(df)
# Summary and next steps
print("\n" + "=" * 60)
print("TRAINING COMPLETE — Next steps")
print("=" * 60)
print(f" Checkpoints: {output_dir}")
print(f" Benchmark: {OUTPUTS_DIR / 'chronos_benchmark.csv'} (lora / all row appended)")
print(f" Plot: {OUTPUTS_DIR / 'chronos_forecast_sample.png'} (from finetuned model)")
print(" • Refresh the Streamlit app: Prediction Accuracy tab will show LoRA / all in the table.")
print(" • Sample forecast image is from the finetuned model.")
if lora_mae is not None:
zs_mae = 3.91 # typical zero-shot 'all' on this eval
delta = (zs_mae - lora_mae) / zs_mae * 100
print(f" • LoRA MAE {lora_mae:.2f} vs zero-shot ~{zs_mae:.2f} ({delta:+.0f}% change).")
print("=" * 60)
print("Done.")
if __name__ == "__main__":
main()
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