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Lifestream data analysis with PyTorch

Project description

PyTorch-LifeStream or PTLS a library built upon PyTorch for building embeddings on discrete event sequences using self-supervision. It can process terabyte-size volumes of raw events like game history events, clickstream data, purchase history or card transactions.

It supports various methods of self-supervised training, adapted for event sequences:

  • Contrastive Learning for Event Sequences (CoLES)
  • Contrastive Predictive Coding (CPC)
  • Replaced Token Detection (RTD) from ELECTRA
  • Next Sequence Prediction (NSP) from BERT
  • Sequences Order Prediction (SOP) from ALBERT
  • Masked Language Model (MLM) from ROBERTA

It supports several types of encoders, including Transformer and RNN. It also supports many types of self-supervised losses.

The following variants of the contrastive losses are supported:

Install from PyPi

pip install pytorch-lifestream

Install from source

# Ubuntu 20.04

sudo apt install python3.8 python3-venv
pip3 install pipenv

pipenv sync  --dev # install packages exactly as specified in Pipfile.lock
pipenv shell
pytest

Demo notebooks

  • Supervised model training notebook
  • Self-supervided training and embeddings for downstream task notebook Open In Colab
  • Self-supervided embeddings in CatBoost notebook
  • Self-supervided training and fine-tuning notebook
  • Self-supervised TrxEncoder only training with Masked Language Model task and fine-tuning notebook
  • Pandas data preprocessing options notebook
  • PySpark and Parquet for data preprocessing notebook
  • Fast inference on large dataset notebook
  • Supervised multilabel classification notebook
  • Text features demo:
    • Using pretrained encoder to text featuresnotebook

Docs

Documentation

Library description index

Experiments on public datasets

pytorch-lifestream usage experiments on several public event datasets are available in the separate repo

PyTorch-LifeStream in ML competitions

How to contribute

  1. Make your chages via Fork and Pull request.
  2. Write unit test for new code in ptls_tests.
  3. Check unit test via pytest: Example.

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