feat: add early stopping support to PyTorchModelTrainer
Add optional early stopping to prevent overfitting in PyTorch-based
FreqAI models. When `early_stopping_patience` is set in
model_training_parameters, training will stop if validation loss
does not improve for the specified number of epochs.
Changes:
- Add `early_stopping_patience` parameter (default 0 = disabled)
- `estimate_loss()` now returns average loss (float | None) instead
of None, enabling downstream use for schedulers and early stopping
- Track best validation loss and patience counter across epochs
Usage in config:
```json
{
"model_training_parameters": {
"n_epochs": 100,
"early_stopping_patience": 10
}
}
```
The change is fully backward compatible - early stopping is disabled
by default, and the return value of estimate_loss() can be safely
ignored by existing subclasses.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
@@ -63,6 +63,11 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
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self.tb_logger = tb_logger
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self.test_batch_counter = 0
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# Early stopping parameters
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self.early_stopping_patience: int = kwargs.get("early_stopping_patience", 0)
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self.best_val_loss: float = float("inf")
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self.patience_counter: int = 0
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def fit(self, data_dictionary: dict[str, pd.DataFrame], splits: list[str]):
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"""
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:param data_dictionary: the dictionary constructed by DataHandler to hold
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@@ -99,15 +104,40 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
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# evaluation
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if "test" in splits:
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self.estimate_loss(data_loaders_dictionary, "test")
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val_loss = self.estimate_loss(data_loaders_dictionary, "test")
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# Early stopping check
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if self.early_stopping_patience > 0 and val_loss is not None:
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if val_loss < self.best_val_loss:
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self.best_val_loss = val_loss
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self.patience_counter = 0
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else:
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self.patience_counter += 1
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if self.patience_counter >= self.early_stopping_patience:
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logger.info(
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f"Early stopping triggered after {self.patience_counter} "
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f"epochs without improvement. "
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f"Best val_loss: {self.best_val_loss:.6f}"
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)
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break
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@torch.no_grad()
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def estimate_loss(
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self,
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data_loader_dictionary: dict[str, DataLoader],
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split: str,
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) -> None:
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) -> float | None:
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"""
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Estimate loss on a data split.
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:param data_loader_dictionary: dictionary of data loaders.
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:param split: split to estimate loss on (e.g. "test").
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:return: average loss over all batches, or None if no batches.
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"""
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self.model.eval()
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total_loss = 0.0
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num_batches = 0
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for _, batch_data in enumerate(data_loader_dictionary[split]):
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xb, yb = batch_data
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xb = xb.to(self.device)
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@@ -115,11 +145,17 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
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yb_pred = self.model(xb)
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loss = self.criterion(yb_pred, yb)
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total_loss += loss.item()
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num_batches += 1
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self.tb_logger.log_scalar(f"{split}_loss", loss.item(), self.test_batch_counter)
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self.test_batch_counter += 1
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self.model.train()
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if num_batches > 0:
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return total_loss / num_batches
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return None
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def create_data_loaders_dictionary(
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self, data_dictionary: dict[str, pd.DataFrame], splits: list[str]
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) -> dict[str, DataLoader]:
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