Fixed small summary with model architectures until now
163
Result-Reports/December.md
Normal file
@@ -0,0 +1,163 @@
|
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# Different Model Architectures (For Quantile Regression)
|
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## Baseline
|
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The baseline just calculates the values for the given quantiles using the training data.
|
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|
||||
|
||||

|
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*Mean NRV for whole day*
|
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|
||||

|
||||
|
||||
| train_CRPSLoss | test_CRPSLoss |
|
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|---|---|
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| 74.1899447775193 | 79.26462867583763 |
|
||||
|
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# Auto Regressive Models
|
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### Linear Model
|
||||
#### Example summary of the Linear Model
|
||||
```
|
||||
==========================================================================================
|
||||
Layer (type:depth-idx) Output Shape Param #
|
||||
==========================================================================================
|
||||
Sequential [1024, 13] --
|
||||
├─TimeEmbedding: 1-1 [1024, 195] --
|
||||
│ └─Embedding: 2-1 [1024, 2] 192
|
||||
├─LinearRegression: 1-2 [1024, 13] --
|
||||
│ └─Linear: 2-2 [1024, 13] 2,548
|
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==========================================================================================
|
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Total params: 2,740
|
||||
Trainable params: 2,740
|
||||
Non-trainable params: 0
|
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Total mult-adds (M): 2.81
|
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==========================================================================================
|
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Input size (MB): 0.79
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Forward/backward pass size (MB): 0.12
|
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Params size (MB): 0.01
|
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Estimated Total Size (MB): 0.93
|
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==========================================================================================
|
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```
|
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|
||||
| Experiment | Quarter | Load forecast | Load History | test_L1Loss | test_CRPSLoss |
|
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|---|---|---|---|---|---|
|
||||
| [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/c7a0f30439ba4ef5bac28cc8337318ce/info-output/metrics/scalar?columns=selected&columns=type&columns=name&columns=tags&columns=status&columns=project.name&columns=users&columns=started&columns=last_update&columns=last_iteration&columns=parent.name&columns=m.1a899a19b54957e02a21c3a1d82577ad.0970ca62a85af2722008c5220e9d8a9e.value.Summary%2Ftest_CRPSLoss.lastreported&columns=m.293da6b015ca6a65992dcf7a53fa0237.098f6bcd4621d373cade4e832627b4f6.min_value.PinballLoss.test&order=-last_update&filter=) | False |False |False | 105.62005737808495 | 78.6946345109206 |
|
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| [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/a35aa8e60ef94999af909134d2285afc/info-output/metrics/scalar?columns=selected&columns=type&columns=name&columns=tags&columns=status&columns=project.name&columns=users&columns=started&columns=last_update&columns=last_iteration&columns=parent.name&columns=m.1a899a19b54957e02a21c3a1d82577ad.0970ca62a85af2722008c5220e9d8a9e.value.Summary%2Ftest_CRPSLoss.lastreported&columns=m.293da6b015ca6a65992dcf7a53fa0237.098f6bcd4621d373cade4e832627b4f6.min_value.PinballLoss.test&order=-last_update&filter=) | True | False | False | 104.97209199411934 | 78.15958404541016 |
|
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| [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/c67a9b2c2c6f42278dbca527dcc283b0/info-output/metrics/scalar?columns=selected&columns=type&columns=name&columns=tags&columns=status&columns=project.name&columns=users&columns=started&columns=last_update&columns=last_iteration&columns=parent.name&columns=m.1a899a19b54957e02a21c3a1d82577ad.0970ca62a85af2722008c5220e9d8a9e.value.Summary%2Ftest_CRPSLoss.lastreported&columns=m.293da6b015ca6a65992dcf7a53fa0237.098f6bcd4621d373cade4e832627b4f6.min_value.PinballLoss.test&order=-last_update&filter=) | True | True | False | 104.98653461048444 | 78.18278430058406 |
|
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| [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/0f1f2bec9bc94beca9b749d5f1708190/info-output/metrics/scalar?columns=selected&columns=type&columns=name&columns=tags&columns=status&columns=project.name&columns=users&columns=started&columns=last_update&columns=last_iteration&columns=parent.name&columns=m.1a899a19b54957e02a21c3a1d82577ad.0970ca62a85af2722008c5220e9d8a9e.value.Summary%2Ftest_CRPSLoss.lastreported&columns=m.293da6b015ca6a65992dcf7a53fa0237.098f6bcd4621d373cade4e832627b4f6.min_value.PinballLoss.test&order=-last_update&filter=) | True | True | True | 104.82491272720578 | 77.90755403958835 |
|
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|
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#### Quantiles Histogram Debug Plots
|
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|
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<p float="middle" width=100%>
|
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<img src="december_images/Quantile_Performance_Comparison_Training_Set_00000014.jpeg" width="49%" />
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<img src="december_images/Quantile_Performance_Comparison_Test_Set_00000014.jpeg" width="49%" />
|
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</p>
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|
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### Non Linear Model
|
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|
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#### Example summary of the Non Linear Model
|
||||
```
|
||||
==========================================================================================
|
||||
Layer (type:depth-idx) Output Shape Param #
|
||||
==========================================================================================
|
||||
Sequential [1024, 13] --
|
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├─TimeEmbedding: 1-1 [1024, 96] --
|
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├─NonLinearRegression: 1-2 [1024, 13] --
|
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│ └─ModuleList: 2-9 -- (recursive)
|
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│ │ └─Linear: 3-1 [1024, 512] 49,664
|
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│ └─ReLU: 2-2 [1024, 512] --
|
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│ └─ModuleList: 2-9 -- (recursive)
|
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│ │ └─Dropout: 3-2 [1024, 512] --
|
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│ └─ReLU: 2-4 [1024, 512] --
|
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│ └─ModuleList: 2-9 -- (recursive)
|
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│ │ └─Linear: 3-3 [1024, 512] 262,656
|
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│ └─ReLU: 2-6 [1024, 512] --
|
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│ └─ModuleList: 2-9 -- (recursive)
|
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│ │ └─Dropout: 3-4 [1024, 512] --
|
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│ └─ReLU: 2-8 [1024, 512] --
|
||||
│ └─ModuleList: 2-9 -- (recursive)
|
||||
│ │ └─Linear: 3-5 [1024, 13] 6,669
|
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==========================================================================================
|
||||
Total params: 318,989
|
||||
Trainable params: 318,989
|
||||
Non-trainable params: 0
|
||||
Total mult-adds (M): 326.64
|
||||
==========================================================================================
|
||||
Input size (MB): 0.39
|
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Forward/backward pass size (MB): 8.50
|
||||
Params size (MB): 1.28
|
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Estimated Total Size (MB): 10.16
|
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==========================================================================================
|
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```
|
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|
||||
| Experiment | Quarter | Load forecast | Load History | test_L1Loss | test_CRPSLoss |
|
||||
|---|---|---|---|---|---|
|
||||
| [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/b15e452a19d941cdb6a59562e42765c7/hyper-params/configuration/model?columns=selected&columns=type&columns=name&columns=tags&columns=status&columns=project.name&columns=users&columns=started&columns=last_update&columns=last_iteration&columns=parent.name&columns=m.1a899a19b54957e02a21c3a1d82577ad.0970ca62a85af2722008c5220e9d8a9e.value.Summary%2Ftest_CRPSLoss.lastreported&columns=m.293da6b015ca6a65992dcf7a53fa0237.098f6bcd4621d373cade4e832627b4f6.min_value.PinballLoss.test&order=-last_update&filter=) | False | False | False | 105.75275872112196 | 79.5905984731821 |
|
||||
| [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/57834a557d104c078245e09506270fc2/execution?columns=selected&columns=type&columns=name&columns=tags&columns=status&columns=project.name&columns=users&columns=started&columns=last_update&columns=last_iteration&columns=parent.name&columns=m.1a899a19b54957e02a21c3a1d82577ad.0970ca62a85af2722008c5220e9d8a9e.value.Summary%2Ftest_CRPSLoss.lastreported&columns=m.293da6b015ca6a65992dcf7a53fa0237.098f6bcd4621d373cade4e832627b4f6.min_value.PinballLoss.test&order=-last_update&filter=) | True | False | False | 104.9115321283131 | 78.9574656853309 |
|
||||
| [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/6e0916d84fa94a74874add62fbba3c92/execution?columns=selected&columns=type&columns=name&columns=tags&columns=status&columns=project.name&columns=users&columns=started&columns=last_update&columns=last_iteration&columns=parent.name&columns=m.1a899a19b54957e02a21c3a1d82577ad.0970ca62a85af2722008c5220e9d8a9e.value.Summary%2Ftest_CRPSLoss.lastreported&columns=m.293da6b015ca6a65992dcf7a53fa0237.098f6bcd4621d373cade4e832627b4f6.min_value.PinballLoss.test&order=-last_update&filter=) | True | True | False | 104.05637291829032 | 78.49674870417668 |
|
||||
| [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/1182d39a984b478c9301aafb4a81ff1b/execution?columns=selected&columns=type&columns=name&columns=tags&columns=status&columns=project.name&columns=users&columns=started&columns=last_update&columns=last_iteration&columns=parent.name&columns=m.1a899a19b54957e02a21c3a1d82577ad.0970ca62a85af2722008c5220e9d8a9e.value.Summary%2Ftest_CRPSLoss.lastreported&columns=m.293da6b015ca6a65992dcf7a53fa0237.098f6bcd4621d373cade4e832627b4f6.min_value.PinballLoss.test&order=-last_update&filter=) | True | True | True | 103.89383283348461 | 77.7099763430082 |
|
||||
|
||||
#### Quantiles Histogram Debug Plots
|
||||
|
||||
<p float="middle" width=100%>
|
||||
<img src="december_images/Quantile_Performance_Comparison_Training Set_00000009.jpeg" width="49%" />
|
||||
<img src="december_images/Quantile_Performance_Comparison_Test Set_00000009.jpeg" width="49%" />
|
||||
</p>
|
||||
|
||||
### LSTM/GRU Model
|
||||
Input shape: (batch_size, sequence_length, input_features) \
|
||||
If load forecast is used as input, each time step gets the load forecast for the next time step as feature.
|
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|
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Example:
|
||||
We have time steps:
|
||||
|
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| | 1 | 2 | 3 | 4 | 5 |
|
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|---|---|---|---|---|---|
|
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| NRV | 0.1 | 0.2 | 0.15 | 0.3 | 0.4 |
|
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| Load forecast | 0.4 | 0.23 | 0.48 | 0.2 | 0.1 |
|
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|
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If we want to predict the NRV for time step 5 using the information we have beforehand, we can use the NRV from the previous time steps. We can however also use the load forecast of time step 5. To incorporate this information as input, we need to move the load forecast one time step back. This means, that the input for time step 5 is given with the NRV of time step 4.
|
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|
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If the time is also wanted as input, we add this as a feature for every timestep aswell.
|
||||
|
||||
#### Example summary of the LSTM/GRU Model
|
||||
```
|
||||
==========================================================================================
|
||||
Layer (type:depth-idx) Output Shape Param #
|
||||
==========================================================================================
|
||||
Sequential [512, 13] --
|
||||
├─TimeEmbedding: 1-1 [512, 96, 5] --
|
||||
│ └─Embedding: 2-1 [512, 96, 4] 384
|
||||
├─GRUModel: 1-2 [512, 13] --
|
||||
│ └─GRU: 2-2 [512, 96, 512] 3,949,056
|
||||
│ └─Linear: 2-3 [512, 13] 6,669
|
||||
==========================================================================================
|
||||
Total params: 3,956,109
|
||||
Trainable params: 3,956,109
|
||||
Non-trainable params: 0
|
||||
Total mult-adds (G): 194.11
|
||||
==========================================================================================
|
||||
Input size (MB): 0.39
|
||||
Forward/backward pass size (MB): 202.95
|
||||
Params size (MB): 15.82
|
||||
Estimated Total Size (MB): 219.17
|
||||
==========================================================================================
|
||||
```
|
||||
|
||||
| Experiment | Quarter | Load forecast | test_L1Loss | test_CRPSLoss |
|
||||
|---|---|---|---|---|
|
||||
| [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/da13772831694537a8a676f873f0577b/info-output/metrics/scalar) | False | False | 104.91248365620233 | 80.52249167947208 |
|
||||
| [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/1c3bea2d3ce2494498fd2f188c23ae93/info-output/metrics/scalar) | True | False | 104.01024075423138 | 79.42769390928979 |
|
||||
| [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/38ee177cdd4741dbb9668c8902b03acc/info-output/metrics/scalar?columns=selected&columns=type&columns=name&columns=tags&columns=status&columns=project.name&columns=users&columns=started&columns=last_update&columns=last_iteration&columns=parent.name&columns=m.1a899a19b54957e02a21c3a1d82577ad.0970ca62a85af2722008c5220e9d8a9e.value.Summary%2Ftest_CRPSLoss.lastreported&columns=m.293da6b015ca6a65992dcf7a53fa0237.098f6bcd4621d373cade4e832627b4f6.min_value.PinballLoss.test&order=-last_update&filter=) | True | True | 103.57896084611653 | 79.2824327805463 |
|
||||
|
||||
#### Quantiles Histogram Debug Plots
|
||||
|
||||
<p float="middle" width=100%>
|
||||
<img src="december_images/Quantile_Performance_Comparison_Training_Set_00000013.jpeg" width="49%" />
|
||||
<img src="december_images/Quantile_Performance_Comparison_Test_Set_00000013.jpeg" width="49%" />
|
||||
</p>
|
||||
|
||||
### Results for now
|
||||
| Model | test_L1Loss | test_CRPSLoss |
|
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|---|---|---|
|
||||
| Linear Model | 104.82491272720578 | 77.90755403958835 |
|
||||
| Non Linear Model | 103.89383283348461 | 77.7099763430082 |
|
||||
| LSTM/GRU Model | 103.57896084611653 | 79.2824327805463 |
|
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@@ -12,7 +12,7 @@
|
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- [x] Quantile Regression nakijken
|
||||
- [x] Test scores voor 96 values
|
||||
|
||||
- [ ] (Optional) Andere modellen (LSTM?)
|
||||
- [x] Andere modellen (LSTM?)
|
||||
|
||||
- [x] Non autoregressive Quantile Regression
|
||||
- [x] Fix debug plots for quantile regression -> predict quantiles and look if true value is below a quantile, if so 1 else 0 and average these over all samples
|
||||
@@ -23,11 +23,12 @@
|
||||
- [ ] Day-ahead implicit net position
|
||||
|
||||
- [x] Faster sampling for quantile regression
|
||||
- [ ] Quantile plots for other model (Linear, GRU) (Check if better)
|
||||
- [x] Quantile plots for other model (Linear, GRU) (Check if better)
|
||||
- [ ] Check example plots to see if metrics correspond with what seen on plots
|
||||
- [x] Time step (96 values) to embedding layer
|
||||
- [x] Mean of nrv per time step plotten (done for probabilistic baseline)
|
||||
- [x] Convert back to MW on plots
|
||||
- [x] Background model training
|
||||
|
||||
## 2. Autoregressive vs Non-Autoregressive
|
||||
|
||||
|
||||
|
After Width: | Height: | Size: 78 KiB |
|
After Width: | Height: | Size: 77 KiB |
|
After Width: | Height: | Size: 78 KiB |
|
After Width: | Height: | Size: 79 KiB |
|
After Width: | Height: | Size: 76 KiB |
|
After Width: | Height: | Size: 78 KiB |
BIN
Result-Reports/december_images/mean_nrv.png
Normal file
|
After Width: | Height: | Size: 72 KiB |
|
After Width: | Height: | Size: 184 KiB |
@@ -9,4 +9,5 @@ lightgbm
|
||||
prettytable
|
||||
clearml
|
||||
properscoring
|
||||
nbconvert
|
||||
nbconvert
|
||||
torchinfo
|
||||
@@ -15,19 +15,18 @@ class NrvDataset(Dataset):
|
||||
lstm: bool = False,
|
||||
):
|
||||
self.data_config = data_config
|
||||
self.dataframe = dataframe
|
||||
self.full_day_skip = full_day_skip
|
||||
self.lstm = lstm
|
||||
|
||||
# reset dataframe index
|
||||
self.dataframe.reset_index(drop=True, inplace=True)
|
||||
dataframe.reset_index(drop=True, inplace=True)
|
||||
|
||||
self.sequence_length = sequence_length
|
||||
self.predict_sequence_length = predict_sequence_length
|
||||
|
||||
self.samples_to_skip = self.skip_samples()
|
||||
self.samples_to_skip = self.skip_samples(dataframe=dataframe)
|
||||
total_indices = set(
|
||||
range(len(self.dataframe) - self.sequence_length - self.predict_sequence_length)
|
||||
range(len(dataframe) - self.sequence_length - self.predict_sequence_length)
|
||||
)
|
||||
self.valid_indices = sorted(list(total_indices - set(self.samples_to_skip)))
|
||||
|
||||
@@ -48,20 +47,28 @@ class NrvDataset(Dataset):
|
||||
self.forecast_features.append("wind_gen_forecast")
|
||||
|
||||
# add time feature to dataframe
|
||||
time_feature = np.array([0] * len(self.dataframe))
|
||||
time_feature = np.array([0] * len(dataframe))
|
||||
if self.data_config.QUARTER:
|
||||
time_feature += self.dataframe["quarter"]
|
||||
time_feature += dataframe["quarter"]
|
||||
|
||||
if self.data_config.DAY_OF_WEEK:
|
||||
d_w = self.dataframe["day_of_week"]
|
||||
d_w = dataframe["day_of_week"]
|
||||
if self.data_config.QUARTER:
|
||||
d_w *= 96
|
||||
time_feature += d_w
|
||||
|
||||
self.dataframe["time_feature"] = time_feature
|
||||
# if not all zero:
|
||||
if time_feature.any():
|
||||
self.time_feature = torch.tensor(time_feature).float().reshape(-1)
|
||||
else:
|
||||
self.time_feature = None
|
||||
|
||||
self.nrv = torch.tensor(dataframe["nrv"].values).float().reshape(-1)
|
||||
|
||||
def skip_samples(self):
|
||||
nan_rows = self.dataframe[self.dataframe.isnull().any(axis=1)]
|
||||
self.history_features, self.forecast_features = self.preprocess_data(dataframe)
|
||||
|
||||
def skip_samples(self, dataframe):
|
||||
nan_rows = dataframe[dataframe.isnull().any(axis=1)]
|
||||
nan_indices = nan_rows.index
|
||||
skip_indices = [
|
||||
list(
|
||||
@@ -79,18 +86,22 @@ class NrvDataset(Dataset):
|
||||
# add indices that are not the start of a day (00:15) to the skip indices (use datetime column)
|
||||
# get indices of all 00:15 timestamps
|
||||
if self.full_day_skip:
|
||||
start_of_day_indices = self.dataframe[
|
||||
self.dataframe["datetime"].dt.time != pd.Timestamp("00:15:00").time()
|
||||
start_of_day_indices = dataframe[
|
||||
dataframe["datetime"].dt.time != pd.Timestamp("00:15:00").time()
|
||||
].index
|
||||
skip_indices.extend(start_of_day_indices)
|
||||
skip_indices = list(set(skip_indices))
|
||||
|
||||
return skip_indices
|
||||
|
||||
def preprocess_data(self, dataframe):
|
||||
return torch.tensor(dataframe[self.history_features].values).float(), torch.tensor(dataframe[self.forecast_features].values).float()
|
||||
|
||||
|
||||
def __len__(self):
|
||||
return len(self.valid_indices)
|
||||
|
||||
def _get__all_data(self, idx: int):
|
||||
def _get_all_data(self, idx: int):
|
||||
history_df = self.dataframe.iloc[idx : idx + self.sequence_length]
|
||||
forecast_df = self.dataframe.iloc[
|
||||
idx + self.sequence_length : idx + self.sequence_length + self.predict_sequence_length
|
||||
@@ -99,39 +110,47 @@ class NrvDataset(Dataset):
|
||||
|
||||
def __getitem__(self, idx):
|
||||
actual_idx = self.valid_indices[idx]
|
||||
|
||||
history_df, forecast_df = self._get__all_data(actual_idx)
|
||||
|
||||
|
||||
# get nrv history features
|
||||
nrv_features = torch.tensor(history_df[["nrv"]].values).reshape(-1)
|
||||
nrv_features = self.nrv[actual_idx : actual_idx + self.sequence_length]
|
||||
|
||||
# get history featues
|
||||
history_features = history_df[self.history_features].values
|
||||
history_features = self.history_features[actual_idx : actual_idx + self.sequence_length, :]
|
||||
forecast_features = self.forecast_features[actual_idx + self.sequence_length : actual_idx + self.sequence_length + self.predict_sequence_length, :]
|
||||
|
||||
# combine the history features to one tensor (first one feature, then the next one, etc.)
|
||||
history_features = torch.tensor(history_features)
|
||||
|
||||
# get forecast features
|
||||
forecast_features = forecast_df[self.forecast_features].values
|
||||
forecast_features = torch.tensor(forecast_features)
|
||||
|
||||
# add last time feature of the history
|
||||
time_feature = history_df["time_feature"].iloc[-1]
|
||||
if self.time_feature is not None:
|
||||
time_features = self.time_feature[actual_idx : actual_idx + self.sequence_length]
|
||||
else:
|
||||
time_features = None
|
||||
|
||||
## all features
|
||||
if not self.lstm:
|
||||
all_features = torch.cat(
|
||||
[nrv_features, history_features.reshape(-1), forecast_features.reshape(-1), torch.tensor([time_feature])], dim=0
|
||||
)
|
||||
all_features_list = [nrv_features]
|
||||
|
||||
if history_features.numel() > 0:
|
||||
all_features_list.append(history_features.reshape(-1))
|
||||
|
||||
if forecast_features.numel() > 0:
|
||||
all_features_list.append(forecast_features.reshape(-1))
|
||||
|
||||
if time_features is not None:
|
||||
all_features_list.append(torch.tensor([time_features[-1]]))
|
||||
|
||||
all_features = torch.cat(all_features_list, dim=0)
|
||||
|
||||
else:
|
||||
time_features = torch.tensor(history_df["time_feature"].values).reshape(-1, 1)
|
||||
# combine (96, ) and (96, 2) to (96, 3)
|
||||
all_features = torch.cat(
|
||||
[nrv_features.unsqueeze(1), time_features], dim=1
|
||||
)
|
||||
all_features_list = [nrv_features.unsqueeze(1)]
|
||||
|
||||
if self.forecast_features.numel() > 0:
|
||||
history_forecast_features = self.forecast_features[actual_idx + 1 : actual_idx + self.sequence_length + 1, :]
|
||||
all_features_list.append(history_forecast_features)
|
||||
|
||||
if time_features is not None:
|
||||
all_features_list.append(time_features.unsqueeze(-1))
|
||||
|
||||
all_features = torch.cat(all_features_list, dim=1)
|
||||
|
||||
# Target sequence, flattened if necessary
|
||||
nrv_target = forecast_df["nrv"].values
|
||||
nrv_target = self.nrv[actual_idx + self.sequence_length : actual_idx + self.sequence_length + self.predict_sequence_length]
|
||||
|
||||
# check if nan values are present
|
||||
if torch.isnan(all_features).any():
|
||||
@@ -141,16 +160,18 @@ class NrvDataset(Dataset):
|
||||
|
||||
# all features and target to float
|
||||
all_features = all_features.float()
|
||||
|
||||
# to tens&éazzaéaz"ezéors
|
||||
nrv_target = torch.tensor(nrv_target).float()
|
||||
return all_features, nrv_target, idx
|
||||
|
||||
def random_day_autoregressive(self, idx: int):
|
||||
all_features, nrv_target, _ = self.__getitem__(idx)
|
||||
|
||||
# remove the first 96 values of the features (the nrv history)
|
||||
all_features = all_features[self.sequence_length :]
|
||||
if not self.lstm:
|
||||
all_features = all_features[self.sequence_length :]
|
||||
else:
|
||||
# last time step
|
||||
all_features = all_features[-1, :]
|
||||
all_features = all_features.unsqueeze(0)
|
||||
|
||||
return all_features, nrv_target
|
||||
|
||||
|
||||
@@ -1,11 +1,17 @@
|
||||
import torch
|
||||
import numpy as np
|
||||
|
||||
class LinearRegression(torch.nn.Module):
|
||||
def __init__(self, inputSize, output_size):
|
||||
super(LinearRegression, self).__init__()
|
||||
self.inputSize = inputSize
|
||||
self.output_size = output_size
|
||||
self.linear = torch.nn.Linear(inputSize, output_size)
|
||||
|
||||
# dimension multiplication without first one
|
||||
dim = inputSize[1:]
|
||||
dim = [int(x) for x in dim]
|
||||
dim = np.prod(dim)
|
||||
self.linear = torch.nn.Linear(dim, output_size)
|
||||
|
||||
def forward(self, x):
|
||||
x = torch.squeeze(x, -1)
|
||||
|
||||
@@ -37,9 +37,9 @@ class GRUModel(torch.nn.Module):
|
||||
|
||||
def forward(self, x):
|
||||
# Forward pass through the GRU layers
|
||||
_, hidden_state = self.gru(x)
|
||||
|
||||
x, _ = self.gru(x)
|
||||
x = x[:, -1, :]
|
||||
# Use the hidden state from the last time step for the output
|
||||
output = self.linear(hidden_state[-1])
|
||||
output = self.linear(x)
|
||||
|
||||
return output
|
||||
|
||||
@@ -13,7 +13,7 @@ class NonLinearRegression(torch.nn.Module):
|
||||
|
||||
# add linear layers with relu
|
||||
self.layers = torch.nn.ModuleList()
|
||||
self.layers.append(torch.nn.Linear(inputSize, hiddenSize))
|
||||
self.layers.append(torch.nn.Linear(inputSize[-1], hiddenSize))
|
||||
self.layers.append(torch.nn.Dropout(dropout))
|
||||
for _ in range(numLayers - 2):
|
||||
self.layers.append(torch.nn.Linear(hiddenSize, hiddenSize))
|
||||
|
||||
@@ -10,6 +10,8 @@ class TimeEmbedding(nn.Module):
|
||||
|
||||
def forward(self, x):
|
||||
# Extract the last 'time_features' from the input
|
||||
if self.time_features == 0:
|
||||
return x
|
||||
time_feature = x[..., -1] # Use ellipsis to access the last dimension
|
||||
# convert to int
|
||||
time_feature = time_feature.int()
|
||||
@@ -20,6 +22,8 @@ class TimeEmbedding(nn.Module):
|
||||
|
||||
|
||||
def output_dim(self, input_dim):
|
||||
if self.time_features == 0:
|
||||
return input_dim
|
||||
# Create a list from the input dimension
|
||||
input_dim_list = list(input_dim)
|
||||
# Modify the last dimension
|
||||
|
||||
@@ -42,15 +42,15 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 3,
|
||||
"execution_count": 5,
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"#### Data Processor ####\n",
|
||||
"data_config = DataConfig()\n",
|
||||
"data_config.NRV_HISTORY = True\n",
|
||||
"data_config.LOAD_HISTORY = False\n",
|
||||
"data_config.LOAD_FORECAST = False\n",
|
||||
"data_config.LOAD_HISTORY = True\n",
|
||||
"data_config.LOAD_FORECAST = True\n",
|
||||
"\n",
|
||||
"data_config.WIND_FORECAST = False\n",
|
||||
"data_config.WIND_HISTORY = False\n",
|
||||
@@ -72,16 +72,32 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"execution_count": 11,
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"outputs": [
|
||||
{
|
||||
"ename": "KeyboardInterrupt",
|
||||
"evalue": "Interrupted by user",
|
||||
"output_type": "error",
|
||||
"traceback": [
|
||||
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
|
||||
"\u001b[0;31mKeyboardInterrupt\u001b[0m Traceback (most recent call last)",
|
||||
"\u001b[1;32m/workspaces/Thesis/src/notebooks/training.ipynb Cell 5\u001b[0m line \u001b[0;36m7\n\u001b[1;32m <a href='vscode-notebook-cell://dev-container%2B7b22686f737450617468223a222f686f6d652f766963746f726d796c6c652f53656144726976652f4d79204c69627261726965732f4750552d7365727665722f546865736973222c226c6f63616c446f636b6572223a66616c73652c22636f6e66696746696c65223a7b22246d6964223a312c2270617468223a222f686f6d652f766963746f726d796c6c652f53656144726976652f4d79204c69627261726965732f4750552d7365727665722f5468657369732f2e646576636f6e7461696e65722f646576636f6e7461696e65722e6a736f6e222c22736368656d65223a227673636f64652d66696c65486f7374227d7d@ssh-remote%2Bvictormylle.be/workspaces/Thesis/src/notebooks/training.ipynb#W4sdnNjb2RlLXJlbW90ZQ%3D%3D?line=2'>3</a>\u001b[0m trainer \u001b[39m=\u001b[39m ProbabilisticBaselineTrainer(\n\u001b[1;32m <a href='vscode-notebook-cell://dev-container%2B7b22686f737450617468223a222f686f6d652f766963746f726d796c6c652f53656144726976652f4d79204c69627261726965732f4750552d7365727665722f546865736973222c226c6f63616c446f636b6572223a66616c73652c22636f6e66696746696c65223a7b22246d6964223a312c2270617468223a222f686f6d652f766963746f726d796c6c652f53656144726976652f4d79204c69627261726965732f4750552d7365727665722f5468657369732f2e646576636f6e7461696e65722f646576636f6e7461696e65722e6a736f6e222c22736368656d65223a227673636f64652d66696c65486f7374227d7d@ssh-remote%2Bvictormylle.be/workspaces/Thesis/src/notebooks/training.ipynb#W4sdnNjb2RlLXJlbW90ZQ%3D%3D?line=3'>4</a>\u001b[0m quantiles\u001b[39m=\u001b[39mquantiles, data_processor\u001b[39m=\u001b[39mdata_processor, clearml_helper\u001b[39m=\u001b[39mclearml_helper\n\u001b[1;32m <a href='vscode-notebook-cell://dev-container%2B7b22686f737450617468223a222f686f6d652f766963746f726d796c6c652f53656144726976652f4d79204c69627261726965732f4750552d7365727665722f546865736973222c226c6f63616c446f636b6572223a66616c73652c22636f6e66696746696c65223a7b22246d6964223a312c2270617468223a222f686f6d652f766963746f726d796c6c652f53656144726976652f4d79204c69627261726965732f4750552d7365727665722f5468657369732f2e646576636f6e7461696e65722f646576636f6e7461696e65722e6a736f6e222c22736368656d65223a227673636f64652d66696c65486f7374227d7d@ssh-remote%2Bvictormylle.be/workspaces/Thesis/src/notebooks/training.ipynb#W4sdnNjb2RlLXJlbW90ZQ%3D%3D?line=4'>5</a>\u001b[0m )\n\u001b[1;32m <a href='vscode-notebook-cell://dev-container%2B7b22686f737450617468223a222f686f6d652f766963746f726d796c6c652f53656144726976652f4d79204c69627261726965732f4750552d7365727665722f546865736973222c226c6f63616c446f636b6572223a66616c73652c22636f6e66696746696c65223a7b22246d6964223a312c2270617468223a222f686f6d652f766963746f726d796c6c652f53656144726976652f4d79204c69627261726965732f4750552d7365727665722f5468657369732f2e646576636f6e7461696e65722f646576636f6e7461696e65722e6a736f6e222c22736368656d65223a227673636f64652d66696c65486f7374227d7d@ssh-remote%2Bvictormylle.be/workspaces/Thesis/src/notebooks/training.ipynb#W4sdnNjb2RlLXJlbW90ZQ%3D%3D?line=5'>6</a>\u001b[0m trainer\u001b[39m.\u001b[39madd_metrics_to_track([CRPSLoss()])\n\u001b[0;32m----> <a href='vscode-notebook-cell://dev-container%2B7b22686f737450617468223a222f686f6d652f766963746f726d796c6c652f53656144726976652f4d79204c69627261726965732f4750552d7365727665722f546865736973222c226c6f63616c446f636b6572223a66616c73652c22636f6e66696746696c65223a7b22246d6964223a312c2270617468223a222f686f6d652f766963746f726d796c6c652f53656144726976652f4d79204c69627261726965732f4750552d7365727665722f5468657369732f2e646576636f6e7461696e65722f646576636f6e7461696e65722e6a736f6e222c22736368656d65223a227673636f64652d66696c65486f7374227d7d@ssh-remote%2Bvictormylle.be/workspaces/Thesis/src/notebooks/training.ipynb#W4sdnNjb2RlLXJlbW90ZQ%3D%3D?line=6'>7</a>\u001b[0m trainer\u001b[39m.\u001b[39;49mtrain()\n",
|
||||
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/trainers/probabilistic_baseline.py:43\u001b[0m, in \u001b[0;36mProbabilisticBaselineTrainer.train\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 42\u001b[0m \u001b[39mdef\u001b[39;00m \u001b[39mtrain\u001b[39m(\u001b[39mself\u001b[39m):\n\u001b[0;32m---> 43\u001b[0m task \u001b[39m=\u001b[39m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49minit_clearml_task()\n\u001b[1;32m 44\u001b[0m \u001b[39mtry\u001b[39;00m:\n\u001b[1;32m 45\u001b[0m time_steps \u001b[39m=\u001b[39m [[] \u001b[39mfor\u001b[39;00m _ \u001b[39min\u001b[39;00m \u001b[39mrange\u001b[39m(\u001b[39m96\u001b[39m)]\n",
|
||||
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/trainers/probabilistic_baseline.py:28\u001b[0m, in \u001b[0;36mProbabilisticBaselineTrainer.init_clearml_task\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 25\u001b[0m \u001b[39mif\u001b[39;00m \u001b[39mnot\u001b[39;00m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39mclearml_helper:\n\u001b[1;32m 26\u001b[0m \u001b[39mreturn\u001b[39;00m \u001b[39mNone\u001b[39;00m\n\u001b[0;32m---> 28\u001b[0m task_name \u001b[39m=\u001b[39m \u001b[39minput\u001b[39;49m(\u001b[39m\"\u001b[39;49m\u001b[39mEnter a task name: \u001b[39;49m\u001b[39m\"\u001b[39;49m)\n\u001b[1;32m 29\u001b[0m \u001b[39mif\u001b[39;00m task_name \u001b[39m==\u001b[39m \u001b[39m\"\u001b[39m\u001b[39m\"\u001b[39m:\n\u001b[1;32m 30\u001b[0m task_name \u001b[39m=\u001b[39m \u001b[39m\"\u001b[39m\u001b[39mUntitled Task\u001b[39m\u001b[39m\"\u001b[39m\n",
|
||||
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/ipykernel/kernelbase.py:1251\u001b[0m, in \u001b[0;36mKernel.raw_input\u001b[0;34m(self, prompt)\u001b[0m\n\u001b[1;32m 1249\u001b[0m msg \u001b[39m=\u001b[39m \u001b[39m\"\u001b[39m\u001b[39mraw_input was called, but this frontend does not support input requests.\u001b[39m\u001b[39m\"\u001b[39m\n\u001b[1;32m 1250\u001b[0m \u001b[39mraise\u001b[39;00m StdinNotImplementedError(msg)\n\u001b[0;32m-> 1251\u001b[0m \u001b[39mreturn\u001b[39;00m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49m_input_request(\n\u001b[1;32m 1252\u001b[0m \u001b[39mstr\u001b[39;49m(prompt),\n\u001b[1;32m 1253\u001b[0m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49m_parent_ident[\u001b[39m\"\u001b[39;49m\u001b[39mshell\u001b[39;49m\u001b[39m\"\u001b[39;49m],\n\u001b[1;32m 1254\u001b[0m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49mget_parent(\u001b[39m\"\u001b[39;49m\u001b[39mshell\u001b[39;49m\u001b[39m\"\u001b[39;49m),\n\u001b[1;32m 1255\u001b[0m password\u001b[39m=\u001b[39;49m\u001b[39mFalse\u001b[39;49;00m,\n\u001b[1;32m 1256\u001b[0m )\n",
|
||||
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/ipykernel/kernelbase.py:1295\u001b[0m, in \u001b[0;36mKernel._input_request\u001b[0;34m(self, prompt, ident, parent, password)\u001b[0m\n\u001b[1;32m 1292\u001b[0m \u001b[39mexcept\u001b[39;00m \u001b[39mKeyboardInterrupt\u001b[39;00m:\n\u001b[1;32m 1293\u001b[0m \u001b[39m# re-raise KeyboardInterrupt, to truncate traceback\u001b[39;00m\n\u001b[1;32m 1294\u001b[0m msg \u001b[39m=\u001b[39m \u001b[39m\"\u001b[39m\u001b[39mInterrupted by user\u001b[39m\u001b[39m\"\u001b[39m\n\u001b[0;32m-> 1295\u001b[0m \u001b[39mraise\u001b[39;00m \u001b[39mKeyboardInterrupt\u001b[39;00m(msg) \u001b[39mfrom\u001b[39;00m \u001b[39mNone\u001b[39;00m\n\u001b[1;32m 1296\u001b[0m \u001b[39mexcept\u001b[39;00m \u001b[39mException\u001b[39;00m:\n\u001b[1;32m 1297\u001b[0m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39mlog\u001b[39m.\u001b[39mwarning(\u001b[39m\"\u001b[39m\u001b[39mInvalid Message:\u001b[39m\u001b[39m\"\u001b[39m, exc_info\u001b[39m=\u001b[39m\u001b[39mTrue\u001b[39;00m)\n",
|
||||
"\u001b[0;31mKeyboardInterrupt\u001b[0m: Interrupted by user"
|
||||
]
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"data_processor.set_full_day_skip(True)\n",
|
||||
"quantiles = [0.01, 0.05, 0.1, 0.15, 0.4, 0.5, 0.6, 0.85, 0.9, 0.95, 0.99]\n",
|
||||
"quantiles = [0.01, 0.05, 0.1, 0.15, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.85, 0.9, 0.95, 0.99]\n",
|
||||
"trainer = ProbabilisticBaselineTrainer(\n",
|
||||
" quantiles=quantiles, data_processor=data_processor, clearml_helper=clearml_helper\n",
|
||||
")\n",
|
||||
"trainer.add_metrics_to_track([CRPSLoss(quantiles=quantiles)])\n",
|
||||
"trainer.add_metrics_to_track([CRPSLoss()])\n",
|
||||
"trainer.train()"
|
||||
]
|
||||
},
|
||||
@@ -100,7 +116,7 @@
|
||||
"source": [
|
||||
"#### Hyperparameters ####\n",
|
||||
"inputDim = data_processor.get_input_size()\n",
|
||||
"learningRate = 0.00005\n",
|
||||
"learningRate = 0.0001\n",
|
||||
"epochs = 150\n",
|
||||
"\n",
|
||||
"# model = LinearRegression(inputDim, 96)\n",
|
||||
@@ -133,8 +149,8 @@
|
||||
"learningRate = 0.0003\n",
|
||||
"epochs = 50\n",
|
||||
"\n",
|
||||
"# model = LinearRegression(inputDim, 1)\n",
|
||||
"model = NonLinearRegression(inputDim, 1, hiddenSize=1024, numLayers=5)\n",
|
||||
"model = LinearRegression(inputDim, 1)\n",
|
||||
"# model = NonLinearRegression(inputDim, 1, hiddenSize=1024, numLayers=5)\n",
|
||||
"optimizer = torch.optim.Adam(model.parameters(), lr=learningRate)\n",
|
||||
"\n",
|
||||
"#### Data Processor ####\n",
|
||||
@@ -167,13 +183,15 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 4,
|
||||
"execution_count": 6,
|
||||
"metadata": {},
|
||||
"outputs": [
|
||||
{
|
||||
"name": "stdout",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"ClearML Task: created new task id=1182d39a984b478c9301aafb4a81ff1b\n",
|
||||
"ClearML results page: http://192.168.1.182:8080/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/1182d39a984b478c9301aafb4a81ff1b/output/log\n",
|
||||
"96\n"
|
||||
]
|
||||
},
|
||||
@@ -181,72 +199,66 @@
|
||||
"name": "stderr",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"/workspaces/Thesis/src/notebooks/../../src/trainers/quantile_trainer.py:68: UserWarning: To copy construct from a tensor, it is recommended to use sourceTensor.clone().detach() or sourceTensor.clone().detach().requires_grad_(True), rather than torch.tensor(sourceTensor).\n",
|
||||
" quantiles_tensor = torch.tensor(quantiles)\n",
|
||||
"/workspaces/Thesis/src/notebooks/../../src/losses/pinball_loss.py:8: UserWarning: To copy construct from a tensor, it is recommended to use sourceTensor.clone().detach() or sourceTensor.clone().detach().requires_grad_(True), rather than torch.tensor(sourceTensor).\n",
|
||||
" self.quantiles_tensor = torch.tensor(quantiles, dtype=torch.float32)\n",
|
||||
"InsecureRequestWarning: Certificate verification is disabled! Adding certificate verification is strongly advised. See: https://urllib3.readthedocs.io/en/latest/advanced-usage.html#ssl-warnings\n"
|
||||
"Connecting multiple input models with the same name: `checkpoint`. This might result in the wrong model being used when executing remotely\n"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "stdout",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"ClearML Task: created new task id=4652507a84f5435fb6bd98c645d15f24\n",
|
||||
"ClearML results page: http://192.168.1.182:8080/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/4652507a84f5435fb6bd98c645d15f24/output/log\n",
|
||||
"2023-11-26 22:15:47,860 - clearml.Task - INFO - Storing jupyter notebook directly as code\n"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "stderr",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"Switching to remote execution, output log page http://192.168.1.182:8080/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/4652507a84f5435fb6bd98c645d15f24/output/log\n"
|
||||
]
|
||||
},
|
||||
{
|
||||
"ename": "",
|
||||
"evalue": "",
|
||||
"output_type": "error",
|
||||
"traceback": [
|
||||
"\u001b[1;31mThe Kernel crashed while executing code in the the current cell or a previous cell. Please review the code in the cell(s) to identify a possible cause of the failure. Click <a href='https://aka.ms/vscodeJupyterKernelCrash'>here</a> for more info. View Jupyter <a href='command:jupyter.viewOutput'>log</a> for further details."
|
||||
"Early stopping triggered\n"
|
||||
]
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"task = clearml_helper.get_task(task_name=\"Autoregressive Quantile Regression + Quarter + Load Forecast + Load History\")\n",
|
||||
"data_config = task.connect(data_config, name=\"data_features\")\n",
|
||||
"\n",
|
||||
"#### Hyperparameters ####\n",
|
||||
"data_processor.set_output_size(1)\n",
|
||||
"inputDim = data_processor.get_input_size()\n",
|
||||
"learningRate = 0.0001\n",
|
||||
"epochs = 100\n",
|
||||
"epochs = 300\n",
|
||||
"\n",
|
||||
"# quantiles = torch.tensor([0.01, 0.05, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 0.95, 0.99]).to(\"cuda\")\n",
|
||||
"quantiles = torch.tensor(\n",
|
||||
" [0.01, 0.05, 0.1, 0.15, 0.3, 0.4, 0.5, 0.6, 0.7, 0.85, 0.9, 0.95, 0.99]\n",
|
||||
").to(\"cuda\")\n",
|
||||
"quantiles = task.get_parameter(\"general/quantiles\", cast=True)\n",
|
||||
"if quantiles is None:\n",
|
||||
" quantiles = [0.01, 0.05, 0.1, 0.15, 0.3, 0.4, 0.5, 0.6, 0.7, 0.85, 0.9, 0.95, 0.99]\n",
|
||||
" task.set_parameter(\"general/quantiles\", quantiles)\n",
|
||||
"else:\n",
|
||||
" if isinstance(quantiles, str):\n",
|
||||
" quantiles = eval(quantiles)\n",
|
||||
"\n",
|
||||
"# model = LinearRegression(inputDim, len(quantiles))\n",
|
||||
"time_embedding = TimeEmbedding(data_processor.get_time_feature_size(), 4)\n",
|
||||
"non_linear_regression_model = NonLinearRegression(time_embedding.output_dim(inputDim), len(quantiles), hiddenSize=1024, numLayers=5)\n",
|
||||
"model_parameters = {\n",
|
||||
" \"learning_rate\": 0.0001,\n",
|
||||
" \"hidden_size\": 512,\n",
|
||||
" \"num_layers\": 3,\n",
|
||||
" \"dropout\": 0.2,\n",
|
||||
" \"time_feature_embedding\": 2,\n",
|
||||
"}\n",
|
||||
"\n",
|
||||
"model_parameters = task.connect(model_parameters, name=\"model_parameters\")\n",
|
||||
"\n",
|
||||
"time_embedding = TimeEmbedding(data_processor.get_time_feature_size(), model_parameters[\"time_feature_embedding\"])\n",
|
||||
"# linear_regression = LinearRegression(time_embedding.output_dim(inputDim), len(quantiles))\n",
|
||||
"non_linear_regression_model = NonLinearRegression(time_embedding.output_dim(inputDim), len(quantiles), hiddenSize=model_parameters[\"hidden_size\"], numLayers=model_parameters[\"num_layers\"], dropout=model_parameters[\"dropout\"])\n",
|
||||
"model = nn.Sequential(time_embedding, non_linear_regression_model)\n",
|
||||
"optimizer = torch.optim.Adam(model.parameters(), lr=learningRate)\n",
|
||||
"optimizer = torch.optim.Adam(model.parameters(), lr=model_parameters[\"learning_rate\"])\n",
|
||||
"\n",
|
||||
"#### Trainer ####\n",
|
||||
"trainer = AutoRegressiveQuantileTrainer(\n",
|
||||
" model,\n",
|
||||
" inputDim,\n",
|
||||
" optimizer,\n",
|
||||
" data_processor,\n",
|
||||
" quantiles,\n",
|
||||
" \"cuda\",\n",
|
||||
" debug=True,\n",
|
||||
" clearml_helper=clearml_helper,\n",
|
||||
" debug=False,\n",
|
||||
")\n",
|
||||
"trainer.add_metrics_to_track(\n",
|
||||
" [PinballLoss(quantiles), MSELoss(), L1Loss(), CRPSLoss(quantiles)]\n",
|
||||
" [PinballLoss(quantiles), MSELoss(), L1Loss(), CRPSLoss()]\n",
|
||||
")\n",
|
||||
"trainer.early_stopping(patience=10)\n",
|
||||
"trainer.plot_every(5)\n",
|
||||
"trainer.train(epochs=epochs, remotely=True)"
|
||||
"trainer.train(task=task, epochs=epochs, remotely=False)"
|
||||
]
|
||||
},
|
||||
{
|
||||
@@ -258,49 +270,9 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 3,
|
||||
"execution_count": null,
|
||||
"metadata": {},
|
||||
"outputs": [
|
||||
{
|
||||
"name": "stderr",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"/workspaces/Thesis/src/notebooks/../../src/trainers/quantile_trainer.py:335: UserWarning: To copy construct from a tensor, it is recommended to use sourceTensor.clone().detach() or sourceTensor.clone().detach().requires_grad_(True), rather than torch.tensor(sourceTensor).\n",
|
||||
" quantiles_tensor = torch.tensor(quantiles)\n",
|
||||
"/workspaces/Thesis/src/notebooks/../../src/losses/pinball_loss.py:22: UserWarning: To copy construct from a tensor, it is recommended to use sourceTensor.clone().detach() or sourceTensor.clone().detach().requires_grad_(True), rather than torch.tensor(sourceTensor).\n",
|
||||
" self.quantiles_tensor = torch.tensor(quantiles, dtype=torch.float32)\n",
|
||||
"InsecureRequestWarning: Certificate verification is disabled! Adding certificate verification is strongly advised. See: https://urllib3.readthedocs.io/en/latest/advanced-usage.html#ssl-warnings\n"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "stdout",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"ClearML Task: created new task id=0c748cf6ec0f4c748cc35be78ae4c6c1\n",
|
||||
"ClearML results page: http://192.168.1.182:8080/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/0c748cf6ec0f4c748cc35be78ae4c6c1/output/log\n",
|
||||
"2023-11-26 16:15:07,490 - clearml.Task - INFO - Storing jupyter notebook directly as code\n",
|
||||
"2023-11-26 16:15:09,255 - clearml.model - WARNING - 500 model found when searching for `file:///workspaces/Thesis/src/notebooks/checkpoint.pt`\n",
|
||||
"2023-11-26 16:15:09,256 - clearml.model - WARNING - Selected model `Autoregressive Quantile Regression (quarter + day of week)` (id=bc0cb0d7fc614e2e8b0edf5b85348646)\n",
|
||||
"2023-11-26 16:15:09,265 - clearml.frameworks - INFO - Found existing registered model id=bc0cb0d7fc614e2e8b0edf5b85348646 [/workspaces/Thesis/src/notebooks/checkpoint.pt] reusing it.\n",
|
||||
"2023-11-26 16:15:09,958 - clearml.Task - INFO - Completed model upload to http://192.168.1.182:8081/Thesis/NrvForecast/Untitled%20Task.0c748cf6ec0f4c748cc35be78ae4c6c1/models/checkpoint.pt\n",
|
||||
"2023-11-26 16:15:10,998 - clearml.Task - INFO - Completed model upload to http://192.168.1.182:8081/Thesis/NrvForecast/Untitled%20Task.0c748cf6ec0f4c748cc35be78ae4c6c1/models/checkpoint.pt\n",
|
||||
"2023-11-26 16:15:12,118 - clearml.Task - INFO - Completed model upload to http://192.168.1.182:8081/Thesis/NrvForecast/Untitled%20Task.0c748cf6ec0f4c748cc35be78ae4c6c1/models/checkpoint.pt\n",
|
||||
"2023-11-26 16:15:13,152 - clearml.Task - INFO - Completed model upload to http://192.168.1.182:8081/Thesis/NrvForecast/Untitled%20Task.0c748cf6ec0f4c748cc35be78ae4c6c1/models/checkpoint.pt\n",
|
||||
"2023-11-26 16:15:14,540 - clearml.Task - INFO - Completed model upload to http://192.168.1.182:8081/Thesis/NrvForecast/Untitled%20Task.0c748cf6ec0f4c748cc35be78ae4c6c1/models/checkpoint.pt\n",
|
||||
"Early stopping triggered\n"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "stderr",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"/workspaces/Thesis/src/notebooks/../../src/trainers/quantile_trainer.py:366: UserWarning:\n",
|
||||
"\n",
|
||||
"Creating a tensor from a list of numpy.ndarrays is extremely slow. Please consider converting the list to a single numpy.ndarray with numpy.array() before converting to a tensor. (Triggered internally at /opt/conda/conda-bld/pytorch_1682343967769/work/torch/csrc/utils/tensor_new.cpp:245.)\n",
|
||||
"\n"
|
||||
]
|
||||
}
|
||||
],
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"### Data Processor ###\n",
|
||||
"data_processor.set_full_day_skip(True)\n",
|
||||
|
||||
@@ -15,6 +15,7 @@ class AutoRegressiveTrainer(Trainer):
|
||||
def __init__(
|
||||
self,
|
||||
model: torch.nn.Module,
|
||||
input_dim: tuple,
|
||||
optimizer: torch.optim.Optimizer,
|
||||
criterion: torch.nn.Module,
|
||||
data_processor: DataProcessor,
|
||||
@@ -23,6 +24,7 @@ class AutoRegressiveTrainer(Trainer):
|
||||
):
|
||||
super().__init__(
|
||||
model=model,
|
||||
input_dim=input_dim,
|
||||
optimizer=optimizer,
|
||||
criterion=criterion,
|
||||
data_processor=data_processor,
|
||||
|
||||
@@ -48,7 +48,7 @@ class ProbabilisticBaselineTrainer(Trainer):
|
||||
predict_sequence_length=96
|
||||
)
|
||||
|
||||
for inputs, _ in train_loader:
|
||||
for inputs, _, _ in train_loader:
|
||||
for i in range(96):
|
||||
time_steps[i].extend(inputs[:, i].numpy())
|
||||
|
||||
@@ -80,7 +80,7 @@ class ProbabilisticBaselineTrainer(Trainer):
|
||||
raise
|
||||
|
||||
def log_final_metrics(self, task, dataloader, quantile_values, train: bool = True):
|
||||
metric = CRPSLoss(self.quantiles)
|
||||
metric = CRPSLoss()
|
||||
|
||||
crps_values = []
|
||||
crps_inversed_values = []
|
||||
@@ -147,6 +147,9 @@ class ProbabilisticBaselineTrainer(Trainer):
|
||||
def plot_quantiles(self, quantile_values):
|
||||
fig = go.Figure()
|
||||
|
||||
# inverse transform quantile_values
|
||||
quantile_values = self.data_processor.inverse_transform(quantile_values)
|
||||
|
||||
for i, q in enumerate(self.quantiles):
|
||||
values_for_quantile = quantile_values[:, i]
|
||||
fig.add_trace(
|
||||
@@ -159,7 +162,8 @@ class ProbabilisticBaselineTrainer(Trainer):
|
||||
)
|
||||
|
||||
fig.update_layout(title="Quantile Values")
|
||||
fig.update_yaxes(range=[-1, 1])
|
||||
|
||||
fig.update_layout(height=600)
|
||||
|
||||
return fig
|
||||
|
||||
|
||||
@@ -60,6 +60,7 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
|
||||
def __init__(
|
||||
self,
|
||||
model: torch.nn.Module,
|
||||
input_dim: tuple,
|
||||
optimizer: torch.optim.Optimizer,
|
||||
data_processor: DataProcessor,
|
||||
quantiles: list,
|
||||
@@ -72,6 +73,7 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
|
||||
criterion = PinballLoss(quantiles=quantiles)
|
||||
super().__init__(
|
||||
model=model,
|
||||
input_dim=input_dim,
|
||||
optimizer=optimizer,
|
||||
criterion=criterion,
|
||||
data_processor=data_processor,
|
||||
@@ -192,7 +194,10 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
|
||||
prev_features = prev_features.to(self.device)
|
||||
targets = targets.to(self.device)
|
||||
|
||||
initial_sequence = prev_features[:, :96]
|
||||
if len(list(prev_features.shape)) == 2:
|
||||
initial_sequence = prev_features[:, :96]
|
||||
else:
|
||||
initial_sequence = prev_features[:, :, 0]
|
||||
|
||||
target_full = targets[:, 0].unsqueeze(1) # (batch_size, 1)
|
||||
with torch.no_grad():
|
||||
@@ -206,22 +211,37 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
|
||||
predictions_full = new_predictions_full.unsqueeze(1)
|
||||
|
||||
for i in range(sequence_length - 1):
|
||||
new_features = torch.cat(
|
||||
(prev_features[:, 1:96], samples), dim=1
|
||||
) # (batch_size, 96)
|
||||
if len(list(prev_features.shape)) == 2:
|
||||
new_features = torch.cat(
|
||||
(prev_features[:, 1:96], samples), dim=1
|
||||
) # (batch_size, 96)
|
||||
|
||||
new_features = new_features.float()
|
||||
new_features = new_features.float()
|
||||
|
||||
other_features, new_targets = dataset.get_batch_autoregressive(
|
||||
np.array(idx_batch) + i + 1
|
||||
) # (batch_size, new_features)
|
||||
other_features, new_targets = dataset.get_batch_autoregressive(
|
||||
np.array(idx_batch) + i + 1
|
||||
) # (batch_size, new_features)
|
||||
|
||||
if other_features is not None:
|
||||
prev_features = torch.cat(
|
||||
(new_features.to(self.device), other_features.to(self.device)), dim=1
|
||||
) # (batch_size, 96 + new_features)
|
||||
else:
|
||||
prev_features = new_features
|
||||
|
||||
if other_features is not None:
|
||||
prev_features = torch.cat(
|
||||
(new_features.to(self.device), other_features.to(self.device)), dim=1
|
||||
) # (batch_size, 96 + new_features)
|
||||
else:
|
||||
prev_features = new_features
|
||||
other_features, new_targets = dataset.get_batch_autoregressive(
|
||||
np.array(idx_batch) + i + 1
|
||||
) # (batch_size, 1, new_features)
|
||||
|
||||
# change the other_features nrv based on the samples
|
||||
other_features[:, 0, 0] = samples.squeeze(-1)
|
||||
# make sure on same device
|
||||
other_features = other_features.to(self.device)
|
||||
prev_features = prev_features.to(self.device)
|
||||
prev_features = torch.cat(
|
||||
(prev_features[:, 1:, :], other_features), dim=1
|
||||
) # (batch_size, 96, new_features)
|
||||
|
||||
target_full = torch.cat(
|
||||
(target_full, new_targets.to(self.device)), dim=1
|
||||
|
||||
@@ -6,18 +6,20 @@ import plotly.graph_objects as go
|
||||
import numpy as np
|
||||
from plotly.subplots import make_subplots
|
||||
from clearml.config import running_remotely
|
||||
|
||||
from torchinfo import summary
|
||||
|
||||
class Trainer:
|
||||
def __init__(
|
||||
self,
|
||||
model: torch.nn.Module,
|
||||
input_dim: tuple,
|
||||
optimizer: torch.optim.Optimizer,
|
||||
criterion: torch.nn.Module,
|
||||
data_processor: DataProcessor,
|
||||
device: torch.device,
|
||||
debug: bool = True,
|
||||
):
|
||||
self.input_dim = input_dim
|
||||
self.model = model
|
||||
self.optimizer = optimizer
|
||||
self.criterion = criterion
|
||||
@@ -70,6 +72,8 @@ class Trainer:
|
||||
task.add_tags(self.optimizer.__class__.__name__)
|
||||
task.add_tags(self.__class__.__name__)
|
||||
|
||||
task.set_configuration_object("model", str(summary(self.model, self.input_dim)))
|
||||
|
||||
self.optimizer.name = self.optimizer.__class__.__name__
|
||||
self.criterion.name = self.criterion.__class__.__name__
|
||||
|
||||
|
||||
@@ -17,19 +17,18 @@ from src.models.time_embedding_layer import TimeEmbedding
|
||||
|
||||
#### ClearML ####
|
||||
clearml_helper = ClearMLHelper(project_name="Thesis/NrvForecast")
|
||||
task = clearml_helper.get_task(task_name="Autoregressive Quantile Regression")
|
||||
task = clearml_helper.get_task(task_name="Autoregressive Quantile Regression: GRU + Quarter + Load Forecast")
|
||||
|
||||
|
||||
#### Data Processor ####
|
||||
data_config = DataConfig()
|
||||
data_config.NRV_HISTORY = True
|
||||
data_config.LOAD_HISTORY = True
|
||||
data_config.LOAD_FORECAST = True
|
||||
|
||||
data_config.QUARTER = True
|
||||
data_config.DAY_OF_WEEK = True
|
||||
data_config.DAY_OF_WEEK = False
|
||||
|
||||
# data_config = task.connect(data_config, name="data_features")
|
||||
data_config = task.connect(data_config, name="data_features")
|
||||
|
||||
data_processor = DataProcessor(data_config, path="", lstm=True)
|
||||
data_processor.set_batch_size(512)
|
||||
@@ -39,37 +38,49 @@ data_processor.set_full_day_skip(False)
|
||||
#### Hyperparameters ####
|
||||
data_processor.set_output_size(1)
|
||||
inputDim = data_processor.get_input_size()
|
||||
learningRate = 0.001
|
||||
epochs = 100
|
||||
|
||||
print("Input dim: ", inputDim)
|
||||
epochs = 400
|
||||
|
||||
# add parameters to clearml
|
||||
quantiles = task.get_parameter("general/quantiles", cast=True)
|
||||
# make sure it is a list
|
||||
if quantiles is None:
|
||||
quantiles = [0.01, 0.05, 0.1, 0.15, 0.3, 0.4, 0.5, 0.6, 0.7, 0.85, 0.9, 0.95, 0.99]
|
||||
task.set_parameter("general/quantiles", quantiles)
|
||||
else:
|
||||
# if string, convert to list "[0.01, 0.05, 0.1, 0.15, 0.3, 0.4, 0.5, 0.6, 0.7, 0.85, 0.9, 0.95, 0.99]""
|
||||
if isinstance(quantiles, str):
|
||||
quantiles = eval(quantiles)
|
||||
|
||||
model_parameters = {
|
||||
"learning_rate": 0.0001,
|
||||
"hidden_size": 512,
|
||||
"num_layers": 2,
|
||||
"dropout": 0.2,
|
||||
"time_feature_embedding": 4,
|
||||
}
|
||||
|
||||
model_parameters = task.connect(model_parameters, name="model_parameters")
|
||||
|
||||
time_embedding = TimeEmbedding(data_processor.get_time_feature_size(), model_parameters["time_feature_embedding"])
|
||||
lstm_model = GRUModel(time_embedding.output_dim(inputDim), len(quantiles), hidden_size=model_parameters["hidden_size"], num_layers=model_parameters["num_layers"], dropout=model_parameters["dropout"])
|
||||
|
||||
# model = LinearRegression(inputDim, len(quantiles))
|
||||
time_embedding = TimeEmbedding(data_processor.get_time_feature_size(), 4)
|
||||
# non_linear_regression_model = NonLinearRegression(time_embedding.output_dim(inputDim), len(quantiles), hiddenSize=1024, numLayers=5)
|
||||
lstm_model = GRUModel(time_embedding.output_dim(inputDim), len(quantiles), hidden_size=512, num_layers=2)
|
||||
model = nn.Sequential(time_embedding, lstm_model)
|
||||
optimizer = torch.optim.Adam(model.parameters(), lr=learningRate)
|
||||
optimizer = torch.optim.Adam(model.parameters(), lr=model_parameters["learning_rate"])
|
||||
|
||||
#### Trainer ####
|
||||
trainer = AutoRegressiveQuantileTrainer(
|
||||
model,
|
||||
inputDim,
|
||||
optimizer,
|
||||
data_processor,
|
||||
quantiles,
|
||||
"cuda",
|
||||
debug=True,
|
||||
debug=False,
|
||||
)
|
||||
|
||||
trainer.add_metrics_to_track(
|
||||
[PinballLoss(quantiles), MSELoss(), L1Loss(), CRPSLoss()]
|
||||
)
|
||||
trainer.early_stopping(patience=10)
|
||||
trainer.plot_every(100)
|
||||
trainer.train(task=task, epochs=epochs, remotely=True)
|
||||
trainer.early_stopping(patience=30)
|
||||
trainer.plot_every(5)
|
||||
trainer.train(task=task, epochs=epochs, remotely=True)
|
||||
|
||||
@@ -60,11 +60,16 @@ quantile_lists = [
|
||||
quantiles_range = DiscreteParameterRange("general/quantiles", values=quantile_lists)
|
||||
|
||||
#### Data Config ####
|
||||
quarter_range = DiscreteParameterRange("data_features/quarter", values=[True, False])
|
||||
day_of_week_range = DiscreteParameterRange("data_features/day_of_week", values=[True, False])
|
||||
quarter_range = DiscreteParameterRange("data_features/quarter", values=[True])
|
||||
day_of_week_range = DiscreteParameterRange("data_features/day_of_week", values=[True])
|
||||
|
||||
load_forecast_range = DiscreteParameterRange("data_features/load_forecast", values=[True, False])
|
||||
load_history_range = DiscreteParameterRange("data_features/load_history", values=[True, False])
|
||||
load_forecast_range = DiscreteParameterRange("data_features/load_forecast", values=[True])
|
||||
|
||||
learning_rate = DiscreteParameterRange("model_parameters/learning_rate", values=[0.00001, 0.00005, 0.0001, 0.0005, 0.001])
|
||||
hidden_size = DiscreteParameterRange("model_parameters/hidden_size", values=[64, 128, 256, 512, 1024, 2048])
|
||||
num_layers = DiscreteParameterRange("model_parameters/num_layers", values=[1, 2, 3, 4, 5, 6])
|
||||
dropout = DiscreteParameterRange("model_parameters/dropout", values=[0.0, 0.1, 0.2, 0.3, 0.4, 0.5])
|
||||
time_feature_embedding = DiscreteParameterRange("model_parameters/time_feature_embedding", values=[1,2,3,4,5,6])
|
||||
|
||||
### OPTIMIZER OBJECT ###
|
||||
optimizer = HyperParameterOptimizer(
|
||||
@@ -75,24 +80,27 @@ optimizer = HyperParameterOptimizer(
|
||||
execution_queue=execution_queue,
|
||||
max_number_of_concurrent_tasks=1,
|
||||
optimizer_class=aSearchStrategy,
|
||||
max_iteration_per_job=50,
|
||||
max_iteration_per_job=300,
|
||||
# save_top_k_tasks_only=3,
|
||||
pool_period_min=0.2,
|
||||
total_max_jobs=15,
|
||||
pool_period_min=1,
|
||||
total_max_jobs=40,
|
||||
|
||||
hyper_parameters=[
|
||||
quantiles_range,
|
||||
quarter_range,
|
||||
day_of_week_range,
|
||||
load_forecast_range,
|
||||
load_history_range
|
||||
learning_rate,
|
||||
hidden_size,
|
||||
num_layers,
|
||||
dropout,
|
||||
time_feature_embedding
|
||||
]
|
||||
|
||||
)
|
||||
|
||||
task.execute_remotely(queue_name="hypertuning", exit_process=True)
|
||||
|
||||
optimizer.set_report_period(0.2)
|
||||
optimizer.set_report_period(1)
|
||||
|
||||
def job_complete_callback(
|
||||
job_id, # type: str
|
||||
@@ -106,9 +114,9 @@ def job_complete_callback(
|
||||
print('WOOT WOOT we broke the record! Objective reached {}'.format(objective_value))
|
||||
|
||||
optimizer.start(job_complete_callback=job_complete_callback)
|
||||
optimizer.set_time_limit(in_minutes=120.0)
|
||||
optimizer.set_time_limit(in_minutes=120.0*8)
|
||||
optimizer.wait()
|
||||
top_exp = optimizer.get_top_experiments(top_k=3)
|
||||
top_exp = optimizer.get_top_experiments(top_k=5)
|
||||
print([t.id for t in top_exp])
|
||||
# make sure background optimization stopped
|
||||
optimizer.stop()
|
||||
|
||||