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Sped up sampling 20x

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Victor Mylle
2023-11-25 18:09:42 +00:00
parent 5de3f64a1a
commit 300f268286
10 changed files with 498 additions and 238 deletions
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Result-Reports/November_1.md
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@@ -17,12 +17,18 @@
- [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
- [ ] Full day debug plots for quantile regression
- [ ] CPRS Metrics
- [x] CPRS Metrics
- [ ] Time as input parameter:
- [ ] Cosine per year, day,
- [ ] 4 Quarter features
- [ ] Probabilistic Baseline -> Quantiles on Training Data -> Breedte bekijken -> Gebruiken voor CPRS en plotjes
- Day-ahead implicit net position( ())
- [x] Probabilistic Baseline -> Quantiles on Training Data -> Breedte bekijken -> Gebruiken voor CPRS en plotjes
- [ ] Day-ahead implicit net position
- [x] Faster sampling for quantile regression
- [ ] Quantile plots for other model (Linear, GRU) (Check if better)
- [ ] Check example plots to see if metrics correspond with what seen on plots
- [ ] 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
## 2. Autoregressive vs Non-Autoregressive
Training data: 2015 - 2022 \
@@ -146,3 +152,9 @@ Hidden Units: 1024
| Quantile Regression | [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/df5669968cf64c42ba7a97fc2d745b76/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&order=-last_update&filter=) | - | - | 105.53107468002209 | 21656.24950570062 |
# CRPS Metric
| Model | Experiment | Train-MAE | Train-MSE | Train-CRPS | Test-MAE | Test-MSE | Test-CRPS |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Probabilistic Baseline | [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/599152a9e44d4ba6a5bcb603e5041b01/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&order=-last_update&filter=) | - | - | 72.78830217810247 | - | - | 75.9605281456783 |
| Non-Autoregressive Quantile | [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/c50a62963dd649c387f1122ccee61d2f/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&order=-last_update&filter=) | 98.43774474341907 | 17433.701092295152 | 70.63047790527344 | 104.28421422336042 | 20851.083458159148 | 74.81269836425781 |
| Auto-Regressive Quantile | [Link](https://clearml.victormylle.be/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/8db35a590cfa46f081c7f4caf93d711d/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&order=-last_update&filter=) | - | - | - | 107.24027992397264 | 22016.697427833686 | 68.19192504882812 |