Compare commits
3 Commits
February-R
...
2b22b6935e
| Author | SHA1 | Date | |
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2b22b6935e | ||
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174a82fab2 | ||
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bd250a664b |
@@ -25,12 +25,19 @@ class NrvDataset(Dataset):
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self.sequence_length = sequence_length
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self.predict_sequence_length = predict_sequence_length
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self.samples_to_skip = self.skip_samples(dataframe=dataframe)
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self.samples_to_skip = self.skip_samples(dataframe=dataframe, full_day_skip=self.full_day_skip)
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total_indices = set(
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range(len(dataframe) - self.sequence_length - self.predict_sequence_length)
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)
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self.valid_indices = sorted(list(total_indices - set(self.samples_to_skip)))
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# full day indices
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full_day_skipped_samples = self.skip_samples(dataframe=dataframe, full_day_skip=True)
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full_day_total_indices = set(
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range(len(dataframe) - self.sequence_length - self.predict_sequence_length)
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)
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self.full_day_valid_indices = sorted(list(full_day_total_indices - set(full_day_skipped_samples)))
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self.history_features = []
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if self.data_config.LOAD_HISTORY:
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self.history_features.append("total_load")
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@@ -73,7 +80,7 @@ class NrvDataset(Dataset):
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self.history_features, self.forecast_features = self.preprocess_data(dataframe)
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def skip_samples(self, dataframe):
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def skip_samples(self, dataframe, full_day_skip):
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nan_rows = dataframe[dataframe.isnull().any(axis=1)]
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nan_indices = nan_rows.index
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skip_indices = [
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@@ -91,7 +98,7 @@ class NrvDataset(Dataset):
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# add indices that are not the start of a day (00:15) to the skip indices (use datetime column)
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# get indices of all 00:15 timestamps
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if self.full_day_skip:
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if full_day_skip:
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start_of_day_indices = dataframe[
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dataframe["datetime"].dt.time != pd.Timestamp("00:00:00").time()
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].index
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@@ -8,7 +8,8 @@ import pandas as pd
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import datetime
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from tqdm import tqdm
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from src.utils.imbalance_price_calculator import ImbalancePriceCalculator
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import time
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import seaborn as sns
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import matplotlib.pyplot as plt
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import plotly.express as px
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### import functions ###
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@@ -16,7 +17,7 @@ from src.trainers.quantile_trainer import auto_regressive as quantile_auto_regre
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from src.trainers.diffusion_trainer import sample_diffusion
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from src.utils.clearml import ClearMLHelper
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# argparse to parse task id and model type
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### Arguments ###
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parser = argparse.ArgumentParser()
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parser.add_argument('--task_id', type=str, default=None)
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parser.add_argument('--model_type', type=str, default=None)
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@@ -27,6 +28,7 @@ assert args.task_id is not None, "Please specify task id"
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assert args.model_type is not None, "Please specify model type"
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assert args.model_name is not None, "Please specify model name"
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### Baseline Policy ###
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battery = Battery(2, 1)
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baseline_policy = BaselinePolicy(battery, data_path="")
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@@ -163,20 +165,17 @@ def get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc,
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return predicted_nrv_profits_cycles, baseline_profits_cycles, _charge_thresholds, _discharge_thresholds
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def next_day_test_set(model, data_processor, test_loader, ipc, predict_NRV: callable):
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penalties = [0, 10, 50, 150, 300, 500, 600, 800, 1000, 1500, 2000, 2500]
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penalties = [0, 50, 250, 500, 1000, 1500]
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predicted_nrv_profits_cycles = {i: [0, 0] for i in penalties}
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baseline_profits_cycles = {i: [0, 0] for i in penalties}
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charge_thresholds = {}
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discharge_thresholds = {}
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# get all dates in test set
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dates = baseline_policy.test_data["DateTime"].dt.date.unique()
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# dates back to datetime
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dates = pd.to_datetime(dates)
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for date in tqdm(dates[:10]):
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for date in tqdm(dates):
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try:
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new_predicted_nrv_profits_cycles, new_baseline_profits_cycles, new_charge_thresholds, new_discharge_thresholds = get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc, predict_NRV, penalties)
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@@ -191,8 +190,7 @@ def next_day_test_set(model, data_processor, test_loader, ipc, predict_NRV: call
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baseline_profits_cycles[penalty][1] += new_baseline_profits_cycles[penalty][1]
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except Exception as e:
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# print(f"Error for date {date}")
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raise e
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print(f"Error for date {date}")
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return predicted_nrv_profits_cycles, baseline_profits_cycles, charge_thresholds, discharge_thresholds
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@@ -222,9 +220,6 @@ def main():
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# the charge_thresholds is a dictionary with date as key. The values of the dictionary is another dictionary with keys as penalties and values as the charge thresholds
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# create density plot that shows a density plot of the charge thresholds for each penalty (use seaborn displot) (One plot with a different color for each penalty)
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import seaborn as sns
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import matplotlib.pyplot as plt
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charge_thresholds_for_penalty = {}
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for d in charge_thresholds.values():
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for penalty, thresholds in d.items():
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@@ -239,14 +234,13 @@ def main():
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discharge_thresholds_for_penalty[penalty] = []
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discharge_thresholds_for_penalty[penalty].extend(thresholds)
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### Plot charge thresholds distribution ###
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def plot_threshold_distribution(thresholds: dict, title: str):
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data_to_plot = []
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for penalty, values in charge_thresholds_for_penalty.items():
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for penalty, values in thresholds.items():
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for value in values:
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data_to_plot.append({'Penalty': penalty, 'Value': value.item()})
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df = pd.DataFrame(data_to_plot)
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print(df.head())
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palette = sns.color_palette("bright", len(charge_thresholds.keys()))
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palette = sns.color_palette("bright", len(thresholds.keys()))
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fig = sns.displot(data=df, x="Value", hue="Penalty", kind="kde", palette=palette)
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plt.title('Density of Charge Thresholds by Penalty')
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plt.xlabel('Charge Threshold')
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@@ -254,32 +248,59 @@ def main():
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plt.legend(title='Penalty')
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task.get_logger().report_matplotlib_figure(
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"Policy Results",
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"Charge Thresholds",
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title,
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iteration=0,
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figure=fig
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)
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plt.close()
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### Plot charge thresholds distribution ###
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plot_threshold_distribution(charge_thresholds_for_penalty, "Charge Thresholds")
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### Plot discharge thresholds distribution ###
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plot_threshold_distribution(discharge_thresholds_for_penalty, "Discharge Thresholds")
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def plot_thresholds_per_day(thresholds: dict, title: str):
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# plot mean charge threshold per day (per penalty (other color))
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data_to_plot = []
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for penalty, values in discharge_thresholds_for_penalty.items():
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for value in values:
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data_to_plot.append({'Penalty': penalty, 'Value': value.item()})
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for date, values in thresholds.items():
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for penalty, value in values.items():
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mean_val = value.mean().item()
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std_val = value.std().item() # Calculate standard deviation
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data_to_plot.append({'Date': date, 'Penalty': penalty, 'Mean': mean_val, 'StdDev': std_val})
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print(f"Date: {date}, Penalty: {penalty}, Mean: {mean_val}, StdDev: {std_val}")
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df = pd.DataFrame(data_to_plot)
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palette = sns.color_palette("bright", len(discharge_thresholds.keys()))
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fig = sns.displot(data=df, x="Value", hue="Penalty", kind="kde", palette=palette)
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plt.title('Density of Charge Thresholds by Penalty')
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plt.xlabel('Charge Threshold')
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plt.ylabel('Density')
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plt.legend(title='Penalty')
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task.get_logger().report_matplotlib_figure(
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"Policy Results",
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"Discharge Thresholds",
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df["Date"] = pd.to_datetime(df["Date"])
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fig = px.line(
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df,
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x="Date",
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y="Mean",
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color="Penalty",
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title=title,
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labels={"Mean": "Threshold", "Date": "Date"},
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markers=True, # Adds markers to the lines
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hover_data=["Penalty"], # Adds additional hover information
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)
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fig.update_layout(
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width=1000, # Set the width of the figure
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height=600, # Set the height of the figure
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title_x=0.5, # Center the title horizontally
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)
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task.get_logger().report_plotly(
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"Thresholds per Day",
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title,
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iteration=0,
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figure=fig
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)
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plt.close()
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### Plot mean charge thresholds per day ###
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plot_thresholds_per_day(charge_thresholds, "Mean Charge Thresholds per Day")
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### Plot mean discharge thresholds per day ###
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plot_thresholds_per_day(discharge_thresholds, "Mean Discharge Thresholds per Day")
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# create dataframe with columns "name", "penalty", "profit", "cycles"
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@@ -33,68 +33,30 @@ class AutoRegressiveTrainer(Trainer):
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self.model.output_size = 1
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def debug_plots(self, task, train: bool, data_loader, sample_indices, epoch):
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num_samples = len(sample_indices)
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rows = num_samples # One row per sample since we only want one column
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# check if self has get_plot_error
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if hasattr(self, "get_plot_error"):
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cols = 2
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print("Using get_plot_error")
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else:
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cols = 1
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print("Using get_plot")
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fig = make_subplots(
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rows=rows,
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cols=cols,
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subplot_titles=[f"Sample {i+1}" for i in range(num_samples)],
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)
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for i, idx in enumerate(sample_indices):
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auto_regressive_output = self.auto_regressive(data_loader.dataset, [idx])
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for actual_idx, idx in sample_indices.items():
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auto_regressive_output = self.auto_regressive(data_loader.dataset, [idx]*1000)
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if len(auto_regressive_output) == 3:
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initial, predictions, target = auto_regressive_output
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else:
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initial, predictions, _, target = auto_regressive_output
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initial, _, predictions, target = auto_regressive_output
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initial = initial.squeeze(0)
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predictions = predictions.squeeze(0)
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target = target.squeeze(0)
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sub_fig = self.get_plot(initial, target, predictions, show_legend=(i == 0))
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# keep one initial
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initial = initial[0]
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target = target[0]
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row = i + 1
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col = 1
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predictions = predictions
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for trace in sub_fig.data:
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fig.add_trace(trace, row=row, col=col)
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fig = self.get_plot(initial, target, predictions, show_legend=(0 == 0))
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if cols == 2:
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error_sub_fig = self.get_plot_error(
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target, predictions
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)
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for trace in error_sub_fig.data:
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fig.add_trace(trace, row=row, col=col + 1)
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loss = self.criterion(
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predictions.to(self.device), target.to(self.device)
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).item()
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fig["layout"]["annotations"][i].update(
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text=f"{self.criterion.__class__.__name__}: {loss:.6f}"
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)
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# y axis same for all plots
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# fig.update_yaxes(range=[-1, 1], col=1)
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fig.update_layout(height=1000 * rows)
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task.get_logger().report_plotly(
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title=f"{'Training' if train else 'Test'} Samples",
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series="full_day",
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task.get_logger().report_matplotlib_figure(
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title="Training" if train else "Testing",
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series=f'Sample {actual_idx}',
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iteration=epoch,
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figure=fig,
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)
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def auto_regressive(self, data_loader, idx, sequence_length: int = 96):
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self.model.eval()
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target_full = []
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@@ -19,8 +19,6 @@ def sample_diffusion(model: DiffusionModel, n: int, inputs: torch.tensor, noise_
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alpha = 1. - beta
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alpha_hat = torch.cumprod(alpha, dim=0)
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# inputs: (num_features) -> (batch_size, num_features)
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# inputs: (time_steps, num_features) -> (batch_size, time_steps, num_features)
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if len(inputs.shape) == 2:
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inputs = inputs.repeat(n, 1)
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elif len(inputs.shape) == 3:
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@@ -42,17 +40,17 @@ def sample_diffusion(model: DiffusionModel, n: int, inputs: torch.tensor, noise_
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noise = torch.zeros_like(x)
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x = 1/torch.sqrt(_alpha) * (x-((1-_alpha) / (torch.sqrt(1 - _alpha_hat))) * predicted_noise) + torch.sqrt(_beta) * noise
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x = torch.clamp(x, -1.0, 1.0)
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return x
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class DiffusionTrainer:
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def __init__(self, model: nn.Module, data_processor: DataProcessor, device: torch.device):
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self.model = model
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self.device = device
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self.noise_steps = 20
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self.beta_start = 1e-4
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self.noise_steps = 30
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self.beta_start = 0.0001
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self.beta_end = 0.02
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self.ts_length = 96
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@@ -98,7 +96,16 @@ class DiffusionTrainer:
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else:
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loader = test_loader
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indices = np.random.randint(0, len(loader.dataset) - 1, size=num_samples)
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# set seed
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np.random.seed(42)
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actual_indices = np.random.choice(loader.dataset.full_day_valid_indices, num_samples, replace=False)
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indices = {}
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for i in actual_indices:
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indices[i] = loader.dataset.valid_indices.index(i)
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print(actual_indices)
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return indices
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def init_clearml_task(self, task):
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@@ -173,7 +180,7 @@ class DiffusionTrainer:
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def debug_plots(self, task, training: bool, data_loader, sample_indices, epoch):
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for i, idx in enumerate(sample_indices):
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for actual_idx, idx in sample_indices.items():
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features, target, _ = data_loader.dataset[idx]
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features = features.to(self.device)
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@@ -182,18 +189,21 @@ class DiffusionTrainer:
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self.model.eval()
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with torch.no_grad():
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samples = self.sample(self.model, 100, features).cpu().numpy()
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samples = self.data_processor.inverse_transform(samples)
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target = self.data_processor.inverse_transform(target)
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ci_99_upper = np.quantile(samples, 0.99, axis=0)
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ci_99_lower = np.quantile(samples, 0.01, axis=0)
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ci_99_upper = np.quantile(samples, 0.995, axis=0)
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ci_99_lower = np.quantile(samples, 0.005, axis=0)
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ci_95_upper = np.quantile(samples, 0.95, axis=0)
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ci_95_lower = np.quantile(samples, 0.05, axis=0)
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ci_95_upper = np.quantile(samples, 0.975, axis=0)
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ci_95_lower = np.quantile(samples, 0.025, axis=0)
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ci_90_upper = np.quantile(samples, 0.9, axis=0)
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ci_90_lower = np.quantile(samples, 0.1, axis=0)
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ci_90_upper = np.quantile(samples, 0.95, axis=0)
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ci_90_lower = np.quantile(samples, 0.05, axis=0)
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ci_50_lower = np.quantile(samples, 0.25, axis=0)
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ci_50_upper = np.quantile(samples, 0.75, axis=0)
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ci_50_upper = np.quantile(samples, 0.5, axis=0)
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ci_50_lower = np.quantile(samples, 0.5, axis=0)
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sns.set_theme()
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time_steps = np.arange(0, 96)
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@@ -219,7 +229,7 @@ class DiffusionTrainer:
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task.get_logger().report_matplotlib_figure(
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title="Training" if training else "Testing",
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series=f'Sample {i}',
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series=f'Sample {actual_idx}',
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iteration=epoch,
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figure=fig,
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)
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@@ -10,7 +10,9 @@ import plotly.graph_objects as go
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import numpy as np
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import matplotlib.pyplot as plt
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from scipy.interpolate import CubicSpline
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import matplotlib.pyplot as plt
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import seaborn as sns
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import matplotlib.patches as mpatches
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def sample_from_dist(quantiles, preds):
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if isinstance(preds, torch.Tensor):
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@@ -261,35 +263,35 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
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name="test_CRPS_from_samples_transformed", value=np.mean(crps_from_samples_metric)
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)
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def get_plot_error(
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self,
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next_day,
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predictions,
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):
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metric = PinballLoss(quantiles=self.quantiles)
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fig = go.Figure()
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# def get_plot_error(
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# self,
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# next_day,
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# predictions,
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# ):
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# metric = PinballLoss(quantiles=self.quantiles)
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# fig = go.Figure()
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next_day_np = next_day.view(-1).cpu().numpy()
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predictions_np = predictions.cpu().numpy()
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# next_day_np = next_day.view(-1).cpu().numpy()
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# predictions_np = predictions.cpu().numpy()
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if True:
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next_day_np = self.data_processor.inverse_transform(next_day_np)
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predictions_np = self.data_processor.inverse_transform(predictions_np)
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# if True:
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# next_day_np = self.data_processor.inverse_transform(next_day_np)
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# predictions_np = self.data_processor.inverse_transform(predictions_np)
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# for each time step, calculate the error using the metric
|
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errors = []
|
||||
for i in range(96):
|
||||
# # for each time step, calculate the error using the metric
|
||||
# errors = []
|
||||
# for i in range(96):
|
||||
|
||||
target_tensor = torch.tensor(next_day_np[i]).unsqueeze(0)
|
||||
prediction_tensor = torch.tensor(predictions_np[i]).unsqueeze(0)
|
||||
# target_tensor = torch.tensor(next_day_np[i]).unsqueeze(0)
|
||||
# prediction_tensor = torch.tensor(predictions_np[i]).unsqueeze(0)
|
||||
|
||||
errors.append(metric(prediction_tensor, target_tensor))
|
||||
# errors.append(metric(prediction_tensor, target_tensor))
|
||||
|
||||
# plot the error
|
||||
fig.add_trace(go.Scatter(x=np.arange(96), y=errors, name=metric.__class__.__name__))
|
||||
fig.update_layout(title=f"Error of {metric.__class__.__name__} for each time step")
|
||||
# # plot the error
|
||||
# fig.add_trace(go.Scatter(x=np.arange(96), y=errors, name=metric.__class__.__name__))
|
||||
# fig.update_layout(title=f"Error of {metric.__class__.__name__} for each time step")
|
||||
|
||||
return fig
|
||||
# return fig
|
||||
|
||||
|
||||
def get_plot(
|
||||
@@ -312,26 +314,59 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
|
||||
next_day_np = self.data_processor.inverse_transform(next_day_np)
|
||||
predictions_np = self.data_processor.inverse_transform(predictions_np)
|
||||
|
||||
ci_99_upper = np.quantile(predictions_np, 0.995, axis=0)
|
||||
ci_99_lower = np.quantile(predictions_np, 0.005, axis=0)
|
||||
|
||||
ci_95_upper = np.quantile(predictions_np, 0.975, axis=0)
|
||||
ci_95_lower = np.quantile(predictions_np, 0.025, axis=0)
|
||||
|
||||
ci_90_upper = np.quantile(predictions_np, 0.95, axis=0)
|
||||
ci_90_lower = np.quantile(predictions_np, 0.05, axis=0)
|
||||
|
||||
ci_50_lower = np.quantile(predictions_np, 0.25, axis=0)
|
||||
ci_50_upper = np.quantile(predictions_np, 0.75, axis=0)
|
||||
|
||||
# Add traces for current and next day
|
||||
fig.add_trace(go.Scatter(x=np.arange(96), y=current_day_np, name="Current Day"))
|
||||
fig.add_trace(go.Scatter(x=96 + np.arange(96), y=next_day_np, name="Next Day"))
|
||||
# fig.add_trace(go.Scatter(x=np.arange(96), y=current_day_np, name="Current Day"))
|
||||
# fig.add_trace(go.Scatter(x=96 + np.arange(96), y=next_day_np, name="Next Day"))
|
||||
|
||||
for i, q in enumerate(self.quantiles):
|
||||
fig.add_trace(
|
||||
go.Scatter(
|
||||
x=96 + np.arange(96),
|
||||
y=predictions_np[:, i],
|
||||
name=f"Prediction (Q={q})",
|
||||
line=dict(dash="dash"),
|
||||
)
|
||||
)
|
||||
# for i, q in enumerate(self.quantiles):
|
||||
# fig.add_trace(
|
||||
# go.Scatter(
|
||||
# x=96 + np.arange(96),
|
||||
# y=predictions_np[:, i],
|
||||
# name=f"Prediction (Q={q})",
|
||||
# line=dict(dash="dash"),
|
||||
# )
|
||||
# )
|
||||
|
||||
# Update the layout
|
||||
fig.update_layout(
|
||||
title="Predictions and Quantiles of the Linear Model",
|
||||
showlegend=show_legend,
|
||||
)
|
||||
# # Update the layout
|
||||
# fig.update_layout(
|
||||
# title="Predictions and Quantiles of the Linear Model",
|
||||
# showlegend=show_legend,
|
||||
# )
|
||||
|
||||
sns.set_theme()
|
||||
time_steps = np.arange(0, 96)
|
||||
|
||||
fig, ax = plt.subplots(figsize=(20, 10))
|
||||
ax.plot(time_steps, predictions_np.mean(axis=0), label="Mean of NRV samples", linewidth=3)
|
||||
# ax.fill_between(time_steps, ci_lower, ci_upper, color='b', alpha=0.2, label='Full Interval')
|
||||
|
||||
ax.fill_between(time_steps, ci_99_lower, ci_99_upper, color='b', alpha=0.2, label='99% Interval')
|
||||
ax.fill_between(time_steps, ci_95_lower, ci_95_upper, color='b', alpha=0.2, label='95% Interval')
|
||||
ax.fill_between(time_steps, ci_90_lower, ci_90_upper, color='b', alpha=0.2, label='90% Interval')
|
||||
ax.fill_between(time_steps, ci_50_lower, ci_50_upper, color='b', alpha=0.2, label='50% Interval')
|
||||
|
||||
ax.plot(next_day_np, label="Real NRV", linewidth=3)
|
||||
# full_interval_patch = mpatches.Patch(color='b', alpha=0.2, label='Full Interval')
|
||||
ci_99_patch = mpatches.Patch(color='b', alpha=0.3, label='99% Interval')
|
||||
ci_95_patch = mpatches.Patch(color='b', alpha=0.4, label='95% Interval')
|
||||
ci_90_patch = mpatches.Patch(color='b', alpha=0.5, label='90% Interval')
|
||||
ci_50_patch = mpatches.Patch(color='b', alpha=0.6, label='50% Interval')
|
||||
|
||||
|
||||
ax.legend(handles=[ci_99_patch, ci_95_patch, ci_90_patch, ci_50_patch, ax.lines[0], ax.lines[1]])
|
||||
return fig
|
||||
|
||||
def auto_regressive(self, dataset, idx_batch, sequence_length: int = 96):
|
||||
|
||||
@@ -86,7 +86,7 @@ class Trainer:
|
||||
|
||||
def random_samples(self, train: bool = True, num_samples: int = 10):
|
||||
train_loader, test_loader = self.data_processor.get_dataloaders(
|
||||
predict_sequence_length=self.model.output_size
|
||||
predict_sequence_length=96
|
||||
)
|
||||
|
||||
if train:
|
||||
@@ -94,7 +94,14 @@ class Trainer:
|
||||
else:
|
||||
loader = test_loader
|
||||
|
||||
indices = np.random.randint(0, len(loader.dataset) - 1, size=num_samples)
|
||||
np.random.seed(42)
|
||||
actual_indices = np.random.choice(loader.dataset.full_day_valid_indices, num_samples, replace=False)
|
||||
indices = {}
|
||||
for i in actual_indices:
|
||||
indices[i] = loader.dataset.valid_indices.index(i)
|
||||
|
||||
print(actual_indices)
|
||||
|
||||
return indices
|
||||
|
||||
def train(self, epochs: int, remotely: bool = False, task: Task = None):
|
||||
@@ -107,8 +114,8 @@ class Trainer:
|
||||
predict_sequence_length=self.model.output_size
|
||||
)
|
||||
|
||||
train_samples = self.random_samples(train=True)
|
||||
test_samples = self.random_samples(train=False)
|
||||
train_samples = self.random_samples(train=True, num_samples=5)
|
||||
test_samples = self.random_samples(train=False, num_samples=5)
|
||||
|
||||
self.init_clearml_task(task)
|
||||
|
||||
|
||||
@@ -38,7 +38,7 @@ data_config.NOMINAL_NET_POSITION = True
|
||||
data_config = task.connect(data_config, name="data_features")
|
||||
|
||||
data_processor = DataProcessor(data_config, path="", lstm=False)
|
||||
data_processor.set_batch_size(128)
|
||||
data_processor.set_batch_size(64)
|
||||
data_processor.set_full_day_skip(True)
|
||||
|
||||
inputDim = data_processor.get_input_size()
|
||||
@@ -47,15 +47,15 @@ print("Input dim: ", inputDim)
|
||||
model_parameters = {
|
||||
"epochs": 5000,
|
||||
"learning_rate": 0.0001,
|
||||
"hidden_sizes": [512, 512, 512],
|
||||
"time_dim": 64,
|
||||
"hidden_sizes": [128, 128],
|
||||
"time_dim": 8,
|
||||
}
|
||||
|
||||
model_parameters = task.connect(model_parameters, name="model_parameters")
|
||||
|
||||
#### Model ####
|
||||
# model = SimpleDiffusionModel(96, model_parameters["hidden_sizes"], other_inputs_dim=inputDim[1], time_dim=model_parameters["time_dim"])
|
||||
model = GRUDiffusionModel(96, model_parameters["hidden_sizes"], other_inputs_dim=inputDim[2], time_dim=model_parameters["time_dim"], gru_hidden_size=256)
|
||||
model = SimpleDiffusionModel(96, model_parameters["hidden_sizes"], other_inputs_dim=inputDim[1], time_dim=model_parameters["time_dim"])
|
||||
# model = GRUDiffusionModel(96, model_parameters["hidden_sizes"], other_inputs_dim=inputDim[2], time_dim=model_parameters["time_dim"], gru_hidden_size=128)
|
||||
|
||||
print("Starting training ...")
|
||||
|
||||
|
||||
Reference in New Issue
Block a user