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3 Commits

Author SHA1 Message Date
Victor Mylle
2b22b6935e Merge branch 'February-Report' into main 2024-02-19 15:49:15 +01:00
Victor Mylle
174a82fab2 Plots to compare between quantile regression and diffusion 2024-02-18 19:21:59 +01:00
Victor Mylle
bd250a664b Fixed diffusion confidence interval plot 2024-02-18 16:01:18 +01:00
7 changed files with 210 additions and 168 deletions

View File

@@ -25,12 +25,19 @@ class NrvDataset(Dataset):
self.sequence_length = sequence_length
self.predict_sequence_length = predict_sequence_length
self.samples_to_skip = self.skip_samples(dataframe=dataframe)
self.samples_to_skip = self.skip_samples(dataframe=dataframe, full_day_skip=self.full_day_skip)
total_indices = set(
range(len(dataframe) - self.sequence_length - self.predict_sequence_length)
)
self.valid_indices = sorted(list(total_indices - set(self.samples_to_skip)))
# full day indices
full_day_skipped_samples = self.skip_samples(dataframe=dataframe, full_day_skip=True)
full_day_total_indices = set(
range(len(dataframe) - self.sequence_length - self.predict_sequence_length)
)
self.full_day_valid_indices = sorted(list(full_day_total_indices - set(full_day_skipped_samples)))
self.history_features = []
if self.data_config.LOAD_HISTORY:
self.history_features.append("total_load")
@@ -73,7 +80,7 @@ class NrvDataset(Dataset):
self.history_features, self.forecast_features = self.preprocess_data(dataframe)
def skip_samples(self, dataframe):
def skip_samples(self, dataframe, full_day_skip):
nan_rows = dataframe[dataframe.isnull().any(axis=1)]
nan_indices = nan_rows.index
skip_indices = [
@@ -91,7 +98,7 @@ 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:
if full_day_skip:
start_of_day_indices = dataframe[
dataframe["datetime"].dt.time != pd.Timestamp("00:00:00").time()
].index

View File

@@ -8,7 +8,8 @@ import pandas as pd
import datetime
from tqdm import tqdm
from src.utils.imbalance_price_calculator import ImbalancePriceCalculator
import time
import seaborn as sns
import matplotlib.pyplot as plt
import plotly.express as px
### import functions ###
@@ -16,7 +17,7 @@ from src.trainers.quantile_trainer import auto_regressive as quantile_auto_regre
from src.trainers.diffusion_trainer import sample_diffusion
from src.utils.clearml import ClearMLHelper
# argparse to parse task id and model type
### Arguments ###
parser = argparse.ArgumentParser()
parser.add_argument('--task_id', type=str, default=None)
parser.add_argument('--model_type', type=str, default=None)
@@ -27,6 +28,7 @@ assert args.task_id is not None, "Please specify task id"
assert args.model_type is not None, "Please specify model type"
assert args.model_name is not None, "Please specify model name"
### Baseline Policy ###
battery = Battery(2, 1)
baseline_policy = BaselinePolicy(battery, data_path="")
@@ -163,20 +165,17 @@ def get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc,
return predicted_nrv_profits_cycles, baseline_profits_cycles, _charge_thresholds, _discharge_thresholds
def next_day_test_set(model, data_processor, test_loader, ipc, predict_NRV: callable):
penalties = [0, 10, 50, 150, 300, 500, 600, 800, 1000, 1500, 2000, 2500]
penalties = [0, 50, 250, 500, 1000, 1500]
predicted_nrv_profits_cycles = {i: [0, 0] for i in penalties}
baseline_profits_cycles = {i: [0, 0] for i in penalties}
charge_thresholds = {}
discharge_thresholds = {}
# get all dates in test set
dates = baseline_policy.test_data["DateTime"].dt.date.unique()
# dates back to datetime
dates = pd.to_datetime(dates)
for date in tqdm(dates[:10]):
for date in tqdm(dates):
try:
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)
@@ -191,8 +190,7 @@ def next_day_test_set(model, data_processor, test_loader, ipc, predict_NRV: call
baseline_profits_cycles[penalty][1] += new_baseline_profits_cycles[penalty][1]
except Exception as e:
# print(f"Error for date {date}")
raise e
print(f"Error for date {date}")
return predicted_nrv_profits_cycles, baseline_profits_cycles, charge_thresholds, discharge_thresholds
@@ -222,9 +220,6 @@ def main():
# 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
# 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)
import seaborn as sns
import matplotlib.pyplot as plt
charge_thresholds_for_penalty = {}
for d in charge_thresholds.values():
for penalty, thresholds in d.items():
@@ -239,47 +234,73 @@ def main():
discharge_thresholds_for_penalty[penalty] = []
discharge_thresholds_for_penalty[penalty].extend(thresholds)
def plot_threshold_distribution(thresholds: dict, title: str):
data_to_plot = []
for penalty, values in thresholds.items():
for value in values:
data_to_plot.append({'Penalty': penalty, 'Value': value.item()})
df = pd.DataFrame(data_to_plot)
palette = sns.color_palette("bright", len(thresholds.keys()))
fig = sns.displot(data=df, x="Value", hue="Penalty", kind="kde", palette=palette)
plt.title('Density of Charge Thresholds by Penalty')
plt.xlabel('Charge Threshold')
plt.ylabel('Density')
plt.legend(title='Penalty')
task.get_logger().report_matplotlib_figure(
"Policy Results",
title,
iteration=0,
figure=fig
)
plt.close()
### Plot charge thresholds distribution ###
data_to_plot = []
for penalty, values in charge_thresholds_for_penalty.items():
for value in values:
data_to_plot.append({'Penalty': penalty, 'Value': value.item()})
df = pd.DataFrame(data_to_plot)
print(df.head())
palette = sns.color_palette("bright", len(charge_thresholds.keys()))
fig = sns.displot(data=df, x="Value", hue="Penalty", kind="kde", palette=palette)
plt.title('Density of Charge Thresholds by Penalty')
plt.xlabel('Charge Threshold')
plt.ylabel('Density')
plt.legend(title='Penalty')
task.get_logger().report_matplotlib_figure(
"Policy Results",
"Charge Thresholds",
iteration=0,
figure=fig
)
plt.close()
plot_threshold_distribution(charge_thresholds_for_penalty, "Charge Thresholds")
### Plot discharge thresholds distribution ###
data_to_plot = []
for penalty, values in discharge_thresholds_for_penalty.items():
for value in values:
data_to_plot.append({'Penalty': penalty, 'Value': value.item()})
df = pd.DataFrame(data_to_plot)
palette = sns.color_palette("bright", len(discharge_thresholds.keys()))
fig = sns.displot(data=df, x="Value", hue="Penalty", kind="kde", palette=palette)
plt.title('Density of Charge Thresholds by Penalty')
plt.xlabel('Charge Threshold')
plt.ylabel('Density')
plt.legend(title='Penalty')
task.get_logger().report_matplotlib_figure(
"Policy Results",
"Discharge Thresholds",
iteration=0,
figure=fig
)
plt.close()
plot_threshold_distribution(discharge_thresholds_for_penalty, "Discharge Thresholds")
def plot_thresholds_per_day(thresholds: dict, title: str):
# plot mean charge threshold per day (per penalty (other color))
data_to_plot = []
for date, values in thresholds.items():
for penalty, value in values.items():
mean_val = value.mean().item()
std_val = value.std().item() # Calculate standard deviation
data_to_plot.append({'Date': date, 'Penalty': penalty, 'Mean': mean_val, 'StdDev': std_val})
print(f"Date: {date}, Penalty: {penalty}, Mean: {mean_val}, StdDev: {std_val}")
df = pd.DataFrame(data_to_plot)
df["Date"] = pd.to_datetime(df["Date"])
fig = px.line(
df,
x="Date",
y="Mean",
color="Penalty",
title=title,
labels={"Mean": "Threshold", "Date": "Date"},
markers=True, # Adds markers to the lines
hover_data=["Penalty"], # Adds additional hover information
)
fig.update_layout(
width=1000, # Set the width of the figure
height=600, # Set the height of the figure
title_x=0.5, # Center the title horizontally
)
task.get_logger().report_plotly(
"Thresholds per Day",
title,
iteration=0,
figure=fig
)
### Plot mean charge thresholds per day ###
plot_thresholds_per_day(charge_thresholds, "Mean Charge Thresholds per Day")
### Plot mean discharge thresholds per day ###
plot_thresholds_per_day(discharge_thresholds, "Mean Discharge Thresholds per Day")
# create dataframe with columns "name", "penalty", "profit", "cycles"

View File

@@ -33,67 +33,29 @@ class AutoRegressiveTrainer(Trainer):
self.model.output_size = 1
def debug_plots(self, task, train: bool, data_loader, sample_indices, epoch):
num_samples = len(sample_indices)
rows = num_samples # One row per sample since we only want one column
# check if self has get_plot_error
if hasattr(self, "get_plot_error"):
cols = 2
print("Using get_plot_error")
else:
cols = 1
print("Using get_plot")
fig = make_subplots(
rows=rows,
cols=cols,
subplot_titles=[f"Sample {i+1}" for i in range(num_samples)],
)
for i, idx in enumerate(sample_indices):
auto_regressive_output = self.auto_regressive(data_loader.dataset, [idx])
for actual_idx, idx in sample_indices.items():
auto_regressive_output = self.auto_regressive(data_loader.dataset, [idx]*1000)
if len(auto_regressive_output) == 3:
initial, predictions, target = auto_regressive_output
else:
initial, predictions, _, target = auto_regressive_output
initial, _, predictions, target = auto_regressive_output
initial = initial.squeeze(0)
predictions = predictions.squeeze(0)
target = target.squeeze(0)
sub_fig = self.get_plot(initial, target, predictions, show_legend=(i == 0))
# keep one initial
initial = initial[0]
target = target[0]
row = i + 1
col = 1
predictions = predictions
for trace in sub_fig.data:
fig.add_trace(trace, row=row, col=col)
fig = self.get_plot(initial, target, predictions, show_legend=(0 == 0))
if cols == 2:
error_sub_fig = self.get_plot_error(
target, predictions
)
for trace in error_sub_fig.data:
fig.add_trace(trace, row=row, col=col + 1)
loss = self.criterion(
predictions.to(self.device), target.to(self.device)
).item()
fig["layout"]["annotations"][i].update(
text=f"{self.criterion.__class__.__name__}: {loss:.6f}"
task.get_logger().report_matplotlib_figure(
title="Training" if train else "Testing",
series=f'Sample {actual_idx}',
iteration=epoch,
figure=fig,
)
# y axis same for all plots
# fig.update_yaxes(range=[-1, 1], col=1)
fig.update_layout(height=1000 * rows)
task.get_logger().report_plotly(
title=f"{'Training' if train else 'Test'} Samples",
series="full_day",
iteration=epoch,
figure=fig,
)
def auto_regressive(self, data_loader, idx, sequence_length: int = 96):
self.model.eval()

View File

@@ -19,8 +19,6 @@ def sample_diffusion(model: DiffusionModel, n: int, inputs: torch.tensor, noise_
alpha = 1. - beta
alpha_hat = torch.cumprod(alpha, dim=0)
# inputs: (num_features) -> (batch_size, num_features)
# inputs: (time_steps, num_features) -> (batch_size, time_steps, num_features)
if len(inputs.shape) == 2:
inputs = inputs.repeat(n, 1)
elif len(inputs.shape) == 3:
@@ -42,17 +40,17 @@ def sample_diffusion(model: DiffusionModel, n: int, inputs: torch.tensor, noise_
noise = torch.zeros_like(x)
x = 1/torch.sqrt(_alpha) * (x-((1-_alpha) / (torch.sqrt(1 - _alpha_hat))) * predicted_noise) + torch.sqrt(_beta) * noise
x = torch.clamp(x, -1.0, 1.0)
return x
class DiffusionTrainer:
def __init__(self, model: nn.Module, data_processor: DataProcessor, device: torch.device):
self.model = model
self.device = device
self.noise_steps = 20
self.beta_start = 1e-4
self.noise_steps = 30
self.beta_start = 0.0001
self.beta_end = 0.02
self.ts_length = 96
@@ -98,7 +96,16 @@ class DiffusionTrainer:
else:
loader = test_loader
indices = np.random.randint(0, len(loader.dataset) - 1, size=num_samples)
# set seed
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 init_clearml_task(self, task):
@@ -173,7 +180,7 @@ class DiffusionTrainer:
def debug_plots(self, task, training: bool, data_loader, sample_indices, epoch):
for i, idx in enumerate(sample_indices):
for actual_idx, idx in sample_indices.items():
features, target, _ = data_loader.dataset[idx]
features = features.to(self.device)
@@ -182,18 +189,21 @@ class DiffusionTrainer:
self.model.eval()
with torch.no_grad():
samples = self.sample(self.model, 100, features).cpu().numpy()
samples = self.data_processor.inverse_transform(samples)
target = self.data_processor.inverse_transform(target)
ci_99_upper = np.quantile(samples, 0.99, axis=0)
ci_99_lower = np.quantile(samples, 0.01, axis=0)
ci_99_upper = np.quantile(samples, 0.995, axis=0)
ci_99_lower = np.quantile(samples, 0.005, axis=0)
ci_95_upper = np.quantile(samples, 0.95, axis=0)
ci_95_lower = np.quantile(samples, 0.05, axis=0)
ci_95_upper = np.quantile(samples, 0.975, axis=0)
ci_95_lower = np.quantile(samples, 0.025, axis=0)
ci_90_upper = np.quantile(samples, 0.9, axis=0)
ci_90_lower = np.quantile(samples, 0.1, axis=0)
ci_90_upper = np.quantile(samples, 0.95, axis=0)
ci_90_lower = np.quantile(samples, 0.05, axis=0)
ci_50_lower = np.quantile(samples, 0.25, axis=0)
ci_50_upper = np.quantile(samples, 0.75, axis=0)
ci_50_upper = np.quantile(samples, 0.5, axis=0)
ci_50_lower = np.quantile(samples, 0.5, axis=0)
sns.set_theme()
time_steps = np.arange(0, 96)
@@ -219,7 +229,7 @@ class DiffusionTrainer:
task.get_logger().report_matplotlib_figure(
title="Training" if training else "Testing",
series=f'Sample {i}',
series=f'Sample {actual_idx}',
iteration=epoch,
figure=fig,
)

View File

@@ -10,7 +10,9 @@ import plotly.graph_objects as go
import numpy as np
import matplotlib.pyplot as plt
from scipy.interpolate import CubicSpline
import matplotlib.pyplot as plt
import seaborn as sns
import matplotlib.patches as mpatches
def sample_from_dist(quantiles, preds):
if isinstance(preds, torch.Tensor):
@@ -261,35 +263,35 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
name="test_CRPS_from_samples_transformed", value=np.mean(crps_from_samples_metric)
)
def get_plot_error(
self,
next_day,
predictions,
):
metric = PinballLoss(quantiles=self.quantiles)
fig = go.Figure()
# def get_plot_error(
# self,
# next_day,
# predictions,
# ):
# metric = PinballLoss(quantiles=self.quantiles)
# fig = go.Figure()
next_day_np = next_day.view(-1).cpu().numpy()
predictions_np = predictions.cpu().numpy()
# next_day_np = next_day.view(-1).cpu().numpy()
# predictions_np = predictions.cpu().numpy()
if True:
next_day_np = self.data_processor.inverse_transform(next_day_np)
predictions_np = self.data_processor.inverse_transform(predictions_np)
# if True:
# next_day_np = self.data_processor.inverse_transform(next_day_np)
# predictions_np = self.data_processor.inverse_transform(predictions_np)
# for each time step, calculate the error using the metric
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):

View File

@@ -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)

View File

@@ -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 ...")