Compare commits

17 Commits

Author SHA1 Message Date
be38536758 Adding baseline policy evaluator 2024-02-26 16:26:03 +01:00
f1b54df2c9 Policy evaluation during training 2024-02-25 22:13:00 +01:00
Victor Mylle
90751866a4 Fixed git lfs issue 2024-02-22 16:52:03 +01:00
Victor Mylle
4ad3336b98 Set training script to execute remotely 2024-02-21 18:13:51 +01:00
Victor Mylle
f8823f7efa Autoregressive Quantile Training with Policy evaluation 2024-02-21 18:11:38 +01:00
Victor Mylle
2b22b6935e Merge branch 'February-Report' into main 2024-02-19 15:49:15 +01:00
Victor Mylle
b3f05f386f Finished intermediate february report + next steps from meeting 2024-02-19 15:48:45 +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
Victor Mylle
76a597af28 Started February Report 2024-02-17 17:53:07 +01:00
Victor Mylle
7bd0476085 Added plots thresholds densities 2024-02-14 18:12:11 +00:00
Victor Mylle
d10f8a5ff6 Clamping diffusion output 2024-02-12 09:54:56 +00:00
Victor Mylle
77be7371df Track large files with Git LFS 2024-02-05 16:22:22 +00:00
Victor Mylle
acaad2710a Changed steps in diffusion model 2024-01-20 09:44:14 +00:00
Victor Mylle
c6fa17fa40 Fixed sampling for GRU and reduced batch size 2024-01-19 00:10:12 +00:00
Victor Mylle
e8e53ab185 Updated training script for GRU model 2024-01-18 23:21:57 +00:00
Victor Mylle
32de50b87e Added GRU diffusion model 2024-01-18 23:21:01 +00:00
35 changed files with 5267 additions and 2456 deletions

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FROM pytorch/pytorch:2.0.1-cuda11.7-cudnn8-runtime
FROM pytorch/pytorch:1.13.1-cuda11.6-cudnn8-devel
#FROM getkeops/keops-full:2.1-geomloss0.2.5-cuda11.8-pytorch2.0.0-python3.10
# FROM pytorch/pytorch:2.1.0-cuda11.8-cudnn8-devel
RUN apt-get update
RUN apt-get install -y git
RUN apt-get install texlive-latex-base texlive-fonts-recommended texlive-fonts-extra texlive-bibtex-extra
COPY requirements.txt /tmp/requirements.txt

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% Optional: margins and spacing
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\thesubtitle{February Intermediate Report}
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\thetitle{Forecasting and generative modeling of the Belgian electricity market}
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Victor Mylle
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Promotors:
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prof. dr. ir. Chris Develder \\
prof. Bert Claessens
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\\\\
Supervisor:
\begin{tabular}[t]{l}
Jonas Van Gompel
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% The last (bottom) infobox at bottom of titlepage
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% =====================================================================
% Cover
% =====================================================================
% ------------ TITLE PAGE ---------
\maketitle
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% =====================================================================
% Front matter
% =====================================================================
% ------------ TABLE OF CONTENTS ---------
% {\hypersetup{hidelinks}\tableofcontents} % hide link color in toc
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% \begin{titlepage}
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% % Logo or Image (Optional)
% % \includegraphics[width=0.5\textwidth]{path_to_logo.jpg}
% \vspace*{2cm} % Add vertical space
% {\large Title: Forecasting and generative modeling of the Belgian electricity market\par}
% \vspace{2cm}
% {\Large Victor Mylle\par}
% \vspace{1cm}
% {\large Period of Internship: 3 July 2023 - 31 August 2023\par}
% \vspace{1cm}
% {\large Mentor: dr. ir. Femke De Backere\par}
% {\large TechWolf supervisor: ir. Jens-Joris Decorte}
% \end{titlepage}
\newpage
\section{Intermediate Results}
\subsection{Net Regulation Volume Modeling}
Using a generative model, we try to predict the NRV for the next day. The model is trained on historical data and uses multiple input features to model the NRV. The data for the input features can all be downloaded from \href{https://www.elia.be/en/grid-data/open-data}{Elia Open Data}.
\subsubsection{Input Features}
The generative model uses multiple input features to predict the NRV.
\begin{itemize}[noitemsep]
\item NRV History (NRV of yesterday)
\item Load Forecast (Forecasted load of tomorrow)
\item Load History (Load of yesterday)
\item Wind Forecast (Forecasted wind of tomorrow)
\item Wind History (Wind of yesterday)
\item Implicit net position (Nominal net position of tomorrow)
\item Time features (Day of the week + quarter of the day)
\item Photovoltaic Forecast\textsuperscript{*}
\item Photovoltaic History\textsuperscript{*}
\end{itemize}
\textsuperscript{*} These features are not used currently, the data was not available. These features can easily be added without changing any code.
\subsubsection{Models}
In the intermediate report of November, baselines were discussed. Now, other more advanced models are used. Samples must be generated using the model, this means the model can't just output one value but a distribution is needed. Quantile Regression can be used for this task. The model then outputs the values of multiple quantiles. For example, the model outputs the value for which 10\% of the data is lower, the value for which 50\% of the data is lower, etc. This way, the model outputs a distribution which can be used to sample from. The NRV predicitons are done in a quarter-hourly resolution. To predict the NRV for the next day, 96 values need to be sampled. This can be done in an autoregressive manner. The model outputs the quantiles for the first quarter-hour, a sample is drawn from this distribution and this sample is used as input for the next quarter-hour. This process is repeated 96 times.
\begin{table}[h]
\centering
\begin{tabular}{lcc}
\hline
\textbf{Model} & \textbf{test\_L1Loss} & \textbf{test\_CRPSLoss} \\
\hline
Linear Model & 101.639 & 68.485 \\
Non Linear Model & 102.031 & 68.968 \\
LSTM/GRU Model & 104.261 & 66.052 \\
\hline
\end{tabular}
\caption{Performance of Autoregressive Models}
\label{tab:general_models}
\end{table}
At the moment, I am experimenting with a diffusion model to generatively model the NRV but more research and expermimenting needs to be done.
\subsubsection{Charging Policy}
Using the predicted NRV, a policy can be implemented to charge and discharge a battery. The goal of the policy is to maximize the profit made by selling the stored electricity. A simple policy is implemented to charge and discharge the battery based on 2 thresholds determined by the predicted NRV. The policy is evaluated on historical data and the profit is calculated. To determine the charge and discharge threshold, 1000 full NRV predictions are done for the next day and for each of these predicitions, the thresholds are determined. Next, the mean of these thresholds is used as the final threshold.
\begin{table}[h]
\centering
\begin{tabular}{lccc}
\hline
\textbf{Policy} & \textbf{Total Profit (€)} & \textbf{Charge Cycles} \\
\hline
Baseline (charge: €150, discharge: €175) & 251,202.59 & 725 \\
Baseline (yesterday imbalance price) & 342,980.09 & 903 \\
GRU Predicted NRV (mean thresholds) & 339,846.91 & 842 \\
Diffusion Predicted NRV (mean thresholds) & 338,168.03 & 886 \\
\hline
\end{tabular}
\caption{Comparison of Energy Storage Policies Using Predicted NRV. Battery of 2MWh with 1MW charge/discharge power. Evaluated on data from 01-01-2023 until 08-10-2023.}
\label{table:energy_storage_policies}
\end{table}
The recommended charge cycles for a battery is <400 cycles per year. The policy also needs to take this into account. A penalty parameter can be introduced and determined so that the policy is penalized for every charge cycle above 400. The policy can then be optimized using this penalty parameter. I am currenlty experimenting with this.
\newpage
\section{Schedule next months}
\begin{itemize}
\item Baselines with penalties for charge cycles above 400
\item Better visualizations of the policy profit results.
\item Case studies of days with extreme thresholds
\item Finetuning of models and hyperparametres based on model errors and profits of the policy
\item Ablation study of input features
\item Experiment further with diffusion models
\item During the experimenting, I will write my thesis and update the results and conclusions chapters.
\end{itemize}
\end{document}

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@@ -144,5 +144,61 @@ Test data: 01-01-2023 until 08-102023
- [x] Profit penalty parameter als over charge cycles voor een dag -> parameter bepalen op training data (convex probleem) (< 400 charge cycles per jaar) (over een dag kijken hoeveel charge cycles -> profit - penalty * charge cycles erover, (misschien belonen als eronder charge cycles))
- [ ] Meer verschil bekijken tussen GRU en diffusion
- [ ] Andere lagen voor diffusion model (GRU, kijken naar TSDiff)
- [x] Policies met andere modellen (Linear, Non Linear)
- [ ] (In Progress) Andere lagen voor diffusion model (GRU, kijken naar TSDiff)
- [x] Policies met andere modellen (Linear, Non Linear)
- [ ] Visualize the policies over the whole testr set -> thresholds plotten voor elke dag (elke policy) -> mss distribution om overzichtelijk te houden (mean and std)
- [ ] Probleem met diffusion model (activation function? waarom direct grote waardes?)
- [ ] Autoregressive confidence problem -> Quantiles zelf uit elkaar halen (helpt dit?)
- [ ] time steps reducing for diffusion model (UNet activation functions?)
- [ ] (State space model? S4)
TODO:
- [x] diffusion model oefening generative models vragen -> geen lab hierop
- [ ] Non autoregressive models policy testen (Non Linear eerst) -> als dit al slect, niet verder kijken, wel vermelden
- [ ] Policy in test set -> over charge cycles (stop trading electricity)
- [ ] penalty bepalen op training data
- [ ] cycles en profit herschalen naar per jaar
baseline -> NRV van gisteren gebruiken om thresholds te bepalen voor vandaag
andere policies -> NRV van vandaag voorspellen met model en thresholds bepalen voor vandaag
Eerste baseline -> thresholds bepalen op training data maar ook stoppen als 400 cycles (herschalen) per jaar bereikt zijn -> thresholds zouden anders moeten zijn (Ook met penalty parameter)
-> deze toepassen op test set (ook stoppen als 400/jaar bereikt zijn)
Visualizatie van thresholds over test set voor baselines en complexere modellen -> zonder penalties tonen
1 a 2 Case studies (extreme gevallen, thresholds 150, -5, normale mss)
- Generatie van NRV (echte NRV)
- Thresholds die eruit komen
- Profit en charge cycles
Policy volledig fixen en later training script met policy direct erachter (tijdens schrijven door laten runnen)
1) Policy
2) Finetuning van modellen (+ vergelijken met elkaar opbv profit en error)
3) Ablation Study (input features weghalen en kijken wat er gebeurt)
( 4) Diffusion tussendoor )
Inleiding +
Literatuurstudie +
Tabellen die we gaan bespreken -> updaten met nieuwe data dan
Nog eens 3e meeting opbrengen voor 2e deel maart.

View File

@@ -11,6 +11,4 @@ clearml
properscoring
nbconvert
torchinfo
tabulate
einops
opt_einsum
tabulate

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

@@ -45,3 +45,53 @@ class SimpleDiffusionModel(DiffusionModel):
self.layers.append(nn.ReLU())
self.layers.append(nn.Linear(hidden_sizes[-1] + time_dim + other_inputs_dim, input_size))
class GRUDiffusionModel(DiffusionModel):
def __init__(self, input_size: int, hidden_sizes: list, other_inputs_dim: int, gru_hidden_size: int, time_dim: int = 64):
super(GRUDiffusionModel, self).__init__(time_dim)
self.other_inputs_dim = other_inputs_dim
self.gru_hidden_size = gru_hidden_size
# GRU layer
self.gru = nn.GRU(input_size=input_size + time_dim + other_inputs_dim,
hidden_size=gru_hidden_size,
num_layers=3,
batch_first=True)
# Fully connected layers after GRU
self.fc_layers = nn.ModuleList()
prev_size = gru_hidden_size
for hidden_size in hidden_sizes:
self.fc_layers.append(nn.Linear(prev_size, hidden_size))
self.fc_layers.append(nn.ReLU())
prev_size = hidden_size
# Final output layer
self.fc_layers.append(nn.Linear(prev_size, input_size))
def forward(self, x, t, inputs):
batch_size, seq_len = x.shape
x = x.unsqueeze(-1).repeat(1, 1, seq_len)
# Positional encoding for each time step
t = t.unsqueeze(-1).type(torch.float)
t = self.pos_encoding(t, self.time_dim) # Shape: [batch_size, seq_len, time_dim]
# repeat time encoding for each time step t is shape [batch_size, time_dim], i want [batch_size, seq_len, time_dim]
t = t.unsqueeze(1).repeat(1, seq_len, 1)
# Concatenate x, t, and inputs along the feature dimension
x = torch.cat((x, t, inputs), dim=-1) # Shape: [batch_size, seq_len, input_size + time_dim + other_inputs_dim]
# Pass through GRU
output, hidden = self.gru(x) # Hidden Shape: [batch_size, seq_len, 1]
# Get last hidden state
x = hidden[-1]
# Process each time step's output with fully connected layers
for layer in self.fc_layers:
x = layer(x)
return x

View File

@@ -1,172 +0,0 @@
# Copyright Amazon.com, Inc. or its affiliates. All Rights Reserved.
# SPDX-License-Identifier: Apache-2.0
import math
import torch
from torch import nn
from src.models.tsdiff_s4.s4 import S4
class SinusoidalPositionEmbeddings(nn.Module):
def __init__(self, dim):
super().__init__()
self.dim = dim
def forward(self, time):
device = time.device
half_dim = self.dim // 2
embeddings = math.log(10000) / (half_dim - 1)
embeddings = torch.exp(
torch.arange(half_dim, device=device) * -embeddings
)
embeddings = time[:, None] * embeddings[None, :]
embeddings = torch.cat((embeddings.sin(), embeddings.cos()), dim=-1)
return embeddings
class S4Layer(nn.Module):
def __init__(
self,
d_model,
dropout=0.0,
):
super().__init__()
self.layer = S4(
d_model=d_model,
d_state=128,
bidirectional=True,
dropout=dropout,
transposed=True,
postact=None,
)
self.norm = nn.LayerNorm(d_model)
self.dropout = (
nn.Dropout1d(dropout) if dropout > 0.0 else nn.Identity()
)
def forward(self, x):
"""
Input x is shape (B, d_input, L)
"""
z = x
# Prenorm
z = self.norm(z.transpose(-1, -2)).transpose(-1, -2)
# Apply layer: we ignore the state input and output for training
z, _ = self.layer(z)
# Dropout on the output of the layer
z = self.dropout(z)
# Residual connection
x = z + x
return x, None
def default_state(self, *args, **kwargs):
return self.layer.default_state(*args, **kwargs)
def step(self, x, state, **kwargs):
z = x
# Prenorm
z = self.norm(z.transpose(-1, -2)).transpose(-1, -2)
# Apply layer
z, state = self.layer.step(z, state, **kwargs)
# Residual connection
x = z + x
return x, state
class S4Block(nn.Module):
def __init__(self, d_model, dropout=0.0, expand=2, num_features=0):
super().__init__()
self.s4block = S4Layer(d_model, dropout=dropout)
self.time_linear = nn.Linear(d_model, d_model)
self.tanh = nn.Tanh()
self.sigm = nn.Sigmoid()
self.out_linear1 = nn.Conv1d(
in_channels=d_model, out_channels=d_model, kernel_size=1
)
self.out_linear2 = nn.Conv1d(
in_channels=d_model, out_channels=d_model, kernel_size=1
)
self.feature_encoder = nn.Conv1d(num_features, d_model, kernel_size=1)
def forward(self, x, t, features=None):
t = self.time_linear(t)[:, None, :].repeat(1, x.shape[2], 1)
t = t.transpose(-1, -2)
out, _ = self.s4block(x + t)
if features is not None:
out = out + self.feature_encoder(features)
out = self.tanh(out) * self.sigm(out)
out1 = self.out_linear1(out)
out2 = self.out_linear2(out)
return out1 + x, out2
def Conv1dKaiming(in_channels, out_channels, kernel_size):
layer = nn.Conv1d(in_channels, out_channels, kernel_size)
nn.init.kaiming_normal_(layer.weight)
return layer
class BackboneModel(nn.Module):
def __init__(
self,
input_dim,
hidden_dim,
output_dim,
step_emb,
num_residual_blocks,
num_features,
residual_block="s4",
dropout=0.0,
init_skip=True,
):
super().__init__()
if residual_block == "s4":
residual_block = S4Block
else:
raise ValueError(f"Unknown residual block {residual_block}")
self.input_init = nn.Sequential(
nn.Linear(input_dim, hidden_dim),
nn.ReLU(),
)
self.time_init = nn.Sequential(
nn.Linear(step_emb, hidden_dim),
nn.SiLU(),
nn.Linear(hidden_dim, hidden_dim),
nn.SiLU(),
)
self.out_linear = nn.Sequential(
nn.Linear(hidden_dim, hidden_dim),
nn.ReLU(),
nn.Linear(hidden_dim, output_dim),
)
residual_blocks = []
for i in range(num_residual_blocks):
residual_blocks.append(
residual_block(
hidden_dim, num_features=num_features, dropout=dropout
)
)
self.residual_blocks = nn.ModuleList(residual_blocks)
self.step_embedding = SinusoidalPositionEmbeddings(step_emb)
self.init_skip = init_skip
def forward(self, input, t, features=None):
x = self.input_init(input) # B, L ,C
step_emb = self.step_embedding(t)
t = self.time_init(step_emb)
x = x.transpose(-1, -2)
if features is not None:
features = features.transpose(-1, -2)
skips = []
for layer in self.residual_blocks:
x, skip = layer(x, t, features)
skips.append(skip)
skip = torch.stack(skips).sum(0)
skip = skip.transpose(-1, -2)
out = self.out_linear(skip)
if self.init_skip:
out = out + input
return out

File diff suppressed because it is too large Load Diff

View File

@@ -4,39 +4,18 @@
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"/opt/conda/lib/python3.10/site-packages/tqdm/auto.py:22: TqdmWarning: IProgress not found. Please update jupyter and ipywidgets. See https://ipywidgets.readthedocs.io/en/stable/user_install.html\n",
" from .autonotebook import tqdm as notebook_tqdm\n"
]
}
],
"outputs": [],
"source": [
"import sys\n",
"sys.path.append('../..')\n",
"import torch\n",
"\n",
"%load_ext autoreload\n",
"%autoreload 2"
"import torch"
]
},
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 2,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"The autoreload extension is already loaded. To reload it, use:\n",
" %reload_ext autoreload\n"
]
}
],
"outputs": [],
"source": [
"from src.data import DataProcessor, DataConfig\n",
"from src.trainers.quantile_trainer import AutoRegressiveQuantileTrainer, NonAutoRegressiveQuantileRegression\n",
@@ -52,7 +31,7 @@
"from datetime import datetime\n",
"import torch.nn as nn\n",
"from src.models.time_embedding_layer import TimeEmbedding\n",
"from src.models.diffusion_model import SimpleDiffusionModel\n",
"from src.models.diffusion_model import SimpleDiffusionModel, GRUDiffusionModel\n",
"from src.trainers.diffusion_trainer import DiffusionTrainer\n",
"from torchinfo import summary\n",
"\n",
@@ -65,7 +44,7 @@
},
{
"cell_type": "code",
"execution_count": 8,
"execution_count": 3,
"metadata": {},
"outputs": [],
"source": [
@@ -84,29 +63,98 @@
"data_config.NOMINAL_NET_POSITION = True\n",
"\n",
"data_processor = DataProcessor(data_config, path=\"../../\", lstm=True)\n",
"data_processor.set_batch_size(128)\n",
"data_processor.set_batch_size(1024)\n",
"data_processor.set_full_day_skip(True)"
]
},
{
"cell_type": "code",
"execution_count": 5,
"execution_count": 4,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"ClearML Task: created new task id=b71216825809432682ea3c7841c07612\n",
"ClearML results page: http://192.168.1.182:8080/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/b71216825809432682ea3c7841c07612/output/log\n"
"torch.Size([1024, 96, 96])\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"500 model found when searching for `file:///workspaces/Thesis/src/notebooks/checkpoint.pt`\n",
"Selected model `Autoregressive Non Linear Quantile Regression + Quarter + DoW + Net` (id=bc0cb0d7fc614e2e8b0edf5b85348646)\n"
"/opt/conda/lib/python3.10/site-packages/torch/nn/modules/loss.py:536: UserWarning: Using a target size (torch.Size([1024, 96])) that is different to the input size (torch.Size([2, 1024, 96])). This will likely lead to incorrect results due to broadcasting. Please ensure they have the same size.\n",
" return F.mse_loss(input, target, reduction=self.reduction)\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"torch.Size([556, 96, 96])\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"/opt/conda/lib/python3.10/site-packages/torch/nn/modules/loss.py:536: UserWarning: Using a target size (torch.Size([556, 96])) that is different to the input size (torch.Size([2, 556, 96])). This will likely lead to incorrect results due to broadcasting. Please ensure they have the same size.\n",
" return F.mse_loss(input, target, reduction=self.reduction)\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"\n",
"KeyboardInterrupt\n",
"\n"
]
}
],
@@ -116,14 +164,15 @@
"epochs=150\n",
"\n",
"#### Model ####\n",
"model = SimpleDiffusionModel(96, [512, 512, 512], other_inputs_dim=inputDim[1], time_dim=64)\n",
"# model = SimpleDiffusionModel(96, [512, 512, 512], other_inputs_dim=inputDim[1], time_dim=64)\n",
"model = GRUDiffusionModel(96, [256, 256], other_inputs_dim=inputDim[2], time_dim=64, gru_hidden_size=128)\n",
"\n",
"#### ClearML ####\n",
"task = clearml_helper.get_task(task_name=\"Diffusion Model\")\n",
"# task = clearml_helper.get_task(task_name=\"Diffusion Model\")\n",
"\n",
"#### Trainer ####\n",
"trainer = DiffusionTrainer(model, data_processor, \"cuda\")\n",
"trainer.train(epochs, learningRate, task)"
"trainer.train(epochs, learningRate, None)"
]
},
{
@@ -243,165 +292,6 @@
"sample_diffusion(new_model, 1, inputs)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Trying out BackboneModel using S4 state space model"
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"[KeOps] Compiling cuda jit compiler engine ... \n",
"[KeOps] Warning : There were warnings or errors compiling formula :\n",
"/usr/bin/ld: warning: /opt/conda/lib/libstdc++.so: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libstdc++.so: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"\n",
"OK\n",
"[pyKeOps] Compiling nvrtc binder for python ... \n",
"[KeOps] Warning : There were warnings or errors compiling formula :\n",
"/usr/bin/ld: warning: /opt/conda/lib/libstdc++.so: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libstdc++.so: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"\n",
"OK\n"
]
}
],
"source": [
"import sys\n",
"sys.path.append('../..')\n",
"import torch\n",
"\n",
"%load_ext autoreload\n",
"%autoreload 2\n",
"from src.models.tsdiff_s4.backbones import BackboneModel\n",
"from src.trainers.diffusion_trainer import DiffusionTrainer\n",
"\n",
"backbone = BackboneModel(\n",
" input_dim=1,\n",
" hidden_dim=512,\n",
" output_dim=1,\n",
" step_emb=128,\n",
" num_residual_blocks=3,\n",
" num_features=2\n",
")\n",
"backbone = backbone.to(\"cuda\")"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"[KeOps] Generating code for formula Sum_Reduction(ComplexMult(Real2Complex(1/ComplexSquareAbs(ComplexMult(Var(1,2,0)-Var(2,2,1),Var(1,2,0)-Conj(Var(2,2,1))))),ComplexMult(Var(1,2,0)*ComplexReal(Var(0,2,1))-Real2Complex(Sum(Var(0,2,1)*Var(2,2,1))),Conj(ComplexMult(Var(1,2,0)-Var(2,2,1),Var(1,2,0)-Conj(Var(2,2,1)))))),0) ... "
]
},
{
"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."
]
}
],
"source": [
"# now lets find out what the input shape of the featues and input must be\n",
"\n",
"# input: (B, L, C)\n",
"# features: (B, L, F)\n",
"# time: (B, 1)\n",
"\n",
"# output: (B, L, C)? \n",
"\n",
"input = torch.randn(2, 96, 1).to(\"cuda\")\n",
"features = torch.randn(2, 96, 2).to(\"cuda\")\n",
"times = torch.randn(2).to(\"cuda\")\n",
"\n",
"backbone(input, times, features).shape"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"outputs": [
{
"ename": "KeyError",
"evalue": "'nvrtc'",
"output_type": "error",
"traceback": [
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[0;31mKeyError\u001b[0m Traceback (most recent call last)",
"Cell \u001b[0;32mIn[3], line 13\u001b[0m\n\u001b[1;32m 10\u001b[0m times \u001b[38;5;241m=\u001b[39m torch\u001b[38;5;241m.\u001b[39mtensor([\u001b[38;5;241m0\u001b[39m]\u001b[38;5;241m*\u001b[39m\u001b[38;5;241m2\u001b[39m)\u001b[38;5;241m.\u001b[39mto(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mcuda\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n\u001b[1;32m 11\u001b[0m features \u001b[38;5;241m=\u001b[39m torch\u001b[38;5;241m.\u001b[39mrandn(\u001b[38;5;241m2\u001b[39m, \u001b[38;5;241m96\u001b[39m, \u001b[38;5;241m2\u001b[39m)\u001b[38;5;241m.\u001b[39mto(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mcuda\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n\u001b[0;32m---> 13\u001b[0m \u001b[43mmodel\u001b[49m\u001b[43m(\u001b[49m\u001b[43minputs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mtimes\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mfeatures\u001b[49m\u001b[43m)\u001b[49m\u001b[38;5;241m.\u001b[39mshape\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/backbones.py:164\u001b[0m, in \u001b[0;36mBackboneModel.forward\u001b[0;34m(self, input, t, features)\u001b[0m\n\u001b[1;32m 162\u001b[0m skips \u001b[38;5;241m=\u001b[39m []\n\u001b[1;32m 163\u001b[0m \u001b[38;5;28;01mfor\u001b[39;00m layer \u001b[38;5;129;01min\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mresidual_blocks:\n\u001b[0;32m--> 164\u001b[0m x, skip \u001b[38;5;241m=\u001b[39m \u001b[43mlayer\u001b[49m\u001b[43m(\u001b[49m\u001b[43mx\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mt\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mfeatures\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 165\u001b[0m skips\u001b[38;5;241m.\u001b[39mappend(skip)\n\u001b[1;32m 167\u001b[0m skip \u001b[38;5;241m=\u001b[39m torch\u001b[38;5;241m.\u001b[39mstack(skips)\u001b[38;5;241m.\u001b[39msum(\u001b[38;5;241m0\u001b[39m)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/backbones.py:96\u001b[0m, in \u001b[0;36mS4Block.forward\u001b[0;34m(self, x, t, features)\u001b[0m\n\u001b[1;32m 94\u001b[0m t \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mtime_linear(t)[:, \u001b[38;5;28;01mNone\u001b[39;00m, :]\u001b[38;5;241m.\u001b[39mrepeat(\u001b[38;5;241m1\u001b[39m, x\u001b[38;5;241m.\u001b[39mshape[\u001b[38;5;241m2\u001b[39m], \u001b[38;5;241m1\u001b[39m)\n\u001b[1;32m 95\u001b[0m t \u001b[38;5;241m=\u001b[39m t\u001b[38;5;241m.\u001b[39mtranspose(\u001b[38;5;241m-\u001b[39m\u001b[38;5;241m1\u001b[39m, \u001b[38;5;241m-\u001b[39m\u001b[38;5;241m2\u001b[39m)\n\u001b[0;32m---> 96\u001b[0m out, _ \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43ms4block\u001b[49m\u001b[43m(\u001b[49m\u001b[43mx\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m+\u001b[39;49m\u001b[43m \u001b[49m\u001b[43mt\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 97\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m features \u001b[38;5;129;01mis\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m:\n\u001b[1;32m 98\u001b[0m out \u001b[38;5;241m=\u001b[39m out \u001b[38;5;241m+\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mfeature_encoder(features)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/backbones.py:56\u001b[0m, in \u001b[0;36mS4Layer.forward\u001b[0;34m(self, x)\u001b[0m\n\u001b[1;32m 54\u001b[0m z \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mnorm(z\u001b[38;5;241m.\u001b[39mtranspose(\u001b[38;5;241m-\u001b[39m\u001b[38;5;241m1\u001b[39m, \u001b[38;5;241m-\u001b[39m\u001b[38;5;241m2\u001b[39m))\u001b[38;5;241m.\u001b[39mtranspose(\u001b[38;5;241m-\u001b[39m\u001b[38;5;241m1\u001b[39m, \u001b[38;5;241m-\u001b[39m\u001b[38;5;241m2\u001b[39m)\n\u001b[1;32m 55\u001b[0m \u001b[38;5;66;03m# Apply layer: we ignore the state input and output for training\u001b[39;00m\n\u001b[0;32m---> 56\u001b[0m z, _ \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mlayer\u001b[49m\u001b[43m(\u001b[49m\u001b[43mz\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 57\u001b[0m \u001b[38;5;66;03m# Dropout on the output of the layer\u001b[39;00m\n\u001b[1;32m 58\u001b[0m z \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mdropout(z)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/s4.py:1761\u001b[0m, in \u001b[0;36mS4.forward\u001b[0;34m(self, u, state, rate, lengths, **kwargs)\u001b[0m\n\u001b[1;32m 1759\u001b[0m \u001b[38;5;66;03m# Compute SS Kernel\u001b[39;00m\n\u001b[1;32m 1760\u001b[0m L_kernel \u001b[38;5;241m=\u001b[39m L \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mL \u001b[38;5;129;01mis\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m \u001b[38;5;28;01melse\u001b[39;00m \u001b[38;5;28mmin\u001b[39m(L, \u001b[38;5;28mround\u001b[39m(\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mL \u001b[38;5;241m/\u001b[39m rate))\n\u001b[0;32m-> 1761\u001b[0m k, k_state \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mkernel\u001b[49m\u001b[43m(\u001b[49m\n\u001b[1;32m 1762\u001b[0m \u001b[43m \u001b[49m\u001b[43mL\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mL_kernel\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mrate\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mrate\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mstate\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mstate\u001b[49m\n\u001b[1;32m 1763\u001b[0m \u001b[43m\u001b[49m\u001b[43m)\u001b[49m \u001b[38;5;66;03m# (C H L) (B C H L)\u001b[39;00m\n\u001b[1;32m 1765\u001b[0m \u001b[38;5;66;03m# Convolution\u001b[39;00m\n\u001b[1;32m 1766\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mbidirectional:\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/s4.py:1549\u001b[0m, in \u001b[0;36mSSKernel.forward\u001b[0;34m(self, state, L, rate)\u001b[0m\n\u001b[1;32m 1548\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mforward\u001b[39m(\u001b[38;5;28mself\u001b[39m, state\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mNone\u001b[39;00m, L\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mNone\u001b[39;00m, rate\u001b[38;5;241m=\u001b[39m\u001b[38;5;241m1.0\u001b[39m):\n\u001b[0;32m-> 1549\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mkernel\u001b[49m\u001b[43m(\u001b[49m\u001b[43mstate\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mstate\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mL\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mL\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mrate\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mrate\u001b[49m\u001b[43m)\u001b[49m\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/s4.py:925\u001b[0m, in \u001b[0;36mSSKernelNPLR.forward\u001b[0;34m(self, state, rate, L)\u001b[0m\n\u001b[1;32m 923\u001b[0m r \u001b[38;5;241m=\u001b[39m cauchy_mult(v, z, w, symmetric\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mTrue\u001b[39;00m)\n\u001b[1;32m 924\u001b[0m \u001b[38;5;28;01melif\u001b[39;00m has_pykeops:\n\u001b[0;32m--> 925\u001b[0m r \u001b[38;5;241m=\u001b[39m \u001b[43mcauchy_conj\u001b[49m\u001b[43m(\u001b[49m\u001b[43mv\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mz\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mw\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 926\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[1;32m 927\u001b[0m r \u001b[38;5;241m=\u001b[39m cauchy_naive(v, z, w)\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/s4.py:89\u001b[0m, in \u001b[0;36mcauchy_conj\u001b[0;34m(v, z, w)\u001b[0m\n\u001b[1;32m 86\u001b[0m z \u001b[38;5;241m=\u001b[39m _c2r(z)\n\u001b[1;32m 87\u001b[0m w \u001b[38;5;241m=\u001b[39m _c2r(w)\n\u001b[0;32m---> 89\u001b[0m r \u001b[38;5;241m=\u001b[39m \u001b[38;5;241m2\u001b[39m \u001b[38;5;241m*\u001b[39m \u001b[43mcauchy_mult\u001b[49m\u001b[43m(\u001b[49m\u001b[43mv\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mz\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mw\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mbackend\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mGPU\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m)\u001b[49m\n\u001b[1;32m 90\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m _r2c(r)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/pykeops/torch/generic/generic_red.py:688\u001b[0m, in \u001b[0;36mGenred.__call__\u001b[0;34m(self, backend, device_id, ranges, out, *args)\u001b[0m\n\u001b[1;32m 686\u001b[0m params\u001b[38;5;241m.\u001b[39mny \u001b[38;5;241m=\u001b[39m ny\n\u001b[1;32m 687\u001b[0m params\u001b[38;5;241m.\u001b[39mout \u001b[38;5;241m=\u001b[39m out\n\u001b[0;32m--> 688\u001b[0m out \u001b[38;5;241m=\u001b[39m \u001b[43mGenredAutograd_fun\u001b[49m\u001b[43m(\u001b[49m\u001b[43mparams\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 690\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m postprocess(out, \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mtorch\u001b[39m\u001b[38;5;124m\"\u001b[39m, \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mreduction_op, nout, \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mopt_arg, dtype)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/pykeops/torch/generic/generic_red.py:384\u001b[0m, in \u001b[0;36mGenredAutograd_fun\u001b[0;34m(*inputs)\u001b[0m\n\u001b[1;32m 383\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mGenredAutograd_fun\u001b[39m(\u001b[38;5;241m*\u001b[39minputs):\n\u001b[0;32m--> 384\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mGenredAutograd\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mapply\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43minputs\u001b[49m\u001b[43m)\u001b[49m[\u001b[38;5;241m0\u001b[39m]\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/autograd/function.py:506\u001b[0m, in \u001b[0;36mFunction.apply\u001b[0;34m(cls, *args, **kwargs)\u001b[0m\n\u001b[1;32m 503\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m torch\u001b[38;5;241m.\u001b[39m_C\u001b[38;5;241m.\u001b[39m_are_functorch_transforms_active():\n\u001b[1;32m 504\u001b[0m \u001b[38;5;66;03m# See NOTE: [functorch vjp and autograd interaction]\u001b[39;00m\n\u001b[1;32m 505\u001b[0m args \u001b[38;5;241m=\u001b[39m _functorch\u001b[38;5;241m.\u001b[39mutils\u001b[38;5;241m.\u001b[39munwrap_dead_wrappers(args)\n\u001b[0;32m--> 506\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;43msuper\u001b[39;49m\u001b[43m(\u001b[49m\u001b[43m)\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mapply\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m \u001b[38;5;66;03m# type: ignore[misc]\u001b[39;00m\n\u001b[1;32m 508\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mcls\u001b[39m\u001b[38;5;241m.\u001b[39msetup_context \u001b[38;5;241m==\u001b[39m _SingleLevelFunction\u001b[38;5;241m.\u001b[39msetup_context:\n\u001b[1;32m 509\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mRuntimeError\u001b[39;00m(\n\u001b[1;32m 510\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mIn order to use an autograd.Function with functorch transforms \u001b[39m\u001b[38;5;124m'\u001b[39m\n\u001b[1;32m 511\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124m(vmap, grad, jvp, jacrev, ...), it must override the setup_context \u001b[39m\u001b[38;5;124m'\u001b[39m\n\u001b[1;32m 512\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mstaticmethod. For more details, please see \u001b[39m\u001b[38;5;124m'\u001b[39m\n\u001b[1;32m 513\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mhttps://pytorch.org/docs/master/notes/extending.func.html\u001b[39m\u001b[38;5;124m'\u001b[39m)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/pykeops/torch/generic/generic_red.py:295\u001b[0m, in \u001b[0;36mGenredAutograd.forward\u001b[0;34m(*inputs)\u001b[0m\n\u001b[1;32m 293\u001b[0m \u001b[38;5;129m@staticmethod\u001b[39m\n\u001b[1;32m 294\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mforward\u001b[39m(\u001b[38;5;241m*\u001b[39minputs):\n\u001b[0;32m--> 295\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mGenredAutograd_base\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_forward\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43minputs\u001b[49m\u001b[43m)\u001b[49m\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/pykeops/torch/generic/generic_red.py:91\u001b[0m, in \u001b[0;36mGenredAutograd_base._forward\u001b[0;34m(params, *args)\u001b[0m\n\u001b[1;32m 85\u001b[0m device_id, device_args \u001b[38;5;241m=\u001b[39m set_device(\n\u001b[1;32m 86\u001b[0m tagCPUGPU, tagHostDevice, params\u001b[38;5;241m.\u001b[39mdevice_id_request, \u001b[38;5;241m*\u001b[39margs\n\u001b[1;32m 87\u001b[0m )\n\u001b[1;32m 89\u001b[0m \u001b[38;5;28;01mfrom\u001b[39;00m \u001b[38;5;21;01mpykeops\u001b[39;00m\u001b[38;5;21;01m.\u001b[39;00m\u001b[38;5;21;01mcommon\u001b[39;00m\u001b[38;5;21;01m.\u001b[39;00m\u001b[38;5;21;01mkeops_io\u001b[39;00m \u001b[38;5;28;01mimport\u001b[39;00m keops_binder\n\u001b[0;32m---> 91\u001b[0m myconv \u001b[38;5;241m=\u001b[39m \u001b[43mkeops_binder\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mnvrtc\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m \u001b[49m\u001b[38;5;28;43;01mif\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[43mtagCPUGPU\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;28;43;01melse\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mcpp\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m]\u001b[49m(\n\u001b[1;32m 92\u001b[0m tagCPUGPU,\n\u001b[1;32m 93\u001b[0m tag1D2D,\n\u001b[1;32m 94\u001b[0m tagHostDevice,\n\u001b[1;32m 95\u001b[0m use_ranges,\n\u001b[1;32m 96\u001b[0m device_id,\n\u001b[1;32m 97\u001b[0m params\u001b[38;5;241m.\u001b[39mformula,\n\u001b[1;32m 98\u001b[0m params\u001b[38;5;241m.\u001b[39maliases,\n\u001b[1;32m 99\u001b[0m \u001b[38;5;28mlen\u001b[39m(args),\n\u001b[1;32m 100\u001b[0m params\u001b[38;5;241m.\u001b[39mdtype,\n\u001b[1;32m 101\u001b[0m \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mtorch\u001b[39m\u001b[38;5;124m\"\u001b[39m,\n\u001b[1;32m 102\u001b[0m params\u001b[38;5;241m.\u001b[39moptional_flags,\n\u001b[1;32m 103\u001b[0m )\u001b[38;5;241m.\u001b[39mimport_module()\n\u001b[1;32m 105\u001b[0m \u001b[38;5;66;03m# N.B.: KeOps C++ expects contiguous data arrays\u001b[39;00m\n\u001b[1;32m 106\u001b[0m test_contig \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mall\u001b[39m(arg\u001b[38;5;241m.\u001b[39mis_contiguous() \u001b[38;5;28;01mfor\u001b[39;00m arg \u001b[38;5;129;01min\u001b[39;00m args)\n",
"\u001b[0;31mKeyError\u001b[0m: 'nvrtc'"
]
}
],
"source": [
"# inputDim = data_processor.get_input_size()\n",
"learningRate = 0.0001\n",
"epochs=150\n",
"\n",
"#### Model ####\n",
"model = BackboneModel(1, 512, output_dim=1, step_emb=64, num_residual_blocks=4, num_features=2)\n",
"model.to(\"cuda\")\n",
"\n",
"inputs = torch.randn(2, 96, 1).to(\"cuda\")\n",
"times = torch.tensor([0]*2).to(\"cuda\")\n",
"features = torch.randn(2, 96, 2).to(\"cuda\")\n",
"\n",
"model(inputs, times, features).shape\n",
"\n",
"#### Trainer ####\n",
"# trainer = DiffusionTrainer(model, data_processor, \"cuda\")\n",
"# trainer.train(epochs, learningRate, None)"
]
},
{
"cell_type": "code",
"execution_count": null,

View File

@@ -0,0 +1,249 @@
from clearml import Task
from tqdm import tqdm
from src.policies.simple_baseline import BaselinePolicy
import pandas as pd
import numpy as np
import torch
import plotly.express as px
from src.utils.imbalance_price_calculator import ImbalancePriceCalculator
class PolicyEvaluator:
def __init__(self, baseline_policy: BaselinePolicy, task: Task = None):
self.baseline_policy = baseline_policy
self.ipc = ImbalancePriceCalculator(data_path="")
self.dates = baseline_policy.test_data["DateTime"].dt.date.unique()
self.dates = pd.to_datetime(self.dates)
### Load Imbalance Prices ###
imbalance_prices = pd.read_csv("data/imbalance_prices.csv", sep=";")
imbalance_prices["DateTime"] = pd.to_datetime(
imbalance_prices["DateTime"], utc=True
)
self.imbalance_prices = imbalance_prices.sort_values(by=["DateTime"])
self.penalties = [0, 100, 300, 500, 800, 1000, 1500]
self.profits = []
self.task = task
def get_imbanlance_prices_for_date(self, date):
imbalance_prices_day = self.imbalance_prices[
self.imbalance_prices["DateTime"].dt.date == date
]
return imbalance_prices_day["Positive imbalance price"].values
def evaluate_for_date(
self,
date,
idx_samples,
test_loader,
charge_thresholds=np.arange(-100, 250, 25),
discharge_thresholds=np.arange(-100, 250, 25),
):
idx = test_loader.dataset.get_idx_for_date(date.date())
print("Evaluated for idx: ", idx)
(initial, samples) = idx_samples[idx]
if len(initial.shape) == 2:
initial = initial.cpu().numpy()[0][-1]
else:
initial = initial.cpu().numpy()[-1]
samples = samples.cpu().numpy()
initial = np.repeat(initial, samples.shape[0])
combined = np.concatenate((initial.reshape(-1, 1), samples), axis=1)
reconstructed_imbalance_prices = (
self.ipc.get_imbalance_prices_2023_for_date_vectorized(date, combined)
)
reconstructed_imbalance_prices = torch.tensor(
reconstructed_imbalance_prices, device="cuda"
)
real_imbalance_prices = self.get_imbanlance_prices_for_date(date.date())
for penalty in self.penalties:
found_charge_thresholds, found_discharge_thresholds = (
self.baseline_policy.get_optimal_thresholds(
reconstructed_imbalance_prices,
charge_thresholds,
discharge_thresholds,
penalty,
)
)
predicted_charge_threshold = found_charge_thresholds.mean(axis=0)
predicted_discharge_threshold = found_discharge_thresholds.mean(axis=0)
### Determine Profits and Charge Cycles ###
simulated_profit, simulated_charge_cycles = self.baseline_policy.simulate(
torch.tensor([[real_imbalance_prices]]),
torch.tensor([predicted_charge_threshold]),
torch.tensor([predicted_discharge_threshold]),
)
self.profits.append(
[
date,
penalty,
simulated_profit[0][0].item(),
simulated_charge_cycles[0][0].item(),
predicted_charge_threshold.item(),
predicted_discharge_threshold.item(),
]
)
def evaluate_test_set(self, idx_samples, test_loader):
self.profits = []
try:
for date in tqdm(self.dates):
self.evaluate_for_date(date, idx_samples, test_loader)
except KeyboardInterrupt:
print("Interrupted")
raise KeyboardInterrupt
except Exception as e:
print(e)
pass
self.profits = pd.DataFrame(
self.profits,
columns=[
"Date",
"Penalty",
"Profit",
"Charge Cycles",
"Charge Threshold",
"Discharge Threshold",
],
)
print("Profits calculated")
print(self.profits.head())
def plot_profits_table(self):
# Check if task or penalties are not set
if (
self.task is None
or not hasattr(self, "penalties")
or not hasattr(self, "profits")
):
print("Task, penalties, or profits not defined.")
return
if self.profits.empty:
print("Profits DataFrame is empty.")
return
# Aggregate profits and charge cycles by penalty, calculating totals and per-year values
aggregated = self.profits.groupby("Penalty").agg(
Total_Profit=("Profit", "sum"),
Total_Charge_Cycles=("Charge Cycles", "sum"),
Num_Days=("Date", "nunique"),
)
aggregated["Profit_Per_Year"] = (
aggregated["Total_Profit"] / aggregated["Num_Days"] * 365
)
aggregated["Charge_Cycles_Per_Year"] = (
aggregated["Total_Charge_Cycles"] / aggregated["Num_Days"] * 365
)
# Reset index to make 'Penalty' a column again and drop unnecessary columns
final_df = aggregated.reset_index().drop(
columns=["Total_Profit", "Total_Charge_Cycles", "Num_Days"]
)
# Rename columns to match expected output
final_df.columns = ["Penalty", "Total Profit", "Total Charge Cycles"]
# Profits till 400
profits_till_400 = self.get_profits_till_400()
# aggregate the final_df and profits_till_400 with columns: Penalty, total profit, total charge cycles, profit till 400, total charge cycles
final_df = final_df.merge(profits_till_400, on="Penalty")
# Log the final results table
self.task.get_logger().report_table(
"Policy Results", "Policy Results", iteration=0, table_plot=final_df
)
def plot_thresholds_per_day(self):
if self.task is None:
return
fig = px.line(
self.profits[self.profits["Penalty"] == 0],
x="Date",
y=["Charge Threshold", "Discharge Threshold"],
title="Charge and Discharge Thresholds per Day",
)
fig.update_layout(
width=1000,
height=600,
title_x=0.5,
)
self.task.get_logger().report_plotly(
"Thresholds per Day", "Thresholds per Day", iteration=0, figure=fig
)
def get_profits_as_scalars(self):
aggregated = self.profits.groupby("Penalty").agg(
Total_Profit=("Profit", "sum"),
Total_Charge_Cycles=("Charge Cycles", "sum"),
Num_Days=("Date", "nunique"),
)
aggregated["Profit_Per_Year"] = (
aggregated["Total_Profit"] / aggregated["Num_Days"] * 365
)
aggregated["Charge_Cycles_Per_Year"] = (
aggregated["Total_Charge_Cycles"] / aggregated["Num_Days"] * 365
)
# Reset index to make 'Penalty' a column again and drop unnecessary columns
final_df = aggregated.reset_index().drop(
columns=["Total_Profit", "Total_Charge_Cycles", "Num_Days"]
)
# Rename columns to match expected output
final_df.columns = ["Penalty", "Total Profit", "Total Charge Cycles"]
return final_df
def get_profits_till_400(self):
# calculates profits until 400 charge cycles per year are reached
number_of_days = len(self.profits["Date"].unique())
usable_charge_cycles = (400 / 365) * number_of_days
# now sum the profit until the usable charge cycles are reached
penalty_profits = {}
penalty_charge_cycles = {}
for index, row in self.profits.iterrows():
penalty = row["Penalty"]
profit = row["Profit"]
charge_cycles = row["Charge Cycles"]
if penalty not in penalty_profits:
penalty_profits[penalty] = 0
penalty_charge_cycles[penalty] = 0
if penalty_charge_cycles[penalty] < usable_charge_cycles:
penalty_profits[penalty] += profit
penalty_charge_cycles[penalty] += charge_cycles
df = pd.DataFrame(
list(
zip(
penalty_profits.keys(),
penalty_profits.values(),
penalty_charge_cycles.values(),
)
),
columns=["Penalty", "Profit_till_400", "Cycles_till_400"],
)
return df

View File

@@ -0,0 +1,73 @@
from clearml import Task
from src.policies.simple_baseline import BaselinePolicy
from src.policies.PolicyEvaluator import PolicyEvaluator
import numpy as np
import pandas as pd
from tqdm import tqdm
import torch
class BaselinePolicyEvaluator(PolicyEvaluator):
def __init__(self, baseline_policy: BaselinePolicy, task: Task = None):
super(baseline_policy, task)
self.dates = baseline_policy.train_data["DateTime"].dt.date.unique()
self.dates = pd.to_datetime(self.dates)
self.penalties = [0, 100, 300, 500, 800, 1000, 1500]
self.profits = []
def determine_thresholds_for_date(self, date):
charge_thresholds = np.arange(-100, 250, 25)
discharge_thresholds = np.arange(-100, 250, 25)
real_imbalance_prices = self.get_imbanlance_prices_for_date(date.date())
for penalty in self.penalties:
found_charge_thresholds, found_discharge_thresholds = (
self.baseline_policy.get_optimal_thresholds(
torch.tensor([real_imbalance_prices]),
charge_thresholds,
discharge_thresholds,
penalty,
)
)
best_charge_threshold = found_charge_thresholds.item()
best_discharge_threshold = found_discharge_thresholds.item()
simulated_profit, simulated_charge_cycles = self.baseline_policy.simulate(
torch.tensor([[real_imbalance_prices]]),
torch.tensor([best_charge_threshold]),
torch.tensor([best_discharge_threshold]),
)
self.profits.append(
[
date,
penalty,
simulated_profit[0][0].item(),
simulated_charge_cycles[0][0].item(),
best_charge_threshold.item(),
best_discharge_threshold.item(),
]
)
def determine_best_thresholds(self):
self.profits = []
try:
for date in tqdm(self.dates):
self.determine_thresholds_for_date(date)
except Exception as e:
print(e)
pass
self.profits = pd.DataFrame(
self.profits,
columns=[
"Date",
"Penalty",
"Profit",
"Charge Cycles",
"Charge Threshold",
"Discharge Threshold",
],
)

View File

@@ -0,0 +1,16 @@
from src.utils.clearml import ClearMLHelper
#### ClearML ####
clearml_helper = ClearMLHelper(project_name="Thesis/NrvForecast")
task = clearml_helper.get_task(task_name="Global Thresholds Baselien")
task.execute_remotely(queue_name="default", exit_process=True)
from src.policies.baselines.BaselinePolicyEvaluator import BaselinePolicyEvaluator
from src.policies.simple_baseline import BaselinePolicy, Battery
### Policy Evaluator ###
battery = Battery(2, 1)
baseline_policy = BaselinePolicy(battery, data_path="")
policy_evaluator = BaselinePolicyEvaluator(baseline_policy, task)
policy_evaluator.determine_best_thresholds()

View File

@@ -1197,7 +1197,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.10.11"
"version": "3.10.8"
}
},
"nbformat": 4,

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="")
@@ -124,6 +126,9 @@ def get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc,
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 = {}
initial, nrvs, target = predict_NRV(model, date, data_processor, test_loader)
initial = np.repeat(initial, nrvs.shape[0])
@@ -139,6 +144,10 @@ def get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc,
for penalty in penalties:
found_charge_thresholds, found_discharge_thresholds = baseline_policy.get_optimal_thresholds(reconstructed_imbalance_prices, charge_thresholds, discharge_thresholds, penalty)
_charge_thresholds[penalty] = found_charge_thresholds
_discharge_thresholds[penalty] = found_discharge_thresholds
next_day_charge_threshold = found_charge_thresholds.mean(axis=0)
next_day_discharge_threshold = found_discharge_thresholds.mean(axis=0)
yesterday_charge_thresholds, yesterday_discharge_thresholds = baseline_policy.get_optimal_thresholds(yesterday_imbalance_prices, charge_thresholds, discharge_thresholds, penalty)
@@ -153,23 +162,26 @@ def get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc,
baseline_profits_cycles[penalty][0] += yesterday_profit.item()
baseline_profits_cycles[penalty][1] += yesterday_charge_cycles.item()
return predicted_nrv_profits_cycles, baseline_profits_cycles
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}
# get all dates in test set
dates = baseline_policy.test_data["DateTime"].dt.date.unique()
charge_thresholds = {}
discharge_thresholds = {}
# dates back to datetime
dates = baseline_policy.test_data["DateTime"].dt.date.unique()
dates = pd.to_datetime(dates)
for date in tqdm(dates):
try:
new_predicted_nrv_profits_cycles, new_baseline_profits_cycles = get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc, predict_NRV, penalties)
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)
charge_thresholds[date] = new_charge_thresholds
discharge_thresholds[date] = new_discharge_thresholds
for penalty in penalties:
predicted_nrv_profits_cycles[penalty][0] += new_predicted_nrv_profits_cycles[penalty][0]
predicted_nrv_profits_cycles[penalty][1] += new_predicted_nrv_profits_cycles[penalty][1]
@@ -178,16 +190,15 @@ 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}")
continue
print(f"Error for date {date}")
return predicted_nrv_profits_cycles, baseline_profits_cycles
return predicted_nrv_profits_cycles, baseline_profits_cycles, charge_thresholds, discharge_thresholds
def main():
clearml_helper = ClearMLHelper(project_name="Thesis/NrvForecast")
task = clearml_helper.get_task(task_name="Policy Test")
task.execute_remotely(queue_name="default", exit_process=True)
# task.execute_remotely(queue_name="default", exit_process=True)
configuration, model, data_processor, test_loader = load_model(args.task_id)
@@ -205,7 +216,92 @@ def main():
ipc = ImbalancePriceCalculator(data_path="")
predicted_nrv_profits_cycles, baseline_profits_cycles = next_day_test_set(model, data_processor, test_loader, ipc, predict_NRV)
predicted_nrv_profits_cycles, baseline_profits_cycles, charge_thresholds, discharge_thresholds = next_day_test_set(model, data_processor, test_loader, ipc, predict_NRV)
# 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)
charge_thresholds_for_penalty = {}
for d in charge_thresholds.values():
for penalty, thresholds in d.items():
if penalty not in charge_thresholds_for_penalty:
charge_thresholds_for_penalty[penalty] = []
charge_thresholds_for_penalty[penalty].extend(thresholds)
discharge_thresholds_for_penalty = {}
for d in discharge_thresholds.values():
for penalty, thresholds in d.items():
if penalty not in discharge_thresholds_for_penalty:
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 ###
plot_threshold_distribution(charge_thresholds_for_penalty, "Charge Thresholds")
### Plot discharge thresholds distribution ###
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"
df = pd.DataFrame(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)
# keep one initial
initial = initial[0]
target = target[0]
sub_fig = self.get_plot(initial, target, predictions, show_legend=(i == 0))
predictions = predictions
row = i + 1
col = 1
fig = self.get_plot(initial, target, predictions, show_legend=(0 == 0))
for trace in sub_fig.data:
fig.add_trace(trace, row=row, col=col)
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

@@ -1,6 +1,7 @@
from clearml import Task
import torch
import torch.nn as nn
from src.policies.PolicyEvaluator import PolicyEvaluator
from torchinfo import summary
from src.losses.crps_metric import crps_from_samples
from src.data.preprocessing import DataProcessor
@@ -13,13 +14,25 @@ import seaborn as sns
import matplotlib.patches as mpatches
def sample_diffusion(model: DiffusionModel, n: int, inputs: torch.tensor, noise_steps=1000, beta_start=1e-4, beta_end=0.02, ts_length=96):
def sample_diffusion(
model: DiffusionModel,
n: int,
inputs: torch.tensor,
noise_steps=1000,
beta_start=1e-4,
beta_end=0.02,
ts_length=96,
):
device = next(model.parameters()).device
beta = torch.linspace(beta_start, beta_end, noise_steps).to(device)
alpha = 1. - beta
alpha = 1.0 - beta
alpha_hat = torch.cumprod(alpha, dim=0)
inputs = inputs.repeat(n, 1).to(device)
if len(inputs.shape) == 2:
inputs = inputs.repeat(n, 1)
elif len(inputs.shape) == 3:
inputs = inputs.repeat(n, 1, 1)
model.eval()
with torch.no_grad():
x = torch.randn(inputs.shape[0], ts_length).to(device)
@@ -35,53 +48,74 @@ def sample_diffusion(model: DiffusionModel, n: int, inputs: torch.tensor, noise_
else:
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 = (
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):
def __init__(
self,
model: nn.Module,
data_processor: DataProcessor,
device: torch.device,
policy_evaluator: PolicyEvaluator = None,
):
self.model = model
self.device = device
self.noise_steps = 1000
self.beta_start = 1e-4
self.noise_steps = 30
self.beta_start = 0.0001
self.beta_end = 0.02
self.ts_length = 96
self.data_processor = data_processor
self.beta = torch.linspace(self.beta_start, self.beta_end, self.noise_steps).to(self.device)
self.alpha = 1. - self.beta
self.beta = torch.linspace(self.beta_start, self.beta_end, self.noise_steps).to(
self.device
)
self.alpha = 1.0 - self.beta
self.alpha_hat = torch.cumprod(self.alpha, dim=0)
self.best_score = None
self.policy_evaluator = policy_evaluator
def noise_time_series(self, x: torch.tensor, t: int):
""" Add noise to time series
"""Add noise to time series
Args:
x (torch.tensor): shape (batch_size, time_steps)
t (int): index of time step
"""
sqrt_alpha_hat = torch.sqrt(self.alpha_hat[t])[:, None]
sqrt_one_minus_alpha_hat = torch.sqrt(1. - self.alpha_hat[t])[:, None]
sqrt_one_minus_alpha_hat = torch.sqrt(1.0 - self.alpha_hat[t])[:, None]
noise = torch.randn_like(x)
return sqrt_alpha_hat * x + sqrt_one_minus_alpha_hat * noise, noise
def sample_timesteps(self, n: int):
""" Sample timesteps for noise
"""Sample timesteps for noise
Args:
n (int): number of samples
"""
return torch.randint(low=1, high=self.noise_steps, size=(n,))
def sample(self, model: DiffusionModel, n: int, inputs: torch.tensor):
x = sample_diffusion(model, n, inputs, self.noise_steps, self.beta_start, self.beta_end, self.ts_length)
x = sample_diffusion(
model,
n,
inputs,
self.noise_steps,
self.beta_start,
self.beta_end,
self.ts_length,
)
model.train()
return x
def random_samples(self, train: bool = True, num_samples: int = 10):
train_loader, test_loader = self.data_processor.get_dataloaders(
predict_sequence_length=96
@@ -92,21 +126,47 @@ 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):
task.add_tags(self.model.__class__.__name__)
task.add_tags(self.__class__.__name__)
input_data = torch.randn(1024, 96).to(self.device)
time_steps = torch.randn(1024).long().to(self.device)
other_input_data = torch.randn(1024, self.model.other_inputs_dim).to(self.device)
task.set_configuration_object("model", str(summary(self.model, input_data=[input_data, time_steps, other_input_data])))
if self.data_processor.lstm:
inputDim = self.data_processor.get_input_size()
other_input_data = torch.randn(
1024, inputDim[1], self.model.other_inputs_dim
).to(self.device)
else:
other_input_data = torch.randn(1024, self.model.other_inputs_dim).to(
self.device
)
task.set_configuration_object(
"model",
str(
summary(
self.model, input_data=[input_data, time_steps, other_input_data]
)
),
)
self.data_processor = task.connect(self.data_processor, name="data_processor")
def train(self, epochs: int, learning_rate: float, task: Task = None):
self.best_score = None
optimizer = torch.optim.Adam(self.model.parameters(), lr=learning_rate)
@@ -120,8 +180,8 @@ class DiffusionTrainer:
predict_sequence_length=self.ts_length
)
train_sample_indices = self.random_samples(train=True, num_samples=10)
test_sample_indices = self.random_samples(train=False, num_samples=10)
train_sample_indices = self.random_samples(train=True, num_samples=5)
test_sample_indices = self.random_samples(train=False, num_samples=5)
for epoch in range(epochs):
running_loss = 0.0
@@ -132,8 +192,6 @@ class DiffusionTrainer:
t = self.sample_timesteps(time_series.shape[0]).to(self.device)
x_t, noise = self.noise_time_series(time_series, t)
x_t = x_t.unsqueeze(-1)
print(x_t.shape, t.shape, base_pattern.shape)
predicted_noise = self.model(x_t, t, base_pattern)
loss = criterion(predicted_noise, noise)
@@ -142,92 +200,150 @@ class DiffusionTrainer:
optimizer.zero_grad()
loss.backward()
optimizer.step()
running_loss /= len(train_loader.dataset)
if epoch % 20 == 0 and epoch != 0:
if epoch % 40 == 0 and epoch != 0:
self.test(test_loader, epoch, task)
if task:
task.get_logger().report_scalar(
title=criterion.__class__.__name__,
series='train',
series="train",
iteration=epoch,
value=loss.item(),
)
if epoch % 100 == 0 and epoch != 0:
self.debug_plots(task, True, train_loader, train_sample_indices, epoch)
self.debug_plots(task, False, test_loader, test_sample_indices, epoch)
if epoch % 150 == 0 and epoch != 0:
self.debug_plots(
task, True, train_loader, train_sample_indices, epoch
)
self.debug_plots(
task, False, test_loader, test_sample_indices, epoch
)
if task:
task.close()
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)
features = features.unsqueeze(0)
self.model.eval()
with torch.no_grad():
samples = self.sample(self.model, 100, features).cpu().numpy()
ci_99_upper = np.quantile(samples, 0.99, axis=0)
ci_99_lower = np.quantile(samples, 0.01, axis=0)
samples = self.data_processor.inverse_transform(samples)
target = self.data_processor.inverse_transform(target)
ci_95_upper = np.quantile(samples, 0.95, axis=0)
ci_95_lower = np.quantile(samples, 0.05, axis=0)
ci_99_upper = np.quantile(samples, 0.995, axis=0)
ci_99_lower = np.quantile(samples, 0.005, axis=0)
ci_90_upper = np.quantile(samples, 0.9, axis=0)
ci_90_lower = np.quantile(samples, 0.1, axis=0)
ci_95_upper = np.quantile(samples, 0.975, axis=0)
ci_95_lower = np.quantile(samples, 0.025, axis=0)
ci_50_upper = np.quantile(samples, 0.5, axis=0)
ci_50_lower = np.quantile(samples, 0.5, 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)
sns.set_theme()
time_steps = np.arange(0, 96)
fig, ax = plt.subplots(figsize=(20, 10))
ax.plot(time_steps, samples.mean(axis=0), label="Mean of NRV samples", linewidth=3)
ax.plot(
time_steps,
samples.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.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(target, 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')
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]])
ax.legend(
handles=[
ci_99_patch,
ci_95_patch,
ci_90_patch,
ci_50_patch,
ax.lines[0],
ax.lines[1],
]
)
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,
)
plt.close()
def test(self, data_loader: torch.utils.data.DataLoader, epoch: int, task: Task = None):
def test(
self, data_loader: torch.utils.data.DataLoader, epoch: int, task: Task = None
):
all_crps = []
for inputs, targets, _ in data_loader:
generated_samples = {}
for inputs, targets, idx_batch in data_loader:
inputs, targets = inputs.to(self.device), targets.to(self.device)
print(inputs.shape, targets.shape)
number_of_samples = 100
sample = self.sample(self.model, number_of_samples, inputs)
# reduce samples from (batch_size*number_of_samples, time_steps) to (batch_size, number_of_samples, time_steps)
samples_batched = sample.reshape(inputs.shape[0], number_of_samples, 96)
# add samples to generated_samples generated_samples[idx.item()] = (initial, samples)
for i, (idx, samples) in enumerate(zip(idx_batch, samples_batched)):
generated_samples[idx.item()] = (
self.data_processor.inverse_transform(inputs[i][:96]),
self.data_processor.inverse_transform(samples),
)
# calculate crps
crps = crps_from_samples(samples_batched, targets)
crps_mean = crps.mean(axis=1)
@@ -243,16 +359,38 @@ class DiffusionTrainer:
if task:
task.get_logger().report_scalar(
title="CRPS",
series='test',
value=mean_crps,
iteration=epoch
title="CRPS", series="test", value=mean_crps, iteration=epoch
)
if self.policy_evaluator:
_, test_loader = self.data_processor.get_dataloaders(
predict_sequence_length=self.ts_length, full_day_skip=True
)
self.policy_evaluator.evaluate_test_set(generated_samples, test_loader)
df = self.policy_evaluator.get_profits_as_scalars()
for idx, row in df.iterrows():
task.get_logger().report_scalar(
title="Profit",
series=f"penalty_{row['Penalty']}",
value=row["Total Profit"],
iteration=epoch,
)
df = self.policy_evaluator.get_profits_till_400()
for idx, row in df.iterrows():
task.get_logger().report_scalar(
title="Profit_till_400",
series=f"penalty_{row['Penalty']}",
value=row["Profit_till_400"],
iteration=epoch,
)
def save_checkpoint(self, val_loss, task, iteration: int):
torch.save(self.model, "checkpoint.pt")
task.update_output_model(
model_path="checkpoint.pt", iteration=iteration, auto_delete_file=False
)
self.best_score = val_loss

View File

@@ -1,5 +1,6 @@
import torch
from tqdm import tqdm
from src.policies.PolicyEvaluator import PolicyEvaluator
from src.losses.crps_metric import crps_from_samples
from src.trainers.trainer import Trainer
from src.trainers.autoregressive_trainer import AutoRegressiveTrainer
@@ -10,6 +11,9 @@ 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):
@@ -28,10 +32,11 @@ def sample_from_dist(quantiles, preds):
# random probabilities of (1000, 1)
import random
probs = np.array([random.random() for _ in range(1000)])
spline = CubicSpline(quantiles, preds, axis=1)
samples = spline(probs)
# get the diagonal
@@ -39,6 +44,7 @@ def sample_from_dist(quantiles, preds):
return samples
def auto_regressive(dataset, model, quantiles, idx_batch, sequence_length: int = 96):
device = next(model.parameters()).device
prev_features, targets = dataset.get_batch(idx_batch)
@@ -62,7 +68,7 @@ def auto_regressive(dataset, model, quantiles, idx_batch, sequence_length: int =
predictions_full = new_predictions_full.unsqueeze(1)
for i in range(sequence_length - 1):
if len(list(prev_features.shape)) == 2:
if len(list(prev_features.shape)) == 2:
new_features = torch.cat(
(prev_features[:, 1:96], samples), dim=1
) # (batch_size, 96)
@@ -99,9 +105,7 @@ def auto_regressive(dataset, model, quantiles, idx_batch, sequence_length: int =
) # (batch_size, sequence_length)
with torch.no_grad():
new_predictions_full = model(
prev_features
) # (batch_size, quantiles)
new_predictions_full = model(prev_features) # (batch_size, quantiles)
predictions_full = torch.cat(
(predictions_full, new_predictions_full.unsqueeze(1)), dim=1
) # (batch_size, sequence_length, quantiles)
@@ -120,6 +124,7 @@ def auto_regressive(dataset, model, quantiles, idx_batch, sequence_length: int =
target_full.unsqueeze(-1),
)
class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
def __init__(
self,
@@ -129,10 +134,13 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
data_processor: DataProcessor,
quantiles: list,
device: torch.device,
policy_evaluator: PolicyEvaluator = None,
debug: bool = True,
):
self.quantiles = quantiles
self.test_set_samples = {}
self.policy_evaluator = policy_evaluator
criterion = PinballLoss(quantiles=quantiles)
super().__init__(
@@ -147,6 +155,7 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
def calculate_crps_from_samples(self, task, dataloader, epoch: int):
crps_from_samples_metric = []
generated_samples = {}
with torch.no_grad():
total_samples = len(dataloader.dataset) - 96
@@ -155,24 +164,59 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
if len(idx_batch) == 0:
continue
for idx in tqdm(idx_batch):
computed_idx_batch = [idx] * 100
_, _, samples, targets = self.auto_regressive(
initial, _, samples, targets = self.auto_regressive(
dataloader.dataset, idx_batch=computed_idx_batch
)
generated_samples[idx.item()] = (
self.data_processor.inverse_transform(initial),
self.data_processor.inverse_transform(samples),
)
samples = samples.unsqueeze(0)
targets = targets.squeeze(-1)
targets = targets[0].unsqueeze(0)
crps = crps_from_samples(samples, targets)
crps_from_samples_metric.append(crps[0].mean().item())
task.get_logger().report_scalar(
title="CRPS_from_samples", series="test", value=np.mean(crps_from_samples_metric), iteration=epoch
title="CRPS_from_samples",
series="test",
value=np.mean(crps_from_samples_metric),
iteration=epoch,
)
# using the policy evaluator, evaluate the policy with the generated samples
if self.policy_evaluator is not None:
_, test_loader = self.data_processor.get_dataloaders(
predict_sequence_length=self.model.output_size, full_day_skip=True
)
self.policy_evaluator.evaluate_test_set(generated_samples, test_loader)
df = self.policy_evaluator.get_profits_as_scalars()
# for each row, report the profits
for idx, row in df.iterrows():
task.get_logger().report_scalar(
title="Profit",
series=f"penalty_{row['Penalty']}",
value=row["Total Profit"],
iteration=epoch,
)
df = self.policy_evaluator.get_profits_till_400()
for idx, row in df.iterrows():
task.get_logger().report_scalar(
title="Profit_till_400",
series=f"penalty_{row['Penalty']}",
value=row["Profit_till_400"],
iteration=epoch,
)
def log_final_metrics(self, task, dataloader, train: bool = True):
metrics = {metric.__class__.__name__: 0.0 for metric in self.metrics_to_track}
transformed_metrics = {
@@ -192,19 +236,25 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
if train == False:
for idx in tqdm(idx_batch):
computed_idx_batch = [idx] * 100
_, outputs, samples, targets = self.auto_regressive(
computed_idx_batch = [idx] * 250
initial, outputs, samples, targets = self.auto_regressive(
dataloader.dataset, idx_batch=computed_idx_batch
)
# save the samples for the idx, these will be used for evaluating the policy
self.test_set_samples[idx.item()] = (
self.data_processor.inverse_transform(initial),
self.data_processor.inverse_transform(samples),
)
samples = samples.unsqueeze(0)
targets = targets.squeeze(-1)
targets = targets[0].unsqueeze(0)
crps = crps_from_samples(samples, targets)
crps_from_samples_metric.append(crps[0].mean().item())
_, outputs, samples, targets = self.auto_regressive(
dataloader.dataset, idx_batch=idx_batch
)
@@ -258,39 +308,39 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
if train == False:
task.get_logger().report_single_value(
name="test_CRPS_from_samples_transformed", value=np.mean(crps_from_samples_metric)
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")
return fig
# # 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
def get_plot(
self,
@@ -312,33 +362,114 @@ 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):
return auto_regressive(dataset, self.model, self.quantiles, idx_batch, sequence_length)
return auto_regressive(
dataset, self.model, self.quantiles, idx_batch, sequence_length
)
def plot_quantile_percentages(
self, task, data_loader, train: bool = True, iteration: int = None, full_day: bool = False
self,
task,
data_loader,
train: bool = True,
iteration: int = None,
full_day: bool = False,
):
quantiles = self.quantiles
total = 0
@@ -368,20 +499,18 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
else:
inputs = inputs.to(self.device)
outputs = self.model(inputs).cpu().numpy() # (batch_size, num_quantiles)
targets = targets.squeeze(-1).cpu().numpy() # (batch_size, 1)
outputs = (
self.model(inputs).cpu().numpy()
) # (batch_size, num_quantiles)
targets = targets.squeeze(-1).cpu().numpy() # (batch_size, 1)
for i, q in enumerate(quantiles):
quantile_counter[q] += np.sum(
targets < outputs[:, i]
)
quantile_counter[q] += np.sum(targets < outputs[:, i])
total += len(targets)
# to numpy array of length len(quantiles)
percentages = np.array(
[quantile_counter[q] / total for q in quantiles]
)
percentages = np.array([quantile_counter[q] / total for q in quantiles])
bar_width = 0.35
index = np.arange(len(quantiles))
@@ -389,9 +518,7 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
# Plotting the bars
fig, ax = plt.subplots(figsize=(15, 10))
bar1 = ax.bar(
index, quantiles, bar_width, label="Ideal", color="brown"
)
bar1 = ax.bar(index, quantiles, bar_width, label="Ideal", color="brown")
bar2 = ax.bar(
index + bar_width, percentages, bar_width, label="NN model", color="blue"
)
@@ -441,7 +568,6 @@ class NonAutoRegressiveQuantileRegression(Trainer):
):
self.quantiles = quantiles
criterion = NonAutoRegressivePinballLoss(quantiles=quantiles)
super().__init__(
model=model,

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)
@@ -189,7 +196,7 @@ class Trainer:
if task:
self.finish_training(task=task)
task.close()
# task.close()
except Exception:
if task:
task.close()

View File

@@ -1,3 +1,14 @@
from src.utils.clearml import ClearMLHelper
#### ClearML ####
clearml_helper = ClearMLHelper(project_name="Thesis/NrvForecast")
task = clearml_helper.get_task(
task_name="Autoregressive Quantile Regression: Non Linear"
)
task.execute_remotely(queue_name="default", exit_process=True)
from src.policies.PolicyEvaluator import PolicyEvaluator
from src.policies.simple_baseline import BaselinePolicy, Battery
from src.models.lstm_model import GRUModel
from src.data import DataProcessor, DataConfig
from src.trainers.quantile_trainer import AutoRegressiveQuantileTrainer
@@ -11,11 +22,6 @@ import torch.nn as nn
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: Linear + Quarter + DoW + Load + Wind + Net")
#### Data Processor ####
data_config = DataConfig()
@@ -32,7 +38,6 @@ data_config.DAY_OF_WEEK = True
data_config.NOMINAL_NET_POSITION = True
data_config = task.connect(data_config, name="data_features")
data_processor = DataProcessor(data_config, path="", lstm=False)
@@ -58,22 +63,35 @@ else:
model_parameters = {
"learning_rate": 0.0001,
"hidden_size": 512,
"num_layers": 2,
"hidden_size": 256,
"num_layers": 4,
"dropout": 0.2,
"time_feature_embedding": 4,
"time_feature_embedding": 16,
}
model_parameters = task.connect(model_parameters, name="model_parameters")
time_embedding = TimeEmbedding(data_processor.get_time_feature_size(), model_parameters["time_feature_embedding"])
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"])
# non_linear_model = NonLinearRegression(time_embedding.output_dim(inputDim), len(quantiles), hiddenSize=model_parameters["hidden_size"], numLayers=model_parameters["num_layers"], dropout=model_parameters["dropout"])
linear_model = LinearRegression(time_embedding.output_dim(inputDim), len(quantiles))
non_linear_model = NonLinearRegression(
time_embedding.output_dim(inputDim),
len(quantiles),
hiddenSize=model_parameters["hidden_size"],
numLayers=model_parameters["num_layers"],
dropout=model_parameters["dropout"],
)
# linear_model = LinearRegression(time_embedding.output_dim(inputDim), len(quantiles))
model = nn.Sequential(time_embedding, linear_model)
model = nn.Sequential(time_embedding, non_linear_model)
optimizer = torch.optim.Adam(model.parameters(), lr=model_parameters["learning_rate"])
### Policy Evaluator ###
battery = Battery(2, 1)
baseline_policy = BaselinePolicy(battery, data_path="")
policy_evaluator = PolicyEvaluator(baseline_policy, task)
#### Trainer ####
trainer = AutoRegressiveQuantileTrainer(
model,
@@ -82,6 +100,7 @@ trainer = AutoRegressiveQuantileTrainer(
data_processor,
quantiles,
"cuda",
policy_evaluator=policy_evaluator,
debug=False,
)
@@ -91,3 +110,15 @@ trainer.add_metrics_to_track(
trainer.early_stopping(patience=30)
trainer.plot_every(5)
trainer.train(task=task, epochs=epochs, remotely=True)
### Policy Evaluation ###
idx_samples = trainer.test_set_samples
_, test_loader = trainer.data_processor.get_dataloaders(
predict_sequence_length=trainer.model.output_size, full_day_skip=True
)
policy_evaluator.evaluate_test_set(idx_samples, test_loader)
policy_evaluator.plot_profits_table()
policy_evaluator.plot_thresholds_per_day()
task.close()

View File

@@ -1,25 +1,17 @@
from clearml import Task
from src.data import DataProcessor, DataConfig
from src.trainers.trainer import Trainer
from src.utils.clearml import ClearMLHelper
from src.models import *
from src.losses import *
import torch
import numpy as np
from torch.nn import MSELoss, L1Loss
from datetime import datetime
import torch.nn as nn
from src.models.time_embedding_layer import TimeEmbedding
from src.models.diffusion_model import SimpleDiffusionModel
from src.trainers.diffusion_trainer import DiffusionTrainer
clearml_helper = ClearMLHelper(project_name="Thesis/NrvForecast")
task = clearml_helper.get_task(task_name="Diffusion Training")
# execute remotely
task.execute_remotely(queue_name="default", exit_process=True)
print("Running remotely")
from src.models import *
from src.losses import *
from src.models.time_embedding_layer import TimeEmbedding
from src.models.diffusion_model import GRUDiffusionModel, SimpleDiffusionModel
from src.trainers.diffusion_trainer import DiffusionTrainer
from src.data import DataProcessor, DataConfig
from src.policies.simple_baseline import BaselinePolicy, Battery
from src.policies.PolicyEvaluator import PolicyEvaluator
#### Data Processor ####
data_config = DataConfig()
@@ -38,25 +30,37 @@ 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(8192)
data_processor.set_batch_size(64)
data_processor.set_full_day_skip(True)
inputDim = data_processor.get_input_size()
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 = 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 ...")
### Policy Evaluator ###
battery = Battery(2, 1)
baseline_policy = BaselinePolicy(battery, data_path="")
policy_evaluator = PolicyEvaluator(baseline_policy, task)
#### Trainer ####
trainer = DiffusionTrainer(model, data_processor, "cuda")
trainer.train(model_parameters["epochs"], model_parameters["learning_rate"], task)
trainer = DiffusionTrainer(
model, data_processor, "cuda", policy_evaluator=policy_evaluator
)
trainer.train(model_parameters["epochs"], model_parameters["learning_rate"], task)

View File

@@ -10,6 +10,6 @@ class ClearMLHelper:
Task.ignore_requirements("torchvision")
Task.ignore_requirements("tensorboard")
task = Task.init(project_name=self.project_name, task_name=task_name, continue_last_task=False)
task.set_base_docker(f"docker.io/clearml/pytorch-cuda-gcc:2.0.0-cuda11.7-cudnn8-runtime --env GIT_SSL_NO_VERIFY=true --env CLEARML_AGENT_GIT_USER=VictorMylle --env CLEARML_AGENT_GIT_PASS=Voetballer1" )
task.set_base_docker(f"docker.io/clearml/pytorch-cuda-gcc:2.0.0-cuda11.7-cudnn8-runtime")
task.set_packages("requirements.txt")
return task

View File

@@ -1,2 +0,0 @@
import pykeops
pykeops.test_numpy_bindings()