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 from src.trainers.trainer import Trainer from src.utils.clearml import ClearMLHelper from src.models import * from src.losses import * import torch from torch.nn import MSELoss, L1Loss 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: Non Linear") #### Data Processor #### data_config = DataConfig() data_config.NRV_HISTORY = True data_config.LOAD_HISTORY = True data_config.LOAD_FORECAST = True data_config.WIND_FORECAST = True data_config.WIND_HISTORY = True data_config.QUARTER = True 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) data_processor.set_batch_size(512) data_processor.set_full_day_skip(False) #### Hyperparameters #### data_processor.set_output_size(1) inputDim = data_processor.get_input_size() epochs = 300 # add parameters to clearml quantiles = task.get_parameter("general/quantiles", cast=True) # make sure it is a list if quantiles is None: quantiles = [0.01, 0.05, 0.1, 0.15, 0.3, 0.4, 0.5, 0.6, 0.7, 0.85, 0.9, 0.95, 0.99] task.set_parameter("general/quantiles", quantiles) else: # if string, convert to list "[0.01, 0.05, 0.1, 0.15, 0.3, 0.4, 0.5, 0.6, 0.7, 0.85, 0.9, 0.95, 0.99]"" if isinstance(quantiles, str): quantiles = eval(quantiles) model_parameters = { "learning_rate": 0.001, "hidden_size": 512, "num_layers": 4, "dropout": 0.2, "time_feature_embedding": 8, } model_parameters = task.connect(model_parameters, name="model_parameters") time_embedding = TimeEmbedding(data_processor.get_time_feature_size(), model_parameters["time_feature_embedding"]) # lstm_model = GRUModel(time_embedding.output_dim(inputDim), len(quantiles), hidden_size=model_parameters["hidden_size"], num_layers=model_parameters["num_layers"], dropout=model_parameters["dropout"]) 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, 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, inputDim, optimizer, data_processor, quantiles, "cuda", policy_evaluator=policy_evaluator, debug=False, ) trainer.add_metrics_to_track( [PinballLoss(quantiles), MSELoss(), L1Loss(), CRPSLoss(quantiles)] ) trainer.early_stopping(patience=15) 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) policy_evaluator.evaluate_test_set(idx_samples, test_loader) policy_evaluator.plot_profits_table() policy_evaluator.plot_thresholds_per_day() task.close()