Fayzul Islam
Fix MILP never solving
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import pickle
import os
from pathlib import Path
from typing import Optional, Sequence
import pandas
import pandas as pd
import numpy as np
from pydantic_settings import BaseSettings, SettingsConfigDict
import structlog
from ortools.sat.python import cp_model
from batteryswap_public.interfaces import Planner, RULModel
from batteryswap_public.utils import load_dataset, iterate_scenarios
from batteryswap_public.evaluate import evaluate_plan, check_plan_valid
log = structlog.get_logger()
COST_SCALE = 600
MINUTES_PER_HOUR = 60
DEVICE_COLUMN = "device_id"
TIME_COLUMN = "end_time"
VALUE_COLUMNS = ("voltage", "temperature")
def normalize_timeseries(timeseries):
frame = timeseries.copy()
missing_identity = {DEVICE_COLUMN, TIME_COLUMN} - set(frame.columns)
if missing_identity:
frame = frame.reset_index()
required = {DEVICE_COLUMN, TIME_COLUMN, *VALUE_COLUMNS}
missing = required - set(frame.columns)
if missing:
raise ValueError(f"Timeseries is missing required columns: {sorted(missing)}")
frame = frame.loc[:, [DEVICE_COLUMN, TIME_COLUMN, *VALUE_COLUMNS]].copy()
frame[TIME_COLUMN] = pandas.to_datetime(frame[TIME_COLUMN])
frame[DEVICE_COLUMN] = frame[DEVICE_COLUMN].astype(str)
for column in VALUE_COLUMNS:
frame[column] = pandas.to_numeric(frame[column], errors="coerce")
return frame.sort_values([DEVICE_COLUMN, TIME_COLUMN], kind="stable").reset_index(
drop=True
)
def _setting(settings, name, default):
if isinstance(settings, dict):
return settings.get(name, default)
return getattr(settings, name, default)
def _normalize_locations(locations):
frame = locations.copy().reset_index(drop=True)
aliases = {"device_id": "battery", "building_id": "building", "room_id": "room"}
frame = frame.rename(
columns={old: new for old, new in aliases.items() if new not in frame}
)
required = {"battery", "building", "room"}
missing = required - set(frame.columns)
if missing:
raise ValueError(f"Locations is missing required columns: {sorted(missing)}")
if frame["battery"].duplicated().any():
raise ValueError("Each battery must have exactly one location")
return frame
def _travel_lookup(travel_costs):
frame = travel_costs.copy()
required = {"from", "to", "hours"}
missing = required - set(frame.columns)
if missing:
raise ValueError(f"Travel costs is missing required columns: {sorted(missing)}")
return {
(str(row["from"]), str(row["to"])): float(row["hours"])
for _, row in frame.iterrows()
}
def order_daily_route(batteries, locations, travel_costs, base_building):
selected = set(str(value) for value in batteries)
if not selected:
return []
loc = _normalize_locations(locations).set_index("battery")
travel = _travel_lookup(travel_costs)
buildings = set(loc.loc[list(selected), "building"].astype(str))
current = str(base_building)
building_order = []
while buildings:
next_building = min(
buildings,
key=lambda building: (
travel.get(
(current, building), 0.0 if current == building else float("inf")
),
building,
),
)
building_order.append(next_building)
buildings.remove(next_building)
current = next_building
ordered = []
for building in building_order:
subset = loc.loc[list(selected)]
subset = subset.loc[subset["building"].astype(str) == building].copy()
subset["battery_key"] = subset.index.astype(str)
subset = subset.sort_values(["room", "battery_key"], kind="stable")
ordered.extend(subset.index.astype(str).tolist())
return ordered
class MilpPlanner(Planner):
def __init__(
self,
rul_estimator,
solver_time_limit_seconds=30.0,
late_risk_multiplier=1.0,
candidate_benefit_threshold=30.0,
solver_workers=8,
):
self.rul_estimator = rul_estimator
self.solver_time_limit_seconds = float(solver_time_limit_seconds)
self.late_risk_multiplier = float(late_risk_multiplier)
# Only batteries where swapping beats skipping by more than this margin
# get decision variables. With ~450 batteries but only ~2-4% actually
# due in the window, this shrinks the model ~20x and lets CP-SAT reach
# optimality instead of timing out at a 99.9% gap.
self.candidate_benefit_threshold = float(candidate_benefit_threshold)
self.solver_workers = int(solver_workers)
def _expected_costs(self, timeseries, batteries, settings):
horizon = int(round(float(_setting(settings, "planning_window_days", 42))))
normalized = normalize_timeseries(timeseries)
scenario_start = normalized["end_time"].max().normalize()
horizon_end = scenario_start + pandas.Timedelta(days=horizon)
emergency_delay = 6 - horizon_end.weekday()
costs = self.rul_estimator.expected_replacement_costs(
timeseries,
horizon_days=horizon,
early_penalty=float(
_setting(settings, "early_replacement_penalty_daily", 0.5)
),
late_penalty=float(
_setting(settings, "late_replacement_penalty_daily", 10.0)
)
* float(getattr(self, "late_risk_multiplier", 1.0)),
no_swap_extension_days=emergency_delay,
)
expected_columns = list(range(horizon + 1)) + ["no_swap"]
costs = costs.reindex(index=batteries, columns=expected_columns)
finite = costs.to_numpy(dtype=float)
fallback = (
float(np.nanmax(finite[np.isfinite(finite)]))
if np.isfinite(finite).any()
else 1e6
)
return costs.replace([np.inf, -np.inf], np.nan).fillna(fallback + 1e3)
def _solve_assignments(self, expected_costs, locations, travel_costs, settings):
loc = _normalize_locations(locations).set_index("battery")
batteries = list(expected_costs.index.astype(str))
horizon = int(round(float(_setting(settings, "planning_window_days", 42))))
real_days = list(range(horizon + 1))
actions = real_days + ["no_swap"]
base = str(_setting(settings, "base_location", ""))
base_room = str(_setting(settings, "base_room", ""))
travel = _travel_lookup(travel_costs)
model = cp_model.CpModel()
assignment = {
(battery, action): model.new_bool_var(f"x_{index}_{action}")
for index, battery in enumerate(batteries)
for action in actions
}
for battery in batteries:
model.add_exactly_one(assignment[battery, action] for action in actions)
rooms = sorted(loc.loc[batteries, "room"].astype(str).unique())
buildings = sorted(loc.loc[batteries, "building"].astype(str).unique())
battery_rooms = loc.loc[batteries, "room"].astype(str).to_dict()
battery_buildings = loc.loc[batteries, "building"].astype(str).to_dict()
room_members = {
room: [battery for battery in batteries if battery_rooms[battery] == room]
for room in rooms
}
building_members = {
building: [
battery
for battery in batteries
if battery_buildings[battery] == building
]
for building in buildings
}
room_visit = {
(room, day): model.new_bool_var(f"room_{room}_{day}")
for room in rooms
for day in real_days
}
building_visit = {
(building, day): model.new_bool_var(f"building_{building}_{day}")
for building in buildings
for day in real_days
}
for day in real_days:
for room in rooms:
members = room_members[room]
for battery in members:
model.add(assignment[battery, day] <= room_visit[room, day])
model.add(
room_visit[room, day]
<= sum(assignment[battery, day] for battery in members)
)
for building in buildings:
members = building_members[building]
for battery in members:
model.add(assignment[battery, day] <= building_visit[building, day])
model.add(
building_visit[building, day]
<= sum(assignment[battery, day] for battery in members)
)
battery_minutes = round(
float(_setting(settings, "time_per_battery_hours", 0.25)) * 60
)
room_minutes = round(
float(_setting(settings, "time_per_room_change_hours", 0.5)) * 60
)
building_minutes = round(
float(_setting(settings, "time_per_building_change_hours", 1.0)) * 60
)
building_work = {}
for building in buildings:
round_trip = travel.get((base, building), 0.0 if base == building else 24.0)
round_trip += travel.get(
(building, base), 0.0 if base == building else 24.0
)
building_work[building] = round(round_trip * 60) + (
0 if building == base else building_minutes
)
maximum_daily = (
len(batteries) * battery_minutes
+ len(rooms) * room_minutes
+ sum(building_work.values())
)
daily_work = {}
daily_overtime = {}
daily_limit_hit = {}
overtime_start = round(float(_setting(settings, "overtime_start", 8.0)) * 60)
daily_limit = round(
float(_setting(settings, "worker_limit_daily_hours", 24.0)) * 60
)
for day in real_days:
work = model.new_int_var(0, maximum_daily, f"work_{day}")
expression = (
battery_minutes * sum(assignment[battery, day] for battery in batteries)
+ room_minutes
* sum(room_visit[room, day] for room in rooms if room != base_room)
+ sum(
building_work[building] * building_visit[building, day]
for building in buildings
)
)
model.add(work == expression)
daily_work[day] = work
overtime = model.new_int_var(0, maximum_daily, f"overtime_{day}")
model.add(overtime >= work - overtime_start)
daily_overtime[day] = overtime
hit = model.new_bool_var(f"daily_limit_hit_{day}")
model.add(work <= daily_limit + maximum_daily * hit)
daily_limit_hit[day] = hit
weekly_limit_hit = {}
weekly_limit = round(
float(_setting(settings, "worker_limit_weekly_hours", 24.0)) * 60
)
for week_start in range(0, len(real_days), 7):
week_days = real_days[week_start : week_start + 7]
hit = model.new_bool_var(f"weekly_limit_hit_{week_start // 7}")
weekly_maximum = maximum_daily * len(week_days)
model.add(
sum(daily_work[day] for day in week_days)
<= max(weekly_limit - 1, -1) + weekly_maximum * hit
)
weekly_limit_hit[week_start] = hit
objective_terms = []
for battery_index, battery in enumerate(batteries):
for action_index, action in enumerate(actions):
coefficient = int(
round(float(expected_costs.loc[battery, action]) * COST_SCALE)
)
coefficient += action_index + battery_index % 3
objective_terms.append(coefficient * assignment[battery, action])
minute_cost = COST_SCALE // MINUTES_PER_HOUR
objective_terms.extend(minute_cost * daily_work[day] for day in real_days)
overtime_factor = float(_setting(settings, "overtime_penalty_factor", 2.0))
overtime_minute_cost = int(round(overtime_factor * minute_cost))
objective_terms.extend(
overtime_minute_cost * daily_overtime[day] for day in real_days
)
daily_penalty = int(
round(
float(_setting(settings, "worker_limit_daily_penalty", 100.0))
* COST_SCALE
)
)
weekly_penalty = int(
round(
float(_setting(settings, "worker_limit_weekly_penalty", 100.0))
* COST_SCALE
)
)
objective_terms.extend(
daily_penalty * value for value in daily_limit_hit.values()
)
objective_terms.extend(
weekly_penalty * value for value in weekly_limit_hit.values()
)
model.minimize(sum(objective_terms))
solver = cp_model.CpSolver()
solver.parameters.max_time_in_seconds = self.solver_time_limit_seconds
solver.parameters.num_search_workers = max(1, int(getattr(self, "solver_workers", 8)))
solver.parameters.random_seed = 0
status = solver.solve(model)
# Never silently accept a non-solve: an UNKNOWN status here previously
# fell through to the greedy fallback and cost us most of the late_swap.
log.info(
"cpsat-solve",
status=solver.status_name(status),
batteries=len(batteries),
wall_seconds=round(solver.wall_time, 2),
)
if status not in (cp_model.OPTIMAL, cp_model.FEASIBLE):
log.warning("cpsat-no-solution-using-greedy-fallback", status=solver.status_name(status))
return {
battery: min(
actions,
key=lambda action: (
expected_costs.loc[battery, action],
str(action),
),
)
for battery in batteries
}
return {
battery: next(
action
for action in actions
if solver.value(assignment[battery, action])
)
for battery in batteries
}
def plan(self, timeseries, locations, travel_costs, settings):
loc = _normalize_locations(locations)
batteries = sorted(loc["battery"].astype(str).tolist())
normalized_timeseries = normalize_timeseries(timeseries)
if normalized_timeseries.empty:
if "end_time" not in loc:
raise ValueError("Cannot determine scenario start time")
start_time = pandas.to_datetime(loc["end_time"]).max().normalize()
else:
start_time = normalized_timeseries["end_time"].max().normalize()
expected_costs = self._expected_costs(timeseries, batteries, settings)
# Restrict the solve to batteries where swapping actually beats skipping.
# Only ~2-4% of batteries are due in any window; giving all ~450 of them
# decision variables made the model too big to solve (CP-SAT returned
# UNKNOWN at a 99.9% gap). Everything below the threshold is pinned to
# no_swap, which its own expected costs already say is optimal.
day_costs = expected_costs.drop(columns=["no_swap"])
benefit = expected_costs["no_swap"] - day_costs.min(axis=1)
# getattr keeps planners pickled before this attribute existed loadable
threshold = float(getattr(self, "candidate_benefit_threshold", 30.0))
candidates = sorted(benefit[benefit > threshold].index.astype(str))
log.info("candidate-filter", total=len(batteries), candidates=len(candidates))
assignments = {battery: "no_swap" for battery in batteries}
if candidates:
solved = self._solve_assignments(
expected_costs.loc[candidates], loc, travel_costs, settings
)
assignments.update(solved)
horizon = int(round(float(_setting(settings, "planning_window_days", 42))))
base = str(_setting(settings, "base_location", ""))
records = []
for day in range(horizon + 1):
selected = [battery for battery in batteries if assignments[battery] == day]
for battery in order_daily_route(selected, loc, travel_costs, base):
records.append(
{"day": start_time + pandas.Timedelta(days=day), "battery": battery}
)
no_swap_day = start_time + pandas.Timedelta(days=horizon + 1)
for battery in sorted(
battery for battery in batteries if assignments[battery] == "no_swap"
):
records.append({"day": no_swap_day, "battery": battery})
plan = pandas.DataFrame.from_records(
records, columns=["day", "battery"]
).reset_index(drop=True)
plan["day"] = pandas.to_datetime(plan["day"])
check_plan_valid(plan, loc, start_time=start_time)
return plan
class SearchPlanner(Planner):
"""Greedy construction + local search scored by the *real* evaluate_plan.
The MILP approximates the official cost model; this scores candidate plans
with the actual evaluator (using predicted EOL as surrogate truth), so it
has zero modeling error -- it sees the emergency-visit mechanics, weekly
limit accounting and end-of-day travel exactly as the scorer does.
Only batteries that plausibly fail inside the window get scheduled; with
~2-4% due per scenario the search space is small enough to explore well.
"""
def __init__(
self,
rul_estimator,
candidate_benefit_threshold=5.0,
iterations=400,
random_seed=0,
late_risk_multiplier=1.0,
):
self.rul_estimator = rul_estimator
self.candidate_benefit_threshold = float(candidate_benefit_threshold)
self.iterations = int(iterations)
self.random_seed = int(random_seed)
self.late_risk_multiplier = float(late_risk_multiplier)
def _expected_costs(self, timeseries, batteries, settings):
return MilpPlanner._expected_costs(self, timeseries, batteries, settings)
@staticmethod
def _build_plan(assignment, all_batteries, start_time, park_day):
"""assignment: battery -> day offset (int). Others parked past window."""
records = [
{"day": start_time + pandas.Timedelta(days=int(d)), "battery": b}
for b, d in assignment.items()
]
assigned = set(assignment)
records.extend(
{"day": park_day, "battery": b} for b in all_batteries if b not in assigned
)
plan = pandas.DataFrame.from_records(records, columns=["day", "battery"])
# stable ordering: by day, then grouped by building/room handled by caller
plan = plan.sort_values(["day", "battery"], kind="stable").reset_index(drop=True)
plan["day"] = pandas.to_datetime(plan["day"])
return plan
@staticmethod
def _route_day(day_batteries, building_of, room_of, travel, base):
"""Nearest-building route for one day, using precomputed lookups.
Same logic as order_daily_route but without rebuilding the location
frame and travel dict on every call -- this runs inside the search loop.
"""
remaining = set(building_of[b] for b in day_batteries)
current = str(base)
building_order = []
while remaining:
nxt = min(
remaining,
key=lambda bl: (
travel.get((current, bl), 0.0 if current == bl else float("inf")),
bl,
),
)
building_order.append(nxt)
remaining.discard(nxt)
current = nxt
ordered = []
for building in building_order:
here = [b for b in day_batteries if building_of[b] == building]
here.sort(key=lambda b: (room_of[b], b))
ordered.extend(here)
return ordered
def plan(self, timeseries, locations, travel_costs, settings):
import random
loc = _normalize_locations(locations)
batteries = sorted(loc["battery"].astype(str).tolist())
normalized = normalize_timeseries(timeseries)
if normalized.empty:
start_time = pandas.to_datetime(loc["end_time"]).max().normalize()
else:
start_time = normalized["end_time"].max().normalize()
horizon = int(round(float(_setting(settings, "planning_window_days", 42))))
horizon_end = start_time + pandas.Timedelta(days=horizon)
base = str(_setting(settings, "base_location", ""))
park_day = start_time + pandas.Timedelta(days=horizon + 1)
expected_costs = self._expected_costs(timeseries, batteries, settings)
day_costs = expected_costs.drop(columns=["no_swap"])
benefit = expected_costs["no_swap"] - day_costs.min(axis=1)
candidates = sorted(
benefit[benefit > self.candidate_benefit_threshold].index.astype(str)
)
log.info("candidate-filter", total=len(batteries), candidates=len(candidates))
if not candidates:
plan = self._build_plan({}, batteries, start_time, park_day)
check_plan_valid(plan, loc, start_time=start_time)
return plan
# Surrogate EOL for scoring: the cost-minimising swap day per battery
# already encodes the newsvendor trade-off (early 0.5/day vs late 10/day).
target_day = {b: int(day_costs.loc[b].idxmin()) for b in candidates}
surrogate_eol = pandas.Series(
{
b: (start_time + pandas.Timedelta(days=int(target_day[b])))
if b in target_day
else park_day + pandas.Timedelta(days=365)
for b in batteries
}
)
# Precomputed lookups so the search loop never rebuilds these.
indexed = loc.set_index("battery")
building_of = indexed["building"].astype(str).to_dict()
room_of = indexed["room"].astype(str).to_dict()
travel = _travel_lookup(travel_costs)
parked = [b for b in batteries]
def make_plan(assignment):
by_day = {}
for b, d in assignment.items():
by_day.setdefault(int(d), []).append(b)
rows_day, rows_bat = [], []
for d in sorted(by_day):
ordered = self._route_day(
sorted(by_day[d]), building_of, room_of, travel, base
)
stamp = start_time + pandas.Timedelta(days=d)
rows_day.extend([stamp] * len(ordered))
rows_bat.extend(ordered)
assigned = set(assignment)
rest = [b for b in parked if b not in assigned]
rows_day.extend([park_day] * len(rest))
rows_bat.extend(rest)
plan = pandas.DataFrame({"day": rows_day, "battery": rows_bat})
plan["day"] = pandas.to_datetime(plan["day"])
return plan
def score(assignment):
try:
_, _, overall = evaluate_plan(
make_plan(assignment),
loc,
travel_costs,
settings,
eol_times=surrogate_eol,
start_time=start_time,
verbose=0,
)
return float(overall["total_cost"])
except Exception:
return float("inf")
# Greedy start: everyone at their own cost-minimising day.
current = dict(target_day)
current_cost = score(current)
# Local search. Moves: shift a day, batch onto another candidate's day,
# drop a battery, or restore a dropped one.
rng = random.Random(self.random_seed)
best, best_cost = dict(current), current_cost
used_days = sorted(set(target_day.values()))
for _ in range(self.iterations):
trial = dict(current)
battery = rng.choice(candidates)
move = rng.random()
if move < 0.4 and trial:
# batch: move onto a day already being worked (saves a trip)
if used_days:
trial[battery] = rng.choice(
sorted(set(trial.values())) or used_days
)
elif move < 0.75:
# shift, biased earlier (late costs 20x more than early)
base_day = trial.get(battery, target_day[battery])
shift = -rng.randint(1, 7) if rng.random() < 0.7 else rng.randint(1, 4)
trial[battery] = int(min(max(base_day + shift, 0), horizon))
elif move < 0.9:
trial.pop(battery, None) # drop
else:
trial[battery] = target_day[battery] # restore
trial_cost = score(trial)
if trial_cost <= current_cost:
current, current_cost = trial, trial_cost
if trial_cost < best_cost:
best, best_cost = dict(trial), trial_cost
log.info(
"search-planner",
candidates=len(candidates),
scheduled=len(best),
surrogate_cost=round(best_cost, 1),
)
plan = make_plan(best)
check_plan_valid(plan, loc, start_time=start_time)
return plan
RUL_DEVICE_COLUMN = "device_id"
RUL_TIME_COLUMN = "end_time"
RUL_VALUE_COLUMNS = ("voltage", "temperature")
RUL_WINDOW_DAYS = (7, 30, 90)
def _rul_slope(values, timestamps):
y_all = values.to_numpy(dtype=float)
time_all = timestamps.to_numpy(dtype="datetime64[ns]")
valid = np.isfinite(y_all) & ~np.isnat(time_all)
if np.count_nonzero(valid) < 2:
return 0.0
y = y_all[valid]
selected_times = time_all[valid]
x = (selected_times - selected_times.min()) / np.timedelta64(1, "D")
x = x.astype(float)
centered_x = x - x.mean()
denominator = float(centered_x @ centered_x)
if denominator == 0.0:
return 0.0
return float(centered_x @ (y - y.mean()) / denominator)
def _rul_finite(value):
return float(value) if np.isfinite(value) else 0.0
def extract_snapshot_features(timeseries, reference_time=None, windows=RUL_WINDOW_DAYS):
frame = normalize_timeseries(timeseries)
if frame.empty:
return pd.DataFrame(index=pd.Index([], name=RUL_DEVICE_COLUMN))
reference = (
pd.Timestamp(reference_time)
if reference_time is not None
else frame[RUL_TIME_COLUMN].max()
)
frame = frame.loc[frame[RUL_TIME_COLUMN] <= reference].copy()
rows = []
for device_id, group in frame.groupby(RUL_DEVICE_COLUMN, sort=True):
group = group.sort_values(RUL_TIME_COLUMN, kind="stable")
first_time = group[RUL_TIME_COLUMN].iloc[0]
last_time = group[RUL_TIME_COLUMN].iloc[-1]
row = {
RUL_DEVICE_COLUMN: device_id,
"device_age_days": max(
(reference - first_time).total_seconds() / 86400.0, 0.0
),
"history_span_days": max(
(last_time - first_time).total_seconds() / 86400.0, 0.0
),
"days_since_last_observation": max(
(reference - last_time).total_seconds() / 86400.0, 0.0
),
"observation_count": float(len(group)),
}
for value_column in RUL_VALUE_COLUMNS:
values = group[value_column]
row[f"{value_column}_latest"] = _rul_finite(values.iloc[-1])
row[f"{value_column}_mean"] = _rul_finite(values.mean())
row[f"{value_column}_std"] = _rul_finite(values.std(ddof=0))
row[f"{value_column}_min"] = _rul_finite(values.min())
row[f"{value_column}_max"] = _rul_finite(values.max())
row[f"{value_column}_slope"] = _rul_finite(
_rul_slope(values, group[RUL_TIME_COLUMN])
)
for days in windows:
window = group.loc[
group[RUL_TIME_COLUMN] >= reference - pd.Timedelta(days=int(days))
]
row[f"observation_count_{days}d"] = float(len(window))
for value_column in RUL_VALUE_COLUMNS:
values = window[value_column]
prefix = f"{value_column}_{days}d"
row[f"{prefix}_mean"] = _rul_finite(values.mean())
row[f"{prefix}_std"] = _rul_finite(values.std(ddof=0))
row[f"{prefix}_min"] = _rul_finite(values.min())
row[f"{prefix}_max"] = _rul_finite(values.max())
row[f"{value_column}_slope_{days}d"] = _rul_finite(
_rul_slope(values, window[RUL_TIME_COLUMN])
)
rows.append(row)
features = pd.DataFrame.from_records(rows).set_index(RUL_DEVICE_COLUMN)
return features.astype(float)
def expected_costs_from_failure_distribution(
failure_probability, replacement_days, early_penalty, late_penalty
):
probabilities = np.asarray(failure_probability, dtype=float)
probabilities = np.clip(probabilities, 0.0, None)
total_probability = probabilities.sum()
if total_probability <= 0:
raise ValueError("Failure probabilities must contain positive mass")
probabilities = probabilities / total_probability
failure_days = np.arange(len(probabilities), dtype=float)
replacement = np.asarray(replacement_days, dtype=float)[:, None]
early_days = np.maximum(failure_days[None, :] - replacement, 0.0)
late_days = np.maximum(replacement - failure_days[None, :], 0.0)
costs = early_penalty * early_days + late_penalty * late_days
return costs @ probabilities
def expected_no_swap_cost(
failure_probability, horizon_day, emergency_day, late_penalty
):
probabilities = np.asarray(failure_probability, dtype=float)
probabilities = np.clip(probabilities, 0.0, None)
total_probability = probabilities.sum()
if total_probability <= 0:
raise ValueError("Failure probabilities must contain positive mass")
probabilities = probabilities / total_probability
failure_days = np.arange(len(probabilities), dtype=float)
due_inside_window = failure_days <= int(horizon_day)
late_days = np.maximum(float(emergency_day) - failure_days, 0.0)
return float(
np.sum(probabilities[due_inside_window] * late_days[due_inside_window])
* late_penalty
)
class DiscreteHazardRULModel(RULModel):
quantile_cols = ["p10", "p50", "p90"]
period_days = 7
horizon_cap_days = 126 # ~18 weekly periods; covers the 42-day planning window plus emergency margin
def __init__(self, random_state=0):
self.random_state = int(random_state)
self.model_ = None
self.feature_columns_ = []
self.feature_medians_ = pd.Series(dtype=float)
self.n_periods_ = self.horizon_cap_days // self.period_days
self.fallback_hazard_ = 0.01
def _prepare_features(self, features, fitting=False):
numeric = features.apply(pd.to_numeric, errors="coerce").replace(
[np.inf, -np.inf], np.nan
)
if fitting:
self.feature_columns_ = list(numeric.columns)
self.feature_medians_ = numeric.median().fillna(0.0)
else:
numeric = numeric.reindex(columns=self.feature_columns_)
return numeric.fillna(self.feature_medians_).astype(float)
def _expand_person_periods(self, features, durations, events):
n_periods = self.n_periods_
row_index = []
row_periods = []
labels = []
for idx in features.index:
duration = float(durations[idx])
event = bool(events[idx])
capped_duration = min(duration, float(self.horizon_cap_days))
failure_period = None
if event and duration <= self.horizon_cap_days:
failure_period = min(
int(capped_duration // self.period_days), n_periods - 1
)
max_period = int(np.ceil(capped_duration / self.period_days))
if failure_period is not None:
max_period = max(max_period, failure_period + 1)
max_period = min(max_period, n_periods)
for period in range(max_period):
row_index.append(idx)
row_periods.append(period)
is_failure = failure_period is not None and period == failure_period
labels.append(1 if is_failure else 0)
if is_failure:
break
period_features = features.loc[row_index].copy()
period_features["period"] = row_periods
return period_features, np.array(labels, dtype=int)
def fit_snapshots(self, snapshot_features, durations, events):
common = snapshot_features.index.intersection(durations.index).intersection(
events.index
)
if common.empty:
raise ValueError("No aligned snapshot labels were provided")
features = self._prepare_features(snapshot_features.loc[common], fitting=True)
duration = pd.to_numeric(durations.loc[common], errors="coerce").clip(
lower=0.25
)
event = events.loc[common].fillna(False).astype(bool)
period_features, labels = self._expand_person_periods(features, duration, event)
self.fallback_hazard_ = (
float(np.clip(labels.mean(), 1e-3, 0.5)) if len(labels) else 0.01
)
self.model_ = None
if labels.sum() >= 2 and len(labels) >= 10:
from sklearn.ensemble import HistGradientBoostingClassifier
model = HistGradientBoostingClassifier(random_state=self.random_state)
model.fit(period_features.to_numpy(dtype=float), labels)
self.model_ = model
return self
def fit(self, timeseries, rul):
features = extract_snapshot_features(timeseries)
labels = pd.to_numeric(rul, errors="coerce").reindex(features.index)
events = pd.Series(True, index=features.index)
return self.fit_snapshots(features, labels, events)
def _period_hazards(self, features):
prepared = self._prepare_features(features, fitting=False)
n = len(prepared)
n_periods = self.n_periods_
hazards = np.full((n, n_periods), self.fallback_hazard_, dtype=float)
if self.model_ is not None:
base = prepared.to_numpy(dtype=float)
for period in range(n_periods):
period_col = np.full((n, 1), float(period), dtype=float)
x = np.hstack([base, period_col])
try:
hazards[:, period] = self.model_.predict_proba(x)[:, 1]
except (ArithmeticError, ValueError):
pass
return np.clip(hazards, 1e-4, 1.0 - 1e-4)
def _survival(self, features, times):
hazards = self._period_hazards(features)
n = hazards.shape[0]
period_survival = np.cumprod(1.0 - hazards, axis=1)
period_survival = np.hstack(
[np.ones((n, 1)), period_survival]
) # prepend day-0 survival = 1
times = np.asarray(times, dtype=float)
result = np.ones((len(times), n), dtype=float)
for i, t in enumerate(times):
period_idx = min(int(t // self.period_days), self.n_periods_)
result[i, :] = period_survival[:, period_idx]
return result
def predict(self, timeseries):
features = extract_snapshot_features(timeseries)
times = np.arange(
0, self.horizon_cap_days + self.period_days, self.period_days, dtype=float
)
survival = self._survival(features, times)
quantile_days = {}
for q_col, target in zip(self.quantile_cols, (0.9, 0.5, 0.1)):
days = []
for j in range(survival.shape[1]):
below = np.where(survival[:, j] <= target)[0]
days.append(
float(times[below[0]])
if len(below)
else float(self.horizon_cap_days)
)
quantile_days[q_col] = days
return pd.DataFrame(quantile_days, index=features.index)[self.quantile_cols]
def failure_probabilities(self, timeseries, max_day):
features = extract_snapshot_features(timeseries)
times = np.arange(max_day + 2, dtype=float)
survival = self._survival(features, times)
interval_mass = np.maximum(survival[:-1] - survival[1:], 0.0)
probabilities = np.vstack([interval_mass, survival[-1:]]).T
row_sums = probabilities.sum(axis=1, keepdims=True)
probabilities = np.divide(
probabilities,
row_sums,
out=np.zeros_like(probabilities),
where=row_sums > 0,
)
return pd.DataFrame(
probabilities, index=features.index, columns=range(max_day + 2)
)
def expected_replacement_costs(
self,
timeseries,
horizon_days,
early_penalty,
late_penalty,
no_swap_extension_days,
):
emergency_day = int(horizon_days + no_swap_extension_days)
max_failure_day = emergency_day + max(int(horizon_days), 30)
probabilities = self.failure_probabilities(timeseries, max_day=max_failure_day)
replacement_days = np.arange(int(horizon_days) + 1)
rows = [
np.append(
expected_costs_from_failure_distribution(
row,
replacement_days,
early_penalty=float(early_penalty),
late_penalty=float(late_penalty),
),
expected_no_swap_cost(
row,
horizon_day=int(horizon_days),
emergency_day=emergency_day,
late_penalty=float(late_penalty),
),
)
for row in probabilities.to_numpy(dtype=float)
]
columns = list(replacement_days) + ["no_swap"]
return pd.DataFrame(rows, index=probabilities.index, columns=columns)
def split_scenarios(scenarios, val_fraction=0.25, seed=0):
"""Deterministic shuffled train/val split across scenarios (not a
prefix-limit) so evaluation isn't done on the same data used to fit."""
import random
rng = random.Random(seed)
shuffled = list(scenarios)
rng.shuffle(shuffled)
n_val = max(1, round(len(shuffled) * val_fraction))
return shuffled[n_val:], shuffled[:n_val]
def build_training_snapshots(
locations, timeseries, eol_times, scenarios, limit_scenarios=None
):
feature_parts = []
duration_parts = []
event_parts = []
gen = iterate_scenarios(locations, timeseries, eol_times, scenarios)
for scenario_number, (scenario, locs, cut, scenario_eol) in enumerate(gen):
if limit_scenarios is not None and scenario_number >= limit_scenarios:
break
scenario_name = str(scenario["name"])
scenario_start = pd.Timestamp(scenario["start_time"])
features = extract_snapshot_features(cut, reference_time=scenario_start)
batteries = features.index.astype(str)
loc_by_battery = locs.set_index("battery")
observed_eol = pd.to_datetime(scenario_eol.reindex(batteries))
censor_end = pd.to_datetime(loc_by_battery.loc[batteries, "end_time"])
event = observed_eol.notna()
endpoint = observed_eol.where(event, censor_end)
duration = ((endpoint - scenario_start) / pd.Timedelta(days=1)).astype(float)
duration = duration.clip(lower=0.25)
snapshot_index = pd.Index(
[f"{battery}::{scenario_name}" for battery in batteries], name="snapshot_id"
)
features = features.copy()
features.index = snapshot_index
duration.index = snapshot_index
event.index = snapshot_index
feature_parts.append(features)
duration_parts.append(duration.rename("duration"))
event_parts.append(event.astype(bool).rename("event"))
if not feature_parts:
raise ValueError("No training scenarios produced snapshot features")
return (
pd.concat(feature_parts, axis=0),
pd.concat(duration_parts, axis=0),
pd.concat(event_parts, axis=0),
)
def train_rul_model(locations, timeseries, eol_times, scenarios, limit_scenarios=None):
features, durations, events = build_training_snapshots(
locations, timeseries, eol_times, scenarios, limit_scenarios=limit_scenarios
)
log.info(
"training-snapshots",
rows=len(features),
features=len(features.columns),
observed_events=int(events.sum()),
censored=int((~events).sum()),
)
return DiscreteHazardRULModel().fit_snapshots(features, durations, events)
class Config(BaseSettings):
"""
Automatically provides command-line argument support for specified fields
"""
model_config = SettingsConfigDict(
env_prefix="",
cli_parse_args=True,
cli_ignore_unknown_args=True,
)
dataset_path: Optional[Path] = None
split: str = "train"
solver_time_limit_seconds: float = 20.0
late_risk_multiplier: float = 1.0
val_fraction: float = 0.25
split_seed: int = 0
def main():
cfg = Config()
if cfg.dataset_path is None:
dataset_path = os.environ.get("BATTERYSWAP_DATASET_PATH", None)
assert dataset_path
dataset_path = Path(dataset_path)
else:
dataset_path = cfg.dataset_path
split_path = dataset_path / cfg.split
locations, timeseries, eol_times, scenarios = load_dataset(split_path)
log.info("evaluate-load-data", path=dataset_path)
train_scenarios, val_scenarios = split_scenarios(
scenarios, val_fraction=cfg.val_fraction, seed=cfg.split_seed
)
log.info(
"scenario-split",
total=len(scenarios),
train=len(train_scenarios),
val=len(val_scenarios),
)
rul_model = train_rul_model(locations, timeseries, eol_times, train_scenarios)
log.info("train-done")
log.info("evaluate-held-out")
gen = iterate_scenarios(locations, timeseries, eol_times, val_scenarios)
for scenario, locs, cut, eol in gen:
scenario_name = scenario["name"]
travel_costs = scenario["travel_costs"]
settings = scenario["settings"]
planner = MilpPlanner(
rul_model,
solver_time_limit_seconds=cfg.solver_time_limit_seconds,
late_risk_multiplier=cfg.late_risk_multiplier,
)
plan = planner.plan(cut, locs, travel_costs, settings)
start_time = pandas.Timestamp(scenario["start_time"])
transitions, daily, overall = evaluate_plan(
plan, locs, travel_costs, settings, eol_times=eol, start_time=start_time
)
print("scores", scenario_name, overall)
log.info("refit-on-full-data-for-submission")
rul_model_full = train_rul_model(locations, timeseries, eol_times, scenarios)
# Save best planner
planner = MilpPlanner(
rul_model_full,
solver_time_limit_seconds=cfg.solver_time_limit_seconds,
late_risk_multiplier=cfg.late_risk_multiplier,
)
planner_path = 'batteryswap_example/planners/best.pickle'
with open(planner_path, "wb") as f:
pickle.dump(planner, f)
print('planner-save', planner_path)
if __name__ == '__main__':
main()