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= '%Y-%m-%dT%H:%M:%S.%fZ' time_str = datetime.strptime(row['time'], p) del row['time'] else: time_str = None if 'model_ver' in row.keys(): self.tags['model_ver']= row[
_data import tabularDataReader from mlac.timeseries.core.transformer import transformer as profiler from mlac.timeseries.core.selector import selector from mlac.timeseries.core.trainer import learner from mlac.timeseries.core.register import register from mlac.timeseries.core.deploy import deploy from mlac.timeseries.core.drift_analysis import drift from mlac.timeseries.core.functions import global_function from mlac.timeseries.core.data_reader import data_reader from mlac.timeseries.core.utility import utility_function <s> """ /** * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * © Copyright HCL Technologies Ltd. 2021, 2022 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. */ """ class input_drift(): def __init__(self, tab_size=4): self.tab = ' ' * tab_size self.codeText = '' def addInputDriftClass(self): text = "\\ \\nclass inputdrift():\\ \\n\\ \\n def __init__(self,base_config):\\ \\n self.usecase = base_config['modelName'] + '_' + base_config['modelVersion']\\ \\n self.currentDataLocation = base_config['currentDataLocation']\\ \\n home = Path.home()\\ \\n if platform.system() == 'Windows':\\ \\n from pathlib import WindowsPath\\ \\n output_data_dir = WindowsPath(home)/'AppData'/'Local'/'HCLT'/'AION'/'Data'\\ \\n output_model_dir = WindowsPath(home)/'AppData'/'Local'/'HCLT'/'AION'/'target'/self.usecase\\ \\n else:\\ \\n from pathlib import PosixPath\\ \\n output_data_dir = PosixPath(home)/'HCLT'/'AION'/'Data'\\ \\n output_model_dir = PosixPath(home)/'HCLT'/'AION'/'target'/self.usecase\\ \\n if not output_model_dir.exists():\\ \\n raise ValueError(f'Configuration file not found at {output_model_dir}')\\ \\n\\ \\n tracking_uri = 'file:///' + str(Path(output_model_dir)/'mlruns')\\ \\n registry_uri = 'sqlite:///' + str(Path(output_model_dir)/'mlruns.db')\\ \\n mlflow.set_tracking_uri(tracking_uri)\\ \\n mlflow.set_registry_uri(registry_uri)\\ \\n client = mlflow.tracking.MlflowClient(\\ \\n tracking_uri=tracking_uri,\\ \\n registry_uri=registry_uri,\\ \\n )\\ \\n model_version_uri = 'models:/{model_name}/production'.format(model_name=self.usecase)\\ \\n model = mlflow.pyfunc.load_model(model_version_uri)\\ \\n run = client.get_run(model.metadata.run_id)\\ \\n if run.info.artifact_uri.startswith('file:'):\\ \\n artifact_path = Path(run.info.artifact_uri[len('file:///') : ])\\ \\n else:\\ \\n artifact_path = Path(run.info.artifact_uri)\\ \\n self.trainingDataPath = artifact_path/(self.usecase + '_data.csv')\\ \\n\\ \\n def get_input_drift(self,current_data, historical_data):\\ \\n curr_num_feat = current_data.select_dtypes(include='number')\\ \\n hist_num_feat = historical_data.select_dtypes(include='number')\\ \\n num_features = [feat for feat in historical_data.columns if feat in curr_num_feat]\\ \\n alert_count = 0\\ \\n data = {\\ \\n 'current':{'data':current_data},\\ \\n 'hist': {'data': historical_data}\\ \\n }\\ \\n dist_changed_columns = []\\ \\n dist_change_message = []\\ \\n for feature in num_features:\\ \\n curr_static_value = st.ks_2samp( hist_num_feat[feature], curr_num_feat[feature]).pvalue\\ \\n if (curr_static_value < 0.05):\\ \\n distribution = {}\\ \\n distribution['hist'] = self.DistributionFinder( historical_data[feature])\\ \\n distribution['curr'] = self.DistributionFinder( current_data[feature])\\ \\n if(distribution['hist']['name'] == distribution['curr']['name']):\\ \\n pass\\ \\n else:\\ \\n alert_count = alert_count + 1\\ \\n dist_changed_columns.append(feature)\\ \\n changed_column = {}\\ \\n changed_column['Feature'] = feature\\ \\n changed_column['KS_Training'] = curr_static_value\\ \\n changed_column['Training_Distribution'] = distribution['hist']['name']\\ \\n changed_column['New_Distribution'] = distribution['curr']['name']\\ \\n dist_change_message.append(changed_column)\\ \\n if alert_count:\\ \\n resultStatus = dist_change_message\\ \\n else :\\ \\n resultStatus='Model is working as expected'\\ \\n return(alert_count, resultStatus)\\ \\n\\ \\n def DistributionFinder(self,data):\\ \\n best_distribution =''\\ \\n best_sse =0.0\\ \\n if(data.dtype in ['int','int64']):\\ \\n distributions= {'bernoulli':{'algo':st.bernoulli},\\ \\n 'binom':{'algo':st.binom},\\ \\n 'geom':{'algo':st.geom},\\ \\n 'nbinom':{'algo':st.nbinom},\\ \\n 'poisson':{'algo':st.poisson}\\ \\n }\\ \\n index, counts = np.unique(data.astype(int),return_counts=True)\\ \\n if(len(index)>=2):\\ \\n best_sse = np.inf\\ \\n y1=[]\\ \\n total=sum(counts)\\ \\n mean=float(sum(index*counts))/total\\ \\n variance=float((sum(index**2*counts) -total*mean**2))/(total-1)\\ \\n dispersion=mean/float(variance)\\ \\n theta=1/float(dispersion)\\ \\n r=mean*(float(theta)/1-theta)\\ \\n\\ \\n for j in counts:\\ \\n y1.append(float(j)/total)\\ \\n distributions['bernoulli']['pmf'] = distributions['bernoulli']['algo'].pmf(index,mean)\\ \\n distributions['binom']['pmf'] = distributions['binom']['algo'].pmf(index,len(index),p=mean/len(index))\\ \\n distributions['geom']['pmf'] = distributions['geom']['algo'].pmf(index,1/float(1+mean))\\ \\n distributions['nbinom']['pmf'] = distributions['nbinom']['algo'].pmf(index,mean,r)\\ \\n distributions['poisson']['pmf'] = distributions['poisson']['algo'].pmf(index,mean)\\ \\n\\ \\n sselist = []\\ \\n for dist in distributions.keys():\\ \\n distributions[dist]['sess'] = np.sum(np.power(y1 - distributions[dist]['pmf'], 2.0))\\ \\n if np.isnan(distributions[dist]['sess']):\\ \\n distributions[dist]['sess'] = float('inf')\\ \\n best_dist = min(distributions, key=lambda v: distributions[v]['sess'])\\ \\n best_distribution = best_dist\\ \\n best_sse = distributions[best_dist]['sess']\\ \\n\\ \\n elif (len(index) == 1):\\ \\n best_distribution = 'Constant Data-No Distribution'\\ \\n best_sse = 0.0\\ \\n elif(data.dtype in ['float64','float32']):\\ \\n distributions = [st.uniform,st.expon,st.weibull_max,st.weibull_min,st.chi,st.norm,st.lognorm,st.t,st.gamma,st.beta]\\ \\n best_distribution = st.norm.name\\ \\n best_sse = np.inf\\ \\n nrange = data.max() - data.min()\\ \\n\\ \\n y, x = np.histogram(data.astype(float), bins='auto', density=True)\\ \\n x = (x + np.roll(x, -1))[:-1] / 2.0\\ \\n\\ \\n for distribution in distributions:\\ \\n with warnings.catch_warnings():\\ \\n warnings.filterwarnings('ignore')\\ \\n params = distribution.fit(data.astype(float))\\ \\n arg = params[:-2]\\ \\n loc = params[-2]\\ \\n scale = params[-1]\\ \\n pdf = distribution.pdf(x, loc=loc, scale=scale, *arg)\\ \\n sse = np.sum(np.power(y - pdf, 2.0))\\ \\n if( sse < best_sse):\\ \\n best_distribution = distribution.name\\ \\n best_sse = sse\\ \\n\\ \\n return {'name':best_distribution, 'sse': best_sse}\\ \\n\\ " return text def addSuffixCode(self, indent=1): text ="\\n\\ \\ndef check_drift( config):\\ \\n inputdriftObj = inputdrift(config)\\ \\n historicaldataFrame=pd.read_csv(inputdriftObj.trainingDataPath)\\ \\n currentdataFrame=pd.read_csv(inputdriftObj.currentDataLocation)\\ \\n dataalertcount,message = inputdriftObj.get_input_drift(currentdataFrame,historicaldataFrame)\\ \\n if message == 'Model is working as expected':\\ \\n output_json = {'status':'SUCCESS','data':{'Message':'Model is working as expected'}}\\ \\n else:\\ \\n output_json = {'status':'SUCCESS','data':{'Affected Columns':message}}\\ \\n return(output_json)\\ \\n\\ \\nif __name__ == '__main__':\\ \\n try:\\ \\n if len(sys.argv) < 2:\\ \\n raise ValueError('config file not present')\\ \\n config = sys.argv[1]\\ \\n if Path(config).is_file() and Path(config).suffix == '.json':\\ \\n with open(config, 'r') as f:\\ \\n config = json.load(f)\\ \\n else:\\ \\n config = json.loads(config)\\ \\n output = check_drift(config)\\ \\n status = {'Status':'Success','Message':output}\\ \\n print('input_drift:'+json.dumps(status))\\ \\n except Exception as e:\\ \\n status = {'Status':'Failure','Message':str(e)}\\ \\n print('input_drift:'+json.dumps(status))" return text def addStatement(self, statement, indent=1): self.codeText += '\\n' + self.tab * indent + statement def generateCode(self): self.codeText += self.addInputDriftClass() self.codeText += self.addSuffixCode() def getCode(self): return self.codeText <s> """ /** * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * © Copyright HCL Technologies Ltd. 2021, 2022 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. */ """ import json class drift(): def __init__(self, indent=0, tab_size=4): self.tab = " "*tab_size self.codeText = "" self.function_code = "" self.input_files = {} self.output_files = {} self.addInputFiles({'log' : 'aion.log', 'metaData' : 'modelMetaData.json'}) def addInputFiles(self, files): if not isinstance(files, dict): raise TypeError(f"Required dict type got {type(files)} type") for k,v in files.items(): self.input_files[k] = v def addOutputFiles(self, files): if not isinstance(files, dict): raise TypeError(f"Required dict type got {type(files)} type") for k,v in files.items(): self.input_files[k] = v def getInputFiles(self): text = 'IOFiles = ' if not self.input_files: text += '{ }' else: text += json.dumps(self.input_files, indent=4) return text def getOutputFiles(self): text = 'output_file = ' if not self.output_files: text += '{ }' else: text += json.dumps(self.output_files, indent=4) return text def getInputOutputFiles(self, indent=0): text = '\\n' text += self.getInputFiles() if indent: text = text.replace('\\n', self.tab * indent + '\\n') return text def __addValidateConfigCode(self): text = "\\n\\ \\ndef validateConfig():\\ \\n config_file = Path(__file__).parent/'config.json'\\ \\n if not Path(config_file).exists():\\ \\n raise ValueError(f'Config file is missing: {config_file}')\\ \\n config = utils.read_json(config_file)\\ \\n return config\\ " return text def addLocalFunctionsCode(self): self.function_code += self.__addValidateConfigCode() def addPrefixCode(self, smaller_is_better=False, indent=1): self.codeText += """ def monitoring(config, targetPath, log): retrain = False last_run_id = 0 retrain_threshold = config.get('retrainThreshold', 100) meta_data_file =
targetPath / IOFiles['metaData'] if meta_data_file.exists(): meta_data = utils.read_json(meta_data_file) if not meta_data.get('register', None): log.info('Last time Pipeline not executed properly') retrain = True else: last_run_id = meta_data['register']['runId'] df = utils.read_data(config['dataLocation']) df_len = len(df) if not meta_data['monitoring'].get('endIndex', None): meta_data['monitoring']['endIndex'] = int(meta_data['load_data']['Status']['Records']) meta_data['monitoring']['endIndexTemp'] = meta_data['monitoring']['endIndex'] if meta_data['register'].get('registered', False): meta_data['monitoring']['endIndex'] = meta_data['monitoring']['endIndexTemp'] meta_data['register']['registered'] = False #ack registery if (meta_data['monitoring']['endIndex'] + retrain_threshold) < df_len: meta_data['monitoring']['endIndexTemp'] = df_len retrain = True else: log.info('Pipeline running first time') meta_data = {} meta_data['monitoring'] = {} retrain = True if retrain: meta_data['monitoring']['runId'] = last_run_id + 1 meta_data['monitoring']['retrain'] = retrain utils.write_json(meta_data, targetPath/IOFiles['metaData']) status = {'Status':'Success','retrain': retrain, 'runId':meta_data['monitoring']['runId']} log.info(f'output: {status}') return json.dumps(status) """ def getMainCodeModules(self): modules = [{'module':'Path', 'mod_from':'pathlib'} ,{'module':'pandas','mod_as':'pd'} ,{'module':'json'} ] return modules def addMainCode(self, indent=1): self.codeText += """ if __name__ == '__main__': config = validateConfig() targetPath = Path('aion') / config['targetPath'] targetPath.mkdir(parents=True, exist_ok=True) log_file = targetPath / IOFiles['log'] log = utils.logger(log_file, mode='a', logger_name=Path(__file__).parent.stem) try: print(monitoring(config, targetPath, log)) except Exception as e: status = {'Status': 'Failure', 'Message': str(e)} print(json.dumps(status)) """ def addStatement(self, statement, indent=1): self.codeText += f"\\n{self.tab * indent}{statement}" def getCode(self, indent=1): return self.function_code + '\\n' + self.codeText <s> """ /** * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * © Copyright HCL Technologies Ltd. 2021, 2022 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. */ """ import json class deploy(): def __init__(self, tab_size=4): self.tab = ' ' * tab_size self.codeText = "" self.input_files = {} self.output_files = {} self.addInputFiles({'metaData' : 'modelMetaData.json','log':'predict.log'}) def addInputFiles(self, files): if not isinstance(files, dict): raise TypeError(f"Required dict type got {type(files)} type") for k,v in files.items(): self.input_files[k] = v def addOutputFiles(self, files): if not isinstance(files, dict): raise TypeError(f"Required dict type got {type(files)} type") for k,v in files.items(): self.input_files[k] = v def getInputFiles(self): text = 'IOFiles = ' if not self.input_files: text += '{ }' else: text += json.dumps(self.input_files, indent=4) return text def getOutputFiles(self): text = 'output_file = ' if not self.output_files: text += '{ }' else: text += json.dumps(self.output_files, indent=4) return text def getInputOutputFiles(self, indent=0): text = '\\n' text += self.getInputFiles() text += '\\n' text += self.getOutputFiles() if indent: text = text.replace('\\n', self.tab * indent + '\\n') return text def addStatement(self, statement, indent=1): pass def getPredictionCodeModules(self): modules = [{'module':'json'} ,{'module':'joblib'} ,{'module':'pandas', 'mod_as':'pd'} ,{'module':'numpy', 'mod_as':'np'} ,{'module':'Path', 'mod_from':'pathlib'} ,{'module':'json_normalize', 'mod_from':'pandas'} ,{'module':'load_model', 'mod_from':'tensorflow.keras.models'} ] return modules def addPredictionCode(self): self.codeText += """ class deploy(): def __init__(self, base_config, log=None): self.targetPath = (Path('aion') / base_config['targetPath']).resolve() if log: self.logger = log else: log_file = self.targetPath / IOFiles['log'] self.logger = logger(log_file, mode='a', logger_name=Path(__file__).parent.stem) try: self.initialize(base_config) except Exception as e: self.logger.error(e, exc_info=True) def initialize(self, base_config): targetPath = Path('aion') / base_config['targetPath'] meta_data_file = targetPath / IOFiles['metaData'] if meta_data_file.exists(): meta_data = utils.read_json(meta_data_file) self.dateTimeFeature = meta_data['training']['dateTimeFeature'] self.targetFeature = meta_data['training']['target_feature'] normalization_file = meta_data['transformation']['Status']['Normalization_file'] self.normalizer = joblib.load(normalization_file) self.lag_order = base_config['lag_order'] self.noofforecasts = base_config['noofforecasts'] run_id = str(meta_data['register']['runId']) model_path = str(targetPath/'runs'/str(meta_data['register']['runId'])/meta_data['register']['model']/'model') self.model = load_model(model_path) self.model_name = meta_data['register']['model'] def predict(self, data=None): try: return self.__predict(data) except Exception as e: if self.logger: self.logger.error(e, exc_info=True) raise ValueError(json.dumps({'Status': 'Failure', 'Message': str(e)})) def __predict(self, data=None): jsonData = json.loads(data) dataFrame = json_normalize(jsonData) xtrain = dataFrame if len(dataFrame) == 0: raise ValueError('No data record found') df_l = len(dataFrame) pred_threshold = 0.1 max_pred_by_user = round((df_l) * pred_threshold) # prediction for 24 steps or next 24 hours if self.noofforecasts == -1: self.noofforecasts = max_pred_by_user no_of_prediction = self.noofforecasts if (str(no_of_prediction) > str(max_pred_by_user)): no_of_prediction = max_pred_by_user noofforecasts = no_of_prediction # self.sfeatures.remove(self.datetimeFeature) features = self.targetFeature if len(features) == 1: xt = xtrain[features].values else: xt = xtrain[features].values xt = xt.astype('float32') xt = self.normalizer.transform(xt) pred_data = xt y_future = [] self.lag_order = int(self.lag_order) for i in range(int(no_of_prediction)): pdata = pred_data[-self.lag_order:] if len(features) == 1: pdata = pdata.reshape((1, self.lag_order)) else: pdata = pdata.reshape((1, self.lag_order, len(features))) if (len(features) > 1): pred = self.model.predict(pdata) predout = self.normalizer.inverse_transform(pred) y_future.append(predout) pred_data = np.append(pred_data, pred, axis=0) else: pred = self.model.predict(pdata) predout = self.normalizer.inverse_transform(pred) y_future.append(predout.flatten()[-1]) pred_data = np.append(pred_data, pred) pred = pd.DataFrame(index=range(0, len(y_future)), columns=self.targetFeature) for i in range(0, len(y_future)): pred.iloc[i] = y_future[i] predictions = pred forecast_output = predictions.to_json(orient='records') return forecast_output """ def getCode(self): return self.codeText def getServiceCode(self): return """ from http.server import BaseHTTPRequestHandler,HTTPServer from socketserver import ThreadingMixIn import os from os.path import expanduser import platform import threading import subprocess import argparse import re import cgi import json import shutil import logging import sys import time import seaborn as sns from pathlib import Path from predict import deploy import pandas as pd import scipy.stats as st import numpy as np import warnings from utility import * warnings.filterwarnings("ignore") config_input = None IOFiles = { "inputData": "rawData.dat", "metaData": "modelMetaData.json", "production": "production.json", "log": "aion.log", "monitoring":"monitoring.json", "prodData": "prodData", "prodDataGT":"prodDataGT" } def DistributionFinder(data): try: distributionName = "" sse = 0.0 KStestStatic = 0.0 dataType = "" if (data.dtype == "float64" or data.dtype == "float32"): dataType = "Continuous" elif (data.dtype == "int"): dataType = "Discrete" elif (data.dtype == "int64"): dataType = "Discrete" if (dataType == "Discrete"): distributions = [st.bernoulli, st.binom, st.geom, st.nbinom, st.poisson] index, counts = np.unique(data.astype(int), return_counts=True) if (len(index) >= 2): best_sse = np.inf y1 = [] total = sum(counts) mean = float(sum(index * counts)) / total variance = float((sum(index ** 2 * counts) - total * mean ** 2)) / (total - 1) dispersion = mean / float(variance) theta = 1 / float(dispersion) r = mean * (float(theta) / 1 - theta) for j in counts: y1.append(float(j) / total) pmf1 = st.bernoulli.pmf(index, mean) pmf2 = st.binom.pmf(index, len(index), p=mean / len(index)) pmf3 = st.geom.pmf(index, 1 / float(1 + mean)) pmf4 = st.nbinom.pmf(index, mean, r) pmf5 = st.poisson.pmf(index, mean) sse1 = np.sum(np.power(y1 - pmf1, 2.0)) sse2 = np.sum(np.power(y1 - pmf2, 2.0)) sse3 = np.sum(np.power(y1 - pmf3, 2.0)) sse4 = np.sum(np.power(y1 - pmf4, 2.0)) sse5 = np.sum(np.power(y1 - pmf5, 2.0)) sselist = [sse1, sse2, sse3, sse4, sse5] best_distribution = 'NA' for i in range(0, len(sselist)): if best_sse > sselist[i] > 0: best_distribution = distributions[i].name best_sse = sselist[i] elif (len(index) == 1): best_distribution = "Constant Data-No Distribution" best_sse = 0.0 distributionName = best_distribution sse = best_sse elif (dataType == "Continuous"): distributions = [st.uniform, st.expon, st.weibull_max, st.weibull_min, st.chi, st.norm, st.lognorm, st.t, st.gamma, st.beta] best_distribution = st.norm.name best_sse = np.inf datamin = data.min() datamax = data.max() nrange = datamax - datamin y, x = np.histogram(data.astype(float), bins='auto', density=True) x = (x + np.roll(x, -1))[:-1] / 2.0 for distribution in distributions: params = distribution.fit(data.astype(float)) arg = params[:-2] loc = params[-2] scale = params[-1] pdf = distribution.pdf(x, loc=loc, scale=scale, *arg) sse = np.sum(np.power(y - pdf, 2.0)) if (best_sse > sse > 0): best_distribution = distribution.name best_sse = sse distributionName = best_distribution sse = best_sse except: response = str(sys.exc_info()[0]) message = 'Job has Failed' + response exc_type, exc_obj, exc_tb = sys.exc_info() fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) print(str(exc_type) + ' ' + str(fname) + ' ' + str(exc_tb.
tb_lineno)) print(message) return distributionName, sse def getDriftDistribution(feature, dataframe, newdataframe=pd.DataFrame()): import matplotlib.pyplot as plt import math import io, base64, urllib np.seterr(divide='ignore', invalid='ignore') try: plt.clf() except: pass plt.rcParams.update({'figure.max_open_warning': 0}) sns.set(color_codes=True) pandasNumericDtypes = ['int16', 'int32', 'int64', 'float16', 'float32', 'float64'] if len(feature) > 4: numneroffeatures = len(feature) plt.figure(figsize=(10, numneroffeatures*2)) else: plt.figure(figsize=(10,5)) for i in enumerate(feature): dataType = dataframe[i[1]].dtypes if dataType not in pandasNumericDtypes: dataframe[i[1]] = pd.Categorical(dataframe[i[1]]) dataframe[i[1]] = dataframe[i[1]].cat.codes dataframe[i[1]] = dataframe[i[1]].astype(int) dataframe[i[1]] = dataframe[i[1]].fillna(dataframe[i[1]].mode()[0]) else: dataframe[i[1]] = dataframe[i[1]].fillna(dataframe[i[1]].mean()) plt.subplots_adjust(hspace=0.5, wspace=0.7, top=1) plt.subplot(math.ceil((len(feature) / 2)), 2, i[0] + 1) distname, sse = DistributionFinder(dataframe[i[1]]) print(distname) ax = sns.distplot(dataframe[i[1]], label=distname) ax.legend(loc='best') if newdataframe.empty == False: dataType = newdataframe[i[1]].dtypes if dataType not in pandasNumericDtypes: newdataframe[i[1]] = pd.Categorical(newdataframe[i[1]]) newdataframe[i[1]] = newdataframe[i[1]].cat.codes newdataframe[i[1]] = newdataframe[i[1]].astype(int) newdataframe[i[1]] = newdataframe[i[1]].fillna(newdataframe[i[1]].mode()[0]) else: newdataframe[i[1]] = newdataframe[i[1]].fillna(newdataframe[i[1]].mean()) distname, sse = DistributionFinder(newdataframe[i[1]]) print(distname) ax = sns.distplot(newdataframe[i[1]],label=distname) ax.legend(loc='best') buf = io.BytesIO() plt.savefig(buf, format='png') buf.seek(0) string = base64.b64encode(buf.read()) uri = urllib.parse.quote(string) return uri def read_json(file_path): data = None with open(file_path,'r') as f: data = json.load(f) return data class HTTPRequestHandler(BaseHTTPRequestHandler): def do_POST(self): print('PYTHON ######## REQUEST ####### STARTED') if None != re.search('/AION/', self.path) or None != re.search('/aion/', self.path): ctype, pdict = cgi.parse_header(self.headers.get('content-type')) if ctype == 'application/json': length = int(self.headers.get('content-length')) data = self.rfile.read(length) usecase = self.path.split('/')[-2] if usecase.lower() == config_input['targetPath'].lower(): operation = self.path.split('/')[-1] data = json.loads(data) dataStr = json.dumps(data) if operation.lower() == 'predict': output=deployobj.predict(dataStr) resp = output elif operation.lower() == 'groundtruth': gtObj = groundtruth(config_input) output = gtObj.actual(dataStr) resp = output elif operation.lower() == 'delete': targetPath = Path('aion')/config_input['targetPath'] for file in data: x = targetPath/file if x.exists(): os.remove(x) resp = json.dumps({'Status':'Success'}) else: outputStr = json.dumps({'Status':'Error','Msg':'Operation not supported'}) resp = outputStr else: outputStr = json.dumps({'Status':'Error','Msg':'Wrong URL'}) resp = outputStr else: outputStr = json.dumps({'Status':'ERROR','Msg':'Content-Type Not Present'}) resp = outputStr resp=resp+'\\\\n' resp=resp.encode() self.send_response(200) self.send_header('Content-Type', 'application/json') self.end_headers() self.wfile.write(resp) else: print('python ==> else1') self.send_response(403) self.send_header('Content-Type', 'application/json') self.end_headers() print('PYTHON ######## REQUEST ####### ENDED') return def do_GET(self): print('PYTHON ######## REQUEST ####### STARTED') if None != re.search('/AION/', self.path) or None != re.search('/aion/', self.path): usecase = self.path.split('/')[-2] self.send_response(200) self.targetPath = Path('aion')/config_input['targetPath'] meta_data_file = self.targetPath/IOFiles['metaData'] if meta_data_file.exists(): meta_data = read_json(meta_data_file) else: raise ValueError(f'Configuration file not found: {meta_data_file}') production_file = self.targetPath/IOFiles['production'] if production_file.exists(): production_data = read_json(production_file) else: raise ValueError(f'Production Details not found: {production_file}') operation = self.path.split('/')[-1] if (usecase.lower() == config_input['targetPath'].lower()) and (operation.lower() == 'metrices'): self.send_header('Content-Type', 'text/html') self.end_headers() ModelString = production_data['Model'] ModelPerformance = ModelString+'_performance.json' performance_file = self.targetPath/ModelPerformance if performance_file.exists(): performance_data = read_json(performance_file) else: raise ValueError(f'Production Details not found: {performance_data}') Scoring_Creteria = performance_data['scoring_criteria'] train_score = round(performance_data['metrices']['train_score'],2) test_score = round(performance_data['metrices']['test_score'],2) current_score = 'NA' monitoring = read_json(self.targetPath/IOFiles['monitoring']) reader = dataReader(reader_type=monitoring['prod_db_type'],target_path=self.targetPath, config=monitoring['db_config']) inputDatafile = self.targetPath/IOFiles['inputData'] NoOfPrediction = 0 NoOfGroundTruth = 0 inputdistribution = '' if reader.file_exists(IOFiles['prodData']): dfPredict = reader.read(IOFiles['prodData']) dfinput = pd.read_csv(inputDatafile) features = meta_data['training']['features'] inputdistribution = getDriftDistribution(features,dfinput,dfPredict) NoOfPrediction = len(dfPredict) if reader.file_exists(IOFiles['prodDataGT']): dfGroundTruth = reader.read(IOFiles['prodDataGT']) NoOfGroundTruth = len(dfGroundTruth) common_col = [k for k in dfPredict.columns.tolist() if k in dfGroundTruth.columns.tolist()] proddataDF = pd.merge(dfPredict, dfGroundTruth, on =common_col,how = 'inner') if Scoring_Creteria.lower() == 'accuracy': from sklearn.metrics import accuracy_score current_score = accuracy_score(proddataDF[config_input['target_feature']], proddataDF['prediction']) current_score = round((current_score*100),2) elif Scoring_Creteria.lower() == 'recall': from sklearn.metrics import accuracy_score current_score = recall_score(proddataDF[config_input['target_feature']], proddataDF['prediction'],average='macro') current_score = round((current_score*100),2) msg = \\"""<html> <head> <title>Performance Details</title> </head> <style> table, th, td {border} </style> <body> <h2><b>Deployed Model:</b>{ModelString}</h2> <br/> <table style="width:50%"> <tr> <td>No of Prediction</td> <td>{NoOfPrediction}</td> </tr> <tr> <td>No of GroundTruth</td> <td>{NoOfGroundTruth}</td> </tr> </table> <br/> <table style="width:100%"> <tr> <th>Score Type</th> <th>Train Score</th> <th>Test Score</th> <th>Production Score</th> </tr> <tr> <td>{Scoring_Creteria}</td> <td>{train_score}</td> <td>{test_score}</td> <td>{current_score}</td> </tr> </table> <br/> <br/> <img src="data:image/png;base64,{newDataDrift}" alt="" > </body> </html> \\""".format(border='{border: 1px solid black;}',ModelString=ModelString,Scoring_Creteria=Scoring_Creteria,NoOfPrediction=NoOfPrediction,NoOfGroundTruth=NoOfGroundTruth,train_score=train_score,test_score=test_score,current_score=current_score,newDataDrift=inputdistribution) elif (usecase.lower() == config_input['targetPath'].lower()) and (operation.lower() == 'logs'): self.send_header('Content-Type', 'text/plain') self.end_headers() log_file = self.targetPath/IOFiles['log'] if log_file.exists(): with open(log_file) as f: msg = f.read() f.close() else: raise ValueError(f'Log Details not found: {log_file}') else: self.send_header('Content-Type', 'application/json') self.end_headers() features = meta_data['load_data']['selected_features'] bodydes='[' for x in features: if bodydes != '[': bodydes = bodydes+',' bodydes = bodydes+'{"'+x+'":"value"}' bodydes+=']' urltext = '/AION/'+config_input['targetPath']+'/predict' urltextgth='/AION/'+config_input['targetPath']+'/groundtruth' urltextproduction='/AION/'+config_input['targetPath']+'/metrices' msg=\\""" Version:{modelversion} RunNo: {runNo} URL for Prediction ================== URL:{url} RequestType: POST Content-Type=application/json Body: {displaymsg} Output: prediction,probability(if Applicable),remarks corresponding to each row. URL for GroundTruth =================== URL:{urltextgth} RequestType: POST Content-Type=application/json Note: Make Sure that one feature (ID) should be unique in both predict and groundtruth. Otherwise outputdrift will not work URL for Model In Production Analysis ==================================== URL:{urltextproduction} RequestType: GET Content-Type=application/json \\""".format(modelversion=config_input['modelVersion'],runNo=config_input['deployedRunNo'],url=urltext,urltextgth=urltextgth,urltextproduction=urltextproduction,displaymsg=bodydes) self.wfile.write(msg.encode()) else: self.send_response(403) self.send_header('Content-Type', 'application/json') self.end_headers() return class ThreadedHTTPServer(ThreadingMixIn, HTTPServer): allow_reuse_address = True def shutdown(self): self.socket.close() HTTPServer.shutdown(self) class file_status(): def __init__(self, reload_function, params, file, logger): self.files_status = {} self.initializeFileStatus(file) self.
reload_function = reload_function self.params = params self.logger = logger def initializeFileStatus(self, file): self.files_status = {'path': file, 'time':file.stat().st_mtime} def is_file_changed(self): if self.files_status['path'].stat().st_mtime > self.files_status['time']: self.files_status['time'] = self.files_status['path'].stat().st_mtime return True return False def run(self): global config_input while( True): time.sleep(30) if self.is_file_changed(): production_details = targetPath/IOFiles['production'] if not production_details.exists(): raise ValueError(f'Model in production details does not exist') productionmodel = read_json(production_details) config_file = Path(__file__).parent/'config.json' if not Path(config_file).exists(): raise ValueError(f'Config file is missing: {config_file}') config_input = read_json(config_file) config_input['deployedModel'] = productionmodel['Model'] config_input['deployedRunNo'] = productionmodel['runNo'] self.logger.info('Model changed Reloading.....') self.logger.info(f'Model: {config_input["deployedModel"]}') self.logger.info(f'Version: {str(config_input["modelVersion"])}') self.logger.info(f'runNo: {str(config_input["deployedRunNo"])}') self.reload_function(config_input) class SimpleHttpServer(): def __init__(self, ip, port, model_file_path,reload_function,params, logger): self.server = ThreadedHTTPServer((ip,port), HTTPRequestHandler) self.status_checker = file_status( reload_function, params, model_file_path, logger) def start(self): self.server_thread = threading.Thread(target=self.server.serve_forever) self.server_thread.daemon = True self.server_thread.start() self.status_thread = threading.Thread(target=self.status_checker.run) self.status_thread.start() def waitForThread(self): self.server_thread.join() self.status_thread.join() def stop(self): self.server.shutdown() self.waitForThread() if __name__=='__main__': parser = argparse.ArgumentParser(description='HTTP Server') parser.add_argument('-ip','--ipAddress', help='HTTP Server IP') parser.add_argument('-pn','--portNo', type=int, help='Listening port for HTTP Server') args = parser.parse_args() config_file = Path(__file__).parent/'config.json' if not Path(config_file).exists(): raise ValueError(f'Config file is missing: {config_file}') config = read_json(config_file) if args.ipAddress: config['ipAddress'] = args.ipAddress if args.portNo: config['portNo'] = args.portNo targetPath = Path('aion')/config['targetPath'] if not targetPath.exists(): raise ValueError(f'targetPath does not exist') production_details = targetPath/IOFiles['production'] if not production_details.exists(): raise ValueError(f'Model in production details does not exist') productionmodel = read_json(production_details) config['deployedModel'] = productionmodel['Model'] config['deployedRunNo'] = productionmodel['runNo'] #server = SimpleHttpServer(config['ipAddress'],int(config['portNo'])) config_input = config logging.basicConfig(filename= Path(targetPath)/IOFiles['log'], filemode='a', format='%(asctime)s %(name)s- %(message)s', level=logging.INFO, datefmt='%d-%b-%y %H:%M:%S') logger = logging.getLogger(Path(__file__).parent.name) deployobj = deploy(config_input, logger) server = SimpleHttpServer(config['ipAddress'],int(config['portNo']),targetPath/IOFiles['production'],deployobj.initialize,config_input, logger) logger.info('HTTP Server Running...........') logger.info(f"IP Address: {config['ipAddress']}") logger.info(f"Port No.: {config['portNo']}") print('HTTP Server Running...........') print('For Prediction') print('================') print('Request Type: Post') print('Content-Type: application/json') print('URL: /AION/'+config['targetPath']+'/predict') print('\\\\nFor GroundTruth') print('================') print('Request Type: Post') print('Content-Type: application/json') print('URL: /AION/'+config['targetPath']+'/groundtruth') print('\\\\nFor Help') print('================') print('Request Type: Get') print('Content-Type: application/json') print('URL: /AION/'+config['targetPath']+'/help') print('\\\\nFor Model In Production Analysis') print('================') print('Request Type: Get') print('Content-Type: application/json') print('URL: /AION/'+config['targetPath']+'/metrices') server.start() server.waitForThread() """<s> """ /** * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * © Copyright HCL Technologies Ltd. 2021, 2022 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. */ """ from pathlib import Path import json import platform from mlac.timeseries.core import * from .utility import * output_file_map = { 'text' : {'text' : 'text_profiler.pkl'}, 'targetEncoder' : {'targetEncoder' : 'targetEncoder.pkl'}, 'featureEncoder' : {'featureEncoder' : 'inputEncoder.pkl'}, 'normalizer' : {'normalizer' : 'normalizer.pkl'} } def add_common_imports(importer): common_importes = [ {'module': 'json', 'mod_from': None, 'mod_as': None}, {'module': 'Path', 'mod_from': 'pathlib', 'mod_as': None}, {'module': 'pandas', 'mod_from': None, 'mod_as': 'pd'}, {'module': 'argparse', 'mod_from': None, 'mod_as': None}, {'module': 'platform', 'mod_from': None, 'mod_as': None } ] for mod in common_importes: importer.addModule(mod['module'], mod_from=mod['mod_from'], mod_as=mod['mod_as']) def get_transformer_params(config): param_keys = ["modelVersion","problem_type","target_feature","train_features","text_features","profiler","test_ratio","dateTimeFeature"] #BugID:13217 data = {key:value for (key,value) in config.items() if key in param_keys} data['targetPath'] = config['modelName'] return data def run_transformer(config): transformer = profiler() importer = importModule() function = global_function() importModules(importer, transformer.getPrefixModules()) importer.addModule('warnings') transformer.addPrefixCode() importModules(importer, transformer.getMainCodeModules()) transformer.addMainCode() usecase = config['modelName']+'_'+config['modelVersion'] deploy_path = Path(config["deploy_path"])/'MLaC'/'DataTransformation' deploy_path.mkdir(parents=True, exist_ok=True) generated_files = [] # create the utility file importer.addLocalModule('*', mod_from='utility') utility_obj = utility_function('transformer') with open(deploy_path/"utility.py", 'w') as f: f.write(file_header(usecase) + utility_obj.get_code()) generated_files.append("utility.py") # create empty init file to make a package with open(deploy_path/"__init__.py", 'w') as f: f.write(file_header(usecase)) generated_files.append("__init__.py") code = file_header(usecase) code += "\\nimport os\\nos.path.abspath(os.path.join(__file__, os.pardir))\\n" #chdir to import from current dir code += importer.getCode() code += '\\nwarnings.filterwarnings("ignore")\\n' code += transformer.getInputOutputFiles() code += function.getCode() transformer.addLocalFunctionsCode() code += transformer.getCode() with open(deploy_path/"aionCode.py", "w") as f: f.write(code) generated_files.append("aionCode.py") with open(deploy_path/"requirements.txt", "w") as f: req=importer.getBaseModule(extra_importers=[utility_obj.get_importer()]) f.write(req) generated_files.append("requirements.txt") config_file = deploy_path/"config.json" config_data = get_transformer_params(config) with open (config_file, "w") as f: json.dump(config_data, f, indent=4) generated_files.append("config.json") create_docker_file('transformer', deploy_path,config['modelName'], generated_files) <s> """ /** * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * © Copyright HCL Technologies Ltd. 2021, 2022 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. */ """ from pathlib import Path import json import platform from mlac.timeseries.core import * from .utility import * output_file_map = { 'feature_reducer' : {'feature_reducer' : 'feature_reducer.pkl'} } def get_selector_params(config): param_keys = ["modelVersion","problem_type","target_feature","train_features","cat_features","n_components"] data = {key:value for (key,value) in config.items() if key in param_keys} data['targetPath'] = config['modelName'] return data def run_selector(config): select = selector() importer = importModule() function = global_function() importModules(importer,select.getPrefixModules()) importModules(importer, select.getSuffixModules()) importModules(importer, select.getMainCodeModules()) select.addPrefixCode() select.addSuffixCode() select.addMainCode() generated_files = [] usecase = config['modelName']+'_'+config['modelVersion'] deploy_path = Path(config["deploy_path"])/'MLaC'/'FeatureEngineering' deploy_path.mkdir(parents=True, exist_ok=True) # create the utility file importer.addLocalModule('*', mod_from='utility') utility_obj = utility_function('selector') with open(deploy_path/"utility.py", 'w') as f: f.write(file_header(usecase) + utility_obj.get_code()) generated_files.append("utility.py") # create empty init file to make a package with open(deploy_path/"__init__.py", 'w') as f: f.write(file_header(usecase)) generated_files.append("__init__.py") code = file_header(usecase) code += importer.getCode() code += select.getInputOutputFiles() code += function.getCode() select.addLocalFunctionsCode() code += select.getCode() with open(deploy_path/"aionCode.py", "w") as f: f.write(code) generated_files.append("aionCode.py") with open(deploy_path/"requirements.txt", "w") as f: req=importer.getBaseModule(extra_importers=[utility_obj.get_importer()]) f.write(req) generated_files.append("requirements.txt") config_file = deploy_path/"config.json" config_data = get_selector_params(config) with open (config_file, "w") as f: json.dump(config_data, f, indent=4) generated_files.append("config.json") create_docker_file('selector', deploy_path,config['modelName'], generated_files)<s> """ /** * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * © Copyright HCL Technologies Ltd. 2021, 2022 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. */ """ from pathlib import Path import json from mlac.timeseries.core import * from mlac.timeseries.app import utility as utils def get_model_name(algo, method): if method == 'modelBased': return algo + '_' + 'MLBased' if method == 'statisticalBased': return algo + '_' + 'StatisticsBased' else: return algo def get_training_params(config, algo): param_keys = ["modelVersion","problem_type","target_feature","train_features","scoring_criteria","test_ratio","optimization_param","dateTimeFeature"]#BugID:13217 data = {key:value for (key,value) in config.items() if key in param_keys} data['algorithms'] = {algo: config['algorithms'][algo]} data['targetPath'] = config['modelName'] return data def update_score_comparer(scorer): smaller_is_better_scorer = ['neg_mean_squared_error','mse','neg_root_mean_squared_error','rmse','neg_mean_absolute_error','mae'] if scorer
.lower() in smaller_is_better_scorer: utils.update_variable('smaller_is_better', True) else: utils.update_variable('smaller_is_better', False) def run_trainer(config): trainer = learner() importer = importModule() function = global_function() utils.importModules(importer,trainer.getPrefixModules()) update_score_comparer(config['scoring_criteria']) model_name = list(config['algorithms'].keys())[0] if model_name == 'MLP': utils.importModules(importer,trainer.getMlpCodeModules()) trainer.addMlpCode() elif model_name == 'LSTM': utils.importModules(importer,trainer.getLstmCodeModules()) trainer.addLstmCode() trainer.addMainCode() usecase = config['modelName']+'_'+config['modelVersion'] deploy_path = Path(config["deploy_path"])/'MLaC'/('ModelTraining'+'_' + model_name) deploy_path.mkdir(parents=True, exist_ok=True) generated_files = [] # create the utility file importer.addLocalModule('utility', mod_as='utils') utility_obj = utility_function('train') with open(deploy_path/"utility.py", 'w') as f: f.write(utils.file_header(usecase) + utility_obj.get_code()) generated_files.append("utility.py") # create empty init file to make a package with open(deploy_path/"__init__.py", 'w') as f: f.write(utils.file_header(usecase)) generated_files.append("__init__.py") importer.addModule("warnings") code = importer.getCode() code += 'warnings.filterwarnings("ignore")\\n' code += f"\\nmodel_name = '{model_name}'\\n" utils.append_variable('models_name',model_name) out_files = {'log':f'{model_name}_aion.log','model':f'{model_name}_model.pkl','metrics':'metrics.json','metaDataOutput':f'{model_name}_modelMetaData.json','production':'production.json'} trainer.addOutputFiles(out_files) code += trainer.getInputOutputFiles() code += function.getCode() trainer.addLocalFunctionsCode() code += trainer.getCode() with open(deploy_path/"aionCode.py", "w") as f: f.write(code) generated_files.append("aionCode.py") with open(deploy_path/"requirements.txt", "w") as f: req=importer.getBaseModule(extra_importers=[utility_obj.get_importer()]) f.write(req) generated_files.append("requirements.txt") with open (deploy_path/"config.json", "w") as f: json.dump(get_training_params(config, model_name), f, indent=4) generated_files.append("config.json") utils.create_docker_file('train', deploy_path,config['modelName'], generated_files) <s> """ /** * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * © Copyright HCL Technologies Ltd. 2021, 2022 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. */ """ from pathlib import Path import json import platform from mlac.timeseries.core import * from .utility import * imported_modules = [ {'module': 'json', 'mod_from': None, 'mod_as': None}, {'module': 'Path', 'mod_from': 'pathlib', 'mod_as': None}, {'module': 'pandas', 'mod_from': None, 'mod_as': 'pd'}, {'module': 'argparse', 'mod_from': None, 'mod_as': None}, {'module': 'platform', 'mod_from': None, 'mod_as': None } ] def get_load_data_params(config): param_keys = ["modelVersion","problem_type","target_feature","selected_features","dateTimeFeature","dataLocation"] data = {key:value for (key,value) in config.items() if key in param_keys} data['targetPath'] = config['modelName'] return data def run_loader(config): generated_files = [] importer = importModule() loader = tabularDataReader() importModules(importer, imported_modules) usecase = config['modelName']+'_'+config['modelVersion'] deploy_path = Path(config["deploy_path"])/'MLaC'/'DataIngestion' deploy_path.mkdir(parents=True, exist_ok=True) # create the utility file importer.addLocalModule('*', mod_from='utility') utility_obj = utility_function('load_data') with open(deploy_path/"utility.py", 'w') as f: f.write(file_header(usecase) + utility_obj.get_code()) generated_files.append("utility.py") # create the production data reader file importer.addLocalModule('dataReader', mod_from='data_reader') readers = ['sqlite','influx'] if 's3' in config.keys(): readers.append('s3') reader_obj = data_reader(readers) with open(deploy_path/"data_reader.py", 'w') as f: f.write(file_header(usecase) + reader_obj.get_code()) generated_files.append("data_reader.py") # create empty init file to make a package with open(deploy_path/"__init__.py", 'w') as f: f.write(file_header(usecase)) generated_files.append("__init__.py") code = file_header(usecase) code += importer.getCode() code += loader.getInputOutputFiles() loader.addLocalFunctionsCode() loader.addLoadDataCode() loader.addMainCode() code += loader.getCode() with open(deploy_path/"aionCode.py", "w") as f: f.write(code) generated_files.append("aionCode.py") with open(deploy_path/"requirements.txt", "w") as f: req=importer.getBaseModule(extra_importers=[utility_obj.get_importer(), reader_obj.get_importer()]) f.write(req) generated_files.append("requirements.txt") config_file = deploy_path/"config.json" config_data = get_load_data_params(config) with open (config_file, "w") as f: json.dump(config_data, f, indent=4) generated_files.append("config.json") create_docker_file('load_data', deploy_path,config['modelName'],generated_files)<s> """ /** * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * © Copyright HCL Technologies Ltd. 2021, 2022 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. */ """ from pathlib import Path import json from mlac.timeseries.core import * from .utility import * def get_register_params(config, models): param_keys = ["modelVersion","problem_type"] data = {key:value for (key,value) in config.items() if key in param_keys} data['targetPath'] = config['modelName'] data['models'] = models return data def run_register(config): importer = importModule() registration = register(importer) models = get_variable('models_name') smaller_is_better = get_variable('smaller_is_better', False) registration.addLocalFunctionsCode(models) registration.addPrefixCode(smaller_is_better) registration.addMainCode(models) importModules(importer, registration.getMainCodeModules()) importer.addModule('warnings') generated_files = [] usecase = config['modelName']+'_'+config['modelVersion'] deploy_path = Path(config["deploy_path"])/'MLaC'/'ModelRegistry' deploy_path.mkdir(parents=True, exist_ok=True) # create the utility file importer.addLocalModule('utility', mod_as='utils') utility_obj = utility_function('register') with open(deploy_path/"utility.py", 'w') as f: f.write(file_header(usecase) + utility_obj.get_code()) generated_files.append("utility.py") # create empty init file required for creating a package with open(deploy_path/"__init__.py", 'w') as f: f.write(file_header(usecase)) generated_files.append("__init__.py") code = importer.getCode() code += '\\nwarnings.filterwarnings("ignore")\\n' code += registration.getInputOutputFiles() code += registration.getCode() # create serving file with open(deploy_path/"aionCode.py", 'w') as f: f.write(file_header(usecase) + code) generated_files.append("aionCode.py") # create requirements file req_file = deploy_path/"requirements.txt" with open(req_file, "w") as f: req=importer.getBaseModule(extra_importers=[utility_obj.get_importer()]) f.write(req) generated_files.append("requirements.txt") # create config file with open (deploy_path/"config.json", "w") as f: json.dump(get_register_params(config, models), f, indent=4) generated_files.append("config.json") # create docker file create_docker_file('register', deploy_path,config['modelName'], generated_files) <s> """ /** * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * © Copyright HCL Technologies Ltd. 2021, 2022 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. */ """ import datetime from pathlib import Path variables = {} def update_variable(name, value): variables[name] = value def get_variable(name, default=None): return variables.get(name, default) def append_variable(name, value): data = get_variable(name) if not data: update_variable(name, [value]) elif not isinstance(data, list): update_variable(name, [data, value]) else: data.append(value) update_variable(name, data) def addDropFeature(feature, features_list, coder, indent=1): coder.addStatement(f'if {feature} in {features_list}:', indent=indent) coder.addStatement(f'{features_list}.remove({feature})', indent=indent+1) def importModules(importer, modules_list): for module in modules_list: mod_from = module.get('mod_from',None) mod_as = module.get('mod_as',None) importer.addModule(module['module'], mod_from=mod_from, mod_as=mod_as) def file_header(use_case, module_name=None): time_str = datetime.datetime.now().isoformat(timespec='seconds', sep=' ') text = "#!/usr/bin/env python\\n# -*- coding: utf-8 -*-\\n" return text + f"'''\\nThis file is automatically generated by AION for {use_case} usecase.\\nFile generation time: {time_str}\\n'''" def get_module_mapping(module): mapping = { "LogisticRegression": {'module':'LogisticRegression', 'mod_from':'sklearn.linear_model'} ,"GaussianNB": {'module':'GaussianNB', 'mod_from':'sklearn.naive_bayes'} ,"DecisionTreeClassifier": {'module':'DecisionTreeClassifier', 'mod_from':'sklearn.tree'} ,"SVC": {'module':'SVC', 'mod_from':'sklearn.svm'} ,"KNeighborsClassifier": {'module':'KNeighborsClassifier', 'mod_from':'sklearn.neighbors'} ,"GradientBoostingClassifier": {'module':'GradientBoostingClassifier', 'mod_from':'sklearn.ensemble'} ,'RandomForestClassifier':{'module':'RandomForestClassifier','mod_from':'sklearn.ensemble'} ,'XGBClassifier':{'module':'XGBClassifier','mod_from':'xgboost'} ,'LGBMClassifier':{'module':'LGBMClassifier','mod_from':'lightgbm'} ,'CatBoostClassifier':{'module':'CatBoostClassifier','mod_from':'catboost'} ,"LinearRegression": {'module':'LinearRegression', 'mod_from':'sklearn.linear_model'} ,"Lasso": {'module':'Lasso', 'mod_from':'sklearn.linear_model'} ,"Ridge": {'module':'Ridge', 'mod_from':'sklearn.linear_model'} ,"DecisionTreeRegressor": {'module':'DecisionTreeRegressor', 'mod_from':'sklearn.tree'} ,'RandomForestRegressor':{'module':'RandomForestRegressor','mod_from':'sklearn.ensemble'} ,'XGBRegressor':{'module':'XGBRegressor','mod_from':'xgboost'} ,'LGBMRegressor':{'module':'LGBMRegressor','mod_from':'lightgbm'} ,'CatBoostRegressor':{'module':'CatBoostRegressor','mod_from':'catboost'} } return mapping.get(module, None) def create_docker_file(name, path,usecasename,files=[],text_feature=False): text = "" if name == 'load_data': text='FROM python:3.8-slim-buster' text+='\\n' text+='LABEL "usecase"="'+str(usecasename)+'"' text+='\\n' text+='LABEL "usecase_test"="'+str(usecasename)+'_test'+'"' for file in files: text+=f'\\nCOPY {file} {file}' text+='\\n' text+='RUN pip install --no-cache-dir -r requirements.txt' elif name == 'transformer': text='FROM python:3.8-slim-buster\\n' text+='LABEL "usecase"="'+str(usecasename)+'"' text
+='\\n' text+='LABEL "usecase_test"="'+str(usecasename)+'_test'+'"' text+='\\n' for file in files: text+=f'\\nCOPY {file} {file}' if text_feature: text+='COPY AIX-0.1-py3-none-any.whl AIX-0.1-py3
_names = {} encoders = {} dataFrame = dataFrame.replace('Unknown', 'NA') dataFrame = dataFrame.replace(np.nan, 'NA') try: # Label-Encoding for feature in dataFrame.columns: le = LabelEncoder() le.fit(data_encoded[feature]) data_encoded[feature] = le.transform(data_encoded[feature]) categorical_names[feature] = le.classes_ encoders[feature] = le privileged_class = np.where(categorical_names[protected_feature] == privileged_className)[0] target_feature_count = len(data_encoded[target_feature].value_counts()) # Check if it's BinaryLabel if target_feature_count == 2: binaryLabelDataset = aif360.datasets.BinaryLabelDataset( favorable_label='1', unfavorable_label='0', df=data_encoded, label_names=[target_feature], protected_attribute_names=[protected_feature]) data_orig = binaryLabelDataset # Check if it's Non-BinaryLabel if target_feature_count > 2: data_orig = StandardDataset(data_encoded, label_name=target_feature, favorable_classes=[1], protected_attribute_names=[protected_feature], privileged_classes=[privileged_class]) if algorithm == 'DIR': DIR = DisparateImpactRemover(repair_level=0.9) data_transf_train = DIR.fit_transform(data_orig) # log.info('Status:-|... DIR applied on input dataset') else: privileged_groups, unprivileged_groups = self.get_attributes(data_orig, selected_attr=[protected_feature]) RW = Reweighing(unprivileged_groups=unprivileged_groups, privileged_groups=privileged_groups) data_transf_train = RW.fit_transform(data_orig) # log.info('Status:-|... Reweighing applied on input dataset') transf_dataFrame = data_transf_train.convert_to_dataframe()[0] data_decoded = transf_dataFrame.copy().astype('int') for column in data_decoded.columns: data_decoded[column] = encoders[column].inverse_transform(data_decoded[column]) debiased_dataFrame = data_decoded except Exception as e: print(e) debiased_dataFrame = dataFrame return debiased_dataFrame <s><s> import warnings import sys warnings.simplefilter(action='ignore', category=FutureWarning) import xgboost as xgb import dask.array as da import shutil import dask.distributed import dask.dataframe as dd import dask_ml import logging from sklearn.metrics import accuracy_score, recall_score, \\ roc_auc_score, precision_score, f1_score, \\ mean_squared_error, mean_absolute_error, \\ r2_score, classification_report, confusion_matrix, \\ mean_absolute_percentage_error import lightgbm as lgb import re from sklearn.pipeline import Pipeline from sklearn.base import BaseEstimator, TransformerMixin from dask_ml.impute import SimpleImputer from dask_ml.compose import ColumnTransformer from dask_ml.decomposition import TruncatedSVD, PCA from dask_ml.preprocessing import StandardScaler, \\ MinMaxScaler, \\ OneHotEncoder, LabelEncoder from dask_ml.wrappers import ParallelPostFit import numpy as np import json import time from sklearn.ensemble import IsolationForest import joblib import pickle as pkl import os predict_config={} dask.config.set({"distributed.workers.memory.terminate": 0.99}) dask.config.set({"array.chunk-size": "128 MiB"}) dask.config.set({"distributed.admin.tick.limit": "3h"}) # dask.config.set({"distributed.workers.memory.pause": 0.9}) class MinImputer(BaseEstimator, TransformerMixin): def fit(self, X, y=None): return self def transform(self, X, y=None): # to_fillna = ['public_meeting', 'scheme_management', 'permit'] # X[to_fillna] = X[to_fillna].fillna(value='NaN') # X[to_fillna] = X[to_fillna].astype(str) X = X.fillna(value=X.min()) # X = X.astype(str) return X class MaxImputer(BaseEstimator, TransformerMixin): def fit(self, X, y=None): return self def transform(self, X, y=None): X = X.fillna(value=X.max()) return X class DropImputer(BaseEstimator, TransformerMixin): def fit(self, X, y=None): return self def transform(self, X, y=None): X = X.dropna() return X class ModeCategoricalImputer(BaseEstimator, TransformerMixin): def fit(self, X, y=None): return self def transform(self, X, y=None): X = X.fillna(value=X.mode()) return X class IsoForestOutlierExtractor(TransformerMixin): def fit(self, X, y=None): return self def transform(self, X, y): lcf = IsolationForest() with joblib.parallel_backend('dask'): lcf.fit(X) y_pred_train = lcf.predict(X) y_pred_train = y_pred_train == 1 return X def load_config_json(json_file): with open(json_file, 'r') as j: contents = json.loads(j.read()) return contents def load_data_dask(data_file, npartitions=500): big_df = dd.read_csv(data_file, # sep=r'\\s*,\\s*', assume_missing=True, parse_dates=True, infer_datetime_format=True, sample=1000000, # dtype={'caliper': 'object', # 'timestamp': 'object'}, # dtype='object', na_values=['-','?'] ) big_df = big_df.repartition(npartitions) return big_df def get_dask_eda(df_dask): descr = df_dask.describe().compute() corr = df_dask.corr().compute() return descr, corr def normalization(config): scaler = config["advance"] \\ ["profiler"]["normalization"] scaler_method = None if scaler["minMax"] == "True": scaler_method = MinMaxScaler() if scaler["standardScaler"] == "True": scaler_method = StandardScaler() return scaler_method def categorical_encoding(config): encoder = config["advance"]["profiler"] \\ ["categoryEncoding"] encoder_method = None if encoder["OneHotEncoding"] == "True": encoder_method = OneHotEncoder() # OneHotEncoder(handle_unknown='ignore', sparse=False) if encoder["LabelEncoding"] == "True": encoder_method = LabelEncoder() return encoder_method def numeric_feature_imputing(config): imputer_numeric_method = None imputer_numeric = config["advance"] \\ ["profiler"]["numericalFillMethod"] if imputer_numeric["Median"] == "True": print("Median Simple Imputer") imputer_numeric_method = SimpleImputer(strategy='median') if imputer_numeric["Mean"] == "True": print("Mean Simple Imputer") imputer_numeric_method = SimpleImputer(strategy='mean') if imputer_numeric["Min"] == "True": print("Min Simple Imputer") imputer_numeric_method = MinImputer() if imputer_numeric["Max"] == "True": print("Max Simple Imputer") imputer_numeric_method = MaxImputer() if imputer_numeric["Zero"] == "True": print("Zero Simple Imputer") imputer_numeric_method = SimpleImputer(strategy='constant', fill_value=0) # if imputer_numeric["Drop"] == "True": # print("Median Simple Imputer") # imputer_numeric_method = DropImputer() return imputer_numeric_method def categorical_feature_imputing(config): imputer_categorical_method = None imputer_categorical = config["advance"] \\ ["profiler"]["categoricalFillMethod"] if imputer_categorical["MostFrequent"] == "True": imputer_categorical_method = SimpleImputer(strategy='most_frequent') if imputer_categorical["Mode"] == "True": imputer_categorical_method = ModeCategoricalImputer() if imputer_categorical["Zero"] == "True": imputer_categorical_method = SimpleImputer(strategy='constant', fill_value=0) return imputer_categorical_method def preprocessing_pipeline(config, X_train): print("Start preprocessing") scaler_method = normalization(config) encoding_method = categorical_encoding(config) imputer_numeric_method = numeric_feature_imputing(config) imputer_categorical_method = categorical_feature_imputing(config) numeric_pipeline = Pipeline(steps=[ ('impute', imputer_numeric_method), ('scale', scaler_method) ]) categorical_pipeline = Pipeline(steps=[ ('impute', imputer_categorical_method), ('encoding', encoding_method) ]) numerical_features = X_train._get_numeric_data().columns.values.tolist() categorical_features = list(set(X_train.columns) - set(X_train._get_numeric_data().columns)) print("numerical_features: ", numerical_features) print("categorical_features: ", categorical_features) full_processor = ColumnTransformer(transformers=[ ('number', numeric_pipeline, numerical_features), # ('category', categorical_pipeline, categorical_features) ]) return full_processor def full_pipeline(X_train, X_test, config): full_processor = preprocessing_pipeline(config, X_train) reduce_dim = config["advance"] \\ ["selector"]["featureEngineering"] feature_reduce = None if reduce_dim["SVD"] == "True": feature_reduce = TruncatedSVD(n_components=3) if reduce_dim["PCA"] == "True": feature_reduce = PCA(n_components=3) X_train = full_processor.fit_transform(X_train) # joblib.dump(full_processor, 'full_processor_pipeline.pkl') deploy_location = config["basic"]["modelLocation"] profiler_file = os.path.join(deploy_location,'model','profiler.pkl') selector_file = os.path.join(deploy_location,'model','selector.pkl') save_pkl(full_processor, profiler_file) X_test = full_processor.transform(X_test) predict_config['profilerLocation'] = 'profiler.pkl' if feature_reduce != None: X_train = feature_reduce.fit_transform(X_train.to_dask_array(lengths=True)) save_pkl(feature_reduce, selector_file) predict_config['selectorLocation'] = 'selector.pkl' # joblib.dump(feature_reduce, 'feature_reduce_pipeline.pkl') X_test = feature_reduce.transform(X_test.to_dask_array(lengths=True)) X_train = dd.from_dask_array(X_train) X_test = dd.from_dask_array(X_test) else: predict_config['selectorLocation'] = '' return X_train, X_test def train_xgb_classification(client, X_train, y_train, X_test, config): print("Training XGBoost classification") model_hyperparams = config["advance"] \\ ["distributedlearner_config"] \\ ["modelParams"] \\ ["classifierModelParams"] \\ ["Distributed Extreme Gradient Boosting (XGBoost)"] dask_model = xgb.dask.DaskXGBClassifier( tree_method=model_hyperparams["tree_method"], n_estimators=int(model_hyperparams["n_estimators"]), max_depth=int(model_hyperparams["max_depth"]), gamma=float(model_hyperparams["gamma"]), min_child_weight=float(model_hyperparams["min_child_weight"]), subsample=float(model_hyperparams["subsample"]), colsample_bytree=float(model_hyperparams["colsample_bytree"]), learning_rate=float(model_hyperparams["learning_rate"]), reg_alpha=float(model_hyperparams["reg_alpha"]), reg_lambda=float(model_hyperparams["reg_lambda"]), random_state=int(model_hyperparams["random_state"]), verbosity=3) dask_model.client = client X_train, X_test = full_pipeline(X_train, X_test, config) dask_model.fit(X_train, y_train) save_model(config, dask_model) save_config(config) return dask_model, X_train, X_test def train_xgb_regression(client, X_train, y_train, X_test, config): model_hyperparams = config["advance"] \\ ["distributedlearner_config"] \\ ["modelParams"] \\ ["regressorModelParams"] \\ ["Distributed Extreme Gradient Boosting (XGBoost)"] print("Training XGBoost regression") dask_model = xgb.dask.DaskXGBRegressor( tree_method=model_hyperparams["tree_method"], n_estimators=int(model_hyperparams["n_estimators"]), max_depth=int(model_hyperparams["max_depth"]), gamma=float(model_hyperparams["gamma"]), min_child_weight=float(model_hyperparams["min_child_weight"]), subsample=float(model_hyperparams["subsample"]), colsample_bytree=float(model_hyperparams["colsample_bytree"]), learning_rate=float(model_hyperparams["learning_rate"]), reg_alpha=float(model_hyperparams["reg_
alpha"]), reg_lambda=float(model_hyperparams["reg_lambda"]), random_state=int(model_hyperparams["random_state"]), verbosity=3) dask_model.client = client X_train, X_test = full_pipeline(X_train, X_test, config) dask_model.fit(X_train, y_train) # dask_model.fit(X_train, y_train, eval_set=[(X_test, y_test)]) save_model(config, dask_model) save_config(config) return dask_model, X_train, X_test def train_lgbm_regression(client, X_train, y_train, X_test, config): print("Training lightGBM regression") model_hyperparams = config["advance"] \\ ["distributedlearner_config"] \\ ["modelParams"] \\ ["regressorModelParams"] \\ ["Distributed Light Gradient Boosting (LightGBM)"] dask_model = lgb.DaskLGBMRegressor( client=client, n_estimators=int(model_hyperparams["n_estimators"]), num_leaves=int(model_hyperparams["num_leaves"]), max_depth =int(model_hyperparams["max_depth"]), learning_rate=float(model_hyperparams["learning_rate"]), min_child_samples=int(model_hyperparams["min_child_samples"]), reg_alpha=int(model_hyperparams["reg_alpha"]), subsample=float(model_hyperparams["subsample"]), reg_lambda=int(model_hyperparams["reg_lambda"]), colsample_bytree=float(model_hyperparams["colsample_bytree"]), n_jobs=4, verbosity=3) X_train, X_test = full_pipeline(X_train, X_test, config) # print("before X_train.shape, y_train.shape", # X_train.shape, # y_train.shape) # indices = dask_findiforestOutlier(X_train) # print("X_train type: ", type(X_train)) # print("y_train type: ", type(y_train)) # X_train, y_train = X_train.iloc[indices, :], \\ # y_train.iloc[indices] # print("after X_train.shape, y_train.shape", # X_train.shape, # y_train.shape) dask_model.fit(X_train, y_train) # dask_model.fit(X_train, y_train, # # eval_set=[(X_test,y_test), # # (X_train,y_train)], # verbose=20,eval_metric='l2') save_model(config, dask_model) save_config(config) return dask_model, X_train, X_test def train_lgbm_classification(client, X_train, y_train, X_test, config): print("Training lightGBM classification") model_hyperparams = config["advance"] \\ ["distributedlearner_config"] \\ ["modelParams"] \\ ["classifierModelParams"] \\ ["Distributed Light Gradient Boosting (LightGBM)"] dask_model = lgb.DaskLGBMClassifier( client=client, num_leaves=int(model_hyperparams["num_leaves"]), learning_rate=float(model_hyperparams["learning_rate"]), feature_fraction=float(model_hyperparams["feature_fraction"]), bagging_fraction=float(model_hyperparams["bagging_fraction"]), bagging_freq=int(model_hyperparams["bagging_freq"]), max_depth=int(model_hyperparams["max_depth"]), min_data_in_leaf=int(model_hyperparams["min_data_in_leaf"]), n_estimators=int(model_hyperparams["n_estimators"]), verbosity=3) X_train, X_test = full_pipeline(X_train, X_test, config) dask_model.fit(X_train, y_train) # dask_model.fit(X_train, y_train, # eval_set=[(X_test,y_test), # (X_train,y_train)], # verbose=20,eval_metric='logloss') save_model(config, dask_model) save_config(config) return dask_model, X_train, X_test def evaluate_model_classification(model, config, X_test, y_test, class_names): metrics = config["basic"]["scoringCriteria"]["classification"] y_test = y_test.to_dask_array().compute() log = logging.getLogger('eion') X_test = X_test.to_dask_array(lengths=True) y_pred = model.predict(X_test) if metrics["Accuracy"] == "True": # ParallelPostFit(estimator=model, scoring='accuracy') # score = model.score(X_test, y_test) * 100.0 score = accuracy_score(y_test, y_pred) * 100.0 type = 'Accuracy' log.info('Status:-|... Accuracy Score '+str(score)) if metrics["Recall"] == "True": score = recall_score(y_test, y_pred) type = 'Recall' log.info('Status:-|... Recall Score '+str(score)) if metrics["Precision"] == "True": score = precision_score(y_test, y_pred) type = 'Precision' log.info('Status:-|... Precision Score '+str(score)) if metrics["F1_Score"] == "True": score = f1_score(y_test, y_pred) type = 'F1' log.info('Status:-|... F1 Score '+str(score)) y_pred_prob = model.predict_proba(X_test) if len(class_names) == 2: roc_auc = roc_auc_score(y_test, y_pred) else: roc_auc = roc_auc_score(y_test, y_pred_prob, multi_class='ovr') if metrics["ROC_AUC"] == "True": score = roc_auc type = 'ROC_AUC' log.info('Status:-|... ROC AUC Score '+str(score)) class_report = classification_report(y_test, y_pred, output_dict=True, target_names=class_names) conf_matrix = confusion_matrix(y_test, y_pred) return type, score, class_report, conf_matrix, roc_auc def evaluate_model_regression(model, config, X_test, y_test): metrics = config["basic"]["scoringCriteria"]["regression"] y_pred = model.predict(X_test).compute() y_test = y_test.to_dask_array().compute() X_test = X_test.to_dask_array(lengths=True) log = logging.getLogger('eion') mse = mean_squared_error(y_test, y_pred) rmse = mean_squared_error(y_test, y_pred, squared=False) norm_rmse = rmse * 100 / (y_test.max() - y_test.min()) mape = mean_absolute_percentage_error(y_test, y_pred) r2 = r2_score(y_test, y_pred) mae = mean_absolute_error(y_test, y_pred) if metrics["Mean Squared Error"] == "True": type = 'Mean Squared Error' score = mse log.info('Status:-|... Mean Squared Error '+str(score)) if metrics["Root Mean Squared Error"] == "True": type = 'Root Mean Squared Error' score = rmse log.info('Status:-|... Root Mean Square Error '+str(score)) if metrics["R-Squared"] == "True": type = 'R-Squared' score = r2 log.info('Status:-|... R Squared Error '+str(score)) if metrics["Mean Absolute Error"] == "True": type = 'Mean Absolute Error' score = mae log.info('Status:-|... Mean Absolute Error '+str(score)) return type, score, mse, rmse, norm_rmse, r2, mae, mape def save_config(config): deploy_location = config["basic"]["modelLocation"] saved_model_file = os.path.join(deploy_location,'etc','config.json') print(predict_config) with open (saved_model_file,'w') as f: json.dump(predict_config, f) f.close() def save_model(config, model): model_name = config["basic"]["modelName"] model_version = config["basic"]["modelVersion"] analysis_type = config["basic"]["analysisType"] deploy_location = config["basic"]["modelLocation"] if analysis_type["classification"] == "True": problem_type = "classification" if analysis_type["regression"] == "True": problem_type = "regression" print("model_name", model_name) print("model_version", model_version) print("problem_type", problem_type) print("deploy_location", deploy_location) file_name = problem_type + '_' + model_version + ".sav" saved_model = os.path.join(deploy_location,'model',file_name) print("Save trained model to directory: ", save_model) with open (saved_model,'wb') as f: pkl.dump(model,f) f.close() predict_config['modelLocation'] = file_name def save_pkl(model, filename): with open(filename, 'wb') as f: pkl.dump(model, f, protocol=pkl.HIGHEST_PROTOCOL) def dask_findiforestOutlier(X): print("Outlier removal with Isolation Forest...") isolation_forest = IsolationForest(n_estimators=100) with joblib.parallel_backend('dask'): isolation_forest.fit(X) y_pred_train = isolation_forest.fit_predict(X) mask_isoForest = y_pred_train != -1 return mask_isoForest def training(configFile): start_time = time.time() config = load_config_json(configFile) data_dir = config["basic"]["dataLocation"] n_workers = int(config["advance"] ["distributedlearner_config"] ["n_workers"]) npartitions = int(config["advance"] ["distributedlearner_config"] ["npartitions"]) threads_per_worker = int(config["advance"] ["distributedlearner_config"] ["threads_per_worker"]) predict_config['modelName'] = config["basic"]["modelName"] predict_config['modelVersion'] = config["basic"]["modelVersion"] predict_config['targetFeature'] = config["basic"]["targetFeature"] predict_config['trainingFeatures'] = config["basic"]["trainingFeatures"] predict_config['dataLocation'] = config["basic"]["dataLocation"] predict_config['n_workers'] = n_workers predict_config['npartitions'] = npartitions predict_config['threads_per_worker'] = threads_per_worker if config['basic']['analysisType']["classification"] == "True": problemType = "classification" oProblemType = "Distributed Classification" if config['basic']['analysisType']["regression"] == "True": problemType = "regression" oProblemType = "Distributed Regression" predict_config['analysisType'] = problemType predict_config['scoringCriteria'] = '' target_feature = config["basic"]["targetFeature"] training_features = config["basic"]["trainingFeatures"] deploy_location = config["basic"]["deployLocation"] is_xgb_class = config["basic"] \\ ["algorithms"]["classification"] \\ ["Distributed Extreme Gradient Boosting (XGBoost)"] is_lgbm_class = config["basic"] \\ ["algorithms"]["classification"] \\ ["Distributed Light Gradient Boosting (LightGBM)"] is_xgb_regress = config["basic"] \\ ["algorithms"]["regression"] \\ ["Distributed Extreme Gradient Boosting (XGBoost)"] is_lgbm_regress = config["basic"] \\ ["algorithms"]["regression"] \\ ["Distributed Light Gradient Boosting (LightGBM)"] if is_xgb_class=="True" or is_xgb_regress=="True": algorithm = "Distributed Extreme Gradient Boosting (XGBoost)" predict_config['algorithm'] = algorithm if is_lgbm_class=="True" or is_lgbm_regress=="True": algorithm = "Distributed Light Gradient Boosting (LightGBM)" predict_config['algorithm'] = algorithm cluster = dask.distributed.LocalCluster(n_workers=n_workers, threads_per_worker=threads_per_worker, # dashboard_address="127.0.0.1:8787" ) client = dask.distributed.Client(cluster) df_dask = load_data_dask(data_dir, npartitions=npartitions) deployFolder = config["basic"]["deployLocation"] modelName = config["basic"]["modelName"] modelName = modelName.replace(" ", "_") modelVersion = config["basic"]["modelVersion"] modelLocation = os.path.join(deployFolder,modelName) os.makedirs(modelLocation,exist_ok = True) deployLocation = os.path.join(modelLocation,modelVersion) predict_config['deployLocation'] = deployLocation try: os.makedirs(deployLocation) except OSError as e: shutil.rmtree(deployLocation) time.sleep(2) os.makedirs(deployLocation) modelFolderLocation = os.path.join(deployLocation,'model') try: os.makedirs(modelFolderLocation) except OSError as e: print("\\nModel Folder Already Exists") etcFolderLocation = os.path.join(deployLocation,'etc') try: os.makedirs(etcFolderLocation) except OSError as e: print("\\ETC Folder Already Exists") logFolderLocation = os.path.join(deployLocation,'log') try: os.makedirs(logFolderLocation) except OSError as e: print("\\nLog Folder Already Exists") logFileName=os.path.join(logFolderLocation,'model_training_
logs.log') outputjsonFile=os.path.join(deployLocation,'etc','output.json') filehandler = logging.FileHandler(logFileName, 'w','utf-8') formatter = logging.Formatter('%(message)s') filehandler.setFormatter(formatter) log = logging.getLogger('eion') log.propagate = False for hdlr in log.handlers[:]: # remove the existing file handlers if isinstance(hdlr,logging.FileHandler): log.removeHandler(hdlr) log.addHandler(filehandler) log.setLevel(logging.INFO) log.info('Status:-|... Distributed Learning Started') config['basic']['modelLocation'] = deployLocation # Get input for EDA # descr, corr = get_dask_eda(df_dask=df_dask) #print(descr) # print(corr) #print(df_dask.columns) #print("target feature", target_feature) df_dask = df_dask.dropna(subset=[target_feature]) if is_xgb_class == "True" or is_lgbm_class == "True": df_dask = df_dask.categorize(columns=[target_feature]) df_dask[target_feature] = df_dask[target_feature].astype('category') df_dask[target_feature] = df_dask[target_feature].cat.as_known() label_mapping = dict(enumerate(df_dask[target_feature].cat.categories)) df_dask[target_feature] = df_dask[target_feature].cat.codes label_mapping_file =os.path.join(deployLocation,'etc','label_mapping.json') with open(label_mapping_file, 'w') as f: json.dump(label_mapping, f) if config["advance"]["profiler"]["removeDuplicate"] == "True": df_dask = df_dask.drop_duplicates() # Need to dropna for case of categoricalFillMethod # if config["advance"]["profiler"]["numericalFillMethod"]["Drop"] == "True": # df_dask = df_dask.dropna() trainingFeatures = config["basic"]["trainingFeatures"].split(',') if target_feature not in trainingFeatures: trainingFeatures.append(target_feature) df_dask = df_dask[trainingFeatures] y = df_dask[target_feature] X = df_dask.drop(target_feature, axis=1) print("after X.shape, y.shape", X.shape, y.shape) X_train, X_test, y_train, y_test = dask_ml.model_selection.train_test_split(X, y, test_size=0.2, random_state=0) trainingFeatures = config["basic"]["trainingFeatures"].split(',') outputJson = None conf_matrix_dict = {} train_conf_matrix_dict = {} try: if is_xgb_class == "True": modelName = 'Distributed Extreme Gradient Boosting (XGBoost)' dask_model, X_train, X_test = train_xgb_classification(client, X_train, y_train, X_test, config) class_names = list(label_mapping.values()) _, _, train_class_report, train_conf_matrix, train_roc_auc = evaluate_model_classification(dask_model, config, X_train, y_train, class_names) scoringCreteria,score, class_report, conf_matrix, roc_auc = evaluate_model_classification(dask_model, config, X_test, y_test, class_names) for i in range(len(conf_matrix)): conf_matrix_dict_1 = {} for j in range(len(conf_matrix[i])): conf_matrix_dict_1['pre:' + str(class_names[j])] = int(conf_matrix[i][j]) conf_matrix_dict['act:'+ str(class_names[i])] = conf_matrix_dict_1 for i in range(len(train_conf_matrix)): train_conf_matrix_dict_1 = {} for j in range(len(train_conf_matrix[i])): train_conf_matrix_dict_1['pre:' + str(class_names[j])] = int(train_conf_matrix[i][j]) train_conf_matrix_dict['act:'+ str(class_names[i])] = train_conf_matrix_dict_1 # print(roc_auc) outputJson = {'status':'SUCCESS','data':{'ModelType':oProblemType,\\ 'deployLocation':deployLocation,'BestModel':modelName,'BestScore':score,'ScoreType':scoringCreteria,\\ 'matrix':{'ConfusionMatrix':conf_matrix_dict,'ClassificationReport':class_report,'ROC_AUC_SCORE':roc_auc},\\ 'trainmatrix':{'ConfusionMatrix':train_conf_matrix_dict,'ClassificationReport':train_class_report,'ROC_AUC_SCORE':train_roc_auc},\\ 'featuresused':trainingFeatures,'targetFeature':target_feature,'EvaluatedModels':[{'Model':modelName,'Score':score}], 'LogFile':logFileName}} if is_lgbm_class == "True": modelName = 'Distributed Light Gradient Boosting (LightGBM)' dask_model, X_train, X_test = train_lgbm_classification(client, X_train, y_train, X_test, config) class_names = list(label_mapping.values()) _, _, train_class_report, train_conf_matrix, train_roc_auc = evaluate_model_classification(dask_model, config, X_train, y_train, class_names) scoringCreteria,score, class_report, conf_matrix, roc_auc = evaluate_model_classification(dask_model, config, X_test, y_test, class_names) for i in range(len(conf_matrix)): conf_matrix_dict_1 = {} for j in range(len(conf_matrix[i])): conf_matrix_dict_1['pre:' + str(class_names[j])] = int(conf_matrix[i][j]) conf_matrix_dict['act:'+ str(class_names[i])] = conf_matrix_dict_1 for i in range(len(train_conf_matrix)): train_conf_matrix_dict_1 = {} for j in range(len(train_conf_matrix[i])): train_conf_matrix_dict_1['pre:' + str(class_names[j])] = int(train_conf_matrix[i][j]) train_conf_matrix_dict['act:'+ str(class_names[i])] = train_conf_matrix_dict_1 outputJson = {'status':'SUCCESS','data':{'ModelType':oProblemType,\\ 'deployLocation':deployLocation,'BestModel':modelName,'BestScore':score,'ScoreType':scoringCreteria,\\ 'matrix':{'ConfusionMatrix':conf_matrix_dict,'ClassificationReport':class_report,'ROC_AUC_SCORE':roc_auc},\\ 'trainmatrix':{'ConfusionMatrix':train_conf_matrix_dict,'ClassificationReport':train_class_report,'ROC_AUC_SCORE':train_roc_auc},\\ 'featuresused':trainingFeatures,'targetFeature':target_feature,'EvaluatedModels':[{'Model':modelName,'Score':score}], 'LogFile':logFileName}} if is_xgb_regress == "True": modelName = 'Distributed Extreme Gradient Boosting (XGBoost)' dask_model, X_train, X_test = train_xgb_regression(client, X_train, y_train, X_test, config) _, _, train_mse, train_rmse, train_norm_rmse, train_r2, train_mae, train_mape = evaluate_model_regression(dask_model, config, X_train, y_train) scoringCreteria, score, mse, rmse, norm_rmse, r2, mae, mape = evaluate_model_regression(dask_model, config, X_test, y_test) outputJson = {'status':'SUCCESS','data':{'ModelType':oProblemType,\\ 'deployLocation':deployLocation,'BestModel':modelName,'BestScore':score,'ScoreType':scoringCreteria,\\ 'matrix':{'MAE':mae,'R2Score':r2,'MSE':mse,'MAPE':mape,'RMSE':rmse,'Normalised RMSE(%)':norm_rmse}, \\ 'trainmatrix':{'MAE':train_mae,'R2Score':train_r2,'MSE':train_mse,'MAPE':train_mape,'RMSE':train_rmse,'Normalised RMSE(%)':train_norm_rmse}, \\ 'featuresused':trainingFeatures,'targetFeature':target_feature,'EvaluatedModels':[{'Model':modelName,'Score':score}], 'LogFile':logFileName}} if is_lgbm_regress == "True": modelName = 'Distributed Light Gradient Boosting (LightGBM)' dask_model, X_train, X_test = train_lgbm_regression(client, X_train, y_train, X_test, config) _, _, train_mse, train_rmse, train_norm_rmse, train_r2, train_mae, train_mape = evaluate_model_regression(dask_model, config, X_train, y_train) scoringCreteria, score, mse, rmse, norm_rmse, r2, mae, mape = evaluate_model_regression(dask_model, config, X_test, y_test) outputJson = {'status':'SUCCESS','data':{'ModelType':oProblemType,\\ 'deployLocation':deployLocation,'BestModel':modelName,'BestScore':score,'ScoreType':scoringCreteria,\\ 'matrix':{'MAE':mae,'R2Score':r2,'MSE':mse,'MAPE':mape,'RMSE':rmse,'Normalised RMSE(%)':norm_rmse}, \\ 'trainmatrix':{'MAE':train_mae,'R2Score':train_r2,'MSE':train_mse,'MAPE':train_mape,'RMSE':train_rmse,'Normalised RMSE(%)':train_norm_rmse}, \\ 'featuresused':trainingFeatures,'targetFeature':target_feature,'EvaluatedModels':[{'Model':modelName,'Score':score}], 'LogFile':logFileName}} src = os.path.join(os.path.dirname(os.path.abspath(__file__)),'..','utilities','dl_aion_predict.py') shutil.copy2(src,deployLocation) os.rename(os.path.join(deployLocation,'dl_aion_predict.py'),os.path.join(deployLocation,'aion_predict.py')) except Exception as e: outputJson = {"status":"FAIL","message":str(e)} print(e) client.close() cluster.close() log.info('Status:-|... Distributed Learning Completed') with open(outputjsonFile, 'w') as f: json.dump(outputJson, f) f.close() output_json = json.dumps(outputJson) log.info('aion_learner_status:'+str(output_json)) for hdlr in log.handlers[:]: # remove the existing file handlers if isinstance(hdlr,logging.FileHandler): hdlr.close() log.removeHandler(hdlr) print("\\n") print("aion_learner_status:",output_json) print("\\n") end_time = time.time() print("--- %s processing time (sec) ---" % (end_time - start_time)) <s> ''' * * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * @ Copyright HCL Technologies Ltd. 2021, 2022,2023 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. * '''<s> ''' * * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * @ Copyright HCL Technologies Ltd. 2021, 2022,2023 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. * ''' import pandas as pd import matplotlib.pyplot as plt from lifelines import KaplanMeierFitter, CoxPHFitter from lifelines.utils import datetimes_to_durations import logging import numpy as np import re import sys import os class SurvivalAnalysis(object): def __init__(self, df, pipe, method, event_column, duration_column, filterExpression, train_features_type,start=None, end=None): pd.options.display.width = 30 self.df = df self.pipe = pipe self.train_features_type = train_features_type self.filterExpression = filterExpression self.covariateExpression = filterExpression self.method = method self.event_column = event_column if start is not None and end is not None: self.df['duration'], _ = datetimes_to_durations(start, end) self.duration_column = 'duration' else: self.duration_column = duration_column self.models = [] self.score = 0 self.log = logging.getLogger('eion') self.plots = [] def transform_filter_expression(self, covariate, covariate_input): ''' Filter expression given by user will be encoded if it is categorical and if it is a numerical feature that is normalised in data profiler, in filter expression feature also it will be converted to normalised value ''' cols = list(self.df.columns) if self.duration_column in cols: cols.remove(self.duration_column) if self.event_column in cols: cols.remove(self.event_column) df_filter = pd.DataFrame([{covariate:covariate_input}], columns=cols) df_filter[covariate] = df_filter[covariate].astype(self.train_features_type[covariate]) df_transform_array = self.pipe.transform(df_filter) df_transform = pd.DataFrame(df_transform_array, columns=cols) return df_transform[covariate].iloc[0] def learn(self): self.log.info('\\n---------- SurvivalAnalysis learner has started ----------') self.log.info('\\n---------- SurvivalAnalysis learner method is "%s" ----------' % self.method) if self.method.lower() in ['kaplanmeierfitter', 'kaplanmeier', 'kaplan-meier', 'kaplan meier', 'kaplan', 'km', 'kmf']: self.log.info('\\n---------- SurvivalAnalysis learner method "%s"
has started ----------' % self.method) kmf = KaplanMeierFitter() T = self.df[self.duration_column] E = self.df[self.event_column] self.log.info('\\n T : \\n%s' % str(T)) self.log.info('\\n E : \\n%s' % str(E)) K = kmf.fit(T, E) kmf_sf = K.survival_function_ kmf_sf_json = self.survival_probability_to_json(kmf_sf) self.models.append(K) if isinstance(self.filterExpression, str): df_f, df_n, refined_filter_expression = self.parse_filterExpression() kmf1 = KaplanMeierFitter() kmf2 = KaplanMeierFitter() self.log.info( '\\n---------- SurvivalAnalysis learner "%s" fitting for filter expression has started----------' % self.method) T1 = df_f[self.duration_column] E1 = df_f[self.event_column] T2 = df_n[self.duration_column] E2 = df_n[self.event_column] kmf1.fit(T1, E1) fig, ax = plt.subplots(1, 1) ax = kmf1.plot_survival_function(ax=ax, label='%s' % refined_filter_expression) self.log.info( '\\n---------- SurvivalAnalysis learner "%s" fitting for filter expression has ended----------' % self.method) plt.title("KM Survival Functions - Filter vs Negation") self.log.info( '\\n---------- SurvivalAnalysis learner "%s" fitting for negation has started----------' % self.method) kmf2.fit(T2, E2) ax = kmf2.plot_survival_function(ax=ax, label='~%s' % refined_filter_expression) self.log.info( '\\n---------- SurvivalAnalysis learner "%s" fitting for negation has ended----------' % self.method) self.models.extend([kmf1, kmf2]) kmf1_sf = kmf1.survival_function_ kmf2_sf = kmf2.survival_function_ kmf1_sf_json = self.survival_probability_to_json(kmf1_sf) self.plots.append(fig) self.log.info('\\n---------- SurvivalAnalysis learner method "%s" has ended ----------' % self.method) self.log.info('\\n---------- SurvivalAnalysis learner has ended ----------') self.log.info('Status:- |... Algorithm applied: KaplanMeierFitter') return kmf1_sf_json else: fig, ax = plt.subplots(1, 1) ax = kmf_sf.plot(ax=ax) plt.title("KM Survival Functions") self.plots.append(fig) self.log.info('\\n---------- SurvivalAnalysis learner method "%s" has ended ----------' % self.method) self.log.info('\\n---------- SurvivalAnalysis learner has ended ----------') self.log.info('Status:- |... Algorithm applied: KaplanMeierFitter') return kmf_sf_json elif self.method.lower() in ['coxphfitter', 'coxregression', 'cox-regression', 'cox regression', 'coxproportionalhazard', 'coxph', 'cox', 'cph']: self.log.info('\\n---------- SurvivalAnalysis learner method "%s" has started ----------' % self.method) cph = CoxPHFitter(penalizer=0.1) self.df = self.drop_constant_features(self.df) C = cph.fit(self.df, self.duration_column, self.event_column) self.models.append(C) cph_sf = C.baseline_survival_ self.score = C.score(self.df, scoring_method="concordance_index") self.log.info( '\\n---------- SurvivalAnalysis learner "%s" score is "%s"----------' % (self.method, str(self.score))) cph_sf_json = self.survival_probability_to_json(cph_sf) if isinstance(self.covariateExpression, str): covariate, covariate_inputs, covariate_values = self.parse_covariateExpression() fig, (ax1, ax2) = plt.subplots(1, 2) fig.tight_layout() ax1 = C.plot(ax=ax1, hazard_ratios=True) self.log.info('\\n Summary : \\n%s' % str(C.summary)) ax1.set_title("COX hazard ratio") ax2 = C.plot_partial_effects_on_outcome(covariate, covariate_values, ax=ax2) mylabels = [covariate + '=' + str(x) for x in covariate_inputs] mylabels.append('baseline') ax2.legend(labels=mylabels) ax2.set_title("Covariate Plot") self.plots.append(fig) else: fig = plt.figure() ax1 = C.plot(hazard_ratios=True) self.log.info('\\n Summary : \\n%s' % str(C.summary)) plt.title("COX hazard ratio") self.plots.append(fig) self.log.info('\\n---------- SurvivalAnalysis learner method "%s" has ended ----------' % self.method) self.log.info('\\n---------- SurvivalAnalysis learner has ended ----------') self.log.info('Status:- |... Algorithm applied: CoxPHFitter') return cph_sf_json def parse_filterExpression(self): import operator self.log.info('\\n---------- Filter Expression parsing has started ----------') self.log.info('Filter Expression provided : %s' % self.filterExpression) self.log.info('Shape before filter : %s' % str(self.df.shape)) f = self.filterExpression.split('&') f = list(filter(None, f)) if len(f) == 1: p = '[<>=!]=?' op = re.findall(p, self.filterExpression)[0] covariate, covariate_input = [x.strip().strip('\\'').strip('\\"') for x in self.filterExpression.split(op)] refined_filter_expression = covariate + op + covariate_input self.log.info('Final refined filter : %s' % refined_filter_expression) ops = {"==": operator.eq, ">": operator.gt, "<": operator.lt, ">=": operator.ge, "<=": operator.le, "!=": operator.ne} try: fv = self.transform_filter_expression(covariate, covariate_input) df_f = self.df[ops[op](self.df[covariate], fv)] self.log.info('Shape after filter : %s' % str(df_f.shape)) df_n = self.df[~self.df[covariate].isin(df_f[covariate])] self.log.info('Shape of negation : %s' % str(df_n.shape)) self.log.info('---------- Filter Expression has ended ----------') return df_f, df_n, refined_filter_expression except Exception: self.log.info('\\n-----> Filter Expression parsing encountered error!!!') exc_type, exc_obj, exc_tb = sys.exc_info() if exc_type == IndexError or ValueError or KeyError: self.log.info('----->Given filter expression '+ self.filterExpression +' is invalid') self.log.info('Valid examples are "A>100", "B==category1", "C>=10 && C<=20" etc..') fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) self.log.info(str(exc_type)+' '+str(fname) + ' ' + str(exc_tb.tb_lineno)) raise Exception(str(exc_type)+str(exc_obj)) else: full_f = [] try: for filterExpression in f: p = '[<>=!]=?' op = re.findall(p, filterExpression)[0] covariate, covariate_input = [x.strip().strip('\\'').strip('\\"') for x in filterExpression.split(op)] full_f.append(covariate + op + covariate_input) ops = {"==": operator.eq, ">": operator.gt, "<": operator.lt, ">=": operator.ge, "<=": operator.le, "!=": operator.ne} fv = self.transform_filter_expression(covariate, covariate_input) df_f = self.df[ops[op](self.df[covariate], fv)] df_n = self.df[~self.df[covariate].isin(df_f[covariate])] refined_filter_expression = " & ".join(full_f) self.log.info('Final refined filter : %s' % refined_filter_expression) self.log.info('Shape after filter : %s' % str(df_f.shape)) self.log.info('Shape of negation : %s' % str(df_n.shape)) self.log.info('---------- Filter Expression has ended ----------') return df_f, df_n, refined_filter_expression # except (IndexError, ValueError, KeyError): except Exception: self.log.info('\\n-----> Filter Expression parsing encountered error!!!') exc_type, exc_obj, exc_tb = sys.exc_info() if exc_type == IndexError or ValueError or KeyError: self.log.info('----->Given filter expression '+ self.filterExpression +' is invalid') self.log.info('Valid examples are "A>100", "B==category1", "C>=10 && C<=20" etc..') fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) self.log.info(str(exc_type)+' '+str(fname) + ' ' + str(exc_tb.tb_lineno)) raise Exception(str(exc_type)+str(exc_obj)) def parse_covariateExpression(self): self.log.info('\\n---------- Covariate Expression parsing has started ----------') self.log.info('\\n Covariate Expression provided : %s' % self.covariateExpression) import ast p = '[=:]' try: op = re.findall(p, self.covariateExpression)[0] covariate, covariate_inputs = [x.strip().strip('\\'').strip('\\"') for x in self.covariateExpression.split(op)] covariate_inputs = ast.literal_eval(covariate_inputs) covariate_values = [self.transform_filter_expression(covariate, x) for x in covariate_inputs] self.log.info('\\n---------- Covariate Expression parsing has ended ----------') return covariate, covariate_inputs, covariate_values except Exception: self.log.info('\\n-----> Covariate Expression parsing encountered error!!!') exc_type, exc_obj, exc_tb = sys.exc_info() if exc_type == IndexError or ValueError or KeyError: self.log.info('----->Given covariate expression '+ self.filterExpression +' is invalid') self.log.info("\\n Valid examples are A=['Yes','No'] or B=[100,500,1000]") fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) self.log.info(str(exc_type)+' '+str(fname) + ' ' + str(exc_tb.tb_lineno)) raise Exception(str(exc_type)+str(exc_obj)) def survival_probability_to_json(self, sf): ''' sf = Survival function i.e. KaplanMeierFitter.survival_function_ or CoxPHFitter.baseline_survival_ returns json of survival probabilities ''' sf = sf[sf.columns[0]].apply(lambda x: "%4.2f" % (x * 100)) self.log.info('\\n Survival probabilities : \\n%s' % str(sf)) sf = sf.reset_index() sf = sf.sort_values(sf.columns[0]) sf_json = sf.to_json(orient='records') self.log.info('\\n Survival probability json : \\n%s' % str(sf_json)) return sf_json def drop_constant_features(self, df): dropped = [] for col in df.columns: if (len(df[col].unique()) == 1) and (col not in [self.duration_column, self.event_column]): df.drop(col, inplace=True, axis=1) dropped.append(col) if len(dropped) != 0: self.log.info('\\n Dropping constant features %s' % str(col)) self.log.info('\\n After dropping constant features : \\n%s' % str(df)) return df def predict(self): if self.method == 'KaplanMeierFitter': return self.model.predict(self.test[self.duration_column]) elif self.method == 'CoxPHFitter': res = [] for idx, row in self.test.iterrows(): res.append( self.model.predict_survival_function(self.test, times=row[self.model.duration_col])[idx].values[0]) return pd.DataFrame(res) <s> ''' * * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * @ Copyright HCL Technologies Ltd. 2021, 2022,2023 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. * '''<s> import os from typing import List import numpy as np import pandas as pd from sklearn.model_selection import train_test_split def split_csv(fp: str = "./data/creditcard.csv", fp_dest: str = "./data", name: str = "credit", test_size: int = 0.5, strat_col: str = "Class") -> None: """Splits a csv file in two, in a stratified fashion. Format for filenames will be `{name}0.csv and `{name}1.csv`. :param fp: The path at which the csv file is located. :type fp: str :param fp_dest: The path to save the train and test files. :type fp_dest: str :param name: The prefix for the files.
:type name: str :param test_size: The fraction of total size for the test file. :type test_size: float :param strat_col: The column in the original csv file to stratify. :return: None, two files located at `fp_dest`. :rtype: NoneType """ if not os.path.isfile(fp): raise FileNotFoundError(f"File at {fp} does not exist.") if not os.path.isdir(fp_dest): raise ValueError(f"Directory at {fp_dest} does not exist.") if not 0 < test_size < 1: raise ValueError(f"{test_size} is not in interval 0 < x < 1.") df = pd.read_csv(fp) if not (strat_col in df.columns): raise ValueError(f"Stratify column {strat_col} not found in DataFrame.") train, test = train_test_split(df, test_size=test_size, stratify=df[strat_col]) train.to_csv(f"{fp_dest}/{name}0.csv", index=False) test.to_csv(f"{fp_dest}/{name}1.csv", index=False) def rounded_dict(d: dict, precision: int = 6) -> dict: """Rounds all values in a dictionairy to `precision` digits after the decimal point. :param d: Dictionairy containing only floats or ints as values :type d: dict :return: Rounded dictionairy :rtype: dict """ return {k: round(v, precision) for k, v in d.items()} def imbalance_ratio(y: np.ndarray, min_classes: List[int] = [1], maj_classes: List[int] = [0]) -> float: """Calculates imbalance ratio of minority class(es) and majority class(es). :param y: y-vector with labels. :type y: np.ndarray :param min_classes: The labels of the minority classes :type min_classes: list :param maj_classes: The labels of the minority classes :type maj_classes: list :return: The imbalance ratio :rtype: float """ return np.isin(y, min_classes).sum() / np.isin(y, maj_classes).sum() <s> import os import numpy as np import pandas as pd import time from DeepRL.agents.ddqn import TrainDDQN from DeepRL.agents.dqn import TrainDQN from DeepRL.dataprocess import get_train_test_val from DeepRL.utils import rounded_dict from tensorflow.keras.layers import Dense, Dropout from sklearn.model_selection import train_test_split os.environ["CUDA_VISIBLE_DEVICES"] = "-1" # CPU is faster than GPU on structured data def PredictRL(input_csv_file, model_load_path, RL_hparams_config_file, RL_Algo_Name): if not (os.path.exists(model_load_path)): os.makedirs(model_load_path) episodes = RL_hparams_config_file['DeepRL']['episodes'] # Total number of episodes warmup_steps = RL_hparams_config_file['DeepRL']['warmup_steps'] # Amount of warmup steps to collect data with random policy memory_length = warmup_steps # Max length of the Replay Memory batch_size = RL_hparams_config_file['DeepRL']['batch_size'] collect_steps_per_episode = RL_hparams_config_file['DeepRL']['collect_steps_per_episode'] collect_every = RL_hparams_config_file['DeepRL']['collect_every'] target_update_period = RL_hparams_config_file['DeepRL']['target_update_period'] # Period to overwrite the target Q-network with the default Q-network target_update_tau = RL_hparams_config_file['DeepRL']['target_update_tau'] # Soften the target model update n_step_update = RL_hparams_config_file['DeepRL']['n_step_update'] learning_rate = RL_hparams_config_file['DeepRL']['learning_rate'] # Learning rate gamma = RL_hparams_config_file['DeepRL']['gamma'] # Discount factor min_epsilon = RL_hparams_config_file['DeepRL']['min_epsilon'] # Minimal and final chance of choosing random action decay_episodes = episodes // 10 # Number of episodes to decay from 1.0 to `min_epsilon`` #path = '/home/renith/Renith/Project/AION/Reinforcement/RL_Classification/Code/rl_text_classification/telemetry_data.csv' data = pd.read_csv(input_csv_file) device5 = data[data['device_id'] == "Device_1"] device5 = device5.drop(['device_id'], axis = 1) device5.reset_index(drop=True, inplace=True) target_value = [] for i in range(device5['device_status'].shape[0]): if(device5['device_status'][i] == "NORMAL"): target_value.append(0.0) else: target_value.append(1.0) device5['target'] = target_value device5 = device5.drop(['device_status'], axis = 1) X_test = device5.iloc[:,1:-1] y_test = device5.iloc[:,-1] X_test = X_test.astype(np.float32) y_test = y_test.astype(np.int32) #Normalization mini, maxi = X_test.min(axis=0), X_test.max(axis=0) X_test -= mini X_test /= maxi - mini min_class = [1] #Minority class maj_class = [0] #Majority class #X_train, X_test, y_train, y_test = train_test_split(X_train, y_train, test_size=0.8, stratify=y_train) #X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.2, stratify=y_train) #X_train = np.array(X_train) #y_train = np.array(y_train) #X_val = np.array(X_val) #y_val = np.array(y_val) X_test = np.array(X_test) y_test = np.array(y_test) #X_train, y_train, X_test, y_test, X_val, y_val = get_train_test_val(X_train.values, y_train.values, X_test.values, y_test.values, # min_class, maj_class, val_frac=0.2) layers = [Dense(128, activation="relu"), Dense(64, activation="relu"), Dense(32, activation="relu"), Dense(2, activation=None)] if(RL_Algo_Name == "DDQN"): model = TrainDDQN(episodes, warmup_steps, learning_rate, gamma, min_epsilon, decay_episodes, target_update_period=target_update_period, target_update_tau=target_update_tau, batch_size=batch_size, collect_steps_per_episode=collect_steps_per_episode, memory_length=memory_length, collect_every=collect_every, n_step_update=n_step_update, model_path=model_load_path) elif(RL_Algo_Name == "DQN"): model = TrainDQN(episodes, warmup_steps, learning_rate, gamma, min_epsilon, decay_episodes, target_update_period=target_update_period, target_update_tau=target_update_tau, batch_size=batch_size, collect_steps_per_episode=collect_steps_per_episode, memory_length=memory_length, collect_every=collect_every, n_step_update=n_step_update, model_path=model_load_path) model.compile_model(X_test, y_test, layers) model.q_net.summary() #model.train(X_val, y_val, "F1") #print("Training Ended !!!!") stats = model.evaluate(X_test, y_test) print(rounded_dict(stats)) #stats = model.evaluate(X_train, y_train) #print(rounded_dict(stats)) <s> import os from typing import List, Tuple import numpy as np from pandas import read_csv from sklearn.model_selection import train_test_split from sklearn.utils import shuffle from tensorflow.keras.datasets import cifar10, fashion_mnist, imdb, mnist from tensorflow.keras.preprocessing.sequence import pad_sequences TrainTestData = Tuple[np.ndarray, np.ndarray, np.ndarray, np.ndarray] TrainTestValData = Tuple[np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray] def load_image(data_source: str) -> TrainTestData: """ Loads one of the following image datasets: {mnist, famnist, cifar10}. Normalizes the data. Returns X and y for both train and test datasets. Dtypes of X's and y's will be `float32` and `int32` to be compatible with `tf_agents`. :param data_source: Either mnist, famnist or cifar10 :type data_source: str :return: Tuple of (X_train, y_train, X_test, y_test) containing original split of train/test :rtype: tuple """ reshape_shape = -1, 28, 28, 1 if data_source == "mnist": (X_train, y_train), (X_test, y_test) = mnist.load_data() elif data_source == "famnist": (X_train, y_train), (X_test, y_test) = fashion_mnist.load_data() elif data_source == "cifar10": (X_train, y_train), (X_test, y_test) = cifar10.load_data() reshape_shape = -1, 32, 32, 3 else: raise ValueError("No valid `data_source`.") X_train = X_train.reshape(reshape_shape).astype(np.float32) # Float32 is the expected dtype for the observation spec in the env X_test = X_test.reshape(reshape_shape).astype(np.float32) X_train /= 255 # /= is not available when casting int to float: https://stackoverflow.com/a/48948461/10603874 X_test /= 255 y_train = y_train.reshape(y_train.shape[0], ).astype(np.int32) y_test = y_test.reshape(y_test.shape[0], ).astype(np.int32) return X_train, y_train, X_test, y_test def load_csv(fp_train: str, fp_test: str, label_col: str, drop_cols: List[str], normalization: bool = False) -> TrainTestData: """ Loads any csv-file from local filepaths. Returns X and y for both train and test datasets. Option to normalize the data with min-max normalization. Only csv-files with float32 values for the features and int32 values for the labels supported. Source for dataset: https://mimic-iv.mit.edu/ :param fp_train: Location of the train csv-file :type fp_train: str :param fp_test: Location of the test csv-file :type fp_test: str :param label_col: The name of the column containing the labels of the data :rtype label_col: str :param drop_cols: List of the names of the columns to be dropped. `label_col` gets dropped automatically :rtype drop_cols: List of strings :param normalization: Normalize the data with min-max normalization? :type normalization: bool :return: Tuple of (X_train, y_train, X_test, y_test) containing original split of train/test :rtype: Tuple[np.ndarray, np.ndarray, np.ndarray, np.ndarray] """ if not os.path.isfile(fp_train): raise FileNotFoundError(f"`fp_train` {fp_train} does not exist.") if not os.path.isfile(fp_test): raise FileNotFoundError(f"`fp_test` {fp_test} does not exist.") if not isinstance(normalization, bool): raise TypeError(f"`normalization` must be of type `bool`, not {type(normalization)}") X_train = read_csv(fp_train).astype(np.float32) # DataFrames directly converted to float32 X_test = read_csv(fp_test).astype(np.float32) y_train = X_train[label_col].astype(np.int32) y_test = X_test[label_col].astype(np.int32) X_train.drop(columns=drop_cols + [label_col], inplace=True) # Dropping cols and label column X_test.drop(columns=drop_cols + [label_col], inplace=True) # Other data sources are already normalized. RGB values are always in range 0 to 255. if normalization: mini, maxi = X_train.min(axis=0), X_train.max(axis=0) X_train -= mini X_train /= maxi - mini X_test -= mini X_test /= maxi - mini return X_train.values, y_train.values, X_test.values, y_test.values # Numpy arrays def load_imdb(config: Tuple[int, int] = (5_000, 500)) -> TrainTestData: """Loads the IMDB dataset. Returns X and y for both train and test datasets. :param config: Tuple of number of most frequent words and max length of each sequence. :type config: str :return: Tuple of (X_train, y_train, X_test, y_test) containing original split of train/test :rtype: tuple """ if not isinstance(config, (tuple, list)): raise TypeError(f"{type(config)} is no valid datatype for `config`.") if len(config) != 2: raise ValueError("Tuple length of `config` must be 2.") if not all(i > 0 for i in config): raise ValueError("All integers of `config` must be > 0.") (X_train,
y_train), (X_test, y_test) = imdb.load_data(num_words=config[0]) X_train = pad_sequences(X_train, maxlen=config[1]) X_test = pad_sequences(X_test, maxlen=config[1]) y_train = y_train.astype(np.int32) y_test = y_test.astype(np.int32) return X_train, y_train, X_test, y_test def get_train_test_val(X_train: np.ndarray, y_train: np.ndarray, X_test: np.ndarray, y_test: np.ndarray, min_classes: List[int], maj_classes: List[int], imb_ratio: float = None, imb_test: bool = True, val_frac: float = 0.25, print_stats: bool = True) -> TrainTestValData: """ Imbalances data and divides the data into train, test and validation sets. The imbalance rate of each individual dataset is approx. the same as the given `imb_ratio`. :param X_train: The X_train data :type X_train: np.ndarray :param y_train: The y_train data :type y_train: np.ndarray :param X_test: The X_test data :type X_test: np.ndarray :param y_test: The y_test data :type y_test: np.ndarray :param min_classes: List of labels of all minority classes :type min_classes: list :param maj_classes: List of labels of all majority classes. :type maj_classes: list :param imb_ratio: Imbalance ratio for minority to majority class: len(minority datapoints) / len(majority datapoints) If the `imb_ratio` is None, data will not be imbalanced and will only be relabeled to 1's and 0's. :type imb_ratio: float :param imb_test: Imbalance the test dataset? :type imb_test: bool :param val_frac: Fraction to take from X_train and y_train for X_val and y_val :type val_frac: float :param print_stats: Print the imbalance ratio of the imbalanced data? :type print_stats: bool :return: Tuple of (X_train, y_train, X_test, y_test, X_val, y_val) :rtype: Tuple[np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray] """ if not 0 < val_frac < 1: raise ValueError(f"{val_frac} is not in interval 0 < x < 1.") if not isinstance(print_stats, bool): raise TypeError(f"`print_stats` must be of type `bool`, not {type(print_stats)}.") X_train, y_train = imbalance_data(X_train, y_train, min_classes, maj_classes, imb_ratio=imb_ratio) # Only imbalance test-data if imb_test is True X_test, y_test = imbalance_data(X_test, y_test, min_classes, maj_classes, imb_ratio=imb_ratio if imb_test else None) # stratify=y_train to ensure class balance is kept between train and validation datasets X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=val_frac, stratify=y_train) if print_stats: p_train, p_test, p_val = [((y == 1).sum(), imbalance_ratio(y)) for y in (y_train, y_test, y_val)] print(f"Imbalance ratio `p`:\\n" f"\\ttrain: n={p_train[0]}, p={p_train[1]:.6f}\\n" f"\\ttest: n={p_test[0]}, p={p_test[1]:.6f}\\n" f"\\tvalidation: n={p_val[0]}, p={p_val[1]:.6f}") return X_train, y_train, X_test, y_test, X_val, y_val def imbalance_data(X: np.ndarray, y: np.ndarray, min_class: List[int], maj_class: List[int], imb_ratio: float = None) -> Tuple[np.ndarray, np.ndarray]: """ Split data in minority and majority, only values in {min_class, maj_class} will be kept. (Possibly) decrease minority rows to match the imbalance rate. If initial imb_ratio of dataset is lower than given `imb_ratio`, the imb_ratio of the returned data will not be changed. If the `imb_ratio` is None, data will not be imbalanced and will only be relabeled to 1's and 0's. """ if not isinstance(X, np.ndarray): raise TypeError(f"`X` must be of type `np.ndarray` not {type(X)}") if not isinstance(y, np.ndarray): raise TypeError(f"`y` must be of type `np.ndarray` not {type(y)}") if X.shape[0] != y.shape[0]: raise ValueError("`X` and `y` must contain the same amount of rows.") if not isinstance(min_class, (list, tuple)): raise TypeError("`min_class` must be of type list or tuple.") if not isinstance(maj_class, (list, tuple)): raise TypeError("`maj_class` must be of type list or tuple.") if (imb_ratio is not None) and not (0 < imb_ratio < 1): raise ValueError(f"{imb_ratio} is not in interval 0 < imb_ratio < 1.") if imb_ratio is None: # Do not imbalance data if no `imb_ratio` is given imb_ratio = 1 X_min = X[np.isin(y, min_class)] # Mask the correct indexes X_maj = X[np.isin(y, maj_class)] # Only keep data/labels for x in {min_class, maj_class} and forget all other min_len = int(X_maj.shape[0] * imb_ratio) # Amount of rows to select from minority classes to get to correct imbalance ratio # Keep all majority rows, decrease minority rows to match `imb_ratio` X_min = X_min[np.random.choice(X_min.shape[0], min(min_len, X_min.shape[0]), replace=False), :] X_imb = np.concatenate([X_maj, X_min]).astype(np.float32) y_imb = np.concatenate((np.zeros(X_maj.shape[0]), np.ones(X_min.shape[0]))).astype(np.int32) X_imb, y_imb = shuffle(X_imb, y_imb) return X_imb, y_imb <s> ''' * * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * @ Copyright HCL Technologies Ltd. 2021, 2022,2023 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. * ''' import os import numpy as np import pandas as pd import time import sys import logging from reinforcement.agents.ddqn import TrainDDQN from reinforcement.agents.dqn import TrainDQN from reinforcement.utils import rounded_dict from tensorflow.keras.layers import Dense, Dropout from sklearn.model_selection import train_test_split from learner.machinelearning import machinelearning from learner.aion_matrix import aion_matrix from reinforcement.metrics import network_predictions from learner.machinelearning import machinelearning os.environ["CUDA_VISIBLE_DEVICES"] = "-1" # CPU is faster than GPU on structured data #def TrainRL(input_csv_file, model_save_path, rl_config, RL_Algo_Name): class ReinformentLearning(): def __init__(self,rlConfig,scoreParam,modelType): self.rl_config= rlConfig self.scoreParam = scoreParam self.log = logging.getLogger('eion') self.modelType = modelType def TrainRL(self,xtrain,ytrain,xtest,ytest,algorithm,deployLocation): try: scoredetails = '' X_train, xval, y_train, yval = train_test_split(xtrain, ytrain, test_size=0.2, stratify=ytrain) X_train = np.array(X_train) y_train = np.array(y_train) xval = np.array(xval) yval = np.array(yval) valueCount=ytrain.value_counts() categoryCountList=valueCount.tolist() xtest = np.array(xtest) ytest = np.array(ytest) objClf = aion_matrix() episodes = self.rl_config['episodes'] # Total number of episodes warmup_steps = self.rl_config['warmup_steps'] # Amount of warmup steps to collect data with random policy memory_length = warmup_steps # Max length of the Replay Memory batch_size = self.rl_config['batch_size'] collect_steps_per_episode = self.rl_config['collect_steps_per_episode'] collect_every = self.rl_config['collect_every'] target_update_period = self.rl_config['target_update_period'] # Period to overwrite the target Q-network with the default Q-network target_update_tau = self.rl_config['target_update_tau'] # Soften the target model update n_step_update = self.rl_config['n_step_update'] learning_rate = self.rl_config['learning_rate'] # Learning rate gamma = self.rl_config['gamma'] # Discount factor min_epsilon = self.rl_config['min_epsilon'] # Minimal and final chance of choosing random action decay_episodes = episodes // 10 # Number of episodes to decay from 1.0 to `min_epsilon`` layers = [Dense(128, activation="relu"), #need modification Dense(64, activation="relu"), Dense(32, activation="relu"), Dense(len(np.unique(y_train)), activation=None)] logFilePath=os.path.join(deployLocation,'log') if algorithm == "DQN": start = time.time() modelName = "DQN" model_save_path = os.path.dirname(__file__) model = TrainDQN(episodes, warmup_steps, learning_rate, gamma, min_epsilon, decay_episodes, target_update_period=target_update_period,target_update_tau=target_update_tau, batch_size=batch_size, collect_steps_per_episode=collect_steps_per_episode,memory_length=memory_length, collect_every=collect_every, n_step_update=n_step_update, model_path=model_save_path,log_dir=logFilePath) model.compile_model(X_train,y_train,layers) model.q_net.summary() model.train(xval,yval) network = model.get_network() predictedytrain=network_predictions(network,np.array(xtrain)) predictedytest = network_predictions(network,np.array(xtest)) if "DDQN" == algorithm: start = time.time() modelName = "DDQN" model = TrainDDQN(episodes, warmup_steps, learning_rate, gamma, min_epsilon, decay_episodes, target_update_period=target_update_period,target_update_tau=target_update_tau, batch_size=batch_size, collect_steps_per_episode=collect_steps_per_episode,memory_length=memory_length, collect_every=collect_every, n_step_update=n_step_update,log_dir=logFilePath) model.compile_model(X_train,y_train,layers) model.q_net.summary() model.train(xval,yval) network = model.get_network() predictedytrain=network_predictions(network,np.array(xtrain)) predictedytest = network_predictions(network,np.array(xtest)) score = objClf.get_score(self.scoreParam,ytest,predictedytest) score = round(score,2) return (network,self.rl_config,score,algorithm,-1,-1,-1) except Exception as inst: self.log.info( '\\n-----> RL Failed!!!.'+str(inst)) exc_type, exc_obj, exc_tb = sys.exc_info() fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) self.log.info(str(exc_type)+' '+str(fname)+' '+str(exc_tb.tb_lineno)) <s><s> import matplotlib.pyplot as plt import numpy as np import seaborn as sns from sklearn.metrics import (auc, average_precision_score, confusion_matrix, f1_score, precision_recall_curve, roc_curve,precision_score,recall_score) from tensorflow import constant from tf_agents.trajectories import time_step def network_predictions(network, X: np.ndarray) -> dict: """Computes y_pred using a given network. Input is array of data entries. :param network: The network to use to calculate metrics :type network: (Q)Network :param X: X data, input to network :type X: np.ndarray :return: Numpy array of predicted targets for given X :rtype: np.ndarray """ if not isinstance(X, np.ndarray): raise ValueError(f"`X` must be of type `np.ndarray` not {type(X)}") q, _ = network(X, step_type=constant([time_step.StepType.FIR
ST] * X.shape[0]), training=False) return np.argmax(q.numpy(), axis=1) # Max action for each x in X def decision_function(network, X: np.ndarray) -> dict: """Computes the score for the predicted class of each x in X using a given network. Input is array of data entries. :param network: The network to use to calculate the score per x in X :type network: (Q)Network :param X: X data, input to network :type X: np.ndarray :return: Numpy array of scores for given X :rtype: np.ndarray """ if not isinstance(X, np.ndarray): raise ValueError(f"`X` must be of type `np.ndarray` not {type(X)}") q, _ = network(X, step_type=constant([time_step.StepType.FIRST] * X.shape[0]), training=False) return np.max(q.numpy(), axis=1) # Value of max action for each x in X def classification_metrics(y_true: list, y_pred: list) -> dict: """Computes metrics using y_true and y_pred. :param y_true: True labels :type y_true: np.ndarray :param y_pred: Predicted labels, corresponding to y_true :type y_pred: np.ndarray :return: Dictionairy containing Geometric Mean, F1, Precision, Recall, TP, TN, FP, FN :rtype: dict """ if not isinstance(y_true, (list, tuple, np.ndarray)): raise ValueError(f"`y_true` must be of type `list` not {type(y_true)}") if not isinstance(y_pred, (list, tuple, np.ndarray)): raise ValueError(f"`y_pred` must be of type `list` not {type(y_pred)}") if len(y_true) != len(y_pred): raise ValueError("`X` and `y` must be of same length.") #G_mean = np.sqrt(recall * specificity) # Geometric mean of recall and specificity F1 = f1_score(y_true, y_pred, average='macro') # Default F-measure recall = recall_score(y_true,y_pred,average='macro') precision = precision_score(y_true,y_pred,average='macro') return {"F1": F1, "Precision": precision, "Recall": recall} def plot_pr_curve(network, X_test: np.ndarray, y_test: np.ndarray, X_train: np.ndarray = None, y_train: np.ndarray = None) -> None: # pragma: no cover """Plots PR curve of X_test and y_test of given network. Optionally plots PR curve of X_train and y_train. Average precision is shown in the legend. :param network: The network to use to calculate the PR curve :type network: (Q)Network :param X_test: X data, input to network :type X_test: np.ndarray :param y_test: True labels for `X_test` :type y_test: np.ndarray :param X_train: Optional X data to plot validation PR curve :type X_train: np.ndarray :param y_train: True labels for `X_val` :type y_train: np.ndarray :return: None :rtype: NoneType """ plt.plot((0, 1), (1, 0), color="black", linestyle="--", label="Baseline") # TODO: Consider changing baseline if X_train is not None and y_train is not None: y_val_score = decision_function(network, X_train) val_precision, val_recall, _ = precision_recall_curve(y_train, y_val_score) val_AP = average_precision_score(y_train, y_val_score) plt.plot(val_recall, val_precision, label=f"Train AP: {val_AP:.3f}") y_test_score = decision_function(network, X_test) test_precision, test_recall, _ = precision_recall_curve(y_test, y_test_score) test_AP = average_precision_score(y_test, y_test_score) plt.plot(test_recall, test_precision, label=f"Test AP: {test_AP:.3f}") plt.xlim((-0.05, 1.05)) plt.ylim((-0.05, 1.05)) plt.xlabel("Recall") plt.ylabel("Precision") plt.title("PR Curve") plt.gca().set_aspect("equal", adjustable="box") plt.legend(loc="lower left") plt.grid(True) plt.show() def plot_roc_curve(network, X_test: np.ndarray, y_test: np.ndarray, X_train: np.ndarray = None, y_train: np.ndarray = None) -> None: # pragma: no cover """Plots ROC curve of X_test and y_test of given network. Optionally plots ROC curve of X_train and y_train. Average precision is shown in the legend. :param network: The network to use to calculate the PR curve :type network: (Q)Network :param X_test: X data, input to network :type X_test: np.ndarray :param y_test: True labels for `X_test` :type y_test: np.ndarray :param X_train: Optional X data to plot validation PR curve :type X_train: np.ndarray :param y_train: True labels for `X_val` :type y_train: np.ndarray :return: None :rtype: NoneType """ plt.plot((0, 1), (0, 1), color="black", linestyle="--", label="Baseline") # TODO: Consider changing baseline if X_train is not None and y_train is not None: y_train_score = decision_function(network, X_train) fpr_train, tpr_train, _ = roc_curve(y_train, y_train_score) plt.plot(fpr_train, tpr_train, label=f"Train AUROC: {auc(fpr_train, tpr_train):.2f}") y_test_score = decision_function(network, X_test) fpr_test, tpr_test, _ = roc_curve(y_test, y_test_score) plt.plot(fpr_test, tpr_test, label=f"Test AUROC: {auc(fpr_test, tpr_test):.2f}") plt.xlim((-0.05, 1.05)) plt.ylim((-0.05, 1.05)) plt.xlabel("False Positive Rate") plt.ylabel("True Positive Rate") plt.title("ROC Curve") plt.gca().set_aspect("equal", adjustable="box") plt.legend(loc="lower right") plt.grid(True) plt.show() def plot_confusion_matrix(TP: int, FN: int, FP: int, TN: int) -> None: # pragma: no cover """Plots confusion matric of given TP, FN, FP, TN. :param TP: True Positive :type TP: int :param FN: False Negative :type FN: int :param FP: False Positive :type FP: int :param TN: True Negative :type TN: int :return: None :rtype: NoneType """ if not all(isinstance(i, (int, np.integer)) for i in (TP, FN, FP, TN)): raise ValueError("Not all arguments are integers.") ticklabels = ("Minority", "Majority") sns.heatmap(((TP, FN), (FP, TN)), annot=True, fmt="_d", cmap="viridis", xticklabels=ticklabels, yticklabels=ticklabels) plt.title("Confusion matrix") plt.xlabel("Predicted labels") plt.ylabel("True labels") plt.show() <s> import os import pickle from datetime import datetime import numpy as np import tensorflow as tf from reinforcement.environments.classifierenv import ClassifierEnv from reinforcement.metrics import (classification_metrics, decision_function, network_predictions, plot_pr_curve, plot_roc_curve) from reinforcement.utils import imbalance_ratio from tensorflow import data from tensorflow.keras.optimizers import Adam from tf_agents.agents.dqn.dqn_agent import DdqnAgent from tf_agents.drivers.dynamic_step_driver import DynamicStepDriver from tf_agents.environments.tf_py_environment import TFPyEnvironment from tf_agents.networks.sequential import Sequential from tf_agents.policies.random_tf_policy import RandomTFPolicy from tf_agents.replay_buffers.tf_uniform_replay_buffer import \\ TFUniformReplayBuffer from tf_agents.utils import common class TrainDDQN(): """Wrapper for DDQN training, validation, saving etc.""" def __init__(self, episodes: int, warmup_steps: int, learning_rate: float, gamma: float, min_epsilon: float, decay_episodes: int, model_path: str = None, log_dir: str = None, batch_size: int = 64, memory_length: int = None, collect_steps_per_episode: int = 1, val_every: int = None, target_update_period: int = 1, target_update_tau: float = 1.0, progressbar: bool = True, n_step_update: int = 1, gradient_clipping: float = 1.0, collect_every: int = 1) -> None: """ Wrapper to make training easier. Code is partly based of https://www.tensorflow.org/agents/tutorials/1_dqn_tutorial :param episodes: Number of training episodes :type episodes: int :param warmup_steps: Number of episodes to fill Replay Buffer with random state-action pairs before training starts :type warmup_steps: int :param learning_rate: Learning Rate for the Adam Optimizer :type learning_rate: float :param gamma: Discount factor for the Q-values :type gamma: float :param min_epsilon: Lowest and final value for epsilon :type min_epsilon: float :param decay_episodes: Amount of episodes to decay from 1 to `min_epsilon` :type decay_episodes: int :param model_path: Location to save the trained model :type model_path: str :param log_dir: Location to save the logs, usefull for TensorBoard :type log_dir: str :param batch_size: Number of samples in minibatch to train on each step :type batch_size: int :param memory_length: Maximum size of the Replay Buffer :type memory_length: int :param collect_steps_per_episode: Amount of data to collect for Replay Buffer each episiode :type collect_steps_per_episode: int :param collect_every: Step interval to collect data during training :type collect_every: int :param val_every: Validate the model every X episodes using the `collect_metrics()` function :type val_every: int :param target_update_period: Update the target Q-network every X episodes :type target_update_period: int :param target_update_tau: Parameter for softening the `target_update_period` :type target_update_tau: float :param progressbar: Enable or disable the progressbar for collecting data and training :type progressbar: bool :return: None :rtype: NoneType """ self.episodes = episodes # Total episodes self.warmup_steps = warmup_steps # Amount of warmup steps before training self.batch_size = batch_size # Batch size of Replay Memory self.collect_steps_per_episode = collect_steps_per_episode # Amount of steps to collect data each episode self.collect_every = collect_every # Step interval to collect data during training self.learning_rate = learning_rate # Learning Rate self.gamma = gamma # Discount factor self.min_epsilon = min_epsilon # Minimal chance of choosing random action self.decay_episodes = decay_episodes # Number of episodes to decay from 1.0 to `EPSILON` self.target_update_period = target_update_period # Period for soft updates self.target_update_tau = target_update_tau self.progressbar = progressbar # Enable or disable the progressbar for collecting data and training self.n_step_update = n_step_update self.gradient_clipping = gradient_clipping # Clip the loss self.compiled = False NOW = "DDQN" #datetime.now().strftime("%Y%m%d_%H%M%S") if memory_length is not None: self.memory_length = memory_length # Max Replay Memory length else: self.memory_length = warmup_steps if val_every is not None: self.val_every = val_every # Validate the policy every `val_every` episodes else: self.val_every = self.episodes // min(50, self.episodes) # Can't validate the model 50 times if self.episodes < 50 if model_path is not None: #if os.path.exists(model_path + "/" + NOW + ".pkl"): # os.remove(model_path + "/" + NOW + ".pkl") self.model_path = model_path + "/" + NOW + ".pkl" else: self.model_path = "./models/" + NOW + ".pkl" if log_dir is None: log_dir = "./logs/" + NOW self.writer = tf.summary.create_file_writer(log_dir) def compile_model(self, X_train, y_train, layers: list = [], imb_ratio: float = None, loss_fn=common.element_wise_squared_loss) -> None: """Initializes the neural networks, DDQN-agent, collect policies and replay buffer. :param X_train: Training data for the model. :type X_train: np.ndarray :param y_train: Labels corresponding to `X_train`. 1 for the positive class, 0 for the negative class. :param y_train: np.ndarray :param layers: List of layers to feed into the TF-agents custom Sequential(!) layer. :type layers: list :param imb_ratio: The imbalance ratio of the data. :type imb_ratio: float :param loss_fn: Callable loss function :type loss_
fn: tf.compat.v1.losses :return: None :rtype: NoneType """ if imb_ratio is None: imb_ratio = imbalance_ratio(y_train) self.train_env = TFPyEnvironment(ClassifierEnv(X_train, y_train, imb_ratio)) self.global_episode = tf.Variable(0, name="global_episode", dtype=np.int64, trainable=False) # Global train episode counter # Custom epsilon decay: https://github.com/tensorflow/agents/issues/339 epsilon_decay = tf.compat.v1.train.polynomial_decay( 1.0, self.global_episode, self.decay_episodes, end_learning_rate=self.min_epsilon) self.q_net = Sequential(layers, self.train_env.observation_spec()) self.agent = DdqnAgent(self.train_env.time_step_spec(), self.train_env.action_spec(), q_network=self.q_net, optimizer=Adam(learning_rate=self.learning_rate), td_errors_loss_fn=loss_fn, train_step_counter=self.global_episode, target_update_period=self.target_update_period, target_update_tau=self.target_update_tau, gamma=self.gamma, epsilon_greedy=epsilon_decay, n_step_update=self.n_step_update, gradient_clipping=self.gradient_clipping) self.agent.initialize() self.random_policy = RandomTFPolicy(self.train_env.time_step_spec(), self.train_env.action_spec()) self.replay_buffer = TFUniformReplayBuffer(data_spec=self.agent.collect_data_spec, batch_size=self.train_env.batch_size, max_length=self.memory_length) self.warmup_driver = DynamicStepDriver(self.train_env, self.random_policy, observers=[self.replay_buffer.add_batch], num_steps=self.warmup_steps) # Uses a random policy self.collect_driver = DynamicStepDriver(self.train_env, self.agent.collect_policy, observers=[self.replay_buffer.add_batch], num_steps=self.collect_steps_per_episode) # Uses the epsilon-greedy policy of the agent self.agent.train = common.function(self.agent.train) # Optimalization self.warmup_driver.run = common.function(self.warmup_driver.run) self.collect_driver.run = common.function(self.collect_driver.run) self.compiled = True def train(self, *args) -> None: """Starts the training of the model. Includes warmup period, metrics collection and model saving. :param *args: All arguments will be passed to `collect_metrics()`. This can be usefull to pass callables, testing environments or validation data. Overwrite the TrainDDQN.collect_metrics() function to use your own *args. :type *args: Any :return: None :rtype: NoneType, last step is saving the model as a side-effect """ assert self.compiled, "Model must be compiled with model.compile_model(X_train, y_train, layers) before training." # Warmup period, fill memory with random actions if self.progressbar: print(f"\\033[92mCollecting data for {self.warmup_steps:_} steps... This might take a few minutes...\\033[0m") self.warmup_driver.run(time_step=None, policy_state=self.random_policy.get_initial_state(self.train_env.batch_size)) if self.progressbar: print(f"\\033[92m{self.replay_buffer.num_frames():_} frames collected!\\033[0m") dataset = self.replay_buffer.as_dataset(sample_batch_size=self.batch_size, num_steps=self.n_step_update + 1, num_parallel_calls=data.experimental.AUTOTUNE).prefetch(data.experimental.AUTOTUNE) iterator = iter(dataset) def _train(): experiences, _ = next(iterator) return self.agent.train(experiences).loss _train = common.function(_train) # Optimalization ts = None policy_state = self.agent.collect_policy.get_initial_state(self.train_env.batch_size) self.collect_metrics(*args) # Initial collection for step 0 for _ in range(self.episodes): if not self.global_episode % self.collect_every: # Collect a few steps using collect_policy and save to `replay_buffer` if self.collect_steps_per_episode != 0: ts, policy_state = self.collect_driver.run(time_step=ts, policy_state=policy_state) # Sample a batch of data from `replay_buffer` and update the agent's network train_loss = _train() if not self.global_episode % self.val_every: with self.writer.as_default(): tf.summary.scalar("train_loss", train_loss, step=self.global_episode) self.collect_metrics(*args) def collect_metrics(self, X_val: np.ndarray, y_val: np.ndarray, save_best: str = None): """Collects metrics using the trained Q-network. :param X_val: Features of validation data, same shape as X_train :type X_val: np.ndarray :param y_val: Labels of validation data, same shape as y_train :type y_val: np.ndarray :param save_best: Saving the best model of all validation runs based on given metric: Choose one of: {Gmean, F1, Precision, Recall, TP, TN, FP, FN} This improves stability since the model at the last episode is not guaranteed to be the best model. :type save_best: str """ y_pred = network_predictions(self.agent._target_q_network, X_val) stats = classification_metrics(y_val, y_pred) avgQ = np.mean(decision_function(self.agent._target_q_network, X_val)) # Max action for each x in X if save_best is not None: if not hasattr(self, "best_score"): # If no best model yet self.best_score = 0.0 if stats.get(save_best) >= self.best_score: # Overwrite best model self.save_network() # Saving directly to avoid shallow copy without trained weights self.best_score = stats.get(save_best) with self.writer.as_default(): tf.summary.scalar("AverageQ", avgQ, step=self.global_episode) # Average Q-value for this epoch for k, v in stats.items(): tf.summary.scalar(k, v, step=self.global_episode) def evaluate(self,X_train,y_train, X_test, y_test): """ Final evaluation of trained Q-network with X_test and y_test. Optional PR and ROC curve comparison to X_train, y_train to ensure no overfitting is taking place. :param X_test: Features of test data, same shape as X_train :type X_test: np.ndarray :param y_test: Labels of test data, same shape as y_train :type y_test: np.ndarray :param X_train: Features of train data :type X_train: np.ndarray :param y_train: Labels of train data :type y_train: np.ndarray """ #if hasattr(self, "best_score"): # print(f"\\033[92mBest score: {self.best_score:6f}!\\033[0m") # network = self.load_network(self.model_path) # Load best saved model #else: # network = self.agent._target_q_network # Load latest target model #network = self.load_network(self.model_path) #if (X_train is not None) and (y_train is not None): # plot_pr_curve(network, X_test, y_test, X_train, y_train) # plot_roc_curve(network, X_test, y_test, X_train, y_train) y_pred = network_predictions(self.agent._target_q_network, X_test) return classification_metrics(y_test, y_pred) def get_network(self): #network = self.load_network(self.model_path) return self.agent._target_q_network def save_network(self, filename_rl): #usnish """Saves Q-network as pickle to `model_path`.""" with open(self.filename_rl, "wb") as f: # Save Q-network as pickle pickle.dump(self.agent._target_q_network, f) @staticmethod def load_network(fp: str): """Static method to load Q-network pickle from given filepath. :param fp: Filepath to the saved pickle of the network :type fp: str :returns: The network-object loaded from a pickle file. :rtype: tensorflow.keras.models.Model """ with open(fp, "rb") as f: # Load the Q-network network = pickle.load(f) return network <s><s> import os import pickle from datetime import datetime import numpy as np import tensorflow as tf from reinforcement.environments.classifierenv import ClassifierEnv from reinforcement.metrics import (classification_metrics, decision_function, network_predictions, plot_pr_curve, plot_roc_curve) from reinforcement.utils import imbalance_ratio from tensorflow import data from tensorflow.keras.optimizers import Adam #from tf_agents.agents.dqn.dqn_agent import DdqnAgent from tf_agents.agents import DqnAgent from tf_agents.drivers.dynamic_step_driver import DynamicStepDriver from tf_agents.environments.tf_py_environment import TFPyEnvironment from tf_agents.networks.sequential import Sequential from tf_agents.policies.random_tf_policy import RandomTFPolicy from tf_agents.replay_buffers.tf_uniform_replay_buffer import \\ TFUniformReplayBuffer from tf_agents.utils import common class TrainDQN(): """Wrapper for DDQN training, validation, saving etc.""" def __init__(self, episodes: int, warmup_steps: int, learning_rate: float, gamma: float, min_epsilon: float, decay_episodes: int, model_path: str = None, log_dir: str = None, batch_size: int = 64, memory_length: int = None, collect_steps_per_episode: int = 1, val_every: int = None, target_update_period: int = 1, target_update_tau: float = 1.0, progressbar: bool = True, n_step_update: int = 1, gradient_clipping: float = 1.0, collect_every: int = 1) -> None: """ Wrapper to make training easier. Code is partly based of https://www.tensorflow.org/agents/tutorials/1_dqn_tutorial :param episodes: Number of training episodes :type episodes: int :param warmup_steps: Number of episodes to fill Replay Buffer with random state-action pairs before training starts :type warmup_steps: int :param learning_rate: Learning Rate for the Adam Optimizer :type learning_rate: float :param gamma: Discount factor for the Q-values :type gamma: float :param min_epsilon: Lowest and final value for epsilon :type min_epsilon: float :param decay_episodes: Amount of episodes to decay from 1 to `min_epsilon` :type decay_episodes: int :param model_path: Location to save the trained model :type model_path: str :param log_dir: Location to save the logs, usefull for TensorBoard :type log_dir: str :param batch_size: Number of samples in minibatch to train on each step :type batch_size: int :param memory_length: Maximum size of the Replay Buffer :type memory_length: int :param collect_steps_per_episode: Amount of data to collect for Replay Buffer each episiode :type collect_steps_per_episode: int :param collect_every: Step interval to collect data during training :type collect_every: int :param val_every: Validate the model every X episodes using the `collect_metrics()` function :type val_every: int :param target_update_period: Update the target Q-network every X episodes :type target_update_period: int :param target_update_tau: Parameter for softening the `target_update_period` :type target_update_tau: float :param progressbar: Enable or disable the progressbar for collecting data and training :type progressbar: bool :return: None :rtype: NoneType """ self.episodes = episodes # Total episodes self.warmup_steps = warmup_steps # Amount of warmup steps before training self.batch_size = batch_size # Batch size of Replay Memory self.collect_steps_per_episode = collect_steps_per_episode # Amount of steps to collect data each episode self.collect_every = collect_every # Step interval to collect data during training self.learning_rate = learning_rate # Learning Rate self.gamma = gamma # Discount factor self.min_epsilon = min_epsilon # Minimal chance of choosing random action self.decay_episodes = decay_episodes # Number of episodes to decay from 1.0 to `EPSILON` self.target_update_period = target_update_period # Period for soft updates self.target_update_tau = target_update_tau self.progressbar = progressbar # Enable or disable the progressbar for collecting data and training self.n_step_update = n_step_update self.gradient_clipping = gradient_clipping # Clip the loss self.compiled = False NOW = "DQN" #datetime.now().strftime("%Y%m%d_%H%M%S") if memory_length is not None: self.memory_length = memory_length # Max Replay Memory length else: self.memory_length = warmup_steps if val_every is not None: self.val_every = val_every # Validate the policy every `val_every` episodes else: self.val_every
= self.episodes // min(50, self.episodes) # Can't validate the model 50 times if self.episodes < 50 if model_path is not None: #if os.path.exists(model_path + "/" + NOW + ".pkl"): # os.remove(model_path + "/" + NOW + "
when minority class is misclassified else: # Majority reward = -self.imb_ratio # False Positive if self.episode_step == self.X_train.shape[0] - 1: # If last step in data self._episode_ended = True self._state = self.X_train[self.id[self.episode_step]] # Update state with new datapoint if self._episode_ended: return ts.termination(self._state, reward) else: return ts.transition(self._state, reward) <s><s> ''' * * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * @ Copyright HCL Technologies Ltd. 2021, 2022,2023 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. * ''' # For timeseries pyramid pdaarima module from pmdarima.arima import auto_arima import pmdarima as pm import json #Python sklearn & std libraries import numpy as np import pandas as pd from sklearn.model_selection import train_test_split from sklearn.feature_selection import VarianceThreshold from sklearn.metrics import mean_absolute_error from sklearn.metrics import mean_squared_error #from sklearn.metrics import mean_absolute_percentage_error from sklearn.linear_model import LinearRegression from math import sqrt import warnings # For serialization. #from sklearn.externals import joblib import pickle import os,sys # For ploting (mathlab) import matplotlib.pyplot as plt #Import eion config manager module import logging from sklearn import metrics from sklearn.metrics import accuracy_score import time import os import sys # Eion arima module class eion_arima (): #Constructor def __init__(self,configfile,testpercentage,sesonalityChecks,stationaryChecks): # eaobj - eion arima class object try: tsarima_params = configfile self.testpercentage = testpercentage self.start_p= int(tsarima_params['start_p']) self.start_q= int(tsarima_params['start_q']) self.max_p= int(tsarima_params['max_p']) self.max_q= int(tsarima_params['max_q']) self.max_d= int(tsarima_params['max_d']) self.max_order= int(tsarima_params['max_order']) self.start_Q= int(tsarima_params['start_Q']) self.max_P= int(tsarima_params['max_P']) self.max_D= int(tsarima_params['max_D']) self.max_Q= int(tsarima_params['max_Q']) self.m= int(tsarima_params['m']) self.start_P= int(tsarima_params['start_P']) self.seasonal= tsarima_params['seasonal'] #self.seasonal= sesonalityChecks self.stationary=stationaryChecks #print("self.seasonal: \\n",self.seasonal) #print("self.stationary: \\n",self.stationary) if self.seasonal and not self.seasonal.isspace(): if (self.seasonal.lower() == 'true'): self.seasonal=True elif (self.seasonal.lower() == 'false'): self.seasonal=False else: self.seasonal=True else: self.seasonal=True self.d= int(tsarima_params['d']) self.D= int(tsarima_params['D']) #self.trace= tsarima_params['trace'] self.error_action= tsarima_params['error_action'] self.suppress_warnings= tsarima_params['suppress_warnings'] self.stepwise= tsarima_params['stepwise'] #self.random= tsarima_params['random'] self.log = logging.getLogger('eion') except Exception as inst: self.log.info('<!------------- Arima INIT Error ---------------> ') exc_type, exc_obj, exc_tb = sys.exc_info() fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) self.log.info(str(exc_type)+' '+str(fname)+' '+str(exc_tb.tb_lineno)) def mean_absolute_percentage_error(self,y_true, y_pred): try: y_true, y_pred=np.array(y_true), np.array(y_pred) return np.mean(np.abs((y_true - y_pred) / y_true+sys.float_info.epsilon)) * 100 except Exception as inst: self.log.info('<------------- mean_absolute_percentage_error ---------------> ') exc_type, exc_obj, exc_tb = sys.exc_info() fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) self.log.info(str(exc_type)+' '+str(fname)+' '+str(exc_tb.tb_lineno)) def eion_arima(self,train_data): try: start = time.time() auto_arima_stepwise_fit = pm.auto_arima(train_data, start_p=self.start_p, start_q=self.start_q,max_p=self.max_p, max_q=self.max_q,max_d=self.max_d,max_P=self.max_P,max_D=self.max_D,max_Q=self.max_Q,max_order=self.max_order, m=self.m,start_P=self.start_P,start_Q=self.start_Q, seasonal=self.seasonal,stationary=self.stationary,d=self.d, D=self.D,error_action=self.error_action,suppress_warnings=self.suppress_warnings,stepwise=self.stepwise) #auto_arima_stepwise_fit = pm.auto_arima(train_data, start_p=self.start_p, start_q=self.start_q,max_p=self.max_p, max_q=self.max_q,max_d=self.max_d,max_P=self.max_P,max_D=self.max_D,max_Q=self.max_Q,max_order=self.max_order, m=self.m,start_P=self.start_P,start_Q=self.start_Q, seasonal=True,stationary=True,d=self.d, D=self.D,error_action=self.error_action,suppress_warnings=self.suppress_warnings,random_state=20,stepwise=True) aic_score = auto_arima_stepwise_fit.aic() self.log.info('------->AIC Score: '+str(aic_score)) self.log.info('\\n--------- Fit Summary --------------') self.log.info (auto_arima_stepwise_fit.summary()) self.log.info('--------- Fit Summary End--------------\\n') self.log.info("\\n--------------- Modal Validation Start ---------------") size = int(len(train_data) * (100 - self.testpercentage)/100) train = train_data.loc[0:size] valid = train_data.loc[size:len(train_data)] # valid_perc=((100-self.testpercentage)/100) # valid_perc=round(valid_perc, 1) # print("valid_perc: \\n", valid_perc) self.log.info("------->Train Data Shape: "+str(train.shape)) self.log.info("------->Valid Data Shape"+str(valid.shape)) start1=len(train) end1=len(train_data) modelfit = auto_arima_stepwise_fit.fit(train) a_prediction = auto_arima_stepwise_fit.predict(valid.shape[0]) #a_prediction = auto_arima_stepwise_fit.predict(n_periods=len(valid)) #a_prediction = auto_arima_stepwise_fit.predict(start=start1,end=end1) #print("a_prediction: \\n",a_prediction) #self.log.info(a_prediction) mae = metrics.mean_absolute_error(valid, a_prediction) self.log.info ("------->MAE: "+str(mae)) mape = self.mean_absolute_percentage_error(valid, a_prediction) #mape=np.mean(np.abs((valid - a_prediction) / valid)) * 100 self.log.info ("------->MAPE :"+str(mape)) #RMSE rmse = sqrt(mean_squared_error(valid,a_prediction)) mse = mean_squared_error(valid,a_prediction) self.log.info ("------->RMSE :"+str(rmse)) self.log.info ("------->MSE :"+str(mse)) from sklearn.metrics import r2_score r2 = r2_score(valid,a_prediction) ########### End #################### # now we have the model auto_arima_stepwise_fit.fit(train_data) self.log.info("------------- Validate Model End----------------\\n") executionTime=time.time() - start self.log.info('-------> Time: '+str(executionTime)+'\\n') return auto_arima_stepwise_fit,mae,rmse,mse,r2,aic_score,mape,valid,a_prediction except Exception as inst: self.log.info('<!------------- Arima Execute Error ---------------> '+str(inst)) exc_type, exc_obj, exc_tb = sys.exc_info() fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) self.log.info(str(exc_type)+' '+str(fname)+' '+str(exc_tb.tb_lineno)) <s> ''' * * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * @ Copyright HCL Technologies Ltd. 2021, 2022,2023 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. * ''' import json #Python sklearn & std libraries import numpy as np import pandas as pd from time_series.ts_arima_eion import eion_arima from statsmodels.tsa.vector_ar.vecm import coint_johansen from statsmodels.tsa.vector_ar.var_model import VAR from math import * from sklearn.metrics import mean_squared_error from sklearn.metrics import mean_absolute_error from math import sqrt import logging import os import sys import time from statsmodels.tsa.arima_model import ARIMA from sklearn.metrics import mean_squared_error from pandas import read_csv from statsmodels.tsa.stattools import adfuller import pmdarima as pm from statsmodels.tsa.stattools import grangercausalitytests from statsmodels.stats.stattools import durbin_watson from sklearn.utils import check_array class timeseriesModelTests(): def __init__(self,data,targetFeature,datetimeFeature,count): #self.tsConfig = tsConfig #self.modelconfig = modelconfig #self.modelList = modelList self.data = data self.targetFeature = targetFeature self.dateTimeFeature = datetimeFeature self.count=count self.log = logging.getLogger('eion') def StatinaryChecks(self,dictDiffCount): self.log.info("\\n---------------Start Stationary Checks-----------") tFeature = self.targetFeature.split(',') tFeature.append(self.dateTimeFeature) self.data=self.data[tFeature] tFeature.remove(self.dateTimeFeature) lengthtFeature=len(tFeature) diffCount=0 try : for features in (tFeature): XSt = self.data[features] XSt=XSt.values resultSt = adfuller(XSt,autolag='AIC') stationaryFlag = False #print(resultSt) self.log.info('-------> Features: '+str(features)) self.log.info('----------> ADF Statistic: '+str(resultSt[0])) self.log.info('----------> p-value: %f' % resultSt[1]) if resultSt[1]<= 0.05: self.log.info("-------------> Converted As Stationary Data") stationaryFlag = True else: self.log.info("-------------> Stationary Conversion Required") stationaryFlag = False self.log.info('----------> Critical Values') for key, value in resultSt[4].items(): self.log.info('----------> '+str(key)+': '+str(value)) if stationaryFlag == False: self.data[features]=self.data[features].diff() self.data=self.data.dropna() dictDiffCount[features]=1 XStt = self.data[features] XStt=XStt.values resultStt = adfuller(XStt) if resultStt[1] > 0.05
: self.data[features]=self.data[features].diff() self.data=self.data.dropna() dictDiffCount[features]=2 XSttt = self.data[features] XSttt=XSttt.values resultSttt = adfuller(XSttt) if resultSttt[1]<= 0.05: stationaryFlag = True else: stationaryFlag = True self.log.info("------------->"+str(dictDiffCount)) if stationaryFlag == True: self.log.info("----------> Equals to Stationary Data") else: self.log.info("----------> Not Equal To Stationary Data") self.log.info("-------> Stationary data diff()") self.log.info(dictDiffCount) self.log.info("---------------Start Stationary Checks Ends-----------\\n") return self.data,dictDiffCount except Exception as inst: self.log.info('<!------------- Time Series Stationary Error ---------------> ') exc_type, exc_obj, exc_tb = sys.exc_info() fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) self.log.info(str(exc_type)+' '+str(fname)+' '+str(exc_tb.tb_lineno)) def varTimeseriesModelTests(self,data): try : tFeature = self.targetFeature.split(',') self.log.info("\\n--------- Start Granger Causality Test Results ------------") gtest=grangercausalitytests(data[tFeature], maxlag=15, addconst=True, verbose=True) self.log.info("-------> GrangerCausalitytest Results "+str(gtest.values())) self.log.info("--------- End Granger Causality Test Results ------------\\n") return gtest except Exception as inst: self.log.info('<!------------- Time Series Granger Causality testTest Error ---------------> ') exc_type, exc_obj, exc_tb = sys.exc_info() fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) self.log.info(str(exc_type)+' '+str(fname)+' '+str(exc_tb.tb_lineno)) def grangersCausationMatrix(self,data, variables, test='ssr_chi2test', verbose=False): try : countVariables=0 self.log.info(len(variables)) self.log.info("\\n--------------Start GrangersCausationMatrix---------------") df = pd.DataFrame(np.zeros((len(variables), len(variables))), columns=variables, index=variables) for c in df.columns: for r in df.index: test_result = grangercausalitytests(data[[r, c]], maxlag=12, verbose=False) p_values = [round(test_result[i+1][0][test][1],4) for i in range(12)] if verbose: print(f'Y = {r}, X = {c}, P Values = {p_values}') min_p_value = np.min(p_values) df.loc[r, c] = min_p_value df.columns = [var + '_x' for var in variables] df.index = [var + '_y' for var in variables] self.log.info(df) for i in range(len(variables)): for j in range(len(variables)): if i!=j and df.iloc[i][j]<0.05 and df.iloc[i][j]<0.05: countVariables=countVariables+1 self.log.info("--------------End GrangersCausationMatrix---------------\\n") return df,countVariables except Exception as inst: self.log.info('<!------------- Time Series grangersCausationMatrix Test Error ---------------> ') exc_type, exc_obj, exc_tb = sys.exc_info() fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) self.log.info(str(exc_type)+' '+str(fname)+' '+str(exc_tb.tb_lineno)) return df,countVariables def coIntegrationTest(self,data): try : tdata = data.drop([self.dateTimeFeature], axis=1) tdata.index = data[self.dateTimeFeature] cols = tdata.columns self.log.info("\\n-------------- Start of the Co Integration test ---------------") lenTargetFeature=len(self.targetFeature) countIntegrationFeature=0 N, l = tdata.shape jres = coint_johansen(tdata, 0, 1) trstat = jres.lr1 tsignf = jres.cvt for i in range(l): if trstat[i] > tsignf[i, 1]: r = i + 1 jres.r = r jres.evecr = jres.evec[:, :r] jres.r = r countIntegrationFeature=jres.r jres.evecr = jres.evec[:, :r] self.log.info('------->coint_johansen trace statistics: '+str(trstat)) self.log.info('------->coint_johansen critical values:') self.log.info(tsignf) self.log.info("------->There are "+str(countIntegrationFeature)+" Co-Integration vectors") self.log.info("-------------- End of the Co Integration test ---------------\\n") return countIntegrationFeature except Exception as inst: self.log.info('<!------------- Time Series Co-Integration Test Error ---------------> ') exc_type, exc_obj, exc_tb = sys.exc_info() fname = os.path.split(exc_tb.tb_frame.f_code.co_filename) self.log.info(str(exc_type)+' '+str(fname)+' '+str(exc_tb.tb_lineno)) <s> ''' * * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * @ Copyright HCL Technologies Ltd. 2021, 2022,2023 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. * ''' import pandas as pd # import os import tensorflow as tf import numpy as np from sklearn.preprocessing import MinMaxScaler from sklearn.model_selection import train_test_split import math from sklearn.metrics import mean_squared_error from tensorflow.keras.layers import Dense from tensorflow.keras.layers import Dropout from tensorflow.keras import Sequential from tensorflow.keras.layers import LSTM import logging # import kerastuner import keras_tuner #from keras_tuner.engine.hyperparameters import HyperParameters from keras_tuner.tuners import RandomSearch,BayesianOptimization ,Hyperband import warnings warnings.simplefilter("ignore", UserWarning) # from keras.models import load_model # from tensorflow.keras.optimizers import SGD # from tensorflow.keras.utils import load_model from tensorflow.keras.models import load_model class timeseriesDLUnivariate: def __init__(self,configfile,testpercentage,targetFeature,dateTimeFeature,modelName): self.look_back=None #Preprocessed dataframe # self.df=df self.savedmodelname=None self.deploy_location=None self.epochs=None self.batch_size=None self.hidden_layers=None self.optimizer=None self.activation_fn=None self.loss_fn=None self.first_layer=None self.dropout=None self.model_name=None self.hpt_train=None ##Below is model type (MLP or lstm) self.model_type=modelName #self.dataFolderLocation=str(dataFolderLocation) ##Added for ts hpt self.tuner_algorithm="" self.dl_params = configfile # self.data=data self.targetFeature=targetFeature self.dateTimeFeature=dateTimeFeature self.testpercentage = testpercentage self.log = logging.getLogger('eion') #To extract dict key,values def extract_params(self,dict): self.dict=dict for k,v in self.dict.items(): return k,v ##Get deep learning model hyperparameter from advanced config def getdlparams(self): val=self.dl_params self.log.info('-------> The given mlp/lstm timeseries algorithm parameters:>>') self.log.info(" "+str(val)) for k,v in val.items(): try: if (k == "tuner_algorithm"): self.tuner_algorithm=str(v) elif (k == "activation"): self.activation_fn=str(v) elif (k == "optimizer"): self.optimizer=str(v) elif (k == "loss"): self.loss_fn=str(v) elif (k == "first_layer"): if not isinstance(k,list): self.first_layer=str(v).split(',') else: self.first_layer=k elif (k == "lag_order"): if isinstance(k,list): k = ''.join(v) k=int(float(str(v))) else: self.look_back=int(float(str(v))) elif (k == "hidden_layers"): self.hidden_layers=int(v) elif (k == "dropout"): if not isinstance(k,list): self.dropout=str(v).split(',') else: self.dropout=k elif (k == "batch_size"): self.batch_size=int(v) elif (k == "epochs"): self.epochs=int(v) elif (k == "model_name"): self.model_name=str(v) except Exception as e: self.log.info('Exception occured in deeep learn param reading, setting up default params.') self.activation_fn="relu" self.optimizer="adam" self.loss_fn="mean_squared_error" self.first_layer=[8,512] self.hidden_layers=1 self.look_back=int(2) self.dropout=[0.1,0.5] self.batch_size=2 self.epochs=50 self.model_name="lstmmodel.h5" continue ## Just use this if user need to create dataframe from input data. def createdf(self,df): target="" # splitting reframed to X and Y considering the first column to be out target featureX=reframed.drop(['var1(t)'],axis=1) X=df.drop([target],axis=1) Y=df[target] X_values=X.values Y_values=Y.values n_predict=len(Y_values) train_X,train_Y = X_values[:(X_values.shape[0]-n_predict),:],Y_values[:(X_values.shape[0]-n_predict)] test_X,test_Y = X_values[(X_values.shape[0]-n_predict):,:],Y_values[(X_values.shape[0]-n_predict):] #reshaping train and test to feed to LSTM train_X = train_X.reshape((train_X.shape[0], 1, train_X.shape[1])) test_X = test_X.reshape((test_X.shape[0], 1, test_X.shape[1])) return train_X,train_Y,test_X,test_Y # convert an array of values into a dataset matrix def numpydf(self,dataset, look_back): dataX, dataY = [], [] for i in range(len(dataset)-look_back-1): a = dataset[i:(i+look_back), 0] dataX.append(a) dataY.append(dataset[i + look_back, 0]) # x,y=numpy.array(dataX), numpy.array(dataY) return np.array(dataX), np.array(dataY) def model_save(self,model): import os.path savedmodelname=self.model_name path = os.path.join(self.deploy_location,savedmodelname) model.save(path) return (savedmodelname) ## MLP model buid def mlpDL(self,df): self.log.info("MLP timeseries learning starts.....") try: self.getdlparams() # look_back = self.look_back dataset = df.values dataset = dataset.astype('float32') ##The below Kwiatkowski-Phillips-Schmidt-Shin (kpss) statsmodel lib used for stationary check as well getting number of lags. ##number of lag calculated just for reference ,not used now. #Dont delete this, just use in future. from statsmodels.tsa.stattools import kpss statistic, p_value, n_lags, critical_values = kpss(df[self.targetFeature]) self.log.info("Based on kpss statsmodel, lag order (time steps to calculate next prediction) is: \\t"+str(n_lags)) scaler = MinMaxScaler(feature_range=(0, 1)) dataset = scaler.fit_transform(dataset) # split into train and test sets train_size = int(len(
dataset) * 0.80) test_size = len(dataset) - train_size train, test = dataset[0:train_size,:], dataset[train_size:len(dataset),:] self.hpt_train=train tuner_alg=self.tuner_algorithm try: ## Remove untitled_project dir in AION root folder created by previous tuner search run import shutil shutil.rmtree(r".\\untitled_project") except: pass if (tuner_alg.lower()=="randomsearch"): tuner=RandomSearch(self.build_model,keras_tuner.Objective("val_loss", direction="min"),max_trials=5,executions_per_trial=3) elif (tuner_alg.lower()=="bayesianoptimization"): tuner=BayesianOptimization(self.build_model,keras_tuner.Objective("val_loss", direction="min"),max_trials=5,executions_per_trial=3) elif (tuner_alg.lower()=="hyperband"): tuner=Hyperband(self.build_model,keras_tuner.Objective("val_loss", direction="min"),max_epochs=50,factor=3) # tuner.search(X[...,np.new_axis],y,epochs=2,validation_data=(y[...,np.newaxis])) stop_early = tf.keras.callbacks.EarlyStopping(monitor='val_loss', patience=5) try: tuner.search(x=train,y=train,validation_data=(test,test),callbacks=[stop_early]) except: tuner.search(x=train,y=train,validation_split=0.2,callbacks=[stop_early]) # best_model=tuner.get_best_models(num_models=1)[0] best_hps=tuner.get_best_hyperparameters(num_trials=1)[0] best_first_layer=best_hps.get('units') best_dropout=best_hps.get('Dropout_rate') best_learning_rate=float(best_hps.get('learning_rate')) self.log.info("best hyperparameter values for mlp: \\n"+str(best_hps.values)) look_back = 1 ## Because univariate problemtype trainX, trainY = self.numpydf(train, look_back) testX, testY = self.numpydf(test, look_back) best_hmodel=tuner.hypermodel.build(best_hps) ##Added for mlp issue,because tuner build also need to compile. try: best_hmodel.compile(loss=self.loss_fn, optimizer=self.optimizer) except: pass model_fit = best_hmodel.fit(trainX, trainY, epochs=self.epochs, batch_size=self.batch_size, verbose=2) val_acc_per_epoch = model_fit.history['loss'] best_epoch = val_acc_per_epoch.index(min(val_acc_per_epoch)) + 1 self.log.info("MLP best epochs value:\\n"+str(best_epoch)) trainScore = best_hmodel.evaluate(trainX, trainY, verbose=0) testScore = best_hmodel.evaluate(testX, testY, verbose=0) #Scoring values for the model mse_eval=testScore try: #If mse_eval is list of values min_v=min(mse_eval) except: #If mse_eval is single value min_v=mse_eval rmse_eval = math.sqrt(min_v) # generate predictions for training trainPredict = best_hmodel.predict(trainX) #print(testX) testPredict = best_hmodel.predict(testX) #print(testPredict) # invert predictions, because we used mimanmax scaler trainY = scaler.inverse_transform([trainY]) trainPredict = scaler.inverse_transform(trainPredict) ## For test data testY = scaler.inverse_transform([testY]) testPredict = scaler.inverse_transform(testPredict) ## Creating dataframe for actual,predictions predictions = pd.DataFrame(testPredict, columns=[self.targetFeature+'_pred']) actual = pd.DataFrame(testY.T, columns=[self.targetFeature+'_actual']) df_predicted=pd.concat([actual,predictions],axis=1) #print(df_predicted) from math import sqrt from sklearn.metrics import mean_squared_error try: mse_mlp = mean_squared_error(testY.T,testPredict) rmse_mlp=sqrt(mse_mlp) self.log.info('mse_mlp: '+str(mse_mlp)) self.log.info('rmse_mlp: '+str(rmse_mlp)) from sklearn.metrics import r2_score from sklearn.metrics import mean_absolute_error r2 = r2_score(testY.T,testPredict) mae = mean_absolute_error(testY.T,testPredict) self.log.info('r2_mlp: '+str(r2)) self.log.info('mae_mlp: '+str(mae)) except Exception as e: import traceback self.log.info("MLP dataframe creation error traceback: \\n"+str(traceback.print_exc())) self.log.info(e) # df_predicted.to_csv('mlp_prediction.csv') except Exception as e: self.log.info("MLP timeseries model traceback error msg e: "+str(e)) self.log.info("MLP training successfully completed.\\n") return mse_mlp,rmse_mlp,r2,mae,best_hmodel,df_predicted,look_back,scaler ## Added function for hyperparam tuning (TFSTask:7033) def build_model(self,hp): try: loss=self.loss_fn optimizer=self.optimizer try: if optimizer.lower() == "adam": optimizer=tf.keras.optimizers.Adam elif(optimizer.lower() == "adadelta"): optimizer=tf.keras.optimizers.experimental.Adadelta elif(optimizer.lower() == "nadam"): optimizer=tf.keras.optimizers.experimental.Nadam elif(optimizer.lower() == "adagrad"): optimizer=tf.keras.optimizers.experimental.Adagrad elif(optimizer.lower() == "adamax"): optimizer=tf.keras.optimizers.experimental.Adamax elif(optimizer.lower() == "rmsprop"): optimizer=tf.keras.optimizers.experimental.RMSprop elif(optimizer.lower() == "sgd"): optimizer=tf.keras.optimizers.experimental.SGD else: optimizer=tf.keras.optimizers.Adam except: optimizer=tf.keras.optimizers.Adam pass first_layer_min=round(int(self.first_layer[0])) first_layer_max=round(int(self.first_layer[1])) dropout_min=float(self.dropout[0]) dropout_max=float(self.dropout[1]) model=tf.keras.Sequential() if (self.model_type.lower() == 'lstm'): model.add(LSTM(units=hp.Int('units',min_value=first_layer_min,max_value=first_layer_max,step=16),input_shape=(self.look_back,self.hpt_train.shape[1]), activation=hp.Choice('dense_activation',values=['relu']))) elif (self.model_type.lower() == 'mlp'): # model.add(Dense(units=hp.Int('units',min_value=first_layer_min,max_value=first_layer_max,step=16),input_dim=(hp.Int('time_steps',min_value=look_back_min,max_value=look_back_max,step=1)), # activation='relu')) ##input_dim is 1 because mlp is for univariate. model.add(Dense(units=hp.Int('units',min_value=first_layer_min,max_value=first_layer_max,step=16),input_dim=(1),activation='relu')) model.add(Dropout(hp.Float('Dropout_rate',min_value=dropout_min,max_value=dropout_max,step=0.1))) model.add(Dense(units=1)) model.compile(optimizer=optimizer(hp.Choice('learning_rate',values=[1e-1,1e-2,1e-3,1e-4])),loss=loss,metrics=[loss]) except Exception as e: import traceback self.log.info("lstm errorbuild_model traceback: \\n"+str(traceback.print_exc())) return model ##LSTM timeseries function call def ts_lstm(self,df): self.log.info("lstm network model learning starts.....\\n") try: self.getdlparams() dataset = df.values dataset = dataset.astype('float32') ##The below Kwiatkowski-Phillips-Schmidt-Shin (kpss) statsmodel lib used for stationary check as well getting number of lags. ##number of lag calculated just for reference ,not used now. #Dont delete this, just use in future. from statsmodels.tsa.stattools import kpss statistic, p_value, n_lags, critical_values = kpss(df[self.targetFeature]) self.log.info("Based on kpss statsmodel, lag order (time steps to calculate next prediction) is: \\t"+str(n_lags)) # normalize the dataset scaler = MinMaxScaler(feature_range=(0, 1)) dataset = scaler.fit_transform(dataset) # split into train and test sets train_size = int(len(dataset) * 0.80) test_size = len(dataset) - train_size train, test = dataset[0:train_size,:], dataset[train_size:len(dataset),:] self.hpt_train=train tuner_alg=self.tuner_algorithm try: ## Remove untitled_project dir in AION root folder created by previous tuner search run import shutil shutil.rmtree(r".\\untitled_project") except: pass if (tuner_alg.lower()=="randomsearch"): tuner=RandomSearch(self.build_model,keras_tuner.Objective("val_loss", direction="min"),max_trials=5,executions_per_trial=3) elif (tuner_alg.lower()=="bayesianoptimization"): tuner=BayesianOptimization(self.build_model,keras_tuner.Objective("val_loss", direction="min"),max_trials=5,executions_per_trial=3) elif (tuner_alg.lower()=="hyperband"): tuner=Hyperband(self.build_model,keras_tuner.Objective("val_loss", direction="min"),max_epochs=50,factor=3) # tuner.search(X[...,np.new_axis],y,epochs=2,validation_data=(y[...,np.newaxis])) from keras.callbacks import EarlyStopping stop_early = EarlyStopping(monitor='val_loss', patience=5) ##Need both x and y with same dimention. tuner.search(x=train,y=train,validation_split=0.2,callbacks=[stop_early]) # tuner.search(x=train,y=test,validation_data=(test,test),callbacks=[stop_early]) best_hps=tuner.get_best_hyperparameters(num_trials=1)[0] best_time_steps=self.look_back self.log.info("best lag order or lookback (time_steps) for LSTM: \\n"+str(best_time_steps)) self.log.info("best hyperparameter values for LSTM: \\n"+str(best_hps.values)) look_back = best_time_steps trainX, trainY = self.numpydf(train, look_back) testX, testY = self.numpydf(test, look_back) # reshape input to be [samples, time steps, features] trainX = np.reshape(trainX, (trainX.shape[0], trainX.shape[1], 1)) testX = np.reshape(testX, (testX.shape[0], testX.shape[1], 1)) #create and fit the LSTM network best_hmodel=tuner.hypermodel.build(best_hps) try: best_hmodel.compile(loss=self.loss_fn, optimizer=self.optimizer) except: pass model_fit = best_hmodel.fit(trainX, trainY, validation_split=0.2, epochs=self.epochs, batch_size=self.batch_size, verbose=2) val_acc_per_epoch = model_fit.history['loss'] best_epoch = val_acc_per_epoch.index(min(val_acc_per_epoch)) + 1 self.log.info("best epochs value:\\n"+str(best_epoch)) # best_hmodel=tuner.hypermodel.build(best_hps) # best_hmodel.fit(x=trainX,y=trainY,validation_split=0.2,epochs=best_epoch) ##Using model_evaluate,calculate mse # mse_eval = model.evaluate(testX, testY, verbose=0) mse_eval = best_hmodel.evaluate(testX, testY, verbose=0) try: #If mse_eval is list of values min_v=min(mse_eval) except: #If mse_eval is single value min_v=mse_eval rmse_eval=math.sqrt(min_v) # self.log.info('LSTM mse:'+str(mse_eval)) # self.log.info('LSTM rmse:'+str(rmse_eval)) # lstm time series predictions trainPredict = best_hmodel.predict(trainX) testPredict = best_hmodel.predict(testX) # invert predictions, because we used mim=nmax scaler trainY = scaler.inverse_transform([trainY]) trainPredict = scaler.inverse_transform(trainPredict) testY = scaler.inverse_transform([testY]) testPredict = scaler.inverse_transform(testPredict) ## Creating dataframe for actual,predictions predictions = pd.DataFrame(testPredict, columns=[self.targetFeature+'_pred']) actual = pd.DataFrame(testY.T, columns=[self.targetFeature+'_actual']) df_predicted=pd.concat([actual,
predictions],axis=1) from math import sqrt from sklearn.metrics import mean_squared_error try: mse_lstm=None mse_lstm = mean_squared_error(testY.T,testPredict) rmse_lstm=sqrt(mse_lstm) self.log.info("mse_lstm: "+str(mse_lstm)) self.log.info("rmse_lstm: "+str(rmse_lstm)) from sklearn.metrics import r2_score from sklearn.metrics import mean_absolute_error r2 = r2_score(testY.T,testPredict) mae = mean_absolute_error(testY.T,testPredict) self.log.info('r2_lstm: '+str(r2)) self.log.info('mae_lstm: '+str(mae)) except Exception as e: self.log.info("lstm error loss fns"+str(e)) return 'Error',0,0,0,0,None,pd.DataFrame(),0,None except Exception as e: import traceback self.log.info("lstm training error traceback: \\n"+str(traceback.print_exc())) return 'Error',0,0,0,0,None,pd.DataFrame(),0,None return 'Success',mse_lstm,rmse_lstm,r2,mae,best_hmodel,df_predicted,look_back,scaler if __name__ == '__main__': print('Inside timeseriesDLUnivariate main....\\n') # tsdl_obj = timeseriesDLUnivariate() ## for testing purpose ''' df1= pd.read_csv(r"C:\\aiontest\\testPrograms\\Data\\energydemand.csv",encoding='utf-8', engine='python') dateTimeFeature = "utcTimeStamp" targetFeature="temperature" try: df1[dateTimeFeature] = pd.to_datetime(df1[dateTimeFeature]) #, format = '%d/%m/%Y %H.%M') except: pass tdata = df1.drop([dateTimeFeature], axis=1) tdata.index = df1[dateTimeFeature] tdata = pd.DataFrame(tdata[targetFeature]) cols = tdata.columns mse,rmse,model = tsdl_obj.mlpDL(tdata) lmse,lrmse,lstmmodel = tsdl_obj.ts_lstm(tdata) print("mlp mse: \\n",mse) print("mlp rmse: \\n",rmse) print("lstm mse: \\n",lmse) print("lstm rmse: \\n",lrmse) savedmodelname=tsdl_obj.model_save(lstmmodel) ''' <s> ''' * * ============================================================================= * COPYRIGHT NOTICE * ============================================================================= * @ Copyright HCL Technologies Ltd. 2021, 2022,2023 * Proprietary and confidential. All information contained herein is, and * remains the property of HCL Technologies Limited. Copying or reproducing the * contents of this file, via any medium is strictly prohibited unless prior * written permission is obtained from HCL Technologies Limited. * ''' import pandas as pd import os import numpy as np import numpy import pandas from tensorflow.keras.models import Sequential from tensorflow.keras.layers import Dense from tensorflow.keras.layers import LSTM from sklearn.preprocessing import MinMaxScaler import logging import tensorflow as tf from tensorflow.keras.layers import Dropout import math import tensorflow as tf import keras_tuner #from keras_tuner.engine.hyperparameters import HyperParameters from keras_tuner.tuners import RandomSearch,BayesianOptimization ,Hyperband from sklearn.model_selection import train_test_split from tensorflow.keras.preprocessing.sequence import TimeseriesGenerator import warnings warnings.simplefilter("ignore", UserWarning) class timeseriesDLMultivariate: def __init__(self,configfile,testpercentage,targetFeature,dateTimeFeature): self.look_back=None # self.df=df self.epochs=None self.batch_size=None self.hidden_layers=None self.optimizer=None self.activation_fn="relu" self.loss_fn=None self.first_layer=None self.dropout=None self.model_name=None self.dl_params = configfile # self.data=data self.targetFeature=targetFeature self.dateTimeFeature=dateTimeFeature self.testpercentage = float(testpercentage) self.log = logging.getLogger('eion') ##Added for ts hpt (TFSTask:7033) self.tuner_algorithm="" self.num_features=0 ##Get deep learning model hyperparameter from advanced config def getdlparams(self): val=self.dl_params self.log.info('-------> The given mlp/lstm timeseries algorithm parameters:>>') self.log.info(" "+str(val)) for k,v in val.items(): try: if (k == "tuner_algorithm"): self.tuner_algorithm=str(v) elif (k == "activation"): self.activation_fn=str(v) elif (k == "optimizer"): self.optimizer=str(v) elif (k == "loss"): self.loss_fn=str(v) elif (k == "first_layer"): if not isinstance(k,list): self.first_layer=str(v).split(',') else: self.first_layer=k elif (k == "lag_order"): if isinstance(k,list): k = ''.join(v) k=int(float(str(v))) else: self.look_back=int(float(str(v))) elif (k == "hidden_layers"): self.hidden_layers=int(v) elif (k == "dropout"): if not isinstance(k,list): self.dropout=str(v).split(',') else: self.dropout=k elif (k == "batch_size"): self.batch_size=int(v) elif (k == "epochs"): self.epochs=int(v) elif (k == "model_name"): self.model_name=str(v) except Exception as e: self.log.info('Exception occured in deeep learn param reading, setting up default params.') self.activation_fn="relu" self.optimizer="adam" self.loss_fn="mean_squared_error" self.first_layer=[8,512] self.hidden_layers=1 self.look_back=int(2) self.dropout=[0.1,0.5] self.batch_size=2 self.epochs=50 self.model_name="lstmmodel.h5" continue # Reshape the data to the required input shape of the LSTM model def create_dataset(self,X, y, n_steps): Xs, ys = [], [] for i in range(len(X) - n_steps): v = X.iloc[i:(i + n_steps)].values Xs.append(v) ys.append(y.iloc[i + n_steps]) return np.array(Xs), np.array(ys) ## Added function for hyperparam tuning (TFSTask:7033) def build_model(self,hp): n_features = len(self.targetFeature) try: loss=self.loss_fn optimizer=self.optimizer # self.getdlparams() try: if optimizer.lower() == "adam": optimizer=tensorflow.keras.optimizers.Adam elif(optimizer.lower() == "adadelta"): optimizer=tensorflow.keras.optimizers.experimental.Adadelta elif(optimizer.lower() == "nadam"): optimizer=tensorflow.keras.optimizers.experimental.Nadam elif(optimizer.lower() == "adagrad"): optimizer=tensorflow.keras.optimizers.experimental.Adagrad elif(optimizer.lower() == "adamax"): optimizer=tensorflow.keras.optimizers.experimental.Adamax elif(optimizer.lower() == "rmsprop"): optimizer=tensorflow.keras.optimizers.experimental.RMSprop elif(optimizer.lower() == "sgd"): optimizer=tensorflow.keras.optimizers.experimental.SGD else: optimizer=tensorflow.keras.optimizers.Adam except: optimizer=tf.keras.optimizers.Adam pass # look_back_min=int(self.look_back[0]) # look_back_max=int(self.look_back[1]) first_layer_min=round(int(self.first_layer[0])) first_layer_max=round(int(self.first_layer[1])) dropout_min=float(self.dropout[0]) dropout_max=float(self.dropout[1]) model=tf.keras.Sequential() try: model.add(LSTM(units=hp.Int('units',min_value=first_layer_min,max_value=first_layer_max,step=16),input_shape=(self.look_back,self.num_features))) except Exception as e: import traceback self.log.info("lstm build traceback: \\n"+str(traceback.print_exc())) return model model.add(Dropout(hp.Float('Dropout_rate',min_value=dropout_min,max_value=dropout_max,step=0.1))) model.add(Dense(units=n_features)) model.compile(optimizer=optimizer(hp.Choice('learning_rate',values=[1e-1,1e-2,1e-3,1e-4])),loss=loss,metrics=[self.loss_fn]) except Exception as e: self.log.info(",Hyperparam tuning build_model err msg: \\n"+ str(e)) return model ##Multivariate lstm prediction function (lstm model, train, prediction, metrics) def lstm_multivariate(self,df): try: self.getdlparams() n_features = len(self.targetFeature) self.num_