pvnet_nl / pvnet /models /base_model.py
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"""Base model for all PVNet submodels"""
import copy
import logging
import os
import tempfile
import time
from pathlib import Path
from typing import Dict, Optional, Union
import hydra
import lightning.pytorch as pl
import matplotlib.pyplot as plt
import pandas as pd
import pkg_resources
import torch
import torch.nn.functional as F
import wandb
import yaml
from huggingface_hub import ModelCard, ModelCardData, PyTorchModelHubMixin
from huggingface_hub.constants import PYTORCH_WEIGHTS_NAME
from huggingface_hub.file_download import hf_hub_download
from huggingface_hub.hf_api import HfApi
from ocf_data_sampler.torch_datasets.sample.base import copy_batch_to_device
from torchvision.transforms.functional import center_crop
from pvnet.models.utils import (
BatchAccumulator,
MetricAccumulator,
PredAccumulator,
)
from pvnet.optimizers import AbstractOptimizer
from pvnet.utils import plot_batch_forecasts
DATA_CONFIG_NAME = "data_config.yaml"
MODEL_CONFIG_NAME = "model_config.yaml"
logger = logging.getLogger(__name__)
activities = [torch.profiler.ProfilerActivity.CPU]
if torch.cuda.is_available():
activities.append(torch.profiler.ProfilerActivity.CUDA)
def make_clean_data_config(input_path, output_path, placeholder="PLACEHOLDER"):
"""Resave the data config and replace the filepaths with a placeholder.
Args:
input_path: Path to input configuration file
output_path: Location to save the output configuration file
placeholder: String placeholder for data sources
"""
with open(input_path) as cfg:
config = yaml.load(cfg, Loader=yaml.FullLoader)
config["general"]["description"] = "Config for training the saved PVNet model"
config["general"]["name"] = "PVNet current"
for source in ["gsp", "satellite", "hrvsatellite"]:
if source in config["input_data"]:
# If not empty - i.e. if used
if config["input_data"][source]["zarr_path"] != "":
config["input_data"][source]["zarr_path"] = f"{placeholder}.zarr"
if "nwp" in config["input_data"]:
for source in config["input_data"]["nwp"]:
if config["input_data"]["nwp"][source]["zarr_path"] != "":
config["input_data"]["nwp"][source]["zarr_path"] = f"{placeholder}.zarr"
if "pv" in config["input_data"]:
for d in config["input_data"]["pv"]["pv_files_groups"]:
d["pv_filename"] = f"{placeholder}.netcdf"
d["pv_metadata_filename"] = f"{placeholder}.csv"
if "sensor" in config["input_data"]:
# If not empty - i.e. if used
if config["input_data"][source][f"{source}_filename"] != "":
config["input_data"][source][f"{source}_filename"] = f"{placeholder}.nc"
with open(output_path, "w") as outfile:
yaml.dump(config, outfile, default_flow_style=False)
def minimize_data_config(input_path, output_path, model):
"""Strip out parts of the data config which aren't used by the model
Args:
input_path: Path to input configuration file
output_path: Location to save the output configuration file
model: The PVNet model object
"""
with open(input_path) as cfg:
config = yaml.load(cfg, Loader=yaml.FullLoader)
if "nwp" in config["input_data"]:
if not model.include_nwp:
del config["input_data"]["nwp"]
else:
for nwp_source in list(config["input_data"]["nwp"].keys()):
nwp_config = config["input_data"]["nwp"][nwp_source]
if nwp_source not in model.nwp_encoders_dict:
# If not used, delete this source from the config
del config["input_data"]["nwp"][nwp_source]
else:
# Replace the image size
nwp_pixel_size = model.nwp_encoders_dict[nwp_source].image_size_pixels
nwp_config["image_size_pixels_height"] = nwp_pixel_size
nwp_config["image_size_pixels_width"] = nwp_pixel_size
# Replace the interval_end_minutes minutes
nwp_config["interval_end_minutes"] = (
nwp_config["interval_start_minutes"] +
(model.nwp_encoders_dict[nwp_source].sequence_length - 1)
* nwp_config["time_resolution_minutes"]
)
if "satellite" in config["input_data"]:
if not model.include_sat:
del config["input_data"]["satellite"]
else:
sat_config = config["input_data"]["satellite"]
# Replace the image size
sat_pixel_size = model.sat_encoder.image_size_pixels
sat_config["image_size_pixels_height"] = sat_pixel_size
sat_config["image_size_pixels_width"] = sat_pixel_size
# Replace the interval_end_minutes minutes
sat_config["interval_end_minutes"] = (
sat_config["interval_start_minutes"] +
(model.sat_encoder.sequence_length - 1)
* sat_config["time_resolution_minutes"]
)
if "pv" in config["input_data"]:
if not model.include_pv:
del config["input_data"]["pv"]
if "gsp" in config["input_data"]:
gsp_config = config["input_data"]["gsp"]
# Replace the forecast minutes
gsp_config["interval_end_minutes"] = model.forecast_minutes
if "solar_position" in config["input_data"]:
solar_config = config["input_data"]["solar_position"]
solar_config["interval_end_minutes"] = model.forecast_minutes
with open(output_path, "w") as outfile:
yaml.dump(config, outfile, default_flow_style=False)
def download_hf_hub_with_retries(
repo_id,
filename,
revision,
cache_dir,
force_download,
proxies,
resume_download,
token,
local_files_only,
max_retries=5,
wait_time=10,
):
"""
Tries to download a file from HuggingFace up to max_retries times.
Args:
repo_id (str): HuggingFace repo ID
filename (str): Name of the file to download
revision (str): Specific model revision
cache_dir (str): Cache directory
force_download (bool): Whether to force a new download
proxies (dict): Proxy settings
resume_download (bool): Resume interrupted downloads
token (str): HuggingFace auth token
local_files_only (bool): Use local files only
max_retries (int): Maximum number of retry attempts
wait_time (int): Wait time (in seconds) before retrying
Returns:
str: The local file path of the downloaded file
"""
for attempt in range(1, max_retries + 1):
try:
return hf_hub_download(
repo_id=repo_id,
filename=filename,
revision=revision,
cache_dir=cache_dir,
force_download=force_download,
proxies=proxies,
resume_download=resume_download,
token=token,
local_files_only=local_files_only,
)
except Exception as e:
if attempt == max_retries:
raise Exception(
f"Failed to download {filename} from {repo_id} after {max_retries} attempts."
) from e
logging.warning(
(
f"Attempt {attempt}/{max_retries} failed to download {filename} "
f"from {repo_id}. Retrying in {wait_time} seconds..."
)
)
time.sleep(wait_time)
class PVNetModelHubMixin(PyTorchModelHubMixin):
"""
Implementation of [`PyTorchModelHubMixin`] to provide model Hub upload/download capabilities.
"""
@classmethod
def from_pretrained(
cls,
*,
model_id: str,
revision: str,
cache_dir: Optional[Union[str, Path]] = None,
force_download: bool = False,
proxies: Optional[Dict] = None,
resume_download: Optional[bool] = None,
local_files_only: bool = False,
token: Union[str, bool, None] = None,
map_location: str = "cpu",
strict: bool = False,
):
"""Load Pytorch pretrained weights and return the loaded model."""
if os.path.isdir(model_id):
print("Loading weights from local directory")
model_file = os.path.join(model_id, PYTORCH_WEIGHTS_NAME)
config_file = os.path.join(model_id, MODEL_CONFIG_NAME)
else:
# load model file
model_file = download_hf_hub_with_retries(
repo_id=model_id,
filename=PYTORCH_WEIGHTS_NAME,
revision=revision,
cache_dir=cache_dir,
force_download=force_download,
proxies=proxies,
resume_download=resume_download,
token=token,
local_files_only=local_files_only,
max_retries=5,
wait_time=10,
)
# load config file
config_file = download_hf_hub_with_retries(
repo_id=model_id,
filename=MODEL_CONFIG_NAME,
revision=revision,
cache_dir=cache_dir,
force_download=force_download,
proxies=proxies,
resume_download=resume_download,
token=token,
local_files_only=local_files_only,
max_retries=5,
wait_time=10,
)
with open(config_file, "r") as f:
config = yaml.safe_load(f)
model = hydra.utils.instantiate(config)
state_dict = torch.load(model_file, map_location=torch.device(map_location))
model.load_state_dict(state_dict, strict=strict) # type: ignore
model.eval() # type: ignore
return model
@classmethod
def get_data_config(
cls,
model_id: str,
revision: str,
cache_dir: Optional[Union[str, Path]] = None,
force_download: bool = False,
proxies: Optional[Dict] = None,
resume_download: bool = False,
local_files_only: bool = False,
token: Optional[Union[str, bool]] = None,
):
"""Load data config file."""
if os.path.isdir(model_id):
print("Loading data config from local directory")
data_config_file = os.path.join(model_id, DATA_CONFIG_NAME)
else:
data_config_file = download_hf_hub_with_retries(
repo_id=model_id,
filename=DATA_CONFIG_NAME,
revision=revision,
cache_dir=cache_dir,
force_download=force_download,
proxies=proxies,
resume_download=resume_download,
token=token,
local_files_only=local_files_only,
max_retries=5,
wait_time=10,
)
return data_config_file
def _save_pretrained(self, save_directory: Path) -> None:
"""Save weights from a Pytorch model to a local directory."""
model_to_save = self.module if hasattr(self, "module") else self # type: ignore
torch.save(model_to_save.state_dict(), save_directory / PYTORCH_WEIGHTS_NAME)
def save_pretrained(
self,
save_directory: Union[str, Path],
config: dict,
data_config: Optional[Union[str, Path]],
repo_id: Optional[str] = None,
push_to_hub: bool = False,
wandb_repo: Optional[str] = None,
wandb_ids: Optional[Union[list[str], str]] = None,
card_template_path: Optional[Path] = None,
**kwargs,
) -> Optional[str]:
"""
Save weights in local directory.
Args:
save_directory (`str` or `Path`):
Path to directory in which the model weights and configuration will be saved.
config (`dict`):
Model configuration specified as a key/value dictionary.
data_config (`str` or `Path`):
The path to the data config.
repo_id (`str`, *optional*):
ID of your repository on the Hub. Used only if `push_to_hub=True`. Will default to
the folder name if not provided.
push_to_hub (`bool`, *optional*, defaults to `False`):
Whether or not to push your model to the HuggingFace Hub after saving it.
wandb_repo: Identifier of the repo on wandb.
wandb_ids: Identifier(s) of the model on wandb.
card_template_path: Path to the HuggingFace model card template. Defaults to card in
PVNet library if set to None.
kwargs:
Additional key word arguments passed along to the
[`~ModelHubMixin._from_pretrained`] method.
"""
save_directory = Path(save_directory)
save_directory.mkdir(parents=True, exist_ok=True)
# saving model weights/files
self._save_pretrained(save_directory)
# saving model and data config
if isinstance(config, dict):
with open(save_directory / MODEL_CONFIG_NAME, "w") as f:
yaml.dump(config, f, sort_keys=False, default_flow_style=False)
# Save cleaned configuration file
if data_config is not None:
new_data_config_path = save_directory / DATA_CONFIG_NAME
# Replace the input filenames with place holders
make_clean_data_config(data_config, new_data_config_path)
# Taylor the data config to the model being saved
minimize_data_config(new_data_config_path, new_data_config_path, self)
card = self.create_hugging_face_model_card(
repo_id, wandb_repo, wandb_ids, card_template_path
)
(save_directory / "README.md").write_text(str(card))
if push_to_hub:
api = HfApi()
api.upload_folder(
repo_id=repo_id,
repo_type="model",
folder_path=save_directory,
)
# Print the most recent commit hash
c = api.list_repo_commits(repo_id=repo_id, repo_type="model")[0]
message = (
f"The latest commit is now: \n"
f" date: {c.created_at} \n"
f" commit hash: {c.commit_id}\n"
f" by: {c.authors}\n"
f" title: {c.title}\n"
)
print(message)
return None
@staticmethod
def create_hugging_face_model_card(
repo_id: Optional[str] = None,
wandb_repo: Optional[str] = None,
wandb_ids: Optional[Union[list[str], str]] = None,
card_template_path: Optional[Path] = None,
) -> ModelCard:
"""
Creates Hugging Face model card
Args:
repo_id (`str`, *optional*):
ID of your repository on the Hub. Used only if `push_to_hub=True`. Will default to
the folder name if not provided.
wandb_repo: Identifier of the repo on wandb.
wandb_ids: Identifier(s) of the model on wandb.
card_template_path: Path to the HuggingFace model card template. Defaults to card in
PVNet library if set to None.
Returns:
card: ModelCard - Hugging Face model card object
"""
# Get appropriate model card
model_name = repo_id.split("/")[1]
if model_name == "windnet_india":
model_card = "wind_india_model_card_template.md"
elif model_name == "pvnet_india":
model_card = "pv_india_model_card_template.md"
else:
model_card = "pv_uk_regional_model_card_template.md"
# Creating and saving model card.
card_data = ModelCardData(language="en", license="mit", library_name="pytorch")
if card_template_path is None:
card_template_path = (
f"{os.path.dirname(os.path.abspath(__file__))}/model_cards/{model_card}"
)
if isinstance(wandb_ids, str):
wandb_ids = [wandb_ids]
wandb_links = ""
for wandb_id in wandb_ids:
link = f"https://wandb.ai/{wandb_repo}/runs/{wandb_id}"
wandb_links += f" - [{link}]({link})\n"
# Find package versions for OCF packages
packages_to_display = ["pvnet", "ocf-data-sampler"]
packages_and_versions = {
package_name: pkg_resources.get_distribution(package_name).version
for package_name in packages_to_display
}
package_versions_markdown = ""
for package, version in packages_and_versions.items():
package_versions_markdown += f" - {package}=={version}\n"
return ModelCard.from_template(
card_data,
template_path=card_template_path,
wandb_links=wandb_links,
package_versions=package_versions_markdown
)
class BaseModel(pl.LightningModule, PVNetModelHubMixin):
"""Abstract base class for PVNet submodels"""
def __init__(
self,
history_minutes: int,
forecast_minutes: int,
optimizer: AbstractOptimizer,
output_quantiles: Optional[list[float]] = None,
target_key: str = "gsp",
interval_minutes: int = 30,
timestep_intervals_to_plot: Optional[list[int]] = None,
forecast_minutes_ignore: Optional[int] = 0,
save_validation_results_csv: Optional[bool] = False,
):
"""Abtstract base class for PVNet submodels.
Args:
history_minutes (int): Length of the GSP history period in minutes
forecast_minutes (int): Length of the GSP forecast period in minutes
optimizer (AbstractOptimizer): Optimizer
output_quantiles: A list of float (0.0, 1.0) quantiles to predict values for. If set to
None the output is a single value.
target_key: The key of the target variable in the batch
interval_minutes: The interval in minutes between each timestep in the data
timestep_intervals_to_plot: Intervals, in timesteps, to plot during training
forecast_minutes_ignore: Number of forecast minutes to ignore when calculating losses.
For example if set to 60, the model doesnt predict the first 60 minutes
save_validation_results_csv: whether to save full csv outputs from validation results.
"""
super().__init__()
self._optimizer = optimizer
self._target_key = target_key
if timestep_intervals_to_plot is not None:
for interval in timestep_intervals_to_plot:
assert type(interval) in [list, tuple] and len(interval) == 2, ValueError(
f"timestep_intervals_to_plot must be a list of tuples or lists of length 2, "
f"but got {timestep_intervals_to_plot=}"
)
self.time_step_intervals_to_plot = timestep_intervals_to_plot
# Model must have lr to allow tuning
# This setting is only used when lr is tuned with callback
self.lr = None
self.history_minutes = history_minutes
self.forecast_minutes = forecast_minutes
self.output_quantiles = output_quantiles
self.interval_minutes = interval_minutes
self.forecast_minutes_ignore = forecast_minutes_ignore
# Number of timestemps for 30 minutely data
self.history_len = history_minutes // interval_minutes
self.forecast_len = (forecast_minutes - forecast_minutes_ignore) // interval_minutes
self.forecast_len_ignore = forecast_minutes_ignore // interval_minutes
self._accumulated_metrics = MetricAccumulator()
self._accumulated_batches = BatchAccumulator(key_to_keep=self._target_key)
self._accumulated_y_hat = PredAccumulator()
self._horizon_maes = MetricAccumulator()
# Store whether the model should use quantile regression or simply predict the mean
self.use_quantile_regression = self.output_quantiles is not None
# Store the number of ouput features that the model should predict for
if self.use_quantile_regression:
self.num_output_features = self.forecast_len * len(self.output_quantiles)
else:
self.num_output_features = self.forecast_len
# save all validation results to array, so we can save these to weights n biases
self.validation_epoch_results = []
self.save_validation_results_csv = save_validation_results_csv
def _adapt_batch(self, batch):
"""Slice batches into appropriate shapes for model.
Returns a new batch dictionary with adapted data, leaving the original batch unchanged.
We make some specific assumptions about the original batch and the derived sliced batch:
- We are only limiting the future projections. I.e. we are never shrinking the batch from
the left hand side of the time axis, only slicing it from the right
- We are only shrinking the spatial crop of the satellite and NWP data
"""
# Create a copy of the batch to avoid modifying the original
new_batch = {key: copy.deepcopy(value) for key, value in batch.items()}
if "gsp" in new_batch.keys():
# Slice off the end of the GSP data
gsp_len = self.forecast_len + self.history_len + 1
new_batch["gsp"] = new_batch["gsp"][:, :gsp_len]
new_batch["gsp_time_utc"] = new_batch["gsp_time_utc"][:, :gsp_len]
if self.include_sat:
# Slice off the end of the satellite data and spatially crop
# Shape: batch_size, seq_length, channel, height, width
new_batch["satellite_actual"] = center_crop(
new_batch["satellite_actual"][:, : self.sat_sequence_len],
output_size=self.sat_encoder.image_size_pixels,
)
if self.include_nwp:
# Slice off the end of the NWP data and spatially crop
for nwp_source in self.nwp_encoders_dict:
# shape: batch_size, seq_len, n_chans, height, width
new_batch["nwp"][nwp_source]["nwp"] = center_crop(
new_batch["nwp"][nwp_source]["nwp"],
output_size=self.nwp_encoders_dict[nwp_source].image_size_pixels,
)[:, : self.nwp_encoders_dict[nwp_source].sequence_length]
if self.include_sun:
sun_len = self.forecast_len + self.history_len + 1
# Slice off end of solar coords
for s in ["solar_azimuth", "solar_elevation"]:
if s in new_batch.keys():
new_batch[s] = new_batch[s][:, :sun_len]
return new_batch
def transfer_batch_to_device(self, batch, device, dataloader_idx):
"""Method to move custom batches to a given device"""
return copy_batch_to_device(batch, device)
def _quantiles_to_prediction(self, y_quantiles):
"""
Convert network prediction into a point prediction.
Note:
Implementation copied from:
https://pytorch-forecasting.readthedocs.io/en/stable/_modules/pytorch_forecasting
/metrics/quantile.html#QuantileLoss.loss
Args:
y_quantiles: Quantile prediction of network
Returns:
torch.Tensor: Point prediction
"""
# y_quantiles Shape: batch_size, seq_length, num_quantiles
idx = self.output_quantiles.index(0.5)
y_median = y_quantiles[..., idx]
return y_median
def _calculate_quantile_loss(self, y_quantiles, y):
"""Calculate quantile loss.
Note:
Implementation copied from:
https://pytorch-forecasting.readthedocs.io/en/stable/_modules/pytorch_forecasting
/metrics/quantile.html#QuantileLoss.loss
Args:
y_quantiles: Quantile prediction of network
y: Target values
Returns:
Quantile loss
"""
# calculate quantile loss
losses = []
for i, q in enumerate(self.output_quantiles):
errors = y - y_quantiles[..., i]
losses.append(torch.max((q - 1) * errors, q * errors).unsqueeze(-1))
losses = 2 * torch.cat(losses, dim=2)
return losses.mean()
def _calculate_common_losses(self, y, y_hat):
"""Calculate losses common to train, and val"""
losses = {}
if self.use_quantile_regression:
losses["quantile_loss"] = self._calculate_quantile_loss(y_hat, y)
y_hat = self._quantiles_to_prediction(y_hat)
# calculate mse, mae
mse_loss = F.mse_loss(y_hat, y)
mae_loss = F.l1_loss(y_hat, y)
# TODO: Compute correlation coef using np.corrcoef(tensor with
# shape (2, num_timesteps))[0, 1] on each example, and taking
# the mean across the batch?
losses.update(
{
"MSE": mse_loss,
"MAE": mae_loss,
}
)
return losses
def _step_mae_and_mse(self, y, y_hat, dict_key_root):
"""Calculate the MSE and MAE at each forecast step"""
losses = {}
mse_each_step = torch.mean((y_hat - y) ** 2, dim=0)
mae_each_step = torch.mean(torch.abs(y_hat - y), dim=0)
losses.update({f"MSE_{dict_key_root}/step_{i:03}": m for i, m in enumerate(mse_each_step)})
losses.update({f"MAE_{dict_key_root}/step_{i:03}": m for i, m in enumerate(mae_each_step)})
return losses
def _calculate_val_losses(self, y, y_hat):
"""Calculate additional validation losses"""
losses = {}
if self.use_quantile_regression:
# Add fraction below each quantile for calibration
for i, quantile in enumerate(self.output_quantiles):
below_quant = y <= y_hat[..., i]
# Mask values small values, which are dominated by night
mask = y >= 0.01
losses[f"fraction_below_{quantile}_quantile"] = (below_quant[mask]).float().mean()
# Take median value for remaining metric calculations
y_hat = self._quantiles_to_prediction(y_hat)
# Log the loss at each time horizon
losses.update(self._step_mae_and_mse(y, y_hat, dict_key_root="horizon"))
# Log the persistance losses
y_persist = y[:, -1].unsqueeze(1).expand(-1, self.forecast_len)
losses["MAE_persistence/val"] = F.l1_loss(y_persist, y)
losses["MSE_persistence/val"] = F.mse_loss(y_persist, y)
# Log persistance loss at each time horizon
losses.update(self._step_mae_and_mse(y, y_persist, dict_key_root="persistence"))
return losses
def _training_accumulate_log(self, batch, batch_idx, losses, y_hat):
"""Internal function to accumulate training batches and log results.
This is used when accummulating grad batches. Should make the variability in logged training
step metrics indpendent on whether we accumulate N batches of size B or just use a larger
batch size of N*B with no accumulaion.
"""
losses = {k: v.detach().cpu() for k, v in losses.items()}
y_hat = y_hat.detach().cpu()
self._accumulated_metrics.append(losses)
self._accumulated_batches.append(batch)
self._accumulated_y_hat.append(y_hat)
if not self.trainer.fit_loop._should_accumulate():
losses = self._accumulated_metrics.flush()
batch = self._accumulated_batches.flush()
y_hat = self._accumulated_y_hat.flush()
self.log_dict(
losses,
on_step=True,
on_epoch=True,
)
# Number of accumulated grad batches
grad_batch_num = (batch_idx + 1) / self.trainer.accumulate_grad_batches
# We only create the figure every 8 log steps
# This was reduced as it was creating figures too often
if grad_batch_num % (8 * self.trainer.log_every_n_steps) == 0:
fig = plot_batch_forecasts(
batch,
y_hat,
batch_idx,
quantiles=self.output_quantiles,
key_to_plot=self._target_key,
)
fig.savefig("latest_logged_train_batch.png")
plt.close(fig)
def training_step(self, batch, batch_idx):
"""Run training step"""
y_hat = self(batch)
# Batch is adapted in the model forward method, but needs to be adapted here too
batch = self._adapt_batch(batch)
y = batch[self._target_key][:, -self.forecast_len :]
losses = self._calculate_common_losses(y, y_hat)
losses = {f"{k}/train": v for k, v in losses.items()}
self._training_accumulate_log(batch, batch_idx, losses, y_hat)
if self.use_quantile_regression:
opt_target = losses["quantile_loss/train"]
else:
opt_target = losses["MAE/train"]
return opt_target
def _log_forecast_plot(self, batch, y_hat, accum_batch_num, timesteps_to_plot, plot_suffix):
"""Log forecast plot to wandb"""
fig = plot_batch_forecasts(
batch,
y_hat,
quantiles=self.output_quantiles,
key_to_plot=self._target_key,
)
plot_name = f"val_forecast_samples/batch_idx_{accum_batch_num}_{plot_suffix}"
try:
self.logger.experiment.log({plot_name: wandb.Image(fig)})
except Exception as e:
print(f"Failed to log {plot_name} to wandb")
print(e)
plt.close(fig)
def _log_validation_results(self, batch, y_hat, accum_batch_num):
"""Append validation results to self.validation_epoch_results"""
# get truth values, shape (b, forecast_len)
y = batch[self._target_key][:, -self.forecast_len :]
y = y.detach().cpu().numpy()
batch_size = y.shape[0]
# get prediction values, shape (b, forecast_len, quantiles?)
y_hat = y_hat.detach().cpu().numpy()
# get time_utc, shape (b, forecast_len)
time_utc_key = f"{self._target_key}_time_utc"
time_utc = batch[time_utc_key][:, -self.forecast_len :].detach().cpu().numpy()
# get target id and change from (b,1) to (b,)
id_key = f"{self._target_key}_id"
target_id = batch[id_key].detach().cpu().numpy()
target_id = target_id.squeeze()
for i in range(batch_size):
y_i = y[i]
y_hat_i = y_hat[i]
time_utc_i = time_utc[i]
target_id_i = target_id[i]
results_dict = {
"y": y_i,
"time_utc": time_utc_i,
}
if self.use_quantile_regression:
results_dict.update(
{f"y_quantile_{q}": y_hat_i[:, i] for i, q in enumerate(self.output_quantiles)}
)
else:
results_dict["y_hat"] = y_hat_i
results_df = pd.DataFrame(results_dict)
results_df["id"] = target_id_i
results_df["batch_idx"] = accum_batch_num
results_df["example_idx"] = i
self.validation_epoch_results.append(results_df)
def validation_step(self, batch: dict, batch_idx):
"""Run validation step"""
accum_batch_num = batch_idx // self.trainer.accumulate_grad_batches
y_hat = self(batch)
# Batch is adapted in the model forward method, but needs to be adapted here too
batch = self._adapt_batch(batch)
y = batch[self._target_key][:, -self.forecast_len :]
if (batch_idx + 1) % self.trainer.accumulate_grad_batches == 0:
self._log_validation_results(batch, y_hat, accum_batch_num)
# Expand persistence to be the same shape as y
losses = self._calculate_common_losses(y, y_hat)
losses.update(self._calculate_val_losses(y, y_hat))
# Store these to make horizon accuracy plot
self._horizon_maes.append(
{i: losses[f"MAE_horizon/step_{i:03}"].cpu().numpy() for i in range(self.forecast_len)}
)
logged_losses = {f"{k}/val": v for k, v in losses.items()}
self.log_dict(
logged_losses,
on_step=False,
on_epoch=True,
)
# Make plots only if using wandb logger
if isinstance(self.logger, pl.loggers.WandbLogger) and accum_batch_num in [0, 1]:
# Store these temporarily under self
if not hasattr(self, "_val_y_hats"):
self._val_y_hats = PredAccumulator()
self._val_batches = BatchAccumulator(key_to_keep=self._target_key)
self._val_y_hats.append(y_hat)
self._val_batches.append(batch)
# if batch has accumulated
if (batch_idx + 1) % self.trainer.accumulate_grad_batches == 0:
y_hat = self._val_y_hats.flush()
batch = self._val_batches.flush()
self._log_forecast_plot(
batch,
y_hat,
accum_batch_num,
timesteps_to_plot=None,
plot_suffix="all",
)
if self.time_step_intervals_to_plot is not None:
for interval in self.time_step_intervals_to_plot:
self._log_forecast_plot(
batch,
y_hat,
accum_batch_num,
timesteps_to_plot=interval,
plot_suffix=f"timestep_{interval}",
)
del self._val_y_hats
del self._val_batches
return logged_losses
def on_validation_epoch_end(self):
"""Run on epoch end"""
try:
# join together validation results, and save to wandb
validation_results_df = pd.concat(self.validation_epoch_results)
validation_results_df["error"] = (
validation_results_df["y"] - validation_results_df["y_quantile_0.5"]
)
if isinstance(self.logger, pl.loggers.WandbLogger):
# log error distribution metrics
wandb.log(
{
"2nd_percentile_median_forecast_error": validation_results_df[
"error"
].quantile(0.02),
"5th_percentile_median_forecast_error": validation_results_df[
"error"
].quantile(0.05),
"95th_percentile_median_forecast_error": validation_results_df[
"error"
].quantile(0.95),
"98th_percentile_median_forecast_error": validation_results_df[
"error"
].quantile(0.98),
"95th_percentile_median_forecast_absolute_error": abs(
validation_results_df["error"]
).quantile(0.95),
"98th_percentile_median_forecast_absolute_error": abs(
validation_results_df["error"]
).quantile(0.98),
}
)
# saving validation result csvs
if self.save_validation_results_csv:
with tempfile.TemporaryDirectory() as tempdir:
filename = os.path.join(tempdir, f"validation_results_{self.current_epoch}.csv")
validation_results_df.to_csv(filename, index=False)
# make and log wand artifact
validation_artifact = wandb.Artifact(
f"validation_results_epoch_{self.current_epoch}", type="dataset"
)
validation_artifact.add_file(filename)
wandb.log_artifact(validation_artifact)
except Exception as e:
print("Failed to log validation results to wandb")
print(e)
self.validation_epoch_results = []
horizon_maes_dict = self._horizon_maes.flush()
# Create the horizon accuracy curve
if isinstance(self.logger, pl.loggers.WandbLogger):
per_step_losses = [[i, horizon_maes_dict[i]] for i in range(self.forecast_len)]
try:
table = wandb.Table(data=per_step_losses, columns=["horizon_step", "MAE"])
wandb.log(
{
"horizon_loss_curve": wandb.plot.line(
table, "horizon_step", "MAE", title="Horizon loss curve"
)
},
)
except Exception as e:
print("Failed to log horizon_loss_curve to wandb")
print(e)
def configure_optimizers(self):
"""Configure the optimizers using learning rate found with LR finder if used"""
if self.lr is not None:
# Use learning rate found by learning rate finder callback
self._optimizer.lr = self.lr
return self._optimizer(self)