diff --git a/examples/pipeline.py b/examples/pipeline/dwell_time.py similarity index 96% rename from examples/pipeline.py rename to examples/pipeline/dwell_time.py index 96f7648..1a90c9e 100644 --- a/examples/pipeline.py +++ b/examples/pipeline/dwell_time.py @@ -25,7 +25,7 @@ def datetime_from_string(datetime_string: str) -> datetime: ) incremental_learning = True is_buffer_enabled = False - folder_path_to_save_result = "../experiments" + folder_path_to_save_result = "../../experiments" experiment_label = "m-xgb-s-xgb_model" run_dt_exp( diff --git a/examples/pipeline/running_time.py b/examples/pipeline/running_time.py new file mode 100644 index 0000000..e51c4f8 --- /dev/null +++ b/examples/pipeline/running_time.py @@ -0,0 +1,51 @@ +from datetime import datetime + +from ibat.concept_drift_detector.strategies import DDM +from ibat.datasets import BUS_654_FEATURES_ADDED_RUNNING_TIMES +from ibat.pipeline import run_rt_exp + + +def datetime_from_string(datetime_string: str) -> datetime: + return datetime.strptime(datetime_string, "%Y-%m-%d") + + +if __name__ == "__main__": + running_time_df = BUS_654_FEATURES_ADDED_RUNNING_TIMES.dataframe + running_time_df = running_time_df.dropna(subset=["start_time"]) + running_time_df = running_time_df[running_time_df["direction"] == 1] + running_time_df[["direction", "segment"]] = running_time_df[ + ["direction", "segment"] + ].astype(int) + + historical_data_starting_from = datetime_from_string("2021-10-01") + historical_data_ending_at = datetime_from_string("2022-02-01") + streaming_data_starting_from = datetime_from_string("2022-02-01") + streaming_data_ending_at = datetime_from_string("2022-11-01") + time_interval = 60 * 2 + chunk_size = 100 + active_strategy = True + cdd_strategy = DDM( + warning_level=0.1, + drift_level=1.5, + min_num_instances=1, + ) + incremental_learning = True + is_buffer_enabled = False + folder_path_to_save_result = "../../experiments" + experiment_label = "m-xgb-s-xgb_model" + + run_rt_exp( + rt_df=running_time_df, + hist_start=historical_data_starting_from, + hist_end=historical_data_ending_at, + stream_start=streaming_data_starting_from, + stream_end=streaming_data_ending_at, + interval_min=time_interval, + chunk_size=chunk_size, + active_strategy=active_strategy, + cdd_strategy=cdd_strategy, + incremental_learning=incremental_learning, + is_buffer_enabled=is_buffer_enabled, + output_parent_dir=folder_path_to_save_result, + label=experiment_label, + ) diff --git a/experiments/ex-m-xgb-s-xgb_model-2024-05-26_15-38-31/README.md b/experiments/ex-m-xgb-s-xgb_model-2024-05-26_15-38-31/README.md new file mode 100644 index 0000000..c4a5d9b --- /dev/null +++ b/experiments/ex-m-xgb-s-xgb_model-2024-05-26_15-38-31/README.md @@ -0,0 +1,35 @@ + +# Experiment: m-xgb-s-xgb_model + +## Parameters +- Historical data starting from: 2021-10-01 00:00:00 +- Historical data ending at: 2022-02-01 00:00:00 +- Streaming data starting from: 2022-02-01 00:00:00 +- Streaming data ending at: 2022-11-01 00:00:00 +- Minimum waiting time: 120 minutes +- Minimum required amount of data: 100 +- Batch processing technique: HYBRID +- Concept drift handling strategy: ACTIVE +- Concept drift detection algorithm: DDM +- Strategy to update the outdated model: INCREMENTAL LEARNING +- Is buffer enabled: False +- DDM: + +| Attribute | Value | +|---|---| +| Warning level factor | 0.1 | +| Drift level factor | 1.5 | +| Minimum numbers of instances/batches to start looking for changes | 1 | + + +## Results +- Model performance metrics: + +| Model | MAE (s) | RMSE (s) | MAPE (%) | +|-------------------------------------------|----------------------|-----------------------|-----------------------| +| Base model without concept drift handling | 38.827 | 63.670 | 0.284 | +| Base model with concept drift handling | 36.461 | 59.327 | 0.242 | + +- Error reduction percentage in terms of MAE: 6.094 % +- Average processing time after the batch preparation: 25.202 ms + \ No newline at end of file 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a/ibat/pipeline/__init__.py b/ibat/pipeline/__init__.py new file mode 100644 index 0000000..951493c --- /dev/null +++ b/ibat/pipeline/__init__.py @@ -0,0 +1,2 @@ +from .dwell_time import run_dt_exp +from .running_time import run_rt_exp diff --git a/ibat/_pipeline.py b/ibat/pipeline/_pipeline.py similarity index 100% rename from ibat/_pipeline.py rename to ibat/pipeline/_pipeline.py diff --git a/ibat/pipeline.py b/ibat/pipeline/dwell_time.py similarity index 100% rename from ibat/pipeline.py rename to ibat/pipeline/dwell_time.py diff --git a/ibat/pipeline/running_time.py b/ibat/pipeline/running_time.py new file mode 100644 index 0000000..23f3fe6 --- /dev/null +++ b/ibat/pipeline/running_time.py @@ -0,0 +1,425 @@ +import os +import warnings +from datetime import datetime, timedelta +from time import time +from typing import Optional + +import matplotlib.pyplot as plt +from numpy import mean +from pandas import concat, DataFrame, to_datetime +from sklearn.metrics import ( + mean_absolute_error, + mean_absolute_percentage_error, + root_mean_squared_error, +) +from ibat.concept_drift_detector.strategies import IStrategy +from ibat.models.use_cases.running_time.bus import MME4BRT + + +def run_rt_exp( + rt_df: DataFrame, + hist_start: datetime, + hist_end: datetime, + stream_start: datetime, + stream_end: datetime, + interval_min: float, + chunk_size: int, + active_strategy: Optional[bool] = False, + cdd_strategy: Optional[IStrategy] = None, + incremental_learning: Optional[bool] = True, + is_buffer_enabled: Optional[bool] = False, + output_parent_dir: Optional[str] = "./", + label: Optional[str] = "", +) -> None: + """ + Run a running time experiment. + + Args: + rt_df: running time dataframe to contact the experiment. + hist_start: Start timestamp (inclusive) for historical data. + hist_end: End timestamp (exclusive) for historical data. + stream_start: Start timestamp (inclusive) for streaming data. + stream_end: End timestamp (exclusive) for streaming data. + interval_min: Minimum waiting time (in minutes) for data processing. + chunk_size: Minimum required amount of data for data processing. + active_strategy: Flag indicating whether to use active strategy (default is False). + cdd_strategy: Strategy to be used for detecting concept drift. Required if active_strategy is True. + incremental_learning: Flag indicating whether to perform incremental learning (default is True). + is_buffer_enabled: Flag indicating whether buffering is enabled (default is False). + output_parent_dir: Parent directory's path to save experiment results. + label: Experiment label (default is an empty string). + + Returns: + None + """ + warnings.filterwarnings("ignore") + + if interval_min == 0 and chunk_size == 0: + raise ValueError("Both interval_min & chunk_size cannot be set to zero.") + else: + count_not_enough = False + is_end_reached = False + + hybrid_bp = interval_min != 0 and chunk_size != 0 + scheduled_bp = interval_min != 0 and chunk_size == 0 + + if hybrid_bp: + bp_technique = "HYBRID" + elif scheduled_bp: + bp_technique = "SCHEDULED" + else: + bp_technique = "PERIODIC" + + if active_strategy and cdd_strategy is None: + raise ValueError("cdd_strategy must be provided when active_strategy is True.") + else: + strategy = "ACTIVE" if active_strategy else "PASSIVE" + + if incremental_learning: + mu_strategy = "INCREMENTAL LEARNING" + else: + mu_strategy = "RETRAINING FROM SCRATCH" + + print( + f"BATCH PROCESSING TECHNIQUE: {bp_technique} | CONCEPT DRIFT HANDLING STRATEGY: {strategy} | STRATEGY TO UPDATE THE OUTDATED MODEL: {mu_strategy}" + ) + + rt_df["start_datetime"] = to_datetime( + rt_df["date"] + " " + rt_df["start_time"], format="%Y-%m-%d %H:%M:%S" + ) + rt_df.sort_values(by="start_datetime", inplace=True) + + base_model: Optional[MME4BRT] = None + model: Optional[MME4BRT] = None + + result_rt_df = DataFrame( + columns=rt_df.columns.tolist() + + ["true_prediction", "base_model_prediction", "model_prediction"] + ) + + true_predictions = [] + base_model_predictions = [] + model_predictions = [] + + processing_times = [] + + rt_x_buffer: Optional[DataFrame] = None + rt_y_buffer: Optional[DataFrame] = None + + from_date_time = hist_start + to_date_time = hist_end + + while from_date_time < stream_end: + if hybrid_bp and count_not_enough: + temp_df = rt_df.loc[ + (rt_df["start_datetime"] >= from_date_time), + :, + ].reset_index(drop=True) + if temp_df.shape[0] < chunk_size: + is_end_reached = True + else: + to_date_time = temp_df["start_datetime"].iloc[ + chunk_size - 1 + ] + timedelta(minutes=1) + + print( + f"DATA STREAM: [{from_date_time.strftime('%Y-%m-%d %H:%M:%S')} - {to_date_time.strftime('%Y-%m-%d %H:%M:%S')})", + end="", + flush=True, + ) + + rt_chunk: DataFrame = rt_df.loc[ + (from_date_time <= rt_df["start_datetime"]) + & (rt_df["start_datetime"] < to_date_time), + :, + ].reset_index(drop=True) + count_not_enough = rt_chunk.shape[0] < chunk_size + + rt_full: DataFrame = rt_df.loc[ + rt_df["start_datetime"] < to_date_time, + :, + ].reset_index(drop=True) + + if scheduled_bp or (hybrid_bp and not count_not_enough) or is_end_reached: + from_date_time = ( + stream_start if from_date_time == hist_start else to_date_time + ) + to_date_time = from_date_time + timedelta(minutes=interval_min) + + if len(rt_chunk) == 0: + print(" | NO INSTANCES") + continue + else: + print(f" | NUMBER OF INSTANCES: {len(rt_chunk):04d}", end="") + + numeric_rt_chunk = rt_chunk.select_dtypes(include="number") + + rt_x: DataFrame = numeric_rt_chunk.drop(columns=["run_time_in_seconds"]) + rt_y: DataFrame = numeric_rt_chunk[["run_time_in_seconds"]] + + numeric_rt_full = rt_full.select_dtypes(include="number") + + rt_full_x: DataFrame = numeric_rt_full.drop( + columns=["run_time_in_seconds"] + ) + rt_full_y: DataFrame = numeric_rt_full[["run_time_in_seconds"]] + + if not model: + base_model = MME4BRT() + model = MME4BRT(cdd_strategy=cdd_strategy) + + base_model.fit(rt_x=rt_x, rt_y=rt_y) + model.fit(rt_x=rt_x, rt_y=rt_y) + + print(" | MODEL INITIATED") + else: + true_prediction = rt_y["run_time_in_seconds"].tolist() + base_model_prediction = base_model.predict(rt_x=rt_x)[ + "prediction" + ].tolist() + model_prediction = model.predict(rt_x=rt_x)["prediction"].tolist() + + true_predictions.extend(true_prediction) + base_model_predictions.extend(base_model_prediction) + model_predictions.extend(model_prediction) + + rt_chunk["true_prediction"] = true_prediction + rt_chunk["base_model_prediction"] = base_model_prediction + rt_chunk["model_prediction"] = model_prediction + + result_rt_df = concat([result_rt_df, rt_chunk], ignore_index=True) + + start_time = time() + + if active_strategy: + if is_buffer_enabled: + if (rt_x_buffer is None) or (rt_y_buffer is None): + rt_x_buffer = rt_x + rt_y_buffer = rt_y + else: + rt_x_buffer = concat([rt_x_buffer, rt_x], ignore_index=True) + rt_y_buffer = concat([rt_y_buffer, rt_y], ignore_index=True) + ni_rt_x = rt_x_buffer + ni_rt_y = rt_y_buffer + else: + ni_rt_x = rt_x + ni_rt_y = rt_y + + is_detected = model.is_concept_drift_detected( + ni_rt_x=rt_x, ni_rt_y=rt_y + ) + if is_detected: + if incremental_learning: + model.incremental_fit( + ni_rt_x=ni_rt_x, + ni_rt_y=ni_rt_y, + ) + else: + model = MME4BRT(cdd_strategy=cdd_strategy) + model.fit( + rt_x=rt_full_x, + rt_y=rt_full_y, + ) + rt_x_buffer = None + rt_y_buffer = None + else: + if incremental_learning: + model.incremental_fit(ni_rt_x=rt_x, ni_rt_y=rt_y) + else: + model = MME4BRT(cdd_strategy=cdd_strategy) + model.fit( + rt_x=rt_full_x, + rt_y=rt_full_y, + ) + print() + + end_time = time() + processing_time = end_time - start_time + processing_times.append(processing_time) + else: + print( + f" | NUMBER OF INSTANCES: {len(rt_chunk):04d} | COUNT IS NOT ENOUGH. WAITING FOR MORE DATA POINTS." + ) + + print("\rDATA STREAMING ENDED.", flush=True) + print( + "\rGENERATING & EXPORTING THE RESULTS...", + end="", + flush=True, + ) + + cdd_strategy_content = "" + if active_strategy: + cdd_strategy_content = f"- {cdd_strategy.__class__.__name__}:\n\n" + cdd_strategy_content += f"| Attribute | Value |\n|---|---|\n" + + for attr, value in cdd_strategy.get_attributes().items(): + cdd_strategy_content += f"| {attr} | {value} |\n" + + base_model_mae = mean_absolute_error(true_predictions, base_model_predictions) + model_mae = mean_absolute_error(true_predictions, model_predictions) + + base_model_rmse = root_mean_squared_error(true_predictions, base_model_predictions) + model_rmse = root_mean_squared_error(true_predictions, model_predictions) + + base_model_mape = mean_absolute_percentage_error(true_predictions, base_model_predictions) + model_mape = mean_absolute_percentage_error(true_predictions, model_predictions) + + md_file_content = f""" +# Experiment: {label} + +## Parameters +- Historical data starting from: {hist_start} +- Historical data ending at: {hist_end} +- Streaming data starting from: {stream_start} +- Streaming data ending at: {stream_end} +- Minimum waiting time: {interval_min} minutes +- Minimum required amount of data: {chunk_size} +- Batch processing technique: {bp_technique} +- Concept drift handling strategy: {strategy} +- Concept drift detection algorithm: {cdd_strategy.__class__.__name__ if active_strategy else None} +- Strategy to update the outdated model: {mu_strategy} +- Is buffer enabled: {is_buffer_enabled} +{cdd_strategy_content} + +## Results +- Model performance metrics: + +| Model | MAE (s) | RMSE (s) | MAPE (%) | +|-------------------------------------------|----------------------|-----------------------|-----------------------| +| Base model without concept drift handling | {base_model_mae:.3f} | {base_model_rmse:.3f} | {base_model_mape:.3f} | +| Base model with concept drift handling | {model_mae:.3f} | {model_rmse:.3f} | {model_mape:.3f} | + +- Error reduction percentage in terms of MAE: {(base_model_mae - model_mae) * 100 / base_model_mae:.3f} % +- Average processing time after the batch preparation: {mean(processing_times) * 1000:.3f} ms + """ + + output_dir = os.path.join( + output_parent_dir, + f"ex-{label}-{datetime.now().strftime('%Y-%m-%d_%H-%M-%S')}", + ) + os.makedirs(output_dir, exist_ok=True) + + with open(f"{output_dir}/README.md", "w") as f: + f.write(md_file_content) + + print("\rGENERATING & EXPORTING THE RESULTS ENDED.", flush=True) + + df = result_rt_df + df["date"] = to_datetime(df["date"]) + df["start_time"] = to_datetime(df["start_time"], format="%H:%M:%S") + + directions = df["direction"].unique() + segments = df["segment"].unique() + + starting_time = datetime.strptime("06:00:00", "%H:%M:%S") + ending_time = datetime.strptime("18:00:00", "%H:%M:%S") + + from_time = starting_time + + while from_time < ending_time: + to_time = from_time + timedelta(minutes=60) + print( + f"\rGENERATING & EXPORTING PLOTS FOR EACH BUS STOP: [{from_time.strftime('%H:%M:%S')} - {to_time.strftime('%H:%M:%S')})", + end="", + flush=True, + ) + + for direction in directions: + for segment in segments: + filtered_df = df[ + (df["direction"] == direction) + & (df["segment"] == segment) + & (df["start_time"].dt.time >= from_time.time()) + & (df["start_time"].dt.time < to_time.time()) + ] + + export_at = os.path.join( + output_dir, + f"rt-d-{direction}-ti-{from_time.strftime('%H-%M-%S')}_{to_time.strftime('%H-%M-%S')}", + ) + os.makedirs(export_at, exist_ok=True) + + if len(filtered_df) > 0: + export_mean_rt_plot_as_image( + df=filtered_df, + segment=segment, + starting_time=from_time, + ending_time=to_time, + export_at=export_at, + ) + + from_time = to_time + + print( + "\rGENERATING & EXPORTING PLOTS FOR EACH BUS STOP ENDED. ", + flush=True, + ) + + +def export_mean_rt_plot_as_image( + df: DataFrame, + segment: int, + starting_time, + ending_time, + export_at: str, +) -> None: + rt_in_seconds_df = ( + df.groupby("date")["run_time_in_seconds"] + .mean() + .reset_index() + .sort_values(by="date") + ) + + base_model_prediction_df = ( + df.groupby("date")["base_model_prediction"] + .mean() + .reset_index() + .sort_values(by="date") + ) + + model_prediction_df = ( + df.groupby("date")["model_prediction"] + .mean() + .reset_index() + .sort_values(by="date") + ) + + x = model_prediction_df["date"] + + plt.figure(figsize=(13, 5)) + plt.plot( + x, + rt_in_seconds_df["run_time_in_seconds"], + label="Actual running time", + marker="o", + linestyle="-", + color="blue", + ) + plt.plot( + x, + base_model_prediction_df["base_model_prediction"], + label="Prediction of base model", + marker="o", + linestyle="--", + color="green", + ) + plt.plot( + x, + model_prediction_df["model_prediction"], + label="Prediction of base model with experimental setup", + marker="o", + linestyle="--", + color="orange", + ) + plt.xlabel("Date") + plt.ylabel("Mean running time (s)") + plt.title( + f"The mean running time at segment {segment} for each day between {starting_time.time()} and {ending_time.time()}." + ) + plt.xticks(rotation=45) + plt.grid(True) + plt.legend() + plt.tight_layout() + plt.savefig(f"{export_at}/{segment}.png", dpi=200) + plt.close()