diff --git a/examples/concept_drift_detector/ddm.py b/examples/concept_drift_detector/ddm.py index df2769d..5647752 100644 --- a/examples/concept_drift_detector/ddm.py +++ b/examples/concept_drift_detector/ddm.py @@ -37,9 +37,9 @@ def split_train_test(split_date, df): ] ) -y_train = train["arrival_time_in_seconds"] +y_train = train[["arrival_time_in_seconds"]] -y_test = test["arrival_time_in_seconds"] +y_test = test[["arrival_time_in_seconds"]] pipeline = Pipeline([("model", XGBRegressor(objective="reg:squarederror"))]) diff --git a/examples/pipeline.py b/examples/pipeline.py index be61cdd..8436232 100644 --- a/examples/pipeline.py +++ b/examples/pipeline.py @@ -1,17 +1,24 @@ from datetime import datetime from src.pipeline import run_exp +from src.concept_drift_detector.strategies import DDM def datetime_from_string(datetime_string: str) -> datetime: - return datetime.strptime(datetime_string, '%Y-%m-%d') + return datetime.strptime(datetime_string, "%Y-%m-%d") if __name__ == "__main__": historical_data_starting_from = datetime_from_string("2021-10-01") historical_data_ending_at = datetime_from_string("2021-10-10") streaming_data_starting_from = datetime_from_string("2021-10-10") - streaming_data_ending_at = datetime_from_string("2022-11-01") + streaming_data_ending_at = datetime_from_string("2021-11-01") time_interval = 60 + active_strategy = True + cdd_strategy = DDM( + warning_level=2, + drift_level=3, + min_num_instances=5, + ) folder_path_to_save_result = "../experiments" experiment_label = "m-xgb-s-xgb_model" @@ -21,6 +28,8 @@ def datetime_from_string(datetime_string: str) -> datetime: stream_start=streaming_data_starting_from, stream_end=streaming_data_ending_at, interval_min=time_interval, + active_strategy=active_strategy, + cdd_strategy=cdd_strategy, output_parent_dir=folder_path_to_save_result, label=experiment_label, ) diff --git a/experiments/ex-m-xgb-s-xgb_model-2023-12-31_18-57-15/README.md b/experiments/ex-m-xgb-s-xgb_model-2023-12-31_18-57-15/README.md new file mode 100644 index 0000000..6b7676f --- /dev/null +++ b/experiments/ex-m-xgb-s-xgb_model-2023-12-31_18-57-15/README.md @@ -0,0 +1,28 @@ + +# Experiment: m-xgb-s-xgb_model + +## Parameters +- Historical data starting from: 2021-10-01 00:00:00 +- Historical data ending at: 2021-10-10 00:00:00 +- Streaming data starting from: 2021-10-10 00:00:00 +- Streaming data ending at: 2021-11-01 00:00:00 +- Time interval: 60 +- Concept drift detection strategy: ACTIVE +- Concept drift detection algorithm: DDM +- DDM: + +| Attribute | Value | +|---|---| +| Warning Level Factor | 2.0 | +| Drift Level Factor | 3.0 | +| Minimum Numbers of Instances to Start Looking for Changes | 5 | + + +## Results +### Model Performance Metrics +| Model | MAE (s) | MAPE (%) | RMSE (s) | +|-------------------------------------|-----------|------------|------------| +| Base Model (XGBoost) | 11.031494904113444 | 50.88909107177862 | 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plt from src.concept_drift_detector.strategies.istrategy import IStrategy @@ -23,6 +25,11 @@ def is_concept_drift_detected(self, model, ni_x, ni_y) -> bool: return is_detected + def get_attributes(self) -> Dict[str, Any]: + return { + "Delta": self._delta, + } + def plot_data(stream, drifts=None): fig = plt.figure(figsize=(7, 3), tight_layout=True) diff --git a/src/concept_drift_detector/strategies/ddm.py b/src/concept_drift_detector/strategies/ddm.py index 815a779..5e40f25 100644 --- a/src/concept_drift_detector/strategies/ddm.py +++ b/src/concept_drift_detector/strategies/ddm.py @@ -1,3 +1,5 @@ +from typing import Any, Dict + from sklearn.metrics import mean_absolute_percentage_error from frouros.detectors.concept_drift import DDM as fDDM, DDMConfig from frouros.metrics import PrequentialError @@ -28,11 +30,12 @@ def is_concept_drift_detected(self, model, ni_x, ni_y) -> bool: idx_drift, idx_warning = [], [] metric_error = 0 - for (i, x), y in zip(ni_x.iterrows(), ni_y): + for (i, x), (j, y) in zip(ni_x.iterrows(), ni_y.iterrows()): x = x.to_frame().transpose() + y = y.to_frame().transpose() y_pred = model.predict(x) - mape = mean_absolute_percentage_error([y], y_pred) + mape = mean_absolute_percentage_error(y, y_pred) metric_error = self._metric(error_value=mape) self._ddm.update(value=mape) @@ -41,19 +44,26 @@ def is_concept_drift_detected(self, model, ni_x, ni_y) -> bool: if status["drift"] and not is_detected: is_detected = True idx_drift.append(i) - print( - f"Concept drift detected at step {i}. Accuracy: {1 - metric_error:.4f}" - ) + # print( + # f"Concept drift detected at step {i}. Accuracy: {1 - metric_error:.4f}" + # ) if status["warning"]: - print( - f"warning detected: {i} MAPE={mape:.4f} Accuracy : {1 - metric_error:.4f} " - ) + # print( + # f"warning detected: {i} MAPE={mape:.4f} Accuracy : {1 - metric_error:.4f} " + # ) idx_warning.append(i) - if not is_detected: - print("No concept drift detected") + # if not is_detected: + # print("No concept drift detected") - print(f"Final accuracy: {1 - metric_error:.4f}\n") - print("warning index : ", idx_warning) - print("drift index : ", idx_drift) + # print(f"Final accuracy: {1 - metric_error:.4f}\n") + # print("warning index : ", idx_warning) + # print("drift index : ", idx_drift) return is_detected + + def get_attributes(self) -> Dict[str, Any]: + return { + "Warning Level Factor": float(self._warning_level), + "Drift Level Factor": float(self._drift_level), + "Minimum Numbers of Instances to Start Looking for Changes": self._min_num_instances, + } diff --git a/src/concept_drift_detector/strategies/istrategy.py b/src/concept_drift_detector/strategies/istrategy.py index d82bfc8..1e7087f 100644 --- a/src/concept_drift_detector/strategies/istrategy.py +++ b/src/concept_drift_detector/strategies/istrategy.py @@ -1,7 +1,12 @@ from abc import abstractmethod +from typing import Any, Dict class IStrategy: @abstractmethod def is_concept_drift_detected(self, model, ni_x, ni_y) -> bool: pass + + @abstractmethod + def get_attributes(self) -> Dict[str, Any]: + pass diff --git a/src/concept_drift_detector/strategies/page_hinkley.py b/src/concept_drift_detector/strategies/page_hinkley.py index 586545c..6452435 100644 --- a/src/concept_drift_detector/strategies/page_hinkley.py +++ b/src/concept_drift_detector/strategies/page_hinkley.py @@ -1,3 +1,5 @@ +from typing import Any, Dict + from river.drift import PageHinkley as rPageHinkley from matplotlib import gridspec, pyplot as plt from src.concept_drift_detector.strategies.istrategy import IStrategy @@ -23,6 +25,11 @@ def is_concept_drift_detected(self, model, ni_x, ni_y) -> bool: return is_detected + def get_attributes(self) -> Dict[str, Any]: + return { + "Threshold": self._threshold, + } + def plot_data(stream, drifts=None): fig = plt.figure(figsize=(7, 3), tight_layout=True) diff --git a/src/models/use_cases/arrival_time/bus/mme4bat.py b/src/models/use_cases/arrival_time/bus/mme4bat.py index 2566498..a9e08f0 100644 --- a/src/models/use_cases/arrival_time/bus/mme4bat.py +++ b/src/models/use_cases/arrival_time/bus/mme4bat.py @@ -1,13 +1,26 @@ +from copy import deepcopy +from typing import Optional + +from src.concept_drift_detector import CDD +from src.concept_drift_detector.strategies import IStrategy from src.models._base_models.xgboost import XGBClassifier, XGBRegressor class MME4BAT: - def __init__(self): + def __init__(self, cdd_strategy: Optional[IStrategy] = None) -> None: # self.xgb_rt_regressor = XGBRegressor() self.xgb_dt_classifier = XGBClassifier() self.xgb_dt_regressor = XGBRegressor() + if cdd_strategy: + self._cdd_of_xgb_dt_classifier = CDD( + strategy=deepcopy(cdd_strategy), + ) + self._cdd_of_xgb_dt_regressor = CDD( + strategy=deepcopy(cdd_strategy), + ) + def fit(self, rt_x, rt_y, dt_x, dt_y) -> None: # self.xgb_rt_regressor.fit(rt_x, rt_y) @@ -43,3 +56,26 @@ def predict(self, rt_x, dt_x): dt_y.loc[dt_y["prediction"] < 0, "prediction"] = 0 return dt_y + + def is_concept_drift_detected(self, ni_rt_x, ni_rt_y, ni_dt_x, ni_dt_y) -> bool: + try: + is_detected_2 = self._cdd_of_xgb_dt_classifier.is_concept_drift_detected( + model=self.xgb_dt_classifier, + ni_x=ni_dt_x, + ni_y=ni_dt_y, + ) + + ni_dt_x_gt_0 = ni_dt_x[ni_dt_y.iloc[:, 0] > 0] + ni_dt_y_gt_0 = ni_dt_y[ni_dt_y.iloc[:, 0] > 0] + + is_detected_3 = self._cdd_of_xgb_dt_regressor.is_concept_drift_detected( + model=self.xgb_dt_regressor, + ni_x=ni_dt_x_gt_0, + ni_y=ni_dt_y_gt_0, + ) + print( + f" | CDD at xgb_dt_classifier: {is_detected_2} | CDD at xgb_dt_regressor: {is_detected_3}" + ) + return is_detected_2 or is_detected_3 + except NameError as e: + raise e diff --git a/src/pipeline.py b/src/pipeline.py index 9c25793..6aa80dd 100644 --- a/src/pipeline.py +++ b/src/pipeline.py @@ -11,6 +11,7 @@ mean_absolute_percentage_error, mean_squared_error, ) +from src.concept_drift_detector.strategies import IStrategy from src.datasets import ( BUS_654_FEATURES_ADDED_DWELL_TIMES, BUS_654_FEATURES_ADDED_RUNNING_TIMES, @@ -24,6 +25,8 @@ def run_exp( stream_start: datetime, stream_end: datetime, interval_min: float, + active_strategy: Optional[bool] = False, + cdd_strategy: Optional[IStrategy] = None, output_parent_dir: Optional[str] = "./", label: Optional[str] = "", ) -> None: @@ -36,15 +39,19 @@ def run_exp( stream_start: Start timestamp (inclusive) for streaming data. stream_end: End timestamp (exclusive) for streaming data. interval_min: Time interval (in minutes) 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. output_parent_dir: Parent directory's path to save experiment results. label: Experiment label (default is an empty string). Returns: None """ - warnings.filterwarnings("ignore", category=SettingWithCopyWarning) + if active_strategy and cdd_strategy is None: + raise ValueError("cdd_strategy must be provided when active_strategy is True.") + rt_df: DataFrame = BUS_654_FEATURES_ADDED_RUNNING_TIMES.dataframe dt_df: DataFrame = BUS_654_FEATURES_ADDED_DWELL_TIMES.dataframe @@ -62,12 +69,15 @@ def run_exp( base_model_predictions = [] model_predictions = [] + dt_x_buffer: Optional[DataFrame] = None + dt_y_buffer: Optional[DataFrame] = None + from_date_time = hist_start to_date_time = hist_end while from_date_time < stream_end: print( - f"\rDATA STREAMING: [{from_date_time.strftime('%Y-%m-%d %H:%M:%S')} - {to_date_time.strftime('%Y-%m-%d %H:%M:%S')})", + 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, ) @@ -82,6 +92,7 @@ def run_exp( to_date_time = from_date_time + timedelta(minutes=interval_min) if len(dt_chunk) == 0: + print(" | NO INSTANCES") continue numeric_dt_chunk = dt_chunk.select_dtypes(include="number") @@ -91,10 +102,12 @@ def run_exp( if not model: base_model = MME4BAT() - model = MME4BAT() + model = MME4BAT(cdd_strategy=cdd_strategy) base_model.fit(rt_x=None, rt_y=None, dt_x=dt_x, dt_y=dt_y) model.fit(rt_x=None, rt_y=None, dt_x=dt_x, dt_y=dt_y) + + print(" | MODEL INITIATED") else: true_prediction = dt_y["dwell_time_in_seconds"].tolist() base_model_prediction = base_model.predict(rt_x=None, dt_x=dt_x)[ @@ -114,9 +127,30 @@ def run_exp( result_dt_df = concat([result_dt_df, dt_chunk], ignore_index=True) - model.incremental_fit( - ni_rt_x=None, ni_rt_y=None, ni_dt_x=dt_x, ni_dt_y=dt_y - ) + if active_strategy: + if (dt_x_buffer is None) or (dt_y_buffer is None): + dt_x_buffer = dt_x + dt_y_buffer = dt_y + else: + dt_x_buffer = concat([dt_x_buffer, dt_x], ignore_index=True) + dt_y_buffer = concat([dt_y_buffer, dt_y], ignore_index=True) + + is_detected = model.is_concept_drift_detected( + ni_rt_x=None, ni_rt_y=None, ni_dt_x=dt_x, ni_dt_y=dt_y + ) + if is_detected: + model.incremental_fit( + ni_rt_x=None, + ni_rt_y=None, + ni_dt_x=dt_x_buffer, + ni_dt_y=dt_y_buffer, + ) + dt_x_buffer = None + dt_y_buffer = None + else: + model.incremental_fit( + ni_rt_x=None, ni_rt_y=None, ni_dt_x=dt_x, ni_dt_y=dt_y + ) print("\rDATA STREAMING ENDED.", flush=True) print( @@ -125,6 +159,14 @@ def run_exp( 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" + md_file_content = f""" # Experiment: {label} @@ -134,6 +176,9 @@ def run_exp( - Streaming data starting from: {stream_start} - Streaming data ending at: {stream_end} - Time interval: {interval_min} +- Concept drift detection strategy: {"ACTIVE" if active_strategy else "PASSIVE"} +- Concept drift detection algorithm: {cdd_strategy.__class__.__name__ if active_strategy else None} +{cdd_strategy_content} ## Results ### Model Performance Metrics