openstef 3.4.46__py3-none-any.whl → 3.4.48__py3-none-any.whl

openstef/model/metamodels/feature_clipper.py

@@ -0,0 +1,90 @@
+# SPDX-FileCopyrightText: 2017-2023 Contributors to the OpenSTEF project <korte.termijn.prognoses@alliander.com> # noqa E501>
+#
+# SPDX-License-Identifier: MPL-2.0
+from sklearn.base import BaseEstimator, TransformerMixin
+import pandas as pd
+from typing import List, Dict, Tuple, Optional
+
+
+class FeatureClipper(BaseEstimator, TransformerMixin):
+    """
+    A transformer that clips the values of specified columns to the minimum and
+    maximum values observed during training. This prevents the model from
+    extrapolating beyond these values during prediction.
+    """
+
+    def __init__(self, columns: List[str]):
+        """
+        Initialize the FeatureClipper.
+
+        Parameters:
+        ----------
+        columns : List[str]
+            List of column names to be clipped.
+        """
+        self.columns: List[str] = columns
+        self.feature_ranges: Dict[str, Tuple[float, float]] = {}
+
+    def fit(self, X: pd.DataFrame, y: Optional[pd.Series] = None) -> "FeatureClipper":
+        """
+        Fits the transformer on the training data by calculating the min and max
+        values for the specified columns.
+
+        Parameters:
+        ----------
+        X : pd.DataFrame
+            The input DataFrame containing training data.
+
+        y : Optional[pd.Series]
+            Ignored. This parameter exists for compatibility with scikit-learn's pipeline.
+
+        Returns:
+        -------
+        self : FeatureClipper
+            Fitted transformer.
+
+        Raises:
+        ------
+        ValueError:
+            If the input is not a pandas DataFrame.
+        """
+        if not isinstance(X, pd.DataFrame):
+            raise ValueError("Input must be a pandas DataFrame")
+
+        for col in self.columns:
+            if col in X.columns:
+                self.feature_ranges[col] = (X[col].min(), X[col].max())
+
+        return self
+
+    def transform(self, X: pd.DataFrame) -> pd.DataFrame:
+        """
+        Transforms new data by clipping the specified columns' values to be within
+        the min and max range observed during fitting.
+
+        Parameters:
+        ----------
+        X : pd.DataFrame
+            The input DataFrame containing new data to be transformed.
+
+        Returns:
+        -------
+        X_ : pd.DataFrame
+            A copy of the input DataFrame with clipped values in the specified columns.
+
+        Raises:
+        ------
+        ValueError:
+            If the input is not a pandas DataFrame.
+        """
+        if not isinstance(X, pd.DataFrame):
+            raise ValueError("Input must be a pandas DataFrame")
+
+        X_copy = X.copy()
+
+        for col in self.columns:
+            if col in X_copy.columns and col in self.feature_ranges:
+                min_val, max_val = self.feature_ranges[col]
+                X_copy[col] = X_copy[col].clip(lower=min_val, upper=max_val)
+
+        return X_copy

openstef/model/regressors/linear_quantile.py

@@ -14,6 +14,7 @@ from sklearn.utils.validation import check_is_fitted
 from openstef.feature_engineering.missing_values_transformer import (
     MissingValuesTransformer,
 )
+from openstef.model.metamodels.feature_clipper import FeatureClipper
 from openstef.model.regressors.regressor import OpenstfRegressor
 
 DEFAULT_QUANTILES: tuple[float, ...] = (0.9, 0.5, 0.1)
@@ -28,6 +29,7 @@ class LinearQuantileOpenstfRegressor(OpenstfRegressor, RegressorMixin):
     x_scaler_: StandardScaler
     y_scaler_: StandardScaler
     models_: Dict[float, QuantileRegressor]
+    feature_clipper_: FeatureClipper
 
     is_fitted_: bool = False
 
@@ -51,6 +53,7 @@ class LinearQuantileOpenstfRegressor(OpenstfRegressor, RegressorMixin):
         weight_exponent: float = 1,
         weight_floor: float = 0.1,
         no_fill_future_values_features: List[str] = None,
+        clipped_features: List[str] = None,
     ):
         """Initialize LinearQuantileOpenstfRegressor.
 
@@ -89,6 +92,9 @@ class LinearQuantileOpenstfRegressor(OpenstfRegressor, RegressorMixin):
                 "Cannot train quantile model as 0.5 is not in requested quantiles!"
             )
 
+        if clipped_features is None:
+            clipped_features = ["APX"]
+
         self.quantiles = quantiles
         self.alpha = alpha
         self.solver = solver
@@ -103,6 +109,7 @@ class LinearQuantileOpenstfRegressor(OpenstfRegressor, RegressorMixin):
         )
         self.x_scaler_ = StandardScaler()
         self.y_scaler_ = StandardScaler()
+        self.feature_clipper_ = FeatureClipper(columns=clipped_features)
         self.models_ = {
             quantile: QuantileRegressor(alpha=alpha, quantile=quantile, solver=solver)
             for quantile in quantiles
@@ -177,6 +184,7 @@ class LinearQuantileOpenstfRegressor(OpenstfRegressor, RegressorMixin):
             y = pd.Series(np.asarray(y), name="load")
 
         x = self._remove_ignored_features(x)
+        self.feature_clipper_.fit(x)
 
         # Fix nan columns
         x, y = self.imputer_.fit_transform(x, y)
@@ -252,6 +260,7 @@ class LinearQuantileOpenstfRegressor(OpenstfRegressor, RegressorMixin):
 
         # Preprocess input data
         x = self._remove_ignored_features(x)
+        x = self.feature_clipper_.transform(x)
         x = self.imputer_.transform(x)
         x_scaled = self.x_scaler_.transform(x)
 

{openstef-3.4.46.dist-info → openstef-3.4.48.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: openstef
-Version: 3.4.46
+Version: 3.4.48
 Summary: Open short term energy forecaster
 Home-page: https://github.com/OpenSTEF/openstef
 Author: Alliander N.V
@@ -29,7 +29,7 @@ Requires-Dist: pvlib==0.10.5
 Requires-Dist: pydantic~=2.4
 Requires-Dist: pydantic-settings~=2.3
 Requires-Dist: pymsteams~=0.2.2
-Requires-Dist: scikit-learn~=1.3
+Requires-Dist: scikit-learn<1.6,>=1.3
 Requires-Dist: scipy~=1.10
 Requires-Dist: statsmodels<1.0.0,>=0.13.5
 Requires-Dist: structlog<25,>=23.1

{openstef-3.4.46.dist-info → openstef-3.4.48.dist-info}/RECORD

@@ -45,6 +45,7 @@ openstef/model/objective_creator.py,sha256=cIO-uiCEYHjqYrgZizeFEjjgLHLLwab8le9O8
 openstef/model/serializer.py,sha256=IUiiAWvoGVoWzmS-akI6LC7jHRY5Ln_vOCBZy1LnESY,17238
 openstef/model/standard_deviation_generator.py,sha256=Od9bzXi2TLb1v8Nz-VhBMZHSopWH6ssaDe8gYLlqO1I,2911
 openstef/model/metamodels/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
+openstef/model/metamodels/feature_clipper.py,sha256=wDsf4k_2YuC6rrFlwE12LpgOdOwHHWuET2ZrJ_gr4yo,2861
 openstef/model/metamodels/grouped_regressor.py,sha256=yMN_a6TnQSyFaqlB_6Nifq-ydpb5hs6w_b97IaBbHj4,8337
 openstef/model/metamodels/missing_values_handler.py,sha256=veyvYZHhKvlYZxaUpxRQ7XoE033_3Lcg9LrbuKchlOk,5241
 openstef/model/regressors/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
@@ -54,7 +55,7 @@ openstef/model/regressors/dazls.py,sha256=Xt89yFHjkwpIUTkkhPmPZ74F8_tht_XV88INuP
 openstef/model/regressors/flatliner.py,sha256=T9u-ukhqFcatQmlgUtBL_G-1b_wQzgdVRq0ac64GnjQ,2789
 openstef/model/regressors/lgbm.py,sha256=zCdn1euEdSFxYJzH8XqQFFnb6R4JVUnmineKjX_Gy-g,800
 openstef/model/regressors/linear.py,sha256=uOvZMLGZH_9nXfmS5honCMfyVeyGXP1Cza9A_BdXlVw,3665
-openstef/model/regressors/linear_quantile.py,sha256=uj8Hd-Po14YymC_dUNSzxDayGqK9MjZ2dp_aLnpiv0s,10126
+openstef/model/regressors/linear_quantile.py,sha256=VAyIhp7GPayqbk8Vj_ONqPLNYuaOvxkFKDrRxx6yGY0,10510
 openstef/model/regressors/regressor.py,sha256=uJcx59AyCPE9f_yPcAQ59h2ZS7eNsDpIHJrladKvHIw,3461
 openstef/model/regressors/xgb.py,sha256=SH-UiYJtMbfmRBK6738dU0ZRfYfzNynnikwbxINCE7Q,1467
 openstef/model/regressors/xgb_multioutput_quantile.py,sha256=xWzA7tymC_o-F1OS3I7vUKf9zP6RR1ZglEeY4NAgjU0,9146
@@ -92,8 +93,8 @@ openstef/tasks/utils/predictionjobloop.py,sha256=Ysy3zF5lzPMz_asYDKeF5m0qgVT3tCt
 openstef/tasks/utils/taskcontext.py,sha256=L9K14ycwgVxbIVUjH2DIn_QWbnu-OfxcGtQ1K9T6sus,5630
 openstef/validation/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
 openstef/validation/validation.py,sha256=HVgreHvcZvPazfwC3NNE8_3lsMsZEd_42osCAg1_6W4,11128
-openstef-3.4.46.dist-info/LICENSE,sha256=7Pm2fWFFHHUG5lDHed1vl5CjzxObIXQglnYsEdtjo_k,14907
-openstef-3.4.46.dist-info/METADATA,sha256=UJAm_jF1JSm4lcXL2tPkwR7XBaEleozpBF6iJnI8D4U,8068
-openstef-3.4.46.dist-info/WHEEL,sha256=PZUExdf71Ui_so67QXpySuHtCi3-J3wvF4ORK6k_S8U,91
-openstef-3.4.46.dist-info/top_level.txt,sha256=kD0H4PqrQoncZ957FvqwfBxa89kTrun4Z_RAPs_HhLs,9
-openstef-3.4.46.dist-info/RECORD,,
+openstef-3.4.48.dist-info/LICENSE,sha256=7Pm2fWFFHHUG5lDHed1vl5CjzxObIXQglnYsEdtjo_k,14907
+openstef-3.4.48.dist-info/METADATA,sha256=w22ao36-l9Y4HXpsHvVZ8G9k3_3Iqt2EJ8-dGoArWIs,8073
+openstef-3.4.48.dist-info/WHEEL,sha256=PZUExdf71Ui_so67QXpySuHtCi3-J3wvF4ORK6k_S8U,91
+openstef-3.4.48.dist-info/top_level.txt,sha256=kD0H4PqrQoncZ957FvqwfBxa89kTrun4Z_RAPs_HhLs,9
+openstef-3.4.48.dist-info/RECORD,,