oracle-ads 2.13.8__py3-none-any.whl → 2.13.9rc0__py3-none-any.whl

ads/opctl/operator/lowcode/forecast/model/prophet.py

@@ -1,445 +0,0 @@
-#!/usr/bin/env python
-
-# Copyright (c) 2024, 2025 Oracle and/or its affiliates.
-# Licensed under the Universal Permissive License v 1.0 as shown at https://oss.oracle.com/licenses/upl/
-
-import logging
-import traceback
-
-import matplotlib as mpl
-import numpy as np
-import optuna
-import pandas as pd
-from joblib import Parallel, delayed
-
-from ads.opctl import logger
-from ads.opctl.operator.lowcode.common.utils import set_log_level
-from ads.opctl.operator.lowcode.forecast.operator_config import ForecastOperatorConfig
-from ads.opctl.operator.lowcode.forecast.utils import (
-    _select_plot_list,
-)
-
-from ..const import (
-    DEFAULT_TRIALS,
-    PROPHET_INTERNAL_DATE_COL,
-    SupportedModels,
-)
-from .base_model import ForecastOperatorBaseModel
-from .forecast_datasets import ForecastDatasets, ForecastOutput
-
-try:
-    set_log_level("prophet", logger.level)
-    set_log_level("cmdstanpy", logger.level)
-    mpl.rcParams["figure.max_open_warning"] = 100
-except Exception:
-    pass
-
-
-def _add_unit(num, unit):
-    return f"{num} {unit}"
-
-
-def _fit_model(data, params, additional_regressors):
-    from prophet import Prophet
-
-    monthly_seasonality = params.pop("monthly_seasonality", False)
-    data_floor = params.pop("min", None)
-    data_cap = params.pop("max", None)
-    if data_cap or data_floor:
-        params["growth"] = "logistic"
-    model = Prophet(**params)
-    if monthly_seasonality:
-        model.add_seasonality(name="monthly", period=30.5, fourier_order=5)
-        params["monthly_seasonality"] = monthly_seasonality
-    for add_reg in additional_regressors:
-        model.add_regressor(add_reg)
-    if data_floor:
-        data["floor"] = float(data_floor)
-        params["floor"] = data_floor
-    if data_cap:
-        data["cap"] = float(data_cap)
-        params["cap"] = data_cap
-
-    model.fit(data)
-    return model
-
-
-class ProphetOperatorModel(ForecastOperatorBaseModel):
-    """Class representing Prophet operator model."""
-
-    def __init__(self, config: ForecastOperatorConfig, datasets: ForecastDatasets):
-        super().__init__(config=config, datasets=datasets)
-        self.global_explanation = {}
-        self.local_explanation = {}
-
-    def set_kwargs(self):
-        # Extract the Confidence Interval Width and convert to prophet's equivalent - interval_width
-        if self.spec.confidence_interval_width is None:
-            self.spec.confidence_interval_width = 1 - self.spec.model_kwargs.get(
-                "alpha", 0.90
-            )
-        model_kwargs = self.spec.model_kwargs
-        model_kwargs["interval_width"] = self.spec.confidence_interval_width
-        return model_kwargs
-
-    def _train_model(self, i, series_id, df, model_kwargs):
-        try:
-            self.forecast_output.init_series_output(
-                series_id=series_id, data_at_series=df
-            )
-
-            data = self.preprocess(df, series_id)
-            data_i = self.drop_horizon(data)
-            if self.loaded_models is not None and series_id in self.loaded_models:
-                model = self.loaded_models[series_id]
-            else:
-                if self.perform_tuning:
-                    model_kwargs = self.run_tuning(data_i, model_kwargs)
-
-                model = _fit_model(
-                    data=data,
-                    params=model_kwargs,
-                    additional_regressors=self.additional_regressors,
-                )
-
-            # Get future df for prediction
-            future = data.drop("y", axis=1)
-
-            # Make Prediction
-            forecast = model.predict(future)
-            logger.debug(f"-----------------Model {i}----------------------")
-            logger.debug(
-                forecast[
-                    [PROPHET_INTERNAL_DATE_COL, "yhat", "yhat_lower", "yhat_upper"]
-                ].tail()
-            )
-
-            self.outputs[series_id] = forecast
-            self.forecast_output.populate_series_output(
-                series_id=series_id,
-                fit_val=self.drop_horizon(forecast["yhat"]).values,
-                forecast_val=self.get_horizon(forecast["yhat"]).values,
-                upper_bound=self.get_horizon(forecast["yhat_upper"]).values,
-                lower_bound=self.get_horizon(forecast["yhat_lower"]).values,
-            )
-            # Get all features that make up the forecast. Exclude CI (upper/lower)
-            core_columns = forecast.columns[
-                ~forecast.columns.str.endswith("_lower")
-                & ~forecast.columns.str.endswith("_upper")
-            ]
-            core_columns = set(core_columns) - {
-                "additive_terms",
-                "extra_regressors_additive",
-                "multiplicative_terms",
-                "extra_regressors_multiplicative",
-                "cap",
-                "floor",
-                "yhat",
-            }
-            combine_terms = list(
-                core_columns.intersection(
-                    {
-                        "trend",
-                        "daily",
-                        "weekly",
-                        "yearly",
-                        "monthly",
-                        "holidays",
-                        "zeros",
-                    }
-                )
-            )
-
-            temp_df = (
-                forecast[list(core_columns)]
-                .rename({"ds": "Date"}, axis=1)
-                .set_index("Date")
-            )
-            temp_df[self.spec.target_column] = temp_df[combine_terms].sum(axis=1)
-            self.explanations_info[series_id] = temp_df.drop(combine_terms, axis=1)
-
-            self.models[series_id] = {}
-            self.models[series_id]["model"] = model
-            self.models[series_id]["le"] = self.le[series_id]
-
-            params = vars(model).copy()
-            for param in ["history", "history_dates", "stan_fit"]:
-                if param in params:
-                    params.pop(param)
-            self.model_parameters[series_id] = {
-                "framework": SupportedModels.Prophet,
-                **params,
-            }
-
-            logger.debug("===========Done===========")
-        except Exception as e:
-            self.errors_dict[series_id] = {
-                "model_name": self.spec.model,
-                "error": str(e),
-                "error_trace": traceback.format_exc(),
-            }
-            logger.warning(f"Encountered Error: {e}. Skipping.")
-            logger.warning(traceback.format_exc())
-
-    def _build_model(self) -> pd.DataFrame:
-        full_data_dict = self.datasets.get_data_by_series()
-        self.models = {}
-        self.outputs = {}
-        self.explanations_info = {}
-        self.additional_regressors = self.datasets.get_additional_data_column_names()
-        model_kwargs = self.set_kwargs()
-        self.forecast_output = ForecastOutput(
-            confidence_interval_width=self.spec.confidence_interval_width,
-            horizon=self.spec.horizon,
-            target_column=self.original_target_column,
-            dt_column=self.spec.datetime_column.name,
-        )
-
-        Parallel(n_jobs=-1, require="sharedmem")(
-            delayed(ProphetOperatorModel._train_model)(
-                self, i, series_id, df, model_kwargs.copy()
-            )
-            for self, (i, (series_id, df)) in zip(
-                [self] * len(full_data_dict), enumerate(full_data_dict.items())
-            )
-        )
-
-        return self.forecast_output.get_forecast_long()
-
-    def run_tuning(self, data_i, model_kwargs_i):
-        from prophet import Prophet
-        from prophet.diagnostics import cross_validation, performance_metrics
-
-        def objective(trial):
-            params = {
-                "seasonality_mode": trial.suggest_categorical(
-                    "seasonality_mode", ["additive", "multiplicative"]
-                ),
-                "changepoint_prior_scale": trial.suggest_float(
-                    "changepoint_prior_scale", 0.001, 0.5, log=True
-                ),
-                "seasonality_prior_scale": trial.suggest_float(
-                    "seasonality_prior_scale", 0.01, 10, log=True
-                ),
-                "holidays_prior_scale": trial.suggest_float(
-                    "holidays_prior_scale", 0.01, 10, log=True
-                ),
-                "changepoint_range": trial.suggest_float(
-                    "changepoint_range", 0.8, 0.95
-                ),
-            }
-            params.update(model_kwargs_i)
-
-            model = _fit_model(
-                data=data_i,
-                params=params,
-                additional_regressors=self.additional_regressors,
-            )
-
-            # Manual workaround because pandas 1.x dropped support for M and Y
-            interval = self.spec.horizon
-            freq = self.datasets.get_datetime_frequency()
-            unit = freq.split("-")[0] if freq else None
-            if unit == "M":
-                unit = "D"
-                interval = interval * 30.5
-            elif unit == "Y":
-                unit = "D"
-                interval = interval * 365.25
-            horizon = _add_unit(int(self.spec.horizon * interval), unit=unit)
-            initial = _add_unit((data_i.shape[0] * interval) // 2, unit=unit)
-            period = _add_unit((data_i.shape[0] * interval) // 4, unit=unit)
-
-            logger.debug(
-                f"using: horizon: {horizon}. initial:{initial}, period: {period}"
-            )
-
-            df_cv = cross_validation(
-                model,
-                horizon=horizon,
-                initial=initial,
-                period=period,
-                parallel="threads",
-            )
-            df_p = performance_metrics(df_cv)
-            try:
-                return np.mean(df_p[self.spec.metric])
-            except KeyError:
-                logger.warning(
-                    f"Could not find the metric {self.spec.metric} within "
-                    f"the performance metrics: {df_p.columns}. Defaulting to `rmse`"
-                )
-                return np.mean(df_p["rmse"])
-
-        study = optuna.create_study(direction="minimize")
-        m_temp = Prophet()
-        study.enqueue_trial(
-            {
-                "seasonality_mode": m_temp.seasonality_mode,
-                "changepoint_prior_scale": m_temp.changepoint_prior_scale,
-                "seasonality_prior_scale": m_temp.seasonality_prior_scale,
-                "holidays_prior_scale": m_temp.holidays_prior_scale,
-                "changepoint_range": m_temp.changepoint_range,
-            }
-        )
-        study.optimize(
-            objective,
-            n_trials=self.spec.tuning.n_trials if self.spec.tuning else DEFAULT_TRIALS,
-            n_jobs=-1,
-        )
-
-        study.best_params.update(model_kwargs_i)
-        model_kwargs_i = study.best_params
-        return model_kwargs_i
-
-    def explain_model(self):
-        self.local_explanation = {}
-        global_expl = []
-
-        for s_id, expl_df in self.explanations_info.items():
-            # Local Expl
-            self.local_explanation[s_id] = self.get_horizon(expl_df)
-            self.local_explanation[s_id]["Series"] = s_id
-            self.local_explanation[s_id].index.rename(self.dt_column_name, inplace=True)
-            # Global Expl
-            g_expl = self.drop_horizon(expl_df).mean()
-            g_expl.name = s_id
-            global_expl.append(g_expl)
-        self.global_explanation = pd.concat(global_expl, axis=1)
-        self.formatted_global_explanation = (
-            self.global_explanation / self.global_explanation.sum(axis=0) * 100
-        )
-        self.formatted_local_explanation = pd.concat(self.local_explanation.values())
-
-    def _generate_report(self):
-        import report_creator as rc
-        from prophet.plot import add_changepoints_to_plot
-
-        logging.getLogger("report_creator").setLevel(logging.WARNING)
-
-        series_ids = self.models.keys()
-        all_sections = []
-        if len(series_ids) > 0:
-            sec1 = _select_plot_list(
-                lambda s_id: self.models[s_id]["model"].plot(
-                    self.outputs[s_id], include_legend=True
-                ),
-                series_ids=series_ids,
-                target_category_column=self.target_cat_col,
-            )
-            section_1 = rc.Block(
-                rc.Heading("Forecast Overview", level=2),
-                rc.Text(
-                    "These plots show your forecast in the context of historical data."
-                ),
-                sec1,
-            )
-
-            sec2 = _select_plot_list(
-                lambda s_id: self.models[s_id]["model"].plot_components(
-                    self.outputs[s_id]
-                ),
-                series_ids=series_ids,
-                target_category_column=self.target_cat_col,
-            )
-            section_2 = rc.Block(
-                rc.Heading("Forecast Broken Down by Trend Component", level=2), sec2
-            )
-
-            sec3_figs = {
-                s_id: self.models[s_id]["model"].plot(self.outputs[s_id])
-                for s_id in series_ids
-            }
-            for s_id in series_ids:
-                add_changepoints_to_plot(
-                    sec3_figs[s_id].gca(),
-                    self.models[s_id]["model"],
-                    self.outputs[s_id],
-                )
-            sec3 = _select_plot_list(
-                lambda s_id: sec3_figs[s_id],
-                series_ids=series_ids,
-                target_category_column=self.target_cat_col,
-            )
-            section_3 = rc.Block(rc.Heading("Forecast Changepoints", level=2), sec3)
-
-            all_sections = [section_1, section_2, section_3]
-
-            sec5_text = rc.Heading("Prophet Model Seasonality Components", level=2)
-            model_states = []
-            for s_id in series_ids:
-                m = self.models[s_id]["model"]
-                model_states.append(
-                    pd.Series(
-                        m.seasonalities,
-                        index=pd.Index(m.seasonalities.keys(), dtype="object"),
-                        name=s_id
-                        if self.target_cat_col
-                        else self.original_target_column,
-                        dtype="object",
-                    )
-                )
-            all_model_states = pd.concat(model_states, axis=1)
-            if not all_model_states.empty:
-                sec5 = rc.DataTable(all_model_states, index=True)
-                all_sections = all_sections + [sec5_text, sec5]
-
-        if self.spec.generate_explanations:
-            try:
-                # If the key is present, call the "explain_model" method
-                self.explain_model()
-
-                if not self.target_cat_col:
-                    self.formatted_global_explanation = (
-                        self.formatted_global_explanation.rename(
-                            {"Series 1": self.original_target_column},
-                            axis=1,
-                        )
-                    )
-                    self.formatted_local_explanation.drop(
-                        "Series", axis=1, inplace=True
-                    )
-
-                # Create a markdown section for the global explainability
-                global_explanation_section = rc.Block(
-                    rc.Heading("Global Explainability", level=2),
-                    rc.Text(
-                        "The following tables provide the feature attribution for the global explainability."
-                    ),
-                    rc.DataTable(self.formatted_global_explanation, index=True),
-                )
-
-                blocks = [
-                    rc.DataTable(
-                        local_ex_df.drop("Series", axis=1),
-                        label=s_id if self.target_cat_col else None,
-                        index=True,
-                    )
-                    for s_id, local_ex_df in self.local_explanation.items()
-                ]
-                local_explanation_section = rc.Block(
-                    rc.Heading("Local Explanation of Models", level=2),
-                    rc.Select(blocks=blocks) if len(blocks) > 1 else blocks[0],
-                )
-
-                # Append the global explanation text and section to the "all_sections" list
-                all_sections = all_sections + [
-                    global_explanation_section,
-                    local_explanation_section,
-                ]
-            except Exception as e:
-                # Do not fail the whole run due to explanations failure
-                logger.warning(f"Failed to generate Explanations with error: {e}.")
-                logger.debug(f"Full Traceback: {traceback.format_exc()}")
-                self.errors_dict["explainer_error"] = str(e)
-                self.errors_dict["explainer_error_error"] = traceback.format_exc()
-
-        model_description = rc.Text(
-            """Prophet is a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects. It works best with time series that have strong seasonal effects and several seasons of historical data. Prophet is robust to missing data and shifts in the trend, and typically handles outliers well."""
-        )
-        other_sections = all_sections
-
-        return (
-            model_description,
-            other_sections,
-        )

ads/opctl/operator/lowcode/forecast/model_evaluator.py

@@ -1,244 +0,0 @@
-# Copyright (c) 2023 Oracle and/or its affiliates.
-# Licensed under the Universal Permissive License v 1.0 as shown at https://oss.oracle.com/licenses/upl/
-
-
-from pathlib import Path
-
-import numpy as np
-import pandas as pd
-
-from ads.opctl import logger
-from ads.opctl.operator.lowcode.common.const import DataColumns
-from ads.opctl.operator.lowcode.common.errors import InsufficientDataError
-from ads.opctl.operator.lowcode.forecast.const import BACKTEST_REPORT_NAME
-from ads.opctl.operator.lowcode.forecast.model.factory import SupportedModels
-
-from .model.forecast_datasets import ForecastDatasets
-from .operator_config import ForecastOperatorConfig
-
-
-class ModelEvaluator:
-    """
-    A class used to evaluate and determine the best model or framework from a given set of candidates.
-
-    This class is responsible for comparing different models or frameworks based on specified evaluation
-    metrics and returning the best-performing option.
-    """
-
-    def __init__(self, models, k=5, subsample_ratio=0.20):
-        """
-        Initializes the ModelEvaluator with a list of models, number of backtests and subsample ratio.
-
-        Properties:
-        ----------
-        models (list): The list of model to be evaluated.
-        k (int): The number of times each model is backtested to verify its performance.
-        subsample_ratio (float): The proportion of the data used in the evaluation process.
-        """
-        self.models = models
-        self.k = k
-        self.subsample_ratio = subsample_ratio
-        self.minimum_sample_count = 5
-
-    def generate_cutoffs(self, unique_dates, horizon):
-        sorted_dates = np.sort(unique_dates)
-        train_window_size = [
-            len(sorted_dates) - (i + 1) * horizon for i in range(self.k)
-        ]
-        valid_train_window_size = [ws for ws in train_window_size if ws >= horizon * 2]
-        if len(valid_train_window_size) < self.k:
-            logger.warning(f"Only {valid_train_window_size} backtests can be created")
-        cut_offs = sorted_dates[-horizon - 1 : -horizon * (self.k + 1) : -horizon][
-            : len(valid_train_window_size)
-        ]
-        return cut_offs
-
-    def generate_k_fold_data(
-        self, datasets: ForecastDatasets, operator_config: ForecastOperatorConfig
-    ):
-        date_col = operator_config.spec.datetime_column.name
-        horizon = operator_config.spec.horizon
-        historical_data = datasets.historical_data.data.reset_index()
-        series_col = DataColumns.Series
-        group_counts = historical_data[series_col].value_counts()
-
-        sample_count = max(
-            self.minimum_sample_count, int(len(group_counts) * self.subsample_ratio)
-        )
-        sampled_groups = group_counts.head(sample_count)
-        sampled_historical_data = historical_data[
-            historical_data[series_col].isin(sampled_groups.index)
-        ]
-
-        min_group = group_counts.idxmin()
-        min_series_data = historical_data[historical_data[series_col] == min_group]
-        unique_dates = min_series_data[date_col].unique()
-
-        cut_offs = self.generate_cutoffs(unique_dates, horizon)
-        if not len(cut_offs):
-            raise InsufficientDataError(
-                "Insufficient data to evaluate multiple models. Please specify a model "
-                "instead of using auto-select."
-            )
-        training_datasets = [
-            sampled_historical_data[sampled_historical_data[date_col] <= cut_off_date]
-            for cut_off_date in cut_offs
-        ]
-        test_datasets = [
-            sampled_historical_data[sampled_historical_data[date_col] > cut_offs[0]]
-        ]
-        for i, current in enumerate(cut_offs[1:]):
-            test_datasets.append(
-                sampled_historical_data[
-                    (current < sampled_historical_data[date_col])
-                    & (sampled_historical_data[date_col] <= cut_offs[i])
-                ]
-            )
-        all_additional = datasets.additional_data.data.reset_index()
-        sampled_additional_data = all_additional[
-            all_additional[series_col].isin(sampled_groups.index)
-        ]
-        max_historical_date = sampled_historical_data[date_col].max()
-        additional_data = [
-            sampled_additional_data[
-                sampled_additional_data[date_col] <= max_historical_date
-            ]
-        ]
-        for cut_off in cut_offs[:-1]:
-            trimmed_additional_data = sampled_additional_data[
-                sampled_additional_data[date_col] <= cut_off
-            ]
-            additional_data.append(trimmed_additional_data)
-        return cut_offs, training_datasets, additional_data, test_datasets
-
-    def remove_none_values(self, obj):
-        if isinstance(obj, dict):
-            return {
-                k: self.remove_none_values(v)
-                for k, v in obj.items()
-                if k is not None and v is not None
-            }
-        else:
-            return obj
-
-    def create_operator_config(
-        self,
-        operator_config,
-        backtest,
-        model,
-        historical_data,
-        additional_data,
-        test_data,
-    ):
-        output_dir = operator_config.spec.output_directory.url
-        output_file_path = f"{output_dir}/back_testing/{model}/{backtest}"
-        Path(output_file_path).mkdir(parents=True, exist_ok=True)
-        backtest_op_config_draft = operator_config.to_dict()
-        backtest_spec = backtest_op_config_draft["spec"]
-        backtest_spec["datetime_column"]["format"] = None
-        backtest_spec.pop("test_data")
-        backtest_spec.pop("additional_data")
-        backtest_spec.pop("historical_data")
-        backtest_spec["generate_report"] = False
-        backtest_spec["model"] = model
-        backtest_spec["model_kwargs"] = None
-        backtest_spec["output_directory"] = {"url": output_file_path}
-        backtest_spec["target_category_columns"] = [DataColumns.Series]
-        backtest_spec["generate_explanations"] = False
-        cleaned_config = self.remove_none_values(backtest_op_config_draft)
-
-        backtest_op_config = ForecastOperatorConfig.from_dict(obj_dict=cleaned_config)
-        return backtest_op_config
-
-    def run_all_models(
-        self, datasets: ForecastDatasets, operator_config: ForecastOperatorConfig
-    ):
-        cut_offs, train_sets, additional_data, test_sets = self.generate_k_fold_data(
-            datasets, operator_config
-        )
-        metrics = {}
-        date_col = operator_config.spec.datetime_column.name
-        for model in self.models:
-            from .model.factory import ForecastOperatorModelFactory
-
-            metrics[model] = {}
-            for i in range(len(cut_offs)):
-                try:
-                    backtest_historical_data = train_sets[i].set_index(
-                        [date_col, DataColumns.Series]
-                    )
-                    backtest_additional_data = additional_data[i].set_index(
-                        [date_col, DataColumns.Series]
-                    )
-                    backtest_test_data = test_sets[i].set_index(
-                        [date_col, DataColumns.Series]
-                    )
-                    backtest_operator_config = self.create_operator_config(
-                        operator_config,
-                        i,
-                        model,
-                        backtest_historical_data,
-                        backtest_additional_data,
-                        backtest_test_data,
-                    )
-                    datasets = ForecastDatasets(
-                        backtest_operator_config,
-                        backtest_historical_data,
-                        backtest_additional_data,
-                        backtest_test_data,
-                    )
-                    ForecastOperatorModelFactory.get_model(
-                        backtest_operator_config, datasets
-                    ).generate_report()
-                    test_metrics_filename = (
-                        backtest_operator_config.spec.test_metrics_filename
-                    )
-                    metrics_df = pd.read_csv(
-                        f"{backtest_operator_config.spec.output_directory.url}/{test_metrics_filename}"
-                    )
-                    metrics_df["average_across_series"] = metrics_df.drop(
-                        "metrics", axis=1
-                    ).mean(axis=1)
-                    metrics_average_dict = dict(
-                        zip(
-                            metrics_df["metrics"].str.lower(),
-                            metrics_df["average_across_series"],
-                        )
-                    )
-                    metrics[model][i] = metrics_average_dict[
-                        operator_config.spec.metric
-                    ]
-                except:
-                    logger.warning(
-                        f"Failed to calculate metrics for {model} and {i} backtest"
-                    )
-        return metrics
-
-    def find_best_model(
-        self, datasets: ForecastDatasets, operator_config: ForecastOperatorConfig
-    ):
-        try:
-            metrics = self.run_all_models(datasets, operator_config)
-        except InsufficientDataError as e:
-            model = SupportedModels.Prophet
-            logger.error(
-                f"Running {model} model as auto-select failed with the following error: {e.message}"
-            )
-            return model
-        nonempty_metrics = {
-            model: metric for model, metric in metrics.items() if metric != {}
-        }
-        avg_backtests_metric = {
-            model: sum(value.values()) / len(value.values())
-            for model, value in nonempty_metrics.items()
-        }
-        best_model = min(avg_backtests_metric, key=avg_backtests_metric.get)
-        logger.info(
-            f"Among models {self.models}, {best_model} model shows better performance during backtesting."
-        )
-        backtest_stats = pd.DataFrame(nonempty_metrics).rename_axis("backtest")
-        backtest_stats["metric"] = operator_config.spec.metric
-        backtest_stats.reset_index(inplace=True)
-        output_dir = operator_config.spec.output_directory.url
-        backtest_stats.to_csv(f"{output_dir}/{BACKTEST_REPORT_NAME}", index=False)
-        return best_model