sciml 0.0.9__py3-none-any.whl → 0.0.10__py3-none-any.whl

sciml/pipelines.py

@@ -1,435 +1,226 @@
-import numpy as np
-import pandas as pd
-from scipy import stats
-from copy import deepcopy
-from tqdm import tqdm
-from sklearn.metrics import mean_squared_error
-from xgboost import XGBRegressor
-
-def get_metrics(df, truth = 'truth', pred = 'pred', return_dict = False):
-    '''
-    Calculate statistical measures between validation and prediction sequences
-    '''
-    df = df[[truth, pred]].copy().dropna()
-    slope, intercept, r_value, p_value, std_err = stats.linregress(df.dropna()[truth], df.dropna()[pred])
-    r2 = r_value**2
-    mse = mean_squared_error(df.dropna()[truth], df.dropna()[pred])
-    rmse = np.sqrt(mse)
-    mbe = np.mean(df.dropna()[pred] - df.dropna()[truth])
-    mae = (df.dropna()[pred] - df.dropna()[truth]).abs().mean()
-    if return_dict:
-        return pd.DataFrame.from_dict([{
-            'r2': r2, 
-            'Slope': slope, 
-            'RMSE': rmse, 
-            'MBE': mbe, 
-            'MAE': mae, 
-            'Intercept': intercept, 
-            'p-value': p_value, 
-            'std_err': std_err
-        }])
-    else:
-        return r2, slope, rmse, mbe, mae, intercept, p_value, std_err
-
-# ===============================================================================================================================
-# Machine learning algorithms
-def train_ml(
-    X_train, y_train, model_name = 'XGB', 
-    xgb_params_user = None, rfr_params_user = None, 
-    mlp_params_user = None, svr_params_user = None,
-    df21_params_user = None,
-    gpu = False, partial_mode = False
-    ):
-    # -------------------------------------------------------------------------
-    # Setup parameters:
-    if xgb_params_user:
-        xgb_params = xgb_params_user
-    else:
-        xgb_params = {
-            "objective": "reg:squarederror",
-            "random_state": 0,
-            'seed': 0,
-            'n_estimators': 100,
-            'max_depth': 6, 
-            'min_child_weight': 4, 
-            'subsample': 0.8, 
-            'colsample_bytree': 0.8, 
-            'gamma': 0, 
-            'reg_alpha': 0, 
-            'reg_lambda': 1,
-            'learning_rate': 0.05, 
-        }
-
-        xgb_gpu_params = {
-            'tree_method': 'gpu_hist',
-            'gpu_id': 0,
-            # "n_gpus": 2, 
-        }
-
-        if gpu: xgb_params.update(xgb_gpu_params)
-
-    if rfr_params_user:
-        rfr_params = rfr_params_user
-    else:
-        rfr_params = {
-            'max_depth': 20,
-            'min_samples_leaf': 3,
-            'min_samples_split': 12,
-            'n_estimators': 100,
-            'n_jobs': -1
-        }
-
-    if df21_params_user:
-        df21_params = df21_params_user
-    else:
-        df21_params = {
-            'random_state': 1, 
-            'verbose' : 0, 
-            'predictor': "xgboost", 
-            'n_jobs' : -1, 
-            'predictor_kwargs' : xgb_params, 
-            'partial_mode' : partial_mode
-        }
-    # -------------------------------------------------------------------------
-    # Run:
-    if model_name == "XGB":
-        from xgboost import XGBRegressor
-        regr = XGBRegressor(**xgb_params)
-    elif model_name == "MLP":
-        from sklearn.neural_network import MLPRegressor
-        regr = MLPRegressor(**mlp_params_user)
-    elif model_name == "RFR":
-        from sklearn.ensemble import RandomForestRegressor
-        regr = RandomForestRegressor(**rfr_params)
-    elif model_name == "SVR":
-        from sklearn.svm import SVR
-        regr = SVR(**svr_params_user)
-    elif model_name == "DF21":
-        from deepforest import CascadeForestRegressor
-        # https://deep-forest.readthedocs.io/en/latest/api_reference.html?highlight=CascadeForestRegressor#cascadeforestregressor
-        # predictor: {"forest", "xgboost", "lightgbm"}
-        # regr = CascadeForestRegressor(random_state = 1, verbose = 0, predictor = "xgboost", n_jobs = -1, predictor_kwargs  = xgb_params, partial_mode = partial_mode)
-        regr = CascadeForestRegressor(**df21_params)
-    regr.fit(X_train, y_train)
-    return regr
-
-def test_ml(X_test, y_test, regr):
-    res = y_test.copy() # y_test is 2D pandas dataframe.
-    res.columns = ['truth']
-    res['pred'] = regr.predict(X_test)
-    return res
-
-def run_ensemble(X_train, y_train, n_models = 10, frac_sample = 0.8):
-    base_params_xgb = {
-        "objective": "reg:squarederror",
-        'seed': 0,
-        "random_state": 0,
-    }
-    params_xgb = deepcopy(base_params_xgb)
-    # dropout-like regularization
-    params_xgb.update({
-        "subsample": 0.8,  # Use 80% of the data for each tree
-        "colsample_bytree": 0.8,  # Use 80% of the features for each tree
-    })
-
-    models = []
-    for i in tqdm(range(n_models)):
-        # Create a bootstrapped dataset
-        y_resampled = y_train.copy().sample(frac = frac_sample, random_state = i)
-        X_resampled = X_train.copy().loc[y_resampled.index]
-        # print(y_resampled.sort_index().index[0], y_resampled.sort_index().index[-1])
-
-        # Train the XGBoost model
-        params_xgb.update({'random_state': i})
-        model = XGBRegressor(**params_xgb)
-        model.fit(X_resampled, y_resampled)
-        models.append(model)
-    return models
-
-# ===============================================================================================================================
-# Deep learning neural networks
-
-try:
-    from tensorflow import keras
-    from tensorflow.keras import layers
-    from tensorflow.keras import models
-    # from keras.layers import Dropout
-    from keras.callbacks import EarlyStopping
-    from scitbx.stutils import *
-except Exception as e:
-    print(e)
-
-def train_lstm(X_train, y_train, nfeature, ntime, verbose = 2, epochs = 200, batch_size = 64):
-    # create and fit the LSTM network
-    model = models.Sequential()
-    model.add(layers.LSTM(64, input_shape=(nfeature, ntime)))
-    model.add(layers.Dropout(0.2))
-    model.add(layers.Dense(16, activation='relu'))
-    model.add(layers.Dropout(0.2))
-    model.add(layers.Dense(1, activation='relu'))
-    model.compile(loss='mean_squared_error', optimizer='adam')
-    # es = EarlyStopping(monitor='loss', mode='min', verbose=1)
-    # model.fit(X_train.reshape(-1, nsites, nfeats), y_train, epochs=100, batch_size=256, verbose=2, callbacks=[es])
-    model.fit(X_train, y_train, epochs = epochs, batch_size = batch_size, verbose=verbose)
-    return model
-
-
-'''
-# ========================================================================================================
-import numpy as np
-from xgboost import XGBRegressor
-from sklearn.metrics import mean_squared_error
-
-class XGBoostDeepForestRegressor:
-    def __init__(self, n_estimators_per_layer=2, max_layers=20, early_stopping_rounds=2):
-        self.n_estimators_per_layer = n_estimators_per_layer
-        self.max_layers = max_layers
-        self.early_stopping_rounds = early_stopping_rounds
-        self.layers = []
-
-    def _fit_layer(self, X, y):
-        layer = []
-        layer_outputs = []
-        for _ in range(self.n_estimators_per_layer):
-            reg = XGBRegressor()
-            reg.fit(X, y)
-            preds = reg.predict(X).reshape(-1, 1)
-            layer.append(reg)
-            layer_outputs.append(preds)
-        output = np.hstack(layer_outputs)
-        return layer, output
-
-    def fit(self, X, y, X_val=None, y_val=None):
-        X_current = X.copy()
-        best_rmse = float("inf")
-        no_improve_rounds = 0
-
-        for layer_index in range(self.max_layers):
-            print(f"Training Layer {layer_index + 1}")
-            layer, output = self._fit_layer(X_current, y)
-            self.layers.append(layer)
-            X_current = np.hstack([X_current, output])
-
-            if X_val is not None:
-                y_pred = self.predict(X_val)
-                # rmse = mean_squared_error(y_val, y_pred, squared=False)
-                rmse = np.sqrt(mean_squared_error(y_val, y_pred))
-                print(f"Validation RMSE: {rmse:.4f}")
-
-                if rmse < best_rmse:
-                    best_rmse = rmse
-                    no_improve_rounds = 0
-                else:
-                    no_improve_rounds += 1
-                    if no_improve_rounds >= self.early_stopping_rounds:
-                        print("Early stopping triggered.")
-                        break
-
-    def predict(self, X):
-        X_current = X.copy()
-        for layer in self.layers:
-            layer_outputs = []
-            for reg in layer:
-                n_features = reg.n_features_in_
-                preds = reg.predict(X_current[:, :n_features]).reshape(-1, 1)
-                layer_outputs.append(preds)
-            output = np.hstack(layer_outputs)
-            X_current = np.hstack([X_current, output])
-
-        # Final prediction = average of last layer regressors
-        final_outputs = []
-        for reg in self.layers[-1]:
-            n_features = reg.n_features_in_
-            final_outputs.append(reg.predict(X_current[:, :n_features]).reshape(-1, 1))
-        return np.mean(np.hstack(final_outputs), axis=1)
-
-
-from sklearn.datasets import load_diabetes
-from sklearn.model_selection import train_test_split
-from sklearn.metrics import mean_squared_error
-
-X, y = load_diabetes(return_X_y=True)
-X_train, X_val, y_train, y_val = train_test_split(X, y, test_size=0.3, random_state=42)
-
-df_reg = XGBoostDeepForestRegressor(n_estimators_per_layer=2, max_layers=5)
-df_reg.fit(X_train, y_train, X_val, y_val)
-
-y_pred = df_reg.predict(X_val)
-# rmse = mean_squared_error(y_val, y_pred, squared=False)
-rmse = np.sqrt(mean_squared_error(y_val, y_pred))
-print("Final RMSE:", rmse)
-
-# ----------------------------------------------------------------------------------------------------
-
-import numpy as np
-from xgboost import XGBRegressor
-from sklearn.metrics import mean_squared_error
-import itertools
-
-class XGBoostDeepForestRegressor:
-    def __init__(self, n_estimators_per_layer=2, max_layers=20, early_stopping_rounds=2, param_grid=None, use_gpu=True, gpu_id=0):
-        self.n_estimators_per_layer = n_estimators_per_layer
-        self.max_layers = max_layers
-        self.early_stopping_rounds = early_stopping_rounds
-        self.param_grid = param_grid or {
-            'max_depth': [3],
-            'learning_rate': [0.1],
-            'n_estimators': [100]
-        }
-        self.use_gpu = use_gpu
-        self.gpu_id = gpu_id
-        self.layers = []
-
-    def _get_param_combinations(self):
-        keys, values = zip(*self.param_grid.items())
-        return [dict(zip(keys, v)) for v in itertools.product(*values)]
-
-    def _fit_layer(self, X, y, X_val=None, y_val=None):
-        layer = []
-        layer_outputs = []
-        param_combos = self._get_param_combinations()
-
-        for i in range(self.n_estimators_per_layer):
-            best_rmse = float('inf')
-            best_model = None
-
-            for params in param_combos:
-                # Set GPU support parameters in XGBRegressor
-                if self.use_gpu:
-                    params['tree_method'] = 'hist'  # Use hist method
-                    params['device'] = 'cuda'  # Enable CUDA for GPU
-
-                model = XGBRegressor(**params)
-                model.fit(X, y)
-
-                if X_val is not None:
-                    preds_val = model.predict(X_val)
-                    rmse = np.sqrt(mean_squared_error(y_val, preds_val))
-                    if rmse < best_rmse:
-                        best_rmse = rmse
-                        best_model = model
-                else:
-                    best_model = model
-
-            final_model = best_model
-            preds = final_model.predict(X).reshape(-1, 1)
-            layer.append(final_model)
-            layer_outputs.append(preds)
-
-        output = np.hstack(layer_outputs)
-        return layer, output
-
-    def fit(self, X, y, X_val=None, y_val=None):
-        X_current = X.copy()
-        X_val_current = X_val.copy() if X_val is not None else None
-
-        best_rmse = float("inf")
-        no_improve_rounds = 0
-
-        for layer_index in range(self.max_layers):
-            print(f"Training Layer {layer_index + 1}")
-            layer, output = self._fit_layer(X_current, y, X_val_current, y_val)
-            self.layers.append(layer)
-            X_current = np.hstack([X_current, output])
-
-            if X_val is not None:
-                val_outputs = []
-                for reg in layer:
-                    n_features = reg.n_features_in_
-                    preds = reg.predict(X_val_current[:, :n_features]).reshape(-1, 1)
-                    val_outputs.append(preds)
-                val_output = np.hstack(val_outputs)
-                X_val_current = np.hstack([X_val_current, val_output])
-
-                y_pred = self.predict(X_val)
-                rmse = np.sqrt(mean_squared_error(y_val, y_pred))
-                print(f"Validation RMSE: {rmse:.4f}")
-
-                if rmse < best_rmse:
-                    best_rmse = rmse
-                    no_improve_rounds = 0
-                else:
-                    no_improve_rounds += 1
-                    if no_improve_rounds >= self.early_stopping_rounds:
-                        print("Early stopping triggered.")
-                        break
-
-    def predict(self, X):
-        X_current = X.copy()
-        for layer in self.layers:
-            layer_outputs = []
-            for reg in layer:
-                n_features = reg.n_features_in_
-                preds = reg.predict(X_current[:, :n_features]).reshape(-1, 1)
-                layer_outputs.append(preds)
-            output = np.hstack(layer_outputs)
-            X_current = np.hstack([X_current, output])
-
-        final_outputs = []
-        for reg in self.layers[-1]:
-            n_features = reg.n_features_in_
-            final_outputs.append(reg.predict(X_current[:, :n_features]).reshape(-1, 1))
-        return np.mean(np.hstack(final_outputs), axis=1)
-
-
-from sklearn.datasets import load_diabetes
-from sklearn.model_selection import train_test_split
-from sklearn.metrics import mean_squared_error
-
-# Load dataset
-X, y = load_diabetes(return_X_y=True)
-X_train, X_val, y_train, y_val = train_test_split(X, y, test_size=0.3, random_state=42)
-
-# Hyperparameter grid
-param_grid = {
-    'max_depth': [3, 4],
-    'learning_rate': [0.1, 0.05],
-    'n_estimators': [50, 100]
-}
-
-# Create and fit the model with GPU enabled
-df_reg = XGBoostDeepForestRegressor(
-    n_estimators_per_layer=2,
-    max_layers=5,
-    early_stopping_rounds=2,
-    param_grid=param_grid,
-    use_gpu=True,  # Enable GPU acceleration
-    gpu_id=0  # Default to the first GPU
-)
-
-df_reg.fit(X_train, y_train, X_val, y_val)
-
-# Final evaluation
-y_pred = df_reg.predict(X_val)
-rmse = np.sqrt(mean_squared_error(y_val, y_pred))
-print("Final RMSE:", rmse)
-
-# ----------------------------------------------------------------------------------------------------
-
-xgb_params = {
-    "objective": "reg:squarederror",
-    "random_state": 0,
-    'seed': 0,
-    'n_estimators': 100,
-    'max_depth': 6, 
-    'min_child_weight': 4, 
-    'subsample': 0.8, 
-    'colsample_bytree': 0.8, 
-    'gamma': 0, 
-    'reg_alpha': 0, 
-    'reg_lambda': 1,
-    'learning_rate': 0.05, 
-}
-
-from xgboost import XGBRegressor
-regr = XGBRegressor(**xgb_params)
-
-regr.fit(X_train, y_train)
-y_pred = regr.predict(X_val)
-
-
-from scipy import stats
-
-stats.linregress(y_val, y_pred)
-
-'''
+import numpy as np
+import pandas as pd
+from scipy import stats
+from copy import deepcopy
+from tqdm import tqdm
+from sklearn.metrics import mean_squared_error
+from xgboost import XGBRegressor
+
+def get_metrics(df, truth = 'truth', pred = 'pred', return_dict = False):
+    '''
+    Calculate statistical measures between validation and prediction sequences
+    '''
+    df = df[[truth, pred]].copy().dropna()
+    slope, intercept, r_value, p_value, std_err = stats.linregress(df.dropna()[truth], df.dropna()[pred])
+    r2 = r_value**2
+    mse = mean_squared_error(df.dropna()[truth], df.dropna()[pred])
+    rmse = np.sqrt(mse)
+    mbe = np.mean(df.dropna()[pred] - df.dropna()[truth])
+    mae = (df.dropna()[pred] - df.dropna()[truth]).abs().mean()
+    if return_dict:
+        return pd.DataFrame.from_dict([{
+            'r2': r2, 
+            'Slope': slope, 
+            'RMSE': rmse, 
+            'MBE': mbe, 
+            'MAE': mae, 
+            'Intercept': intercept, 
+            'p-value': p_value, 
+            'std_err': std_err
+        }])
+    else:
+        return r2, slope, rmse, mbe, mae, intercept, p_value, std_err
+
+# ===============================================================================================================================
+# Machine learning algorithms
+def train_ml(
+    X_train, y_train, model_name = 'XGB', 
+    xgb_params_user = None, rfr_params_user = None, 
+    mlp_params_user = None, svr_params_user = None,
+    df21_params_user = None,
+    gpu = False, partial_mode = False
+    ):
+    # -------------------------------------------------------------------------
+    # Setup parameters:
+    if xgb_params_user:
+        xgb_params = xgb_params_user
+    else:
+        xgb_params = {
+            "objective": "reg:squarederror",
+            "random_state": 0,
+            'seed': 0,
+            'n_estimators': 100,
+            'max_depth': 6, 
+            'min_child_weight': 4, 
+            'subsample': 0.8, 
+            'colsample_bytree': 0.8, 
+            'gamma': 0, 
+            'reg_alpha': 0, 
+            'reg_lambda': 1,
+            'learning_rate': 0.05, 
+        }
+
+        xgb_gpu_params = {
+            'tree_method': 'gpu_hist',
+            'gpu_id': 0,
+            # "n_gpus": 2, 
+        }
+
+        if gpu: xgb_params.update(xgb_gpu_params)
+
+    if rfr_params_user:
+        rfr_params = rfr_params_user
+    else:
+        rfr_params = {
+            'max_depth': 20,
+            'min_samples_leaf': 3,
+            'min_samples_split': 12,
+            'n_estimators': 100,
+            'n_jobs': -1
+        }
+
+    if df21_params_user:
+        df21_params = df21_params_user
+    else:
+        df21_params = {
+            'random_state': 1, 
+            'verbose' : 0, 
+            'predictor': "xgboost", 
+            'n_jobs' : -1, 
+            'predictor_kwargs' : xgb_params, 
+            'partial_mode' : partial_mode
+        }
+    # -------------------------------------------------------------------------
+    # Run:
+    if model_name == "XGB":
+        from xgboost import XGBRegressor
+        regr = XGBRegressor(**xgb_params)
+    elif model_name == "MLP":
+        from sklearn.neural_network import MLPRegressor
+        regr = MLPRegressor(**mlp_params_user)
+    elif model_name == "RFR":
+        from sklearn.ensemble import RandomForestRegressor
+        regr = RandomForestRegressor(**rfr_params)
+    elif model_name == "SVR":
+        from sklearn.svm import SVR
+        regr = SVR(**svr_params_user)
+    elif model_name == "DF21":
+        from deepforest import CascadeForestRegressor
+        # https://deep-forest.readthedocs.io/en/latest/api_reference.html?highlight=CascadeForestRegressor#cascadeforestregressor
+        # predictor: {"forest", "xgboost", "lightgbm"}
+        # regr = CascadeForestRegressor(random_state = 1, verbose = 0, predictor = "xgboost", n_jobs = -1, predictor_kwargs  = xgb_params, partial_mode = partial_mode)
+        regr = CascadeForestRegressor(**df21_params)
+    regr.fit(X_train, y_train)
+    return regr
+
+def test_ml(X_test, y_test, regr):
+    res = y_test.copy() # y_test is 2D pandas dataframe.
+    res.columns = ['truth']
+    res['pred'] = regr.predict(X_test)
+    return res
+
+def run_ensemble(X_train, y_train, n_models = 10, frac_sample = 0.8):
+    base_params_xgb = {
+        "objective": "reg:squarederror",
+        'seed': 0,
+        "random_state": 0,
+    }
+    params_xgb = deepcopy(base_params_xgb)
+    # dropout-like regularization
+    params_xgb.update({
+        "subsample": 0.8,  # Use 80% of the data for each tree
+        "colsample_bytree": 0.8,  # Use 80% of the features for each tree
+    })
+
+    models = []
+    for i in tqdm(range(n_models)):
+        # Create a bootstrapped dataset
+        y_resampled = y_train.copy().sample(frac = frac_sample, random_state = i)
+        X_resampled = X_train.copy().loc[y_resampled.index]
+        # print(y_resampled.sort_index().index[0], y_resampled.sort_index().index[-1])
+
+        # Train the XGBoost model
+        params_xgb.update({'random_state': i})
+        model = XGBRegressor(**params_xgb)
+        model.fit(X_resampled, y_resampled)
+        models.append(model)
+    return models
+
+# ===============================================================================================================================
+# Deep learning neural networks
+
+try:
+    from tensorflow import keras
+    from tensorflow.keras import layers
+    from tensorflow.keras import models
+    # from keras.layers import Dropout
+    from keras.callbacks import EarlyStopping
+    from scitbx.utils import *
+except Exception as e:
+    print(e)
+
+def train_lstm(X_train, y_train, nfeature, ntime, verbose = 2, epochs = 200, batch_size = 64):
+    # create and fit the LSTM network
+    model = models.Sequential()
+    model.add(layers.LSTM(64, input_shape=(nfeature, ntime)))
+    model.add(layers.Dropout(0.2))
+    model.add(layers.Dense(16, activation='relu'))
+    model.add(layers.Dropout(0.2))
+    model.add(layers.Dense(1, activation='relu'))
+    model.compile(loss='mean_squared_error', optimizer='adam')
+    # es = EarlyStopping(monitor='loss', mode='min', verbose=1)
+    # model.fit(X_train.reshape(-1, nsites, nfeats), y_train, epochs=100, batch_size=256, verbose=2, callbacks=[es])
+    model.fit(X_train, y_train, epochs = epochs, batch_size = batch_size, verbose=verbose)
+    return model
+
+# ===============================================================================================================================
+# Training utils
+import numpy as np
+import pandas as pd
+from sklearn.model_selection import ShuffleSplit
+from sklearn.model_selection import train_test_split
+
+# randomly select sites
+def random_select(ds, count, num, random_state = 0):
+    np.random.seed(random_state)
+    idxs = np.random.choice(np.delete(np.arange(len(ds)), count), num, replace = False)
+    return np.sort(idxs)
+
+def split(Xs, ys, return_index = False, test_size = 0.33, random_state = 42):
+    if return_index:
+        sss = ShuffleSplit(n_splits=1, test_size = test_size, random_state = random_state)
+        sss.get_n_splits(Xs, ys)
+        train_index, test_index = next(sss.split(Xs, ys)) 
+        return (train_index, test_index)
+    else:
+        X_train, X_test, y_train, y_test = train_test_split(
+            Xs, ys, 
+            test_size = test_size, 
+            random_state = random_state
+        )
+        return (X_train, X_test, y_train, y_test)
+    
+def split_cut(Xs, ys, test_ratio = 0.33):
+    """
+    Split the timeseries into before and after halves
+    """
+    assert ys.ndim == 2, 'ys must be 2D!'
+    assert len(Xs) == len(ys), 'Xs and ys should be equally long!'
+    assert type(Xs) == type(ys), 'Xs and ys should be the same data type!'
+    if not type(Xs) in [pd.core.frame.DataFrame, np.ndarray]: raise Exception('Only accept numpy ndarray or pandas dataframe')
+    anchor = int(np.floor(len(ys) * (1 - test_ratio)))
+
+    if type(Xs) == pd.core.frame.DataFrame:
+        X_train = Xs.iloc[0: anchor, :]
+        X_test = Xs.iloc[anchor::, :]
+        y_train = ys.iloc[0: anchor, :]
+        y_test = ys.iloc[anchor::, :]
+    else:
+        X_train = Xs[0: anchor, :]
+        X_test = Xs[anchor::, :]
+        y_train = ys[0: anchor, :]
+        y_test = ys[anchor::, :]
+
+    assert len(X_train) + len(X_test) == len(Xs), 'The sum of train and test lengths must equal to Xs/ys!'
+
+    return (X_train, X_test, y_train, y_test)