#!/usr/bin/env python3 """ Utilities for analytic description of parameter-dependent model attributes. This module provides classes and helper functions useful for least-squares regression and general handling of model functions. """ from itertools import chain, combinations import logging import numpy as np import os import re from scipy import optimize from .utils import is_numeric, param_to_ndarray logger = logging.getLogger(__name__) dfatool_preproc_relevance_method = os.getenv( "DFATOOL_PREPROCESSING_RELEVANCE_METHOD", None ) dfatool_preproc_relevance_threshold = float( os.getenv("DFATOOL_PREPROCESSING_RELEVANCE_THRESHOLD", "0.1") ) dfatool_rmt_relevance_method = os.getenv("DFATOOL_RMT_RELEVANCE_METHOD", None) dfatool_rmt_relevance_threshold = float( os.getenv("DFATOOL_RMT_RELEVANCE_THRESHOLD", "0.5") ) dfatool_uls_min_bound = float(os.getenv("DFATOOL_ULS_MIN_BOUND", -np.inf)) if dfatool_preproc_relevance_method == "mi": import sklearn.feature_selection def powerset(iterable): """ Return powerset of `iterable` elements. Example: `powerset([1, 2])` -> `[(), (1), (2), (1, 2)]` """ s = list(iterable) return chain.from_iterable(combinations(s, r) for r in range(len(s) + 1)) def gplearn_to_function(function_str: str): """ Convert gplearn-style function string to Python function. Takes a function string like "mul(add(X0, X1), X2)" and returns a Python function implementing the specified behaviour, e.g. "lambda x, y, z: (x + y) * z". Supported functions: add -- x + y sub -- x - y mul -- x * y div -- x / y if |y| > 0.001, otherwise 1 sqrt -- sqrt(|x|) log -- log(|x|) if |x| > 0.001, otherwise 0 inv -- 1 / x if |x| > 0.001, otherwise 0 """ eval_globals = { "add": lambda x, y: x + y, "sub": lambda x, y: x - y, "mul": lambda x, y: x * y, "div": lambda x, y: np.divide(x, y) if np.abs(y) > 0.001 else 1.0, "sqrt": lambda x: np.sqrt(np.abs(x)), "log": lambda x: np.log(np.abs(x)) if np.abs(x) > 0.001 else 0.0, "inv": lambda x: 1.0 / x if np.abs(x) > 0.001 else 0.0, } last_arg_index = 0 for i in range(0, 100): if function_str.find("X{:d}".format(i)) >= 0: last_arg_index = i arg_list = [] for i in range(0, last_arg_index + 1): arg_list.append("X{:d}".format(i)) eval_str = "lambda {}, *whatever: {}".format(",".join(arg_list), function_str) logger.debug(eval_str) return eval(eval_str, eval_globals) class ParamFunction: """ A one-dimensional model function, ready for least squares optimization and similar. Supports validity checks (e.g. if it is undefined for x <= 0) and an error measure. """ def __init__( self, param_function, validation_function, num_vars, repr_str=None, ini=None, bounds=((dfatool_uls_min_bound, dfatool_uls_min_bound), (np.inf, np.inf)), ): """ Create function object suitable for regression analysis. This documentation assumes that 1-dimensional functions (-> single float as model input) are used. However, n-dimensional functions (-> list of float as model input) are also supported. :param param_function: regression function (reg_param, model_param) -> float. reg_param is a list of regression variable values, model_param is the model input value (float). Example: `lambda rp, mp: rp[0] + rp[1] * mp` :param validation_function: function used to check whether param_function is defined for a given model_param. Signature: model_param -> bool Example: `lambda mp: mp > 0` :param num_vars: How many regression variables are used by this function, i.e., the length of param_function's reg_param argument. """ self._param_function = param_function self._validation_function = validation_function self._num_variables = num_vars self.repr_str = repr_str self.ini = ini self.bounds = bounds def __repr__(self) -> str: if self.repr_str: return f"ParamFunction<{self.repr_str}>" return f"ParamFunction<{self._param_function}, {self.validation_function}, {self._num_variables}>" def is_valid(self, arg: float) -> bool: """ Check whether the regression function is defined for the given argument. :param arg: argument (e.g. model parameter) to check for :returns: True iff the function is defined for `arg` """ return self._validation_function(arg) def eval(self, param: list, arg: float) -> float: """ Evaluate regression function. :param param: regression variable values (list of float) :param arg: model input (float) :returns: regression function output (float) """ return self._param_function(param, arg) def error_function(self, P: list, X: float, y: float) -> float: """ Calculate model error. :param P: regression variables as returned by optimization (list of float) :param X: model input (float) :param y: expected model output / ground truth for model input (float) :returns: Deviation between model output and ground truth (float) """ return self._param_function(P, X) - y class NormalizationFunction: """ Wrapper for parameter normalization functions used in YAML PTA/DFA models. """ def __init__(self, function_str: str): """ Create a new normalization function from `function_str`. :param function_str: Function string. Must use the single argument `param` and return a float. """ self._function_str = function_str self._function = eval("lambda param: " + function_str) def eval(self, param_value: float) -> float: """ Evaluate the normalization function and return its output. :param param_value: Parameter value """ return self._function(param_value) class ModelFunction: always_predictable = False has_eval_arr = False """ Encapsulates the behaviour of a single model attribute, e.g. TX power or write duration. The behaviour may be constant or depend on a number of factors. Modelfunction is a virtual base class, individuel decendents describe actual behaviour. Common attributes: :param value: median data value :type value: float :param value_error: static model value error :type value_error: dict, optional :param function_error: model error :type value_error: dict, optional """ def __init__(self, value, n_samples=None): # a model always has a static (median/mean) value. For StaticFunction, it's the only data point. # For more complex models, it's usede both as fallback in case the model cannot predict the current # parameter combination, and for use cases requiring static models self.value = value self.n_samples = n_samples # A ModelFunction may track its own accuracy, both of the static value and of the eval() method. # However, it does not specify how the accuracy was calculated (e.g. which data was used and whether cross-validation was performed) self.value_error = None self.function_error = None def is_predictable(self, param_list): raise NotImplementedError def eval(self, param_list): raise NotImplementedError def eval_arr(self, params): raise NotImplementedError def get_complexity_score(self): raise NotImplementedError def eval_mae(self, param_list): """Return model Mean Absolute Error (MAE) for `param_list`.""" if self.is_predictable(param_list): return self.function_error["mae"] return self.value_error["mae"] def webconf_function_map(self): return list() def to_json(self, **kwargs): """Convert model to JSON.""" ret = { "value": self.value, "n_samples": self.n_samples, } if self.value_error is not None: ret["valueError"] = self.value_error if self.function_error is not None: ret["functionError"] = self.function_error return ret def hyper_to_dref(self): hyper = dict() if dfatool_preproc_relevance_method: hyper.update( { "preprocessing/relevance/method": dfatool_preproc_relevance_method, "preprocessing/relevance/threshold": dfatool_preproc_relevance_threshold, } ) if dfatool_rmt_relevance_method: hyper.update( { "rmt/relevance/method": dfatool_rmt_relevance_method, "rmt/relevance/threshold": dfatool_rmt_relevance_threshold, } ) return hyper @classmethod def from_json(cls, data): """ Create ModelFunction instance from JSON. Delegates to StaticFunction, SplitFunction, etc. as appropriate. """ if data["type"] == "static": mf = StaticFunction.from_json(data) elif data["type"] == "split": mf = SplitFunction.from_json(data) elif data["type"] == "scalarSplit": mf = ScalarSplitFunction.from_json(data) elif data["type"] == "analytic": mf = AnalyticFunction.from_json(data) else: raise ValueError("Unknown ModelFunction type: " + data["type"]) if "valueError" in data: mf.value_error = data["valueError"] if "functionError" in data: mf.function_error = data["functionError"] return mf @classmethod def from_json_maybe(cls, json_wrapped: dict, attribute: str): # Legacy Code for PTA / tests. Do not use. if type(json_wrapped) is dict and attribute in json_wrapped: # benchmark data obtained before 2021-03-04 uses {"attr": {"static": 0}} # benchmark data obtained after 2021-03-04 uses {"attr": {"type": "static", "value": 0}} or {"attr": None} # from_json expects the latter. if json_wrapped[attribute] is None: return None if ( "static" in json_wrapped[attribute] and "type" not in json_wrapped[attribute] ): json_wrapped[attribute]["type"] = "static" json_wrapped[attribute]["value"] = json_wrapped[attribute]["static"] json_wrapped[attribute].pop("static") return cls.from_json(json_wrapped[attribute]) return StaticFunction(0) class StaticFunction(ModelFunction): always_predictable = True has_eval_arr = True def is_predictable(self, param_list=None): """ Return whether the model function can be evaluated on the given parameter values. For a StaticFunction, this is always the case (i.e., this function always returns true). """ return True def eval(self, param_list=None): """ Evaluate model function with specified param/arg values. Far a Staticfunction, this is just the static value """ return self.value def eval_arr(self, params): return [self.value for p in params] def get_complexity_score(self): return 1 def to_json(self, **kwargs): ret = super().to_json(**kwargs) ret.update({"type": "static", "value": self.value}) return ret def to_dot(self, pydot, graph, feature_names, parent=None): graph.add_node( pydot.Node(str(id(self)), label=f"{self.value:.2f}", shape="rectangle") ) @classmethod def from_json(cls, data): assert data["type"] == "static" return cls(data["value"]) def __repr__(self): return f"StaticFunction({self.value})" class SplitFunction(ModelFunction): def __init__(self, value, param_index, param_name, child, **kwargs): super().__init__(value, **kwargs) self.param_name = param_name self.param_index = param_index self.child = child self.use_weighted_avg = bool(int(os.getenv("DFATOOL_RMT_WEIGHTED_AVG", "0"))) def is_predictable(self, param_list): """ Return whether the model function can be evaluated on the given parameter values. The first value corresponds to the lexically first model parameter, etc. All parameters must be set, not just the ones this function depends on. Returns False iff a parameter the function depends on is not numeric (e.g. None). """ param_value = param_list[self.param_index] if param_value in self.child: return self.child[param_value].is_predictable(param_list) return all( map(lambda child: child.is_predictable(param_list), self.child.values()) ) def eval(self, param_list): param_value = param_list[self.param_index] if param_value in self.child: return self.child[param_value].eval(param_list) if self.use_weighted_avg: return np.average( list(map(lambda child: child.eval(param_list), self.child.values())), weights=list(map(lambda child: child.n_samples, self.child.values())), ) return np.mean( list(map(lambda child: child.eval(param_list), self.child.values())) ) def webconf_function_map(self): ret = list() for child in self.child.values(): ret.extend(child.webconf_function_map()) return ret def to_json(self, **kwargs): ret = super().to_json(**kwargs) update = { "type": "split", "paramIndex": self.param_index, "paramName": self.param_name, "child": dict([[k, v.to_json(**kwargs)] for k, v in self.child.items()]), } ret.update(update) return ret def get_number_of_nodes(self): ret = 1 for v in self.child.values(): if type(v) in (SplitFunction, ScalarSplitFunction): ret += v.get_number_of_nodes() else: ret += 1 return ret def get_max_depth(self): ret = [0] for v in self.child.values(): if type(v) is SplitFunction: ret.append(v.get_max_depth()) return 1 + max(ret) def get_number_of_leaves(self): ret = 0 for v in self.child.values(): if type(v) is SplitFunction: ret += v.get_number_of_leaves() else: ret += 1 return ret def get_complexity_score(self): if not self.child: return 1 ret = 1 for v in self.child.values(): ret += v.get_complexity_score() return ret def to_dot(self, pydot, graph, feature_names, parent=None): try: label = feature_names[self.param_index] except IndexError: label = f"param{self.param_index}" graph.add_node(pydot.Node(str(id(self)), label=label)) for key, child in self.child.items(): child.to_dot(pydot, graph, feature_names, str(id(self))) graph.add_edge(pydot.Edge(str(id(self)), str(id(child)), label=key)) def hyper_to_dref(self): hyper = super().hyper_to_dref() hyper.update( { "rmt/max depth": int(os.getenv("DFATOOL_RMT_MAX_DEPTH", "0")) or "infty", } ) return hyper @classmethod def from_json(cls, data): assert data["type"] == "split" self = cls(data["value"], data["paramIndex"], data["paramName"], dict()) for k, v in data["child"].items(): self.child[k] = ModelFunction.from_json(v) return self def __repr__(self): return f"SplitFunction<{self.value}, param_index={self.param_index}>" class ScalarSplitFunction(ModelFunction): def __init__( self, value, param_index, param_name, threshold, child_le, child_gt, **kwargs ): super().__init__(value, **kwargs) self.param_index = param_index self.param_name = param_name self.threshold = threshold self.child_le = child_le self.child_gt = child_gt def is_predictable(self, param_list): """ Return whether the model function can be evaluated on the given parameter values. """ return is_numeric(param_list[self.param_index]) def eval(self, param_list): param_value = param_list[self.param_index] if param_value <= self.threshold: return self.child_le.eval(param_list) return self.child_gt.eval(param_list) def webconf_function_map(self): return ( self.child_le.webconf_function_map() + self.child_gt.webconf_function_map() ) def to_json(self, **kwargs): ret = super().to_json(**kwargs) update = { "type": "scalarSplit", "paramIndex": self.param_index, "paramName": self.param_name, "threshold": self.threshold, "left": self.child_le.to_json(**kwargs), "right": self.child_gt.to_json(**kwargs), } ret.update(update) return ret def get_number_of_nodes(self): ret = 1 for v in (self.child_le, self.child_gt): if type(v) in (SplitFunction, ScalarSplitFunction): ret += v.get_number_of_nodes() else: ret += 1 return ret def get_max_depth(self): ret = [0] for v in (self.child_le, self.child_gt): if type(v) in (SplitFunction, ScalarSplitFunction): ret.append(v.get_max_depth()) return 1 + max(ret) def get_number_of_leaves(self): ret = 0 for v in (self.child_le, self.child_gt): if type(v) in (SplitFunction, ScalarSplitFunction): ret += v.get_number_of_leaves() else: ret += 1 return ret def get_complexity_score(self): ret = 1 for v in (self.child_le, self.child_gt): ret += v.get_complexity_score() return ret def to_dot(self, pydot, graph, feature_names, parent=None): try: label = feature_names[self.param_index] except IndexError: label = f"param{self.param_index}" graph.add_node(pydot.Node(str(id(self)), label=label)) for key, child in self.child.items(): child.to_dot(pydot, graph, feature_names, str(id(self))) graph.add_edge(pydot.Edge(str(id(self)), str(id(child)), label=key)) @classmethod def from_json(cls, data): assert data["type"] == "scalarSplit" left = ModelFunction.from_json(data["left"]) right = ModelFunction.from_json(data["right"]) self = cls( data.get("value", 0), data["paramIndex"], data["paramName"], data["threshold"], left, right, ) return self def __repr__(self): return f"ScalarSplitFunction<{self.value}, param_index={self.param_index}>" class SubstateFunction(ModelFunction): def __init__(self, value, sequence_by_count, count_model, sub_model, **kwargs): super().__init__(value, **kwargs) self.sequence_by_count = sequence_by_count self.count_model = count_model self.sub_model = sub_model # only used by analyze-archive model quality evaluation. Not serialized. self.static_duration = None def is_predictable(self, param_list): substate_count = round(self.count_model.eval(param_list)) return substate_count in self.sequence_by_count def eval(self, param_list, duration=None): substate_count = round(self.count_model.eval(param_list)) cumulative_energy = 0 total_duration = 0 substate_model, _ = self.sub_model.get_fitted() substate_sequence = self.sequence_by_count[substate_count] for i, sub_name in enumerate(substate_sequence): sub_duration = substate_model(sub_name, "duration", param=param_list) sub_power = substate_model(sub_name, "power", param=param_list) if i == substate_count - 1: if duration is not None: sub_duration = duration - total_duration elif self.static_duration is not None: sub_duration = self.static_duration - total_duration cumulative_energy += sub_power * sub_duration total_duration += sub_duration return cumulative_energy / total_duration def to_json(self, **kwargs): ret = super().to_json(**kwargs) ret.update( { "type": "substate", "sequence": self.sequence_by_count, "countModel": self.count_model.to_json(**kwargs), "subModel": self.sub_model.to_json(**kwargs), } ) return ret @classmethod def from_json(cls, data): assert data["type"] == "substate" raise NotImplementedError def __repr__(self): return "SubstateFunction" class SKLearnRegressionFunction(ModelFunction): always_predictable = True has_eval_arr = True def __init__(self, value, **kwargs): # Needed for JSON export self.param_names = kwargs.pop("param_names") self.arg_count = kwargs.pop("arg_count") self.param_names_and_args = self.param_names + list( map(lambda i: f"arg{i}", range(self.arg_count)) ) super().__init__(value, **kwargs) self.categorical_to_scalar = bool( int(os.getenv("DFATOOL_PARAM_CATEGORICAL_TO_SCALAR", "0")) ) self.fit_success = None self.paramcount_ndarray = None self.paramcount_preprocessed = None def _check_fit_param(self, fit_parameters, name, step): if fit_parameters.shape[1] == 0: logger.warning(f"Cannot generate {name}: {step} removed all parameters") self.fit_success = False return False return True def _preprocess_parameters(self, fit_parameters, data): self.paramcount_ndarray = len(fit_parameters[0]) if dfatool_preproc_relevance_method == "mi": return self._preprocess_parameters_mi(fit_parameters, data) return fit_parameters def _preprocess_parameters_mi(self, fit_parameters, data): fit_param_to_param = dict() j = 0 for i in range(len(self.param_names_and_args)): if not self.ignore_index[i]: fit_param_to_param[j] = i j += 1 try: mutual_information = sklearn.feature_selection.mutual_info_regression( fit_parameters, data ) except ValueError as e: logger.error(f"mutual_info_regression failed: {e}") return fit_parameters tt = list() for i, information_gain in enumerate(mutual_information): tt.append(information_gain >= dfatool_preproc_relevance_threshold) self.ignore_index[fit_param_to_param[i]] = not tt[i] ret = list() for param_tuple in fit_parameters: ret.append(param_tuple[tt]) self.paramcount_preprocessed = len(ret[0]) logger.debug( f"information gain: in {self.paramcount_ndarray} parameters -> out {self.paramcount_preprocessed} parameters" ) return np.asarray(ret) def hyper_to_dref(self): hyper = super().hyper_to_dref() hyper.update( { "paramcount/ndarray": self.paramcount_ndarray, } ) if self.paramcount_preprocessed is not None: hyper["paramcount/preprocessed"] = self.paramcount_preprocessed return hyper def _build_feature_names(self): # SKLearnRegressionFunction descendants use self.param_names \ self.ignore_index as features. # Thus, model feature indexes ≠ self.param_names indexes. # self.feature_names accounts for this and allows mapping feature indexes back to parameter names / parameter indexes. self.feature_names = list( map( lambda i: self.param_names[i], filter( lambda i: not self.ignore_index[i], range(len(self.param_names)), ), ) ) self.feature_names += list( map( lambda i: f"arg{i-len(self.param_names)}", filter( lambda i: not self.ignore_index[i], range( len(self.param_names), len(self.param_names) + self.arg_count, ), ), ) ) def fit(self, param_values, data, ignore_param_indexes=None): raise NotImplementedError def is_predictable(self, param_list=None): return self.fit_success def eval(self, param_list=None): """ Evaluate model function with specified param/arg values. Far a Staticfunction, this is just the static value """ if param_list is None: return self.value actual_param_list = list() for i, param in enumerate(param_list): if not self.ignore_index[i]: if i in self.categorical_to_index: try: actual_param_list.append(self.categorical_to_index[i][param]) except KeyError: # param was not part of training data. substitute an unused scalar. # Note that all param values which were not part of training data map to the same scalar this way. # This should be harmless. actual_param_list.append( max(self.categorical_to_index[i].values()) + 1 ) else: actual_param_list.append(int(param)) predictions = self.regressor.predict(np.array([actual_param_list])) if predictions.shape == (1,): return predictions[0] return predictions def eval_arr(self, params): actual_params = list() for param_tuple in params: actual_param_list = list() for i, param in enumerate(param_tuple): if not self.ignore_index[i]: if i in self.categorical_to_index: try: actual_param_list.append( self.categorical_to_index[i][param] ) except KeyError: # param was not part of training data. substitute an unused scalar. # Note that all param values which were not part of training data map to the same scalar this way. # This should be harmless. actual_param_list.append( max(self.categorical_to_index[i].values()) + 1 ) else: actual_param_list.append(int(param)) actual_params.append(actual_param_list) predictions = self.regressor.predict(np.array(actual_params)) return predictions def to_json(self, **kwargs): ret = super().to_json(**kwargs) # Note: categorical_to_index uses param_names, not feature_names param_names = self.param_names + list( map( lambda i: f"arg{i-len(self.param_names)}", range( len(self.param_names), len(self.param_names) + self.arg_count, ), ) ) ret["paramValueToIndex"] = dict( map( lambda kv: (param_names[kv[0]], kv[1]), self.categorical_to_index.items(), ) ) return ret class CARTFunction(SKLearnRegressionFunction): def __init__(self, value, decart=False, **kwargs): self.decart = decart super().__init__(value, **kwargs) def fit(self, param_values, data, scalar_param_indexes=None): max_depth = int(os.getenv("DFATOOL_CART_MAX_DEPTH", "0")) if max_depth == 0: max_depth = None if self.decart: fit_parameters, self.categorical_to_index, self.ignore_index = ( param_to_ndarray( param_values, with_nan=False, categorical_to_scalar=self.categorical_to_scalar, ignore_indexes=scalar_param_indexes, ) ) else: fit_parameters, self.categorical_to_index, self.ignore_index = ( param_to_ndarray( param_values, with_nan=False, categorical_to_scalar=self.categorical_to_scalar, ) ) if not self._check_fit_param(fit_parameters, "CART", "param_to_ndarray"): return self fit_parameters = self._preprocess_parameters(fit_parameters, data) if not self._check_fit_param(fit_parameters, "CART", "preprocessing"): return self logger.debug("Fitting sklearn CART ...") from sklearn.tree import DecisionTreeRegressor self.regressor = DecisionTreeRegressor(max_depth=max_depth) self.regressor.fit(fit_parameters, data) logger.debug("Fitted sklearn CART") self.fit_success = True self._build_feature_names() return self def get_number_of_nodes(self): return self.regressor.tree_.node_count def get_number_of_leaves(self): return self.regressor.tree_.n_leaves def get_max_depth(self): return self.regressor.get_depth() def get_complexity_score(self): return self.get_number_of_nodes() def to_json(self, **kwargs): import sklearn.tree self.leaf_id = sklearn.tree._tree.TREE_LEAF ret = super().to_json(**kwargs) ret.update(self.recurse_(self.regressor.tree_, 0)) return ret def hyper_to_dref(self): hyper = super().hyper_to_dref() hyper.update( { "cart/max depth": self.regressor.max_depth or "infty", "cart/min samples split": self.regressor.min_samples_split, "cart/min samples leaf": self.regressor.min_samples_leaf, "cart/min impurity decrease": self.regressor.min_impurity_decrease, "cart/max leaf nodes": self.regressor.max_leaf_nodes or "infty", "cart/criterion": self.regressor.criterion, "cart/splitter": self.regressor.splitter, } ) return hyper # recursive function for all nodes: def recurse_(self, tree, node_id, depth=0): left_child = tree.children_left[node_id] right_child = tree.children_right[node_id] # basic leaf with standard values # conversion because of numpy sub_data = { "type": "static", "value": float(tree.value[node_id]), "valueError": float(tree.impurity[node_id]), # "samples": int(tree.n_node_samples[node_id]) } # if has childs / not a leaf: if left_child != self.leaf_id or right_child != self.leaf_id: # sub_data["paramName"] = "X[" + str(self.regressor.tree_.feature[left_child_id]) + "]" # sub_data["paramIndex"] = int(self.regressor.tree_.feature[left_child_id]) try: sub_data["paramName"] = self.feature_names[ self.regressor.tree_.feature[node_id] ] sub_data["paramIndex"] = self.param_names_and_args.index( sub_data["paramName"] ) except IndexError: sub_data["paramName"] = "arg" + str( self.regressor.tree_.feature[node_id] - len(self.feature_names) ) sub_data["paramIndex"] = ( len(self.param_names) + self.regressor.tree_.feature[node_id] - len(self.feature_names) ) except ValueError: sub_data["paramIndex"] = ( len(self.param_names) + self.regressor.tree_.feature[node_id] - len(self.feature_names) ) sub_data["threshold"] = tree.threshold[node_id] sub_data["type"] = "scalarSplit" # child value if left_child != self.leaf_id: sub_data["left"] = self.recurse_(tree, left_child, depth=depth + 1) if right_child != self.leaf_id: sub_data["right"] = self.recurse_(tree, right_child, depth=depth + 1) return sub_data class LMTFunction(SKLearnRegressionFunction): def fit(self, param_values, data): # max_depth : int, default=5 # The maximum depth of the tree considering only the splitting nodes. # A higher value implies a higher training time. max_depth = int(os.getenv("DFATOOL_LMT_MAX_DEPTH", "5")) # min_samples_split : int or float, default=6 # The minimum number of samples required to split an internal node. # The minimum valid number of samples in each node is 6. # A lower value implies a higher training time. # - If int, then consider `min_samples_split` as the minimum number. # - If float, then `min_samples_split` is a fraction and # `ceil(min_samples_split * n_samples)` are the minimum # number of samples for each split. if "." in os.getenv("DFATOOL_LMT_MIN_SAMPLES_SPLIT", ""): min_samples_split = float(os.getenv("DFATOOL_LMT_MIN_SAMPLES_SPLIT")) else: min_samples_split = int(os.getenv("DFATOOL_LMT_MIN_SAMPLES_SPLIT", "6")) # min_samples_leaf : int or float, default=0.1 # The minimum number of samples required to be at a leaf node. # A split point at any depth will only be considered if it leaves at # least `min_samples_leaf` training samples in each of the left and # right branches. # The minimum valid number of samples in each leaf is 3. # A lower value implies a higher training time. # - If int, then consider `min_samples_leaf` as the minimum number. # - If float, then `min_samples_leaf` is a fraction and # `ceil(min_samples_leaf * n_samples)` are the minimum # number of samples for each node. if "." in os.getenv("DFATOOL_LMT_MIN_SAMPLES_LEAF", "0.1"): min_samples_leaf = float(os.getenv("DFATOOL_LMT_MIN_SAMPLES_LEAF", "0.1")) else: min_samples_leaf = int(os.getenv("DFATOOL_LMT_MIN_SAMPLES_LEAF")) # max_bins : int, default=25 # The maximum number of bins to use to search the optimal split in each # feature. Features with a small number of unique values may use less than # ``max_bins`` bins. Must be lower than 120 and larger than 10. # A higher value implies a higher training time. max_bins = int(os.getenv("DFATOOL_LMT_MAX_BINS", "120")) # criterion : {"mse", "rmse", "mae", "poisson"}, default="mse" # The function to measure the quality of a split. "poisson" # requires ``y >= 0``. criterion = os.getenv("DFATOOL_LMT_CRITERION", "mse") from sklearn.linear_model import LinearRegression from dfatool.lineartree import LinearTreeRegressor lmt = LinearTreeRegressor( base_estimator=LinearRegression(), max_depth=max_depth, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf, max_bins=max_bins, criterion=criterion, ) fit_parameters, self.categorical_to_index, self.ignore_index = param_to_ndarray( param_values, with_nan=False, categorical_to_scalar=self.categorical_to_scalar, ) if not self._check_fit_param(fit_parameters, "LMT", "param_to_ndarray"): return self fit_parameters = self._preprocess_parameters(fit_parameters, data) if not self._check_fit_param(fit_parameters, "LMT", "preprocessing"): return self logger.debug("Fitting LMT ...") try: lmt.fit(fit_parameters, data) except np.linalg.LinAlgError as e: logger.error(f"LMT generation failed: {e}") self.fit_success = False return self logger.debug("Fitted LMT") self.regressor = lmt self.fit_success = True self._build_feature_names() return self def get_number_of_nodes(self): return self.regressor.node_count def get_number_of_leaves(self): return len(self.regressor._leaves.keys()) def get_complexity_score(self): ret = self.get_number_of_nodes() - self.get_number_of_leaves() for leaf in self.regressor._leaves.values(): ret += len( list( filter(lambda x: x > 0, leaf.model.coef_ + [leaf.model.intercept_]) ) ) return ret def get_max_depth(self): return max(map(len, self.regressor._leaves.keys())) + 1 def to_json(self, **kwargs): ret = super().to_json(**kwargs) ret.update(self.recurse_(self.regressor.summary(), 0)) return ret def hyper_to_dref(self): hyper = super().hyper_to_dref() hyper.update( { "lmt/max depth": self.regressor.max_depth, "lmt/max bins": self.regressor.max_bins, "lmt/min samples split": self.regressor.min_samples_split, "lmt/min samples leaf": self.regressor.min_samples_leaf, "lmt/criterion": self.regressor.criterion, } ) return hyper def recurse_(self, node_hash, node_index): node = node_hash[node_index] sub_data = dict() if "th" in node: return { "type": "scalarSplit", "paramName": self.feature_names[node["col"]], "paramIndex": self.param_names_and_args.index( self.feature_names[node["col"]] ), "threshold": node["th"], "left": self.recurse_(node_hash, node["children"][0]), "right": self.recurse_(node_hash, node["children"][1]), } model = node["models"] fs = "0 + regression_arg(0)" for i, coef in enumerate(model.coef_): if coef: fs += f" + regression_arg({i+1}) * parameter({self.feature_names[i]})" return { "type": "analytic", "functionStr": fs, "parameterNames": self.param_names, "regressionModel": [model.intercept_] + list(model.coef_), } class LightGBMFunction(SKLearnRegressionFunction): def fit(self, param_values, data): # boosting_type : str, optional (default='gbdt') # 'gbdt', traditional Gradient Boosting Decision Tree. # 'dart', Dropouts meet Multiple Additive Regression Trees. # 'rf', Random Forest. boosting_type = os.getenv("DFATOOL_LGBM_BOOSTER", "gbdt") # n_estimators : int, optional (default=100) # Number of boosted trees to fit. n_estimators = int(os.getenv("DFATOOL_LGBM_N_ESTIMATORS", "100")) # max_depth : int, optional (default=-1) # Maximum tree depth for base learners, <=0 means no limit. max_depth = int(os.getenv("DFATOOL_LGBM_MAX_DEPTH", "-1")) # num_leaves : int, optional (default=31) # Maximum tree leaves for base learners. num_leaves = int(os.getenv("DFATOOL_LGBM_NUM_LEAVES", "31")) # subsample : float, optional (default=1.) # Subsample ratio of the training instance. subsample = float(os.getenv("DFATOOL_LGBM_SUBSAMPLE", "1.")) # learning_rate : float, optional (default=0.1) # Boosting learning rate. # You can use ``callbacks`` parameter of ``fit`` method to shrink/adapt learning rate # in training using ``reset_parameter`` callback. # Note, that this will ignore the ``learning_rate`` argument in training. learning_rate = float(os.getenv("DFATOOL_LGBM_LEARNING_RATE", "0.1")) # min_split_gain : float, optional (default=0.) # Minimum loss reduction required to make a further partition on a leaf node of the tree. min_split_gain = float(os.getenv("DFATOOL_LGBM_MIN_SPLIT_GAIN", "0.")) # min_child_samples : int, optional (default=20) # Minimum number of data needed in a child (leaf). min_child_samples = int(os.getenv("DFATOOL_LGBM_MIN_CHILD_SAMPLES", "20")) # reg_alpha : float, optional (default=0.) # L1 regularization term on weights. reg_alpha = float(os.getenv("DFATOOL_LGBM_REG_ALPHA", "0.")) # reg_lambda : float, optional (default=0.) # L2 regularization term on weights. reg_lambda = float(os.getenv("DFATOOL_LGBM_REG_LAMBDA", "0.")) fit_parameters, self.categorical_to_index, self.ignore_index = param_to_ndarray( param_values, with_nan=False, categorical_to_scalar=self.categorical_to_scalar, ) if not self._check_fit_param(fit_parameters, "LightGBM", "param_to_ndarray"): return self fit_parameters = self._preprocess_parameters(fit_parameters, data) if not self._check_fit_param(fit_parameters, "LightGBM", "preprocessing"): return self import dfatool.lightgbm as lightgbm lightgbm.register_logger(logger) lgbr = lightgbm.LGBMRegressor( boosting_type=boosting_type, n_estimators=n_estimators, max_depth=max_depth, num_leaves=num_leaves, subsample=subsample, learning_rate=learning_rate, min_split_gain=min_split_gain, min_child_samples=min_child_samples, reg_alpha=reg_alpha, reg_lambda=reg_lambda, ) lgbr.fit(fit_parameters, data) self.fit_success = True self.regressor = lgbr self._build_feature_names() return self def to_json(self, internal=False, **kwargs): forest = self.regressor.booster_.dump_model()["tree_info"] if internal: return forest return list( map( lambda tree: self._model_to_json(tree["tree_structure"], **kwargs), forest, ) ) def _model_to_json(self, tree, **kwargs): ret = dict() if "left_child" in tree: assert "right_child" in tree assert tree["decision_type"] == "<=" return { "type": "scalarSplit", "paramName": self.feature_names[tree["split_feature"]], "threshold": tree["threshold"], "value": None, "left": self._model_to_json(tree["left_child"], **kwargs), "right": self._model_to_json(tree["right_child"], **kwargs), } else: return { "type": "static", "value": tree["leaf_value"], } def get_number_of_nodes(self): return sum( map( lambda t: self._get_number_of_nodes(t["tree_structure"]), self.to_json(internal=True), ) ) def _get_number_of_nodes(self, data): ret = 1 if "left_child" in data: ret += self._get_number_of_nodes(data["left_child"]) if "right_child" in data: ret += self._get_number_of_nodes(data["right_child"]) return ret def get_number_of_leaves(self): return sum(map(lambda t: t["num_leaves"], self.to_json(internal=True))) def get_max_depth(self): return max( map( lambda t: self._get_max_depth(t["tree_structure"]), self.to_json(internal=True), ) ) def _get_max_depth(self, data): ret = [0] if "left_child" in data: ret.append(self._get_max_depth(data["left_child"])) if "right_child" in data: ret.append(self._get_max_depth(data["right_child"])) return 1 + max(ret) def get_complexity_score(self): return self.get_number_of_nodes() def hyper_to_dref(self): hyper = super().hyper_to_dref() hyper.update( { "lgbm/boosting type": self.regressor.boosting_type, "lgbm/n estimators": self.regressor.n_estimators, "lgbm/max depth": self.regressor.max_depth == -1 and "infty" or self.regressor.max_depth, "lgbm/max leaves": self.regressor.num_leaves, "lgbm/subsample": self.regressor.subsample, "lgbm/learning rate": self.regressor.learning_rate, "lgbm/min split gain": self.regressor.min_split_gain, "lgbm/min child samples": self.regressor.min_child_samples, "lgbm/alpha": self.regressor.reg_alpha, "lgbm/lambda": self.regressor.reg_lambda, } ) return hyper class XGBoostFunction(SKLearnRegressionFunction): def fit(self, param_values, data): # # # n_estimators := number of trees in forest # max_depth := maximum tree depth # eta <=> learning_rate # n_estimators : Optional[int] # Number of gradient boosted trees. Equivalent to number of boosting # rounds. # xgboost/sklearn.py: DEFAULT_N_ESTIMATORS = 100 n_estimators = int(os.getenv("DFATOOL_XGB_N_ESTIMATORS", "100")) # max_depth : Optional[int] [default=6] # Maximum tree depth for base learners. # Maximum depth of a tree. Increasing this value will make the model more complex and more likely to overfit. 0 indicates no limit on depth. Beware # that XGBoost aggressively consumes memory when training a deep tree. exact tree method requires non-zero value. # range: [0,∞] max_depth = int(os.getenv("DFATOOL_XGB_MAX_DEPTH", "6")) # max_leaves : [default=0] # Maximum number of leaves; 0 indicates no limit. # Maximum number of nodes to be added. Not used by exact tree method. max_leaves = int(os.getenv("DFATOOL_XGB_MAX_LEAVES", "0")) # learning_rate : Optional[float] [default=0.3] # Boosting learning rate (xgb's "eta") # Step size shrinkage used in update to prevents overfitting. After each boosting step, we can directly get the weights of new features, and eta # shrinks the feature weights to make the boosting process more conservative. # range: [0,1] learning_rate = float(os.getenv("DFATOOL_XGB_ETA", "0.3")) # gamma : Optional[float] [default=0] # (min_split_loss) Minimum loss reduction required to make a further partition on a # leaf node of the tree. # Minimum loss reduction required to make a further partition on a leaf node of the tree. The larger gamma is, the more conservative the algorithm will be. # range: [0,∞] gamma = float(os.getenv("DFATOOL_XGB_GAMMA", "0")) # subsample : Optional[float] [default=1] # Subsample ratio of the training instance. # Subsample ratio of the training instances. Setting it to 0.5 means that XGBoost would randomly sample half of the training data prior to growing # trees. and this will prevent overfitting. Subsampling will occur once in every boosting iteration. # range: (0,1] subsample = float(os.getenv("DFATOOL_XGB_SUBSAMPLE", "1")) # reg_alpha : Optional[float] [default=0] # L1 regularization term on weights (xgb's alpha). # L1 regularization term on weights. Increasing this value will make model more conservative. # range: [0, ∞] reg_alpha = float(os.getenv("DFATOOL_XGB_REG_ALPHA", "0")) # reg_lambda : Optional[float] [default=1] # L2 regularization term on weights (xgb's lambda). # L2 regularization term on weights. Increasing this value will make model more conservative. # range: [0, ∞] reg_lambda = float(os.getenv("DFATOOL_XGB_REG_LAMBDA", "1")) fit_parameters, self.categorical_to_index, self.ignore_index = param_to_ndarray( param_values, with_nan=False, categorical_to_scalar=self.categorical_to_scalar, ) if not self._check_fit_param(fit_parameters, "XGBoost", "param_to_ndarray"): return self fit_parameters = self._preprocess_parameters(fit_parameters, data) if not self._check_fit_param(fit_parameters, "XGBoost", "preprocessing"): return self import xgboost xgb = xgboost.XGBRegressor( n_estimators=n_estimators, max_depth=max_depth, max_leaves=max_leaves, subsample=subsample, learning_rate=learning_rate, gamma=gamma, reg_alpha=reg_alpha, reg_lambda=reg_lambda, ) xgb.fit(fit_parameters, np.reshape(data, (-1, 1))) self.fit_success = True self.regressor = xgb self._build_feature_names() if output_filename := os.getenv("DFATOOL_XGB_DUMP_MODEL", None): xgb.get_booster().dump_model( output_filename, dump_format="json", with_stats=True ) return self def to_json(self, internal=False, **kwargs): import json tempfile = f"/tmp/xgb{os.getpid()}.json" self.regressor.get_booster().dump_model( tempfile, dump_format="json", with_stats=True ) with open(tempfile, "r") as f: data = json.load(f) os.remove(tempfile) if internal: return data return list( map( lambda tree: self.tree_to_webconf_json(tree, **kwargs), data, ) ) def tree_to_webconf_json(self, tree, **kwargs): ret = dict() if "children" in tree: return { "type": "scalarSplit", "paramName": self.feature_names[int(tree["split"][1:])], "threshold": tree["split_condition"], "value": None, "left": self.tree_to_webconf_json(tree["children"][0], **kwargs), "right": self.tree_to_webconf_json(tree["children"][1], **kwargs), } else: return { "type": "static", "value": tree["leaf"], } def get_number_of_nodes(self): return sum(map(self._get_number_of_nodes, self.to_json(internal=True))) def _get_number_of_nodes(self, data): ret = 1 for child in data.get("children", list()): ret += self._get_number_of_nodes(child) return ret def get_number_of_leaves(self): return sum(map(self._get_number_of_leaves, self.to_json(internal=True))) def _get_number_of_leaves(self, data): if "leaf" in data: return 1 ret = 0 for child in data.get("children", list()): ret += self._get_number_of_leaves(child) return ret def get_max_depth(self): return max(map(self._get_max_depth, self.to_json(internal=True))) def _get_max_depth(self, data): ret = [0] for child in data.get("children", list()): ret.append(self._get_max_depth(child)) return 1 + max(ret) def get_complexity_score(self): return self.get_number_of_nodes() def hyper_to_dref(self): hyper = super().hyper_to_dref() hyper.update( { "xgb/n estimators": self.regressor.n_estimators, "xgb/max depth": self.regressor.max_depth == 0 and "infty" or self.regressor.max_depth, "xgb/max leaves": self.regressor.max_leaves == 0 and "infty" or self.regressor.max_leaves, "xgb/subsample": self.regressor.subsample, "xgb/eta": self.regressor.learning_rate, "xgb/gamma": self.regressor.gamma, "xgb/alpha": self.regressor.reg_alpha, "xgb/lambda": self.regressor.reg_lambda, } ) return hyper class SymbolicRegressionFunction(SKLearnRegressionFunction): def fit(self, param_values, data, ignore_param_indexes=None): # population_size : integer, optional (default=1000) # The number of programs in each generation. population_size = int(os.getenv("DFATOOL_SYMREG_POPULATION_SIZE", "1000")) # generations : integer, optional (default=20) # The number of generations to evolve. generations = int(os.getenv("DFATOOL_SYMREG_GENERATIONS", "20")) # tournament_size : integer, optional (default=20) # The number of programs that will compete to become part of the next # generation. tournament_size = int(os.getenv("DFATOOL_SYMREG_TOURNAMENT_SIZE", "20")) # const_range : tuple of two floats, or None, optional (default=(-1., 1.)) # The range of constants to include in the formulas. If None then no # constants will be included in the candidate programs. if cr := os.getenv("DFATOOL_SYMREG_CONST_RANGE", None): if cr == "none": const_range = None else: const_range = tuple(map(float, cr.split(","))) else: const_range = (-1.0, 1.0) # function_set : iterable, optional (default=('add', 'sub', 'mul', 'div')) # The functions to use when building and evolving programs. This iterable # can include strings to indicate either individual functions as outlined # below, or you can also include your own functions as built using the # ``make_function`` factory from the ``functions`` module. function_set = tuple( os.getenv("DFATOOL_SYMREG_FUNCTION_SET", "add sub mul div").split() ) # metric : str, optional (default='mean absolute error') # The name of the raw fitness metric. Available options include: metric = os.getenv("DFATOOL_SYMREG_METRIC", "mse") # parsimony_coefficient : float or "auto", optional (default=0.001) # This constant penalizes large programs by adjusting their fitness to # be less favorable for selection. Larger values penalize the program # more which can control the phenomenon known as 'bloat'. Bloat is when # evolution is increasing the size of programs without a significant # increase in fitness, which is costly for computation time and makes for # a less understandable final result. This parameter may need to be tuned # over successive runs. # # If "auto" the parsimony coefficient is recalculated for each generation # using c = Cov(l,f)/Var( l), where Cov(l,f) is the covariance between # program size l and program fitness f in the population, and Var(l) is # the variance of program sizes. parsimony_coefficient = float( os.getenv("DFATOOL_SYMREG_PARSIMONY_COEFFICIENT", "0.001") ) # n_jobs : integer, optional (default=1) # The number of jobs to run in parallel for `fit`. If -1, then the number # of jobs is set to the number of cores. n_jobs = int(os.getenv("DFATOOL_SYMREG_N_JOBS", "1")) # verbose : int, optional (default=0) # Controls the verbosity of the evolution building process. verbose = int(os.getenv("DFATOOL_SYMREG_VERBOSE", "0")) fit_parameters, self.categorical_to_index, self.ignore_index = param_to_ndarray( param_values, with_nan=False, categorical_to_scalar=self.categorical_to_scalar, ignore_indexes=ignore_param_indexes, ) if not self._check_fit_param( fit_parameters, "Symbolic Regression", "param_to_ndarray" ): return self fit_parameters = self._preprocess_parameters(fit_parameters, data) if not self._check_fit_param( fit_parameters, "Symbolic Regression", "preprocessing" ): return self from dfatool.gplearn.genetic import SymbolicRegressor self._build_feature_names() self.regressor = SymbolicRegressor( population_size=population_size, generations=generations, tournament_size=tournament_size, const_range=const_range, function_set=function_set, metric=metric, parsimony_coefficient=parsimony_coefficient, n_jobs=n_jobs, verbose=verbose, feature_names=self.feature_names, ) self.regressor.fit(fit_parameters, data) self.fit_success = True return self def get_complexity_score(self): rstr = str(self.regressor) return rstr.count(",") * 2 + 1 def hyper_to_dref(self): hyper = super().hyper_to_dref() hyper.update( { "symreg/population size": self.regressor.population_size, "symreg/generations": self.regressor.generations, "symreg/tournament size": self.regressor.tournament_size, "symreg/const range/min": self.regressor.const_range[0], "symreg/const range/max": self.regressor.const_range[1], "symreg/function set": " ".join(self.regressor.function_set), "symreg/metric": self.regressor.metric, "symreg/parsimony coefficient": self.regressor.parsimony_coefficient, "symreg/n jobs": self.regressor.n_jobs, } ) return hyper # first-order linear function (no feature interaction) class FOLFunction(SKLearnRegressionFunction): always_predictable = True has_eval_arr = False def fit(self, param_values, data, ignore_param_indexes=None): self.categorical_to_scalar = bool( int(os.getenv("DFATOOL_PARAM_CATEGORICAL_TO_SCALAR", "0")) ) second_order = int(os.getenv("DFATOOL_FOL_SECOND_ORDER", "0")) fit_parameters, self.categorical_to_index, self.ignore_index = param_to_ndarray( param_values, with_nan=False, categorical_to_scalar=self.categorical_to_scalar, ignore_indexes=ignore_param_indexes, ) if not self._check_fit_param(fit_parameters, "FOL", "param_to_ndarray"): return self fit_parameters = self._preprocess_parameters(fit_parameters, data) if not self._check_fit_param(fit_parameters, "FOL", "preprocessing"): return self fit_parameters = fit_parameters.swapaxes(0, 1) if second_order: num_param = fit_parameters.shape[0] rawbuf = "reg_param[0]" num_vars = 1 for i in range(num_param): if second_order == 2: rawbuf += f" + reg_param[{num_vars}] * model_param[{i}]" num_vars += 1 for j in range(i + 1, num_param): rawbuf += f" + reg_param[{num_vars}] * model_param[{i}] * model_param[{j}]" num_vars += 1 funbuf = "regression_arg(0)" num_vars = 1 for j, param_name in enumerate(self.param_names): if self.ignore_index[j]: continue else: if second_order == 2: funbuf += ( f" + regression_arg({num_vars}) * parameter({param_name})" ) num_vars += 1 for k in range(j + 1, len(self.param_names)): if self.ignore_index[j]: continue funbuf += f" + regression_arg({num_vars}) * parameter({param_name}) * parameter({self.param_names[k]})" num_vars += 1 else: num_vars = fit_parameters.shape[0] + 1 rawbuf = "reg_param[0]" for i in range(1, num_vars): rawbuf += f" + reg_param[{i}] * model_param[{i-1}]" funbuf = "regression_arg(0)" i = 1 for j, param_name in enumerate(self.param_names): if self.ignore_index[j]: continue else: funbuf += f" + regression_arg({i}) * parameter({param_name})" i += 1 self.model_function = funbuf self._function_str = "lambda reg_param, model_param:" + rawbuf self._function = eval(self._function_str) error_function = lambda P, X, y: self._function(P, X) - y self.model_args = list(np.ones((num_vars))) try: res = optimize.least_squares( error_function, self.model_args, args=(fit_parameters, data), xtol=2e-15 ) except ValueError as err: logger.warning(f"Fit failed: {err} (function: {self.model_function})") return self if res.status > 0: self.model_args = res.x self.fit_success = True else: logger.warning( f"Fit failed: {res.message} (function: {self.model_function})" ) return self def is_predictable(self, param_list=None): """ Return whether the model function can be evaluated on the given parameter values. """ return True def eval(self, param_list=None): """ Evaluate model function with specified param/arg values. Far a Staticfunction, this is just the static value """ if param_list is None: return self.value actual_param_list = list() for i, param in enumerate(param_list): if not self.ignore_index[i]: if i in self.categorical_to_index: try: actual_param_list.append(self.categorical_to_index[i][param]) except KeyError: # param was not part of training data. substitute an unused scalar. # Note that all param values which were not part of training data map to the same scalar this way. # This should be harmless. actual_param_list.append( max(self.categorical_to_index[i].values()) + 1 ) else: actual_param_list.append(int(param)) try: return self._function(self.model_args, actual_param_list) except FloatingPointError as e: logger.error( f"{e} when predicting {self._function_str}({self.model_args}, {actual_param_list}) for {param_list}, returning static value" ) return self.value except TypeError as e: logger.error( f"{e} when predicting {self._function_str}({self.model_args}, {actual_param_list}) for {param_list}" ) raise def get_complexity_score(self): return len(self.model_args) def to_dot(self, pydot, graph, feature_names, parent=None): model_function = self.model_function for i, arg in enumerate(self.model_args): model_function = model_function.replace( f"regression_arg({i})", f"{arg:.2f}" ) graph.add_node( pydot.Node(str(id(self)), label=model_function, shape="rectangle") ) def to_json(self, **kwargs): ret = super().to_json(**kwargs) ret.update( { "type": "analytic", "functionStr": self.model_function, "argCount": self.arg_count, "parameterNames": self.param_names, "regressionModel": list(self.model_args), } ) return ret def hyper_to_dref(self): hyper = super().hyper_to_dref() hyper.update( { "fol/categorical to scalar": int(self.categorical_to_scalar), } ) return hyper class AnalyticFunction(ModelFunction): """ A multi-dimensional model function, generated from a string, which can be optimized using regression. The function describes a single model attribute (e.g. TX duration or send(...) energy) and how it is influenced by model parameters such as configured bit rate or packet length. """ def __init__( self, value, function_str, parameters, num_args=0, regression_args=None, fit_by_param=None, **kwargs, ): """ Create a new AnalyticFunction object from a function string. :param function_str: the function. Refer to regression variables using regression_arg(123), to parameters using parameter(name), and to function arguments (if any) using function_arg(123). Example: "regression_arg(0) + regression_arg(1) * parameter(txbytes)" :param parameters: list containing the names of all model parameters, including those not used in function_str, sorted lexically. Sorting is mandatory, as parameter indexes (and not names) are used internally. :param num_args: number of local function arguments, if any. Set to 0 if the model attribute does not belong to a function or if function arguments are not included in the model. :param regression_args: Initial regression variable values, both for function usage and least squares optimization. If unset, defaults to [1, 1, 1, ...] """ bounds = kwargs.pop("bounds", dict()) super().__init__(value, **kwargs) self._parameter_names = parameters self._num_args = num_args self.model_function = function_str rawfunction = function_str self._dependson = [False] * (len(parameters) + num_args) self.fit_success = False self.fit_by_param = fit_by_param self.bounds = bounds if type(function_str) == str: num_vars_re = re.compile(r"regression_arg\(([0-9]+)\)") num_vars = max(map(int, num_vars_re.findall(function_str))) + 1 for i in range(len(parameters)): if rawfunction.find("parameter({})".format(parameters[i])) >= 0: self._dependson[i] = True rawfunction = rawfunction.replace( "parameter({})".format(parameters[i]), "model_param[{:d}]".format(i), ) for i in range(0, num_args): if rawfunction.find("function_arg({:d})".format(i)) >= 0: self._dependson[len(parameters) + i] = True rawfunction = rawfunction.replace( "function_arg({:d})".format(i), "model_param[{:d}]".format(len(parameters) + i), ) for i in range(num_vars): rawfunction = rawfunction.replace( "regression_arg({:d})".format(i), "reg_param[{:d}]".format(i) ) self._function_str = rawfunction self._function = eval("lambda reg_param, model_param: " + rawfunction) else: self._function_str = "raise ValueError" self._function = function_str if regression_args: self.model_args = regression_args.copy() self._fit_success = True elif type(function_str) == str: self.model_args = list(np.ones((num_vars))) else: self.model_args = [] def get_fit_data(self, by_param): """ Return training data suitable for scipy.optimize.least_squares. :param by_param: measurement data, partitioned by parameter/arg values. by_param[*] must be a list or 1-D NumPy array containing the ground truth. The parameter values (dict keys) must be numeric for all parameters this function depends on -- otherwise, the corresponding data will be left out. Parameter values must be ordered according to the order of parameter names used in the ParamFunction constructor. Argument values (if any) always come after parameters, in the order of their index in the function signature. :return: (X, Y, num_valid, num_total): X -- 2-D NumPy array of parameter combinations (model input). First dimension is the parameter/argument index, the second dimension contains its values. Example: X[0] contains the first parameter's values. Y -- 1-D NumPy array of training data (desired model output). num_valid -- amount of distinct parameter values suitable for optimization num_total -- total amount of distinct parameter values """ dimension = len(self._parameter_names) + self._num_args X = [[] for i in range(dimension)] Y = [] num_valid = 0 num_total = 0 for key, val in by_param.items(): if len(key) == dimension: valid = True num_total += 1 for i in range(dimension): if self._dependson[i] and not is_numeric(key[i]): valid = False if valid: num_valid += 1 Y.extend(val) for i in range(dimension): if self._dependson[i]: X[i].extend([float(key[i])] * len(val)) else: X[i].extend([np.nan] * len(val)) else: logger.warning( "Invalid parameter key length while gathering fit data. is {}, want {}.".format( len(key), dimension ) ) X = np.array(X) Y = np.array(Y) return X, Y, num_valid, num_total def fit(self, by_param): """ Fit the function on measurements via least squares regression. :param by_param: measurement data, partitioned by parameter/arg values The ground truth is read from by_param[*], which must be a list or 1-D NumPy array. Parameter values must be ordered according to the parameter names in the constructor. If argument values are present, they must come after parameter values in the order of their appearance in the function signature. """ X, Y, num_valid, num_total = self.get_fit_data(by_param) if num_valid > 2: lower_bounds = list() upper_bounds = list() for i in range(len(self.model_args)): if i in self.bounds and self.bounds[i][0] == "range": param_index = self._parameter_names.index(self.bounds[i][1]) lower_bounds.append(np.min(X[param_index])) upper_bounds.append(np.max(X[param_index])) self.model_args[i] = np.mean(X[param_index]) else: lower_bounds.append(dfatool_uls_min_bound) upper_bounds.append(np.inf) error_function = lambda P, X, y: self._function(P, X) - y try: res = optimize.least_squares( error_function, self.model_args, args=(X, Y), xtol=2e-15, bounds=(lower_bounds, upper_bounds), ) except ValueError as err: logger.warning(f"Fit failed: {err} (function: {self.model_function})") return if res.status > 0: self.model_args = res.x self.fit_success = True else: logger.warning( f"Fit failed: {res.message} (function: {self.model_function})" ) else: logger.debug("Insufficient amount of valid parameter keys, cannot fit") def is_predictable(self, param_list): """ Return whether the model function can be evaluated on the given parameter values. The first value corresponds to the lexically first model parameter, etc. All parameters must be set, not just the ones this function depends on. Returns False iff a parameter the function depends on is not numeric (e.g. None). """ for i, param in enumerate(param_list): if self._dependson[i] and not is_numeric(param): return False return True def eval(self, param_list): """ Evaluate model function with specified param/arg values. :param param_list: parameter values (list of float). First item corresponds to lexically first parameter, etc. :param arg_list: argument values (list of float), if arguments are used. """ try: return self._function(self.model_args, param_list) except FloatingPointError as e: logger.error( f"{e} when predicting {self._function_str}({param_list}), returning static value" ) return self.value def get_complexity_score(self): return len(self.model_args) def webconf_function_map(self): js_buf = self.model_function for i in range(len(self.model_args)): js_buf = js_buf.replace(f"regression_arg({i})", str(self.model_args[i])) for parameter_name in self._parameter_names: js_buf = js_buf.replace( f"parameter({parameter_name})", f"""param["{parameter_name}"]""" ) for arg_num in range(self._num_args): js_buf = js_buf.replace(f"function_arg({arg_num})", f"args[{arg_num}]") js_buf = "(param, args) => " + js_buf.replace("np.", "Math.") return [(f'"{self.model_function}"', js_buf)] def to_json(self, **kwargs): ret = super().to_json(**kwargs) ret.update( { "type": "analytic", "functionStr": self.model_function, "argCount": self._num_args, "parameterNames": self._parameter_names, "regressionModel": list(self.model_args), } ) return ret def to_dot(self, pydot, graph, feature_names, parent=None): model_function = self.model_function for i, arg in enumerate(self.model_args): model_function = model_function.replace( f"regression_arg({i})", f"{arg:.2f}" ) graph.add_node( pydot.Node(str(id(self)), label=model_function, shape="rectangle") ) @classmethod def from_json(cls, data): assert data["type"] == "analytic" return cls( data.get("value", 0), data["functionStr"], data["parameterNames"], data.get("argCount", 0), data["regressionModel"], ) def __repr__(self): return f"AnalyticFunction<{self.value}, {self.model_function}>" class analytic: """ Utilities for analytic description of parameter-dependent model attributes and regression analysis. provided functions: functions -- retrieve pre-defined set of regression function candidates function_powerset -- combine several per-parameter functions into a single AnalyticFunction """ _num0_8 = np.vectorize(lambda x: 8 - bin(int(x)).count("1")) _num0_16 = np.vectorize(lambda x: 16 - bin(int(x)).count("1")) _num1 = np.vectorize(lambda x: bin(int(x)).count("1")) _safe_log = np.vectorize(lambda x: np.log(np.abs(x)) if np.abs(x) > 0.001 else 1.0) _safe_inv = np.vectorize(lambda x: 1 / x if np.abs(x) > 0.001 else 1.0) _safe_sqrt = np.vectorize(lambda x: np.sqrt(np.abs(x))) _roofline = np.vectorize(lambda x, y: x if x < y else y) _function_map = { "linear": lambda x: x, "logarithmic": np.log, "logarithmic1": lambda x: np.log(x + 1), "exponential": np.exp, "square": lambda x: x**2, "inverse": lambda x: 1 / x, "sqrt": lambda x: np.sqrt(np.abs(x)), "num0_8": _num0_8, "num0_16": _num0_16, "num1": _num1, "safe_log": lambda x: np.log(np.abs(x)) if np.abs(x) > 0.001 else 1.0, "safe_inv": lambda x: 1 / x if np.abs(x) > 0.001 else 1.0, "safe_sqrt": lambda x: np.sqrt(np.abs(x)), "roofline": lambda x, y: x if x < y else y, } @staticmethod def functions(safe_functions_enabled=False): """ Retrieve pre-defined set of regression function candidates. :param safe_functions_enabled: Include "safe" variants of functions with limited argument range, e.g. a safe inverse which returns 1 when dividing by 0. Returns a dict of functions which are typical for energy/timing behaviour of embedded hardware, e.g. linear, exponential or inverse dependency on a configuration setting/runtime variable. Each function is a ParamFunction object. In most cases, two regression variables are expected. """ functions = { "linear": ParamFunction( lambda reg_param, model_param: reg_param[0] + reg_param[1] * model_param, lambda model_param: True, 2, repr_str="β₀ + β₁ * x", ), "logarithmic": ParamFunction( lambda reg_param, model_param: reg_param[0] + reg_param[1] * np.log(model_param), lambda model_param: model_param > 0, 2, repr_str="β₀ + β₁ * np.log(x)", ), "logarithmic1": ParamFunction( lambda reg_param, model_param: reg_param[0] + reg_param[1] * np.log(model_param + 1), lambda model_param: model_param > -1, 2, repr_str="β₀ + β₁ * np.log(x+1)", ), "exponential": ParamFunction( lambda reg_param, model_param: reg_param[0] + reg_param[1] * np.exp(model_param), lambda model_param: model_param <= 64, 2, repr_str="β₀ + β₁ * np.exp(x)", ), #'polynomial' : lambda reg_param, model_param: reg_param[0] + reg_param[1] * model_param + reg_param[2] * model_param ** 2, "square": ParamFunction( lambda reg_param, model_param: reg_param[0] + reg_param[1] * model_param**2, lambda model_param: True, 2, repr_str="β₀ + β₁ * x²", ), "inverse": ParamFunction( lambda reg_param, model_param: reg_param[0] + reg_param[1] / model_param, lambda model_param: model_param != 0, 2, repr_str="β₀ + β₁ * 1/x", ), "sqrt": ParamFunction( lambda reg_param, model_param: reg_param[0] + reg_param[1] * np.sqrt(model_param), lambda model_param: model_param >= 0, 2, repr_str="β₀ + β₁ * np.sqrt(x)", ), "roofline": ParamFunction( lambda reg_param, model_param: reg_param[0] + reg_param[1] * analytic._roofline(model_param, reg_param[2]), lambda model_param: True, 3, repr_str="β₀ + β₁ * roofline(x, β₂)", bounds=( ( dfatool_uls_min_bound, dfatool_uls_min_bound, dfatool_uls_min_bound, ), (np.inf, np.inf, np.inf), ), ), # "num0_8": ParamFunction( # lambda reg_param, model_param: reg_param[0] # + reg_param[1] * analytic._num0_8(model_param), # lambda model_param: True, # 2, # ), # "num0_16": ParamFunction( # lambda reg_param, model_param: reg_param[0] # + reg_param[1] * analytic._num0_16(model_param), # lambda model_param: True, # 2, # ), # "num1": ParamFunction( # lambda reg_param, model_param: reg_param[0] # + reg_param[1] * analytic._num1(model_param), # lambda model_param: True, # 2, # ), } if safe_functions_enabled or bool( int(os.getenv("DFATOOL_REGRESSION_SAFE_FUNCTIONS", "0")) ): functions.pop("logarithmic1") functions.pop("logarithmic") functions["safe_log"] = ParamFunction( lambda reg_param, model_param: reg_param[0] + reg_param[1] * analytic._safe_log(model_param), lambda model_param: True, 2, repr_str="β₀ + β₁ * safe_log(x)", ) functions.pop("inverse") functions["safe_inv"] = ParamFunction( lambda reg_param, model_param: reg_param[0] + reg_param[1] * analytic._safe_inv(model_param), lambda model_param: True, 2, repr_str="β₀ + β₁ * safe(1/x)", ) functions.pop("sqrt") functions["safe_sqrt"] = ParamFunction( lambda reg_param, model_param: reg_param[0] + reg_param[1] * analytic._safe_sqrt(model_param), lambda model_param: True, 2, repr_str="β₀ + β₁ * safe_sqrt(x)", ) if os.getenv("DFATOOL_RMT_SUBMODEL", "uls") == "fol": functions = {"linear": functions["linear"]} elif allowed_functions := os.getenv("DFATOOL_ULS_FUNCTIONS", None): allowed_functions = allowed_functions.split(",") all_functions = list(functions.keys()) for function_name in all_functions: if function_name not in allowed_functions: functions.pop(function_name) return functions @staticmethod def _fmap(reference_type, reference_name, function_type, arg_idx=None): """Map arg/parameter name and best-fit function name to function text suitable for AnalyticFunction.""" ref_str = "{}({})".format(reference_type, reference_name) if function_type == "linear": return ref_str if function_type == "logarithmic": return "np.log({})".format(ref_str) if function_type == "logarithmic1": return "np.log({} + 1)".format(ref_str) if function_type == "exponential": return "np.exp({})".format(ref_str) if function_type == "exponential": return "np.exp({})".format(ref_str) if function_type == "square": return "({})**2".format(ref_str) if function_type == "inverse": return "1/({})".format(ref_str) if function_type == "sqrt": return "np.sqrt({})".format(ref_str) if function_type == "roofline": return "analytic._roofline({}, regression_arg({}))".format(ref_str, arg_idx) return "analytic._{}({})".format(function_type, ref_str) @staticmethod def function_powerset(fit_results, parameter_names, num_args=0, **kwargs): """ Combine per-parameter regression results into a single multi-dimensional function. :param fit_results: results dict. One element per parameter, each containing a dict of the form {'best' : name of function with best fit}. Must not include parameters which do not influence the model attribute. Example: {'txpower' : {'best': 'exponential'}} :param parameter_names: Parameter names, including those left out in fit_results because they do not influence the model attribute. Must be sorted lexically. Example: ['bitrate', 'txpower'] :param num_args: number of local function arguments, if any. Set to 0 if the model attribute does not belong to a function or if function arguments are not included in the model. Returns an AnalyticFunction instantce corresponding to the combined function. """ buf = "0" arg_idx = 0 bounds = dict() for combination in powerset(fit_results.items()): buf += " + regression_arg({:d})".format(arg_idx) arg_idx += 1 for function_item in combination: if is_numeric(function_item[0]): mapkey = "function_arg" else: mapkey = "parameter" buf += " * {}".format( analytic._fmap( mapkey, function_item[0], function_item[1]["best"], arg_idx ) ) if function_item[1]["best"] == "roofline": bounds[arg_idx] = ("range", function_item[0]) arg_idx += 1 return AnalyticFunction( None, buf, parameter_names, num_args, fit_by_param=fit_results, bounds=bounds, **kwargs, )