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|
#!/usr/bin/env python3
import json
import numpy as np
import os
import re
import logging
from contextlib import contextmanager
from sklearn.metrics import r2_score
logger = logging.getLogger(__name__)
@contextmanager
def cd(path):
old_dir = os.getcwd()
os.chdir(path)
try:
yield
finally:
os.chdir(old_dir)
class NpEncoder(json.JSONEncoder):
def default(self, obj):
if isinstance(obj, np.integer):
return int(obj)
elif isinstance(obj, np.floating):
return float(obj)
elif isinstance(obj, np.ndarray):
return obj.tolist()
else:
return super(NpEncoder, self).default(obj)
def running_mean(x: np.ndarray, N: int) -> np.ndarray:
"""
Compute `N` elements wide running average over `x`.
:param x: 1-Dimensional NumPy array
:param N: how many items to average
"""
# FIXME np.insert(x, 0, [x[0] for i in range(N/2)])
# FIXME np.insert(x, -1, [x[-1] for i in range(N/2)])
# (dabei ungerade N beachten)
cumsum = np.cumsum(np.insert(x, 0, 0))
return (cumsum[N:] - cumsum[:-N]) / N
def human_readable(value, unit):
for prefix, factor in (
("p", 1e-12),
("n", 1e-9),
("µ", 1e-6),
("m", 1e-3),
("", 1),
("k", 1e3),
):
if value < 1e3 * factor:
return "{:.2f} {}{}".format(value * (1 / factor), prefix, unit)
return "{:.2f} {}".format(value, unit)
def is_numeric(n):
"""Check if `n` is numeric (i.e., it can be converted to float)."""
if n is None:
return False
try:
float(n)
return True
except ValueError:
return False
def is_power_of_two(n):
"""Check if `n` is a power of two (1, 2, 4, 8, 16, ...)."""
return n > 0 and (n & (n - 1)) == 0
def float_or_nan(n):
"""Convert `n` to float (if numeric) or NaN."""
if n is None:
return np.nan
try:
return float(n)
except ValueError:
return np.nan
def soft_cast_int(n):
"""
Convert `n` to int (if numeric) or return it as-is.
If `n` is empty, returns None.
If `n` is not numeric, it is left unchanged.
"""
if n is None or n == "":
return None
try:
return int(n)
except ValueError:
return n
def soft_cast_float(n):
"""
Convert `n` to float (if numeric) or return it as-is.
If `n` is empty, returns None.
If `n` is not numeric, it is left unchanged.
"""
if n is None or n == "":
return None
try:
return float(n)
except ValueError:
return n
def soft_cast_int_or_float(n):
"""
Convert `n` to int (if integer), float (if numeric), or return it as-is.
If `n` is empty, returns None.
If `n` is not numeric, it is left unchanged.
"""
if type(n) in (float, int):
return n
if n is None or n == "":
return None
if type(n) is str and "." in n:
return soft_cast_float(n)
return soft_cast_int(n)
def flatten(somelist):
"""
Flatten a list.
Example: flatten([[1, 2], [3], [4, 5]]) -> [1, 2, 3, 4, 5]
"""
return [item for sublist in somelist for item in sublist]
def parse_conf_str(conf_str):
"""
Parse a configuration string `k1=v1,k2=v2`... and return a dict `{'k1': v1, 'k2': v2}`...
Values are casted to float if possible and kept as-is otherwise.
"""
conf_dict = dict()
for option in conf_str.split(","):
key, value = option.split("=")
conf_dict[key] = soft_cast_float(value)
return conf_dict
def remove_index_from_tuple(parameters, index):
"""
Remove the element at `index` from tuple `parameters`.
:param parameters: tuple
:param index: index of element which is to be removed
:returns: parameters tuple without the element at index
"""
return (*parameters[:index], *parameters[index + 1 :])
def remove_indexes_from_tuple(parameters, indexes):
"""
Remove the elements at `indexes` from tuple `parameters`.
:param parameters: tuple
:param indexes: list or tuple: indexes of element which are to be removed
:returns: parameters tuple without the elements at indexes
"""
indexes = sorted(indexes)
ret = list()
last_index = 0
for index in indexes:
ret.extend(parameters[last_index:index])
last_index = index + 1
ret.extend(parameters[last_index:])
return tuple(ret)
def param_slice_eq(a, b, index):
"""
Check if by_param keys a and b are identical, ignoring the parameter at index.
parameters:
a, b -- (state/transition name, [parameter0 value, parameter1 value, ...])
index -- parameter index to ignore (0 -> parameter0, 1 -> parameter1, etc.)
Returns True iff a and b have the same state/transition name, and all
parameters at positions != index are identical.
example:
('foo', [1, 4]), ('foo', [2, 4]), 0 -> True
('foo', [1, 4]), ('foo', [2, 4]), 1 -> False
"""
if (*a[:index], *a[index + 1 :]) == (*b[:index], *b[index + 1 :]):
return True
return False
def match_parameter_values(input_param: dict, match_param: dict):
"""
Check whether one of the paramaters in `input_param` has the same value in `match_param`.
:param input_param: parameter dict of a state/transition/... measurement
:param match_param: parameter value filter
:returns: True if for all parameters k in match_param: input_param[k] == match_param[k], or if match_param is None.
"""
if match_param is None:
return True
for k, v in match_param.items():
if k in input_param and input_param[k] != v:
return False
return True
def partition_by_param(data, param_values, ignore_parameters=list()):
ret = dict()
for i, parameters in enumerate(param_values):
# ensure that parameters[param_index] = None does not affect the "param_values" entries passed to this function
parameters = list(parameters)
for param_index in ignore_parameters:
parameters[param_index] = None
param_key = tuple(parameters)
if param_key not in ret:
ret[param_key] = list()
ret[param_key].append(data[i])
return ret
def param_to_ndarray(
param_tuples, with_nan=True, categorical_to_scalar=False, ignore_indexes=list()
):
has_nan = dict()
has_non_numeric = dict()
distinct_values = dict()
category_to_scalar = dict()
logger.debug(
f"converting param_to_ndarray(with_nan={with_nan}, categorical_to_scalar={categorical_to_scalar}, ignore_indexes={ignore_indexes})"
)
for param_tuple in param_tuples:
for i, param in enumerate(param_tuple):
if not is_numeric(param):
if param is None:
has_nan[i] = True
else:
has_non_numeric[i] = True
if categorical_to_scalar and param is not None:
if not i in distinct_values:
distinct_values[i] = set()
distinct_values[i].add(param)
for i, paramset in distinct_values.items():
distinct_values[i] = sorted(paramset)
category_to_scalar[i] = dict()
for j, param_value in enumerate(distinct_values[i]):
category_to_scalar[i][param_value] = j
ignore_index = dict()
for i in range(len(param_tuples[0])):
if has_non_numeric.get(i, False) and not categorical_to_scalar:
ignore_index[i] = True
elif not with_nan and has_nan.get(i, False):
ignore_index[i] = True
else:
ignore_index[i] = False
for i in ignore_indexes:
ignore_index[i] = True
ret_tuples = list()
for param_tuple in param_tuples:
ret_tuple = list()
for i, param in enumerate(param_tuple):
if not ignore_index[i]:
if i in category_to_scalar and not is_numeric(param):
ret_tuple.append(category_to_scalar[i][param])
elif categorical_to_scalar:
ret_tuple.append(soft_cast_int_or_float(param))
else:
ret_tuple.append(param)
ret_tuples.append(ret_tuple)
return np.asarray(ret_tuples), category_to_scalar, ignore_index
def param_dict_to_list(param_dict, parameter_names, default=None):
"""
Convert {"foo": 1, "bar": 2}, ["bar", "foo", "quux"] to [2, 1, None]
"""
ret = list()
for parameter_name in parameter_names:
ret.append(param_dict.get(parameter_name, None))
return ret
def observations_enum_to_bool(observations: list, kconfig=False):
"""
Convert enum / categorical observations to boolean-only ones.
'observations' is altered in-place.
DEPRECATED.
"""
distinct_param_values = dict()
replace_map = dict()
for observation in observations:
for k, v in observation["param"].items():
if not k in distinct_param_values:
distinct_param_values[k] = set()
if v is not None:
distinct_param_values[k].add(v)
for param_name, distinct_values in distinct_param_values.items():
if len(distinct_values) > 2 and not all(
map(lambda x: x is None or is_numeric(x), distinct_values)
):
replace_map[param_name] = distinct_values
for observation in observations:
binary_keys = set()
for k, v in replace_map.items():
enum_value = observation["param"].pop(k)
for binary_key in v:
if kconfig:
if enum_value == binary_key:
observation["param"][binary_key] = "y"
else:
observation["param"][binary_key] = "n"
else:
observation["param"][binary_key] = int(enum_value == binary_key)
if binary_key in binary_keys:
print(f"Error: key '{binary_key}' is not unique")
binary_keys.add(binary_key)
def ignore_param(by_name: dict, parameter_names: list, ignored_parameters: list):
ignored_indexes = list()
unpoppable_params = list()
if ignored_parameters is None:
return
for param_name in sorted(ignored_parameters):
try:
ignored_indexes.append(parameter_names.index(param_name))
except ValueError:
unpoppable_params.append(param_name)
assert ignored_indexes == sorted(ignored_indexes)
ignored_indexes = sorted(ignored_indexes, reverse=True)
for name in by_name:
for param in by_name[name]["param"]:
for ignored_index in ignored_indexes:
param.pop(ignored_index)
for ignored_index in ignored_indexes:
parameter_names.pop(ignored_index)
if unpoppable_params:
logger.info(
f"ignore_param: Parameters {unpoppable_params} were not part of the observations to begin with"
)
def observation_dict_to_by_name(observation):
parameter_names = observation["param_names"]
by_name = observation["by_name"]
assert parameter_names == sorted(parameter_names)
for name in by_name:
for entry in by_name[name]["param"]:
if len(entry) != len(parameter_names):
logger.error(
f"by_name[{name}] has an entry with {len(entry)} parameters. I expect {len(parameter_names)} parameters."
)
assert len(entry) == len(parameter_names)
for attribute in by_name[name]["attributes"]:
by_name[name][attribute] = np.array(by_name[name][attribute])
return by_name, parameter_names
def observations_to_by_name(observations):
"""
Convert observation list to by_name dictionary for AnalyticModel analysis
:param observations: list of dicts, each representing one measurement. dict keys:
"name": name of observed state/transition/...
"param": {"parameter name": parameter value, ...},
"attribute:" {"attribute name": attribute value, ...}
:param attributes: observed attributes (i.e., ground truth). Each measurement dict must have an
entry holding the data value for each attribute. It should not be None.
:returns: tuple (by_name, parameter_names) which can be passed to AnalyticModel
"""
if type(observations) is dict:
return observation_dict_to_by_name(observations)
parameter_names = set()
attributes_by_name = dict()
by_name = dict()
for observation in observations:
if observation["name"] not in attributes_by_name:
attributes_by_name[observation["name"]] = set()
parameter_names.update(observation["param"].keys())
attributes_by_name[observation["name"]].update(observation["attribute"].keys())
name = observation["name"]
if name not in by_name:
attributes = list(attributes_by_name[observation["name"]])
by_name[name] = {"attributes": attributes, "param": list()}
for attribute in attributes:
by_name[name][attribute] = list()
parameter_names = sorted(parameter_names)
for observation in observations:
name = observation["name"]
by_name[name]["param"].append(
param_dict_to_list(observation["param"], parameter_names)
)
for attribute in attributes_by_name[name]:
if attribute not in observation["attribute"]:
raise ValueError(
f"""Attribute "{attribute}" missing in observation "{name}". Parameters = {observation["param"]}"""
)
if observation["attribute"][attribute] is None:
raise ValueError(
f"""Attribute "{attribute}" of observation "{name}" is None. This is not allowed. Parameters = {observation["param"]}"""
)
by_name[name][attribute].append(observation["attribute"][attribute])
for name in by_name:
for attribute in attributes_by_name[name]:
by_name[name][attribute] = np.array(by_name[name][attribute])
return by_name, parameter_names
def by_name_to_by_param(by_name: dict):
"""
Convert aggregation by name to aggregation by name and parameter values.
"""
by_param = dict()
for name in by_name.keys():
for i, parameters in enumerate(by_name[name]["param"]):
param_key = (name, tuple(parameters))
if param_key not in by_param:
by_param[param_key] = dict()
for key in by_name[name].keys():
by_param[param_key][key] = list()
by_param[param_key]["attributes"] = by_name[name]["attributes"]
# special case for PTA models
if "isa" in by_name[name]:
by_param[param_key]["isa"] = by_name[name]["isa"]
for attribute in by_name[name]["attributes"]:
by_param[param_key][attribute].append(by_name[name][attribute][i])
if "supports" in by_name[name]:
for support in by_name[name]["supports"]:
by_param[param_key][support].append(by_name[name][support][i])
# Required for match_parameter_valuse in _try_fits
by_param[param_key]["param"].append(by_name[name]["param"][i])
return by_param
def by_param_to_by_name(by_param: dict) -> dict:
"""
Convert aggregation by name and parameter values to aggregation by name only.
"""
by_name = dict()
for param_key in by_param.keys():
name, _ = param_key
if name not in by_name:
by_name[name] = dict()
for key in by_param[param_key].keys():
by_name[name][key] = list()
by_name[name]["attributes"] = by_param[param_key]["attributes"]
# special case for PTA models
if "isa" in by_param[param_key]:
by_name[name]["isa"] = by_param[param_key]["isa"]
for attribute in by_name[name]["attributes"]:
by_name[name][attribute].extend(by_param[param_key][attribute])
if "supports" in by_param[param_key]:
for support in by_param[param_key]["supports"]:
by_name[name][support].extend(by_param[param_key][support])
by_name[name]["param"].extend(by_param[param_key]["param"])
for name in by_name.keys():
for attribute in by_name[name]["attributes"]:
by_name[name][attribute] = np.array(by_name[name][attribute])
return by_name
def normalize_nfp_in_aggregate(aggregate, nfp_norm):
for name in aggregate.keys():
for new_name, old_name, norm_function in nfp_norm:
if old_name in aggregate[name]["attributes"]:
aggregate[name][new_name] = norm_function(aggregate[name].pop(old_name))
aggregate[name]["attributes"].remove(old_name)
aggregate[name]["attributes"].append(new_name)
def shift_param_in_aggregate(aggregate, parameters, parameter_shift):
"""
Remove entries which do not have certain parameter values from `aggregate`.
:param aggregate: aggregated measurement data, must be a dict conforming to
aggregate[state or transition name]['param'] = (first parameter value, second parameter value, ...)
and
aggregate[state or transition name]['attributes'] = [list of keys with measurement data, e.g. 'power' or 'duration']
:param parameters: list of parameters, used to map parameter index to parameter name. parameters=['foo', ...] means 'foo' is the first parameter
:param parameter_shift: [[name, function], [name, function], ...] list of parameter values to alter.
"""
for param_name, param_shift_function in parameter_shift:
if param_name == "*":
for name in aggregate.keys():
for param_list in aggregate[name]["param"]:
for param_index in range(len(param_list)):
param_list[param_index] = param_shift_function(
param_list[param_index]
)
else:
param_index = parameters.index(param_name)
for name in aggregate.keys():
for param_list in aggregate[name]["param"]:
if param_list[param_index] is not None:
param_list[param_index] = param_shift_function(
param_list[param_index]
)
def filter_aggregate_by_observation(aggregate, observation_filter):
if observation_filter is None:
return
to_pop = dict()
for name in aggregate.keys():
to_pop[name] = list()
for attribute in aggregate[name]["attributes"]:
if (name, attribute) not in observation_filter:
to_pop[name].append(attribute)
for name, attributes in to_pop.items():
for attribute in attributes:
aggregate[name]["attributes"].remove(attribute)
aggregate[name].pop(attribute)
if len(aggregate[name]["attributes"]) == 0:
aggregate.pop(name)
def filter_aggregate_by_param(aggregate, parameters, parameter_filter):
"""
Remove entries which do not have certain parameter values from `aggregate`.
:param aggregate: aggregated measurement data, must be a dict conforming to
aggregate[state or transition name]['param'] = (first parameter value, second parameter value, ...)
and
aggregate[state or transition name]['attributes'] = [list of keys with measurement data, e.g. 'power' or 'duration']
:param parameters: list of parameters, used to map parameter index to parameter name. parameters=['foo', ...] means 'foo' is the first parameter
:param parameter_filter: [[name, value], [name, value], ...] list of parameter values to keep, all others are removed. Values refer to normalizad parameter data.
"""
for param_name, condition, param_value in parameter_filter:
try:
param_index = parameters.index(param_name)
except ValueError:
logger.error(f"Unknown parameter '{param_name}'")
continue
param_value = soft_cast_int(param_value)
names_to_remove = set()
if condition == "<":
condf = (
lambda x: x[param_index] is not None and x[param_index] < param_value
)
elif condition == "≤":
condf = (
lambda x: x[param_index] is not None and x[param_index] <= param_value
)
elif condition == "=":
condf = lambda x: x[param_index] == param_value
elif condition == "≠":
condf = lambda x: x[param_index] != param_value
elif condition == "≥":
condf = (
lambda x: x[param_index] is not None and x[param_index] >= param_value
)
elif condition == ">":
condf = (
lambda x: x[param_index] is not None and x[param_index] > param_value
)
elif condition == "∈":
param_values = tuple(map(soft_cast_int, param_value.split(",")))
condf = lambda x: x[param_index] in param_values
for name in aggregate.keys():
indices_to_keep = list(map(condf, aggregate[name]["param"]))
aggregate[name]["param"] = list(
map(
lambda iv: iv[1],
filter(
lambda iv: indices_to_keep[iv[0]],
enumerate(aggregate[name]["param"]),
),
)
)
if len(indices_to_keep) == 0:
logger.debug("??? {}->{}".format(parameter_filter, name))
names_to_remove.add(name)
else:
for attribute in aggregate[name]["attributes"]:
aggregate[name][attribute] = aggregate[name][attribute][
indices_to_keep
]
if len(aggregate[name][attribute]) == 0:
names_to_remove.add(name)
for name in names_to_remove:
aggregate.pop(name)
def detect_outliers_in_aggregate(aggregate, z_limit=10, remove_outliers=False):
for name in aggregate.keys():
indices_to_remove = set()
attributes = list()
for attribute in aggregate[name]["attributes"]:
data = aggregate[name][attribute]
z_scores = (data - np.mean(data)) / np.std(data)
outliers = np.abs(z_scores) > z_limit
if np.any(outliers) and remove_outliers:
indices_to_remove = indices_to_remove.union(
np.arange(len(outliers))[outliers]
)
attributes.append(attribute)
elif np.any(outliers):
logger.info(
f"{name} {attribute} has {len(z_scores[outliers])} outliers"
)
if indices_to_remove:
# Assumption: len(aggregate[name][attribute]) is the same for each
# attribute.
logger.info(
f"Removing outliers {indices_to_remove} from {name}. Affected attributes: {attributes}"
)
indices_to_keep = map(
lambda x: x not in indices_to_remove, np.arange(len(outliers))
)
indices_to_keep = np.array(list(indices_to_keep))
for attribute in aggregate[name]["attributes"]:
aggregate[name][attribute] = aggregate[name][attribute][indices_to_keep]
aggregate[name]["param"] = list(
map(
lambda iv: iv[1],
filter(
lambda iv: indices_to_keep[iv[0]],
enumerate(aggregate[name]["param"]),
),
)
)
def aggregate_measures(predicted: float, ground_truth: list) -> dict:
"""
Calculate error measures for a single predicted value compared to a ground truth list
arguments:
predicted -- predicted value, i.e. model output (float or int)
ground_truth -- real-world / reference values (list of float or int)
return value:
See regression_measures
"""
predicted_array = np.array([predicted] * len(ground_truth))
return regression_measures(predicted_array, np.array(ground_truth))
def regression_measures(predicted: np.ndarray, ground_truth: np.ndarray):
"""
Calculate error measures by comparing predicted values to ground truth.
arguments:
predicted -- model output (np.ndarray)
ground_truth -- real-world / reference values (np.ndarray)
Returns a dict containing the following measures:
mae -- Mean Absolute Error
mape -- Mean Absolute Percentage Error,
if all items in ground_truth are non-zero (NaN otherwise)
smape -- Symmetric Mean Absolute Percentage Error,
if no 0,0-pairs are present in ground_truth and predicted (NaN otherwise)
p50 -- Median Absolute Error (as in: the median of the list of absolute
prediction errors aka. 50th percentile error)
p90 -- 90th percentile absolute error
p95 -- 95th percentile absolute error
p99 -- 99th percentile absolute error
msd -- Mean Square Deviation
rmsd -- Root Mean Square Deviation
ssr -- Sum of Squared Residuals
rsq -- R^2 measure, see sklearn.metrics.r2_score
count -- Number of values
"""
if type(predicted) != np.ndarray:
raise ValueError(
"first arg ('predicted') must be ndarray, is {}".format(type(predicted))
)
if type(ground_truth) != np.ndarray:
raise ValueError(
"second arg ('ground_truth') must be ndarray, is {}".format(
type(ground_truth)
)
)
deviations = predicted - ground_truth
if len(deviations) == 0:
return {}
p50, p90, p95, p99 = np.percentile(np.abs(deviations), (50, 90, 95, 99))
measures = {
"mae": np.mean(np.abs(deviations), dtype=np.float64),
"p50": p50,
"p90": p90,
"p95": p95,
"p99": p99,
"msd": np.mean(deviations**2, dtype=np.float64),
"rmsd": np.sqrt(np.mean(deviations**2), dtype=np.float64),
"ssr": np.sum(deviations**2, dtype=np.float64),
"rsq": r2_score(ground_truth, predicted),
"count": len(ground_truth),
}
if np.all(ground_truth != 0):
# MAPE is generalle considered to be a bad metric
measures["mape"] = np.mean(np.abs(deviations / ground_truth)) * 100
else:
measures["mape"] = np.nan
if np.all(np.abs(predicted) + np.abs(ground_truth) != 0):
measures["smape"] = (
np.mean(
np.abs(deviations) / ((np.abs(predicted) + np.abs(ground_truth)) / 2)
)
* 100
)
else:
measures["smape"] = np.nan
return measures
class OptionalTimingAnalysis:
def __init__(self, enabled=True):
self.enabled = enabled
self.wrapped_lines = list()
self.index = 1
def get_header(self):
ret = ""
if self.enabled:
ret += "#define TIMEIT(index, functioncall) "
ret += "counter.start(); "
ret += "functioncall; "
ret += "counter.stop();"
ret += 'kout << endl << index << " :: " << counter.value << "/" << counter.overflow << endl;\n'
return ret
def wrap_codeblock(self, codeblock):
if not self.enabled:
return codeblock
lines = codeblock.split("\n")
ret = list()
for line in lines:
if re.fullmatch(".+;", line):
ret.append("TIMEIT( {:d}, {} )".format(self.index, line))
self.wrapped_lines.append(line)
self.index += 1
else:
ret.append(line)
return "\n".join(ret)
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