Esempio n. 1
0
def main():
    """
    Get data from db and save it as csv
    """

    bq = BQHandler()
    io = IO(gs_bucket=options.gs_bucket)
    viz = Viz(io=io)

    starttime, endtime = io.get_dates(options)
    logging.info('Using dataset {} and time range {} - {}'.format(
        options.feature_dataset, starttime.strftime('%Y-%m-%d'),
        endtime.strftime('%Y-%m-%d')))

    all_param_names = options.label_params + options.feature_params + options.meta_params
    aggs = io.get_aggs_from_param_names(options.feature_params)

    if options.model == 'rf':
        model = RandomForestRegressor(
            n_estimators=options.n_estimators,
            n_jobs=-1,
            min_samples_leaf=options.min_samples_leaf,
            min_samples_split=options.min_samples_split,
            max_features=options.max_features,
            max_depth=options.max_depth,
            bootstrap=options.bootstrap)
    elif options.model == 'lr':
        model = SGDRegressor(warm_start=True,
                             max_iter=options.n_loops,
                             shuffle=options.shuffle,
                             power_t=options.power_t,
                             penalty=options.regularizer,
                             learning_rate=options.learning_rate,
                             eta0=options.eta0,
                             alpha=options.alpha,
                             tol=0.0001)
    elif options.model == 'svr':
        model = SVR()
    elif options.model == 'ard':
        model = ARDRegression(n_iter=options.n_loops,
                              alpha_1=options.alpha_1,
                              alpha_2=options.alpha_2,
                              lambda_1=options.lambda_1,
                              lambda_2=options.lambda_2,
                              threshold_lambda=options.threshold_lambda,
                              fit_intercept=options.fit_intercept,
                              copy_X=options.copy_X)
    elif options.model == 'gp':
        k_long_term = 66.0**2 * RBF(length_scale=67.0)
        k_seasonal = 2.4**2 * RBF(length_scale=90.0) * ExpSineSquared(
            length_scale=150, periodicity=1.0, periodicity_bounds=(0, 10000))
        k_medium_term = 0.66**2 * RationalQuadratic(length_scale=1.2,
                                                    alpha=0.78)
        k_noise = 0.18**2 * RBF(length_scale=0.134) + WhiteKernel(
            noise_level=0.19**2)
        #kernel_gpml = k_long_term + k_seasonal + k_medium_term + k_noise
        kernel_gpml = k_long_term + k_seasonal + k_medium_term + k_noise

        model = GaussianProcessRegressor(
            kernel=kernel_gpml,  #alpha=0,
            optimizer=None,
            normalize_y=True)
    elif options.model == 'llasso':
        model = LocalizedLasso(num_iter=options.n_loops,
                               batch_size=options.batch_size)
    elif options.model == 'nlasso':
        model = NetworkLasso(num_iter=options.n_loops,
                             batch_size=options.batch_size)

        graph_data = pd.read_csv(options.graph_data,
                                 names=[
                                     'date', 'start_hour', 'src', 'dst',
                                     'type', 'sum_delay', 'sum_ahead',
                                     'add_delay', 'add_ahead', 'train_count'
                                 ])

        #stations_to_pick = options.stations_to_pick.split(',')
        #graph = model.fetch_connections(graph_data, stations_to_pick)
        model.fetch_connections(graph_data)

    if options.pca:
        ipca = IncrementalPCA(n_components=options.pca_components,
                              whiten=options.whiten,
                              copy=False)

    rmses, maes, r2s, skills, start_times, end_times, end_times_obj = [], [], [], [], [], [], []
    X_complete = []  # Used for feature selection

    start = starttime
    end = start + timedelta(days=int(options.day_step),
                            hours=int(options.hour_step))
    if end > endtime: end = endtime

    while end <= endtime and start < end:
        logging.info('Processing time range {} - {}'.format(
            start.strftime('%Y-%m-%d %H:%M'), end.strftime('%Y-%m-%d %H:%M')))

        # Load data ############################################################
        try:
            logging.info('Reading data...')
            data = bq.get_rows(start,
                               end,
                               loc_col='trainstation',
                               project=options.project,
                               dataset=options.feature_dataset,
                               table=options.feature_table,
                               parameters=all_param_names,
                               only_winters=options.only_winters)
            data = io.filter_train_type(labels_df=data,
                                        train_types=options.train_types,
                                        sum_types=True,
                                        train_type_column='train_type',
                                        location_column='trainstation',
                                        time_column='time',
                                        sum_columns=['train_count', 'delay'],
                                        aggs=aggs)

            # Filter only timesteps with large distribution in the whole network
            if options.filter_delay_limit is not None:
                data = io.filter_delay_with_limit(data,
                                                  options.filter_delay_limit)

            if options.y_avg_hours is not None:
                data = io.calc_running_delay_avg(data, options.y_avg_hours)

            if options.y_avg:
                data = io.calc_delay_avg(data)

            data.sort_values(by=['time', 'trainstation'], inplace=True)

            if options.impute:
                logging.info('Imputing missing values...')
                data.drop(columns=['train_type'], inplace=True)
                data = imputer.fit_transform(data)
                data.loc[:, 'train_type'] = None

            if options.month:
                logging.info('Adding month to the dataset...')
                data['month'] = data['time'].map(lambda x: x.month)
                if 'month' not in options.feature_params:
                    options.feature_params.append('month')

            if options.model == 'ard' and len(data) > options.n_samples:
                logging.info('Sampling {} values from data...'.format(
                    options.n_samples))
                data = data.sample(options.n_samples)

            l_data = data.loc[:, options.label_params]
            f_data = data.loc[:, options.feature_params]

        except ValueError as e:
            f_data, l_data = [], []

        if len(f_data) < 2 or len(l_data) < 2:
            start = end
            end = start + timedelta(days=int(options.day_step),
                                    hours=int(options.hour_step))
            continue

        logging.info('Processing {} rows...'.format(len(f_data)))

        train, test = train_test_split(data, test_size=0.1)
        X_train = train.loc[:,
                            options.feature_params].astype(np.float32).values
        y_train = train.loc[:, options.label_params].astype(
            np.float32).values.ravel()
        X_test = test.loc[:, options.feature_params].astype(np.float32).values
        y_test = test.loc[:, options.label_params].astype(
            np.float32).values.ravel()

        logging.debug('Features shape: {}'.format(X_train.shape))

        if options.normalize:
            logging.info('Normalizing data...')
            xscaler, yscaler = StandardScaler(), StandardScaler()

            X_train = xscaler.fit_transform(X_train)
            X_test = xscaler.transform(X_test)

            if len(options.label_params) == 1:
                y_train = yscaler.fit_transform(y_train.reshape(-1, 1)).ravel()
                #y_test = yscaler.transform(y_test.reshape(-1, 1)).ravel()
            else:
                y_train = yscaler.fit_transform(y_train)
                #y_test = yscaler.transform(y_test)

        if options.pca:
            logging.info('Doing PCA analyzis for the data...')
            X_train = ipca.fit_transform(X_train)
            fname = options.output_path + '/ipca_explained_variance.png'
            viz.explained_variance(ipca, fname)
            #io._upload_to_bucket(filename=fname, ext_filename=fname)
            X_test = ipca.fit_transform(X_test)

        if options.model == 'llasso':
            graph_data = pd.read_csv(options.graph_data,
                                     names=[
                                         'date', 'start_hour', 'src', 'dst',
                                         'type', 'sum_delay', 'sum_ahead',
                                         'add_delay', 'add_ahead',
                                         'train_count'
                                     ])
            graph = model.fetch_connections(graph_data)

        logging.debug('Features shape after pre-processing: {}'.format(
            X_train.shape))

        # FIT ##################################################################

        if options.cv:
            logging.info('Doing random search for hyper parameters...')

            if options.model == 'rf':
                param_grid = {
                    "n_estimators": [10, 100, 200, 800],
                    "max_depth": [3, 20, None],
                    "max_features": ["auto", "sqrt", "log2", None],
                    "min_samples_split": [2, 5, 10],
                    "min_samples_leaf": [1, 2, 4, 10],
                    "bootstrap": [True, False]
                }
            elif options.model == 'lr':
                param_grid = {
                    "penalty": [None, 'l2', 'l1'],
                    "alpha": [0.00001, 0.0001, 0.001, 0.01, 0.1],
                    "l1_ratio": [0.1, 0.15, 0.2, 0.5],
                    "shuffle": [True, False],
                    "learning_rate": ['constant', 'optimal', 'invscaling'],
                    "eta0": [0.001, 0.01, 0.1],
                    "power_t": [0.1, 0.25, 0.5]
                }
            elif options.model == 'svr':
                param_grid = {
                    "C": [0.001, 0.01, 0.1, 1, 10],
                    "epsilon": [0.01, 0.1, 0.5],
                    "kernel":
                    ['rbf', 'linear', 'poly', 'sigmoid', 'precomputed'],
                    "degree": [2, 3, 4],
                    "shrinking": [True, False],
                    "gamma": [0.001, 0.01, 0.1],
                    "coef0": [0, 0.1, 1]
                }
            else:
                raise ("No param_grid set for given model ({})".format(
                    options.model))

            random_search = RandomizedSearchCV(model,
                                               param_distributions=param_grid,
                                               n_iter=int(
                                                   options.n_iter_search),
                                               n_jobs=-1)

            random_search.fit(X_train, y_train)
            logging.info("RandomizedSearchCV done.")
            fname = options.output_path + '/random_search_cv_results.txt'
            io.report_cv_results(random_search.cv_results_, fname)
            #io._upload_to_bucket(filename=fname, ext_filename=fname)
            sys.exit()
        else:
            logging.info('Training...')
            if options.model in ['rf', 'svr', 'ard', 'gp']:
                model.fit(X_train, y_train)
                if options.feature_selection:
                    X_complete = X_train
                    y_complete = y_train
                    meta_complete = data.loc[:, options.meta_params]
            elif options.model in ['llasso']:
                model.fit(X_train,
                          y_train,
                          stations=train.loc[:, 'trainstation'].values)
            elif options.model in ['nlasso']:
                model.partial_fit(X_train,
                                  y_train,
                                  stations=train.loc[:, 'trainstation'].values)
            else:
                model.partial_fit(X_train, y_train)
                if options.feature_selection:
                    try:
                        X_complete = np.append(X_complete, X_train)
                        y_complete = np.append(Y_complete, y_train)
                        meta_complete = meta_complete.append(
                            data.loc[:, options.meta_params])
                    except (ValueError, NameError):
                        X_complete = X_train
                        y_complete = y_train
                        meta_complete = data.loc[:, options.meta_params]

        # EVALUATE #############################################################

        # Check training score to estimate amount of overfitting
        # Here we assume that we have a datetime index (from time columns)
        y_pred_train = model.predict(X_train)
        rmse_train = np.sqrt(mean_squared_error(y_train, y_pred_train))
        mae_train = np.sqrt(mean_squared_error(y_train, y_pred_train))
        logging.info('Training data RMSE: {} and MAE: {}'.format(
            rmse_train, mae_train))

        #try:
        if True:
            print(train)
            #range = ('2013-02-01','2013-02-28')
            range = ('2010-01-01', '2010-01-02')
            X_train_sample = train.loc[range[0]:range[1],
                                       options.feature_params].astype(
                                           np.float32).values

            target = train.loc[range[0]:range[1], options.label_params].astype(
                np.float32).values.ravel()
            y_pred_sample = model.predict(X_train_sample)

            times = train.loc[range[0]:range[1], 'time'].values
            df = pd.DataFrame(times + y_pred_sample)
            print(df)
            sys.exit()

            # Draw visualisation
            fname = '{}/timeseries_training_data.png'.format(
                options.output_path)
            viz.plot_delay(times, target, y_pred,
                           'Delay for station {}'.format(stationName), fname)

            fname = '{}/scatter_all_stations.png'.format(options.vis_path)
            viz.scatter_predictions(times,
                                    target,
                                    y_pred,
                                    savepath=options.vis_path,
                                    filename='scatter_{}'.format(station))
        #except KeyError:
        #    pass

        # Mean delay over the whole dataset (both train and validation),
        # used to calculate Brier Skill
        if options.y_avg:
            mean_delay = 3.375953418071136
        else:
            mean_delay = 6.011229358531166

        if options.model == 'llasso':
            print('X_test shape: {}'.format(X_test.shape))
            y_pred, weights = model.predict(X_test,
                                            test.loc[:, 'trainstation'].values)
        else:
            y_pred = model.predict(X_test)

        if options.normalize:
            y_pred = yscaler.inverse_transform(y_pred)

        rmse = np.sqrt(mean_squared_error(y_test, y_pred))
        mae = mean_absolute_error(y_test, y_pred)
        r2 = r2_score(y_test, y_pred)
        rmse_stat = math.sqrt(
            mean_squared_error(y_test, np.full_like(y_test, mean_delay)))
        skill = 1 - rmse / rmse_stat

        rmses.append(rmse)
        maes.append(mae)
        r2s.append(r2)
        skills.append(skill)
        start_times.append(start.strftime('%Y-%m-%dT%H:%M:%S'))
        end_times.append(end.strftime('%Y-%m-%dT%H:%M:%S'))
        end_times_obj.append(end)

        if options.model in ['rf', 'lr', 'ard', 'gp']:
            logging.info('R2 score for training: {}'.format(
                model.score(X_train, y_train)))

        logging.info('RMSE: {}'.format(rmse))
        logging.info('MAE: {}'.format(mae))
        logging.info('R2 score: {}'.format(r2))
        logging.info('Brier Skill Score score: {}'.format(skill))

        start = end
        end = start + timedelta(days=int(options.day_step),
                                hours=int(options.hour_step))
        if end > endtime: end = endtime

    # SAVE #####################################################################
    io.save_scikit_model(model,
                         filename=options.save_file,
                         ext_filename=options.save_file)
    if options.normalize:
        fname = options.save_path + '/xscaler.pkl'
        io.save_scikit_model(xscaler, filename=fname, ext_filename=fname)
        fname = options.save_path + '/yscaler.pkl'
        io.save_scikit_model(yscaler, filename=fname, ext_filename=fname)

    if options.model == 'rf':
        fname = options.output_path + '/rfc_feature_importance.png'
        viz.rfc_feature_importance(model.feature_importances_,
                                   fname,
                                   feature_names=options.feature_params)
        #io._upload_to_bucket(filename=fname, ext_filename=fname)

    try:
        fname = options.output_path + '/learning_over_time.png'
        viz.plot_learning_over_time(end_times_obj,
                                    rmses,
                                    maes,
                                    r2s,
                                    filename=fname)
        #io._upload_to_bucket(filename=fname, ext_filename=fname)
    except Exception as e:
        logging.error(e)

    error_data = {
        'start_times': start_times,
        'end_times': end_times,
        'rmse': rmses,
        'mae': maes,
        'r2': r2s,
        'skill': skills
    }
    fname = '{}/training_time_validation_errors.csv'.format(
        options.output_path)
    io.write_csv(error_data, filename=fname, ext_filename=fname)

    # FEATURE SELECTION ########################################################
    if options.feature_selection:
        logging.info('Doing feature selection...')
        selector = SelectFromModel(model, prefit=True)
        print(pd.DataFrame(data=X_complete))
        X_selected = selector.transform(X_complete)

        selected_columns = f_data.columns.values[selector.get_support()]
        logging.info(
            'Selected following parameters: {}'.format(selected_columns))
        data_sel = meta_complete.join(
            pd.DataFrame(data=y_complete, columns=options.label_params)).join(
                pd.DataFrame(data=X_selected, columns=selected_columns))

        print(pd.DataFrame(data=X_selected, columns=selected_columns))
        print(data_sel)
Esempio n. 2
0
def main():
    """
    Get data from db and save it as csv
    """

    bq = BQHandler()
    io = IO(gs_bucket=options.gs_bucket)
    viz = Viz(io)

    starttime, endtime = io.get_dates(options)
    logging.info('Using dataset {} and time range {} - {}'.format(
        options.feature_dataset, starttime.strftime('%Y-%m-%d'),
        endtime.strftime('%Y-%m-%d')))

    all_param_names = options.label_params + options.feature_params + options.meta_params
    aggs = io.get_aggs_from_param_names(options.feature_params)

    if options.model == 'bgm':
        model = BayesianGaussianMixture(
            weight_concentration_prior_type="dirichlet_process",
            n_components=options.n_components)
    elif options.model == 'gaussiannb':
        model = GaussianNB()
    elif options.model == 'rfc':
        model = RandomForestClassifier(n_jobs=-1)
    elif options.model == 'svc':
        params = {'kernel': 'rbf', 'gamma': 0.5, 'C': 1, 'probability': True}
        model = SVC(**params)
    else:
        raise (
            'Model not specificied or wrong. Add for example "model: bgm" to config file.'
        )

    if options.pca:
        ipca = IncrementalPCA(n_components=options.pca_components,
                              whiten=options.whiten,
                              copy=False)

    sum_columns = ['delay']
    if options.reason_code_table is not None:
        sum_columns = ['count']

    logging.info('Reading data...')
    data = bq.get_rows(starttime,
                       endtime,
                       loc_col='trainstation',
                       project=options.project,
                       dataset=options.feature_dataset,
                       table=options.feature_table,
                       parameters=all_param_names,
                       reason_code_table=options.reason_code_table,
                       only_winters=options.only_winters)

    data = io.filter_train_type(labels_df=data,
                                train_types=options.train_types,
                                sum_types=True,
                                train_type_column='train_type',
                                location_column='trainstation',
                                time_column='time',
                                sum_columns=sum_columns,
                                aggs=aggs)

    # Sorting is actually not necessary. It's been useful for debugging.
    data.sort_values(by=['time', 'trainstation'], inplace=True)
    data.set_index('time', inplace=True)

    logging.info('Data contain {} rows...'.format(len(data)))

    logging.info('Adding binary class to the dataset with limit {}...'.format(
        options.delay_limit))
    #logging.info('Adding binary class to the dataset with limit {}...'.format(limit))
    #data['class'] = data['count'].map(lambda x: 1 if x > options.delay_count_limit else -1)
    data['class'] = data['delay'].map(lambda x: 1
                                      if x > options.delay_limit else -1)
    io.log_class_dist(data.loc[:, 'class'].values, labels=[-1, 1])

    if options.balance:
        logging.info('Balancing dataset...')
        count = data.groupby('class').size().min()
        data = pd.concat([
            data.loc[data['class'] == -1].sample(n=count),
            data.loc[data['class'] == 1].sample(n=count)
        ])
        io.log_class_dist(data.loc[:, 'class'].values, labels=[-1, 1])

    if options.month:
        logging.info('Adding month to the dataset...')
        data['month'] = data.index.map(lambda x: x.month)
        options.feature_params.append('month')

    target = data.loc[:, 'class'].astype(np.int32).values.ravel()
    features = data.loc[:, options.feature_params].astype(np.float32).values

    X_train, X_test, y_train, y_test = train_test_split(features,
                                                        target,
                                                        test_size=0.3)

    if options.normalize:
        logging.info('Normalizing data...')
        scaler = StandardScaler()
        X_train = scaler.fit_transform(X_train)
        X_test = scaler.transform(X_test)

    logging.debug('Features shape after pre-processing: {}'.format(
        X_train.shape))

    if options.cv:
        logging.info('Doing random search for hyper parameters...')
        if options.model == 'bgm':
            param_grid = {
                "n_components": [1, 2, 4, 8, 16],
                "covariance_type": ['full', 'tied', 'diag', 'spherical'],
                "init_params": ['kmeans', 'random']
            }
        elif options.model == 'rfc':
            raise ("Not implemented. Get back to work!")
        elif options.model == 'svc':

            features_compinations = [
                [
                    'lat', 'lon', 'pressure', 'max_temperature',
                    'min_temperature', 'mean_temperature', 'mean_dewpoint',
                    'mean_humidity', 'mean_winddirection', 'mean_windspeedms',
                    'max_windgust', 'max_precipitation1h', 'max_snowdepth',
                    'max_n', 'min_vis', 'min_clhb', 'max_precipitation3h'
                ],
                [
                    'pressure', 'max_temperature', 'min_temperature',
                    'mean_temperature', 'mean_dewpoint', 'mean_humidity',
                    'mean_winddirection', 'mean_windspeedms', 'max_windgust',
                    'max_precipitation1h', 'max_snowdepth', 'max_n', 'min_vis',
                    'min_clhb', 'max_precipitation3h'
                ],
                [
                    'pressure', 'min_temperature', 'mean_dewpoint',
                    'mean_winddirection', 'mean_windspeedms', 'max_windgust',
                    'max_precipitation1h', 'max_snowdepth', 'max_n', 'min_vis',
                    'min_clhb', 'max_precipitation3h'
                ],
                [
                    'pressure', 'min_temperature', 'mean_dewpoint',
                    'mean_winddirection', 'mean_windspeedms', 'max_snowdepth',
                    'max_n', 'min_vis', 'min_clhb', 'max_precipitation3h'
                ],
                [
                    'pressure', 'min_temperature', 'mean_dewpoint',
                    'mean_winddirection', 'mean_windspeedms', 'max_snowdepth',
                    'max_n', 'min_vis', 'min_clhb', 'max_precipitation1h'
                ],
                [
                    'pressure', 'min_temperature', 'mean_dewpoint',
                    'mean_winddirection', 'mean_windspeedms', 'max_snowdepth',
                    'min_vis', 'max_precipitation1h'
                ],
                [
                    'pressure', 'min_temperature', 'mean_winddirection',
                    'mean_windspeedms', 'max_snowdepth', 'max_precipitation1h'
                ]
            ]

            param_grid = {
                "C": [0.0001, 0.001, 0.01, 0.1, 1],
                "kernel": ['rbf', 'poly'],
                "degree": [2, 3],
                "gamma": [0.5],
                "coef0": [0.1],
                "probability": [True],
                "features": features_compinations
            }

            from lib.svc import SVCF
            model = SVCF(all_features=options.feature_params)
        else:
            raise ("No param_grid set for given model ({})".format(
                options.model))

        print(model.get_params().keys())

        ftwo_scorer = make_scorer(fbeta_score, beta=2)
        scoring = {
            'accuracy': 'accuracy',
            'precision': 'precision',
            'recall': 'recall',
            'f1': 'f1',
            'f2': ftwo_scorer
        }

        random_search = RandomizedSearchCV(model,
                                           param_distributions=param_grid,
                                           n_iter=int(options.n_iter_search),
                                           verbose=1,
                                           scoring=scoring,
                                           refit='recall',
                                           n_jobs=-1)

        random_search.fit(X_train, y_train)

        logging.info("RandomizedSearchCV done.")
        scores = ['accuracy', 'precision', 'recall', 'f1', 'f2']
        fname = options.output_path + '/random_search_cv_results.txt'
        io.report_cv_results(random_search.cv_results_,
                             scores=scores,
                             filename=fname,
                             ext_filename=fname)
        model = random_search.best_estimator_

        io.save_scikit_model(model,
                             filename=options.save_file,
                             ext_filename=options.save_file)
        if options.normalize:
            fname = options.save_path + '/xscaler.pkl'
            io.save_scikit_model(scaler, filename=fname, ext_filename=fname)

    else:
        logging.info('Training...')
        model.fit(X_train, y_train)

        # Save model and xscaler (no reason to save xscaler before the model has fitted as well)
        io.save_scikit_model(model,
                             filename=options.save_file,
                             ext_filename=options.save_file)
        if options.normalize:
            fname = options.save_path + '/xscaler.pkl'
            io.save_scikit_model(scaler, filename=fname, ext_filename=fname)

    # Metrics
    y_pred_proba = model.predict_proba(X_test)
    y_pred = np.argmax(y_pred_proba, axis=1)
    # We want [-1,1] classes as y values are
    y_pred[y_pred == 0] = -1

    acc = accuracy_score(y_test, y_pred)
    precision = precision_score(y_test, y_pred, average='binary')
    recall = recall_score(y_test, y_pred, average='binary')
    f1 = f1_score(y_test, y_pred, average='binary')

    logging.info('Accuracy: {}'.format(acc))
    logging.info('Precision: {}'.format(precision))
    logging.info('Recall: {}'.format(recall))
    logging.info('F1 score: {}'.format(f1))
    io.log_class_dist(y_pred, labels=[-1, 1])

    error_data = {
        'acc': [acc],
        'precision': [precision],
        'recall': [recall],
        'f1': [f1]
    }
    fname = '{}/training_time_validation_errors.csv'.format(
        options.output_path)
    io.write_csv(error_data, filename=fname, ext_filename=fname)

    # Confusion matrices
    fname = '{}/confusion_matrix_validation.png'.format(options.output_path)
    viz.plot_confusion_matrix(y_test, y_pred, np.arange(2), filename=fname)

    fname = '{}/confusion_matrix_validation_normalised.png'.format(
        options.output_path)
    viz.plot_confusion_matrix(y_test,
                              y_pred,
                              np.arange(2),
                              True,
                              filename=fname)

    # Precision-recall curve
    fname = '{}/precision-recall-curve.png'.format(options.output_path)
    viz.prec_rec_curve(y_test, y_pred_proba, filename=fname)

    # ROC
    fname = '{}/roc.png'.format(options.output_path)
    viz.plot_binary_roc(y_test, y_pred_proba, filename=fname)

    ############################################################################
    # EVALUATE
    ############################################################################
    if options.evaluate:
        logging.info('Loading test data...')
        test_data = bq.get_rows(dt.datetime.strptime('2010-01-01', "%Y-%m-%d"),
                                dt.datetime.strptime('2019-01-01', "%Y-%m-%d"),
                                loc_col='trainstation',
                                project=options.project,
                                dataset=options.feature_dataset,
                                table=options.test_table,
                                parameters=all_param_names)

        test_data = io.filter_train_type(labels_df=test_data,
                                         train_types=['K', 'L'],
                                         sum_types=True,
                                         train_type_column='train_type',
                                         location_column='trainstation',
                                         time_column='time',
                                         sum_columns=['delay'],
                                         aggs=aggs)

        # Sorting is actually not necessary. It's been useful for debugging.
        test_data.sort_values(by=['time', 'trainstation'], inplace=True)
        test_data.set_index('time', inplace=True)
        logging.info('Test data contain {} rows...'.format(len(test_data)))

        logging.info(
            'Adding binary class to the test dataset with limit {}...'.format(
                options.delay_limit))
        #logging.info('Adding binary class to the dataset with limit {}...'.format(limit))
        #data['class'] = data['count'].map(lambda x: 1 if x > options.delay_count_limit else -1)
        test_data['class'] = test_data['delay'].map(
            lambda x: 1 if x > options.delay_limit else -1)
        io.log_class_dist(test_data.loc[:, 'class'].values, labels=[-1, 1])

        if options.month:
            logging.info('Adding month to the test dataset...')
            test_data['month'] = test_data.index.map(lambda x: x.month)

        times = [('2011-02-01', '2011-03-01'), ('2016-06-01', '2016-07-01'),
                 ('2017-02-01', '2017-03-01'), ('2011-02-01', '2017-03-01')]
        for start, end in times:
            try:
                y_pred_proba, y_pred, y = predict_timerange(
                    test_data, options.feature_params, model, scaler, start,
                    end)
                perf_metrics(y_pred_proba, y_pred, y, start, end, viz, io)
            except EmptyDataError:
                logging.info('No data for {} - {}'.format(start, end))