def predict_forward_with_existed_model(db_engine, project_path, model_id,
as_of_date):
"""Predict forward given model_id and as_of_date and store the prediction in database
Args:
db_engine (sqlalchemy.db.engine)
project_storage (catwalk.storage.ProjectStorage)
model_id (int) The id of a given model in the database
as_of_date (string) a date string like "YYYY-MM-DD"
"""
logger.spam("In PREDICT LIST................")
upgrade_db(db_engine=db_engine)
project_storage = ProjectStorage(project_path)
matrix_storage_engine = project_storage.matrix_storage_engine()
# 1. Get feature and cohort config from database
(train_matrix_uuid,
matrix_metadata) = train_matrix_info_from_model_id(db_engine, model_id)
experiment_config = experiment_config_from_model_id(db_engine, model_id)
# 2. Generate cohort
cohort_table_name = f"triage_production.cohort_{experiment_config['cohort_config']['name']}"
cohort_table_generator = EntityDateTableGenerator(
db_engine=db_engine,
query=experiment_config['cohort_config']['query'],
entity_date_table_name=cohort_table_name)
cohort_table_generator.generate_entity_date_table(
as_of_dates=[dt_from_str(as_of_date)])
# 3. Generate feature aggregations
feature_generator = FeatureGenerator(
db_engine=db_engine,
features_schema_name="triage_production",
feature_start_time=experiment_config['temporal_config']
['feature_start_time'],
)
collate_aggregations = feature_generator.aggregations(
feature_aggregation_config=experiment_config['feature_aggregations'],
feature_dates=[as_of_date],
state_table=cohort_table_name)
feature_generator.process_table_tasks(
feature_generator.generate_all_table_tasks(collate_aggregations,
task_type='aggregation'))
# 4. Reconstruct feature disctionary from feature_names and generate imputation
reconstructed_feature_dict = FeatureGroup()
imputation_table_tasks = OrderedDict()
for aggregation in collate_aggregations:
feature_group, feature_names = get_feature_names(
aggregation, matrix_metadata)
reconstructed_feature_dict[feature_group] = feature_names
# Make sure that the features imputed in training should also be imputed in production
features_imputed_in_train = get_feature_needs_imputation_in_train(
aggregation, feature_names)
features_imputed_in_production = get_feature_needs_imputation_in_production(
aggregation, db_engine)
total_impute_cols = set(features_imputed_in_production) | set(
features_imputed_in_train)
total_nonimpute_cols = set(f for f in set(feature_names)
if '_imp' not in f) - total_impute_cols
task_generator = feature_generator._generate_imp_table_tasks_for
imputation_table_tasks.update(
task_generator(aggregation,
impute_cols=list(total_impute_cols),
nonimpute_cols=list(total_nonimpute_cols)))
feature_generator.process_table_tasks(imputation_table_tasks)
# 5. Build matrix
db_config = {
"features_schema_name": "triage_production",
"labels_schema_name": "public",
"cohort_table_name": cohort_table_name,
}
matrix_builder = MatrixBuilder(
db_config=db_config,
matrix_storage_engine=matrix_storage_engine,
engine=db_engine,
experiment_hash=None,
replace=True,
)
feature_start_time = experiment_config['temporal_config'][
'feature_start_time']
label_name = experiment_config['label_config']['name']
label_type = 'binary'
cohort_name = experiment_config['cohort_config']['name']
user_metadata = experiment_config['user_metadata']
# Use timechop to get the time definition for production
temporal_config = experiment_config["temporal_config"]
temporal_config.update(
temporal_params_from_matrix_metadata(db_engine, model_id))
timechopper = Timechop(**temporal_config)
prod_definitions = timechopper.define_test_matrices(
train_test_split_time=dt_from_str(as_of_date),
test_duration=temporal_config['test_durations'][0],
test_label_timespan=temporal_config['test_label_timespans'][0])
matrix_metadata = Planner.make_metadata(
prod_definitions[-1],
reconstructed_feature_dict,
label_name,
label_type,
cohort_name,
'production',
feature_start_time,
user_metadata,
)
matrix_metadata['matrix_id'] = str(
as_of_date) + f'_model_id_{model_id}' + '_risklist'
matrix_uuid = filename_friendly_hash(matrix_metadata)
matrix_builder.build_matrix(
as_of_times=[as_of_date],
label_name=label_name,
label_type=label_type,
feature_dictionary=reconstructed_feature_dict,
matrix_metadata=matrix_metadata,
matrix_uuid=matrix_uuid,
matrix_type="production",
)
# 6. Predict the risk score for production
predictor = Predictor(
model_storage_engine=project_storage.model_storage_engine(),
db_engine=db_engine,
rank_order='best')
predictor.predict(
model_id=model_id,
matrix_store=matrix_storage_engine.get_store(matrix_uuid),
misc_db_parameters={},
train_matrix_columns=matrix_storage_engine.get_store(
train_matrix_uuid).columns())
def predict(self, prediction_date):
"""Predict forward by creating a matrix using as_of_date = prediction_date and applying the retrain model on it
Args:
prediction_date(str)
"""
cohort_table_name = f"triage_production.cohort_{self.experiment_config['cohort_config']['name']}_predict"
# 1. Generate cohort
self.generate_entity_date_table(prediction_date, cohort_table_name)
# 2. Generate feature aggregations
collate_aggregations = self.get_collate_aggregations(
prediction_date, cohort_table_name)
self.feature_generator.process_table_tasks(
self.feature_generator.generate_all_table_tasks(
collate_aggregations, task_type='aggregation'))
# 3. Reconstruct feature disctionary from feature_names and generate imputation
reconstructed_feature_dict, imputation_table_tasks = self.get_feature_dict_and_imputation_task(
collate_aggregations, self.retrain_model_id)
self.feature_generator.process_table_tasks(imputation_table_tasks)
# 4. Build matrix
db_config = {
"features_schema_name": "triage_production",
"labels_schema_name": "public",
"cohort_table_name": cohort_table_name,
}
matrix_builder = MatrixBuilder(
db_config=db_config,
matrix_storage_engine=self.matrix_storage_engine,
engine=self.db_engine,
experiment_hash=None,
replace=True,
)
# Use timechop to get the time definition for production
temporal_config = self.get_temporal_config_for_retrain(
dt_from_str(prediction_date))
timechopper = Timechop(**temporal_config)
retrain_config = get_retrain_config_from_model_id(
self.db_engine, self.retrain_model_id)
prod_definitions = timechopper.define_test_matrices(
train_test_split_time=dt_from_str(prediction_date),
test_duration=retrain_config['test_duration'],
test_label_timespan=retrain_config['test_label_timespan'])
last_split_definition = prod_definitions[-1]
matrix_metadata = Planner.make_metadata(
matrix_definition=last_split_definition,
feature_dictionary=reconstructed_feature_dict,
label_name=self.label_name,
label_type='binary',
cohort_name=self.cohort_name,
matrix_type='production',
feature_start_time=self.feature_start_time,
user_metadata=self.user_metadata,
)
matrix_metadata['matrix_id'] = str(
prediction_date
) + f'_model_id_{self.retrain_model_id}' + '_risklist'
matrix_uuid = filename_friendly_hash(matrix_metadata)
matrix_builder.build_matrix(
as_of_times=[prediction_date],
label_name=self.label_name,
label_type='binary',
feature_dictionary=reconstructed_feature_dict,
matrix_metadata=matrix_metadata,
matrix_uuid=matrix_uuid,
matrix_type="production",
)
# 5. Predict the risk score for production
predictor = Predictor(
model_storage_engine=self.project_storage.model_storage_engine(),
db_engine=self.db_engine,
rank_order='best')
predictor.predict(
model_id=self.retrain_model_id,
matrix_store=self.matrix_storage_engine.get_store(matrix_uuid),
misc_db_parameters={},
train_matrix_columns=self.matrix_storage_engine.get_store(
self.retrain_matrix_uuid).columns(),
)
self.predict_matrix_uuid = matrix_uuid
