def set_bounds(self):
if self.mdl == 'ErlangA':
m_bounds = (max(1, self.a / self.window), self.window * self.a
) # overwrite bounds
elif self.mdl == 'ErlangC':
try:
self.min_mval = int(np.ceil(self.a))
if self.min_mval == int(self.a):
self.min_mval += 1
m_bounds = (self.min_mval, self.window * self.a
) # bounds for servers in the minimization
except ValueError:
s_ut.my_print('ERROR_:erlang_tools:ErlangC model invalid::' +
self.__str__())
m_bounds = None
elif self.mdl == 'ErlangB':
m_bounds = (max(1, self.a / self.window), self.window * self.a
) # bounds for servers in the minimization
else:
s_ut.my_print('@@@@@@@ invalid model @@@@@@@: ' + str(self.mdl))
m_bounds = None
try:
self.m_bounds = (
int(np.floor(m_bounds[0])),
int(np.ceil(m_bounds[1]))) if m_bounds is not None else None
except ValueError:
self.m_bounds = None
def sla_func(self, m=None, err=False):
# actual_sla - target_sla: if positive, we are meeting sla
# find smallest m such that actual_sla >= target_sla
# err: True return relative error wrt target prob
if m is None:
m = self.get_servers() if self.mval is None else self.mval
if self.verbose is True:
s_ut.my_print(
'WARNING: no value set for servers. Setting to default:: '
+ str(m))
q, t = self.func_args[self.sla_func.__name__]
if m < self.min_mval:
s_ut.my_print(
'WARNING: ' + self.mdl +
' sla_func could be unstable because m is too small: ' +
str(m) + ' and min m: ' + str(self.min_mval))
y = -q # prob(Wait < t) = 0
else:
y = self.queueing_mdl(m).sla_prob(t) - q
# s_ut.my_print('m: ' + str(m) + ' q: ' + str(q) + ' t: ' + str(t) + ' prob: ' + str(self.queueing_mdl(m).sla_prob(t)) + ' ret: ' + str(y))
# print('sla: ' + str(m) + ' ' + str(q) + ' ' + str(self.queueing_mdl(m).sla_prob(t, use_log=False)))
if err is False:
return y
else:
return y / q
def get_data_file(f_all, cutoff_date):
if f_all is None:
return None
cutoff_date = pd.to_datetime(cutoff_date)
vf = f_all.split('/')
d_dir = os.path.expanduser(os.path.dirname('/'.join(vf)))
fname = vf[-1]
dt_max, fn = pd.to_datetime('2016-01-01'), None
for f in os.listdir(d_dir):
if fname in f:
try:
f_date = pd.to_datetime(f.split('.')[0][-10:])
except ValueError:
s_ut.my_print('WARNING invalid date in ' + str(f) +
' cutoff date: ' + str(cutoff_date.date()) +
' d_dir: ' + str(d_dir))
continue
if f_date >= cutoff_date: # file is acceptable
if fn is None: # always update if fn is None
dt_max, fn = f_date, f
elif dt_max < f_date: # update to a cleaned version if current is cleaned but older
dt_max, fn = f_date, f
else:
pass
if fn is None:
return None
else:
return os.path.join(d_dir,
fn) # return the latest file, cleaned if possible
def get_all_files(f_root, cutoff_date, post_cutoff):
# all files before cutoff date included
# f_all is the file path + file pattern
# f_root: ~/my_tmp/fbp/lang_fcast_bookings
if f_root is None:
return None
cutoff_date = pd.to_datetime(cutoff_date)
d_dir = os.path.expanduser(os.path.dirname(f_root))
f_name = f_root.split('/')[-1]
lf_out = list()
for f in os.listdir(d_dir):
if f_name in f:
f_base, f_ext = os.path.splitext(f)
try:
f_date = pd.to_datetime(f_base.split('_')[-1])
except ValueError:
s_ut.my_print('WARNING invalid date in ' + str(f) +
' cutoff date: ' + str(cutoff_date.date()) +
' d_dir: ' + str(d_dir))
continue
if post_cutoff is True and f_date >= cutoff_date: # file is acceptable
lf_out.append(os.path.join(d_dir, f))
if post_cutoff is False and f_date <= cutoff_date: # file is acceptable
lf_out.append(os.path.join(d_dir, f))
return lf_out
def ab_func(adb_estimators, max_depth, r, s, lf, X_train, y_train, X_test,
y_test, y_perf, topN_list):
ab_reg = AdaBoostRegressor(n_estimators=adb_estimators,
base_estimator=DecisionTreeRegressor(
max_depth=max_depth, min_samples_split=s),
loss=lf,
learning_rate=r)
try:
ab_reg.fit(X_train, y_train)
except ValueError as e:
s_ut.my_print('pid: ' + str(os.getpid()) + ' ERROR: ' + str(e))
s_ut.save_df(
pd.concat([pd.DataFrame(X_train),
pd.DataFrame(y_train)], axis=0), '~/my_tmp/ab_func_err')
return [dict()]
yhat_test = ab_reg.predict(X_test)
d_list = list()
d_cfg = {
'adb_estimators': adb_estimators,
'max_depth': max_depth,
'learning_rate': r,
'loss': lf,
'min_samples_split': s
}
# for each AdaBoost cfg and topN get the the values of all the loss functions
for nval in topN_list:
d_ = copy.deepcopy(d_cfg)
d_loss = loss_func(y_test, yhat_test, nval, w=y_perf)
d_.update(d_loss)
d_list.append(d_)
return d_list
def get_holidays(self, lang): # holidays per language
prefix = 'not-' if 'not-' in lang else ''
language = prefix + 'Mandarin' if 'Mandarin' in lang else lang
end_year = self.fcast_date.year
holidays_df = hdays.get_hols(
language, end_year
) # returns None if language not valid (e.g. language = foo), returns all languages if language = None
if self.time_scale == 'D':
pass
elif self.time_scale == 'W':
gcols = ['language',
pd.Grouper(key='ds', freq=self.time_scale)
] if 'language' in holidays_df.columns else pd.Grouper(
key='ds', freq=self.time_scale)
holidays_df = holidays_df.groupby(gcols).apply(
self.w_hols).reset_index()
holidays_df.drop('level_2', axis=1, inplace=True)
else:
s_ut.my_print('ERROR: invalid time scale: ' + str(self.time_scale))
sys.exit()
# set the right time scale for holidays
if holidays_df is None:
s_ut.my_print('WARNING: no holidays DF for ' + language)
return None
else:
holidays_df.drop('language', axis=1, inplace=True)
return holidays_df[(holidays_df['ds'] <= self.fcast_date)
& (holidays_df['ds'] >= self.init_date)]
def __init__(self,
name,
data,
cutoff_date,
upr,
lwr,
mask,
loss_type='rel',
max_evals=200,
verbose=False):
super().__init__(name, data, cutoff_date, upr, lwr)
self.max_evals = max_evals
self.loss_type = loss_type if loss_type in ['abs', 'rel'] else 'rel'
self.iter, self.string = 0, ''
if mask is not None and len(mask) > 0:
self.X_train = self.X_train[:, mask]
self.X_test = self.X_test[:, mask]
self.mask_ = mask
self.space = SPACE_DICT[self.name]
self.params, self.loss, self.mdl = None, None, None
try:
self.rfunc = getattr(sk_ens, name)
except AttributeError:
try:
self.rfunc = getattr(xgb, name)
except AttributeError:
s_ut.my_print('ERROR: ' + name + ' not found')
self.regr_opt()
self.regr_set()
if verbose:
print(self.string)
s_ut.my_print(self.name + ': ' + str(self.params) + ' loss: ' +
str(self.loss) + ' n_features: ' +
str(len(self.features_)))
def __init__(self,
name,
f_data,
this_cu,
upr,
lwr,
max_evals=1000,
verbose=False):
super().__init__(name, f_data, this_cu, upr, lwr)
self.max_evals = max_evals
self.verbose = verbose
self.iter, self.valid_iter, self.string, self.min_loss = 0, 0, '', np.inf
self.params, self.loss, self.mdl, self.df, self.l1_ratio = None, None, None, None, None
self.do_test = True
self.space_list = self.get_paths()
self.regr_opt() # find opt pars at init time
if self.params is not None:
self.alpha = self.params['alpha']
self.lbda = self.params['l1_ratio']
self.regr_set()
if self.params is not None:
self.ridge_par = 2.0 * len(self.y_train) * self.params['alpha'] * (
1 - self.params['l1_ratio'])
else:
s_ut.my_print(
'WARNING: default ridge parameter <<<<<<<<<<<<<<<<<<<<<<<< ')
self.ridge_par = 1.0
s_ut.my_print('enet: ' + str(self.params) + ' loss: ' +
str(self.loss) + ' df: ' + str(self.df) +
' n_features: ' + str(len(self.features_)))
def data_check(df, name):
df.replace([np.inf, -np.inf], np.nan, inplace=True)
u_vals = [c for c in df.columns if df[c].nunique() <= 1]
if df.isnull().sum().sum() > 0 or len(u_vals) > 0:
p_ut.save_df(df, '~/my_tmp/f_data')
s_ut.my_print('ERROR: invalid data for ' + str(name))
sys.exit()
def has_m(self):
m = self.get_servers() if self.mval is None else self.mval
if self.verbose is True:
s_ut.my_print(
'WARNING: no value set for servers. Setting to default: ' +
str(m))
return m
def bxform_df(xform_obj, f_list):
out_list = list()
for f in f_list:
y_var = xform_obj.fcast_var(
f[['yhat_lower', 'yhat_upper']].copy(),
PROPHET_DICT['prophet_dict']['interval_width'])
for c in [
'yhat', 'yhat_upper', 'yhat_lower', 'trend', 'trend_upper',
'trend_lower', 'additive_terms', 'additive_terms_lower',
'additive_terms_upper', 'multiplicative_terms',
'multiplicative_terms_lower', 'multiplicative_terms_upper'
]:
f[c] = xform_obj.inverse_transform(f[c].values, y_var, lbl=c)
for c in ['yhat']: # , 'yhat_upper', 'yhat_lower']:
if f[c].isnull().sum() > 0:
s_ut.my_print(
'pid: ' + str(os.getpid()) +
' WARNING: nulls in back-transformed values for ' +
str(c) + ' Ignoring this forecast cfg')
break
else:
out_list.append(f)
s_ut.my_print('pid: ' + str(os.getpid()) + ' there is ' +
str(len(out_list)) + ' valid fcast cfgs')
return None if len(out_list) == 0 else pd.concat(out_list, axis=0)
def get_actuals(ts_dict, gcols, use_cache=None): # actuals with a max ds >= cutoff_date
cutoff_date = ts_dict['cutoff_date']
init_date = ts_dict['init_date']
ts_name = ts_dict['name']
ycol = ts_dict['ycol']
s_ut.my_print('getting ' + ts_name + ' actuals from table')
r_date = hql.get_rmax(ycol, use_cache=USE_CACHE)
qcols = list(set(['ds', 'language', 'y'] + gcols))
col_str = ','.join(qcols)
print('rmax: ' + str(r_date))
qry = 'select ' + col_str + ' from sup.cx_weekly_actuals where ts_name=\'' + ycol + '\' and run_date=\'' + r_date + '\';'
try:
uc = USE_CACHE if use_cache is None else use_cache
df = hql.from_tble(qry, ['ds'], use_cache=uc, renew=RENEW)
s_ut.my_print(qry + ' completed. Got ' + str(len(df)) + ' rows')
except:
s_ut.my_print('pid: ' + str(os.getpid()) + ' ERROR: query: ' + qry + ' failed. No data for ts ' + ts_name)
sys.exit()
s_ut.my_print('pid: ' + str(os.getpid()) + ' got actuals for ' + ts_name + ' from table ' + 'sup.cx_weekly_actuals')
df.rename(columns={'y': ycol}, inplace=True) # unique name needed (may mix with regressors later)
df = df[(df['ds'] >= init_date)].copy()
if df['ds'].max() < cutoff_date:
s_ut.my_print('ERROR: no actuals up to cutoff date for ' + ts_name)
return None
else:
if len(df) > 0:
return df.groupby(['ds'] + gcols).sum().reset_index()
else:
return None
def log_trick(arr):
# 1. if Y = a1 + a2 + ... , then the log_trick input is an array of the form arr = [[log(|a1|), sign(a1)], [log(|a2|), sign(a2)]], ] ...
# 3. returns [log(|Y|), sign(Y)]
if isinstance(arr, list) or isinstance(arr, np.ndarray) or isinstance(
arr, tuple):
if len(arr) > 0:
try:
vals = [x[0] for x in arr]
b = [x[1] for x in arr]
return list(lsexp(vals, b=b, return_sign=True))
except TypeError:
s_ut.my_print('log_trick: invalid input format: ' + str(arr))
return None
else: # empty array
return [-np.inf, 0]
else: # if not list, assume float
try:
varr = float(arr)
sgn = np.sign(varr)
if sgn == 0:
return [-np.inf, 0]
else:
return [np.log(sgn * varr), sgn]
except ValueError:
s_ut.my_print('log_trick::invalid input::' + str(arr))
return None
def get_f_cfg(cfg_dict, cutoff_date, init_date, time_scale):
# set the training windows in multiples of year
if time_scale == 'W':
periods = (cutoff_date - init_date).days / 7 - 1
periods = int(np.ceil(periods))
nperiods = np.floor(periods / 52.25)
cfg_dict['training'] = [
52 * p + 1 for p in range(1,
int(nperiods) + 1)
]
elif time_scale == 'D':
periods = (cutoff_date - init_date).days - 1
nperiods = np.floor(periods / 365.25)
cfg_dict['training'] = [
365 * p + 1 for p in range(1,
int(nperiods) + 1)
]
else:
s_ut.my_print('pid: ' + str(os.getpid()) +
' ERROR: unsupported time scale: ' + str(time_scale))
sys.exit()
if time_scale == 'W':
cfg_dict['w_mode'] = [None]
v_list = list(cfg_dict.values())
k_list = list(cfg_dict.keys())
f_list = list(itertools.product(*v_list))
d_list = [{k_list[i]: x[i] for i in range(len(k_list))} for x in f_list]
return d_list
def fcast_adj(k_col, adjust_date):
# k_col: key columns to be adjusted
# forecast adjuster (engineering, ECs, ...)
# ds is the start date of an adj factor for a given k_col and ts_name
# at the last adj time all adj factors must be 1, otherwise we overwrite
# All missing adj factors fill to 1
# All missing k_col values at a given ds get an adj factor or 1
if adjust_date is None:
return list()
else:
data_cfg = os.path.expanduser(
'~/my_repos/capacity_planning/forecast/config/fcast_adjust_' +
str(adjust_date.date()) + '.json')
if os.path.isfile(data_cfg):
with open(data_cfg, 'r') as fptr:
adj_dict = json.load(fptr)
else:
s_ut.my_print(
'>>>>>>>>>>>>>>>> WARNING: could not find adjustments file ' +
data_cfg + '<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<')
return list()
# find dicts in adj_dict that contain k_col
adj_names = list()
for k, vlist in adj_dict.items():
for v in vlist:
if k_col in v.keys():
adj_names.append(k)
break
# check adj cfg
adj_df_list = list()
for adj_name in adj_names: # list of dicts in adj_dict that contain k_col
adj_list = adj_dict[adj_name]
adj_df_ = pd.DataFrame(adj_list)
adj_df_['ds'] = pd.to_datetime(adj_df_['ds'].values)
# add missing entries a ds
ts_cols = [c for c in adj_df_.columns if c not in ['ds', k_col]]
f_list = [adj_df_]
v_list = adj_df_[k_col].unique()
for ds, f in adj_df_.groupby('ds'):
m_vals = list(set(v_list) - set(f[k_col].unique()))
if len(m_vals) > 0:
lf = pd.DataFrame({'ds': [ds] * len(m_vals), k_col: m_vals})
f_list.append(lf)
adj_df = pd.concat(f_list, axis=0, sort=True)
adj_df[ts_cols].fillna(1, inplace=True) # default is not adjust
# check latest date has all 1's
b = adj_df['ds'] == adj_df['ds'].max()
d_max = adj_df[b].copy()
if d_max[ts_cols].min().min() != 1 or d_max[ts_cols].max().max() != 1:
s_ut.my_print('WARNING: last adjust values not 1. Resetting')
d_max[ts_cols] = 1
adj_df = pd.concat([adj_df[~b].copy(), d_max], axis=0)
fa = adj_df.reset_index(drop=True)
fa.fillna(1.0, inplace=True)
adj_df_list.append(fa)
return adj_df_list
def fcast_prep(rf_list, reg_cfg, cutoff_date, fcast_days,
init_date): # set the arg_list for regressor forecast
reg_df_list_, reg_df_list, r_cols = list(), list(), list()
for f in rf_list:
if f is not None:
if 'language' not in f.columns:
f['language'] = 'NULL'
if len(f) > 0:
reg_df_list_.append(f.reset_index(
drop=True)) # all reg_df have a language column
else:
s_ut.my_print('WARNING: regressor ' + str(f.columns) +
' has not data')
reg_df_list = reg_gap_check(reg_df_list_, cutoff_date, init_date,
fcast_days) # check for gaps
do_fcast = {
list(v['r_col'].keys())[0]: v['do_fcast']
for v in reg_cfg.values()
}
arg_list, rcol_list = list(), list()
for f in reg_df_list: # list of regs by reg col and language
f_cols = [c for c in f.columns if c != 'language']
rcol = [c for c in f_cols if c not in ['ds', 'ceiling', 'floor']]
rcol_list += rcol
lang = f.loc[f.index[0], 'language']
if len(f) > 0 and len(rcol) == 1:
arg_list.append(
[lang, f, 'ds', rcol[0], cutoff_date, fcast_days, do_fcast])
else:
s_ut.my_print(
'WARNING::empty regressor or too many regression columns: ' +
str(rcol) + ' language" ' + str(lang) + ' len: ' + str(len(f)))
rcol_list = list(set(rcol_list))
return arg_list, rcol_list
def perf_smry(perf_df, cutoff_date, time_scale, ts_name, upr, lwr):
# print smry and save
upr_horizon = cutoff_date + pd.to_timedelta(upr, unit=time_scale)
lwr_horizon = cutoff_date + pd.to_timedelta(lwr, unit=time_scale)
if perf_df is not None:
perf_df.sort_values(by='language', inplace=True)
perf_df.reset_index(inplace=True, drop=True)
perf_df['ts_name'] = ts_name
perf_df['cutoff'] = cutoff_date
s_ut.my_print(
'########################### cutoff: ' + str(cutoff_date.date()) +
' ts_name: ' + str(ts_name) + ' performance between ' +
str(lwr_horizon.date()) + ' (included) and ' +
str(upr_horizon.date()) +
' (included) ##########################################')
perf_df.sort_values(by=['language', 'err'], inplace=True)
print(perf_df.head(10))
p_ut.save_df(
perf_df, '~/my_tmp/fbp/lang_perf_' + ts_name + '_' +
str(cutoff_date.date()))
else:
s_ut.my_print(
'WARNING: no actuals to compute fcast errors for the between ' +
str(lwr_horizon.date()) + ' (included) and ' +
str(upr_horizon.date()) + ' (included) ' + ' for cutoff: ' +
str(cutoff_date.date()) + ' and ts_name: ' + str(ts_name))
def __init__(self, method, nqs, ceiling=None, floor=None, unbias=False):
self.method = method
self.ceiling = ceiling
self.floor = floor
self.lmbda = None
self.name = method
self.xf_done = False
self.unbias = unbias # not implemented
self.lbl = None
if method == 'yeo-johnson' or method == 'box-cox':
self.xobj = PowerTransformer(
method=method, standardize=False,
copy=False) # MUST have standardize = False
elif method == 'quantile':
self.xobj = QuantileTransformer(n_quantiles=int(nqs),
output_distribution='normal',
copy=False)
elif method == 'logistic':
self.xobj = Linearizer(ceiling, floor, self.unbias)
elif method == 'log':
self.xobj = LogTransform(self.unbias)
elif method == 'anscombe':
self.xobj = Anscombe()
elif method is None:
self.method = None
self.xobj = NoTransform()
else:
su.my_print('pid: ' + str(os.getpid()) +
' WARNING: set_xform: invalid method: ' + str(method))
self.method = None
self.xobj = NoTransform()
def get_actuals(cutoff_date_):
fdir = os.path.expanduser('~/my_tmp/cleaned/') # '~/my_tmp/in_df_data_'
adf = None
for f in os.listdir(fdir):
if str(
cutoff_date_.date()
) in f and 'tickets_' in f and 'old' not in f: # 'in_df_data_' in f: # we do not know the rolling window
s_ut.my_print('getting actuals from ' + fdir + f)
adf = p_ut.read_df(fdir + f)
break
if adf is None:
s_ut.my_print('no available actuals data for ' +
str(cutoff_date_.date()))
return None
adf.reset_index(inplace=True, drop=True)
p_ut.clean_cols(adf,
["language", "service_tier", "channel", "business_unit"],
'~/my_repos/capacity_planning/data/config/col_values.json',
check_new=False,
do_nan=False,
rename=True)
adf.rename(columns={
'ticket_count': 'y',
'ds_week_starting': 'ds'
},
inplace=True)
i_vals = ['nan', 'NULL', None, 'other', np.nan, 'null', 'N/A']
imp_data = imputer.impute(adf, i_vals=i_vals, ex_cols=['ds'])
imp_data['y'] = np.round(imp_data['y'].values, 0)
return imp_data
def interpolate_(self, y, yt, nan_pct=0.2):
# y: inverse-transformed values (values in natural scale)
# yt: pre-inverse transform (values in transformed scale)
if y is None:
return None
else:
yx = np.reshape(y, (1, -1))[0] if self.method is not None else y
nulls = pd.Series(yx).isnull().sum()
pct = 100.0 * np.round(nulls / len(yx), 2)
if nulls > nan_pct * np.ceil(len(yx)):
su.my_print('WARNING: Too many NaN to interpolate for label ' +
str(self.lbl) + ': ' + str(nulls) + ' out of ' +
str(len(yx)) + ' (' + str(pct) +
'%) data points and lambda ' + str(self.lmbda))
f = pd.DataFrame({'yt': list(yt), 'yx': list(yx)})
f['lmbda'] = self.lmbda
p_ut.save_df(f, '~/my_tmp/interpolDF')
return None
elif 0 < nulls <= nan_pct * np.ceil(
len(yx)): # interpolate yhat if some NaNs
su.my_print('WARNING: interpolating for label ' + str(self.lbl) +
': ' + str(nulls) + ' NaNs out of ' + str(len(yx)) +
' data points (' + str(pct) + '%)')
st = pd.Series(yx)
sint = st.interpolate(limit_direction='both')
yhat = sint.values
ys = np.reshape(yhat, (1, -1))
return ys[0]
else: # all OK
return y
def to_table(to_db, table, cutoff_date, ts_name, if_exists, df_out):
cu_dt = str(cutoff_date.date())
df_out['cutoff'] = cutoff_date
df_out['ts_name'] = ts_name
file_out = p_ut.save_df(df_out,
'~/my_tmp/fcast_df_' + cu_dt + '_' + ts_name)
if to_db is True:
partition = {'cutoff': cu_dt, 'ts_name': ts_name}
df_out['ds'] = df_out['ds'].dt.date.astype(str)
df_out.drop(['cutoff', 'ts_name'], axis=1, inplace=True)
s_ut.my_print('Loading data to ' + table + ' for partition: ' +
str(partition))
try: # presto does not work with a partition argument
ap.hive.push(df_out,
table=table,
if_exists=if_exists,
partition=partition,
table_props={
'abb_retention_days': '-1',
'abb_retention_days_reason': 'fact table. No pii'
})
except:
s_ut.my_print('ERROR: push to ' + table +
' failed for partition: ' + str(partition))
sys.exit()
return file_out
def __init__(self, lbda, mu, m, verbose=False):
super().__init__(lbda, mu, m, 0.0, verbose)
if self.m < 1 or self.lbda <= 0 or self.mu <= 0 or self.m <= self.a:
s_ut.my_print('ErlangC: WARNING: invalid parameters: ' + self.__str__())
self.pars_ok = False
self.m_arr = np.array(self.m) if isinstance(self.m, (list, np.ndarray)) else self.m
self.a_arr = np.array(self.a) if isinstance(self.a, (list, np.ndarray)) else self.a
def reg_gap_check(reg_df_list_, cutoff_date, init_date,
fcast_days): # check for gaps
reg_df_list = list()
for r in reg_df_list_:
for l in r.language.unique():
rl = r[r['language'] == l].copy()
pdict = dict()
pdict['language'] = l
for c in ['ceiling', 'floor']:
if c in rl.columns:
pdict[c] = rl.loc[rl.index[0], c]
rl.drop(c, axis=1, inplace=True)
c = [c_ for c_ in rl.columns if c_ != 'ds' and c_ != 'language'][0]
rl = d_proc.data_check(rl[['ds', c]].copy(),
c,
'ds',
cutoff_date,
init_date,
max_int=5,
name=l)
if rl is not None: # add back language, ceiling and floor
for k, v in pdict.items():
rl[k] = v
reg_df_list.append(rl)
else:
s_ut.my_print('WARNING: regressor ' + str(c) + ' language: ' +
l + ' failed data check')
return reg_df_list
def _get_dcmdl(
in_mdl,
size,
em_phases=1,
max_splits=2
): # fit arr_v to em_phases of exponentials (partial models)
arr_v = in_mdl.rvs(size=size)
dc_em = sut.HyperExp(arr_v,
em_phases=em_phases,
max_splits=max_splits,
floc=0.0)
dc_em.fit()
if dc_em.fit_res is None:
return None
else:
v_out = np.array([(d['prob'], 1.0 / d['params'][-1])
for d in dc_em.fit_res]) # (prob, rate)
if dc_em.m_err > 0.25 and dc_em.s_err > 0.5:
v_out = np.array([(1.0, 1.0 / in_mdl.avg)
]) # replace by plain exponential
s_ut.my_print('pid: ' + str(os.getpid()) +
' Poor fit for input model: ' +
in_mdl.__str__() +
' replacing by exponential: ' + str(v_out))
return v_out, dc_em.em_mean, dc_em.em_std
def __init__(self, run_id, d_cfg):
self.run_id = '' # run_id
self.d_cfg = d_cfg
self.worker_hosts = {}
self.repo_path = d_cfg.get('repo_path', None)
self.is_ap = True if platform.system() == 'Darwin' else False # run with airpy from laptop and on cli from redspot
if self.repo_path is None:
s_ut.my_print('ERROR_: repo path is missing')
def check_output(self, ya, y):
if len(np.unique(ya)) == 1: # xform failed: over/underflow?
su.my_print(' WARNING: transform ' + self.method +
' failed with lambda ' + str(self.lmbda) +
' and label: ' + str(self.lbl) + ' Trying Quantile')
return self.reset_xform(y)
else:
return ya
def fit_transform(self, y):
if self.xf_done is True:
su.my_print('pid: ' + str(os.getpid()) + ' ' + self.method +
' : already fit. Create new Transform instance')
return None
else:
r = self.fit(y)
return None if r is None else self.transform(y)
def solver(d_cfg):
solver_obj = SimSolver(d_cfg)
if solver_obj.is_valid:
return solver_obj.get_dcmdl()
else:
s_ut.my_print('pid: ' + str(os.getpid()) +
' ERROR: invalid models. Cannot solve')
return None
def inverse_transform(self, y, y_var, lbl=None):
self.lbl = lbl
if y is not None:
if isinstance(y, (pd.core.series.Series, pd.core.frame.DataFrame)):
y = y.values
else:
return None
if y_var is not None:
if isinstance(y, (pd.core.series.Series, pd.core.frame.DataFrame)):
y_var = y_var.values
if isinstance(y, np.ndarray) is False:
su.my_print('pid: ' + str(os.getpid()) +
' WARNING: invalid type: ' + str(type(y)))
return None
if self.xf_done is False:
su.my_print(
'pid: ' + str(os.getpid()) +
' WARNING: cannot inverse_transform before fit is done')
return None
yc = copy.deepcopy(y)
if self.method == 'logistic':
yt = self.xobj.inverse_transform(y, y_var, lbl=lbl)
yt = self.interpolate_(yt, yc, nan_pct=0.2)
if yt is None:
su.my_print('pid: ' + str(os.getpid()) +
' WARNING: inverse transform failed for label: ' +
str(self.lbl) + ' (method: ' + str(self.method))
return None
else:
return yt
elif self.method == 'log':
yt = self.xobj.inverse_transform(y, y_var, lbl=lbl)
yt = self.interpolate_(yt, yc, nan_pct=0.2)
if yt is None:
su.my_print('pid: ' + str(os.getpid()) +
' WARNING: inverse transform failed for label: ' +
str(self.lbl) + ' (method: ' + str(self.method))
return None
else:
return yt
elif self.method is None:
return y
else: # box-cox, yj
yt = self._inverse_transform(y, yc, y_var)
if yt is None:
su.my_print('pid: ' + str(os.getpid()) +
' WARNING: inverse transform failed for label: ' +
str(self.lbl) + ' (method: ' + str(self.method) +
' and lambda: ' + str(self.lmbda) + ')')
return None
else:
yout = np.reshape(yt,
(1, -1))[0] if self.method is not None else y
return yout
def get_emdl(self): # set basic analytical server counts and avg in system
self.ss_obj = self._set_emdl(self.lbda, self.mu, self.theta,
self.sla_dict, self.verbose)
self.min_servers = self.ss_obj.min_mval
self.m_mdl = self.ss_obj.get_servers()
if self.m_mdl is None:
s_ut.my_print('pid: ' + str(os.getpid()) +
' ERROR: analytical model failed')
return