# %%
cart_alg.boxes_to_dataframe(include_stats=True)
# %% [markdown]
# ## Robust Search
# %%
from emat import Measure
MAXIMIZE = Measure.MAXIMIZE
MINIMIZE = Measure.MINIMIZE
robustness_functions = [
Measure(
'Expected Net Benefit',
kind=Measure.INFO,
variable_name='net_benefits',
function=numpy.mean,
),
Measure(
'Probability of Net Loss',
kind=MINIMIZE,
variable_name='net_benefits',
function=lambda x: numpy.mean(x<0),
),
Measure(
'95%ile Travel Time',
kind=MINIMIZE,
variable_name='build_travel_time',
function=functools.partial(numpy.percentile, q=95),
# In addition to the `name` and `kind`, robust measures have two important
# additional attributes: a `variable_name`, which names the underlying
# performance measure upon which this robust measure is based, and a
# `function` that describes how to aggregate the results. The function
# should be a callable function, which accepts an array of performance
# measure values as its single argument, and returns a single numeric
# value that is the robust measure. For example, the code below will
# create a robust measure that represents the minimum net benefit across
# all exogenous uncertainty scenarios.
# %%
from emat import Measure
minimum_net_benefit = Measure(
name='Minimum Net Benefits',
kind=Measure.MAXIMIZE,
variable_name='net_benefits',
function=min,
)
# %% [markdown]
# As suggested earlier, this measure might be too sensitive to outliers
# in the set of exogenous uncertainty scenarios. We can address this
# by creating a different robust measure, based on the same underlying
# performance measure, but which is based on the mean instead of the
# minimum value.
# %%
expected_net_benefit = Measure(
name='Mean Net Benefits',
kind=Measure.MAXIMIZE,
variable_name='net_benefits',
def test_robust_optimization(self):
import numpy.random
import random
numpy.random.seed(42)
random.seed(42)
import textwrap
import pandas
import numpy
import emat.examples
scope, db, model = emat.examples.road_test()
import os
test_dir = os.path.dirname(__file__)
os.chdir(test_dir)
result = model.optimize(
nfe=10,
searchover='levers',
check_extremes=1,
)
stable_df('./test_robust_optimization.1.pkl.gz', result.result)
from emat.workbench import Scenario, Policy
assert result.scenario == Scenario(**{
'alpha': 0.15, 'beta': 4.0, 'input_flow': 100,
'value_of_time': 0.075, 'unit_cost_expansion': 100,
'interest_rate': 0.03, 'yield_curve': 0.01
})
worst = model.optimize(
nfe=10,
searchover='uncertainties',
reverse_targets = True,
check_extremes=1,
reference={
'expand_capacity': 100.0,
'amortization_period': 50,
'debt_type': 'PayGo',
'interest_rate_lock': False,
}
)
stable_df('./test_robust_optimization.2.pkl.gz', worst.result)
from emat import Measure
minimum_net_benefit = Measure(
name='Minimum Net Benefits',
kind=Measure.MAXIMIZE,
variable_name='net_benefits',
function=min,
)
expected_net_benefit = Measure(
name='Mean Net Benefits',
kind=Measure.MAXIMIZE,
variable_name='net_benefits',
function=numpy.mean,
)
import functools
pct5_net_benefit = Measure(
'5%ile Net Benefits',
kind = Measure.MAXIMIZE,
variable_name = 'net_benefits',
function = functools.partial(numpy.percentile, q=5),
)
from scipy.stats import percentileofscore
neg_net_benefit = Measure(
'Possibility of Negative Net Benefits',
kind = Measure.MINIMIZE,
variable_name = 'net_benefits',
function = functools.partial(percentileofscore, score=0, kind='strict'),
)
pct95_cost = Measure(
'95%ile Capacity Expansion Cost',
kind = Measure.MINIMIZE,
variable_name = 'cost_of_capacity_expansion',
function = functools.partial(numpy.percentile, q = 95),
)
expected_time_savings = Measure(
'Expected Time Savings',
kind = Measure.MAXIMIZE,
variable_name = 'time_savings',
function = numpy.mean,
)
robust_result = model.robust_optimize(
robustness_functions=[
expected_net_benefit,
pct5_net_benefit,
neg_net_benefit,
pct95_cost,
expected_time_savings,
],
scenarios=50,
nfe=10,
check_extremes=1,
)
stable_df('./test_robust_optimization.3.pkl.gz', robust_result.result)
from emat import Constraint
c_min_expansion = Constraint(
"Minimum Capacity Expansion",
parameter_names="expand_capacity",
function=Constraint.must_be_greater_than(10),
)
c_positive_mean_net_benefit = Constraint(
"Minimum Net Benefit",
outcome_names = "Mean Net Benefits",
function = Constraint.must_be_greater_than(0),
)
constraint_bad = Constraint(
"Maximum Interest Rate",
parameter_names = "interest_rate",
function = Constraint.must_be_less_than(0.03),
)
pct99_present_cost = Measure(
'99%ile Present Cost',
kind=Measure.INFO,
variable_name='present_cost_expansion',
function=functools.partial(numpy.percentile, q=99),
)
c_max_paygo = Constraint(
"Maximum Paygo",
parameter_names='debt_type',
outcome_names='99%ile Present Cost',
function=lambda i,j: max(0, j-3000) if i=='Paygo' else 0,
)
robust_constrained = model.robust_optimize(
robustness_functions=[
expected_net_benefit,
pct5_net_benefit,
neg_net_benefit,
pct95_cost,
expected_time_savings,
pct99_present_cost,
],
constraints = [
c_min_expansion,
c_positive_mean_net_benefit,
c_max_paygo,
],
scenarios=50,
nfe=10,
check_extremes=1,
)
stable_df('./test_robust_optimization.4.pkl.gz', robust_constrained.result)
with pytest.raises(ValueError):
model.robust_optimize(
robustness_functions=[
expected_net_benefit,
pct5_net_benefit,
neg_net_benefit,
pct95_cost,
expected_time_savings,
pct99_present_cost,
],
constraints = [
constraint_bad,
c_min_expansion,
c_positive_mean_net_benefit,
c_max_paygo,
],
scenarios=50,
nfe=10,
check_extremes=1,
)
def test_road_test(self):
import os
test_dir = os.path.dirname(__file__)
os.chdir(test_dir)
road_test_scope_file = emat.package_file('model', 'tests', 'road_test.yaml')
road_scope = emat.Scope(road_test_scope_file)
# <emat.Scope with 2 constants, 7 uncertainties, 4 levers, 7 measures>
assert len(road_scope.get_measures()) == 7
assert len(road_scope.get_levers()) == 4
assert len(road_scope.get_uncertainties()) == 7
assert len(road_scope.get_constants()) == 2
emat_db = emat.SQLiteDB()
road_scope.store_scope(emat_db)
with pytest.raises(KeyError):
road_scope.store_scope(emat_db)
assert emat_db.read_scope_names() == ['EMAT Road Test']
design = design_experiments(road_scope, db=emat_db, n_samples_per_factor=10, sampler='lhs')
design.head()
large_design = design_experiments(road_scope, db=emat_db, n_samples=5000, sampler='lhs',
design_name='lhs_large')
large_design.head()
assert list(large_design.columns) == [
'alpha',
'amortization_period',
'beta',
'debt_type',
'expand_capacity',
'input_flow',
'interest_rate',
'interest_rate_lock',
'unit_cost_expansion',
'value_of_time',
'yield_curve',
'free_flow_time',
'initial_capacity',
]
assert list(large_design.head().index) == [111, 112, 113, 114, 115]
assert emat_db.read_design_names('EMAT Road Test') == ['lhs', 'lhs_large']
m = PythonCoreModel(Road_Capacity_Investment, scope=road_scope, db=emat_db)
with SequentialEvaluator(m) as eval_seq:
lhs_results = m.run_experiments(design_name='lhs', evaluator=eval_seq)
lhs_results.head()
assert lhs_results.head()['present_cost_expansion'].values == approx(
[2154.41598475, 12369.38053473, 4468.50683924, 6526.32517089, 2460.91070514])
assert lhs_results.head()['net_benefits'].values == approx(
[ -22.29090499, -16.84301382, -113.98841188, 11.53956058, 78.03661612])
assert lhs_results.tail()['present_cost_expansion'].values == approx(
[2720.51645703, 4000.91232689, 6887.83193063, 3739.47839941, 1582.52899124])
assert lhs_results.tail()['net_benefits'].values == approx(
[841.46278175, -146.71279267, -112.5681036, 25.48055303, 127.31154155])
with SequentialEvaluator(m) as eval_seq:
lhs_large_results = m.run_experiments(design_name='lhs_large', evaluator=eval_seq)
lhs_large_results.head()
assert lhs_large_results.head()['net_benefits'].values == approx(
[-522.45283083, -355.1599307 , -178.6623215 , 23.46263498, -301.17700968])
lhs_outcomes = m.read_experiment_measures(design_name='lhs')
assert lhs_outcomes.head()['time_savings'].values == approx(
[13.4519273, 26.34172999, 12.48385198, 15.10165981, 15.48056139])
scores = m.get_feature_scores('lhs', random_state=123)
stable_df("./road_test_feature_scores.pkl.gz", scores.data)
from emat.workbench.analysis import prim
x = m.read_experiment_parameters(design_name='lhs_large')
prim_alg = prim.Prim(
m.read_experiment_parameters(design_name='lhs_large'),
m.read_experiment_measures(design_name='lhs_large')['net_benefits'] > 0,
threshold=0.4,
)
box1 = prim_alg.find_box()
stable_df("./road_test_box1_peeling_trajectory.pkl.gz", box1.peeling_trajectory)
from emat.util.xmle import Show
from emat.util.xmle.elem import Elem
assert isinstance(Show(box1.show_tradeoff()), Elem)
from emat.workbench.analysis import cart
cart_alg = cart.CART(
m.read_experiment_parameters(design_name='lhs_large'),
m.read_experiment_measures(design_name='lhs_large')['net_benefits'] > 0,
)
cart_alg.build_tree()
stable_df("./road_test_cart_box0.pkl.gz", cart_alg.boxes[0])
cart_dict = dict(cart_alg.boxes[0].iloc[0])
assert cart_dict['debt_type'] == {'GO Bond', 'Paygo', 'Rev Bond'}
#assert cart_dict['interest_rate_lock'] == {False, True}
assert isinstance(Show(cart_alg.show_tree(format='svg')), Elem)
from emat import Measure
MAXIMIZE = Measure.MAXIMIZE
MINIMIZE = Measure.MINIMIZE
robustness_functions = [
Measure(
'Expected Net Benefit',
kind=Measure.INFO,
variable_name='net_benefits',
function=numpy.mean,
# min=-150,
# max=50,
),
Measure(
'Probability of Net Loss',
kind=MINIMIZE,
variable_name='net_benefits',
function=lambda x: numpy.mean(x < 0),
min=0,
max=1,
),
Measure(
'95%ile Travel Time',
kind=MINIMIZE,
variable_name='build_travel_time',
function=functools.partial(numpy.percentile, q=95),
min=60,
max=150,
),
Measure(
'99%ile Present Cost',
kind=Measure.INFO,
variable_name='present_cost_expansion',
function=functools.partial(numpy.percentile, q=99),
# min=0,
# max=10,
),
Measure(
'Expected Present Cost',
kind=Measure.INFO,
variable_name='present_cost_expansion',
function=numpy.mean,
# min=0,
# max=10,
),
]
from emat import Constraint
constraint_1 = Constraint(
"Maximum Log Expected Present Cost",
outcome_names="Expected Present Cost",
function=Constraint.must_be_less_than(4000),
)
constraint_2 = Constraint(
"Minimum Capacity Expansion",
parameter_names="expand_capacity",
function=Constraint.must_be_greater_than(10),
)
constraint_3 = Constraint(
"Maximum Paygo",
parameter_names='debt_type',
outcome_names='99%ile Present Cost',
function=lambda i, j: max(0, j - 1500) if i == 'Paygo' else 0,
)
from emat.optimization import HyperVolume, EpsilonProgress, SolutionViewer, ConvergenceMetrics
convergence_metrics = ConvergenceMetrics(
HyperVolume.from_outcomes(robustness_functions),
EpsilonProgress(),
SolutionViewer.from_model_and_outcomes(m, robustness_functions),
)
with SequentialEvaluator(m) as eval_seq:
robust = m.robust_optimize(
robustness_functions,
scenarios=20,
nfe=5,
constraints=[
constraint_1,
constraint_2,
constraint_3,
],
epsilons=[0.05, ] * len(robustness_functions),
convergence=convergence_metrics,
evaluator=eval_seq,
)
robust_results, convergence = robust.result, robust.convergence
assert isinstance(robust_results, pandas.DataFrame)
mm = m.create_metamodel_from_design('lhs')
design2 = design_experiments(road_scope, db=emat_db, n_samples_per_factor=10, sampler='lhs', random_seed=2)
design2_results = mm.run_experiments(design2)
def test_robust_evaluation(self):
# %%
import os
test_dir = os.path.dirname(__file__)
from emat.workbench import ema_logging, MultiprocessingEvaluator, SequentialEvaluator
from emat.examples import road_test
import numpy, pandas, functools
from emat import Measure
s, db, m = road_test()
MAXIMIZE = Measure.MAXIMIZE
MINIMIZE = Measure.MINIMIZE
robustness_functions = [
Measure(
'Expected Net Benefit',
kind=Measure.INFO,
variable_name='net_benefits',
function=numpy.mean,
),
Measure(
'Probability of Net Loss',
kind=MINIMIZE,
variable_name='net_benefits',
function=lambda x: numpy.mean(x < 0),
min=0,
max=1,
),
Measure(
'95%ile Travel Time',
kind=MINIMIZE,
variable_name='build_travel_time',
function=functools.partial(numpy.percentile, q=95),
min=60,
max=150,
),
Measure(
'99%ile Present Cost',
kind=Measure.INFO,
variable_name='present_cost_expansion',
function=functools.partial(numpy.percentile, q=99),
),
Measure(
'Expected Present Cost',
kind=Measure.INFO,
variable_name='present_cost_expansion',
function=numpy.mean,
),
]
# %%
numpy.random.seed(42)
os.chdir(test_dir)
with SequentialEvaluator(m) as evaluator:
r1 = m.robust_evaluate(
robustness_functions,
scenarios=20,
policies=5,
evaluator=evaluator,
)
stable_df('./road_test_robust_evaluate.pkl.gz', r1)
numpy.random.seed(7)
from emat.workbench.em_framework.samplers import sample_uncertainties
scenes = sample_uncertainties(m, 20)
scenes0 = pandas.DataFrame(scenes)
stable_df('./test_robust_evaluation_scenarios.pkl.gz', scenes0)
from emat import Constraint
constraint_1 = Constraint(
"Maximum Log Expected Present Cost",
outcome_names="Expected Present Cost",
function=Constraint.must_be_less_than(4000),
)
constraint_2 = Constraint(
"Minimum Capacity Expansion",
parameter_names="expand_capacity",
function=Constraint.must_be_greater_than(10),
)
constraint_3 = Constraint(
"Maximum Paygo",
parameter_names='debt_type',
outcome_names='99%ile Present Cost',
function=lambda i, j: max(0, j - 1500) if i == 'Paygo' else 0,
)
from emat.optimization import HyperVolume, EpsilonProgress, SolutionViewer, ConvergenceMetrics
convergence_metrics = ConvergenceMetrics(
HyperVolume.from_outcomes(robustness_functions),
EpsilonProgress(),
SolutionViewer.from_model_and_outcomes(m, robustness_functions),
)
numpy.random.seed(8)
random.seed(8)
# Test robust optimize
with SequentialEvaluator(m) as evaluator:
robust = m.robust_optimize(
robustness_functions,
scenarios=scenes,
nfe=25,
constraints=[
constraint_1,
constraint_2,
constraint_3,
],
epsilons=[0.05,]*len(robustness_functions),
convergence=convergence_metrics,
evaluator=evaluator,
)
robust_results, convergence = robust.result, robust.convergence
stable_df('test_robust_results.pkl.gz', robust_results)
def test_robust_evaluation(self):
# %%
import os
test_dir = os.path.dirname(__file__)
from ema_workbench import ema_logging, MultiprocessingEvaluator, SequentialEvaluator
from emat.examples import road_test
import numpy, pandas, functools
from emat import Measure
s, db, m = road_test()
MAXIMIZE = Measure.MAXIMIZE
MINIMIZE = Measure.MINIMIZE
robustness_functions = [
Measure(
'Expected Net Benefit',
kind=Measure.INFO,
variable_name='net_benefits',
function=numpy.mean,
),
Measure(
'Probability of Net Loss',
kind=MINIMIZE,
variable_name='net_benefits',
function=lambda x: numpy.mean(x < 0),
min=0,
max=1,
),
Measure(
'95%ile Travel Time',
kind=MINIMIZE,
variable_name='build_travel_time',
function=functools.partial(numpy.percentile, q=95),
min=60,
max=150,
),
Measure(
'99%ile Present Cost',
kind=Measure.INFO,
variable_name='present_cost_expansion',
function=functools.partial(numpy.percentile, q=99),
),
Measure(
'Expected Present Cost',
kind=Measure.INFO,
variable_name='present_cost_expansion',
function=numpy.mean,
),
]
# %%
numpy.random.seed(42)
with MultiprocessingEvaluator(m) as evaluator:
r1 = m.robust_evaluate(
robustness_functions,
scenarios=20,
policies=5,
evaluator=evaluator,
)
import pandas
correct = pandas.read_json(
'{"amortization_period":{"0":19,"1":23,"2":50,"3":43,"4":35},"debt_type":{"0":"Rev Bond","1":"Paygo"'
',"2":"GO Bond","3":"Paygo","4":"Rev Bond"},"expand_capacity":{"0":26.3384401031,"1":63.3898549337,"2'
'":51.1360252492,"3":18.7230954832,"4":93.9205959335},"interest_rate_lock":{"0":false,"1":true,"2":fal'
'se,"3":true,"4":false},"Expected Net Benefit":{"0":-157.486494925,"1":-244.2423401934,"2":-189.633908'
'4553,"3":-4.2656265778,"4":-481.1208898635},"Probability of Net Loss":{"0":0.95,"1":1.0,"2":0.95,"3":'
'0.7,"4":1.0},"95%ile Travel Time":{"0":74.6904209781,"1":65.8492894317,"2":67.6932507947,"3":79.09851'
'23853,"4":63.203313888},"99%ile Present Cost":{"0":3789.8036648358,"1":9121.0832380586,"2":7357.89572'
'71441,"3":2694.0416972887,"4":13514.111590462},"Expected Present Cost":{"0":3158.4461451444,"1":7601.'
'5679809722,"2":6132.1164500957,"3":2245.2312484183,"4":11262.7453643551}}')
correct['debt_type'] = correct['debt_type'].astype(
pandas.CategoricalDtype(categories=['GO Bond', 'Rev Bond', 'Paygo'], ordered=True))
pandas.testing.assert_frame_equal(r1, correct)
numpy.random.seed(7)
from ema_workbench.em_framework.samplers import sample_uncertainties
scenes = sample_uncertainties(m, 20)
scenes0 = pandas.DataFrame(scenes)
cachefile = os.path.join(test_dir,'test_robust_results.csv')
if not os.path.exists(cachefile):
scenes0.to_csv(os.path.join(test_dir,'test_robust_evaluation_scenarios.csv'), index=None)
scenes1 = pandas.read_csv(os.path.join(test_dir,'test_robust_evaluation_scenarios.csv'))
pandas.testing.assert_frame_equal(scenes0, scenes1)
from emat import Constraint
constraint_1 = Constraint(
"Maximum Log Expected Present Cost",
outcome_names="Expected Present Cost",
function=Constraint.must_be_less_than(4000),
)
constraint_2 = Constraint(
"Minimum Capacity Expansion",
parameter_names="expand_capacity",
function=Constraint.must_be_greater_than(10),
)
constraint_3 = Constraint(
"Maximum Paygo",
parameter_names='debt_type',
outcome_names='99%ile Present Cost',
function=lambda i, j: max(0, j - 1500) if i == 'Paygo' else 0,
)
from emat.optimization import HyperVolume, EpsilonProgress, SolutionViewer, ConvergenceMetrics
convergence_metrics = ConvergenceMetrics(
HyperVolume.from_outcomes(robustness_functions),
EpsilonProgress(),
SolutionViewer.from_model_and_outcomes(m, robustness_functions),
)
numpy.random.seed(8)
random.seed(8)
# Test robust optimize
with SequentialEvaluator(m) as evaluator:
robust_results, convergence = m.robust_optimize(
robustness_functions,
scenarios=scenes,
nfe=25,
constraints=[
constraint_1,
constraint_2,
constraint_3,
],
epsilons=[0.05,]*len(robustness_functions),
convergence=convergence_metrics,
evaluator=evaluator,
)
cachefile = os.path.join(test_dir,'test_robust_results.csv')
if not os.path.exists(cachefile):
robust_results.to_csv(cachefile, index=None)
correct2 = pandas.read_csv(cachefile)
correct2['debt_type'] = correct2['debt_type'].astype(
pandas.CategoricalDtype(categories=['GO Bond', 'Rev Bond', 'Paygo'], ordered=True))
pandas.testing.assert_frame_equal(robust_results, correct2, check_less_precise=True)
def test_road_test(self):
road_test_scope_file = emat.package_file('model', 'tests', 'road_test.yaml')
road_scope = emat.Scope(road_test_scope_file)
# <emat.Scope with 2 constants, 7 uncertainties, 4 levers, 7 measures>
assert len(road_scope.get_measures()) == 7
assert len(road_scope.get_levers()) == 4
assert len(road_scope.get_uncertainties()) == 7
assert len(road_scope.get_constants()) == 2
emat_db = emat.SQLiteDB()
road_scope.store_scope(emat_db)
with pytest.raises(KeyError):
road_scope.store_scope(emat_db)
assert emat_db.read_scope_names() == ['EMAT Road Test']
design = design_experiments(road_scope, db=emat_db, n_samples_per_factor=10, sampler='lhs')
design.head()
large_design = design_experiments(road_scope, db=emat_db, n_samples=5000, sampler='lhs',
design_name='lhs_large')
large_design.head()
assert list(large_design.columns) == [
'alpha',
'amortization_period',
'beta',
'debt_type',
'expand_capacity',
'input_flow',
'interest_rate',
'interest_rate_lock',
'unit_cost_expansion',
'value_of_time',
'yield_curve',
'free_flow_time',
'initial_capacity',
]
assert list(large_design.head().index) == [111, 112, 113, 114, 115]
assert emat_db.read_design_names('EMAT Road Test') == ['lhs', 'lhs_large']
m = PythonCoreModel(Road_Capacity_Investment, scope=road_scope, db=emat_db)
with SequentialEvaluator(m) as eval_seq:
lhs_results = m.run_experiments(design_name='lhs', evaluator=eval_seq)
lhs_results.head()
assert lhs_results.head()['present_cost_expansion'].values == approx(
[2154.41598475, 12369.38053473, 4468.50683924, 6526.32517089, 2460.91070514])
assert lhs_results.head()['net_benefits'].values == approx(
[-79.51551505, -205.32148044, -151.94431822, -167.62487134, -3.97293985])
with SequentialEvaluator(m) as eval_seq:
lhs_large_results = m.run_experiments(design_name='lhs_large', evaluator=eval_seq)
lhs_large_results.head()
assert lhs_large_results.head()['net_benefits'].values == approx(
[-584.36098322, -541.5458395, -185.16661464, -135.85689709, -357.36106457])
lhs_outcomes = m.read_experiment_measures(design_name='lhs')
assert lhs_outcomes.head()['time_savings'].values == approx(
[13.4519273, 26.34172999, 12.48385198, 15.10165981, 15.48056139])
correct_scores = numpy.array(
[[0.06603461, 0.04858595, 0.06458574, 0.03298163, 0.05018515, 0., 0., 0.53156587, 0.05060416, 0.02558088,
0.04676956, 0.04131266, 0.04179378],
[0.06003223, 0.04836434, 0.06059554, 0.03593644, 0.27734396, 0., 0., 0.28235419, 0.05303979, 0.03985181,
0.04303371, 0.05004349, 0.04940448],
[0.08760605, 0.04630414, 0.0795043, 0.03892201, 0.10182534, 0., 0., 0.42508457, 0.04634321, 0.03216387,
0.0497183, 0.04953772, 0.0429905],
[0.08365598, 0.04118732, 0.06716887, 0.03789444, 0.06509519, 0., 0., 0.31494171, 0.06517462, 0.02895742,
0.04731707, 0.17515158, 0.07345581],
[0.06789382, 0.07852257, 0.05066944, 0.04807088, 0.32054735, 0., 0., 0.15953055, 0.05320201, 0.02890069,
0.07033928, 0.06372418, 0.05859923],
[0.05105435, 0.09460353, 0.04614178, 0.04296901, 0.45179611, 0., 0., 0.04909801, 0.05478798, 0.023099,
0.08160785, 0.05642169, 0.04842069],
[0.04685703, 0.03490931, 0.03214081, 0.03191602, 0.56130318, 0., 0., 0.04011044, 0.04812986, 0.02228924,
0.09753361, 0.04273004, 0.04208045], ])
scores = m.get_feature_scores('lhs', random_state=123)
for _i in range(scores.metadata.values.shape[0]):
for _j in range(scores.metadata.values.shape[1]):
assert scores.metadata.values[_i,_j] == approx(correct_scores[_i,_j], rel=.1)
from ema_workbench.analysis import prim
x = m.read_experiment_parameters(design_name='lhs_large')
prim_alg = prim.Prim(
m.read_experiment_parameters(design_name='lhs_large'),
m.read_experiment_measures(design_name='lhs_large')['net_benefits'] > 0,
threshold=0.4,
)
box1 = prim_alg.find_box()
assert dict(box1.peeling_trajectory.iloc[45]) == approx({
'coverage': 0.8014705882352942,
'density': 0.582109479305741,
'id': 45,
'mass': 0.1498,
'mean': 0.582109479305741,
'res_dim': 4,
})
from emat.util.xmle import Show
from emat.util.xmle.elem import Elem
assert isinstance(Show(box1.show_tradeoff()), Elem)
from ema_workbench.analysis import cart
cart_alg = cart.CART(
m.read_experiment_parameters(design_name='lhs_large'),
m.read_experiment_measures(design_name='lhs_large')['net_benefits'] > 0,
)
cart_alg.build_tree()
cart_dict = dict(cart_alg.boxes[0].iloc[0])
assert cart_dict['debt_type'] == {'GO Bond', 'Paygo', 'Rev Bond'}
assert cart_dict['interest_rate_lock'] == {False, True}
del cart_dict['debt_type']
del cart_dict['interest_rate_lock']
assert cart_dict == approx({
'free_flow_time': 60,
'initial_capacity': 100,
'alpha': 0.10001988547129116,
'beta': 3.500215589924521,
'input_flow': 80.0,
'value_of_time': 0.00100690634109406,
'unit_cost_expansion': 95.00570832093116,
'interest_rate': 0.0250022738169142,
'yield_curve': -0.0024960505548531774,
'expand_capacity': 0.0006718732232418368,
'amortization_period': 15,
})
assert isinstance(Show(cart_alg.show_tree(format='svg')), Elem)
from emat import Measure
MAXIMIZE = Measure.MAXIMIZE
MINIMIZE = Measure.MINIMIZE
robustness_functions = [
Measure(
'Expected Net Benefit',
kind=Measure.INFO,
variable_name='net_benefits',
function=numpy.mean,
# min=-150,
# max=50,
),
Measure(
'Probability of Net Loss',
kind=MINIMIZE,
variable_name='net_benefits',
function=lambda x: numpy.mean(x < 0),
min=0,
max=1,
),
Measure(
'95%ile Travel Time',
kind=MINIMIZE,
variable_name='build_travel_time',
function=functools.partial(numpy.percentile, q=95),
min=60,
max=150,
),
Measure(
'99%ile Present Cost',
kind=Measure.INFO,
variable_name='present_cost_expansion',
function=functools.partial(numpy.percentile, q=99),
# min=0,
# max=10,
),
Measure(
'Expected Present Cost',
kind=Measure.INFO,
variable_name='present_cost_expansion',
function=numpy.mean,
# min=0,
# max=10,
),
]
from emat import Constraint
constraint_1 = Constraint(
"Maximum Log Expected Present Cost",
outcome_names="Expected Present Cost",
function=Constraint.must_be_less_than(4000),
)
constraint_2 = Constraint(
"Minimum Capacity Expansion",
parameter_names="expand_capacity",
function=Constraint.must_be_greater_than(10),
)
constraint_3 = Constraint(
"Maximum Paygo",
parameter_names='debt_type',
outcome_names='99%ile Present Cost',
function=lambda i, j: max(0, j - 1500) if i == 'Paygo' else 0,
)
from emat.optimization import HyperVolume, EpsilonProgress, SolutionViewer, ConvergenceMetrics
convergence_metrics = ConvergenceMetrics(
HyperVolume.from_outcomes(robustness_functions),
EpsilonProgress(),
SolutionViewer.from_model_and_outcomes(m, robustness_functions),
)
with SequentialEvaluator(m) as eval_seq:
robust_results, convergence = m.robust_optimize(
robustness_functions,
scenarios=20,
nfe=5,
constraints=[
constraint_1,
constraint_2,
constraint_3,
],
epsilons=[0.05, ] * len(robustness_functions),
convergence=convergence_metrics,
evaluator=eval_seq,
)
assert isinstance(robust_results, pandas.DataFrame)
mm = m.create_metamodel_from_design('lhs')
design2 = design_experiments(road_scope, db=emat_db, n_samples_per_factor=10, sampler='lhs', random_seed=2)
design2_results = mm.run_experiments(design2)