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1011 | class EconomicNetwork(TrainableModule):
def __init__(
self,
encodings: Mapping[str, int | Mapping[str, Any] | Iterable | str],
name: str | None = None,
hyperparameters: Hyperparams | None = None,
enable_bdl_metrics: bool = False,
):
super().__init__(
name=name,
hyperparameters=hyperparameters,
)
self.data_encodings = encodings
self.enable_bdl_metrics = enable_bdl_metrics
def create_encodings(self, encodings, input_shapes):
# TODO: this list needs to be removed
cont_encodings_default = {
"tot_pct_black_african_american",
"tot_pct_hispanic",
"pct_2021_pop_age_20_29",
"pct_2021_no_high_school_diploma",
"pct_2021_college_or_advanced_degree",
"household_income_median",
"pct_2021_income_upto_24999",
"pct_2021_income_over_200000",
"tot_pop_median_age",
"GOP",
"DEM",
"density",
"brand_product_market_share",
"avg_snow",
"avg_prcp",
"avg_temp",
"marital_status_2021_pop_15_years_and_over",
"pct_2021_income_75000_124999",
"pct_2021_married",
"pct_2021_pop_age_40_49",
"pct_2021_pop_age_65_over",
"tot_pct_asian",
"tot_pct_native_hawaiian_other_pacific_islander",
"tot_pct_other_race",
"tot_pct_white",
"wholesaler_pop",
"lan",
"lon",
"lon_from_center",
}
cont_encodings_used = {
feature: self.hyperparameters.get_bool(
feature, default=feature in cont_encodings_default, help=f"Use {feature} for hierarchical embedding."
)
for feature in input_shapes.continuous_hier_params.keys()
}
self.continous_encodings = {
feature: encodings[feature] for feature, used in cont_encodings_used.items() if used
}
base_encodings = (
{
k: encodings[k]
for k in (
"region",
"state",
"wholesaler",
"brand",
"date",
)
if getattr(input_shapes, f"{k}_index", ...) is not ...
}
| self.continous_encodings
| {"max_real_date": encodings.get("max_real_date", max(encodings["date"].keys()))}
)
self.encodings = {
k: encodings[k]
for k in (
"global",
"weather",
"temperature",
"price_dev",
"price_ratio",
"holiday",
"distribution",
"pre_investment",
"covid",
"national_trend",
"regional_trend",
"date",
"granularity",
)
if getattr(input_shapes, f"{k}_index", ...) is not ...
} | base_encodings
def get_encodings(indices, keys, specific_maps={}):
return (
{key: encodings[specific_maps.get(key, key)] for key in keys} | base_encodings
if all(getattr(input_shapes, f"{idx}_index", ...) is not ... for idx in indices)
else {}
)
self.vehicle_encodings = get_encodings(["vehicle", "parent_vehicle"], ["vehicle", "parent_vehicle"])
self.global_encodings = get_encodings(
["global", "global_parent"],
["global", "signal", "parent_signal"],
specific_maps={"signal": "global", "parent_signal": "global_parent"},
)
self.weather_encodings = get_encodings(
["weather", "weather_parent"],
["granularity", "weather", "signal", "parent_signal"],
specific_maps={"signal": "weather", "parent_signal": "weather_parent"},
)
self.temperature_encodings = get_encodings(
["temperature", "temperature_parent"],
["granularity", "temperature", "signal", "parent_signal"],
specific_maps={"signal": "temperature", "parent_signal": "temperature_parent"},
)
@cached_property
def result_type(self):
return EconomicIntermediaries
@cached_property
def hlayer_lookup(self):
assert self._built
return {
"/".join(layer.weights.name.split("/")[:-1]): layer
for layer in self.submodules
if isinstance(layer, HierchicalEmbedding)
}
@cached_property
def annotated_var_lookup(self):
assert self._built
return {v.name: v for v in self.all_variables if v._annotated_shape is not None}
def get_closest_match(self, name, lookup):
if name in lookup:
return lookup[name], name
logger.debug(f"{name} is not an exact match")
match, score, _ = rapidfuzz.process.extract(name, lookup.keys(), limit=1)[0]
logger.debug(f"{match} is the closest match with a score of {score}/100.")
return lookup[match], match
def get_hier_layer(self, name):
# TODO: generalize for all layers by updating scoped layer names to be unique
# currently generalized only for hierarchical because can get scoped name
# via hlayer.weights.name
return self.get_closest_match(name, self.hlayer_lookup)
def get_annotated_variable(self, name):
return self.get_closest_match(name, self.annotated_var_lookup)
def build(self, input_shapes): # noqa: U100
self.create_encodings(self.data_encodings, input_shapes)
self.window_radius_revenue = self.hyperparameters.get_int(
"window_radius_revenue", default=4, min=0, max=6, help="The window size for smoothing revenue."
)
self.window_radius_signal = self.hyperparameters.get_int(
"window_radius_signal", default=4, min=0, max=6, help="The window size for smoothing signals."
)
self.WINDOW_SIZE_REVENUE = 1 + self.window_radius_revenue * 2
self.WINDOW_SIZE_SIGNAL = 1 + self.window_radius_signal * 2
self.window_std_revenue = self.hyperparameters.get_float(
"window_std_revenue",
default=self.window_radius_revenue / 2.0,
min=0.0,
max=4.0,
help="The ratio of the window size to use for the stddev of the gaussian smoothing for revenue.",
)
self.window_std_signal = self.hyperparameters.get_float(
"window_std_signal",
default=self.window_radius_signal / 2.0,
min=0.0,
max=4.0,
help="The ratio of the window size to use for the stddev of the gaussian smoothing for signals.",
)
self.hier_lambda = self.hyperparameters.get_float(
"hier_lambda", default=1e-4, min=1e-06, max=1e-02, logdist=True, help="The weightage for hier loss."
)
self.aux_lambda = self.hyperparameters.get_float(
"aux_lambda", default=1.0, min=1e-03, max=1.0, logdist=True, help="The weightage for aux loss."
)
self.impacts_layer = self.hyperparameters.get_submodule(
"impacts",
module_type=Impacts,
kwargs=dict(
continous_encodings=self.continous_encodings,
encodings=self.encodings,
vehicle_encodings=self.vehicle_encodings,
global_encodings=self.global_encodings,
weather_encodings=self.weather_encodings,
temperature_encodings=self.temperature_encodings,
wibble_means=np.array(self.data_encodings["wholesaler_means"], dtype=np.float32)[:, :, 0],
),
help="The layer for calculating the impacts to apply on top of the baseline.",
)
self.pre_2021_mse_weight = self.hyperparameters.get_float(
"pre_2021_mse_weight",
default=0.2,
min=0.0,
max=1.0,
help="The weight to use for predictions before 2021 relative to the weight of points in 2021 forwards.",
)
self.post_2021_mse_scale = self.hyperparameters.get_float(
"post_2021_mse_scale",
default=1.0,
min=1.0,
max=10.0,
help="After post 2021 mse weight jumps to 1, this is the incremental increase till end of time axis",
)
def calculate_impacts(self, training=False, debug=False, skip_metrics=False) -> ImpactsIntermediaries:
return self.impacts_layer(
ImpactsInput(
global_effect=self.global_effect_ph,
weather_effect=self.weather_effect_ph,
temperature_effect=self.temperature_effect_ph,
holiday_effect=self.holiday_ph,
national_trend=self.national_trend_ph,
regional_trend=self.regional_trend_ph,
price_ratio=self.price_ratio_ph,
distribution=self.distribution_ph,
prices=self.price_ph,
invest_spends=self.invest_spend_ph,
dates_since_start=self.dates_since_start_ph,
investment_axis_scale=self.investment_axis_scale,
hierarchies=dict(
hierarchy=dict(self.hierarchical_placeholders.items()),
vehicle_hierarchy=dict(self.vehicle_hierarchical_placeholders.items()),
global_hierarchy=dict(self.global_hierarchical_placeholders.items()),
weather_hierarchy=dict(self.weather_hierarchical_placeholders.items()),
temperature_hierarchy=dict(self.temperature_hierarchical_placeholders.items()),
),
mask=tf.expand_dims(self.yhat_mask_ph, -1) if self.yhat_mask_ph is not None else None,
yearly_week_number=self.yearly_week_number_ph,
brand_size=self.brand_size_ph,
preinvestment_slope=self.preinvestment_slope_ph,
preinvestment_intercept=self.preinvestment_intercept_ph,
date_index=self.date_index_ph,
brand_index=self.brand_index_ph,
),
training=training,
skip_metrics=skip_metrics,
debug=debug,
)
num_mask_steps: ClassVar[int] = 0
def process_baseline(
self,
result_type: type,
baseline: tf.Tensor,
impacts: ImpactsIntermediaries,
inputs: EconomicModelInput,
training: bool = False,
debug: bool = False,
skip_metrics: bool = False,
prefix: str = "",
**kwargs,
):
yhat = apply_impacts(
baseline,
additive_impacts=impacts.additive_impacts,
multiplicative_impacts=impacts.multiplicative_impacts,
)
y_mask = self.yhat_mask_ph
if training and y_mask is not None:
for i in range(1, self.num_mask_steps + 1):
y_mask = y_mask * tf.concat([tf.zeros_like(y_mask[:, :i]), y_mask[:, :-i]], axis=1, name=f"mask_{i}")
# Might be None, but we only pass as a mask to things which will handle None fine
weighted_batch_mask = self.instability_loss_mult
assert isinstance(self.data_encodings["date"], Mapping), "data_encoding['date'] should be a mapping"
if self.yph is not None and not skip_metrics:
start_2021_mask = self.hierarchical_placeholders["date"] > max(
i for k, i in self.data_encodings["date"].items() if k < "2021"
)
start_2021_cumsum = tf.math.cumsum(tf.cast(start_2021_mask, tf.float32)) - tf.constant(
1.0, dtype=tf.float32
)
start_2021_weights = (
tf.constant(1.0, dtype=tf.float32)
+ start_2021_cumsum / tf.reduce_max(start_2021_cumsum) * self.post_2021_mse_scale
)
if y_mask is None:
mse_weights = tf.where(
start_2021_mask,
start_2021_weights,
tf.constant(self.pre_2021_mse_weight, dtype=tf.float32),
)
else:
mse_weights = y_mask * tf.where(
start_2021_mask,
start_2021_weights,
tf.constant(self.pre_2021_mse_weight, dtype=tf.float32),
)
mse_per_signal = metrics.weighted_mean(tf.math.squared_difference(self.yph, yhat), mask=mse_weights, axis=1)
mse = tf.math.reduce_sum(mse_per_signal, name="mean_mse")
mean_sales = metrics.weighted_mean(
self.yph,
mask=y_mask,
name=f"{prefix}mean_sales",
axis=1,
keepdims=True,
)
self.add_loss(f"{prefix}mse", mse, f"{prefix}mse")
if y_mask is None:
data_point_mask = tf.cast(start_2021_mask, dtype=yhat.dtype)
else:
data_point_mask = tf.cast(start_2021_mask, dtype=yhat.dtype) * y_mask
r_squared = metrics.r_squared(self.yph, yhat, data_point_mask, axis=1)
self.add_metric(f"{prefix}r_squared", r_squared, sample_weights=weighted_batch_mask)
self.add_metric(f"{prefix}pos_r_squared", tf.maximum(0.0, r_squared), sample_weights=weighted_batch_mask)
if self.enable_bdl_metrics and impacts.bud_light_effect is not None:
mult_diff, mult_mask = bdl_mult_diff(
self.yph,
inputs,
impacts.bud_light_effect.impact,
impacts.bud_light_effect.mf_mask,
self.data_encodings,
)
self.add_metric(f"{prefix}pos_bdl_mult_diff", tf.math.maximum(mult_diff, 0.0), sample_weights=mult_mask)
self.add_metric(f"{prefix}neg_bdl_mult_diff", tf.math.minimum(mult_diff, 0.0), sample_weights=mult_mask)
self.add_metric(f"{prefix}bdl_mult_diff", mult_diff, sample_weights=mult_mask)
all_losses = self.get_all_losses()
total_loss = tf.math.add_n(all_losses.values())
else:
mse = None
r_squared = None
mean_sales = None
all_losses = None
total_loss = None
return result_type(
impacts=impacts,
baseline=baseline,
yhat=yhat,
y_true=self.yph,
y_smooth=self.y_smooth,
all_losses=all_losses,
total_loss=total_loss,
mask=y_mask,
mse=mse,
r_squared=r_squared if debug else None,
train_r2=(
metrics.weighted_mean(r_squared, mask=weighted_batch_mask, axis=0, name=f"{prefix}r_squared")
if r_squared is not None
else None
),
step=self._step_var,
# Would be nice to make this None when not debugging
inputs=inputs,
mean_sales=mean_sales if debug else None,
**kwargs,
)
def __call__(
self, batch: EconomicModelInput, training: bool = False, debug: bool = False, skip_metrics: bool = False
):
self.create_network_phs(batch, training=training)
impacts = self.calculate_impacts(training=training, debug=debug, skip_metrics=skip_metrics)
baseline, kwargs = self.get_baseline(impacts, training=training, skip_metrics=skip_metrics, debug=debug)
result = self.process_baseline(
self.result_type,
baseline,
impacts,
batch,
training=training,
skip_metrics=skip_metrics,
debug=debug,
**kwargs,
)
return result
def get_baseline(
self,
impacts: ImpactsIntermediaries, # noqa: U100
training: bool = False, # noqa: U100
debug: bool = False, # noqa: U100
skip_metrics: bool = False, # noqa: U100
) -> tuple[tf.Tensor, dict]:
"""
Returns baseline and any kwargs for the Intermediaries result type.
"""
return tf.constant(0.0, dtype=tf.float32), {}
def create_network_phs(self, batch: EconomicModelInput, training: bool = False):
self.date_index_ph = batch.date_index
self.brand_index_ph = batch.brand_index
smoothing_weights_revenue = get_smoothing_weights(
self.WINDOW_SIZE_REVENUE, "gaussian", std=self.window_std_revenue
)
smoothing_weights_signal = get_smoothing_weights(
self.WINDOW_SIZE_SIGNAL, "gaussian", std=self.window_std_signal
)
def get_rolling_mean(
signals, window_size=None, center=True, smoothing_weights=smoothing_weights_signal, **kwargs
):
if window_size is None:
window_size = self.WINDOW_SIZE_SIGNAL
return (
rolling_mean(
signals,
window_size=window_size,
center=center,
smoothing_weights=smoothing_weights,
**kwargs,
)
if signals is not None
else None
)
self.global_effect_ph = get_rolling_mean(batch.global_signals)
self.weather_effect_ph = get_rolling_mean(batch.weather_signals)
self.temperature_effect_ph = get_rolling_mean(batch.temperature_signals)
self.holiday_ph = get_rolling_mean(batch.holiday_signals)
self.yearly_week_number_ph = batch.yearly_week_number
self.brand_size_ph = batch.brand_size
self.national_trend_ph = batch.national_trend
self.regional_trend_ph = batch.regional_trend
self.before_2021_mask_ph = batch.before_2021_mask
self.yhat_mask_ph = batch.no_prediction_mask
self.y_true_mask_ph = self.yhat_mask_ph
if batch.feature_masks is not None:
reduced = tf.math.reduce_all(batch.feature_masks, axis=2)
self.y_true_mask_ph = reduced if self.y_true_mask_ph is None else reduced & self.y_true_mask_ph
if training:
self.yhat_mask_ph = reduced if self.yhat_mask_ph is None else reduced & self.yhat_mask_ph
if batch.no_train_mask is not None and training:
self.yhat_mask_ph = (
batch.no_train_mask
if self.yhat_mask_ph is None
else tf.logical_and(batch.no_train_mask, self.yhat_mask_ph)
)
self.yhat_mask_ph = tf.cast(self.yhat_mask_ph, dtype=tf.float32) if self.yhat_mask_ph is not None else None
self.y_true_mask_ph = (
tf.cast(self.y_true_mask_ph, dtype=tf.float32) if self.y_true_mask_ph is not None else None
)
expanded_mask = self.yhat_mask_ph[:, :, None] if self.yhat_mask_ph is not None else None
self.price_ph = get_rolling_mean(batch.price_devs, mask=expanded_mask)
self.price_ratio_ph = get_rolling_mean(batch.price_ratios, mask=expanded_mask)
# even when training is False, rolling mean should be built on the all the masks.
self.y_smooth = get_rolling_mean(
batch.true_sales, mask=self.y_true_mask_ph, smoothing_weights=smoothing_weights_revenue
)
self.yph = self.y_smooth if training else batch.true_sales
self.distribution_ph = batch.distributions
self.instability_loss_mult = batch.instability_loss_mult
self.invest_spend_ph = batch.vehicle_spends
self.dates_since_start_ph = batch.weeks_since_restart
self.preinvestment_slope_ph = batch.preinvestment_slope
self.preinvestment_intercept_ph = batch.preinvestment_intercept
self.investment_axis_scale = batch.investment_axis_scale
# TODO(@legendof-selda): automate indexes encodings as well
# We append all the continous values in batch using self.continous_encodings
self.hierarchical_placeholders = {
k: getattr(batch, f"{k}_index")
for k in self.encodings.keys()
if getattr(batch, f"{k}_index", None) is not None
} | {feature: batch.continuous_hier_params[feature] for feature in self.continous_encodings.keys()}
(
self.vehicle_hierarchical_placeholders,
self.distribution_hierarchical_placeholders,
self.global_hierarchical_placeholders,
self.weather_hierarchical_placeholders,
self.temperature_hierarchical_placeholders,
) = get_hiers(batch, self.hierarchical_placeholders.keys()).values()
def _get_loss_lambda(self, loss_category: str) -> float:
if hasattr(self, f"{loss_category}_lambda"):
return getattr(self, f"{loss_category}_lambda")
else:
logger.warning(f"Loss category {loss_category} was not recognized and was given a lambda of 1.")
return 1.0
def get_kwargs_to_save(self, **kwargs):
return super().get_kwargs_to_save(**kwargs) | {"encodings": self.data_encodings}
def add_global_me_tracker(self, batch, radius, desired_num_points):
if batch.global_signals is None:
logger.warning("Tried to add a global_me tracker when there is no global_signals data.")
else:
assert self.impacts_layer.global_me is not None, "global_me not None if tracker added"
self.tracked["global_me"] = make_me_tracker(
self,
batch.global_signals,
batch,
self.impacts_layer.global_me,
radius=radius,
desired_num_points=desired_num_points,
)
def add_weather_me_tracker(self, batch, radius, desired_num_points):
if batch.weather_signals is None:
logger.warning("Tried to add a weather_me tracker when there is no weather_signals data.")
else:
assert self.impacts_layer.weather_me is not None, "weather_me not None if tracker added"
self.tracked["weather_me"] = make_me_tracker(
self,
batch.weather_signals,
batch,
self.impacts_layer.weather_me,
radius=radius,
desired_num_points=desired_num_points,
)
def add_temperature_me_tracker(self, batch, radius, desired_num_points):
if batch.temperature_signals is None:
logger.warning("Tried to add a temperature_me tracker when there is no temperature_signals data.")
else:
assert self.impacts_layer.temperature_me is not None, "temperature_me not None if tracker added"
self.tracked["temperature_me"] = make_me_tracker(
self,
batch.temperature_signals,
batch,
self.impacts_layer.temperature_me,
radius=radius,
desired_num_points=desired_num_points,
)
def add_national_trend_tracker(self, batch, radius, desired_num_points):
if batch.national_trend is None:
logger.warning("Tried to add national_trend tracker when there is not national_trend data.")
else:
assert (
self.impacts_layer.industry_national_trend_me is not None
), "industry_national_trend_me not None if tracker added"
self.tracked["national_trend"] = make_me_tracker(
self,
batch.national_trend,
batch,
self.impacts_layer.industry_national_trend_me,
radius=radius,
desired_num_points=desired_num_points,
)
def add_regional_trend_tracker(self, batch, radius, desired_num_points):
if batch.regional_trend is None:
logger.warning("Tried to add regional_trend tracker when there is not regional_trend data.")
else:
assert (
self.impacts_layer.industry_regional_trend_me is not None
), "industry_regional_trend_me not None if tracker added"
self.tracked["regional_trend"] = make_me_tracker(
self,
batch.regional_trend,
batch,
self.impacts_layer.industry_regional_trend_me,
radius=radius,
desired_num_points=desired_num_points,
)
def add_price_ratio_tracker(self, batch, price_radius, desired_num_points):
if batch.price_ratios is None:
logger.warning("Tried to add a price_ratio tracker when there is no price_ratios data.")
else:
assert self.impacts_layer.price_ratio is not None, "price_ratio not None if tracker added"
self.tracked["price_ratio"] = make_me_tracker(
self,
batch.price_ratios,
batch,
self.impacts_layer.price_ratio,
radius=price_radius,
desired_num_points=desired_num_points,
)
def add_holiday_me_tracker(self, batch, desired_num_points):
if batch.holiday_signals is None:
logger.warning("Tried to add a holiday_me tracker when there is no holiday_signals data.")
else:
assert self.impacts_layer.holiday_me is not None, "holiday_me not None if tracker added"
center = (
to_numpy(get_smoothing_weights(self.WINDOW_SIZE_SIGNAL, "gaussian", std=self.window_std_signal)).max()
/ 2
)
self.tracked["holiday_me"] = make_me_tracker(
self,
batch.holiday_signals,
batch,
self.impacts_layer.holiday_me,
radius=center,
center=center,
desired_num_points=desired_num_points,
)
def add_price_elasticity_tracker(self, batch, price_range, desired_num_points):
if batch.price_devs is None:
logger.warning("Tried to add a price_elasticity tracker when there is no price_devs data.")
else:
self.tracked["price_elasticity"] = make_price_tracker(
self, batch, price_range=price_range, desired_num_points=desired_num_points
)
def add_distribution_tracker(self, batch, desired_num_points):
if batch.distributions is None:
logger.warning("Tried to add a distribution tracker when there is no distributions data.")
else:
assert self.impacts_layer.distribution_layer is not None, "distribution_layer not None if tracker added"
self.tracked["distribution"] = make_me_tracker(
self,
batch.distributions,
batch,
self.impacts_layer.distribution_layer,
radius=0.99,
center=1.0,
spacing=AxisSpacing.QUADRATIC,
desired_num_points=desired_num_points,
)
def add_price_me_tracker(self, batch, price_radius, desired_num_points):
if batch.price_devs is None:
logger.warning("Tried to add a price_me tracker when there is no price_devs data.")
else:
assert self.impacts_layer.pricing_lead_lag_me is not None, "pricing_lead_lag_me cannot be none"
self.tracked["price_me"] = make_me_tracker(
self,
batch.price_devs,
batch,
self.impacts_layer.pricing_lead_lag_me,
radius=price_radius,
desired_num_points=desired_num_points,
)
def add_periodic_me_tracker(self, batch):
if batch.date_index is None:
logger.warning("Tried to add a periodic_me tracker when there is no date data in the hierarchy.")
else:
self.tracked["periodic_me"] = make_periodic_tracker(self, batch)
def add_roicurve_tracker(
self, batch, max_val, desired_num_points, spacing, dynamic_range, investment_axis_scale_range
):
if batch.vehicle_spends is None or self.impacts_layer.roicurve is None:
logger.warning("Tried to add a roicurve tracker when there is no vehicle_spends data.")
else:
self.tracked["roicurve"] = make_roi_tracker(
self,
batch,
max_val=max_val,
desired_num_points=desired_num_points,
spacing=spacing,
dynamic_range=dynamic_range,
investment_axis_scale_range=investment_axis_scale_range,
)
self.curve_trackers = ["roicurve"]
# TODO(@ruler501) out a way to simplify this
def add_curve_trackers( # noqa: C901 Haven't d out how to simplify yet
self,
batch: EconomicModelInput,
max_val: float = 10.0,
max_roi_val: float = 10.0,
price_range=1.0,
radius=3.0,
price_radius=0.25,
curves: list[str] | Literal["all"] = "all",
desired_num_points: int = 256,
dynamic_range: bool | float = False,
investment_axis_scale_range: bool = False,
spacing: AxisSpacing = AxisSpacing.QUADRATIC,
):
if is_option_included(curves, "global_me"):
self.add_global_me_tracker(batch, radius, desired_num_points)
if is_option_included(curves, "weather_me"):
self.add_weather_me_tracker(batch, radius, desired_num_points)
if is_option_included(curves, "temperature_me"):
self.add_temperature_me_tracker(batch, radius, desired_num_points)
if is_option_included(curves, "national_trend"):
self.add_national_trend_tracker(batch, radius, desired_num_points)
if is_option_included(curves, "regional_trend"):
self.add_regional_trend_tracker(batch, radius, desired_num_points)
if is_option_included(curves, "price_ratio"):
self.add_price_ratio_tracker(batch, price_radius, desired_num_points)
if is_option_included(curves, "holiday_me"):
self.add_holiday_me_tracker(batch, desired_num_points)
if is_option_included(curves, "price_elasticity"):
self.add_price_elasticity_tracker(batch, price_range, desired_num_points)
if is_option_included(curves, "distribution"):
self.add_distribution_tracker(batch, desired_num_points)
if is_option_included(curves, "price_me"):
self.add_price_me_tracker(batch, price_radius, desired_num_points)
if is_option_included(curves, "periodic_me"):
self.add_periodic_me_tracker(batch)
if self.impacts_layer.roicurve is not None:
self.add_roicurve_tracker(
batch, max_roi_val, desired_num_points, spacing, dynamic_range, investment_axis_scale_range
)
def viz_impacts(
self,
epoch: EpochSpec = None,
intermediaries: EconomicIntermediaries | list[EconomicIntermediaries] | None = None,
num_viz: int = 2,
separate_decay: bool = False,
collapse_level: CollapseLevel | dict[str, CollapseLevel] = 0,
collapse_lead_lag: bool | None = None,
use_grans: list[str] | None = None,
group_signals: bool = True,
linearization_method: LinearizationMethod = "cumprod",
**kwargs,
):
if intermediaries is None:
intermediaries = self.get_tracker_at("intermediaries", epoch=epoch)
impacts = OutputImpact(
encodings=self.data_encodings,
intermediaries=intermediaries,
separate_decay=separate_decay,
collapse_level=collapse_level,
collapse_lead_lag=collapse_lead_lag,
with_groups=group_signals,
linearization_method=linearization_method,
combine_granularities_flag=True,
is_animation_call=(epoch == "all"),
)
all_impacts_df = impacts.df
if isinstance(all_impacts_df, list):
all_impacts_df = pd.concat(all_impacts_df, axis=0 if epoch == "all" else 1)
return OutputImpact(final_df=all_impacts_df, is_animation_call=(epoch == "all")).visualize(
wibbles=use_grans,
**kwargs,
)
def viz_impacts_change(
self,
epoch: Sequence[int] | Literal["all"] = "all",
intermediaries: list[EconomicIntermediaries] | None = None,
separate_decay: bool = False,
collapse_level: CollapseLevel | dict[str, CollapseLevel] = 0,
**kwargs,
):
if intermediaries is None:
intermediaries = self.get_tracker_at("intermediaries", epoch=epoch)
impacts = OutputImpact(
encodings=self.data_encodings,
intermediaries=intermediaries,
separate_decay=separate_decay,
collapse_level=collapse_level,
combine_granularities_flag=True,
is_animation_call=(epoch == "all"),
)
return impacts.visualize_impacts_change(**kwargs)
def viz_price_elasticity(
self,
epoch: EpochSpec = None,
intermediaries: EconomicIntermediaries | list[EconomicIntermediaries] | None = None,
num_viz: int = 2,
return_df_only: bool = False,
**kwargs,
):
if intermediaries is None:
intermediaries = self.get_tracker_at("price_elasticity", epoch=epoch)
if intermediaries is None:
return None
price_elasticity = OutputPriceElasticity(
price_values=intermediaries,
encodings=self.data_encodings,
combine_granularities_flag=True,
is_animation_call=(epoch == "all"),
)
if return_df_only:
return price_elasticity.df
first_df = price_elasticity.df[0] if isinstance(price_elasticity.df, list) else price_elasticity.df
return price_elasticity.visualize(
price_devs={v: i for i, v in enumerate(first_df.columns.unique("signal"))},
wibbles={v: i for i, v in enumerate(first_df.columns.unique("granularity")[:num_viz])},
**kwargs,
)
def viz_mixed_effects(
self,
name: str,
intermediaries: CurveTrackers | list[CurveTrackers] | None = None,
epoch: EpochSpec = None,
num_viz: int = 2,
group_by_granularity: bool = True,
return_df_only: bool = False,
**kwargs,
):
if intermediaries is None:
intermediaries = self.get_tracker_at(name, epoch=epoch)
if intermediaries is None:
return None
mixed_effects = OutputMixedEffect(
curve_values=intermediaries,
encodings=self.data_encodings,
combine_granularities_flag=True,
is_animation_call=(epoch == "all"),
)
me_df = mixed_effects.df
if return_df_only:
return me_df
first_df = me_df[0] if isinstance(me_df, list) else me_df
signals = first_df.columns.unique("signal")
granularities = first_df.columns.unique("granularity")
if group_by_granularity:
granularities = granularities[:num_viz]
else:
signals = signals[:num_viz]
signals = first_df.columns.unique("signal")
granularities = first_df.columns.unique("granularity")
if group_by_granularity:
granularities = granularities[:num_viz]
else:
signals = signals[:num_viz]
return mixed_effects.visualize(
signal_encodings={v: i for i, v in enumerate(signals)},
wibble_encodings={v: i for i, v in enumerate(granularities)},
group_by_granularity=group_by_granularity,
**kwargs,
)
def viz_curve(
self,
name: str,
intermediaries: CurveTrackers | list[CurveTrackers] | None = None,
epoch: EpochSpec = None,
num_viz: int = 2,
plot_slope: bool = False,
dynamic_range: bool | float = False,
use_granularities: Sequence[str] | None = None,
use_vehicles: Sequence[str] | None = None,
**kwargs,
) -> dict[str, Figure]:
if intermediaries is None:
intermediaries = self.get_tracker_at(name, epoch=epoch)
if intermediaries is None:
return {}
curves = OutputCurve(
curve_values=intermediaries,
encodings=self.data_encodings,
dynamic_range=dynamic_range,
combine_granularities_flag=True,
is_animation_call=(epoch == "all"),
)
return curves.visualize(
vehicle_names=use_vehicles,
wibbles=use_granularities,
plot_slope=plot_slope,
num_viz=num_viz,
**kwargs,
)
def viz_all_curves(self, **kwargs):
if self.impacts_layer.roicurve is None:
return {}
assert hasattr(self, "curve_trackers"), "You need to add the curve trackers first."
all_plots = {}
for name in self.curve_trackers:
logger.info(f"Plotting {name}")
all_plots |= {f"{name} {key}": v for key, v in self.viz_curve(name, **kwargs).items()}
return all_plots
def viz_decay(
self,
epoch: EpochSpec = None,
intermediaries: EconomicIntermediaries | list[EconomicIntermediaries] | None = None,
max_time: int = 20,
num_viz: int = 2,
desired_num_points: int = 256,
use_granularities: Sequence[str] | None = None,
use_vehicles: Sequence[str] | None = None,
**kwargs,
):
if intermediaries is None:
intermediaries = self.get_tracker_at("intermediaries", epoch=epoch)
if intermediaries is None:
return None
intermediaries = [
RecursiveNamespace.parse(inter) if isinstance(inter, Mapping) else inter
for inter in (intermediaries if isinstance(intermediaries, list) else [intermediaries])
]
if isinstance(intermediaries, list):
intermediaries = [inter for inter in intermediaries if inter.impacts.roicurve is not None]
if len(intermediaries) == 0:
return None
elif intermediaries.impacts.roicurve is None:
return None
decay_df = OutputDecay(
encodings=self.data_encodings,
intermediaries=intermediaries,
combine_granularities_flag=True,
max_time=max_time,
desired_num_points=desired_num_points,
is_animation_call=(epoch == "all"),
).df
return OutputCurve(final_df=decay_df, is_animation_call=(epoch == "all")).visualize(
vehicle_names=use_vehicles,
wibbles=use_granularities,
plot_slope=False,
num_viz=num_viz,
**kwargs,
)
def viz_cumulative_decay(
self,
epoch: EpochSpec = None,
intermediaries: EconomicIntermediaries | list[EconomicIntermediaries] | None = None,
max_time: int = 20,
num_viz: int = 2,
desired_num_points: int = 256,
use_granularities: Sequence[str] | None = None,
use_vehicles: Sequence[str] | None = None,
**kwargs,
):
if intermediaries is None:
intermediaries = self.get_tracker_at("intermediaries", epoch=epoch)
if intermediaries is None:
return None
intermediaries = [
RecursiveNamespace.parse(inter) if isinstance(inter, Mapping) else inter
for inter in (intermediaries if isinstance(intermediaries, list) else [intermediaries])
]
if isinstance(intermediaries, list):
intermediaries = [inter for inter in intermediaries if inter.impacts.roicurve is not None]
if len(intermediaries) == 0:
return None
elif intermediaries.impacts.roicurve is None:
return None
decay_df = OutputDecay(
encodings=self.data_encodings,
intermediaries=intermediaries,
combine_granularities_flag=True,
max_time=max_time,
desired_num_points=desired_num_points,
is_animation_call=(epoch == "all"),
).cumulative_df
return OutputCurve(final_df=decay_df, is_animation_call=(epoch == "all")).visualize(
vehicle_names=use_vehicles,
wibbles=use_granularities,
plot_slope=False,
num_viz=num_viz,
**kwargs,
)
DATASET_FILE_NAME = "dataset.pkl"
|