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+4 -1
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@@ -1,3 +1,6 @@
{
"recommendations": ["ms-python.python", "ms-toolsai.jupyter"]
"recommendations": [
"ms-python.python",
"ms-toolsai.jupyter"
]
}
+4 -2
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@@ -14,8 +14,10 @@ how to git? do not `push --force`. prefer pull requests. its like github
we will plan to do this in multiple different ways using scikit-learn and pytorch. tensorflow is ancient.
> [!IMPORTANT]
> phase out tensorflow. dont use it.
> [!NOTE]
> ~phase out tensorflow. dont use it.~
>
> its 2 different platforms for 2 different types of people. use whatever ig
maybe also fit more weather related stats? this dataset is taken from nasa so sources are there
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@@ -0,0 +1,43 @@
import pandas as pd
import io
from typing import Union
def cut_headers(stream: Union[io.StringIO, io.FileIO, io.TextIOWrapper]):
"""Remove custom header metadata from the CSV file."""
headers = []
exist_startheader = False
while line := stream.readline():
if "-BEGIN HEADER-" in line and not exist_startheader:
exist_startheader = True
headers.append(str(line.strip()))
elif "-END HEADER-" in line and exist_startheader:
headers.append(str(line.strip()))
break
elif exist_startheader:
headers.append(str(line.strip()))
elif not exist_startheader:
continue
if not exist_startheader:
stream.seek(0)
return "", stream
return "\n".join(headers), stream
def load_weather_data(file_path: str) -> pd.DataFrame:
"""Load weather data and preprocess the datetime index."""
with open(file_path, "r", encoding="utf-8") as file:
_, csv_file = cut_headers(file)
data = pd.read_csv(csv_file, na_values=-999)
# Convert YEAR, MO, DY to datetime index
if all(col in data.columns for col in ("YEAR", "MO", "DY")):
data["date"] = pd.to_datetime(
{k: data[v] for v, k in zip(["YEAR", "MO", "DY"], ["year", "month", "day"])}
)
data.drop(columns=["YEAR", "MO", "DY"], inplace=True)
data.set_index("date", inplace=True)
data.dropna(inplace=True)
data = data.asfreq("D") # Assumes regular daily data
return data
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+19 -13
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@@ -2,9 +2,11 @@ import urllib.parse
import urllib.request
from datetime import datetime
data_file = "hanoi_weather_data.csv"
# Define parameters
latitude, longitude = 21.04815477090267, 105.80123159165096 # lmao
start_date = "2010-01-01"
start_date = "1985-01-01"
end_date = datetime.now().strftime("%Y-%m-%d") # Today's date
# Define desired parameters
@@ -16,9 +18,12 @@ end_date = datetime.now().strftime("%Y-%m-%d") # Today's date
# WS10M MERRA-2 Wind Speed at 10 Meters (m/s)
# WD10M MERRA-2 Wind Direction at 10 Meters (Degrees)
# more at https://power.larc.nasa.gov/data-access-viewer/
weather_params = [
"QV2M",
]
params = {
"parameters": "QV2M,T2M,PRECTOTCORR",
"parameters": ",".join(weather_params),
"community": "RE",
"longitude": longitude,
"latitude": latitude,
@@ -36,14 +41,15 @@ base_url = "https://power.larc.nasa.gov/api/temporal/daily/point"
url = f"{base_url}?{query_string}"
# Make the API request using urllib
try:
with urllib.request.urlopen(url) as response:
if response.status == 200:
csv_data = response.read().decode("utf-8")
with open("hanoi_weather_data.csv", "w", encoding="utf-8") as file:
file.write(csv_data)
print("Data successfully downloaded and saved to 'hanoi_weather_data.csv'.")
else:
print(f"Failed to retrieve data: HTTP Status Code {response.status}")
except urllib.error.URLError as e:
print(f"Failed to retrieve data: {e.reason}")
if __name__ == "__main__":
try:
with urllib.request.urlopen(url) as response:
if response.status == 200:
csv_data = response.read()
with open(data_file, "wb") as file:
file.write(csv_data)
print(f"Data successfully downloaded and saved to {data_file}.")
else:
print(f"Failed to retrieve data: HTTP Status Code {response.status}")
except urllib.error.URLError as e:
print(f"Failed to retrieve data: {e.reason}")
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@@ -8,7 +8,7 @@ from sklearn.preprocessing import MinMaxScaler
import numpy as np
from load_data import load_this_data
a = load_this_data("dataset.csv")
a = load_this_data()
# time series forecasting
@@ -19,6 +19,7 @@ scaled_data = scaler.fit_transform(a)
def create_sequences(data, seq_length):
"see this? return[0] is the big x and return[1] is the big y. and h(x) = y. and h(x) is the model."
xs = []
ys = []
for i in range(len(data) - seq_length):
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@@ -0,0 +1 @@
DATA_FILE_NAME = "hanoi_weather_data.csv"
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@@ -0,0 +1,28 @@
"extracting the load data step from the notebook"
import io
# from itertools import islice
from typing import Union
def cut_headers(stream: Union[io.StringIO, io.FileIO, io.TextIOWrapper]):
headers = []
exist_startheader = False
while line := stream.readline():
if "-BEGIN HEADER-" in line and not exist_startheader:
exist_startheader = True
headers.append(str(line.strip()))
elif "-END HEADER-" in line and exist_startheader:
headers.append(str(line.strip()))
break
elif exist_startheader:
# print(f"{line = }")
headers.append(str(line.strip()))
elif not exist_startheader:
continue
if not exist_startheader:
# If no headers are found, reset the stream and return
stream.seek(0)
return "", stream
return "\n".join(headers), stream
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@@ -0,0 +1,163 @@
from sklearn.model_selection import train_test_split
import torch
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
from sklearn.preprocessing import MinMaxScaler
import numpy as np
from load_data import load_this_data
a = load_this_data()
# time series forecasting
scaler = MinMaxScaler()
print(a.columns)
scaled_data = scaler.fit_transform(a)
def create_sequences(data, seq_length):
"see this? return[0] is the big x and return[1] is the big y. and h(x) = y. and h(x) is the model."
xs = []
ys = []
for i in range(len(data) - seq_length):
x = data[i : (i + seq_length)]
y = data[i + seq_length]
xs.append(x)
ys.append(y)
return np.array(xs), np.array(ys)
seq_length = 20
X, y = create_sequences(scaled_data, seq_length)
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=0.2, random_state=42
)
from torch.utils.data import TensorDataset, DataLoader
X_train_tensor = torch.tensor(X_train, dtype=torch.float32)
y_train_tensor = torch.tensor(y_train, dtype=torch.float32)
train_dataset = TensorDataset(X_train_tensor, y_train_tensor)
train_loader = DataLoader(train_dataset, batch_size=32, shuffle=True)
import torch.nn as nn
class LSTMModel(nn.Module):
def __init__(self, input_size, hidden_size, num_layers, output_size):
super(LSTMModel, self).__init__()
self.hidden_size = hidden_size
self.num_layers = num_layers
self.lstm = nn.LSTM(input_size, hidden_size, num_layers, batch_first=True)
self.fc = nn.Linear(hidden_size, output_size)
def forward(self, x):
h0 = torch.zeros(self.num_layers, x.size(0), self.hidden_size).to(device)
c0 = torch.zeros(self.num_layers, x.size(0), self.hidden_size).to(device)
out, _ = self.lstm(x, (h0, c0))
out = self.fc(out[:, -1, :]) # Take the output from the last time step
return out
model = LSTMModel(
input_size=X_train.shape[2],
hidden_size=64,
num_layers=2,
output_size=y_train.shape[1],
)
model.to(device)
criterion = nn.MSELoss()
optimizer = torch.optim.Adam(model.parameters(), lr=0.001)
train_losses = []
val_losses = []
for epoch in range(100):
model.train()
running_train_loss = 0.0
# inputs, targets
for batch_X, batch_y in train_loader:
batch_X = batch_X.to(device)
batch_y = batch_y.to(device)
outputs = model(batch_X)
loss = criterion(outputs, batch_y)
optimizer.zero_grad()
loss.backward()
optimizer.step()
running_train_loss += loss.item() * batch_X.size(0)
if (epoch + 1) % 10 == 0:
print(f"Epoch [{epoch+1}/100], Loss: {loss.item():.4f}")
epoch_train_loss = running_train_loss / len(train_loader.dataset)
train_losses.append(epoch_train_loss)
model.eval()
X_test_tensor = torch.tensor(X_test, dtype=torch.float32).to(device)
y_test_tensor = torch.tensor(y_test, dtype=torch.float32).to(device)
val_dataset = TensorDataset(X_test_tensor, y_test_tensor)
val_loader = DataLoader(val_dataset, batch_size=64, shuffle=False)
# with torch.no_grad():
# running_val_loss = 0.0
# predictions = model(X_test_tensor)
# test_loss = criterion(predictions, y_test_tensor)
# print(f"Test Loss: {test_loss.item():.4f}")
running_val_loss = 0.0
predictions = []
with torch.no_grad():
for inputs, targets in val_loader:
inputs, targets = inputs.to(device), targets.to(device)
outputs = model(inputs)
loss = criterion(outputs, targets)
running_val_loss += loss.item() * inputs.size(0)
predictions.append(outputs.cpu().numpy()) # Collect all batches
epoch_val_loss = running_val_loss / len(val_loader.dataset) # len(val_dataset)
val_losses.append(epoch_val_loss)
predictions = np.concatenate(predictions, axis=0)
import matplotlib.pyplot as plt
y_test_cpu = y_test_tensor.cpu().numpy()
predictions_rescaled = scaler.inverse_transform(predictions)
y_test_rescaled = scaler.inverse_transform(y_test_cpu)
fig, (ax1, ax2) = plt.subplots(
1, 2, figsize=(14, 5), gridspec_kw={"width_ratios": [1, 3]}
)
# Loss curve on the left
ax1.plot(train_losses, label="Train Loss")
ax1.plot(val_losses, label="Val Loss")
ax1.set_title("Loss Curve")
ax1.set_xlabel("Epoch")
ax1.set_ylabel("Loss")
ax1.legend()
ax1.grid(True)
# Prediction vs Actual on the right
ax2.plot(y_test_rescaled, label="Actual")
ax2.plot(predictions_rescaled, label="Predicted")
ax2.set_title("Actual vs. Predicted")
ax2.set_xlabel("Sample")
ax2.set_ylabel("Value")
ax2.legend()
plt.tight_layout()
plt.show()
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import sys
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
import io
from typing import Union
from sklearn.metrics import mean_squared_error, r2_score
from sklearn.preprocessing import MinMaxScaler
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LinearRegression
from statsmodels.tsa.ar_model import AutoReg
# ==== LOAD & CLEAN DATA ====
DATA_FILE_NAME = "hanoi_weather_data.csv"
def cut_headers(stream: Union[io.StringIO, io.FileIO, io.TextIOWrapper]):
headers = []
exist_startheader = False
while line := stream.readline():
if "-BEGIN HEADER-" in line and not exist_startheader:
exist_startheader = True
headers.append(str(line.strip()))
elif "-END HEADER-" in line and exist_startheader:
headers.append(str(line.strip()))
break
elif exist_startheader:
headers.append(str(line.strip()))
elif not exist_startheader:
continue
if not exist_startheader:
stream.seek(0)
return "", stream
return "\n".join(headers), stream
with open(DATA_FILE_NAME, "r", encoding="utf-8") as file:
data_header, csv_file = cut_headers(file)
data = pd.read_csv(csv_file, na_values=-999)
if all(z in data.columns for z in ("YEAR", "MO", "DY")):
data["date"] = pd.to_datetime(
{k: data[v] for v, k in zip(["YEAR", "MO", "DY"], ["year", "month", "day"])}
)
data.drop(columns=["YEAR", "MO", "DY"], inplace=True)
data.set_index("date", inplace=True)
data.dropna(inplace=True)
# ==== VISUALIZE CORRELATION ====
plt.figure(figsize=(12, 8))
sns.heatmap(data.corr(), annot=True, cmap="coolwarm")
plt.title("Feature Correlation Heatmap")
plt.show()
# ==== SCALE DATA ====
scaler = MinMaxScaler()
scaled_data = scaler.fit_transform(data)
# ==== CREATE SEQUENCES ====
def create_sequences(data, seq_length):
xs, ys = [], []
for i in range(len(data) - seq_length):
x = data[i:i + seq_length].flatten()
y = data[i + seq_length]
xs.append(x)
ys.append(y)
return np.array(xs), np.array(ys)
seq_length = 50
X, y = create_sequences(scaled_data, seq_length)
# ==== SPLIT ====
date_index = data.index[seq_length:]
X_train, X_test, y_train, y_test, date_train, date_test = train_test_split(
X, y, date_index, test_size=0.02, shuffle=False
)
# ==== TRAIN LINEAR REGRESSION ====
model = LinearRegression()
model.fit(X_train, y_train)
predictions = model.predict(X_test)
# ==== EVALUATION ====
mse = mean_squared_error(y_test, predictions)
r2 = r2_score(y_test, predictions)
print(f"Test MSE: {mse:.4f}")
print(f"Test R2: {r2:.4f}")
print(f"Model Score: {model.score(X_test, y_test):.4f}")
# ==== INVERSE TRANSFORM ====
predictions_rescaled = scaler.inverse_transform(
predictions.reshape(-1, data.shape[1])
)
y_test_rescaled = scaler.inverse_transform(
y_test.reshape(-1, data.shape[1])
)
# ==== PLOTS ====
# Actual vs Predicted with Real Dates
plt.figure(figsize=(12, 6))
plt.plot(date_test, y_test_rescaled[:, 0], label="Actual")
plt.plot(date_test, predictions_rescaled[:, 0], label="Predicted")
plt.title("Actual vs Predicted (First Feature)")
plt.xlabel("Date")
plt.ylabel("Original Scale")
plt.xticks(rotation=45)
plt.legend()
plt.grid(True)
plt.tight_layout()
plt.show()
# Residual Plot
residuals = y_test[:, 0] - predictions[:, 0]
plt.figure(figsize=(10, 4))
plt.plot(date_test, residuals, label="Residuals")
plt.hlines(0, 0, len(residuals), colors="red")
plt.title("Residuals Over Time (First Feature)")
plt.xlabel("Date")
plt.ylabel("Error")
plt.xticks(rotation=45)
plt.legend()
plt.tight_layout()
plt.grid(True)
plt.show()
# Error Distribution
errors = np.abs(y_test[:, 0] - predictions[:, 0])
plt.hist(errors, bins=50)
plt.title("Error Distribution (First Feature)")
plt.xlabel("Absolute Error")
plt.ylabel("Frequency")
plt.grid(True)
plt.show()
# Scatter Plot
plt.scatter(y_test[:, 0], predictions[:, 0], alpha=0.5)
plt.plot([0, 1], [0, 1], "r--")
plt.title("Predicted vs Actual (Normalized)")
plt.xlabel("Actual")
plt.ylabel("Predicted")
plt.grid(True)
plt.show()
# ==== AUTOREGRESSION FORECAST ====
target_column = data.columns[0]
series = data[target_column]
train_size = int(len(series) * 0.98)
train_series = series[:train_size]
test_series = series[train_size:]
ar_model = AutoReg(train_series, lags=30).fit()
ar_preds = ar_model.predict(start=len(train_series), end=len(series)-1)
# Plot AR Forecast
plt.figure(figsize=(12, 5))
plt.plot(test_series.index, test_series, label="Actual")
plt.plot(test_series.index, ar_preds, label="AR Forecast", linestyle="--")
plt.title(f"AutoRegression Forecast - {target_column}")
plt.xlabel("Date")
plt.ylabel(target_column)
plt.xticks(rotation=45)
plt.legend()
plt.grid(True)
plt.tight_layout()
plt.show()
# ==== FUTURE FORECAST ====
future_steps = 30
future_index = pd.date_range(start=series.index[-1], periods=future_steps+1, freq="D")[1:]
future_forecast = ar_model.predict(start=len(series), end=len(series) + future_steps - 1)
plt.figure(figsize=(12, 5))
plt.plot(series[-100:], label="Recent Data")
plt.plot(future_index, future_forecast, label="Future Forecast", color="red")
plt.title(f"{target_column} - 30 Day Forecast (AutoRegression)")
plt.xlabel("Date")
plt.ylabel(target_column)
plt.xticks(rotation=45)
plt.legend()
plt.tight_layout()
plt.grid(True)
plt.show()
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import sys
import numpy as np
import pandas as pd
from sklearn.metrics import r2_score
from sklearn.preprocessing import MinMaxScaler
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LinearRegression
from sklearn.metrics import mean_squared_error
import matplotlib.pyplot as plt
# from global_config import DATA_FILE_NAME
DATA_FILE_NAME = "hanoi_weather_data.csv"
# from load_data import cut_headers
import io
# from itertools import islice
from typing import Union
def cut_headers(stream: Union[io.StringIO, io.FileIO, io.TextIOWrapper]):
headers = []
exist_startheader = False
while line := stream.readline():
if "-BEGIN HEADER-" in line and not exist_startheader:
exist_startheader = True
headers.append(str(line.strip()))
elif "-END HEADER-" in line and exist_startheader:
headers.append(str(line.strip()))
break
elif exist_startheader:
# print(f"{line = }")
headers.append(str(line.strip()))
elif not exist_startheader:
continue
if not exist_startheader:
# If no headers are found, reset the stream and return
stream.seek(0)
return "", stream
return "\n".join(headers), stream
# 1. Load data
with open(DATA_FILE_NAME, "r", encoding="utf-8") as file:
data_header, csv_file = cut_headers(file)
data = pd.read_csv(csv_file, na_values=-999)
if all(z in data.columns for z in ("YEAR", "MO", "DY")):
data["date"] = pd.to_datetime(
{k: data[v] for v, k in (zip(["YEAR", "MO", "DY"], ["year", "month", "day"]))}
)
data.drop(inplace=True, columns=["YEAR", "MO", "DY"])
data.set_index(["date"], inplace=True)
data.dropna(inplace=True)
# 2. Normalize data
scaler = MinMaxScaler()
print(data.columns)
scaled_data = scaler.fit_transform(data)
# 3. Create sequences for supervised learning
def create_sequences(data, seq_length):
xs, ys = [], []
for i in range(len(data) - seq_length):
x = data[i : i + seq_length].flatten()
y = data[i + seq_length]
xs.append(x)
ys.append(y)
return np.array(xs), np.array(ys)
seq_length = 50
X, y = create_sequences(scaled_data, seq_length)
# 4. Split into training and testing
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.02)
# 5. Train linear regression model
model = LinearRegression()
model.fit(X_train, y_train)
# 6. Make predictions
predictions = model.predict(X_test)
# 7. Evaluate performance
mse = mean_squared_error(y_test, predictions)
r2 = r2_score(y_test, predictions)
print(f"Test MSE: {mse:.4f}")
print(f"Test r2: {r2:.4f}")
print(f"Score: {model.score(X_test, y_test)}")
# 8. Inverse transform predictions
predictions_rescaled = scaler.inverse_transform(predictions.reshape(-1, data.shape[1]))
y_test_rescaled = scaler.inverse_transform(y_test.reshape(-1, data.shape[1]))
# 9. Plot results
# Loss bar
# Prediction vs Actual
plt.plot(y_test_rescaled, label="Actual")
plt.plot(predictions_rescaled, label="Predicted")
plt.title("Actual vs. Predicted")
plt.xlabel("Sample")
plt.ylabel("Value")
plt.legend()
plt.show()
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"extracting the load data step from the notebook"
import io
# from itertools import islice
from typing import Union
import pandas as pd
def cut_headers(stream: Union[io.StringIO, io.FileIO, io.TextIOWrapper]):
headers = []
exist_startheader = False
while line := stream.readline():
if "-BEGIN HEADER-" in line and not exist_startheader:
exist_startheader = True
headers.append(str(line.strip()))
elif "-END HEADER-" in line and exist_startheader:
headers.append(str(line.strip()))
break
elif exist_startheader:
# print(f"{line = }")
headers.append(str(line.strip()))
elif not exist_startheader:
continue
if not exist_startheader:
# If no headers are found, reset the stream and return
stream.seek(0)
return "", stream
return "\n".join(headers), stream
# if __name__ == "__main__":
# with open("hanoi_qv2m_latest.csv", "r", encoding="utf-8") as file:
# header, file = cut_headers(file)
# print("Extracted Header:")
# print(header)
# data = pd.read_csv(file)
# print("\nFirst 5 Lines of Data:")
# print(data.head())
# print(data.isnull().sum())
def load_data(
weather_file_name, columns=["Year", "Month", "Day", "Humidity"].copy(), na=-999
):
with open(weather_file_name, "r", encoding="utf-8") as file:
_header, file = cut_headers(file)
data = pd.read_csv(file, na_values=na)
# print(header)
data.columns = columns
return data
def date_combine(data: pd.DataFrame):
data["Date"] = pd.to_datetime(data[["Year", "Month", "Day"]])
data = data.drop(columns=["Year", "Month", "Day"])
data = data.set_index("Date")
return data
def validate_view(data: pd.DataFrame, verbose=False):
if verbose:
print(f"Shape with N/A values: {data.shape}")
isn = data.isnull().sum().iloc[0]
print(f"Count of N/A values: {isn}")
data = data.dropna() # Drop the rows with missing values
if verbose:
isn = data.isnull().sum().iloc[0]
print(f"Count after drop: {isn}")
print(data.describe())
return data
# if __name__ == "__main__":
def load_this_data(filename, verbose=False):
d = load_data(filename)
# if verbose:
# print(d.columns)
d = date_combine(d)
# if verbose:
# print(d.columns)
d = validate_view(d, verbose)
# if verbose:
# print(d.columns)
return d
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# import pandas as pd
from data_loader import load_weather_data
from preprocessing import scale_data, create_sequences, inverse_scale
from model_train import (
train_linear_regression_gd,
predict_linear_regression,
evaluate_model,
)
from visualize import (
plot_original_vs_scaled,
plot_predictions,
plot_residuals,
plot_error_hist,
plot_scatter,
plot_loss_curve,
plot_value_distribution,
visualize_sequence_window,
)
from sklearn.model_selection import train_test_split
# Step 1: Load data
data = load_weather_data("hanoi_weather_data.csv")
plot_value_distribution(data)
# Step 2: Preprocess (scale and sequence)
scaled_data, scaler = scale_data(data)
plot_original_vs_scaled(data, scaled_data)
seq_length = 50
X, y = create_sequences(scaled_data, seq_length)
visualize_sequence_window(data["QV2M"], seq_length=10, start_idx=1000)
# Step 3: Train/test split
date_index = data.index[seq_length:]
X_train, X_test, y_train, y_test = train_test_split(
X, y.reshape(-1), test_size=0.02, shuffle=False
)
date_train, date_test = train_test_split(date_index, test_size=0.02, shuffle=False)
# Step 4: Train model with gradient descent
# import math
# lr_schedule = lambda epoch: max(0.005, 0.01 * (1 + math.cos(epoch / 1000 * math.pi)) / 2)
theta, losses = train_linear_regression_gd(
X_train,
y_train,
# lr_schedule=lr_schedule,
n_epochs=10000,
)
predictions = predict_linear_regression(X_test, theta)
# Step 5: Evaluate
mse, r2 = evaluate_model(y_test, predictions)
print(f"MSE: {mse:.4f}, R2: {r2:.4f}")
# Step 6: Rescale predictions
y_test_rescaled = inverse_scale(y_test, scaler, data.shape[1])
predictions_rescaled = inverse_scale(predictions, scaler, data.shape[1])
# Step 7: Visualize
residuals = y_test - predictions
errors = abs(residuals)
plot_predictions(date_test, y_test_rescaled, predictions_rescaled)
plot_residuals(date_test.to_numpy(), residuals)
plot_error_hist(errors)
plot_scatter(y_test.reshape(-1, 1), predictions.reshape(-1, 1))
plot_loss_curve(losses)
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import numpy as np
from sklearn.metrics import mean_squared_error, r2_score
def train_linear_regression_gd(X_train, y_train, lr_schedule= lambda _e: 0.01, n_epochs=1000):
"""
Train linear regression model using batch gradient descent.
Returns:
theta: learned weights
losses: list of MSE loss per epoch
"""
m, n = X_train.shape
X_b = np.hstack([np.ones((m, 1)), X_train])
theta = np.zeros(n + 1)
losses = []
for epoch in range(n_epochs):
lr = lr_schedule(epoch)
predictions = X_b @ theta
errors = predictions - y_train
gradients = (2 / m) * X_b.T @ errors
gradients = np.clip(gradients, -1, 1) # gradient clipping
theta -= lr * gradients
loss = np.mean(errors ** 2)
losses.append(loss)
if epoch % 1000 == 0:
print(f"Epoch {epoch}: Loss = {loss:.6f}, LR: {lr:.6f}")
print(f"Final Loss: {losses[-1]:.6f}")
return theta, losses
def predict_linear_regression(X, theta):
"""Predict using learned linear model."""
X_b = np.hstack([np.ones((X.shape[0], 1)), X])
return X_b @ theta
def evaluate_model(y_true, y_pred):
"""Evaluate using sklearn's built-in MSE and R² functions."""
mse = mean_squared_error(y_true, y_pred)
r2 = r2_score(y_true, y_pred)
return mse, r2
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import numpy as np
from sklearn.preprocessing import MinMaxScaler
from sklearn.model_selection import train_test_split
def scale_data(data):
"""Normalize the data using MinMaxScaler."""
scaler = MinMaxScaler()
scaled_data = scaler.fit_transform(data)
return scaled_data, scaler
def inverse_scale(scaled, scaler, n_features):
"""Inverse transform using stored scaler."""
return scaler.inverse_transform(scaled.reshape(-1, n_features))
def create_sequences(data, seq_length):
"""Transform the time series into overlapping sequences."""
xs, ys = [], []
for i in range(len(data) - seq_length):
x = data[i : i + seq_length].flatten()
y = data[i + seq_length]
xs.append(x)
ys.append(y)
return np.array(xs), np.array(ys)
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"""
This script demonstrates how to port a TensorFlow LSTM model to PyTorch.
It includes detailed explanations for every step.
"""
# Step 1: Import necessary libraries
# ----------------------------------
# PyTorch is the core library for building and training neural networks.
# Torch.nn contains modules for defining layers and loss functions.
# Torch.optim provides optimizers like Adam for training.
import matplotlib.pyplot as plt
import numpy as np
import torch
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import MinMaxScaler
from torch import nn, optim
from torch.utils.data import DataLoader, TensorDataset
import sys
sys.path.append(r"c:\Users\Admin\Documents\lecture ass shit\ml1\codemidterm\ml_midterm")
from load_data import load_this_data
# Step 2: Data Preparation
# ------------------------
# In PyTorch, data must be converted into tensors. We'll simulate the data
# preprocessing steps from your TensorFlow code.
# Simulate some data (replace this with your actual data loading logic)
np.random.seed(42) # For reproducibility
# data = np.sin(np.linspace(0, 100, 1000)) # Example: Sine wave data
# data = data.reshape(-1, 1) # Reshape to (samples, features)
# Load the dataset (replace "dataset.csv" with your actual file path)
data = load_this_data("dataset.csv")
# Extract the "Humidity" column as the target variable
data = data["Humidity"].values.reshape(-1, 1)
# Normalize the data using MinMaxScaler (same as in TensorFlow)
scaler = MinMaxScaler()
data_scaled = scaler.fit_transform(data)
# Define lookback window (sequence length for LSTM)
n_lookback = 100 # Number of past timesteps to consider
n_features = 1 # Number of features (e.g., 1 for univariate time series)
# Helper function to create sequences
def create_sequences(data, n_lookback):
"""
Create sequences of length n_lookback for LSTM input.
Args:
data: Scaled data as a NumPy array or PyTorch tensor.
n_lookback: Number of past timesteps to consider.
Returns:
x: Input sequences of shape (num_samples, n_lookback, n_features).
y: Target values of shape (num_samples, 1).
"""
x, y = [], []
for i in range(len(data) - n_lookback):
x.append(data[i : i + n_lookback])
y.append(data[i + n_lookback])
return np.array(x), np.array(y)
# Split into training and testing sets
split_index = int(0.8 * len(data_scaled))
train_data = data_scaled[:split_index]
test_data = data_scaled[split_index:]
# Create sequences for training and testing
train_x, train_y = create_sequences(train_data, n_lookback)
test_x, test_y = create_sequences(test_data, n_lookback)
# train_y = scaler.transform(train_y)
# test_y = scaler.transform(test_y)
# Convert sequences to PyTorch tensors
train_x = torch.tensor(train_x, dtype=torch.float32)
train_y = torch.tensor(train_y, dtype=torch.float32)
test_x = torch.tensor(test_x, dtype=torch.float32)
test_y = torch.tensor(test_y, dtype=torch.float32)
# Create datasets and dataloaders
train_dataset = TensorDataset(train_x, train_y)
test_dataset = TensorDataset(test_x, test_y)
train_loader = DataLoader(train_dataset, batch_size=32, shuffle=True)
test_loader = DataLoader(test_dataset, batch_size=32, shuffle=False)
# Step 3: Define the LSTM Model
# -----------------------------
# PyTorch models are defined by subclassing `nn.Module`.
# The forward method specifies how data flows through the model.
# class LSTMModel(nn.Module):
# def __init__(self, n_features, n_lookback, n_neurons):
# """
# Initialize the LSTM model.
# Args:
# n_features: Number of input features (e.g., 1 for univariate time series).
# n_lookback: Number of past timesteps to consider.
# n_neurons: Number of neurons in each LSTM layer.
# """
# super(LSTMModel, self).__init__()
# self.lstm1 = nn.LSTM(
# n_features,
# n_neurons,
# batch_first=True,
# dropout=0.2,
# )
# self.lstm2 = nn.LSTM(
# n_neurons,
# n_neurons,
# batch_first=True,
# )
# self.lstm3 = nn.LSTM(n_neurons, n_neurons, batch_first=True)
# self.lstm4 = nn.LSTM(n_neurons, n_neurons, batch_first=True)
# self.fc = nn.Linear(n_neurons, 1)
# self.dropout = nn.Dropout(0.2)
# def forward(self, x):
# """
# Forward pass through the model.
# Args:
# x: Input tensor of shape (batch, seq_len, n_features).
# Returns:
# Output tensor of shape (batch, 1).
# """
# x, _ = self.lstm1(x)
# x, _ = self.lstm2(x)
# x, _ = self.lstm3(x)
# x, _ = self.lstm4(x)
# x = self.dropout(x)
# x = self.fc(x[:, -1, :]) # Use the last timestep's output
# return x
print("Input sequences (x):", train_x.shape)
print("Target values (y):", train_y.shape)
print("Sample input:", train_x[0])
print("Corresponding target:", train_y[0])
class LSTMModel(nn.Module):
def __init__(self, n_features, n_lookback, n_neurons):
super(LSTMModel, self).__init__()
self.lstm = nn.LSTM(n_features, n_neurons, batch_first=True, dropout=0.2)
self.lstm2 = nn.LSTM(n_neurons, n_neurons, batch_first=True, dropout=0.2)
self.fc = nn.Linear(n_neurons, 1)
def forward(self, x):
x, _ = self.lstm(x)
x, _ = self.lstm2(x)
x = self.fc(x[:, -1, :]) # Use the last timestep's output
return x
# Instantiate the model
n_neurons = 128 # Number of neurons in the LSTM
model = LSTMModel(n_features, n_lookback, n_neurons)
# Step 4: Define Loss Function and Optimizer
# ------------------------------------------
# Loss function: Mean Squared Error (MSE) for regression tasks.
# Optimizer: Adam optimizer for efficient training.
criterion = nn.MSELoss()
optimizer = optim.Adam(model.parameters(), lr=0.001)
# Step 5: Train the Model
# -----------------------
# PyTorch requires an explicit training loop. This gives you full control
# over the training process.
epochs = 50 # Number of training epochs
# Check for CUDA and set the device
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
print(f"Using device: {device}")
# Move the model to the device
model = LSTMModel(n_features, n_lookback, n_neurons).to(device)
# scheduler = optim.lr_scheduler.ReduceLROnPlateau(
# optimizer, mode="min", patience=5, factor=0.5, min_lr=1e-6
# )
# Move data to the device during training and evaluation
for epoch in range(epochs):
model.train() # Set the model to training mode
train_loss = 0.0
for x_batch, y_batch in train_loader:
# Move data to the device
x_batch = x_batch.to(device)
y_batch = y_batch.to(device)
# Reshape input to (batch, seq_len, n_features)
x_batch = x_batch.view(-1, n_lookback, n_features)
# y_batch = y_batch.view(-1, 1)
# print("x_batch shape:", x_batch.shape)
# print("y_batch shape:", y_batch.shape)
# print("x_batch dtype:", x_batch.dtype)
# print("y_batch dtype:", y_batch.dtype)
# break
# Zero the gradients from the previous step
optimizer.zero_grad()
# Forward pass: Compute predictions
predictions = model(x_batch)
# if epoch == 32:
# for name, param in model.named_parameters():
# if param.grad is not None:
# print(f"{name} gradient mean: {param.grad.mean().item()}")
# else:
# print(f"{name} has no gradient")
# print("Predictions device:", predictions.device)
# print("y_batch device:", y_batch.device)
# print("Predictions shape:", predictions.shape)
# print("y_batch shape:", y_batch.shape)
# Compute the loss
loss = criterion(predictions, y_batch)
# Backward pass: Compute gradients
loss.backward()
# Clip gradients to prevent exploding gradients
torch.nn.utils.clip_grad_norm_(model.parameters(), max_norm=1.0)
# Update model parameters
optimizer.step()
# scheduler.step(train_loss / len(train_loader))
# Accumulate the loss for reporting
train_loss += loss.item()
# Print epoch loss
print(f"Epoch {epoch+1}/{epochs}, Loss: {train_loss/len(train_loader):.4f}")
if epoch % 10 == 0: # Print every 10 epochs
print(
f"Sample prediction: {predictions[0].item()}, Actual: {y_batch[0].item()}"
)
# Step 6: Evaluate the Model
# --------------------------
# Switch to evaluation mode and disable gradient computation.
model.eval()
with torch.no_grad():
predictions = []
actuals = []
for x_batch, y_batch in test_loader:
# Move data to the device
x_batch = x_batch.to(device)
y_batch = y_batch.to(device)
# Reshape input to (batch, seq_len, n_features)
# x_batch = x_batch.view(-1, n_lookback, n_features)
# Make predictions
preds = model(x_batch)
# Move predictions and actuals back to CPU for further processing
predictions.append(preds.cpu().numpy())
actuals.append(y_batch.cpu().numpy())
# Convert predictions and actuals to NumPy arrays for comparison
predictions = np.concatenate(predictions)
actuals = np.concatenate(actuals)
# Step 7: Post-Processing and Visualization
# -----------------------------------------
# Inverse transform the predictions and actuals to get original scale
predictions = scaler.inverse_transform(predictions)
actuals = scaler.inverse_transform(actuals)
# Plot the results
print("Sample scaled train_y:", train_y[:5])
print("Sample scaled test_y:", test_y[:5])
print("Predictions shape:", predictions.shape)
print("Actuals shape:", actuals.shape)
print("Sample inverse-transformed predictions:", predictions[:5])
print("Sample inverse-transformed actuals:", actuals[:5])
plt.figure(figsize=(20, 5))
plt.plot(actuals, label="Actual")
plt.plot(predictions, label="Predicted")
plt.legend()
plt.show()
from sklearn.metrics import r2_score, mean_squared_error
print("R² Score:", r2_score(actuals, predictions))
print("MSE:", mean_squared_error(actuals, predictions))
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"""this uses new tech
make by conda new -p path python=3.12; conda activate -p path; conda install all those shi
conda install pytorch torchvision torchaudio pytorch-cuda -c pytorch -c nvidia
"""
import sys
sys.path.append(".")
from load_data import load_this_data
import torch
# a = load_this_data("dataset.csv")
x = torch.tensor([[1, 2], [3, 4]])
print(x)
print(x.shape) # Output: torch.Size([2, 2])
print(x.dtype) # Output: torch.int64
print(x.device) # Output: cpu
y = torch.ones_like(x)
print(x + y)
print(x * y)
x = torch.randn(3, requires_grad=True)
y = x * 2
z = y.mean()
z.backward()
print(x.grad)
import torch.nn as nn
class SimpleNet(nn.Module):
def __init__(self):
super(SimpleNet, self).__init__()
self.fc = nn.Linear(2, 1)
def forward(self, x):
return self.fc(x)
model = SimpleNet()
sample_input = torch.tensor([[1.0, 2.0]])
output = model(sample_input)
print(output)
import torch.optim as optim
criterion = nn.MSELoss()
optimizer = optim.SGD(model.parameters(), lr=0.01)
for epoch in range(100):
optimizer.zero_grad()
outputs = model(sample_input)
loss = criterion(outputs, torch.tensor([[1.0]]))
loss.backward()
optimizer.step()
if (epoch+1) % 10 == 0:
print(f'Epoch [{epoch+1}/100], Loss: {loss.item():.4f}')
model.eval()
sample_input_2 = torch.tensor([[1.0, 2.0], [3.0, 4.0]])
output_2 = model(sample_input_2)
print(output_2)
from torchvision import datasets, transforms
from torch.utils.data import DataLoader
# Define a transform to normalize the data
transform = transforms.Compose([transforms.ToTensor()])
# Download and load the training data
train_dataset = datasets.MNIST(root='data', train=True, download=True, transform=transform)
train_loader = DataLoader(train_dataset, batch_size=64, shuffle=True)
# import torch.nn as nn
import torch.nn.functional as F
class Net(nn.Module):
def __init__(self):
super(Net, self).__init__()
self.fc1 = nn.Linear(28 * 28, 128)
self.fc2 = nn.Linear(128, 10)
def forward(self, x):
x = x.view(-1, 28 * 28) # Flatten the input
x = F.relu(self.fc1(x))
x = self.fc2(x)
return x
model_2 = Net()
criterion_2 = nn.CrossEntropyLoss()
optimizer_2 = torch.optim.SGD(model.parameters(), lr=0.01)
for epoch in range(35): # loop over the dataset multiple times
for inputs, labels in train_loader:
optimizer_2.zero_grad() # zero the parameter gradients
outputs = model_2(inputs) # forward
loss = criterion_2(outputs, labels) # compute loss
loss.backward() # backward
optimizer_2.step() # optimize
print(f'Epoch {epoch+1}, Loss: {loss.item()}')
test_dataset = datasets.MNIST(root='data', train=False, download=True, transform=transform)
test_loader = DataLoader(test_dataset, batch_size=64, shuffle=False)
correct = 0
total = 0
with torch.no_grad():
for inputs, labels in test_loader:
outputs = model_2(inputs)
_, predicted = torch.max(outputs.data, 1)
total += labels.size(0)
correct += (predicted == labels).sum().item()
print(f'Accuracy: {100 * correct / total}%')
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import matplotlib.pyplot as plt
import numpy as np
def plot_predictions(date_test, y_test_rescaled, predictions_rescaled):
plt.figure(figsize=(12, 6))
plt.plot(date_test, y_test_rescaled[:, 0], label="Actual")
plt.plot(date_test, predictions_rescaled[:, 0], label="Predicted")
plt.title("Actual vs Predicted (First Feature)")
plt.xlabel("Date")
plt.ylabel("Value")
plt.xticks(rotation=45)
plt.legend()
plt.tight_layout()
plt.grid(True)
plt.show()
def plot_residuals(date_test, residuals):
plt.figure(figsize=(10, 4))
plt.plot(date_test, residuals, label="Residuals")
plt.hlines(0, 0, len(residuals), colors="red")
plt.xlim(date_test.min(), date_test.max())
plt.title("Residuals Over Time")
plt.xlabel("Date")
plt.ylabel("Error")
plt.xticks(rotation=45)
plt.grid(True)
plt.tight_layout()
plt.legend()
plt.show()
def plot_error_hist(errors):
plt.hist(errors, bins=50)
plt.title("Error Distribution")
plt.xlabel("Absolute Error")
plt.ylabel("Frequency")
plt.grid(True)
plt.show()
def plot_scatter(y_test, predictions):
plt.scatter(y_test[:, 0], predictions[:, 0], alpha=0.5)
plt.plot([0, 1], [0, 1], "r--")
plt.title("Predicted vs Actual (Normalized)")
plt.xlabel("Actual")
plt.ylabel("Predicted")
plt.grid(True)
plt.show()
def plot_loss_curve(losses):
plt.plot(losses)
plt.title("Training Loss Curve")
plt.xlabel("Epoch")
plt.ylabel("MSE Loss")
plt.grid(True)
plt.tight_layout()
plt.show()
def plot_original_vs_scaled(original_data, scaled_data, feature_names=None):
"""
Plot original and scaled data, aligned by date.
"""
if feature_names is None:
feature_names = original_data.columns[:2]
dates = original_data.index # Grab the datetime index
fig, axs = plt.subplots(2, 1, figsize=(12, 6), sharex=True)
for col in feature_names:
axs[0].plot(dates, original_data[col], label=f"Original {col}")
axs[0].set_title("Original Data")
axs[0].legend()
axs[0].grid(True)
for i, col in enumerate(feature_names):
col_index = original_data.columns.get_loc(col)
axs[1].plot(dates, scaled_data[:, col_index], label=f"Scaled {col}")
axs[1].set_title("Scaled Data (MinMaxScaler)")
axs[1].legend()
axs[1].grid(True)
plt.xlabel("Date")
plt.tight_layout()
plt.show()
def plot_value_distribution(data):
# import matplotlib.pyplot as plt
plt.figure(figsize=(8, 4))
plt.hist(data.iloc[:, 0], bins=40, color="skyblue", edgecolor="black")
plt.title("Distribution of Values")
plt.xlabel(data.columns[0])
plt.ylabel("Frequency")
plt.grid(True)
plt.tight_layout()
plt.show()
def visualize_sequence_window(series, seq_length=5, start_idx=0):
"""
Visualize how a sequence window is used to create X (input) and y (target).
Parameters:
series (pd.Series or np.ndarray): 1D time series data
seq_length (int): Length of input window
start_idx (int): Where to start slicing from for demo
"""
if isinstance(series, np.ndarray):
data = series
else:
data = series.to_numpy()
x_seq = data[start_idx:start_idx + seq_length]
y_val = data[start_idx + seq_length]
full_seq = np.concatenate([x_seq, [y_val]])
plt.figure(figsize=(8, 3))
plt.plot(range(start_idx, start_idx + seq_length + 1), full_seq, marker='o')
plt.axvline(x=start_idx + seq_length - 0.5, linestyle="--", color="gray")
for i in range(seq_length):
plt.text(start_idx + i, x_seq[i], f"x[{i}]", ha="center", va="bottom", fontsize=9)
plt.text(start_idx + seq_length, y_val, "y", ha="center", va="bottom", color="red", fontsize=9)
plt.title(f"Sequence Window (seq_length={seq_length}) → Predict Next")
plt.xlabel("Time Step")
plt.ylabel("Value")
plt.grid(True)
plt.tight_layout()
plt.show()