A uniform and simplified framework for rapid experimentation with deep leaning and machine learning based models for time series and tabular data. To put into Andrej Karapathy's words
Because deep learning is so empirical, success in it is to a large extent proportional to raw experimental throughput, the ability to babysit a large number of experiments at once, staring at plots and tweaking/re-launching what works. This is necessary, but not sufficient.
The specific purposes of the repository are
-
compliment the functionality of
keras
/pytorch
/sklearn
by making pre and post-processing easier for time-series prediction/classification problems (also holds true for any tabular data). -
save, load/reload or build models from readable json file. This repository provides a framework to build layered models using python dictionary and with several helper tools which fasten the process of modeling time-series forecasting.
-
provide a uniform interface for optimizing hyper-parameters for skopt; sklearn based grid and random; hyperopt based tpe, atpe or optuna based tpe, cmaes etc. See example
using its application. -
cut short the time to write boilerplate code in developing machine learning based models.
-
It should be possible to overwrite/customize any of the functionality of the AI4Water's
Model
by subclassing theModel
. So at the highest level you just need to initiate theModel
, and then needfit
,predict
andview_model
methods ofModel
class, but you can go as low as you could go with tensorflow/keras. -
All the above functionalities should be available without complicating keras implementation.
An easy way to install ai4water is using pip
pip install ai4water
You can also use GitHub link
python -m pip install git+https://github.com/AtrCheema/AI4Water.git
or using setup file, go to folder where repo is downloaded
python setup.py install
The latest code however (possibly with fewer bugs and more features) can be installed from dev
branch instead
python -m pip install git+https://github.com/AtrCheema/AI4Water.git@dev
To install the latest branch (dev
) with all requirements use the following command
python -m pip install "AI4Water[all] @ git+https://github.com/AtrCheema/AI4Water.git@dev"
all
keyword will install all the dependencies. You can choose the dependencies of particular sub-module
by using the specific keyword. Following keywords are available
hpo
if you want hyperparameter optimizationpost_process
if you want postprocessingexp
for experiments sub-module
AI4Water consists of several submodules, each of wich responsible for a specific tasks. The modules are also liked with each other. For understanding sub-module structure of ai4water, see this article
Build a Model
by providing all the arguments to initiate it.
from ai4water import Model
from ai4water.models import MLP
from ai4water.datasets import mg_photodegradation
data, *_ = mg_photodegradation(encoding="le")
model = Model(
# define the model/algorithm
model=MLP(units=24, activation="relu", dropout=0.2),
# columns in data file to be used as input
input_features=data.columns.tolist()[0:-1],
# columns in csv file to be used as output
output_features=data.columns.tolist()[-1:],
lr=0.001, # learning rate
batch_size=8, # batch size
epochs=500, # number of epochs to train the neural network
patience=50, # used for early stopping
)
Train the model by calling the fit()
method
history = model.fit(data=data)
After training, we can make predictions from it on test/training data
prediction = model.predict_on_test_data(data=data)
The model object returned from initiating AI4Water's Model
is same as that of Keras' Model
We can verify it by checking its type
import tensorflow as tf
isinstance(model, tf.keras.Model) # True
You can use your own pre-processed data without using any of pre-processing tools of AI4Water. You will need to provide
input output paris to data
argument to fit
and/or predict
methods.
import numpy as np
from ai4water import Model # import any of the above model
from ai4water.models import LSTM
batch_size = 16
lookback = 15
inputs = ['dummy1', 'dummy2', 'dummy3', 'dummy4', 'dummy5'] # just dummy names for plotting and saving results.
outputs=['DummyTarget']
model = Model(
model = LSTM(units=64),
batch_size=batch_size,
ts_args={'lookback':lookback},
input_features=inputs,
output_features=outputs,
lr=0.001
)
x = np.random.random((batch_size*10, lookback, len(inputs)))
y = np.random.random((batch_size*10, len(outputs)))
model.fit(x=x,y=y)
The repository can also be used for machine learning based models such as scikit-learn/xgboost based models for both
classification and regression problems by making use of model
keyword arguments in Model
function.
However, integration of ML based models is not complete yet.
from ai4water import Model
from ai4water.datasets import busan_beach
data = busan_beach() # path for data file
model = Model(
# columns in data to be used as input
input_features=['tide_cm', 'wat_temp_c', 'sal_psu', 'rel_hum', 'pcp_mm'],
output_features = ['tetx_coppml'], # columns in data file to be used as input
seed=1872,
val_fraction=0.0,
split_random=True,
# any regressor from https://scikit-learn.org/stable/modules/classes.html
model={"RandomForestRegressor": {}}, # set any of regressor's parameters. e.g. for RandomForestRegressor above used,
# some of the paramters are https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestRegressor.html#sklearn.ensemble.RandomForestRegressor
)
history = model.fit(data=data)
model.predict_on_test_data(data=data)
For hyperparameter optimization, replace the actual values of hyperparameters with the space.
from ai4water.functional import Model
from ai4water.datasets import MtropicsLaos
from ai4water.hyperopt import Real, Integer
data = MtropicsLaos().make_regression(lookback_steps=1)
model = Model(
model = {"RandomForestRegressor": {
"n_estimators": Integer(low=5, high=30, name='n_estimators', num_samples=10),
"max_leaf_nodes": Integer(low=2, high=30, prior='log', name='max_leaf_nodes', num_samples=10),
"min_weight_fraction_leaf": Real(low=0.0, high=0.5, name='min_weight_fraction_leaf', num_samples=10),
"max_depth": Integer(low=2, high=10, name='max_depth', num_samples=10),
"min_samples_split": Integer(low=2, high=10, name='min_samples_split', num_samples=10),
"min_samples_leaf": Integer(low=1, high=5, name='min_samples_leaf', num_samples=10),
}},
input_features=data.columns.tolist()[0:-1],
output_features=data.columns.tolist()[-1:],
cross_validator = {"KFold": {"n_splits": 5}},
x_transformation="zscore",
y_transformation="log",
)
# First check the performance on test data with default parameters
model.fit_on_all_training_data(data=data)
print(model.evaluate_on_test_data(data=data, metrics=["r2_score", "r2"]))
# optimize the hyperparameters
optimizer = model.optimize_hyperparameters(
algorithm = "bayes", # you can choose between `random`, `grid` or `tpe`
data=data,
num_iterations=60,
)
# Now check the performance on test data with default parameters
print(model.evaluate_on_test_data(data=data, metrics=["r2_score", "r2"]))
Running the above code will optimize the hyperparameters and generate following figures
The experiments module is for comparison of multiple models on a single data or for comparison of one model under different conditions.
from ai4water.datasets import busan_beach
from ai4water.experiments import MLRegressionExperiments
data = busan_beach()
comparisons = MLRegressionExperiments(
input_features=data.columns.tolist()[0:-1],
output_features=data.columns.tolist()[-1:],
split_random=True
)
# train all the available machine learning models
comparisons.fit(data=data)
# Compare R2 of models
best_models = comparisons.compare_errors(
'r2',
data=data,
cutoff_type='greater',
cutoff_val=0.1,
figsize=(8, 9),
colors=['salmon', 'cadetblue']
)
# Compare model performance using Taylor diagram
_ = comparisons.taylor_plot(
data=data,
figsize=(5, 9),
exclude=["DummyRegressor", "XGBRFRegressor",
"SGDRegressor", "KernelRidge", "PoissonRegressor"],
leg_kws={'facecolor': 'white',
'edgecolor': 'black','bbox_to_anchor':(2.0, 0.9),
'fontsize': 10, 'labelspacing': 1.0, 'ncol': 2
},
)
For more comprehensive and detailed examples see
The library is still under development. Fundamental changes are expected without prior notice or without regard of backward compatability.
sktime: A Unified Interface for Machine Learning with Time Series
Seglearn: A Python Package for Learning Sequences and Time Series
Pastas: Open Source Software for the Analysis of Groundwater Time Series
Time Series FeatuRe Extraction on basis of Scalable Hypothesis tests (tsfresh -- A Python package)
pyts: A Python Package for Time Series Classification
Tslearn, A Machine Learning Toolkit for Time Series Data
TSFEL: Time Series Feature Extraction Library
pyunicorn (Unified Complex Network and RecurreNce analysis toolbox
TSFuse Python package for automatically constructing features from multi-view time series data
tsai - A state-of-the-art deep learning library for time series and sequential data