Port over changes

.github/workflows/python-package.yml

@@ -228,6 +228,24 @@ jobs:
       run: pip install --upgrade --upgrade-strategy eager -e .
     - name: Run tests
       run: python -m tests.test_examples
+  test_horizon:
+    timeout-minutes: 5
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v3
+    - name: Set up Python
+      uses: actions/setup-python@v4
+      with:
+        python-version: '3.7'
+    - name: Install dependencies cache
+      uses: actions/cache@v2
+      with:
+        path: ~/.cache/pip
+        key: pip-cache
+    - name: Update
+      run: pip install --upgrade --upgrade-strategy eager -e .
+    - name: Run tests
+      run: python -m tests.test_horizon
   test_linear_model:
     timeout-minutes: 5
     runs-on: ubuntu-latest

examples/horizon.py

@@ -12,48 +12,35 @@
     ii) Time event is predicted to occur (with uncertainty)
 """
 
+import numpy as np
 from progpy.models.thrown_object import ThrownObject
-from progpy import *
+from progpy.predictors import MonteCarlo
+from progpy.uncertain_data import MultivariateNormalDist
 from pprint import pprint
 
 def run_example():
-    # Step 1: Setup model & future loading
+    # Step 1: Setup model, future loading, and state
     def future_loading(t, x = None):
         return {}
-    m = ThrownObject(process_noise = 0.25, measurement_noise = 0.2)
+    m = ThrownObject(process_noise = 0.5, measurement_noise = 0.15)
     initial_state = m.initialize()
 
-    # Step 2: Demonstrating state estimator
-    print("\nPerforming State Estimation Step...")
-
-    # Step 2a: Setup
     NUM_SAMPLES = 1000
-    filt = state_estimators.ParticleFilter(m, initial_state, num_particles = NUM_SAMPLES)
-    # VVV Uncomment this to use UKF State Estimator VVV
-    # filt = state_estimators.UnscentedKalmanFilter(batt, initial_state)
-
-    # Step 2b: One step of state estimator
-    u = m.InputContainer({})  # No input for ThrownObject
-    filt.estimate(0.1, u, m.output(initial_state))
-
-    # Note: in a prognostic application the above state estimation 
-    # step would be repeated each time there is new data. 
-    # Here we're doing one step to demonstrate how the state estimator is used
+    x = MultivariateNormalDist(initial_state.keys(), initial_state.values(), np.diag([x_i*0.01 for x_i in initial_state.values()]))
 
-    # Step 3: Demonstrating Predictor
+    # Step 2: Demonstrating Predictor
     print("\nPerforming Prediction Step...")
 
-    # Step 3a: Setup Predictor
-    mc = predictors.MonteCarlo(m)
+    # Step 2a: Setup Predictor
+    mc = MonteCarlo(m)
 
-    # Step 3b: Perform a prediction
+    # Step 2b: Perform a prediction
     # THIS IS WHERE WE DIVERGE FROM THE THROWN_OBJECT_EXAMPLE
     # Here we set a prediction horizon
     # We're saying we are not interested in any events that occur after this time
-    PREDICTION_HORIZON = 7.75
-    samples = filt.x  # Since we're using a particle filter, which is also sample-based, we can directly use the samples, without changes
+    PREDICTION_HORIZON = 7.7
     STEP_SIZE = 0.01
-    mc_results = mc.predict(samples, future_loading, dt=STEP_SIZE, horizon = PREDICTION_HORIZON)
+    mc_results = mc.predict(x, future_loading, n_samples=NUM_SAMPLES,dt=STEP_SIZE, horizon = PREDICTION_HORIZON)
     print("\nPredicted Time of Event:")
     metrics = mc_results.time_of_event.metrics()
     pprint(metrics)  # Note this takes some time

src/progpy/predictors/monte_carlo.py

@@ -74,6 +74,7 @@ def predict(self, state: UncertainData, future_loading_eqn: Callable, **kwargs)
 
         # Perform prediction
         t0 = params.get('t0', 0)
+        HORIZON = params.get('horizon', float('inf'))  # Save the horizon to be used later
         for x in state:
             first_output = self.model.output(x)
 
@@ -82,6 +83,7 @@ def predict(self, state: UncertainData, future_loading_eqn: Callable, **kwargs)
 
             params['t0'] = t0
             params['x'] = x
+            params['horizon'] = HORIZON  # reset to initial horizon
 
             if 'save_freq' in params and not isinstance(params['save_freq'], tuple):
                 params['save_freq'] = (params['t0'], params['save_freq'])
@@ -103,6 +105,10 @@ def predict(self, state: UncertainData, future_loading_eqn: Callable, **kwargs)
 
                 # Non-vectorized prediction
                 while len(events_remaining) > 0:  # Still events to predict
+                    # Since horizon is relative to t0 (the simulation starting point),
+                    # we must subtract the difference in current t0 from the initial (i.e., prediction t0)
+                    # each subsequent simulation
+                    params['horizon'] = HORIZON - (params['t0'] - t0)
                     (t, u, xi, z, es) = simulate_to_threshold(future_loading_eqn,       
                         first_output, 
                         threshold_keys = events_remaining,

tests/__main__.py

@@ -11,6 +11,7 @@
 from tests.test_ensemble import main as ensemble_main
 from tests.test_estimate_params import main as estimate_params_main
 from tests.test_examples import main as examples_main
+from tests.test_horizon import main as horizon_main
 from tests.test_linear_model import main as linear_main
 from tests.test_metrics import main as metrics_main
 from tests.test_pneumatic_valve import main as pneumatic_valve_main
@@ -77,6 +78,11 @@
     except Exception:
         was_successful = False
 
+    try:
+        horizon_main()
+    except Exception:
+        was_successful = False
+
     try:
         linear_main()
     except Exception:

tests/test_horizon.py

@@ -0,0 +1,75 @@
+from io import StringIO
+import sys
+import unittest
+
+from progpy import predictors
+from progpy.models import ThrownObject
+
+class TestHorizon(unittest.TestCase):
+    def setUp(self):
+        # set stdout (so it won't print)
+        sys.stdout = StringIO()
+
+    def tearDown(self):
+        sys.stdout = sys.__stdout__
+
+    def test_horizon_ex(self):
+        # Setup model 
+        m = ThrownObject(process_noise=0.25, measurement_noise=0.2) 
+        # Change parameters (to make simulation faster) 
+        m.parameters['thrower_height'] = 1.0
+        m.parameters['throwing_speed'] = 10.0
+        initial_state = m.initialize()
+
+        # Define future loading (necessary for prediction call) 
+        def future_loading(t, x=None):
+            return {}
+
+        # Setup Predictor (smaller sample size for efficiency)
+        mc = predictors.MonteCarlo(m)
+        mc.parameters['n_samples'] = 50
+
+        # Perform a prediction
+        # With this horizon, all samples will reach 'falling', but only some will reach 'impact'
+        PREDICTION_HORIZON = 2.127 
+        STEP_SIZE = 0.001 
+        mc_results = mc.predict(initial_state, future_loading, dt=STEP_SIZE, horizon = PREDICTION_HORIZON)
+
+        # 'falling' happens before the horizon is met
+        falling_res = [mc_results.time_of_event[iter]['falling'] for iter in range(mc.parameters['n_samples']) if mc_results.time_of_event[iter]['falling'] is not None]
+        self.assertEqual(len(falling_res), mc.parameters['n_samples'])
+
+        # 'impact' happens around the horizon, so some samples have reached this event and others haven't
+        impact_res = [mc_results.time_of_event[iter]['impact'] for iter in range(mc.parameters['n_samples']) if mc_results.time_of_event[iter]['impact'] is not None]
+        self.assertLess(len(impact_res), mc.parameters['n_samples'])
+
+        # Try again with very low prediction_horizon, where no events are reached
+        # Note: here we count how many None values there are for each event (in the above and below examples, we count values that are NOT None)
+        mc_results_no_event = mc.predict(initial_state, future_loading, dt=STEP_SIZE, horizon=0.3)
+        falling_res_no_event = [mc_results_no_event.time_of_event[iter]['falling'] for iter in range(mc.parameters['n_samples']) if mc_results_no_event.time_of_event[iter]['falling'] is None]
+        impact_res_no_event = [mc_results_no_event.time_of_event[iter]['impact'] for iter in range(mc.parameters['n_samples']) if mc_results_no_event.time_of_event[iter]['impact'] is None]
+        self.assertEqual(len(falling_res_no_event), mc.parameters['n_samples'])
+        self.assertEqual(len(impact_res_no_event), mc.parameters['n_samples'])
+
+        # Finally, try without horizon, all events should be reached for all samples
+        mc_results_all_event = mc.predict(initial_state, future_loading, dt=STEP_SIZE)
+        falling_res_all_event = [mc_results_all_event.time_of_event[iter]['falling'] for iter in range(mc.parameters['n_samples']) if mc_results_all_event.time_of_event[iter]['falling'] is not None]
+        impact_res_all_event = [mc_results_all_event.time_of_event[iter]['impact'] for iter in range(mc.parameters['n_samples']) if mc_results_all_event.time_of_event[iter]['impact'] is not None]
+        self.assertEqual(len(falling_res_all_event), mc.parameters['n_samples'])
+        self.assertEqual(len(impact_res_all_event), mc.parameters['n_samples'])
+
+# This allows the module to be executed directly
+def run_tests():
+    unittest.main()
+
+def main():
+    load_test = unittest.TestLoader()
+    runner = unittest.TextTestRunner()
+    print("\n\nTesting Horizon functionality")
+    result = runner.run(load_test.loadTestsFromTestCase(TestHorizon)).wasSuccessful()
+
+    if not result:
+        raise Exception("Failed test")
+
+if __name__ == '__main__':
+    main()