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4 Commits

Author SHA1 Message Date
amlrelsa-ms
322087a58c update samples from Release-73 as a part of SDK release 2020-10-30 06:37:05 +00:00
Harneet Virk
e255c000ab Merge pull request #1211 from Azure/release_update/Release-72
update samples from Release-72 as a part of  SDK release
2020-10-28 14:30:50 -07:00
amlrelsa-ms
7871e37ec0 update samples from Release-72 as a part of SDK release 2020-10-28 21:24:40 +00:00
Cody
58e584e7eb Update README.md (#1209) 2020-10-27 21:00:38 -04:00

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@@ -1,4 +1,5 @@
import argparse
import os
import numpy as np
import pandas as pd
@@ -10,6 +11,13 @@ from sklearn.metrics import mean_absolute_error, mean_squared_error
from azureml.automl.runtime.shared.score import scoring, constants
from azureml.core import Run
try:
import torch
_torch_present = True
except ImportError:
_torch_present = False
def align_outputs(y_predicted, X_trans, X_test, y_test,
predicted_column_name='predicted',
@@ -48,7 +56,7 @@ def align_outputs(y_predicted, X_trans, X_test, y_test,
# or at edges of time due to lags/rolling windows
clean = together[together[[target_column_name,
predicted_column_name]].notnull().all(axis=1)]
return(clean)
return (clean)
def do_rolling_forecast_with_lookback(fitted_model, X_test, y_test,
@@ -83,8 +91,7 @@ def do_rolling_forecast_with_lookback(fitted_model, X_test, y_test,
if origin_time != X[time_column_name].min():
# Set the context by including actuals up-to the origin time
test_context_expand_wind = (X[time_column_name] < origin_time)
context_expand_wind = (
X_test_expand[time_column_name] < origin_time)
context_expand_wind = (X_test_expand[time_column_name] < origin_time)
y_query_expand[context_expand_wind] = y[test_context_expand_wind]
# Print some debug info
@@ -115,8 +122,7 @@ def do_rolling_forecast_with_lookback(fitted_model, X_test, y_test,
# Align forecast with test set for dates within
# the current rolling window
trans_tindex = X_trans.index.get_level_values(time_column_name)
trans_roll_wind = (trans_tindex >= origin_time) & (
trans_tindex < horizon_time)
trans_roll_wind = (trans_tindex >= origin_time) & (trans_tindex < horizon_time)
test_roll_wind = expand_wind & (X[time_column_name] >= origin_time)
df_list.append(align_outputs(
y_fcst[trans_roll_wind], X_trans[trans_roll_wind],
@@ -155,8 +161,7 @@ def do_rolling_forecast(fitted_model, X_test, y_test, max_horizon, freq='D'):
if origin_time != X_test[time_column_name].min():
# Set the context by including actuals up-to the origin time
test_context_expand_wind = (X_test[time_column_name] < origin_time)
context_expand_wind = (
X_test_expand[time_column_name] < origin_time)
context_expand_wind = (X_test_expand[time_column_name] < origin_time)
y_query_expand[context_expand_wind] = y_test[
test_context_expand_wind]
@@ -186,10 +191,8 @@ def do_rolling_forecast(fitted_model, X_test, y_test, max_horizon, freq='D'):
# Align forecast with test set for dates within the
# current rolling window
trans_tindex = X_trans.index.get_level_values(time_column_name)
trans_roll_wind = (trans_tindex >= origin_time) & (
trans_tindex < horizon_time)
test_roll_wind = expand_wind & (
X_test[time_column_name] >= origin_time)
trans_roll_wind = (trans_tindex >= origin_time) & (trans_tindex < horizon_time)
test_roll_wind = expand_wind & (X_test[time_column_name] >= origin_time)
df_list.append(align_outputs(y_fcst[trans_roll_wind],
X_trans[trans_roll_wind],
X_test[test_roll_wind],
@@ -221,6 +224,10 @@ def MAPE(actual, pred):
return np.mean(APE(actual_safe, pred_safe))
def map_location_cuda(storage, loc):
return storage.cuda()
parser = argparse.ArgumentParser()
parser.add_argument(
'--max_horizon', type=int, dest='max_horizon',
@@ -238,7 +245,6 @@ parser.add_argument(
'--model_path', type=str, dest='model_path',
default='model.pkl', help='Filename of model to be loaded')
args = parser.parse_args()
max_horizon = args.max_horizon
target_column_name = args.target_column_name
@@ -246,7 +252,6 @@ time_column_name = args.time_column_name
freq = args.freq
model_path = args.model_path
print('args passed are: ')
print(max_horizon)
print(target_column_name)
@@ -274,8 +279,19 @@ X_lookback_df = lookback_dataset.drop_columns(columns=[target_column_name])
y_lookback_df = lookback_dataset.with_timestamp_columns(
None).keep_columns(columns=[target_column_name])
fitted_model = joblib.load(model_path)
_, ext = os.path.splitext(model_path)
if ext == '.pt':
# Load the fc-tcn torch model.
assert _torch_present
if torch.cuda.is_available():
map_location = map_location_cuda
else:
map_location = 'cpu'
with open(model_path, 'rb') as fh:
fitted_model = torch.load(fh, map_location=map_location)
else:
# Load the sklearn pipeline.
fitted_model = joblib.load(model_path)
if hasattr(fitted_model, 'get_lookback'):
lookback = fitted_model.get_lookback()