diff --git a/experiment/simulation/abstract_simulation.py b/experiment/simulation/abstract_simulation.py
index 3e99de35bc1a743721fae71f5d918fc3bdcac190..ecdc90113570956c651f4ca284f54d9c0ee933b7 100644
--- a/experiment/simulation/abstract_simulation.py
+++ b/experiment/simulation/abstract_simulation.py
@@ -13,6 +13,7 @@ import matplotlib.cm as cm
import matplotlib.pyplot as plt
import numpy as np
import seaborn as sns
+from numpy.linalg import LinAlgError
from extreme_estimator.estimator.abstract_estimator import AbstractEstimator
from extreme_estimator.extreme_models.margin_model.margin_function.abstract_margin_function import \
@@ -193,7 +194,11 @@ class AbstractSimulation(object):
else:
markersize = 10
ax.plot([data.mean()], [0], color=self.color, marker='o', markersize=markersize)
- sns.kdeplot(data, bw=1, ax=ax, color=self.color, **display_kwargs).set(xlim=0)
+ try:
+ sns.kdeplot(data, bw=1, ax=ax, color=self.color, **display_kwargs).set(xlim=0)
+ except LinAlgError as e:
+ if 'singular_matrix' in e.__repr__():
+ continue
ax.legend()
# X axis
@@ -242,6 +247,7 @@ class AbstractSimulation(object):
# Pickle Dataset
if op.exists(self.dataset_pickle_path):
print('A dataset already exists, we will keep it intact, delete it manually if you want to change it')
+ # todo: print the parameters of the existing data, the parameters that were used to generate it
else:
with open(self.dataset_pickle_path, 'wb') as fp:
pickle.dump(dataset, fp)
diff --git a/experiment/simulation/lin_space2_simulation.py b/experiment/simulation/lin_space2_simulation.py
index c28f8ce23a2c241378c9b508c9b426f23d54ee9d..bac71fc1e0721a62cb79c742246e53e9019eb666 100644
--- a/experiment/simulation/lin_space2_simulation.py
+++ b/experiment/simulation/lin_space2_simulation.py
@@ -9,7 +9,7 @@ from spatio_temporal_dataset.coordinates.spatial_coordinates.coordinates_1D impo
from spatio_temporal_dataset.dataset.simulation_dataset import FullSimulatedDataset
-class LinSpace3Simulation(AbstractSimulation):
+class LinSpace5Simulation(AbstractSimulation):
FITTED_ESTIMATORS = []
def __init__(self, nb_fit=1):
@@ -34,8 +34,9 @@ class LinSpace3Simulation(AbstractSimulation):
if __name__ == '__main__':
- simu = LinSpace3Simulation(nb_fit=7)
+ simu = LinSpace5Simulation(nb_fit=10)
simu.dump()
- for estimator_class in MARGIN_ESTIMATORS_FOR_SIMULATION + FULL_ESTIMATORS_FOR_SIMULATION:
+ estimators_class = MARGIN_ESTIMATORS_FOR_SIMULATION + FULL_ESTIMATORS_FOR_SIMULATION
+ for estimator_class in estimators_class[:]:
simu.fit(estimator_class, show=False)
simu.visualize_comparison_graph()
diff --git a/extreme_estimator/estimator/full_estimator/full_estimator_for_simulation.py b/extreme_estimator/estimator/full_estimator/full_estimator_for_simulation.py
index c758a31cb9263b83c4f91e6c0701af8133a118f6..ca6cfed3d9b12ab884ffe3148cb3775f485792a1 100644
--- a/extreme_estimator/estimator/full_estimator/full_estimator_for_simulation.py
+++ b/extreme_estimator/estimator/full_estimator/full_estimator_for_simulation.py
@@ -1,6 +1,7 @@
from extreme_estimator.estimator.full_estimator.abstract_full_estimator import \
FullEstimatorInASingleStepWithSmoothMargin
-from extreme_estimator.extreme_models.margin_model.smooth_margin_model import LinearAllParametersAllDimsMarginModel
+from extreme_estimator.extreme_models.margin_model.smooth_margin_model import LinearAllParametersAllDimsMarginModel, \
+ ConstantMarginModel
from extreme_estimator.extreme_models.max_stable_model.max_stable_models import Smith
from spatio_temporal_dataset.dataset.abstract_dataset import AbstractDataset
@@ -14,6 +15,17 @@ class FullEstimatorInASingleStepWithSmoothMargin_LinearAllParametersAllDims_Smit
max_stable_model=Smith())
+class FullEstimatorInASingleStepWithSmoothMargin_Constant_Smith(
+ FullEstimatorInASingleStepWithSmoothMargin):
+
+ @classmethod
+ def from_dataset(cls, dataset: AbstractDataset):
+ return cls(dataset, margin_model=ConstantMarginModel(dataset.coordinates),
+ max_stable_model=Smith())
+
+
FULL_ESTIMATORS_FOR_SIMULATION = [
- FullEstimatorInASingleStepWithSmoothMargin_LinearAllParametersAllDims_Smith
+ FullEstimatorInASingleStepWithSmoothMargin_LinearAllParametersAllDims_Smith,
+ FullEstimatorInASingleStepWithSmoothMargin_Constant_Smith,
+
]
diff --git a/extreme_estimator/estimator/margin_estimator/margin_estimator_for_simulation.py b/extreme_estimator/estimator/margin_estimator/margin_estimator_for_simulation.py
index 34a645511ffe22e021e74d7affa3182c325f3456..1bd0802658bf787d6feaeb8e358def511e186575 100644
--- a/extreme_estimator/estimator/margin_estimator/margin_estimator_for_simulation.py
+++ b/extreme_estimator/estimator/margin_estimator/margin_estimator_for_simulation.py
@@ -1,5 +1,6 @@
from extreme_estimator.estimator.margin_estimator.abstract_margin_estimator import SmoothMarginEstimator
-from extreme_estimator.extreme_models.margin_model.smooth_margin_model import LinearAllParametersAllDimsMarginModel
+from extreme_estimator.extreme_models.margin_model.smooth_margin_model import LinearAllParametersAllDimsMarginModel, \
+ ConstantMarginModel
from spatio_temporal_dataset.dataset.abstract_dataset import AbstractDataset
@@ -10,6 +11,14 @@ class SmoothMarginEstimator_LinearAllParametersAllDims(SmoothMarginEstimator):
return cls(dataset, LinearAllParametersAllDimsMarginModel(dataset.coordinates))
+class SmoothMarginEstimator_Constant(SmoothMarginEstimator):
+
+ @classmethod
+ def from_dataset(cls, dataset: AbstractDataset):
+ return cls(dataset, ConstantMarginModel(dataset.coordinates))
+
+
MARGIN_ESTIMATORS_FOR_SIMULATION = [
- SmoothMarginEstimator_LinearAllParametersAllDims
+ SmoothMarginEstimator_LinearAllParametersAllDims,
+ SmoothMarginEstimator_Constant,
]
diff --git a/extreme_estimator/extreme_models/margin_model/margin_function/abstract_margin_function.py b/extreme_estimator/extreme_models/margin_model/margin_function/abstract_margin_function.py
index 1a75950badc61a2d5df40bfd6dc335ce6b7dc860..be5104374aa5fb0b31e3e4aafe2f06bd4a8d06bf 100644
--- a/extreme_estimator/extreme_models/margin_model/margin_function/abstract_margin_function.py
+++ b/extreme_estimator/extreme_models/margin_model/margin_function/abstract_margin_function.py
@@ -88,7 +88,6 @@ class AbstractMarginFunction(object):
if self.datapoint_display:
ax.plot(linspace, grid[gev_value_name], marker=self.datapoint_marker, color=self.color)
else:
- print('here')
ax.plot(linspace, grid[gev_value_name], color=self.color, linewidth=self.linewidth)
# X axis
ax.set_xlabel('coordinate X')
@@ -109,7 +108,6 @@ class AbstractMarginFunction(object):
if self.datapoint_display:
# todo: keep only the index of interest here
linspace = self.coordinates.coordinates_values(spatio_temporal_split)[:, 0]
- print(self.spatio_temporal_split, linspace)
if self.filter is not None:
linspace = linspace[self.filter]
resolution = len(linspace)
diff --git a/extreme_estimator/extreme_models/margin_model/margin_function/utils.py b/extreme_estimator/extreme_models/margin_model/margin_function/utils.py
index d4a990704d1a2ea199bec1b4d9c4c7ee50b309f8..458628dda0920ce246da513a6adece0f74cd5726 100644
--- a/extreme_estimator/extreme_models/margin_model/margin_function/utils.py
+++ b/extreme_estimator/extreme_models/margin_model/margin_function/utils.py
@@ -6,6 +6,7 @@ from extreme_estimator.gev_params import GevParams
def relative_abs_error(reference_value, fitted_value):
+ # todo: handle the case when the location, or the shape we aim to estimate might be equal to zero
return (reference_value - fitted_value).abs() / reference_value
diff --git a/spatio_temporal_dataset/coordinates/abstract_coordinates.py b/spatio_temporal_dataset/coordinates/abstract_coordinates.py
index 14956f0280de94cd807a2335562975b325fb3ad4..db5506200790f5e4991e7a0726d0981662af2583 100644
--- a/spatio_temporal_dataset/coordinates/abstract_coordinates.py
+++ b/spatio_temporal_dataset/coordinates/abstract_coordinates.py
@@ -96,7 +96,7 @@ class AbstractCoordinates(object):
return cls.from_df(df)
@property
- def index(self):
+ def index(self) -> pd.Index:
return self.df_all_coordinates.index
@property
@@ -124,7 +124,7 @@ class AbstractCoordinates(object):
return ind_train_from_s_split(s_split=self.s_split_temporal)
@property
- def df_split(self):
+ def df_split(self) -> pd.DataFrame:
split_name_to_s_split = {
self.SPATIAL_SPLIT: self.s_split_spatial,
self.TEMPORAL_SPLIT: self.s_split_temporal,
@@ -173,7 +173,7 @@ class AbstractCoordinates(object):
return self.df_all_coordinates[self.COORDINATE_Z].values.copy()
@property
- def t_coordinates(self):
+ def t_coordinates(self) -> np.ndarray:
return self.df_all_coordinates[self.COORDINATE_T].values.copy()
def visualize(self):