From 7a0f83b577e760fde82daff211b168eb5864a838 Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Wed, 16 Oct 2019 14:25:53 +0200
Subject: [PATCH] [EXTREME ESTIMATOR][ESTIMATOR] refactor estimator
---
.../unidimensional_robustness.py | 2 +-
.../estimator/abstract_estimator.py | 32 ++++---------------
.../full_estimator/abstract_full_estimator.py | 8 +++--
.../abstract_margin_estimator.py | 12 +++----
.../abstract_max_stable_estimator.py | 4 +--
5 files changed, 20 insertions(+), 38 deletions(-)
diff --git a/experiment/robustness_plot/estimation_robustness/unidimensional_robustness/unidimensional_robustness.py b/experiment/robustness_plot/estimation_robustness/unidimensional_robustness/unidimensional_robustness.py
index 068faa64..937a65c9 100644
--- a/experiment/robustness_plot/estimation_robustness/unidimensional_robustness/unidimensional_robustness.py
+++ b/experiment/robustness_plot/estimation_robustness/unidimensional_robustness/unidimensional_robustness.py
@@ -45,7 +45,7 @@ def multiple_unidimensional_robustness():
# Put only the parameter that will vary
spatial_robustness.robustness_grid_plot(**{
- SinglePlot.OrdinateItem.name: [AbstractEstimator.MAE_ERROR, AbstractEstimator.DURATION],
+ # SinglePlot.OrdinateItem.name: [AbstractEstimator.MAE_ERROR, AbstractEstimator.DURATION],
MaxStableProcessPlot.NbStationItem.name: nb_stations,
MaxStableProcessPlot.NbObservationItem.name: nb_observation,
MaxStableProcessPlot.MaxStableModelItem.name: msp_models,
diff --git a/extreme_estimator/estimator/abstract_estimator.py b/extreme_estimator/estimator/abstract_estimator.py
index ae736464..2becbbfb 100644
--- a/extreme_estimator/estimator/abstract_estimator.py
+++ b/extreme_estimator/estimator/abstract_estimator.py
@@ -1,5 +1,7 @@
import time
+from cached_property import cached_property
+
from extreme_estimator.extreme_models.margin_model.linear_margin_model.linear_margin_model import LinearMarginModel
from extreme_estimator.extreme_models.result_from_fit import ResultFromFit
from extreme_estimator.extreme_models.margin_model.margin_function.abstract_margin_function import \
@@ -9,42 +11,26 @@ from spatio_temporal_dataset.dataset.abstract_dataset import AbstractDataset
class AbstractEstimator(object):
- DURATION = 'Average duration'
- MAE_ERROR = 'Mean Average Error'
-
- # For each estimator, we shall define:
- # - The loss
- # - The optimization method for each part of the process
def __init__(self, dataset: AbstractDataset):
self.dataset = dataset # type: AbstractDataset
- self.additional_information = dict()
self._result_from_fit = None # type: ResultFromFit
- self._margin_function_fitted = None
- self._max_stable_model_fitted = None
@classmethod
def from_dataset(cls, dataset: AbstractDataset):
- # raise NotImplementedError('from_dataset class constructor has not been implemented for this class')
- pass
+ raise NotImplementedError
def fit(self):
- ts = time.time()
- self._fit()
- te = time.time()
- self.additional_information[self.DURATION] = int((te - ts) * 1000)
+ raise NotImplementedError
@property
def result_from_fit(self) -> ResultFromFit:
assert self._result_from_fit is not None, 'Fit has not be done'
return self._result_from_fit
- @property
+ @cached_property
def margin_function_fitted(self) -> AbstractMarginFunction:
- if self._margin_function_fitted is None:
- self._margin_function_fitted = self.extract_function_fitted()
- assert self._margin_function_fitted is not None, 'No margin function has been fitted'
- return self._margin_function_fitted
+ return self.extract_function_fitted()
def extract_function_fitted(self) -> AbstractMarginFunction:
raise NotImplementedError
@@ -55,11 +41,7 @@ class AbstractEstimator(object):
coef_dict=self.result_from_fit.margin_coef_dict,
starting_point=margin_model.starting_point)
+ #
@property
def train_split(self):
return self.dataset.train_split
-
- # Methods to override in the child class
-
- def _fit(self):
- raise NotImplementedError
diff --git a/extreme_estimator/estimator/full_estimator/abstract_full_estimator.py b/extreme_estimator/estimator/full_estimator/abstract_full_estimator.py
index cdce4f7b..85fcb135 100644
--- a/extreme_estimator/estimator/full_estimator/abstract_full_estimator.py
+++ b/extreme_estimator/estimator/full_estimator/abstract_full_estimator.py
@@ -1,3 +1,5 @@
+from cached_property import cached_property
+
from extreme_estimator.estimator.abstract_estimator import AbstractEstimator
from extreme_estimator.estimator.margin_estimator.abstract_margin_estimator import LinearMarginEstimator
from extreme_estimator.estimator.max_stable_estimator.abstract_max_stable_estimator import MaxStableEstimator
@@ -23,7 +25,7 @@ class SmoothMarginalsThenUnitaryMsp(AbstractFullEstimator):
self.margin_estimator = LinearMarginEstimator(dataset=dataset, margin_model=margin_model)
self.max_stable_estimator = MaxStableEstimator(dataset=dataset, max_stable_model=max_stable_model)
- def _fit(self):
+ def fit(self):
# Estimate the margin parameters
self.margin_estimator.fit()
# Compute the maxima_frech
@@ -65,7 +67,7 @@ class FullEstimatorInASingleStepWithSmoothMargin(AbstractFullEstimator):
return self.dataset.coordinates.df_temporal_coordinates_for_fit(split=self.train_split,
starting_point=self.linear_margin_model.starting_point)
- def _fit(self):
+ def fit(self):
# Estimate both the margin and the max-stable structure
self._result_from_fit = self.max_stable_model.fitmaxstab(
data_gev=self.dataset.maxima_gev_for_spatial_extremes_package(self.train_split),
@@ -79,7 +81,7 @@ class FullEstimatorInASingleStepWithSmoothMargin(AbstractFullEstimator):
def extract_function_fitted(self):
return self.extract_function_fitted_from_the_model_shape(self.linear_margin_model)
- @property
+ @cached_property
def margin_function_fitted(self) -> LinearMarginFunction:
return super().margin_function_fitted
diff --git a/extreme_estimator/estimator/margin_estimator/abstract_margin_estimator.py b/extreme_estimator/estimator/margin_estimator/abstract_margin_estimator.py
index 03aa7d4b..afdf32c8 100644
--- a/extreme_estimator/estimator/margin_estimator/abstract_margin_estimator.py
+++ b/extreme_estimator/estimator/margin_estimator/abstract_margin_estimator.py
@@ -1,5 +1,7 @@
from abc import ABC
+from cached_property import cached_property
+
from extreme_estimator.estimator.abstract_estimator import AbstractEstimator
from extreme_estimator.extreme_models.margin_model.linear_margin_model.linear_margin_model import LinearMarginModel
from extreme_estimator.extreme_models.margin_model.margin_function.linear_margin_function import LinearMarginFunction
@@ -11,8 +13,6 @@ class AbstractMarginEstimator(AbstractEstimator, ABC):
def __init__(self, dataset: AbstractDataset):
super().__init__(dataset)
assert self.dataset.maxima_gev() is not None
- self._margin_function_fitted = None
-
class LinearMarginEstimator(AbstractMarginEstimator):
"""# with different type of marginals: cosntant, linear...."""
@@ -25,7 +25,7 @@ class LinearMarginEstimator(AbstractMarginEstimator):
assert isinstance(margin_model, LinearMarginModel)
self.margin_model = margin_model
- def _fit(self):
+ def fit(self):
maxima_gev_specialized = self.dataset.maxima_gev_for_spatial_extremes_package(self.train_split)
df_coordinates_spat = self.dataset.coordinates.df_spatial_coordinates(self.train_split)
df_coordinates_temp = self.dataset.coordinates.df_temporal_coordinates_for_fit(split=self.train_split,
@@ -34,11 +34,9 @@ class LinearMarginEstimator(AbstractMarginEstimator):
df_coordinates_spat=df_coordinates_spat,
df_coordinates_temp=df_coordinates_temp)
- @property
+ @cached_property
def margin_function_fitted(self) -> LinearMarginFunction:
- margin_function_fitted = super().margin_function_fitted
- assert isinstance(margin_function_fitted, LinearMarginFunction)
- return margin_function_fitted
+ return super().margin_function_fitted
def extract_function_fitted(self) -> LinearMarginFunction:
return self.extract_function_fitted_from_the_model_shape(self.margin_model)
diff --git a/extreme_estimator/estimator/max_stable_estimator/abstract_max_stable_estimator.py b/extreme_estimator/estimator/max_stable_estimator/abstract_max_stable_estimator.py
index 868c7c07..8a9bed24 100644
--- a/extreme_estimator/estimator/max_stable_estimator/abstract_max_stable_estimator.py
+++ b/extreme_estimator/estimator/max_stable_estimator/abstract_max_stable_estimator.py
@@ -16,7 +16,7 @@ class AbstractMaxStableEstimator(AbstractEstimator):
class MaxStableEstimator(AbstractMaxStableEstimator):
- def _fit(self):
+ def fit(self):
assert self.dataset.maxima_frech(split=self.train_split) is not None
self._result_from_fit = self.max_stable_model.fitmaxstab(
data_frech=self.dataset.maxima_frech_for_spatial_extremes_package(split=self.train_split),
@@ -25,7 +25,7 @@ class MaxStableEstimator(AbstractMaxStableEstimator):
def scalars(self, true_max_stable_params: dict):
error = self._error(true_max_stable_params)
- return {**error, **self.additional_information}
+ return {**error}
def _error(self, true_max_stable_params: dict):
absolute_errors = {param_name: np.abs(param_true_value - self.max_stable_params_fitted[param_name])
--
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