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Merged
pietronvll merged 8 commits into from
Apr 11, 2024
Merged

Added Multi Trajectory context window generation #9

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eccfb6d
Contexts from multiple trajectory data
Danfoa Mar 27, 2024
967b8cf
Merge main changes to multi_trajectory
Danfoa Mar 27, 2024
6c0e2cf
Fast batch indexing for TensorContextDataset and add backend variable
Danfoa Apr 2, 2024
1ab0b56
Working on the multi-trajectory class
pietronvll Apr 11, 2024
4045c10
Added multi trajectories
pietronvll Apr 11, 2024
5101af9
Multi-Traj and better handling of the contexts
pietronvll Apr 11, 2024
565f9c6
Tested examples
pietronvll Apr 11, 2024
9597ba2
Merge branch 'dev' into pr/Danfoa/9
pietronvll Apr 11, 2024
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4 changes: 2 additions & 2 deletions .gitignore
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Original file line number Diff line number Diff line change
Expand Up @@ -51,7 +51,7 @@ coverage.xml
.hypothesis/
.pytest_cache/
cover/

.idea
# Translations
*.mo
*.pot
Expand Down Expand Up @@ -99,7 +99,7 @@ ipython_config.py
# Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
# This is especially recommended for binary packages to ensure reproducibility, and is more
# commonly ignored for libraries.
# https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
# https://python-potrain_observablesetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
#poetry.lock

# PEP 582; used by e.g. github.com/David-OConnor/pyflow
Expand Down
126 changes: 99 additions & 27 deletions docs/examples/ala2_nys_tutorial.ipynb
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257 changes: 226 additions & 31 deletions docs/examples/context_windows.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -32,9 +32,17 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 1,
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"ContextWindow <context_length=19, data=['t', 'h', 'e', '_', 'q', 'u', 'i', 'c', 'k', '_', 'b', 'r', 'o', 'w', 'n', '_', 'f', 'o', 'x']>\n"
]
}
],
"source": [
"from kooplearn.abc import ContextWindow\n",
"\n",
Expand All @@ -55,9 +63,20 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 2,
"metadata": {},
"outputs": [],
"outputs": [
{
"data": {
"text/plain": [
"19"
]
},
"execution_count": 2,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"context_window.context_length"
]
Expand All @@ -77,9 +96,18 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 3,
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Lookback window: ['t', 'h', 'e', '_', 'q', 'u', 'i', 'c', 'k', '_']\n",
"Lookforward window: ['b', 'r', 'o', 'w', 'n', '_', 'f', 'o', 'x']\n"
]
}
],
"source": [
"lookback_length = 10\n",
"\n",
Expand All @@ -101,9 +129,18 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 4,
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Shifted lookback window: ['q', 'u', 'i', 'c', 'k', '_', 'b', 'r', 'o', 'w']\n",
"ValueError: Invalid slide_by = 15 for lookback_length = 10 and Context of length = 19. It should be 0 <= slide_by <= context_length - lookback_length\n"
]
}
],
"source": [
"# Skip the first 4 elements\n",
"shifted_lb_window = context_window.lookback(lookback_length, slide_by=4) \n",
Expand All @@ -128,9 +165,17 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 5,
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Arbitrary slice: ['e', 'q', 'i', 'k', 'b', 'o', 'n']\n"
]
}
],
"source": [
"slice_obj = slice(2, 16, 2) # (start, stop, step) \n",
"context_slice = context_window.slice(slice_obj)\n",
Expand All @@ -148,9 +193,17 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 6,
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"ContextWindowDataset <item_count=3, context_length=5, data=[[1, 2, 3, 4, 5], ['a', 'b', 'c', 'd', 'e'], ['a', 1.0, True, 'd', 5]]>\n"
]
}
],
"source": [
"from kooplearn.abc import ContextWindowDataset\n",
" \n",
Expand All @@ -173,9 +226,20 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 7,
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Lookback window: [[1, 2], ['a', 'b'], ['a', 1.0]]\n",
"Lookforward window: [[3, 4, 5], ['c', 'd', 'e'], [True, 'd', 5]]\n",
"Shifted lookback window: [[3, 4], ['c', 'd'], [True, 'd']]\n",
"Arbitrary slice: [[2, 3, 4], ['b', 'c', 'd'], [1.0, True, 'd']]\n"
]
}
],
"source": [
"lookback_length = 2\n",
"\n",
Expand All @@ -202,9 +266,19 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 8,
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"ContextWindow <context_length=5, data=[1, 2, 3, 4, 5]>\n",
"ContextWindow <context_length=5, data=['a', 'b', 'c', 'd', 'e']>\n",
"ContextWindow <context_length=5, data=['a', 1.0, True, 'd', 5]>\n"
]
}
],
"source": [
"for ctx in contexts:\n",
" print(ctx)"
Expand All @@ -221,9 +295,62 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 9,
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"TensorContextDataset <item_count=3, context_length=5, data=[[[[0.63696169 0.26978671]\n",
" [0.04097352 0.01652764]]\n",
"\n",
" [[0.81327024 0.91275558]\n",
" [0.60663578 0.72949656]]\n",
"\n",
" [[0.54362499 0.93507242]\n",
" [0.81585355 0.0027385 ]]\n",
"\n",
" [[0.85740428 0.03358558]\n",
" [0.72965545 0.17565562]]\n",
"\n",
" [[0.86317892 0.54146122]\n",
" [0.29971189 0.42268722]]]\n",
"\n",
"\n",
" [[[0.02831967 0.12428328]\n",
" [0.67062441 0.64718951]]\n",
"\n",
" [[0.61538511 0.38367755]\n",
" [0.99720994 0.98083534]]\n",
"\n",
" [[0.68554198 0.65045928]\n",
" [0.68844673 0.38892142]]\n",
"\n",
" [[0.13509651 0.72148834]\n",
" [0.52535432 0.31024188]]\n",
"\n",
" [[0.48583536 0.88948783]\n",
" [0.93404352 0.3577952 ]]]\n",
"\n",
"\n",
" [[[0.57152983 0.32186939]\n",
" [0.59430003 0.33791123]]\n",
"\n",
" [[0.391619 0.89027435]\n",
" [0.22715759 0.62318714]]\n",
"\n",
" [[0.08401534 0.83264415]\n",
" [0.78709831 0.23936944]]\n",
"\n",
" [[0.87648423 0.05856803]\n",
" [0.33611706 0.15027947]]\n",
"\n",
" [[0.45033937 0.79632427]\n",
" [0.23064221 0.0520213 ]]]]>\n"
]
}
],
"source": [
"import numpy as np\n",
"import torch\n",
Expand Down Expand Up @@ -252,9 +379,20 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 10,
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"The original data is of type <class 'numpy.ndarray'>\n",
"The data in complex_torch_contexts is of type <class 'torch.Tensor'>\n",
"The original dtype is float64\n",
"The data in complex_torch_contexts is of dtype torch.complex64\n"
]
}
],
"source": [
"complex_torch_contexts = TensorContextDataset(np_raw_contexts, backend='torch', dtype=torch.cfloat)\n",
"\n",
Expand All @@ -281,9 +419,31 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 11,
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"[0. 1. 2. 3. 4. 5.]\n",
"TrajectoryContextDataset <item_count=3, context_length=4, data=[[[0.]\n",
" [1.]\n",
" [2.]\n",
" [3.]]\n",
"\n",
" [[1.]\n",
" [2.]\n",
" [3.]\n",
" [4.]]\n",
"\n",
" [[2.]\n",
" [3.]\n",
" [4.]\n",
" [5.]]]>\n"
]
}
],
"source": [
"from kooplearn.data import TrajectoryContextDataset\n",
"\n",
Expand All @@ -303,9 +463,51 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 12,
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Lookback window: [[[0.]\n",
" [1.]]\n",
"\n",
" [[1.]\n",
" [2.]]\n",
"\n",
" [[2.]\n",
" [3.]]]\n",
"Lookforward window: [[[2.]\n",
" [3.]]\n",
"\n",
" [[3.]\n",
" [4.]]\n",
"\n",
" [[4.]\n",
" [5.]]]\n",
"Shifted lookback window: [[[2.]\n",
" [3.]]\n",
"\n",
" [[3.]\n",
" [4.]]\n",
"\n",
" [[4.]\n",
" [5.]]]\n",
"Arbitrary slice: [[[1.]\n",
" [2.]\n",
" [3.]]\n",
"\n",
" [[2.]\n",
" [3.]\n",
" [4.]]\n",
"\n",
" [[3.]\n",
" [4.]\n",
" [5.]]]\n"
]
}
],
"source": [
"lookback_length = 2\n",
"\n",
Expand All @@ -322,13 +524,6 @@
"print(f\"Shifted lookback window: {shifted_lb_window}\") \n",
"print(f\"Arbitrary slice: {context_slice}\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
Expand Down
81 changes: 44 additions & 37 deletions docs/examples/kernel_methods.ipynb
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