pyopmnearwell.ml.nn module

Transform ensemble data into datasets and train neural networks.

pyopmnearwell.ml.nn.build_model(hp: HyperParameters, ninputs: int, noutputs: int, lr_tune: float = 0.1) Module

Build and compile a FCNN with the given hyperparameters.

Parameters:
  • hp (keras_tuner.Hyperparameters) – Hyperparameters object.

  • ninputs (int) – Number of inputs.

  • noutputs (int) – Number of outputs.

Returns:

The built neural network model.

Return type:

tf.Module

pyopmnearwell.ml.nn.get_FCNN(ninputs: int, noutputs: int, depth: int = 5, hidden_dim: int = 10, saved_model: str | None = None, activation: Literal['sigmoid', 'relu', 'tanh'] = 'sigmoid', kernel_initializer: Literal['glorot_normal', 'glorot_uniform'] = 'glorot_normal', normalization: bool = False) Model

Return a fully connected neural network with the specified architecture.

Parameters:
  • ninputs (int) – Number of inputs to the model.

  • noutputs (int) – Number of outputs from the model.

  • depth (int, optional) – Number of hidden layers in the model. Defaults to 5.

  • hidden_dim (int, optional) – Number of neurons in each hidden layer. Defaults to 10.

  • saved_model (str, optional) – Path to a saved model to load weights from. Defaults to None.

  • activation (Literal["sigmoid", "relu", "tanh"], optional) – Activation function to use in the hidden layers. Defaults to “sigmoid”.

  • kernel_initializer (Literal["glorot_normal", "glorot_uniform"], optional) – Weight initialization method to use in the hidden layers. Defaults to “glorot_normal”.

  • normalization (bool, optional) – Whether to use batch normalization in the model. Defaults to False.

Returns:

A fully connected neural network.

Return type:

keras.Model

pyopmnearwell.ml.nn.get_GRU(ninputs: int, noutputs: int, units: int = 20, saved_model: str | None = None, activation: Literal['sigmoid', 'relu', 'tanh'] = 'tanh', kernel_initializer: Literal['glorot_normal', 'glorot_uniform'] = 'glorot_uniform') Model

Return a recurrent neural network with the specified architecture.

Parameters:
  • ninputs (int) – Number of inputs to the model.

  • noutputs (int) – Number of outputs from the model.

  • units (int, optional) – Size of internal model state. Defaults to 20.

  • hidden_dim (int, optional) – Number of neurons in each hidden layer. Defaults to 10.

  • saved_model (str, optional) – Path to a saved model to load weights from. Defaults to None.

  • activation (Literal["sigmoid", "relu", "tanh"], optional) – Activation function to use in the hidden layers. Defaults to “sigmoid”.

  • kernel_initializer (Literal["glorot_normal", "glorot_uniform"], optional) – Weight initialization method to use in the hidden layers. Defaults to “glorot_normal”.

Returns:

A fully connected neural network.

Return type:

keras.Model

pyopmnearwell.ml.nn.get_LSTM(ninputs: int, noutputs: int, units: int = 20, saved_model: str | None = None, activation: Literal['sigmoid', 'relu', 'tanh'] = 'tanh', kernel_initializer: Literal['glorot_normal', 'glorot_uniform'] = 'glorot_uniform') Model

Return a recurrent neural network with the specified architecture.

Parameters:
  • ninputs (int) – Number of inputs to the model.

  • noutputs (int) – Number of outputs from the model.

  • units (int, optional) – Size of internal model state. Defaults to 20.

  • hidden_dim (int, optional) – Number of neurons in each hidden layer. Defaults to 10.

  • saved_model (str, optional) – Path to a saved model to load weights from. Defaults to None.

  • activation (Literal["sigmoid", "relu", "tanh"], optional) – Activation function to use in the hidden layers. Defaults to “sigmoid”.

  • kernel_initializer (Literal["glorot_normal", "glorot_uniform"], optional) – Weight initialization method to use in the hidden layers. Defaults to “glorot_normal”.

Returns:

A fully connected neural network.

Return type:

keras.Model

pyopmnearwell.ml.nn.get_RNN(ninputs: int, noutputs: int, units: int = 20, saved_model: str | None = None, activation: Literal['sigmoid', 'relu', 'tanh'] = 'tanh', kernel_initializer: Literal['glorot_normal', 'glorot_uniform'] = 'glorot_uniform') Model

Return a recurrent neural network with the specified architecture.

Parameters:
  • ninputs (int) – Number of inputs to the model.

  • noutputs (int) – Number of outputs from the model.

  • units (int, optional) – Size of internal model state. Defaults to 20.

  • hidden_dim (int, optional) – Number of neurons in each hidden layer. Defaults to 10.

  • saved_model (str, optional) – Path to a saved model to load weights from. Defaults to None.

  • activation (Literal["sigmoid", "relu", "tanh"], optional) – Activation function to use in the hidden layers. Defaults to “sigmoid”.

  • kernel_initializer (Literal["glorot_normal", "glorot_uniform"], optional) – Weight initialization method to use in the hidden layers. Defaults to “glorot_normal”.

Returns:

A fully connected neural network.

Return type:

keras.Model

pyopmnearwell.ml.nn.handle_zeros_in_scale(scale: Tensor | ndarray) ndarray

Set scales of near constant features to 1.

Note: This behavior is in line with sklearn.preprocessing.MinMaxScaler.

Parameters:

scale (ArrayLike) – The scale array.

Returns:

The modified scale array.

Return type:

np.ndarray

pyopmnearwell.ml.nn.save_tune_results(tuner: Tuner, savepath: str | Path) None
pyopmnearwell.ml.nn.scale_and_evaluate(model: Model, model_input: Tensor | ndarray, scalingsfile: str | Path) Tensor

Scale the input, evaluate with the model and scale the output.

Parameters:
  • model (tf.keras.Model) – A Keras model to evaluate the input with.

  • model_input (ArrayLike) – Input tensor. Can be a batch.

  • scalingsfile (str | pathlib.Path) – The path to the CSV file containing the scaling parameters for MinMaxScaling.

Returns:

The model’s output, scaled back to the original range.

Return type:

tf.Tensor

Raises:
  • FileNotFoundError – If scalingsfile does not exist.

  • ValueError – If scalingsfile contains an invalid row.

pyopmnearwell.ml.nn.scale_and_prepare_dataset(dsfile: str | Path, feature_names: list[str], savepath: str | Path, train_split: float = 0.9, val_split: float | None = 0.1, test_split: float | None = None, shuffle: Literal['first', 'last', 'false'] = 'first', feature_range: tuple[float, float] = (-1, 1), target_range: tuple[float, float] = (-1, 1), scale: bool = True, **kwargs) tuple[tuple[ndarray, ndarray], tuple[ndarray, ndarray]] | tuple[tuple[ndarray, ndarray], tuple[ndarray, ndarray], tuple[ndarray, ndarray]]

Scale, shuffle and split a dataset.

Parameters:
  • dsfile (str | pathlib.Path) – Dataset file.

  • feature_names (list[str]) – List of feature names.

  • savepath (pathlib.Path) – Savepath for the scaling values.

  • train_split (float, optional) – Train split. Defaults to 0.9.

  • val_split (float, optional) – Val split. Defaults to 0.1.

  • test_split (float, optional) – Test split. Defaults to None.

  • shuffle (Literal["first", "last", "false"], optional) –

    Options for shuffling the dataset:

    • ”first”: The dataset gets shuffled before the split.

    • ”last”: The dataset gets shuffled after the split.

    • ”false”: The dataset does not get shuffled.

    Defaults to “first”.

  • feature_range (tuple[float, float], optional) – Target range of feature scaling. Defaults to (-1, 1).

  • target_range (tuple[float, float], optional) – Target range of target scaling. Defaults to (-1, 1)

  • scale (bool, optional) – Whether to scale the dataset. Defaults to True.

Returns:

tuple[tuple[np.ndarray, np.ndarray], tuple[np.ndarray, np.ndarray]]
tuple[ tuple[np.ndarray, np.ndarray], tuple[np.ndarray, np.ndarray], tuple[np.ndarray, np.ndarray],
]: Tuple of scaled and split dataset. Includes test set only if

test_split > 0.

pyopmnearwell.ml.nn.train(model: Model, train_data: tuple[Tensor | ndarray, Tensor | ndarray], val_data: tuple[Tensor | ndarray, Tensor | ndarray], savepath: str | Path, lr: float = 0.1, epochs: int = 500, bs: int = 64, patience: int = 100, lr_patience: int = 10, kerasify: bool = True, loss_func: Literal['mse', 'MeanAbsolutePercentageError', 'MeanSquaredLogarithmicError'] = 'mse', recompile_model: bool = True, **kwargs) None

Train a tensorflow model on the provided training data and save the best model.

Parameters:
  • model (tf.Module) – Model to be trained.

  • train_data (tuple[ArrayLike, ArrayLike]) – Training features and targets.

  • val_data (tuple[ArrayLike, ArrayLike]) – Validation features and targets.

  • savepath (pathlib.Path) – Savepath for models and logging.

  • lr (float, optional) – Initial learning rate. Defaults to 0.1.

  • epochs (_type_, optional) – Training epochs. Defaults to 500.

  • bs (int, optional) – Batch size. Defaults to 64.

  • patience (int, optional) – Number of epochs without improvement before early stopping. Defaults to 100.

  • lr_patience (int, optional) – Number of epochs without improvement before lr decay. Defaults to 10.

  • kerasify (bool, optional) – Export the best model with kerasify after training. Defaults to True.

  • loss_func (Literal["mse", "MeanAbsolutePercentageError", "MeanSquaredLogarithmicError"], optional) – Loss function. Defaults to “mse”.

  • recompile_model (bool, optional) – Whether to recompile the model before training. Can e.g., be set to false, if the model is built and compiled by a different function. Defaults to True.

  • **kwargs – Get passed to the model.fit() method.

Returns:

None

pyopmnearwell.ml.nn.tune(ninputs: int, noutputs: int, train_data: tuple[Tensor | ndarray, Tensor | ndarray], val_data: tuple[Tensor | ndarray, Tensor | ndarray], savepath: str | Path, objective: Literal['loss', 'val_loss'] = 'val_loss', max_trials: int = 5, executions_per_trial: int = 1, sample_weight: Tensor | ndarray = array([1.]), lr_tune: float = 0.1, **kwargs) tuple[Model, Tuner]

Tune the hyperparameters of a neural network model using random search.

Parameters:
  • ninputs (int) – Number of input features to the model.

  • noutputs (int) – Number of output features to the model.

  • train_data (tuple[ArrayLike, ArrayLike]) – Tuple of training input and target data.

  • val_data (tuple[ArrayLike, ArrayLike],) – Tuple of validation input and target data.

  • objective (Literal["loss", "val_loss"], optional) – Objective for search. Defaults to "val_loss".

  • max_trials (int) – Default is 5.

  • executions_per_trial (int) – Default is 1.

  • sample_weight – (ArrayLike): Default is np.array([1.0]).

  • **kwargs – Get passed to the tuner’s search method.

Returns:

The model compiled with the best hyperparameters. keras_tuner.Tuner: The tuner.

Return type:

tf.Module

Raises:

ValueError – If train_data or val_data is not a tuple of two tensors.