Ray.ipynb

{
  "cells": [
    {
      "cell_type": "code",
      "execution_count": 2,
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "5BxRQm--pvrL",
        "outputId": "7cdc2468-9e3d-4c75-ee0f-e2667bca25bb"
      },
      "outputs": [
        {
          "name": "stdout",
          "output_type": "stream",
          "text": [
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            "Installing collected packages: widgetsnbextension, jupyterlab-widgets, ipywidgets\n",
            "Successfully installed ipywidgets-8.1.2 jupyterlab-widgets-3.0.10 widgetsnbextension-4.0.10\n",
            "Note: you may need to restart the kernel to use updated packages.\n",
            "Collecting ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl (from ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl)\n",
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            "Requirement already satisfied: charset-normalizer<4,>=2 in ./.venv/lib/python3.11/site-packages (from requests->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (3.3.2)\n",
            "Requirement already satisfied: idna<4,>=2.5 in ./.venv/lib/python3.11/site-packages (from requests->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (3.7)\n",
            "Requirement already satisfied: urllib3<3,>=1.21.1 in ./.venv/lib/python3.11/site-packages (from requests->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (2.2.1)\n",
            "Requirement already satisfied: certifi>=2017.4.17 in ./.venv/lib/python3.11/site-packages (from requests->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (2024.2.2)\n",
            "Requirement already satisfied: networkx>=2.8 in ./.venv/lib/python3.11/site-packages (from scikit-image->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (3.3)\n",
            "Requirement already satisfied: pillow>=9.1 in ./.venv/lib/python3.11/site-packages (from scikit-image->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (10.3.0)\n",
            "Requirement already satisfied: imageio>=2.33 in ./.venv/lib/python3.11/site-packages (from scikit-image->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (2.34.0)\n",
            "Requirement already satisfied: tifffile>=2022.8.12 in ./.venv/lib/python3.11/site-packages (from scikit-image->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (2024.2.12)\n",
            "Requirement already satisfied: lazy-loader>=0.4 in ./.venv/lib/python3.11/site-packages (from scikit-image->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (0.4)\n",
            "Requirement already satisfied: wrapt in ./.venv/lib/python3.11/site-packages (from smart-open->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (1.16.0)\n",
            "Requirement already satisfied: shellingham>=1.3.0 in ./.venv/lib/python3.11/site-packages (from typer->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (1.5.4)\n",
            "Requirement already satisfied: h11>=0.8 in ./.venv/lib/python3.11/site-packages (from uvicorn[standard]; extra == \"all\"->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (0.14.0)\n",
            "Requirement already satisfied: httptools>=0.5.0 in ./.venv/lib/python3.11/site-packages (from uvicorn[standard]; extra == \"all\"->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (0.6.1)\n",
            "Requirement already satisfied: python-dotenv>=0.13 in ./.venv/lib/python3.11/site-packages (from uvicorn[standard]; extra == \"all\"->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (1.0.1)\n",
            "Requirement already satisfied: uvloop!=0.15.0,!=0.15.1,>=0.14.0 in ./.venv/lib/python3.11/site-packages (from uvicorn[standard]; extra == \"all\"->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (0.19.0)\n",
            "Requirement already satisfied: websockets>=10.4 in ./.venv/lib/python3.11/site-packages (from uvicorn[standard]; extra == \"all\"->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (12.0)\n",
            "Requirement already satisfied: sniffio>=1.1 in ./.venv/lib/python3.11/site-packages (from anyio<5,>=3.4.0->starlette->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (1.3.1)\n",
            "Requirement already satisfied: proto-plus<2.0.0dev,>=1.22.3 in ./.venv/lib/python3.11/site-packages (from google-api-core<3.0.0,>=1.0.0->opencensus->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (1.23.0)\n",
            "Requirement already satisfied: google-auth<3.0.dev0,>=2.14.1 in ./.venv/lib/python3.11/site-packages (from google-api-core<3.0.0,>=1.0.0->opencensus->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (2.29.0)\n",
            "Requirement already satisfied: zipp>=0.5 in ./.venv/lib/python3.11/site-packages (from importlib-metadata<=7.0,>=6.0->opentelemetry-api->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (3.18.1)\n",
            "Requirement already satisfied: MarkupSafe>=2.0 in ./.venv/lib/python3.11/site-packages (from jinja2>=2.9->memray->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (2.1.5)\n",
            "Requirement already satisfied: mdurl~=0.1 in ./.venv/lib/python3.11/site-packages (from markdown-it-py>=2.2.0->rich->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (0.1.2)\n",
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            "Requirement already satisfied: pyasn1-modules>=0.2.1 in ./.venv/lib/python3.11/site-packages (from google-auth<3.0.dev0,>=2.14.1->google-api-core<3.0.0,>=1.0.0->opencensus->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (0.4.0)\n",
            "Requirement already satisfied: rsa<5,>=3.1.4 in ./.venv/lib/python3.11/site-packages (from google-auth<3.0.dev0,>=2.14.1->google-api-core<3.0.0,>=1.0.0->opencensus->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (4.9)\n",
            "Requirement already satisfied: linkify-it-py<3,>=1 in ./.venv/lib/python3.11/site-packages (from markdown-it-py[linkify,plugins]>=2.1.0->textual>=0.41.0->memray->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (2.0.3)\n",
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            "Requirement already satisfied: uc-micro-py in ./.venv/lib/python3.11/site-packages (from linkify-it-py<3,>=1->markdown-it-py[linkify,plugins]>=2.1.0->textual>=0.41.0->memray->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (1.0.3)\n",
            "Requirement already satisfied: pyasn1<0.7.0,>=0.4.6 in ./.venv/lib/python3.11/site-packages (from pyasn1-modules>=0.2.1->google-auth<3.0.dev0,>=2.14.1->google-api-core<3.0.0,>=1.0.0->opencensus->ray@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl->ray[all]@ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl) (0.6.0)\n",
            "Note: you may need to restart the kernel to use updated packages.\n"
          ]
        }
      ],
      "source": [
        "%pip install seaborn[stats] numpy scikit-learn statsforecast ipywidgets\n",
        "%pip install \"ray[all] @ https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-3.0.0.dev0-cp311-cp311-manylinux2014_x86_64.whl\""
      ]
    },
    {
      "cell_type": "markdown",
      "metadata": {
        "id": "e5Ha6JdoQgpR"
      },
      "source": []
    },
    {
      "cell_type": "code",
      "execution_count": 1,
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "hCA8RZ-_p0A0",
        "outputId": "0971440d-b75d-4143-f1d8-1c0741b83589"
      },
      "outputs": [],
      "source": [
        "import pandas as pd\n",
        "import numpy as np\n",
        "import ray\n",
        "from statsforecast import StatsForecast\n",
        "from statsforecast.models import ETS, AutoARIMA\n",
        "from sklearn.metrics import mean_squared_error, mean_absolute_error\n",
        "from sklearn.model_selection import TimeSeriesSplit\n",
        "from typing import Dict, Callable"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": 2,
      "metadata": {},
      "outputs": [
        {
          "name": "stdout",
          "output_type": "stream",
          "text": [
            "Usage stats collection is enabled by default for nightly wheels. To disable this, run the following command: `ray disable-usage-stats` before starting Ray. See https://docs.ray.io/en/master/cluster/usage-stats.html for more details.\n"
          ]
        },
        {
          "ename": "",
          "evalue": "",
          "output_type": "error",
          "traceback": [
            "\u001b[1;31mThe Kernel crashed while executing code in the current cell or a previous cell. \n",
            "\u001b[1;31mPlease review the code in the cell(s) to identify a possible cause of the failure. \n",
            "\u001b[1;31mClick <a href='https://aka.ms/vscodeJupyterKernelCrash'>here</a> for more info. \n",
            "\u001b[1;31mView Jupyter <a href='command:jupyter.viewOutput'>log</a> for further details."
          ]
        }
      ],
      "source": [
        "# Start Ray\n",
        "ray.init()\n",
        "\n",
        "# OK so this is basically unusable OOTB"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": [
        "# Data loading\n",
        "drive_path = \"drive/MyDrive/Colab Data/AutoGluon/PJM_Load_hourly.csv\"\n",
        "local_path = \"data/PJM_Load_hourly.csv\"\n",
        "test_path = \"data/test_energy.csv\"\n",
        "\n",
        "# Choose the correct path depending on the environment\n",
        "selected_path = drive_path if os.path.exists(drive_path) else local_path\n",
        "\n",
        "# Load and prepare the training data\n",
        "train_df = pd.read_csv(selected_path)\n",
        "train_df['Datetime'] = pd.to_datetime(train_df['Datetime'])\n",
        "train_df.set_index('Datetime', inplace=True)\n",
        "train_df = train_df[['PJM_Load_MW']]  # Assuming 'PJM_Load_MW' is the column you want to forecast\n",
        "\n",
        "# Load and prepare the test data\n",
        "test_df = pd.read_csv(test_path)\n",
        "test_df['Datetime'] = pd.to_datetime(test_df['Datetime'])\n",
        "test_df.set_index('Datetime', inplace=True)\n",
        "test_df = test_df[['PJM_Load_MW']]  # The same column as in the training data\n",
        "\n",
        "# Combine train and test data for cross-validation\n",
        "df = pd.concat([train_df, test_df])\n",
        "\n",
        "# Define label column for use in the forecasting function\n",
        "label_column = 'PJM_Load_MW'"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": [
        "# Define your metric functions\n",
        "metrics: Dict[str, Callable[[np.ndarray, np.ndarray], float]] = {\n",
        "    'MSE': mean_squared_error,\n",
        "    'MAE': mean_absolute_error\n",
        "}\n",
        "\n",
        "@ray.remote\n",
        "def train_and_evaluate_fold(model, df, train_indices, test_indices, label_column, metrics, freq='D'):\n",
        "    try:\n",
        "        # Create the StatsForecast object with train data & model.\n",
        "        statsforecast = StatsForecast(df=df.iloc[train_indices], models=[model], freq=freq)\n",
        "        # Make a forecast and calculate metrics on test data.\n",
        "        # This will fit the model first automatically.\n",
        "        forecast = statsforecast.forecast(h=len(test_indices))\n",
        "        return {\n",
        "            metric_name: metric(\n",
        "                df.iloc[test_indices][label_column], forecast[model.__class__.__name__]\n",
        "            )\n",
        "            for metric_name, metric in metrics.items()\n",
        "        }\n",
        "    except Exception as e:\n",
        "        print(f\"An exception occurred: {e}\")\n",
        "        # In case the model fit or eval fails, return None for all metrics.\n",
        "        return {metric_name: None for metric_name, metric in metrics.items()}\n",
        "\n"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": [
        "# Define the model(s) you want to use\n",
        "models = [ETS(season_length=12), AutoARIMA()]  # Adjust models as needed\n",
        "\n",
        "# Define the cross-validation strategy\n",
        "tscv = TimeSeriesSplit(n_splits=5)  # 5-fold cross-validation\n",
        "\n",
        "# Train and evaluate each fold\n",
        "results = []\n",
        "for train_indices, test_indices in tscv.split(df):\n",
        "    fold_results = [train_and_evaluate_fold.remote(\n",
        "        model, df, train_indices, test_indices, label_column, metrics\n",
        "    ) for model in models]\n",
        "    results.extend(fold_results)\n",
        "\n",
        "# Retrieve and print results\n",
        "metrics_results = ray.get(results)\n",
        "print(metrics_results)\n",
        "\n",
        "# Shutdown Ray\n",
        "ray.shutdown()"
      ]
    }
  ],
  "metadata": {
    "colab": {
      "provenance": []
    },
    "kernelspec": {
      "display_name": "Python 3",
      "name": "python3"
    },
    "language_info": {
      "codemirror_mode": {
        "name": "ipython",
        "version": 3
      },
      "file_extension": ".py",
      "mimetype": "text/x-python",
      "name": "python",
      "nbconvert_exporter": "python",
      "pygments_lexer": "ipython3",
      "version": "3.11.7"
    }
  },
  "nbformat": 4,
  "nbformat_minor": 0
}