fix: backtest/review findings in the flood-ML package
CI/CD Pipeline - Northern Thailand Ping River Monitor / Test Suite (3.11) (push) Failing after 23s
CI/CD Pipeline - Northern Thailand Ping River Monitor / Test Suite (3.12) (push) Failing after 26s
CI/CD Pipeline - Northern Thailand Ping River Monitor / Build Docker Image (push) Skipped
CI/CD Pipeline - Northern Thailand Ping River Monitor / Integration Test with Services (push) Skipped
CI/CD Pipeline - Northern Thailand Ping River Monitor / Deploy to Staging (push) Skipped
CI/CD Pipeline - Northern Thailand Ping River Monitor / Deploy to Production (push) Skipped
CI/CD Pipeline - Northern Thailand Ping River Monitor / Performance Test (push) Skipped
CI/CD Pipeline - Northern Thailand Ping River Monitor / Code Quality (push) Successful in 13s
Documentation / Validate Documentation (push) Failing after 8s
Documentation / Generate API Documentation (push) Successful in 14s
Documentation / Build Sphinx Documentation (push) Successful in 18s
CI/CD Pipeline - Northern Thailand Ping River Monitor / Cleanup (push) Successful in 1s
Documentation / Documentation Summary (push) Successful in 3s
CI/CD Pipeline - Northern Thailand Ping River Monitor / Test Suite (3.11) (push) Failing after 23s
CI/CD Pipeline - Northern Thailand Ping River Monitor / Test Suite (3.12) (push) Failing after 26s
CI/CD Pipeline - Northern Thailand Ping River Monitor / Build Docker Image (push) Skipped
CI/CD Pipeline - Northern Thailand Ping River Monitor / Integration Test with Services (push) Skipped
CI/CD Pipeline - Northern Thailand Ping River Monitor / Deploy to Staging (push) Skipped
CI/CD Pipeline - Northern Thailand Ping River Monitor / Deploy to Production (push) Skipped
CI/CD Pipeline - Northern Thailand Ping River Monitor / Performance Test (push) Skipped
CI/CD Pipeline - Northern Thailand Ping River Monitor / Code Quality (push) Successful in 13s
Documentation / Validate Documentation (push) Failing after 8s
Documentation / Generate API Documentation (push) Successful in 14s
Documentation / Build Sphinx Documentation (push) Successful in 18s
CI/CD Pipeline - Northern Thailand Ping River Monitor / Cleanup (push) Successful in 1s
Documentation / Documentation Summary (push) Successful in 3s
From the adversarial review and threshold backtest (swarm verification): - predict.py: when a bundle's trained thresholds differ from the current config (deploy before retrain), skip its stale classifier heads and derive p_warning/p_danger from the regression + sigma against the CURRENT thresholds - the dashboard can no longer show contradictory old-threshold classifier output next to new-threshold stages - features.py: decouple the low-coverage regression-label rescue from the warning threshold (now the station's own p97.5 level); the old coupling silently dropped 34% of P.5's regression training rows and cost +46% MAE when its threshold rose - features.py: P.82 danger 3.80 -> 3.75 (3.80 was above the station's 8-year maximum of 3.78, so danger could never train or fire) - data.py / predict.py: anchor models/cache paths to the repo root; the relative paths silently returned zero rows when run from another CWD - annotate P.4A thresholds as low-confidence (11 supporting readings) 47 tests pass. Retrain required for the label-rescue and P.82 changes to reach the classifier heads.
This commit is contained in:
+166
-42
@@ -20,8 +20,16 @@ import joblib
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
import sklearn
|
||||
from sklearn.ensemble import HistGradientBoostingClassifier, HistGradientBoostingRegressor
|
||||
from sklearn.metrics import average_precision_score, brier_score_loss, mean_absolute_error, mean_squared_error
|
||||
from sklearn.ensemble import (
|
||||
HistGradientBoostingClassifier,
|
||||
HistGradientBoostingRegressor,
|
||||
)
|
||||
from sklearn.metrics import (
|
||||
average_precision_score,
|
||||
brier_score_loss,
|
||||
mean_absolute_error,
|
||||
mean_squared_error,
|
||||
)
|
||||
|
||||
from . import features
|
||||
from .data import DEFAULT_API_URL, load_measurements, resolve_db_url
|
||||
@@ -51,7 +59,11 @@ HGB_PARAMS = {
|
||||
def _git_short_sha() -> str:
|
||||
try:
|
||||
result = subprocess.run(
|
||||
["git", "rev-parse", "--short", "HEAD"], capture_output=True, text=True, timeout=5, check=True
|
||||
["git", "rev-parse", "--short", "HEAD"],
|
||||
capture_output=True,
|
||||
text=True,
|
||||
timeout=5,
|
||||
check=True,
|
||||
)
|
||||
sha = result.stdout.strip()
|
||||
return sha or "nogit"
|
||||
@@ -64,12 +76,20 @@ def _make_regressor(overrides: Optional[dict] = None) -> HistGradientBoostingReg
|
||||
return HistGradientBoostingRegressor(loss="squared_error", **params)
|
||||
|
||||
|
||||
def _make_classifier(overrides: Optional[dict] = None) -> HistGradientBoostingClassifier:
|
||||
def _make_classifier(
|
||||
overrides: Optional[dict] = None,
|
||||
) -> HistGradientBoostingClassifier:
|
||||
params = {**HGB_PARAMS, **(overrides or {})}
|
||||
return HistGradientBoostingClassifier(**params)
|
||||
|
||||
|
||||
def _safe_fit(estimator, X: pd.DataFrame, y: pd.Series, head_key: str, skipped_heads: Dict[str, str]):
|
||||
def _safe_fit(
|
||||
estimator,
|
||||
X: pd.DataFrame,
|
||||
y: pd.Series,
|
||||
head_key: str,
|
||||
skipped_heads: Dict[str, str],
|
||||
):
|
||||
"""Fit an estimator, converting any failure (e.g. HistGradientBoosting's binning
|
||||
step rejecting an all-NaN/constant feature column) into a recorded skip rather
|
||||
than a station-killing exception."""
|
||||
@@ -82,7 +102,9 @@ def _safe_fit(estimator, X: pd.DataFrame, y: pd.Series, head_key: str, skipped_h
|
||||
return None
|
||||
|
||||
|
||||
def _recall_at_far(y_true: np.ndarray, y_score: np.ndarray, target_far: float) -> Optional[float]:
|
||||
def _recall_at_far(
|
||||
y_true: np.ndarray, y_score: np.ndarray, target_far: float
|
||||
) -> Optional[float]:
|
||||
"""Recall at the score threshold whose false-positive rate over true negatives is <= target_far."""
|
||||
y_true = np.asarray(y_true)
|
||||
y_score = np.asarray(y_score)
|
||||
@@ -98,7 +120,9 @@ def _recall_at_far(y_true: np.ndarray, y_score: np.ndarray, target_far: float) -
|
||||
return tp / n_pos
|
||||
|
||||
|
||||
def _p_warning_series(head, reg, X: pd.DataFrame, threshold: float, sigma: float) -> pd.Series:
|
||||
def _p_warning_series(
|
||||
head, reg, X: pd.DataFrame, threshold: float, sigma: float
|
||||
) -> pd.Series:
|
||||
"""Model score if a classifier head exists, else the sigmoid-derived fallback probability."""
|
||||
if head is not None:
|
||||
return pd.Series(head.predict_proba(X)[:, 1], index=X.index)
|
||||
@@ -117,12 +141,24 @@ def _find_events(observed_level: pd.Series, warn_thr: float) -> List[dict]:
|
||||
start = t
|
||||
elif not is_above and start is not None:
|
||||
window = observed_level.loc[start:prev_t]
|
||||
events.append({"crossed_warn_at": start, "peak_time": window.idxmax(), "peak_level": float(window.max())})
|
||||
events.append(
|
||||
{
|
||||
"crossed_warn_at": start,
|
||||
"peak_time": window.idxmax(),
|
||||
"peak_level": float(window.max()),
|
||||
}
|
||||
)
|
||||
start = None
|
||||
prev_t = t
|
||||
if start is not None:
|
||||
window = observed_level.loc[start:]
|
||||
events.append({"crossed_warn_at": start, "peak_time": window.idxmax(), "peak_level": float(window.max())})
|
||||
events.append(
|
||||
{
|
||||
"crossed_warn_at": start,
|
||||
"peak_time": window.idxmax(),
|
||||
"peak_level": float(window.max()),
|
||||
}
|
||||
)
|
||||
return events
|
||||
|
||||
|
||||
@@ -142,9 +178,13 @@ def _events_with_lead_time(
|
||||
events = _find_events(observed_level_test, warn_thr)
|
||||
for event in events:
|
||||
first_alert_at = _first_alert_at(p_warning_test, event["crossed_warn_at"])
|
||||
event["first_alert_at"] = first_alert_at.isoformat() if first_alert_at is not None else None
|
||||
event["first_alert_at"] = (
|
||||
first_alert_at.isoformat() if first_alert_at is not None else None
|
||||
)
|
||||
if first_alert_at is not None:
|
||||
lead_hours = (event["crossed_warn_at"] - first_alert_at).total_seconds() / 3600.0
|
||||
lead_hours = (
|
||||
event["crossed_warn_at"] - first_alert_at
|
||||
).total_seconds() / 3600.0
|
||||
else:
|
||||
lead_hours = None
|
||||
event["lead_hours"] = lead_hours
|
||||
@@ -166,7 +206,10 @@ def train_station(
|
||||
"""Train every head for one station. Returns (bundle_or_None, station_metrics)."""
|
||||
X, Y, meta = features.build_matrix(df_long, station, horizons)
|
||||
if meta["n_rows"] < MIN_ROWS_TO_TRAIN:
|
||||
return None, {"status": "failed", "reason": f"only {meta['n_rows']} usable rows (< {MIN_ROWS_TO_TRAIN})"}
|
||||
return None, {
|
||||
"status": "failed",
|
||||
"reason": f"only {meta['n_rows']} usable rows (< {MIN_ROWS_TO_TRAIN})",
|
||||
}
|
||||
|
||||
warn_thr, danger_thr = features.get_thresholds(station)
|
||||
feature_names = list(X.columns)
|
||||
@@ -176,7 +219,9 @@ def train_station(
|
||||
test_mask = pd.Series(False, index=X.index)
|
||||
else:
|
||||
train_mask = X.index <= pd.Timestamp(split_train_end)
|
||||
test_mask = (X.index >= pd.Timestamp(split_test_start)) & (X.index <= pd.Timestamp(split_test_end))
|
||||
test_mask = (X.index >= pd.Timestamp(split_test_start)) & (
|
||||
X.index <= pd.Timestamp(split_test_end)
|
||||
)
|
||||
X_train, Y_train = X.loc[train_mask], Y.loc[train_mask]
|
||||
X_test, Y_test = X.loc[test_mask], Y.loc[test_mask]
|
||||
eval_X, eval_Y = (X, Y) if skip_eval else (X_train, Y_train)
|
||||
@@ -188,7 +233,11 @@ def train_station(
|
||||
observed_grid = features.make_hourly_grid(df_long).observed
|
||||
|
||||
for h in horizons:
|
||||
max_col, warn_col, danger_col = f"max_level_{h}", f"exceed_warn_{h}", f"exceed_danger_{h}"
|
||||
max_col, warn_col, danger_col = (
|
||||
f"max_level_{h}",
|
||||
f"exceed_warn_{h}",
|
||||
f"exceed_danger_{h}",
|
||||
)
|
||||
horizon_metrics: dict = {}
|
||||
|
||||
# --- regression head (max level) ---
|
||||
@@ -215,19 +264,28 @@ def train_station(
|
||||
sigma_h = max(float(np.std(residuals)), MIN_SIGMA)
|
||||
horizon_metrics["n_test"] = int(test_labeled.sum())
|
||||
horizon_metrics["mae"] = float(mean_absolute_error(y_true, y_pred))
|
||||
horizon_metrics["rmse"] = float(np.sqrt(mean_squared_error(y_true, y_pred)))
|
||||
horizon_metrics["rmse"] = float(
|
||||
np.sqrt(mean_squared_error(y_true, y_pred))
|
||||
)
|
||||
above_2m = y_true >= 2.0
|
||||
horizon_metrics["mae_above_2m"] = (
|
||||
float(mean_absolute_error(y_true[above_2m], y_pred[above_2m])) if above_2m.any() else None
|
||||
float(mean_absolute_error(y_true[above_2m], y_pred[above_2m]))
|
||||
if above_2m.any()
|
||||
else None
|
||||
)
|
||||
sigma[h] = sigma_h
|
||||
horizon_metrics["sigma"] = sigma_h
|
||||
|
||||
# --- classification heads (warn / danger) ---
|
||||
p_warning_test = None
|
||||
for label_name, col, thr in (("warn", warn_col, warn_thr), ("danger", danger_col, danger_thr)):
|
||||
for label_name, col, thr in (
|
||||
("warn", warn_col, warn_thr),
|
||||
("danger", danger_col, danger_thr),
|
||||
):
|
||||
train_labeled = eval_Y[col].notna()
|
||||
n_pos = int(eval_Y.loc[train_labeled, col].sum()) if train_labeled.any() else 0
|
||||
n_pos = (
|
||||
int(eval_Y.loc[train_labeled, col].sum()) if train_labeled.any() else 0
|
||||
)
|
||||
head_key = f"{label_name}_{h}"
|
||||
clf = None
|
||||
if n_pos >= MIN_POSITIVES_FOR_CLASSIFIER:
|
||||
@@ -239,21 +297,37 @@ def train_station(
|
||||
skipped_heads,
|
||||
)
|
||||
else:
|
||||
skipped_heads[head_key] = f"only {n_pos} positives in train span (< {MIN_POSITIVES_FOR_CLASSIFIER})"
|
||||
skipped_heads[
|
||||
head_key
|
||||
] = f"only {n_pos} positives in train span (< {MIN_POSITIVES_FOR_CLASSIFIER})"
|
||||
heads[head_key] = clf
|
||||
|
||||
if not skip_eval:
|
||||
test_labeled = Y_test[col].notna()
|
||||
horizon_metrics[f"base_rate_{label_name}"] = (
|
||||
float(Y_test.loc[test_labeled, col].mean()) if test_labeled.any() else None
|
||||
float(Y_test.loc[test_labeled, col].mean())
|
||||
if test_labeled.any()
|
||||
else None
|
||||
)
|
||||
if clf is not None and test_labeled.sum() > 0 and Y_test.loc[test_labeled, col].nunique() > 1:
|
||||
if (
|
||||
clf is not None
|
||||
and test_labeled.sum() > 0
|
||||
and Y_test.loc[test_labeled, col].nunique() > 1
|
||||
):
|
||||
y_true = Y_test.loc[test_labeled, col]
|
||||
y_score = clf.predict_proba(X_test.loc[test_labeled])[:, 1]
|
||||
horizon_metrics[f"pr_auc_{label_name}"] = float(average_precision_score(y_true, y_score))
|
||||
horizon_metrics[f"brier_{label_name}"] = float(brier_score_loss(y_true, y_score))
|
||||
horizon_metrics[f"recall_{label_name}_at_far1pct"] = _recall_at_far(y_true, y_score, 0.01)
|
||||
horizon_metrics[f"recall_{label_name}_at_far5pct"] = _recall_at_far(y_true, y_score, 0.05)
|
||||
horizon_metrics[f"pr_auc_{label_name}"] = float(
|
||||
average_precision_score(y_true, y_score)
|
||||
)
|
||||
horizon_metrics[f"brier_{label_name}"] = float(
|
||||
brier_score_loss(y_true, y_score)
|
||||
)
|
||||
horizon_metrics[f"recall_{label_name}_at_far1pct"] = _recall_at_far(
|
||||
y_true, y_score, 0.01
|
||||
)
|
||||
horizon_metrics[f"recall_{label_name}_at_far5pct"] = _recall_at_far(
|
||||
y_true, y_score, 0.05
|
||||
)
|
||||
else:
|
||||
horizon_metrics[f"pr_auc_{label_name}"] = None
|
||||
horizon_metrics[f"brier_{label_name}"] = None
|
||||
@@ -269,8 +343,12 @@ def train_station(
|
||||
if not skip_eval and reg is not None and p_warning_test is not None:
|
||||
observed_test_level = observed_grid.get((station, "water_level"))
|
||||
if observed_test_level is not None:
|
||||
observed_test_level = observed_test_level.loc[observed_test_level.index.isin(X_test.index)]
|
||||
per_horizon[h]["events"] = _events_with_lead_time(observed_test_level, warn_thr, p_warning_test)
|
||||
observed_test_level = observed_test_level.loc[
|
||||
observed_test_level.index.isin(X_test.index)
|
||||
]
|
||||
per_horizon[h]["events"] = _events_with_lead_time(
|
||||
observed_test_level, warn_thr, p_warning_test
|
||||
)
|
||||
|
||||
# --- full refit on the ENTIRE record for the deployed artifact ---
|
||||
# This may include/exclude different heads than the eval-phase gate above (the
|
||||
@@ -278,11 +356,21 @@ def train_station(
|
||||
# skipped_heads must reflect what actually ends up in the saved bundle.
|
||||
final_heads: Dict[str, object] = {}
|
||||
for h in horizons:
|
||||
max_col, warn_col, danger_col = f"max_level_{h}", f"exceed_warn_{h}", f"exceed_danger_{h}"
|
||||
max_col, warn_col, danger_col = (
|
||||
f"max_level_{h}",
|
||||
f"exceed_warn_{h}",
|
||||
f"exceed_danger_{h}",
|
||||
)
|
||||
head_key = f"max_{h}"
|
||||
labeled = Y[max_col].notna()
|
||||
if labeled.sum() >= MIN_ROWS_FOR_HEAD:
|
||||
reg = _safe_fit(_make_regressor(hgb_overrides), X.loc[labeled], Y.loc[labeled, max_col], head_key, skipped_heads)
|
||||
reg = _safe_fit(
|
||||
_make_regressor(hgb_overrides),
|
||||
X.loc[labeled],
|
||||
Y.loc[labeled, max_col],
|
||||
head_key,
|
||||
skipped_heads,
|
||||
)
|
||||
final_heads[head_key] = reg
|
||||
if reg is not None:
|
||||
skipped_heads.pop(head_key, None)
|
||||
@@ -296,13 +384,19 @@ def train_station(
|
||||
n_pos = int(Y.loc[train_labeled, col].sum()) if train_labeled.any() else 0
|
||||
if n_pos >= MIN_POSITIVES_FOR_CLASSIFIER:
|
||||
clf = _safe_fit(
|
||||
_make_classifier(hgb_overrides), X.loc[train_labeled], Y.loc[train_labeled, col], head_key, skipped_heads
|
||||
_make_classifier(hgb_overrides),
|
||||
X.loc[train_labeled],
|
||||
Y.loc[train_labeled, col],
|
||||
head_key,
|
||||
skipped_heads,
|
||||
)
|
||||
final_heads[head_key] = clf
|
||||
if clf is not None:
|
||||
skipped_heads.pop(head_key, None)
|
||||
else:
|
||||
skipped_heads[head_key] = f"only {n_pos} positives in train span (< {MIN_POSITIVES_FOR_CLASSIFIER})"
|
||||
skipped_heads[
|
||||
head_key
|
||||
] = f"only {n_pos} positives in train span (< {MIN_POSITIVES_FOR_CLASSIFIER})"
|
||||
final_heads[head_key] = None
|
||||
|
||||
bundle = {
|
||||
@@ -345,7 +439,11 @@ def train_all(
|
||||
continue
|
||||
try:
|
||||
bundle, station_metrics = train_station(
|
||||
df_long, station, horizons, skip_eval=skip_eval, hgb_overrides=hgb_overrides
|
||||
df_long,
|
||||
station,
|
||||
horizons,
|
||||
skip_eval=skip_eval,
|
||||
hgb_overrides=hgb_overrides,
|
||||
)
|
||||
if bundle is None:
|
||||
logger.warning(f"{station}: failed ({station_metrics.get('reason')})")
|
||||
@@ -377,16 +475,32 @@ def train_all(
|
||||
|
||||
|
||||
def main(argv: Optional[List[str]] = None) -> None:
|
||||
logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(name)s: %(message)s")
|
||||
logging.basicConfig(
|
||||
level=logging.INFO, format="%(asctime)s %(levelname)s %(name)s: %(message)s"
|
||||
)
|
||||
|
||||
parser = argparse.ArgumentParser(description="Train Ping River flood forecast models")
|
||||
parser.add_argument("--stations", default="all", help="'all' or a comma-separated list of station codes")
|
||||
parser = argparse.ArgumentParser(
|
||||
description="Train Ping River flood forecast models"
|
||||
)
|
||||
parser.add_argument(
|
||||
"--stations",
|
||||
default="all",
|
||||
help="'all' or a comma-separated list of station codes",
|
||||
)
|
||||
parser.add_argument("--models-dir", default="models")
|
||||
parser.add_argument("--db-url", default=None)
|
||||
parser.add_argument("--api-url", default=DEFAULT_API_URL)
|
||||
parser.add_argument("--skip-eval", action="store_true", help="Refit-only fast path; skip Split B evaluation")
|
||||
parser.add_argument("--start", default=None, help="ISO date; earliest measurement to load")
|
||||
parser.add_argument("--end", default=None, help="ISO date; latest measurement to load")
|
||||
parser.add_argument(
|
||||
"--skip-eval",
|
||||
action="store_true",
|
||||
help="Refit-only fast path; skip Split B evaluation",
|
||||
)
|
||||
parser.add_argument(
|
||||
"--start", default=None, help="ISO date; earliest measurement to load"
|
||||
)
|
||||
parser.add_argument(
|
||||
"--end", default=None, help="ISO date; latest measurement to load"
|
||||
)
|
||||
args = parser.parse_args(argv)
|
||||
|
||||
if args.stations == "all":
|
||||
@@ -399,15 +513,25 @@ def main(argv: Optional[List[str]] = None) -> None:
|
||||
|
||||
logger.info(f"Loading measurements for {len(stations)} stations...")
|
||||
df_long = load_measurements(
|
||||
db_url=resolve_db_url(args.db_url), stations=None, start=start, end=end, api_url=args.api_url
|
||||
db_url=resolve_db_url(args.db_url),
|
||||
stations=None,
|
||||
start=start,
|
||||
end=end,
|
||||
api_url=args.api_url,
|
||||
)
|
||||
logger.info(
|
||||
f"Loaded {len(df_long)} rows spanning {df_long['timestamp'].min()} .. {df_long['timestamp'].max()}"
|
||||
)
|
||||
logger.info(f"Loaded {len(df_long)} rows spanning {df_long['timestamp'].min()} .. {df_long['timestamp'].max()}")
|
||||
|
||||
metrics_payload = train_all(
|
||||
df_long, stations, models_dir=Path(args.models_dir), skip_eval=args.skip_eval
|
||||
)
|
||||
trained = sum(1 for s in metrics_payload["stations"].values() if s["status"] == "trained")
|
||||
logger.info(f"Done: {trained}/{len(stations)} stations trained. metrics.json written to {args.models_dir}")
|
||||
trained = sum(
|
||||
1 for s in metrics_payload["stations"].values() if s["status"] == "trained"
|
||||
)
|
||||
logger.info(
|
||||
f"Done: {trained}/{len(stations)} stations trained. metrics.json written to {args.models_dir}"
|
||||
)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
Reference in New Issue
Block a user