-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathUntitled7.py
More file actions
660 lines (573 loc) · 26.9 KB
/
Untitled7.py
File metadata and controls
660 lines (573 loc) · 26.9 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
#!/usr/bin/env python3
# -*- coding: utf-8 -*-
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import torch
import torch.nn as nn
import torch.optim as optim
from sklearn.preprocessing import StandardScaler
from torch.utils.data import TensorDataset, DataLoader, Sampler
# ----------------------------
# Device
# ----------------------------
if torch.cuda.is_available():
device = torch.device("cuda:0")
print("Using CUDA:", torch.cuda.get_device_name(0))
elif hasattr(torch.backends, "mps") and torch.backends.mps.is_available():
device = torch.device("mps")
print("Using Apple Silicon (Metal)")
else:
device = torch.device("cpu")
print("Using CPU")
# ============================================================
# REAL CAMELS HOURLY DATA
# ============================================================
# CAMELS NLDAS input feature columns (exclude 'date')
camels_input_cols = [
"convective_fraction",
"longwave_radiation",
"potential_energy",
"potential_evaporation",
"pressure",
"shortwave_radiation",
"specific_humidity",
"temperature",
"total_precipitation",
"wind_u",
"wind_v",
]
# USGS/CAMELS target column
target_col = "QObs_CAMELS(mm/h)"
def load_camels_hourly(input_csv, output_csv):
df_x = pd.read_csv(input_csv)
df_y = pd.read_csv(output_csv)
df_x["date"] = pd.to_datetime(df_x["date"])
df_y["date"] = pd.to_datetime(df_y["date"])
df_x = df_x[["date"] + camels_input_cols]
df_y = df_y["date"].to_frame().join(df_y[target_col])
df = (pd.merge(df_x, df_y, on="date", how="inner")
.dropna(subset=camels_input_cols + [target_col])
.sort_values("date")
.reset_index(drop=True))
df.index = np.arange(len(df))
return df
# ---- MULTI-BASIN: define 3 basins (fill the XXX/YYY ids you have) ----
BASINS = [
dict(ibuc=0,
X="CAMELS_data_sample/hourly/nldas_hourly/01333000_hourly_nldas.csv",
Y="CAMELS_data_sample/hourly/usgs-streamflow/01333000-usgs-hourly.csv"),
dict(ibuc=1,
X="CAMELS_data_sample/hourly/nldas_hourly/01423000_hourly_nldas.csv",
Y="CAMELS_data_sample/hourly/usgs-streamflow/01423000-usgs-hourly.csv"),
dict(ibuc=2,
X="CAMELS_data_sample/hourly/nldas_hourly/02046000_hourly_nldas.csv",
Y="CAMELS_data_sample/hourly/usgs-streamflow/02046000-usgs-hourly.csv"),
]
bucket_dictionary = {}
for b in BASINS:
bucket_dictionary[b["ibuc"]] = load_camels_hourly(b["X"], b["Y"])
# ----------------------------
# Globals / Params
# ----------------------------
input_vars = camels_input_cols
output_vars = [target_col]
n_input = len(input_vars)
n_output = len(output_vars)
hidden_state_size = 64
num_layers = 2
num_epochs = 1
batch_size_stateless = 64
seq_length = 10
batch_size_persistent = seq_length # important for one-pred-per-time in persistent
learning_rate = np.array([1e-3]*6 + [5e-4]*6 + [1e-4]*6)
k_preds = 1
DROPOUT_P = 0.3 # dropout probability (try 0.2–0.4)
# ============================================================
# USE ONLY LAST 20 YEARS, THEN 15y/4y/1y SPLIT (by timestamps)
# ============================================================
YEARS_BACK = 20
TRAIN_YEARS, VAL_YEARS, TEST_YEARS = 15, 4, 1
def restrict_to_last_years(df, years_back=5):
end_date = df["date"].max()
start_date = end_date - pd.DateOffset(years=years_back)
df2 = df[df["date"] >= start_date].copy().reset_index(drop=True)
df2.index = np.arange(len(df2))
if len(df2) < seq_length * 4:
raise ValueError(f"Not enough rows after {years_back}y restriction: {len(df2)}")
return df2
for ibuc in bucket_dictionary:
bucket_dictionary[ibuc] = restrict_to_last_years(bucket_dictionary[ibuc], years_back=YEARS_BACK)
def compute_date_splits(df, train_years=15, val_years=4, test_years=1, seq_length=64):
"""Return inclusive index boundaries for train/val/test (df already last-N years)."""
end_date = df["date"].max()
test_start_date = end_date - pd.DateOffset(years=test_years)
val_start_date = test_start_date - pd.DateOffset(years=val_years)
train_start_date = val_start_date - pd.DateOffset(years=train_years)
train_start_date = max(train_start_date, df["date"].min())
i_train_start = int(df["date"].searchsorted(train_start_date, side="left"))
i_val_start = int(df["date"].searchsorted(val_start_date, side="left"))
i_test_start = int(df["date"].searchsorted(test_start_date, side="left"))
i_end = len(df) - 1
assert (i_val_start - i_train_start) >= seq_length, "Train slice too short for seq_length"
assert (i_test_start - i_val_start) >= seq_length, "Val slice too short for seq_length"
assert (i_end + 1 - i_test_start) >= seq_length, "Test slice too short for seq_length"
return {
"train": (i_train_start, i_val_start - 1),
"val": (i_val_start, i_test_start - 1),
"test": (i_test_start, i_end)
}
# per-basin splits
date_splits = {}
for ibuc in bucket_dictionary:
date_splits[ibuc] = compute_date_splits(bucket_dictionary[ibuc],
train_years=TRAIN_YEARS,
val_years=VAL_YEARS,
test_years=TEST_YEARS,
seq_length=seq_length)
buckets_for_training = list(bucket_dictionary.keys())
buckets_for_val = list(bucket_dictionary.keys())
buckets_for_test = list(bucket_dictionary.keys())
print("Basins:", buckets_for_training)
for ibuc in buckets_for_training:
tr = date_splits[ibuc]["train"]; va = date_splits[ibuc]["val"]; te = date_splits[ibuc]["test"]
print(f"ibuc={ibuc} Train[{tr[0]},{tr[1]}] Val[{va[0]},{va[1]}] Test[{te[0]},{te[1]}]")
# ============================================================
# MODELS (with dropout)
# ============================================================
class LSTMOriginal(nn.Module):
"""Stateless LSTM with dropout (internal + external)."""
def __init__(self, num_classes, input_size, hidden_size, num_layers, dropout_p=0.3):
super().__init__()
self.lstm = nn.LSTM(
input_size=input_size,
hidden_size=hidden_size,
num_layers=num_layers,
batch_first=True,
dropout=dropout_p
)
self.dropout = nn.Dropout(p=dropout_p)
self.fc = nn.Linear(hidden_size, num_classes)
def forward(self, x, init_states=None):
if init_states is None:
B = x.size(0)
h0 = torch.zeros(self.lstm.num_layers, B, self.lstm.hidden_size, device=x.device)
c0 = torch.zeros(self.lstm.num_layers, B, self.lstm.hidden_size, device=x.device)
init_states = (h0, c0)
out, _ = self.lstm(x, init_states) # [B, T, H]
out = self.dropout(out) # external dropout
pred = self.fc(out) # [B, T, C]
return pred
class LSTMPersistent(nn.Module):
"""Stateful LSTM with dropout (internal + external)."""
def __init__(self, num_classes, input_size, hidden_size, num_layers, dropout_p=0.3):
super().__init__()
self.lstm = nn.LSTM(
input_size=input_size,
hidden_size=hidden_size,
num_layers=num_layers,
batch_first=True,
dropout=dropout_p
)
self.dropout = nn.Dropout(p=dropout_p)
self.fc = nn.Linear(hidden_size, num_classes)
self.hidden = None
def forward(self, x, init_states=None):
if init_states is not None:
self.hidden = init_states
out, self.hidden = self.lstm(x, self.hidden)
out = self.dropout(out)
pred = self.fc(out)
return pred
def init_hidden(self, batch_size=1, device='cpu'):
H, L = self.lstm.hidden_size, self.lstm.num_layers
self.hidden = (
torch.zeros(L, batch_size, H, device=device),
torch.zeros(L, batch_size, H, device=device),
)
def detach_hidden(self):
if self.hidden is not None:
self.hidden = (self.hidden[0].detach(), self.hidden[1].detach())
def reset_hidden(self):
self.hidden = None
# ----------------------------
# Scalers (fit on TRAIN of all basins)
# ----------------------------
def fit_scaler_multi():
frames_in, frames_out = [], []
for ibuc in buckets_for_training:
s,e = date_splits[ibuc]["train"]
df = bucket_dictionary[ibuc]
frames_in.append(df.loc[s:e, input_vars])
frames_out.append(df.loc[s:e, output_vars])
df_in = pd.concat(frames_in, axis=0)
df_out = pd.concat(frames_out, axis=0)
scaler_in = StandardScaler().fit(df_in)
scaler_out = StandardScaler().fit(df_out)
return scaler_in, scaler_out
scaler_in, scaler_out = fit_scaler_multi()
def _denorm_from_scaler(x_std):
# for output_vars[0]
mu = float(scaler_out.mean_[0])
sd = float(scaler_out.scale_[0]) # StandardScaler stores std in 'scale_'
return max(x_std * sd + mu, 0.0)
# ============================================================
# Windowed datasets + loaders
# ============================================================
def make_window_arrays(df, start_idx, end_idx, seq_length):
"""Return X,Y arrays with stride=1 window starts (for maximum flexibility)."""
end_idx = min(end_idx, len(df) - 1)
start_idx = min(start_idx, end_idx)
Xin = scaler_in.transform(df.loc[start_idx:end_idx, input_vars])
Yin = scaler_out.transform(df.loc[start_idx:end_idx, output_vars])
n_total = Xin.shape[0]
if n_total < seq_length:
raise ValueError(f"Slice too short: n_total={n_total}, seq_length={seq_length}")
n_samples = n_total - seq_length + 1
X = np.zeros((n_samples, seq_length, n_input), dtype=np.float32)
Y = np.zeros((n_samples, seq_length, n_output), dtype=np.float32)
for i in range(n_samples):
t0 = i + seq_length
X[i] = Xin[i:t0]
Y[i] = Yin[i:t0]
return X, Y
class SequentialBatchSampler(Sampler):
"""Sequential block sampler (stateless path)."""
def __init__(self, n_samples: int, batch_size: int, seq_length: int):
self.n_samples = n_samples
self.batch_size = batch_size
self.seq_length = seq_length
self.num_batches = n_samples // batch_size
def __iter__(self):
for i in range(self.num_batches):
start = i * self.batch_size
yield list(range(start, start + self.batch_size))
def __len__(self):
return self.num_batches
class SlotPreservingChunkSampler(Sampler):
"""
Batch 0: [0..L-1], [1..L], [2..L+1], ...
Batch 1: [+L .. +2L-1], ...
"""
def __init__(self, n_samples: int, batch_size: int, seq_length: int):
assert n_samples >= batch_size, "Need at least batch_size samples"
self.n = n_samples
self.B = batch_size
self.L = seq_length
self.T = (n_samples - batch_size) // seq_length + 1 # include last valid step
def __iter__(self):
for t in range(self.T):
base = t * self.L
yield list(range(base, base + self.B))
def __len__(self):
return self.T
def make_stateless_loader(start, end, ibuc_list, batch_size):
loader = {}
arraysX, arraysY = {}, {}
for ibuc in ibuc_list:
df = bucket_dictionary[ibuc]
X, Y = make_window_arrays(df, start, end, seq_length)
arraysX[ibuc], arraysY[ibuc] = X, Y
ds = TensorDataset(torch.from_numpy(X), torch.from_numpy(Y))
loader[ibuc] = DataLoader(ds, batch_size=batch_size, shuffle=False, drop_last=True)
return loader, arraysX, arraysY
def make_persistent_loader(start, end, ibuc_list, batch_size):
loader = {}
arraysX, arraysY = {}, {}
for ibuc in ibuc_list:
df = bucket_dictionary[ibuc]
X, Y = make_window_arrays(df, start, end, seq_length)
arraysX[ibuc], arraysY[ibuc] = X, Y
ds = TensorDataset(torch.from_numpy(X), torch.from_numpy(Y))
sampler = SlotPreservingChunkSampler(
n_samples=X.shape[0], batch_size=batch_size, seq_length=seq_length
)
loader[ibuc] = DataLoader(ds, batch_sampler=sampler)
return loader, arraysX, arraysY
def build_all_loaders():
train_loader_std, val_loader_std, test_loader_std = {}, {}, {}
train_loader_pers, val_loader_pers, test_loader_pers = {}, {}, {}
np_train_seq_X, np_val_seq_X, np_test_seq_X = {}, {}, {}
np_train_seq_y, np_val_seq_y, np_test_seq_y = {}, {}, {}
for ibuc in bucket_dictionary:
s_tr,e_tr = date_splits[ibuc]["train"]
s_va,e_va = date_splits[ibuc]["val"]
s_te,e_te = date_splits[ibuc]["test"]
# stateless
ld, X, Y = make_stateless_loader(s_tr, e_tr, [ibuc], batch_size_stateless)
train_loader_std[ibuc] = ld[ibuc]; np_train_seq_X[ibuc]=X[ibuc]; np_train_seq_y[ibuc]=Y[ibuc]
ld, X, Y = make_stateless_loader(s_va, e_va, [ibuc], batch_size_stateless)
val_loader_std[ibuc] = ld[ibuc]; np_val_seq_X[ibuc]=X[ibuc]; np_val_seq_y[ibuc]=Y[ibuc]
ld, X, Y = make_stateless_loader(s_te, e_te, [ibuc], batch_size_stateless)
test_loader_std[ibuc] = ld[ibuc]; np_test_seq_X[ibuc]=X[ibuc]; np_test_seq_y[ibuc]=Y[ibuc]
# persistent
ld, _, _ = make_persistent_loader(s_tr, e_tr, [ibuc], batch_size_persistent)
train_loader_pers[ibuc] = ld[ibuc]
ld, _, _ = make_persistent_loader(s_va, e_va, [ibuc], batch_size_persistent)
val_loader_pers[ibuc] = ld[ibuc]
ld, _, _ = make_persistent_loader(s_te, e_te, [ibuc], batch_size_persistent)
test_loader_pers[ibuc] = ld[ibuc]
return (train_loader_std, val_loader_std, test_loader_std,
train_loader_pers, val_loader_pers, test_loader_pers,
np_train_seq_X, np_val_seq_X, np_test_seq_X,
np_train_seq_y, np_val_seq_y, np_test_seq_y)
# Build loaders for all basins
(train_loader_std, val_loader_std, test_loader_std,
train_loader_pers, val_loader_pers, test_loader_pers,
np_train_seq_X, np_val_seq_X, np_test_seq_X,
np_train_seq_y, np_val_seq_y, np_test_seq_y) = build_all_loaders()
# ============================================================
# Training
# ============================================================
def train_original_model(lstm, train_loader, buckets_for_training):
lstm.train()
criterion = nn.MSELoss()
optimizer = optim.Adam(lstm.parameters(), lr=float(learning_rate[0]), weight_decay=1e-5)
results = {ibuc: {"loss": [], "RMSE": []} for ibuc in buckets_for_training}
for epoch in range(num_epochs):
for g in optimizer.param_groups:
g['lr'] = float(learning_rate[epoch])
epoch_losses = []
for ibuc in buckets_for_training:
for data, targets in train_loader[ibuc]:
data, targets = data.to(device), targets.to(device)
optimizer.zero_grad()
out = lstm(data)
preds = out[:, -k_preds:, :]
true = targets[:, -k_preds:, :]
loss = criterion(preds, true)
loss.backward()
torch.nn.utils.clip_grad_norm_(lstm.parameters(), 1.0)
optimizer.step()
epoch_losses.append(loss.item())
mean_loss = float(np.mean(epoch_losses)) if epoch_losses else 0.0
mean_rmse = float(np.sqrt(mean_loss))
if epoch % 2 == 0:
print(f"[Original] Epoch {epoch:02d} | lr={optimizer.param_groups[0]['lr']:.6f} | loss={mean_loss:.4f} | RMSE={mean_rmse:.4f}")
for ibuc in buckets_for_training:
results[ibuc]["loss"].append(mean_loss)
results[ibuc]["RMSE"].append(mean_rmse)
return lstm, results
def train_persistent_model(model, train_loader, buckets_for_training, batch_size):
"""
Persistent training:
- Slot-preserving sampler (step = seq_length).
- Loss on ALL time steps in each batch.
- After each batch: step() then detach hidden (no cross-batch backprop).
"""
model.train()
optimizer = optim.Adam(model.parameters(), lr=float(learning_rate[0]), weight_decay=1e-5)
criterion_all = nn.MSELoss(reduction="mean")
epoch_losses = []
for epoch in range(num_epochs):
for g in optimizer.param_groups:
g['lr'] = float(learning_rate[epoch])
losses = []
for ibuc in buckets_for_training:
model.reset_hidden()
for data, targets in train_loader[ibuc]:
data, targets = data.to(device), targets.to(device)
if model.hidden is None:
model.init_hidden(batch_size=data.size(0), device=device)
optimizer.zero_grad()
out = model(data) # [B, L, C]
loss = criterion_all(out, targets)
loss.backward()
torch.nn.utils.clip_grad_norm_(model.parameters(), 1.0)
optimizer.step()
model.detach_hidden()
losses.append(loss.item())
mean_loss = float(np.mean(losses)) if losses else 0.0
mean_rmse = float(np.sqrt(mean_loss))
if epoch % 2 == 0:
print(f"[Persistent] Epoch {epoch:02d} | lr={optimizer.param_groups[0]['lr']:.6f} | loss={mean_loss:.4f} | RMSE={mean_rmse:.4f}")
epoch_losses.append(mean_loss)
results = {ibuc: {"loss": epoch_losses, "RMSE": [float(np.sqrt(l)) for l in epoch_losses]}
for ibuc in buckets_for_training}
return model, results
# ============================================================
# Evaluation helpers & plotting
# ============================================================
def compute_nse(pred, obs):
pred = np.asarray(pred).ravel()
obs = np.asarray(obs).ravel()
denom = np.sum((obs - np.mean(obs))**2)
if denom == 0:
return -999.0
return 1.0 - np.sum((obs - pred)**2) / denom
def predict_block_original(lstm_original, np_seq_X_dict, ibuc):
"""Stateless predictions (dense). Returns list of last-step per window."""
lstm_original.eval()
X = torch.tensor(np_seq_X_dict[ibuc], dtype=torch.float32, device=device) # [N, L, F]
with torch.no_grad():
out = lstm_original(X) # [N, L, C]
last = out[:, -1, :] # [N, C]
preds = [_denorm_from_scaler(float(last[i, 0].cpu().numpy())) for i in range(last.shape[0])]
return preds
def predict_block_persistent(lstm_persistent, np_seq_X_dict, ibuc, batch_size, base_idx, df):
"""
Stateful predictions (slot-preserving, step=L). Returns (obs_indices, preds).
obs_indices are absolute df indices: base_idx + start + (seq_length - 1)
"""
lstm_persistent.eval()
Xfull = torch.tensor(np_seq_X_dict[ibuc], dtype=torch.float32, device=device) # [N, L, F]
preds_idx, preds_val = [], []
sampler = SlotPreservingChunkSampler(
n_samples=Xfull.size(0),
batch_size=batch_size,
seq_length=seq_length
)
lstm_persistent.reset_hidden()
with torch.no_grad():
for idx_batch in sampler:
x = Xfull[idx_batch]
if lstm_persistent.hidden is None:
lstm_persistent.init_hidden(batch_size=x.size(0), device=device)
out = lstm_persistent(x) # [B, L, C]
last = out[:, -1, :] # [B, C]
for b, start_idx in enumerate(idx_batch):
obs_index = int(base_idx) + int(start_idx) + (seq_length - 1)
preds_idx.append(obs_index)
preds_val.append(_denorm_from_scaler(float(last[b, 0].cpu().numpy())))
lstm_persistent.detach_hidden()
return preds_idx, preds_val
def obs_dense_for(df, start_idx, end_idx, n_preds, var):
t0 = start_idx + (seq_length - 1)
t1 = min(t0 + n_preds - 1, end_idx)
obs = df.loc[t0:t1, var].values
dates = df.loc[t0:t1, "date"].values
return obs, dates
def nse_sparse(idx_list, preds_list, df, s, e, var):
keep = [i for i in idx_list if (s + (seq_length - 1)) <= i <= e]
if not keep:
return np.nan
m = {i: v for i, v in zip(idx_list, preds_list)}
obs = [df.loc[i, var] for i in sorted(set(keep))]
prd = [m[i] for i in sorted(set(keep))]
return compute_nse(prd, obs)
def eval_all_basins(lstm_o, lstm_p):
per_basin = {}
for ibuc in bucket_dictionary:
df = bucket_dictionary[ibuc]
s_tr,e_tr = date_splits[ibuc]["train"]
s_va,e_va = date_splits[ibuc]["val"]
s_te,e_te = date_splits[ibuc]["test"]
# Original (dense)
o_tr = predict_block_original(lstm_o, np_train_seq_X, ibuc)
o_va = predict_block_original(lstm_o, np_val_seq_X, ibuc)
o_te = predict_block_original(lstm_o, np_test_seq_X, ibuc)
obs_tr,_ = obs_dense_for(df, s_tr, e_tr, len(o_tr), output_vars[0])
obs_va,_ = obs_dense_for(df, s_va, e_va, len(o_va), output_vars[0])
obs_te,_ = obs_dense_for(df, s_te, e_te, len(o_te), output_vars[0])
nse_o_tr = compute_nse(o_tr[:len(obs_tr)], obs_tr)
nse_o_va = compute_nse(o_va[:len(obs_va)], obs_va)
nse_o_te = compute_nse(o_te[:len(obs_te)], obs_te)
# Persistent (sparse last-only)
idx_tr, p_tr = predict_block_persistent(lstm_p, np_train_seq_X, ibuc, batch_size_persistent, base_idx=s_tr, df=df)
idx_va, p_va = predict_block_persistent(lstm_p, np_val_seq_X, ibuc, batch_size_persistent, base_idx=s_va, df=df)
idx_te, p_te = predict_block_persistent(lstm_p, np_test_seq_X, ibuc, batch_size_persistent, base_idx=s_te, df=df)
nse_p_tr = nse_sparse(idx_tr, p_tr, df, s_tr, e_tr, output_vars[0])
nse_p_va = nse_sparse(idx_va, p_va, df, s_va, e_va, output_vars[0])
nse_p_te = nse_sparse(idx_te, p_te, df, s_te, e_te, output_vars[0])
per_basin[ibuc] = dict(orig=(nse_o_tr, nse_o_va, nse_o_te),
pers=(nse_p_tr, nse_p_va, nse_p_te))
arr_o = np.array([per_basin[i]["orig"] for i in per_basin], dtype=float)
arr_p = np.array([per_basin[i]["pers"] for i in per_basin], dtype=float)
avg_orig = np.nanmean(arr_o, axis=0) # (train,val,test)
avg_pers = np.nanmean(arr_p, axis=0)
return per_basin, avg_orig, avg_pers
def plot_train_val_test_subplots_for(ibuc, lstm_original, lstm_persistent, var=target_col):
"""Plot for a single basin id (default ibuc=0)."""
df = bucket_dictionary[ibuc]
s_tr,e_tr = date_splits[ibuc]["train"]
s_va,e_va = date_splits[ibuc]["val"]
s_te,e_te = date_splits[ibuc]["test"]
# Dense (original) predictions
orig_train = predict_block_original(lstm_original, np_train_seq_X, ibuc)
orig_val = predict_block_original(lstm_original, np_val_seq_X, ibuc)
orig_test = predict_block_original(lstm_original, np_test_seq_X, ibuc)
# Persistent predictions with absolute indices (slot-preserving, step=L)
idx_p_tr, pers_train = predict_block_persistent(lstm_persistent, np_train_seq_X, ibuc, batch_size_persistent, base_idx=s_tr, df=df)
idx_p_va, pers_val = predict_block_persistent(lstm_persistent, np_val_seq_X, ibuc, batch_size_persistent, base_idx=s_va, df=df)
idx_p_te, pers_test = predict_block_persistent(lstm_persistent, np_test_seq_X, ibuc, batch_size_persistent, base_idx=s_te, df=df)
# Helper: observations aligned to dense (original) coverage
def obs_dense(start_idx, end_idx, n_preds):
t0 = start_idx + (seq_length - 1)
t1 = min(t0 + n_preds - 1, end_idx)
obs = df.loc[t0:t1, var].values
dates = df.loc[t0:t1, "date"].values
return obs, dates, t0, t1
obs_tr, dates_tr, _, _ = obs_dense(s_tr, e_tr, len(orig_train))
obs_va, dates_va, _, _ = obs_dense(s_va, e_va, len(orig_val))
obs_te, dates_te, _, _ = obs_dense(s_te, e_te, len(orig_test))
# NSE values
NSE = lambda p, o: compute_nse(p[:len(o)], o)
nse_o_tr, nse_o_va, nse_o_te = NSE(orig_train, obs_tr), NSE(orig_val, obs_va), NSE(orig_test, obs_te)
def nse_sparse_local(idx_list, preds_list, start_idx, end_idx):
keep = [i for i in idx_list if (start_idx + (seq_length - 1)) <= i <= end_idx]
if not keep:
return np.nan
m = {i: v for i, v in zip(idx_list, preds_list)}
obs = [df.loc[i, var] for i in sorted(set(keep))]
prd = [m[i] for i in sorted(set(keep))]
return compute_nse(prd, obs)
nse_p_tr = nse_sparse_local(idx_p_tr, pers_train, s_tr, e_tr)
nse_p_va = nse_sparse_local(idx_p_va, pers_val, s_va, e_va)
nse_p_te = nse_sparse_local(idx_p_te, pers_test, s_te, e_te)
# --- 3 subplots (dotted predictions) ---
fig, axes = plt.subplots(3, 1, figsize=(14, 10), sharex=False)
panels = [
("Train", dates_tr, obs_tr, orig_train, (pd.to_datetime(df.loc[idx_p_tr, "date"]).values, pers_train), nse_o_tr, nse_p_tr),
("Val", dates_va, obs_va, orig_val, (pd.to_datetime(df.loc[idx_p_va, "date"]).values, pers_val), nse_o_va, nse_p_va),
("Test", dates_te, obs_te, orig_test, (pd.to_datetime(df.loc[idx_p_te, "date"]).values, pers_test), nse_o_te, nse_p_te),
]
for ax, (name, dates, obs, orig_pred, (p_dates, p_pred), nse_o, nse_p) in zip(axes, panels):
ax.plot(dates, obs, '-', linewidth=1.2, color='k', label=f'Actual ({name})')
ax.plot(dates, orig_pred[:len(dates)], ':', linewidth=1.4, label=f'Original {name} NSE={nse_o:.3f}')
ax.plot(p_dates, p_pred, ':', linewidth=1.4, label=f'Persistent {name} NSE={np.nan if nse_p is None else nse_p:.3f}')
ax.set_ylabel(var)
ax.set_title(f'ibuc={ibuc} — {name} Segment')
ax.grid(True, alpha=0.3)
ax.legend()
axes[-1].set_xlabel('Time')
fig.suptitle(f'{var} — Last 20 Years | Train(15y)/Val(4y)/Test(1y)', y=0.98)
plt.tight_layout()
plt.show()
# ----------------------------
# Main execution
# ----------------------------
torch.manual_seed(1)
lstm_original = LSTMOriginal(
num_classes=n_output,
input_size=n_input,
hidden_size=hidden_state_size,
num_layers=num_layers,
dropout_p=DROPOUT_P
).to(device)
lstm_persistent = LSTMPersistent(
num_classes=n_output,
input_size=n_input,
hidden_size=hidden_state_size,
num_layers=num_layers,
dropout_p=DROPOUT_P
).to(device)
print("\n" + "="*60)
print("TRAINING ORIGINAL (STATELESS) LSTM")
print("="*60)
lstm_original, _ = train_original_model(lstm_original, train_loader_std, buckets_for_training)
print("\n" + "="*60)
print("TRAINING PERSISTENT (STATEFUL) LSTM — slot-preserving, step=L, all-steps loss")
print("="*60)
lstm_persistent, _ = train_persistent_model(
lstm_persistent, train_loader_pers, buckets_for_training, batch_size_persistent
)
# -------- EVALUATION: per-basin + macro-average --------
per_basin, avg_orig, avg_pers = eval_all_basins(lstm_original, lstm_persistent)
print("\nPer-basin NSE (train, val, test):")
for i in sorted(per_basin):
print(f"ibuc {i}: Original {per_basin[i]['orig']}, Persistent {per_basin[i]['pers']}")
print("\nMacro-average NSE (Original) Train/Val/Test:", avg_orig)
print("Macro-average NSE (Persistent) Train/Val/Test:", avg_pers)
# -------- PLOT: choose a basin to visualize (default 0) --------
print("\nPlotting basin ibuc=0 …")
plot_train_val_test_subplots_for(ibuc=0, lstm_original=lstm_original, lstm_persistent=lstm_persistent, var=output_vars[0])