File size: 32,330 Bytes
0febf0f 3c49095 0febf0f 3c49095 dfa8acb 3c49095 0febf0f 3c49095 dfa8acb 3c49095 0febf0f 3c49095 0febf0f 3c49095 0febf0f 3c49095 0febf0f 3c49095 0febf0f 3c49095 dfa8acb 0febf0f 3c49095 0febf0f 3c49095 dfa8acb 3c49095 dfa8acb 3c49095 dfa8acb 3c49095 0febf0f 3c49095 dfa8acb 3c49095 dfa8acb 3c49095 0febf0f 3c49095 0febf0f 3c49095 dfa8acb 3c49095 0febf0f 3c49095 0febf0f 3c49095 0febf0f 3c49095 0febf0f 3c49095 0febf0f 3c49095 dfa8acb 3c49095 dfa8acb 3c49095 0febf0f 3c49095 0febf0f 3c49095 dfa8acb 0febf0f | 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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 | from __future__ import annotations
from dataclasses import dataclass
import numpy as np
import pandas as pd
from sklearn.ensemble import (
HistGradientBoostingClassifier,
HistGradientBoostingRegressor,
RandomForestClassifier,
)
from sklearn.impute import SimpleImputer
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import GroupKFold
from scipy.stats import rankdata
from .competition_features import (
CONTEXT_COLUMNS,
MIN_TRAJECTORY_COVERAGE,
TRAJECTORY_COLUMNS,
TRAJECTORY_REFERENCE_OFFSET,
TRAJECTORY_COVERAGE_COLUMN,
TRAJECTORY_LAGS,
add_context_columns,
numeric_feature_columns,
)
def _logit(values: np.ndarray) -> np.ndarray:
clipped = np.clip(values, 1e-5, 1.0 - 1e-5)
return np.log(clipped / (1.0 - clipped))
@dataclass
class FrozenLogisticCalibrator:
"""Minimal binary logistic inference independent of sklearn pickle internals."""
coefficients: np.ndarray
intercept: float
@classmethod
def from_estimator(cls, estimator: LogisticRegression) -> "FrozenLogisticCalibrator":
return cls(
coefficients=np.asarray(estimator.coef_[0], dtype=float).copy(),
intercept=float(estimator.intercept_[0]),
)
def predict_proba(self, values: np.ndarray) -> np.ndarray:
scores = np.asarray(values, dtype=float) @ self.coefficients + self.intercept
positive = np.empty_like(scores, dtype=float)
nonnegative = scores >= 0.0
positive[nonnegative] = 1.0 / (1.0 + np.exp(-scores[nonnegative]))
exp_scores = np.exp(scores[~nonnegative])
positive[~nonnegative] = exp_scores / (1.0 + exp_scores)
return np.column_stack([1.0 - positive, positive])
def _clean(frame: pd.DataFrame, columns: list[str]) -> pd.DataFrame:
return frame.reindex(columns=columns).replace([np.inf, -np.inf], np.nan).astype(float)
def _derived_features(base: pd.DataFrame, kind: str) -> pd.DataFrame:
derived: dict[str, pd.Series] = {}
if kind in {"physics", "all"}:
for level in ("voltage_mean_3d", "voltage_mean_7d", "voltage_max_3d"):
for window in (30, 60, 90, 180):
rate = np.maximum(-base[f"voltage_slope_{window}d"], 1e-5)
derived[f"knee_{level}_{window}"] = np.clip(
(base[level] - 2.40) / rate,
-100.0,
1000.0,
)
if kind == "all":
for short, long in ((3, 14), (7, 30), (14, 60), (30, 90), (30, 180), (60, 365)):
derived[f"slope_accel_{short}_{long}"] = (
base[f"voltage_slope_{short}d"] - base[f"voltage_slope_{long}d"]
)
derived[f"mean_drop_{short}_{long}"] = (
base[f"voltage_mean_{short}d"] - base[f"voltage_mean_{long}d"]
)
for window in (3, 7, 14, 30, 60, 90):
derived[f"volt_temp_{window}"] = base[f"voltage_mean_{window}d"] / (
base[f"temperature_mean_{window}d"] + 273.15
)
return pd.concat([base, pd.DataFrame(derived, index=base.index)], axis=1)
HAZARD_EDGES = (0, 14, 28, 42, 70, 120, 200, 365)
FORECAST_HORIZONS = (30, 60, 90)
FORECAST_THRESHOLDS = (2.50, 2.45)
TRAJECTORY_BLEND_WEIGHT = 0.25
def _trajectory_features(bins: np.ndarray) -> pd.DataFrame:
"""Shape of the degradation trajectory: levels, drops, steps and summaries."""
current = bins[:, 0]
highest = np.nanmax(bins, axis=1)
lowest = np.nanmin(bins, axis=1)
spread = np.nanstd(bins, axis=1)
columns: dict[str, np.ndarray] = {}
for position, lag in enumerate(TRAJECTORY_LAGS):
columns[f"v_lag{lag}"] = bins[:, position]
for position, lag in enumerate(TRAJECTORY_LAGS[1:], start=1):
columns[f"drop{lag}"] = current - bins[:, position]
columns[f"ndrop{lag}"] = (current - bins[:, position]) / np.where(
spread > 1e-6, spread, np.nan
)
steps = np.diff(bins, axis=1)
for position in range(steps.shape[1]):
columns[f"step{position}"] = -steps[:, position]
columns.update(
own_max=highest,
own_min=lowest,
own_std=spread,
cur_minus_max=current - highest,
cur_over_max=current / highest,
pos=(current - lowest) / np.where(highest - lowest > 1e-6, highest - lowest, np.nan),
fb50=np.nanmean(bins < 2.50, axis=1),
fb45=np.nanmean(bins < 2.45, axis=1),
mono=np.nanmean(steps < 0, axis=1),
)
return pd.DataFrame(columns)
def _snapshot_bins(snapshot: pd.DataFrame) -> np.ndarray | None:
if not set(TRAJECTORY_COLUMNS).issubset(snapshot.columns):
return None
return snapshot.reindex(columns=list(TRAJECTORY_COLUMNS)).to_numpy(dtype=float)
def _dense_transitions(matrix: dict, buildings: dict[str, str]):
"""Every observed degradation transition, not just the terminal failures."""
grid = matrix["grid"]
first = matrix["first"]
devices = list(matrix["index"])
rows, cuts = [], []
for name, position in matrix["index"].items():
begin = int(first[position])
if begin >= grid.shape[1]:
continue
end = int(np.flatnonzero(np.isfinite(grid[position]))[-1])
start = begin + 180
for cut in range(start, end + 1, 14):
rows.append(position)
cuts.append(cut)
rows = np.asarray(rows, dtype=np.int64)
cuts = np.asarray(cuts, dtype=np.int64)
lags = np.asarray(TRAJECTORY_LAGS, dtype=np.int64) + TRAJECTORY_REFERENCE_OFFSET
columns = cuts[:, None] - lags[None, :]
safe = np.clip(columns, 0, grid.shape[1] - 1)
values = grid[rows[:, None], safe]
usable = (columns >= 0) & (columns >= first[rows][:, None])
bins = np.where(usable, values, np.nan)
names = np.array([devices[position] for position in rows])
where = np.array([buildings.get(name, "") for name in names])
return rows, cuts, bins, names, where
def _forecast_targets(matrix: dict, rows, cuts, eol_day: dict[str, float], names):
"""Threshold crossings and future voltage, read only from observed history."""
grid = matrix["grid"]
last = matrix["observed_last"]
ends_at = np.array([eol_day.get(name, np.nan) for name in names], dtype=float)
targets: dict[tuple, np.ndarray] = {}
for horizon in FORECAST_HORIZONS:
finish = cuts + horizon
reachable = finish <= last[rows]
died = np.isfinite(ends_at) & (ends_at <= finish)
lowest = np.full(len(rows), np.nan)
for position in range(len(rows)):
begin = cuts[position] + 1
stop = min(int(finish[position]), int(last[rows[position]]))
if stop >= begin:
lowest[position] = np.nanmin(grid[rows[position], begin : stop + 1])
for threshold in FORECAST_THRESHOLDS:
label = np.where(
died, 1.0, np.where(reachable, (lowest <= threshold).astype(float), np.nan)
)
targets[(horizon, threshold)] = np.where(~reachable & ~died, np.nan, label)
future = np.where(reachable, grid[rows, np.clip(finish, 0, grid.shape[1] - 1)], np.nan)
targets[(horizon, "voltage")] = np.where(died, 2.30, future)
return targets
def _forecaster(random_state: int, regression: bool):
common = dict(learning_rate=0.06, max_iter=200, max_leaf_nodes=15, min_samples_leaf=40,
l2_regularization=5.0, early_stopping=True, validation_fraction=0.1,
n_iter_no_change=15, random_state=random_state)
if regression:
return HistGradientBoostingRegressor(**common)
return HistGradientBoostingClassifier(loss="log_loss", **common)
def _fit_forecasters(matrix, buildings, eol_day, random_state,
snapshot_features, snapshot_buildings):
"""Learn degradation dynamics from dense transitions; score snapshots by held-out building."""
rows, cuts, bins, names, where = _dense_transitions(matrix, buildings)
if len(rows) < 500:
return None, None
features = _trajectory_features(bins)
targets = _forecast_targets(matrix, rows, cuts, eol_day, names)
unique = np.array(sorted(set(where) - {""}))
if unique.size < 3:
return None, None
assignment = {name: position % 3 for position, name in enumerate(unique)}
dense_fold = np.array([assignment.get(name, -1) for name in where])
snap_fold = np.array([assignment.get(str(name), -1) for name in snapshot_buildings])
fitted: dict[str, object] = {}
holdout: dict[str, np.ndarray] = {}
for (horizon, kind), values in targets.items():
regression = kind == "voltage"
name = f"v{horizon}" if regression else f"p{horizon}_{kind}"
usable = np.isfinite(values)
if usable.sum() < 200:
continue
estimator = _forecaster(random_state, regression)
estimator.fit(features[usable], values[usable])
fitted[name] = estimator
out = np.full(len(snapshot_features), np.nan)
for group in range(3):
train = usable & (dense_fold != group)
target_rows = np.flatnonzero(snap_fold == group)
if train.sum() < 100 or target_rows.size == 0:
continue
fold_model = _forecaster(random_state + group + 1, regression)
fold_model.fit(features[train], values[train])
block = snapshot_features.iloc[target_rows]
out[target_rows] = (
fold_model.predict(block) if regression
else fold_model.predict_proba(block)[:, 1]
)
holdout[name] = out
if not fitted:
return None, None
return fitted, pd.DataFrame(holdout)
def _forecast_features(forecasters, features: pd.DataFrame) -> pd.DataFrame:
out: dict[str, np.ndarray] = {}
for name, estimator in forecasters.items():
if name.startswith("v"):
out[name] = estimator.predict(features)
else:
out[name] = estimator.predict_proba(features)[:, 1]
return pd.DataFrame(out, index=features.index)
def _context_features(snapshot: pd.DataFrame) -> pd.DataFrame:
"""Scenario-level context, already attached by scenario_snapshot."""
missing = [name for name in CONTEXT_COLUMNS if name not in snapshot.columns]
if missing:
snapshot = add_context_columns(snapshot.copy())
return snapshot.reindex(columns=list(CONTEXT_COLUMNS)).astype(float)
def _context_estimators(random_state: int) -> dict[str, object]:
estimators: dict[str, object] = {}
for seed in range(3):
estimators[f"hist_{seed}"] = HistGradientBoostingClassifier(
loss="log_loss", learning_rate=0.05, max_iter=300, max_leaf_nodes=15,
min_samples_leaf=30, l2_regularization=5.0, early_stopping=True,
validation_fraction=0.12, n_iter_no_change=25,
class_weight={0: 1.0, 1: 5.0}, random_state=random_state + seed,
)
estimators["forest"] = RandomForestClassifier(
n_estimators=350, min_samples_leaf=5, max_features=0.7,
class_weight="balanced_subsample", n_jobs=-1, random_state=random_state,
)
return estimators
def _fit_context(features: pd.DataFrame, target: np.ndarray, random_state: int):
estimators = _context_estimators(random_state)
imputer = SimpleImputer(strategy="median")
imputed = imputer.fit_transform(features)
for name, estimator in estimators.items():
estimator.fit(imputed if name == "forest" else features, target)
return estimators, imputer
def _context_risk(estimators, imputer, features: pd.DataFrame) -> np.ndarray:
imputed = imputer.transform(features)
parts = [
estimator.predict_proba(imputed if name == "forest" else features)[:, 1]
for name, estimator in estimators.items()
]
return np.mean(parts, axis=0)
def _fit_hazard(base: pd.DataFrame, target_rul: pd.Series, observed: pd.Series, random_state: int):
"""Person-period model: one row per battery per interval it is still alive."""
rul = target_rul.to_numpy(dtype=float)
events = observed.to_numpy(dtype=bool)
rows, bins, labels = [], [], []
for index in range(len(HAZARD_EDGES) - 1):
low, high = HAZARD_EDGES[index], HAZARD_EDGES[index + 1]
alive = np.flatnonzero(rul >= low)
if alive.size == 0:
continue
rows.append(alive)
bins.append(np.full(alive.shape, index))
labels.append((events[alive] & (rul[alive] < high)).astype(int))
if not rows:
return None
positions = np.concatenate(rows)
features = base.iloc[positions].copy()
features["hazard_interval"] = np.concatenate(bins)
target = np.concatenate(labels)
if target.sum() < 20:
return None
estimator = HistGradientBoostingClassifier(
loss="log_loss", learning_rate=0.05, max_iter=300, max_leaf_nodes=15,
min_samples_leaf=40, l2_regularization=5.0, early_stopping=True,
validation_fraction=0.12, n_iter_no_change=25, random_state=random_state,
)
estimator.fit(features, target)
return estimator
def _hazard_risk(estimator, base: pd.DataFrame, horizon_days: int) -> np.ndarray:
survival = np.ones(len(base), dtype=float)
for index in range(len(HAZARD_EDGES) - 1):
if HAZARD_EDGES[index + 1] > horizon_days:
break
features = base.copy()
features["hazard_interval"] = index
survival *= 1.0 - estimator.predict_proba(features)[:, 1]
return 1.0 - survival
def _scenario_ranks(values: np.ndarray, groups: np.ndarray | None) -> np.ndarray:
if groups is None:
return rankdata(values) / max(len(values), 1)
ranks = np.empty(len(values), dtype=float)
for key in pd.unique(groups):
mask = groups == key
ranks[mask] = rankdata(values[mask]) / max(int(mask.sum()), 1)
return ranks
def _event_estimators(random_state: int) -> dict[str, object]:
common = dict(
loss="log_loss",
learning_rate=0.05,
max_iter=240,
early_stopping=True,
validation_fraction=0.12,
n_iter_no_change=25,
random_state=random_state,
)
return {
"weighted_hist": HistGradientBoostingClassifier(
max_leaf_nodes=15,
min_samples_leaf=35,
l2_regularization=4.0,
class_weight={0: 1.0, 1: 5.0},
**common,
),
"forest": RandomForestClassifier(
n_estimators=350,
min_samples_leaf=5,
max_features=0.7,
class_weight="balanced_subsample",
n_jobs=-1,
random_state=random_state,
),
"all_hist": HistGradientBoostingClassifier(
max_leaf_nodes=31,
min_samples_leaf=25,
l2_regularization=5.0,
**common,
),
"physics_hist": HistGradientBoostingClassifier(
max_leaf_nodes=31,
min_samples_leaf=25,
l2_regularization=5.0,
**common,
),
}
def _fit_event_estimators(
estimators: dict[str, object],
base: pd.DataFrame,
all_features: pd.DataFrame,
physics_features: pd.DataFrame,
target: np.ndarray,
sample_weight: np.ndarray | None = None,
) -> tuple[dict[str, object], SimpleImputer]:
imputer = SimpleImputer(strategy="median")
forest_features = imputer.fit_transform(base)
estimators["weighted_hist"].fit(base, target, sample_weight=sample_weight)
estimators["forest"].fit(forest_features, target, sample_weight=sample_weight)
estimators["all_hist"].fit(all_features, target, sample_weight=sample_weight)
estimators["physics_hist"].fit(physics_features, target, sample_weight=sample_weight)
return estimators, imputer
def _device_weights(devices: pd.Series) -> np.ndarray:
"""One vote per battery, so devices seen in many scenarios do not dominate."""
counts = devices.groupby(devices).transform("size").to_numpy(dtype=float)
weights = 1.0 / np.maximum(counts, 1.0)
return weights * (len(weights) / weights.sum())
def _event_components(
estimators: dict[str, object],
imputer: SimpleImputer,
base: pd.DataFrame,
all_features: pd.DataFrame,
physics_features: pd.DataFrame,
) -> np.ndarray:
return np.column_stack(
[
estimators["weighted_hist"].predict_proba(base)[:, 1],
estimators["forest"].predict_proba(imputer.transform(base))[:, 1],
estimators["all_hist"].predict_proba(all_features)[:, 1],
estimators["physics_hist"].predict_proba(physics_features)[:, 1],
]
)
@dataclass
class EventTimeModel:
event_estimators: dict[str, object]
event_imputer: SimpleImputer
event_calibrator: FrozenLogisticCalibrator
rul_estimator: HistGradientBoostingRegressor
survivor_rul_estimator: HistGradientBoostingRegressor | None
feature_columns: list[str]
all_feature_columns: list[str]
physics_feature_columns: list[str]
quantile: float
horizon_days: int
dataset_revision: str
balanced: "EventTimeModel | None" = None
context_estimators: dict | None = None
context_imputer: SimpleImputer | None = None
context_columns: list[str] | None = None
hazard_estimator: object | None = None
blend_weights: tuple[float, float, float, float] = (1.0, 0.0, 0.0, 0.0)
forecasters: dict | None = None
residual_model: object | None = None
residual_columns: list[str] | None = None
trajectory_weight: float = 0.0
def _feature_sets(
self, snapshot: pd.DataFrame
) -> tuple[pd.DataFrame, pd.DataFrame, pd.DataFrame]:
base = _clean(snapshot, self.feature_columns)
all_features = _clean(_derived_features(base, "all"), self.all_feature_columns)
physics_features = _clean(
_derived_features(base, "physics"), self.physics_feature_columns
)
return base, all_features, physics_features
def _calibrated_risk(self, snapshot: pd.DataFrame) -> np.ndarray:
base, all_features, physics_features = self._feature_sets(snapshot)
components = _event_components(
self.event_estimators,
self.event_imputer,
base,
all_features,
physics_features,
)
stacked = _logit(components)
return np.asarray(self.event_calibrator.predict_proba(stacked)[:, 1])
def predict_risk_components(self, snapshot: pd.DataFrame) -> dict[str, np.ndarray]:
components = {"primary": self._calibrated_risk(snapshot)}
if self.balanced is not None:
components["balanced"] = self.balanced._calibrated_risk(snapshot)
if self.context_estimators is not None:
features = _clean(
pd.concat(
[_clean(snapshot, self.feature_columns), _context_features(snapshot)],
axis=1,
),
self.context_columns,
)
components["context"] = _context_risk(
self.context_estimators, self.context_imputer, features
)
if self.hazard_estimator is not None:
components["hazard"] = _hazard_risk(
self.hazard_estimator, _clean(snapshot, self.feature_columns), self.horizon_days
)
return components
def _residual_risk(self, snapshot: pd.DataFrame):
"""Degradation-dynamics view; None when the trajectory history is unusable."""
if self.residual_model is None or self.forecasters is None:
return None, None
bins = _snapshot_bins(snapshot)
if bins is None:
return None, None
trajectory = _trajectory_features(bins)
forecast = _forecast_features(self.forecasters, trajectory)
frame = pd.concat([forecast, trajectory], axis=1)
frame = frame.reindex(columns=self.residual_columns).astype(float)
risk = self.residual_model.predict_proba(frame)[:, 1]
if TRAJECTORY_COVERAGE_COLUMN in snapshot.columns:
coverage = pd.to_numeric(
snapshot[TRAJECTORY_COVERAGE_COLUMN], errors="coerce"
).to_numpy(dtype=float)
else:
coverage = np.isfinite(bins).mean(axis=1)
coverage = np.where(np.isfinite(coverage), coverage, 0.0)
# A battery without enough history keeps its blend position rather than moving on noise.
weight = np.where(coverage >= MIN_TRAJECTORY_COVERAGE, self.trajectory_weight, 0.0)
return risk, weight
def predict_event_risk(self, snapshot: pd.DataFrame) -> np.ndarray:
groups = (
snapshot["scenario"].astype(str).to_numpy()
if "scenario" in snapshot.columns
else None
)
primary = blend_risk_components(
self.predict_risk_components(snapshot), self.blend_weights, groups
)
risk, weight = self._residual_risk(snapshot)
if risk is None or not np.any(weight > 0.0):
return primary
return blend_trajectory(primary, risk, weight, groups)
def predict_rul(self, snapshot: pd.DataFrame) -> np.ndarray:
base = _clean(snapshot, self.feature_columns)
return np.asarray(self.rul_estimator.predict(base), dtype=float)
def predict_survivor_rul(self, snapshot: pd.DataFrame) -> np.ndarray | None:
"""Expected remaining life of batteries that outlive the planning window."""
if self.survivor_rul_estimator is None:
return None
base = _clean(snapshot, self.feature_columns)
return np.asarray(self.survivor_rul_estimator.predict(base), dtype=float)
def blend_risk_components(
components: dict[str, np.ndarray],
weights: tuple[float, float, float, float],
groups: np.ndarray | None,
) -> np.ndarray:
"""Rank each view inside a scenario, then map back onto the calibrated scale."""
order = ("primary", "balanced", "context", "hazard")
primary = np.asarray(components["primary"], dtype=float)
active = [
(np.asarray(components[name], dtype=float), float(weights[index]))
for index, name in enumerate(order)
if name in components and float(weights[index]) > 0.0
]
if len(active) <= 1:
return primary
blended = np.zeros(len(primary), dtype=float)
total = 0.0
for values, weight in active:
blended += weight * _scenario_ranks(values, groups)
total += weight
blended /= max(total, 1e-9)
return _map_to_scale(blended, primary, groups)
def blend_trajectory(primary, residual, weight, groups):
"""Nudge the ranking by the degradation view, keeping the calibrated scale."""
primary = np.asarray(primary, dtype=float)
residual = np.asarray(residual, dtype=float)
weight = np.asarray(weight, dtype=float)
residual = np.where(np.isfinite(residual), residual, np.nanmin(residual[np.isfinite(residual)])
if np.isfinite(residual).any() else 0.0)
blended = np.empty(len(primary), dtype=float)
keys = [None] if groups is None else list(pd.unique(groups))
for key in keys:
mask = slice(None) if key is None else (groups == key)
size = len(primary[mask])
first = rankdata(primary[mask]) / max(size, 1)
second = rankdata(residual[mask]) / max(size, 1)
local = weight[mask]
blended[mask] = (1.0 - local) * first + local * second
return _map_to_scale(blended, primary, groups)
def _map_to_scale(blended: np.ndarray, reference: np.ndarray, groups) -> np.ndarray:
"""Keep the calibrated marginal distribution and take only the new ordering."""
mapped = np.empty(len(blended), dtype=float)
keys = [None] if groups is None else list(pd.unique(groups))
for key in keys:
mask = slice(None) if key is None else (groups == key)
scores = blended[mask]
scale = np.sort(np.asarray(reference)[mask])
order = rankdata(scores, method="ordinal").astype(int) - 1
mapped[mask] = scale[order]
return mapped
def _fit_trajectory_stack(work, trajectory, eol_times, event_target, random_state):
"""Dense degradation forecasting plus the temporal-bin view, as one residual ranker."""
bins = _snapshot_bins(work)
if bins is None:
return None, None, None, 0.0
snapshot_features = _trajectory_features(bins)
buildings = dict(zip(work["battery"].astype(str), work["building"].astype(str)))
eol_day: dict[str, float] = {}
if eol_times is not None:
origin = trajectory["origin"]
for name, when in eol_times.items():
if pd.notna(when):
eol_day[str(name)] = float((pd.Timestamp(when).normalize() - origin).days)
forecasters, holdout = _fit_forecasters(
trajectory, buildings, eol_day, random_state,
snapshot_features, work["building"].astype(str).to_numpy(),
)
if forecasters is None:
return None, None, None, 0.0
frame = pd.concat([holdout.reset_index(drop=True), snapshot_features.reset_index(drop=True)], axis=1)
columns = list(frame.columns)
residual = HistGradientBoostingClassifier(
loss="log_loss", learning_rate=0.05, max_iter=300, max_leaf_nodes=15,
min_samples_leaf=30, l2_regularization=5.0, early_stopping=True,
validation_fraction=0.12, n_iter_no_change=25, class_weight={0: 1.0, 1: 5.0},
random_state=random_state,
)
residual.fit(frame.astype(float), event_target)
return forecasters, residual, columns, TRAJECTORY_BLEND_WEIGHT
def _fit_survivor_estimator(
base: pd.DataFrame,
target_rul: pd.Series,
observed: pd.Series,
horizon_days: int,
maximum_days: float,
random_state: int,
) -> HistGradientBoostingRegressor | None:
"""Median remaining life among batteries observed to outlive the window."""
mask = observed & target_rul.gt(float(horizon_days)) & target_rul.le(float(maximum_days))
if int(mask.sum()) < 50:
return None
estimator = HistGradientBoostingRegressor(
loss="quantile",
quantile=0.5,
learning_rate=0.05,
max_iter=200,
max_leaf_nodes=15,
min_samples_leaf=40,
l2_regularization=4.0,
early_stopping=True,
validation_fraction=0.15,
n_iter_no_change=20,
random_state=random_state,
)
estimator.fit(base.loc[mask], target_rul.loc[mask])
return estimator
def fit_event_time_model(
training_snapshots: pd.DataFrame,
*,
quantile: float = 0.05,
horizon_days: int = 42,
rul_training_max_days: float = 90.0,
survivor_training_max_days: float = 400.0,
dataset_revision: str = "unknown",
random_state: int = 2026,
calibration_folds: int = 5,
device_balanced: bool = False,
with_auxiliary: bool = True,
trajectory: dict | None = None,
eol_times: pd.Series | None = None,
blend_weights: tuple[float, float, float, float] = (0.55, 0.15, 0.15, 0.15),
max_iter: int | None = None,
) -> EventTimeModel:
del max_iter # retained for compatibility with earlier validation commands
work = training_snapshots.dropna(subset=["target_rul_days"]).copy()
columns = numeric_feature_columns(work)
base = _clean(work, columns)
all_features = _derived_features(base, "all")
physics_features = _derived_features(base, "physics")
all_columns = list(all_features.columns)
physics_columns = list(physics_features.columns)
target_rul = pd.to_numeric(work["target_rul_days"], errors="coerce").astype(float)
event_target = (
work["event_observed"].astype(bool)
& target_rul.between(0.0, float(horizon_days))
).astype("int8").to_numpy()
devices = work["battery"].astype(str)
groups = devices.to_numpy()
weights = _device_weights(devices) if device_balanced else None
folds = min(int(calibration_folds), len(np.unique(groups)))
if folds < 2:
raise ValueError("At least two device groups are required for event calibration")
oof_components = np.full((len(work), 4), np.nan)
splitter = GroupKFold(n_splits=folds)
for fold_number, (train_index, valid_index) in enumerate(
splitter.split(base, groups=groups), start=1
):
fold_estimators = _event_estimators(random_state + fold_number)
fold_estimators, fold_imputer = _fit_event_estimators(
fold_estimators,
base.iloc[train_index],
all_features.iloc[train_index],
physics_features.iloc[train_index],
event_target[train_index],
None if weights is None else weights[train_index],
)
oof_components[valid_index] = _event_components(
fold_estimators,
fold_imputer,
base.iloc[valid_index],
all_features.iloc[valid_index],
physics_features.iloc[valid_index],
)
fitted_calibrator = LogisticRegression(C=0.03, max_iter=1000)
fitted_calibrator.fit(_logit(oof_components), event_target, sample_weight=weights)
calibrator = FrozenLogisticCalibrator.from_estimator(fitted_calibrator)
estimators = _event_estimators(random_state)
estimators, imputer = _fit_event_estimators(
estimators,
base,
all_features,
physics_features,
event_target,
weights,
)
observed_near_horizon = (
work["event_observed"].astype(bool)
& target_rul.gt(0.0)
& target_rul.le(float(rul_training_max_days))
)
rul_estimator = HistGradientBoostingRegressor(
loss="quantile",
quantile=quantile,
learning_rate=0.055,
max_iter=260,
max_leaf_nodes=19,
min_samples_leaf=30,
l2_regularization=3.0,
early_stopping=True,
validation_fraction=0.12,
n_iter_no_change=25,
random_state=random_state,
)
rul_estimator.fit(base.loc[observed_near_horizon], target_rul.loc[observed_near_horizon])
survivor_rul_estimator = _fit_survivor_estimator(
base,
target_rul,
work["event_observed"].astype(bool),
horizon_days,
survivor_training_max_days,
random_state,
)
balanced = None
forecasters = None
residual_model = None
residual_columns = None
trajectory_weight = 0.0
context_estimators = None
context_imputer = None
context_columns = None
hazard_estimator = None
weights_used = (1.0, 0.0, 0.0, 0.0)
if with_auxiliary:
# Diverse views of the same 82 failures: reweighted, context-aware, and time-to-event.
balanced = fit_event_time_model(
training_snapshots,
quantile=quantile,
horizon_days=horizon_days,
rul_training_max_days=rul_training_max_days,
survivor_training_max_days=survivor_training_max_days,
dataset_revision=dataset_revision,
random_state=random_state,
calibration_folds=calibration_folds,
device_balanced=True,
with_auxiliary=False,
)
context_frame = pd.concat([base, _context_features(work)], axis=1)
context_columns = list(context_frame.columns)
context_estimators, context_imputer = _fit_context(
context_frame, event_target, random_state
)
hazard_estimator = _fit_hazard(
base, target_rul, work["event_observed"].astype(bool), random_state
)
weights_used = tuple(float(value) for value in blend_weights)
if trajectory is not None:
forecasters, residual_model, residual_columns, trajectory_weight = _fit_trajectory_stack(
work, trajectory, eol_times, event_target, random_state
)
return EventTimeModel(
estimators,
imputer,
calibrator,
rul_estimator,
survivor_rul_estimator,
columns,
all_columns,
physics_columns,
quantile,
horizon_days,
dataset_revision,
balanced,
context_estimators,
context_imputer,
context_columns,
hazard_estimator,
weights_used,
forecasters,
residual_model,
residual_columns,
trajectory_weight,
)
|