| """Paper figure generator. |
| |
| Produces four PDF figures for the MacroLens NeurIPS 2026 D&B paper. |
| Source of truth: aggregated long-DataFrame from |
| :mod:`experiments.aggregate_results` (or load directly from a results JSON |
| glob via the CLI below). |
| |
| Figures (all panel-driven; method ordering follows the registry's |
| ``family -> name`` sort): |
| |
| * ``fig_panel_overview`` - Figure 1 (page-1 schematic): grid of 7 tasks |
| x 7 families with counts where the family covers the task. Plus the |
| benchmark headline numbers (4,416 tickers, 131 features, 1,130 events). |
| * ``fig_primary_metric_per_task`` - One subplot per task; horizontal bar |
| chart of method primary-metric values with bootstrap-CI error bars; methods |
| ordered by primary metric (best at top). |
| * ``fig_per_family_box`` - One subplot per task; box-and-whisker of |
| primary metric grouped by family (n=members in that family that cover the |
| task). Shows family-level distribution. |
| * ``fig_zs_vs_ft`` - Bar chart: ZS vs FT for the LLM family |
| (the 3 frontier models), only on T1. |
| |
| (Single-horizon experiment design — no horizon-curve figure; horizon is |
| fixed to the longest configured value per granularity, e.g. 252 daily.) |
| |
| CLI:: |
| |
| python -m projects.agent_builder.scripts.whatif_bench.experiments.gen_figures \ |
| --results-glob 'experiments/results/canon_*.json' \ |
| --output-dir 'experiments/paper_artifacts/figures/' \ |
| --granularity daily |
| |
| Headless: matplotlib is forced to the ``Agg`` backend so the script runs on a |
| GPU box / CI without an X server. Each figure is saved as both ``.pdf`` |
| (vector, for LaTeX) and ``.png`` (raster, for previews / quicklook). |
| """ |
|
|
| from __future__ import annotations |
|
|
| import argparse |
| import glob |
| import logging |
| from pathlib import Path |
| from typing import Iterable |
|
|
| import matplotlib |
|
|
| matplotlib.use("Agg") |
| import matplotlib.pyplot as plt |
| import numpy as np |
| import pandas as pd |
|
|
| from .. import config |
| from . import panel |
| from .aggregate_results import ( |
| _PRIMARY_METRIC_KEY, |
| _PRIMARY_METRIC_LOWER_IS_BETTER, |
| _load_records, |
| _records_to_long_df, |
| aggregate, |
| ) |
|
|
|
|
| logger = logging.getLogger(__name__) |
|
|
|
|
| |
| |
| _FAMILY_ORDER: tuple[str, ...] = ( |
| "naive", "classical", "sequence", |
| "tsfm", |
| "llm_ts", |
| "llm", |
| ) |
| _FAMILY_DISPLAY: dict[str, str] = { |
| "naive": "Naive", |
| "classical": "Classical", |
| "sequence": "Deep Seq", |
| "tsfm": "TSFM", |
| "llm_ts": "LLM-TS", |
| "llm": "LLM", |
| } |
| _FAMILY_COLOR: dict[str, str] = { |
| "naive": "tab:gray", |
| "classical": "tab:olive", |
| "sequence": "tab:blue", |
| "tsfm": "tab:cyan", |
| "llm_ts": "tab:purple", |
| "llm": "tab:orange", |
| } |
|
|
| |
| |
| |
| |
| _FAMILY_ALIASES: dict[str, str] = {} |
|
|
|
|
| def _canonical_family(family: str) -> str: |
| return _FAMILY_ALIASES.get(family, family) |
|
|
|
|
| def _save_fig(fig: plt.Figure, output_path: Path) -> tuple[Path, Path]: |
| """Save *fig* as both ``output_path.pdf`` and ``output_path.png``.""" |
| output_path = Path(output_path) |
| output_path.parent.mkdir(parents=True, exist_ok=True) |
| pdf = output_path.with_suffix(".pdf") |
| png = output_path.with_suffix(".png") |
| fig.savefig(pdf, bbox_inches="tight", dpi=300) |
| fig.savefig(png, bbox_inches="tight", dpi=200) |
| plt.close(fig) |
| return pdf, png |
|
|
|
|
| def _method_display(method_id: str) -> str: |
| """Display name for *method_id* (panel-aware, registry-fallback).""" |
| for m in panel.ALL_METHODS: |
| if m.id == method_id: |
| return m.name |
| return method_id |
|
|
|
|
| def _primary_view(df: pd.DataFrame, task: str) -> pd.DataFrame: |
| """Per-method mean-over-seeds view of the task's primary metric.""" |
| metric = _PRIMARY_METRIC_KEY.get(task) |
| if metric is None or df.empty: |
| return pd.DataFrame() |
| sub = df[(df["task"] == task) & (df["metric_name"] == metric)].copy() |
| if sub.empty: |
| return sub |
| grouped = ( |
| sub.groupby(["method_id", "method_family"], as_index=False) |
| .agg(value=("value", "mean"), |
| ci_lo=("ci_lo", "mean"), |
| ci_hi=("ci_hi", "mean"), |
| std=("std", "mean")) |
| ) |
| grouped["family"] = grouped["method_family"].map(_canonical_family) |
| grouped["display"] = grouped["method_id"].map(_method_display) |
| grouped = grouped.dropna(subset=["value"]) |
| return grouped |
|
|
|
|
| |
| |
| |
|
|
| def fig_panel_overview(df: pd.DataFrame, output_path: Path) -> tuple[Path, Path]: |
| """Page-1 schematic: 7 tasks x 7 families coverage grid + headline numbers. |
| |
| *df* is unused for the static schematic; accepted to keep the figure-API |
| uniform across the five generators. |
| """ |
| tasks = list(panel.ALL_TASKS) |
| families = list(_FAMILY_ORDER) |
|
|
| |
| coverage = np.zeros((len(families), len(tasks)), dtype=int) |
| for m in panel.ALL_METHODS: |
| if m.family not in _FAMILY_DISPLAY: |
| continue |
| i = families.index(m.family) |
| for t in m.tasks: |
| if t in tasks: |
| j = tasks.index(t) |
| coverage[i, j] += 1 |
|
|
| fig, ax = plt.subplots(figsize=(8.5, 4.0)) |
| |
| im = ax.imshow(coverage, aspect="auto", cmap="Blues", |
| vmin=0, vmax=max(1, int(coverage.max()))) |
| ax.set_xticks(range(len(tasks))) |
| ax.set_xticklabels(tasks, fontsize=10) |
| ax.set_yticks(range(len(families))) |
| ax.set_yticklabels([_FAMILY_DISPLAY[f] for f in families], fontsize=10) |
| for i in range(len(families)): |
| for j in range(len(tasks)): |
| n = coverage[i, j] |
| if n > 0: |
| ax.text(j, i, str(n), ha="center", va="center", |
| color="white" if n >= 2 else "black", fontsize=10) |
| ax.set_title("MacroLens method-x-task coverage " |
| "(4,416 tickers; 131 features; 1,130 events)", |
| fontsize=11) |
| fig.colorbar(im, ax=ax, label="# methods") |
| fig.tight_layout() |
| return _save_fig(fig, output_path) |
|
|
|
|
| |
| |
| |
|
|
| def fig_primary_metric_per_task(df: pd.DataFrame, output_path: Path) -> tuple[Path, Path]: |
| """One horizontal-bar subplot per task; bars sorted best-on-top.""" |
| tasks = list(panel.ALL_TASKS) |
| n_tasks = len(tasks) |
| ncols = 2 |
| nrows = (n_tasks + ncols - 1) // ncols |
| fig, axes = plt.subplots(nrows, ncols, figsize=(11, 2.4 * nrows + 1.0), |
| squeeze=False) |
| axes_flat = axes.flatten() |
|
|
| any_data = False |
| for k, t in enumerate(tasks): |
| ax = axes_flat[k] |
| view = _primary_view(df, t) |
| primary = _PRIMARY_METRIC_KEY[t] |
| ascending = _PRIMARY_METRIC_LOWER_IS_BETTER[t] |
|
|
| if view.empty: |
| ax.set_axis_off() |
| ax.set_title(f"{t} — no records") |
| continue |
| any_data = True |
| view = view.sort_values("value", ascending=ascending).reset_index(drop=True) |
| |
| view = view.iloc[::-1].reset_index(drop=True) |
|
|
| y = np.arange(len(view)) |
| |
| lo = view["value"].to_numpy() - view["ci_lo"].to_numpy() |
| hi = view["ci_hi"].to_numpy() - view["value"].to_numpy() |
| lo = np.where(np.isnan(lo), view["std"].fillna(0).to_numpy(), lo) |
| hi = np.where(np.isnan(hi), view["std"].fillna(0).to_numpy(), hi) |
| lo = np.clip(lo, 0, None) |
| hi = np.clip(hi, 0, None) |
| colors = [_FAMILY_COLOR.get(f, "tab:gray") for f in view["family"]] |
| ax.barh(y, view["value"], xerr=[lo, hi], color=colors, |
| edgecolor="black", linewidth=0.4, capsize=2) |
| ax.set_yticks(y) |
| ax.set_yticklabels(view["display"], fontsize=8) |
| ax.set_title(f"{t} ({primary})", fontsize=10) |
| ax.tick_params(axis="x", labelsize=8) |
|
|
| |
| for k in range(len(tasks), len(axes_flat)): |
| axes_flat[k].set_axis_off() |
|
|
| |
| seen_fams = sorted({_canonical_family(f) for f in df["method_family"].unique() |
| if isinstance(f, str)}) if not df.empty else [] |
| handles = [plt.Rectangle((0, 0), 1, 1, color=_FAMILY_COLOR[f]) |
| for f in seen_fams if f in _FAMILY_COLOR] |
| labels = [_FAMILY_DISPLAY[f] for f in seen_fams if f in _FAMILY_COLOR] |
| if handles: |
| fig.legend(handles, labels, ncol=min(len(handles), 4), |
| loc="lower center", bbox_to_anchor=(0.5, -0.01), |
| fontsize=8, frameon=False) |
| fig.suptitle( |
| "Per-task primary-metric leaderboard (mean across seeds; " |
| "error bars = bootstrap 95% CI)" if any_data |
| else "Per-task primary-metric leaderboard (no data)", |
| fontsize=11, |
| ) |
| fig.tight_layout(rect=[0, 0.03, 1, 0.97]) |
| return _save_fig(fig, output_path) |
|
|
|
|
| |
| |
| |
|
|
| |
| |
| |
|
|
| def fig_per_family_box(df: pd.DataFrame, output_path: Path) -> tuple[Path, Path]: |
| """One box-plot subplot per task; primary metric grouped by family.""" |
| tasks = list(panel.ALL_TASKS) |
| n_tasks = len(tasks) |
| ncols = 2 |
| nrows = (n_tasks + ncols - 1) // ncols |
| fig, axes = plt.subplots(nrows, ncols, figsize=(11, 2.4 * nrows + 1.0), |
| squeeze=False) |
| axes_flat = axes.flatten() |
|
|
| for k, t in enumerate(tasks): |
| ax = axes_flat[k] |
| view = _primary_view(df, t) |
| primary = _PRIMARY_METRIC_KEY[t] |
| if view.empty: |
| ax.set_axis_off() |
| ax.set_title(f"{t} — no records") |
| continue |
| |
| groups: list[tuple[str, np.ndarray]] = [] |
| for fam in _FAMILY_ORDER: |
| arr = view.loc[view["family"] == fam, "value"].to_numpy() |
| arr = arr[~np.isnan(arr)] |
| if arr.size: |
| groups.append((fam, arr)) |
| if not groups: |
| ax.set_axis_off() |
| ax.set_title(f"{t} — no data") |
| continue |
| positions = np.arange(len(groups)) |
| bp = ax.boxplot([g[1] for g in groups], positions=positions, widths=0.55, |
| patch_artist=True) |
| for box, (fam, _) in zip(bp["boxes"], groups): |
| box.set_facecolor(_FAMILY_COLOR.get(fam, "tab:gray")) |
| box.set_alpha(0.7) |
| for med in bp["medians"]: |
| med.set_color("black") |
| ax.set_xticks(positions) |
| ax.set_xticklabels([_FAMILY_DISPLAY[g[0]] for g in groups], |
| rotation=30, ha="right", fontsize=8) |
| ax.set_title(f"{t} ({primary})", fontsize=10) |
| ax.tick_params(axis="y", labelsize=8) |
|
|
| for k in range(len(tasks), len(axes_flat)): |
| axes_flat[k].set_axis_off() |
| fig.suptitle("Per-family primary-metric distribution by task", fontsize=11) |
| fig.tight_layout(rect=[0, 0.0, 1, 0.97]) |
| return _save_fig(fig, output_path) |
|
|
|
|
| |
| |
| |
|
|
| def fig_zs_vs_ft(df: pd.DataFrame, output_path: Path) -> tuple[Path, Path]: |
| """Single-panel bar chart comparing ZS vs FT on T1 for the LLM family.""" |
| fig, ax = plt.subplots(1, 1, figsize=(6.5, 4.0)) |
|
|
| if df.empty: |
| ax.text(0.5, 0.5, "no records", ha="center", va="center", |
| transform=ax.transAxes); ax.set_axis_off() |
| return _save_fig(fig, output_path) |
|
|
| sub = df[(df["task"] == "T1") & (df["metric_name"] == "mse")].copy() |
| sub["family"] = sub["method_family"].map(_canonical_family) |
| sub["display"] = sub["method_id"].map(_method_display) |
| sub["base_id"] = sub["method_id"].str.replace(r"_(zs|ft)$", "", regex=True) |
|
|
| |
| |
| |
| title, fam_pair = "LLM", ["llm", "llm_ft"] |
| zs = sub[sub["family"] == fam_pair[0]] |
| ft = sub[sub["family"] == fam_pair[1]] |
| if zs.empty and ft.empty: |
| ax.text(0.5, 0.5, f"{title}: no data", ha="center", va="center", |
| transform=ax.transAxes); ax.set_axis_off() |
| fig.suptitle("Zero-shot vs fine-tuned, T1 only", fontsize=11) |
| fig.tight_layout(rect=[0, 0, 1, 0.97]) |
| return _save_fig(fig, output_path) |
|
|
| zs_avg = (zs.groupby("base_id", as_index=False)["value"].mean() |
| .rename(columns={"value": "zs"})) |
| ft_avg = (ft.groupby("base_id", as_index=False)["value"].mean() |
| .rename(columns={"value": "ft"})) |
| merged = zs_avg.merge(ft_avg, on="base_id", how="outer") |
| if merged.empty: |
| ax.text(0.5, 0.5, f"{title}: no data", ha="center", va="center", |
| transform=ax.transAxes); ax.set_axis_off() |
| fig.suptitle("Zero-shot vs fine-tuned, T1 only", fontsize=11) |
| fig.tight_layout(rect=[0, 0, 1, 0.97]) |
| return _save_fig(fig, output_path) |
|
|
| merged = merged.sort_values("base_id").reset_index(drop=True) |
| x = np.arange(len(merged)) |
| w = 0.36 |
| ax.bar(x - w/2, merged["zs"].fillna(np.nan), width=w, |
| color=_FAMILY_COLOR[fam_pair[0]], label="ZS", |
| edgecolor="black", linewidth=0.4) |
| ax.bar(x + w/2, merged["ft"].fillna(np.nan), width=w, |
| color=_FAMILY_COLOR[fam_pair[1]], label="FT", |
| edgecolor="black", linewidth=0.4) |
| ax.set_xticks(x) |
| ax.set_xticklabels(merged["base_id"], rotation=30, ha="right", fontsize=8) |
| ax.set_title(f"{title} family — T1 MSE (lower = better)", fontsize=10) |
| ax.set_ylabel("MSE", fontsize=9) |
| ax.legend(fontsize=8, frameon=False) |
|
|
| fig.suptitle("Zero-shot vs fine-tuned, T1 only", fontsize=11) |
| fig.tight_layout(rect=[0, 0, 1, 0.97]) |
| return _save_fig(fig, output_path) |
|
|
|
|
| |
| |
| |
|
|
| ALL_FIGURES: tuple[str, ...] = ( |
| "panel_overview", |
| "primary_metric_per_task", |
| "per_family_box", |
| "zs_vs_ft", |
| ) |
|
|
|
|
| def render_all( |
| df: pd.DataFrame, |
| output_dir: Path, |
| *, |
| granularity: str = "daily", |
| quick: bool = False, |
| ) -> dict[str, tuple[Path, Path]]: |
| """Render every paper figure from the long-form aggregator output. |
| |
| *quick* downsamples the long-form input to the first 32 rows of each |
| (task, method) group to keep CI runs fast. |
| """ |
| output_dir = Path(output_dir) |
| output_dir.mkdir(parents=True, exist_ok=True) |
| out: dict[str, tuple[Path, Path]] = {} |
|
|
| if quick and not df.empty: |
| df = ( |
| df.groupby(["task", "method_id"], as_index=False, group_keys=False) |
| .head(32) |
| ) |
|
|
| out["panel_overview"] = fig_panel_overview(df, output_dir / "fig_panel_overview") |
| out["primary_metric_per_task"] = fig_primary_metric_per_task( |
| df, output_dir / "fig_primary_metric_per_task") |
| out["per_family_box"] = fig_per_family_box(df, output_dir / "fig_per_family_box") |
| out["zs_vs_ft"] = fig_zs_vs_ft(df, output_dir / "fig_zs_vs_ft") |
| return out |
|
|
|
|
| def _df_from_glob(input_glob: str) -> pd.DataFrame: |
| paths = [Path(p) for p in sorted(glob.glob(input_glob))] |
| records, n_skip, n_mig = _load_records(paths) |
| logger.info("loaded %d records (%d non-ok, %d migrated v1->v2)", |
| len(records), n_skip, n_mig) |
| return _records_to_long_df(records) |
|
|
|
|
| def main(argv: list[str] | None = None) -> int: |
| parser = argparse.ArgumentParser(description=__doc__) |
| parser.add_argument( |
| "--results-glob", type=str, |
| default=str(Path(__file__).resolve().parent / "results" / "canon_*.json"), |
| help="Glob pointing to RunRecord JSON files.", |
| ) |
| parser.add_argument( |
| "--output-dir", type=Path, |
| default=Path(__file__).resolve().parent / "paper_artifacts" / "figures", |
| help="Directory to write fig_*.pdf / fig_*.png pairs.", |
| ) |
| parser.add_argument( |
| "--granularity", default="daily", |
| choices=["daily", "weekly", "monthly"], |
| ) |
| parser.add_argument( |
| "--quick", action="store_true", |
| help="Downsample long-form input for faster CI runs.", |
| ) |
| args = parser.parse_args(argv) |
|
|
| logging.basicConfig(level=logging.INFO, format="%(levelname)s %(message)s") |
| df = _df_from_glob(args.results_glob) |
| out = render_all(df, args.output_dir, granularity=args.granularity, quick=args.quick) |
| for name, (pdf, png) in out.items(): |
| logger.info("wrote %s -> %s", name, pdf) |
| return 0 |
|
|
|
|
| if __name__ == "__main__": |
| import sys |
| sys.exit(main()) |
|
|