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refactor: AFHMM & AFHMM+SAC: split disaggregate_thread function into …
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…the constraints setup and the actual minimization
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@levaphenyl
levaphenyl committed May 16, 2021
1 parent 4dab5d0 commit a0610f4
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180 changes: 83 additions & 97 deletions nilmtk_contrib/disaggregate/afhmm.py
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Original file line number Diff line number Diff line change
Expand Up @@ -66,114 +66,100 @@ def partial_fit(self, train_main, train_appliances, **load_kwargs):

print ("{}: Finished training".format(self.MODEL_NAME))

def disaggregate_thread(self, test_mains,index,d):
means_vector = self.means_vector
pi_s_vector = self.pi_s_vector
means_vector = self.means_vector
transmat_vector = self.transmat_vector

sigma = 100*np.ones((len(test_mains),1))
flag = 0

for epoch in range(6):
# The alernative minimization
if epoch%2==1:
usage = np.zeros((len(test_mains)))
for appliance_id in range(self.num_appliances):
app_usage= np.sum(s_[appliance_id]@means_vector[appliance_id],axis=1)
usage+=app_usage
sigma = (test_mains.flatten() - usage.flatten()).reshape((-1,1))
sigma = np.where(sigma<1,1,sigma)
def setup_cvx_constraints(self, n_samples, n_appliances):
cvx_state_vectors = [
cvx.Variable(
shape=( n_samples, self.default_num_states ),
name="state_vec-{}".format(i)
)
for i in range(n_appliances)
]
constraints = []
for stv in cvx_state_vectors:
# State vector values are ranged.
constraints += [ stv >= 0, stv <= 1 ]
# Sum of states equals 1.
for t in range(n_samples):
constraints.append(cvx.sum(stv[t]) == 1)
# Create variable matrices for each appliance, for each sample.
cvx_variable_matrices = [
[
cvx.Variable(
shape=( self.default_num_states, self.default_num_states ),
name="variable_matrix-{}-{}".format(i, t)
)
for t in range(n_samples)
]
for i in range(n_appliances)
]
for i, appli_varmats in enumerate(cvx_variable_matrices):
for t, varmat in enumerate(appli_varmats):
# Assign range constraints to variable matrices.
constraints += [ varmat >= 0, varmat <= 1 ]
# Assign equality constraints with state vectors.
constraints += [
cvx.sum(varmat[l]) == cvx_state_vectors[i][t-1][l]
for l in range(self.default_num_states)
]
constraints += [
cvx.sum((varmat.T)[l]) == cvx_state_vectors[i][t][l]
for l in range(self.default_num_states)
]

return cvx_state_vectors, constraints, cvx_variable_matrices

def disaggregate_thread(self, test_mains):
n_epochs = 6 # don't put in __init__, those are inference epochs!
n_samples = len(test_mains)
sigma = 100*np.ones(( n_samples, 1 ))
cvx_state_vectors, constraints, cvx_varmats = self.setup_cvx_constraints(
n_samples, len(self.means_vector))
# Preparing first terms of the objective function.
term_1 = 0
term_2 = 0
total_appli_energy = np.zeros_like(test_mains)
for i, (appli_name, means) in enumerate(self.means_vector.items()):
total_appli_energy += cvx_state_vectors[i]@means
appli_varmats = cvx_varmats[i]
transmat = self.transmat_vector[appli_name]
for varmat in appli_varmats:
term_1 -= cvx.sum(cvx.multiply(varmat, np.log(transmat)))

first_hot_state = cvx_state_vectors[i][0]
transition_p = self.pi_s_vector[appli_name]
term_2 -= cvx.sum(cvx.multiply(first_hot_state, np.log(transition_p)))

for epoch in range(n_epochs):
if epoch % 2:
# Alernative minimization on odd epochs.
usage = np.zeros(( n_samples, ))
for i, (appli_name, means) in enumerate(self.means_vector.items()):
usage += np.sum(s_[i]@means, axis=1)
sigma = (test_mains.flatten() - usage.flatten()).reshape(( -1, 1 ))
sigma = np.where(sigma < 1, 1, sigma)
else:
if flag==0:
constraints = []
cvx_state_vectors = []
cvx_variable_matrices = []
delta = cvx.Variable(shape=(len(test_mains),1), name='delta_t')
for appliance_id in range(self.num_appliances):
state_vector = cvx.Variable(
shape=(len(test_mains), self.default_num_states),
name='state_vec-%s'%(appliance_id)
)
cvx_state_vectors.append(state_vector)
# Enforcing that their values are ranged
constraints+=[cvx_state_vectors[appliance_id]>=0]
constraints+=[cvx_state_vectors[appliance_id]<=1]
# Enforcing that sum of states equals 1
for t in range(len(test_mains)): # 6c
constraints+=[cvx.sum(cvx_state_vectors[appliance_id][t])==1]
# Creating Variable matrices for every appliance
appliance_variable_matrix = []
for t in range(len(test_mains)):
matrix = cvx.Variable(
shape=(self.default_num_states, self.default_num_states),
name='variable_matrix-%s-%d'%(appliance_id,t)
)
appliance_variable_matrix.append(matrix)
cvx_variable_matrices.append(appliance_variable_matrix)
# Enforcing that their values are ranged
for t in range(len(test_mains)):
constraints+=[cvx_variable_matrices[appliance_id][t]>=0]
constraints+=[cvx_variable_matrices[appliance_id][t]<=1]
# Constraint 6e
for t in range(0,len(test_mains)): # 6e
for i in range(self.default_num_states):
constraints+=[cvx.sum(((cvx_variable_matrices[appliance_id][t]).T)[i]) == cvx_state_vectors[appliance_id][t][i]]
# Constraint 6d
for t in range(1,len(test_mains)): # 6d
for i in range(self.default_num_states):
constraints+=[
cvx.sum(cvx_variable_matrices[appliance_id][t][i]) == cvx_state_vectors[appliance_id][t-1][i]
]

total_observed_reading = np.zeros((test_mains.shape))
# Total observed reading equals the sum of each appliance
for appliance_id in range(self.num_appliances):
total_observed_reading+=cvx_state_vectors[appliance_id]@means_vector[appliance_id]

# Loss function to be minimized
term_1 = 0
term_2 = 0
for appliance_id in range(self.num_appliances):
# First loop is over appliances
variable_matrix = cvx_variable_matrices[appliance_id]
transmat = transmat_vector[appliance_id]
# Next loop is over different time-stamps
for matrix in variable_matrix:
term_1-=cvx.sum(cvx.multiply(matrix,np.log(transmat)))
one_hot_states = cvx_state_vectors[appliance_id]
pi = pi_s_vector[appliance_id]
# The expression involving start states
first_one_hot_states = one_hot_states[0]
term_2-= cvx.sum(cvx.multiply(first_one_hot_states,np.log(pi)))
flag = 1

expression = 0
# Primary minimization on even epochs.
term_3 = 0
term_4 = 0
for t in range(n_samples):
term_3 += .5 * (np.log(sigma[t]**2))
term_4 += .5 * ((test_mains[t][0] - total_appli_energy[t][0])**2 / (sigma[t]**2))

for t in range(len(test_mains)):
term_4+= .5 * ((test_mains[t][0] - total_observed_reading[t][0])**2 / (sigma[t]**2))
term_3+= .5 * (np.log(sigma[t]**2))

expression = term_1 + term_2 + term_3 + term_4
expression = cvx.Minimize(expression)
prob = cvx.Problem(expression, constraints,)
prob.solve(solver=cvx.SCS,verbose=False,warm_start=True)
objective = cvx.Minimize(term_1 + term_2 + term_3 + term_4)
prob = cvx.Problem(objective, constraints)
prob.solve(solver=cvx.SCS, verbose=False, warm_start=True)
s_ = [
np.zeros((len(test_mains), self.default_num_states)) if i.value is None
np.zeros((n_samples, self.default_num_states)) if i.value is None
else i.value
for i in cvx_state_vectors
]

prediction_dict = {}
for appliance_id in range(self.num_appliances):
app_name = self.appliances[appliance_id]
app_usage= np.sum(s_[appliance_id]@means_vector[appliance_id],axis=1)
prediction_dict[app_name] = app_usage.flatten()
for i, (appli_name, means) in enumerate(self.means_vector.items()):
app_usage = np.sum(s_[i]@means, axis=1)
prediction_dict[appli_name] = app_usage.flatten()

# Store the result in the index corresponding to the thread.
d[index] = pd.DataFrame(prediction_dict,dtype='float32')
return pd.DataFrame(prediction_dict, dtype="float32")

@nilmtk.docinherit.doc_inherit
def disaggregate_chunk(self, test_mains):
Expand Down
129 changes: 8 additions & 121 deletions nilmtk_contrib/disaggregate/afhmm_sac.py
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Original file line number Diff line number Diff line change
@@ -1,6 +1,4 @@
import cvxpy as cvx
import numpy as np
import pandas as pd

from nilmtk_contrib.disaggregate import AFHMM

Expand All @@ -14,124 +12,13 @@ def __init__(self, params):
super().__init__(params)
self.MODEL_NAME = 'AFHMM_SAC'

def disaggregate_thread(self, test_mains,index,d):
means_vector = self.means_vector
pi_s_vector = self.pi_s_vector
means_vector = self.means_vector
transmat_vector = self.transmat_vector
sigma = 100*np.ones((len(test_mains),1))
flag = 0
for epoch in range(6):
if epoch%2==1:
# The alernative Minimization
usage = np.zeros((len(test_mains)))
for appliance_id in range(self.num_appliances):
app_usage= np.sum(s_[appliance_id]@means_vector[appliance_id],axis=1)
usage+=app_usage
sigma = (test_mains.flatten() - usage.flatten()).reshape((-1,1))
sigma = np.where(sigma<1,1,sigma)
else:
if flag==0:
constraints = []
cvx_state_vectors = []
cvx_variable_matrices = []
delta = cvx.Variable(shape=(len(test_mains),1), name='delta_t')
def setup_cvx_constraints(self, n_samples, n_appliances):
cvx_state_vectors, constraints, cvx_variable_matrices = super().setup_cvx_constraints(n_samples, n_appliances)
# Constraints on signal aggregates.
for i, (appli_name, signal_aggregate) in enumerate(self.signal_aggregates.items()):
appliance_usage = cvx_state_vectors[i]@self.means_vector[appli_name]
total_appliance_usage = cvx.sum(appliance_usage)
constraints.append(total_appliance_usage <= signal_aggregate)

for appliance_id in range(self.num_appliances):
state_vector = cvx.Variable(
shape=(len(test_mains),
self.default_num_states),
name='state_vec-%s'%(appliance_id)
)
cvx_state_vectors.append(state_vector)
# Enforcing that their values are ranged
constraints+=[cvx_state_vectors[appliance_id]>=0]
constraints+=[cvx_state_vectors[appliance_id]<=1]
# Enforcing that sum of states equals 1
for t in range(len(test_mains)): # 6c
constraints+=[cvx.sum(cvx_state_vectors[appliance_id][t])==1]

# Creating Variable matrices for every appliance
appliance_variable_matrix = []
for t in range(len(test_mains)):
matrix = cvx.Variable(
shape=(self.default_num_states, self.default_num_states),
name='variable_matrix-%s-%d'%(appliance_id,t)
)
appliance_variable_matrix.append(matrix)

cvx_variable_matrices.append(appliance_variable_matrix)
# Enforcing that their values are ranged
for t in range(len(test_mains)):
constraints+=[cvx_variable_matrices[appliance_id][t]>=0]
constraints+=[cvx_variable_matrices[appliance_id][t]<=1]

# Constraint 6e
for t in range(0,len(test_mains)): # 6e
for i in range(self.default_num_states):
constraints += [
cvx.sum(((cvx_variable_matrices[appliance_id][t]).T)[i]) == cvx_state_vectors[appliance_id][t][i]
]

# Constraint 6d
for t in range(1,len(test_mains)): # 6d
for i in range(self.default_num_states):
constraints += [
cvx.sum(cvx_variable_matrices[appliance_id][t][i]) == cvx_state_vectors[appliance_id][t-1][i]
]

for appliance_id in range(self.num_appliances):
appliance_usage = cvx_state_vectors[appliance_id]@means_vector[appliance_id]
total_appliance_usage = cvx.sum(appliance_usage)
constraints += [
total_appliance_usage <= self.signal_aggregates[self.appliances[appliance_id]]
]

# Second order cone constraints
total_observed_reading = np.zeros((test_mains.shape))
for appliance_id in range(self.num_appliances):
total_observed_reading += cvx_state_vectors[appliance_id]@means_vector[appliance_id]
flag=1
term_1 = 0
term_2 = 0

for appliance_id in range(self.num_appliances):
# First loop is over appliances
variable_matrix = cvx_variable_matrices[appliance_id]
transmat = transmat_vector[appliance_id]
# Next loop is over different time-stamps
for matrix in variable_matrix:
term_1-=cvx.sum(cvx.multiply(matrix,np.log(transmat)))
one_hot_states = cvx_state_vectors[appliance_id]
pi = pi_s_vector[appliance_id]
# The expression involving start states
first_one_hot_states = one_hot_states[0]
term_2-= cvx.sum(cvx.multiply(first_one_hot_states,np.log(pi)))

flag = 1

expression = 0
term_3 = 0
term_4 = 0
for t in range(len(test_mains)):
term_4+= .5 * ((test_mains[t][0] - total_observed_reading[t][0])**2 / (sigma[t]**2))
term_3+= .5 * (np.log(sigma[t]**2))

expression = term_1 + term_2 + term_3 + term_4
expression = cvx.Minimize(expression)
prob = cvx.Problem(expression, constraints)
prob.solve(solver=cvx.SCS,verbose=False, warm_start=True)
s_ = [
np.zeros((len(test_mains), self.default_num_states)) if i.value is None
else i.value
for i in cvx_state_vectors
]

prediction_dict = {}
for appliance_id in range(self.num_appliances):
app_name = self.appliances[appliance_id]
app_usage= np.sum(s_[appliance_id]@means_vector[appliance_id],axis=1)
prediction_dict[app_name] = app_usage.flatten()

d[index] = pd.DataFrame(prediction_dict,dtype='float32')
return cvx_state_vectors, constraints, cvx_variable_matrices

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