import pandas as pd from training.types import ( ModelOverTime, TransformationsOverTime, PredictionsSeries, ProbabilitiesDataFrame, ) from utils.helpers import get_first_valid_return_index from tqdm import tqdm from typing import Optional from data_loader.types import XDataFrame from tqdm import tqdm def walk_forward_inference_batched( model_name: str, model_over_time: ModelOverTime, transformations_over_time: TransformationsOverTime, X: XDataFrame, expanding_window: bool, window_size: int, retrain_every: int, class_labels: list[int], from_index: Optional[pd.Timestamp], ) -> tuple[PredictionsSeries, ProbabilitiesDataFrame]: predictions = pd.Series(index=X.index, dtype="object").rename(model_name) probabilities = pd.DataFrame( index=X.index, columns=[str(label) for label in class_labels] ) inference_from = ( max( get_first_valid_return_index(model_over_time), get_first_valid_return_index(X.iloc[:, 0]), ) if from_index is None else X.index.to_list().index(from_index) ) inference_till = X.shape[0] first_model = model_over_time[inference_from] if first_model.only_column is not None: X = X[[column for column in X.columns if first_model.only_column in column]] if first_model.data_transformation == "original": transformations_over_time = [] batch_indices = ( range(inference_from, inference_till, retrain_every) if inference_till - inference_from > retrain_every else [inference_from] ) batched_results = [ __inference_from_window( index, index + retrain_every, X, model_over_time, transformations_over_time, ) for index in tqdm(batch_indices) ] for batch in batched_results: for index, prediction, probs in batch: predictions[X.index[index]] = prediction probabilities.loc[X.index[index]] = probs return predictions, probabilities def __inference_from_window( index_start: int, index_end: int, X: XDataFrame, model_over_time: ModelOverTime, transformations_over_time: TransformationsOverTime, ) -> list[tuple[int, float, pd.Series]]: current_model = model_over_time[X.index[index_start]] current_transformations = [ transformation_over_time[X.index[index_start]] for transformation_over_time in transformations_over_time ] input_data = X.iloc[index_start:index_end] for transformation in current_transformations: input_data = transformation.transform(input_data) input_data = input_data.to_numpy() predictions = current_model.predict(input_data) probs = current_model.predict_proba(input_data) results = [ (index_start + index, predictions[index], probs[index]) for index in range(len(predictions)) ] return results