# %% import pandas as pd from itertools import product def get_state_vect_cols(prefix=''): if prefix: prefix += '_' vectors = ['r', 'v'] components = ['x', 'y', 'z'] col_names = [f'{prefix}{v}_{c}' for v, c in product(vectors, components)] return col_names # %% df = pd.read_parquet("data.pq") # %% from sklearn.model_selection import train_test_split feature_cols = ['elapsed_seconds' ] + get_state_vect_cols('pred') + get_state_vect_cols('start') target_cols = get_state_vect_cols('err') X = df[feature_cols] y = df[target_cols] data_keys = ['X_train', 'X_test', 'y_train', 'y_test'] data_vals = train_test_split(X, y, test_size=0.2) train_test_data = dict(zip(data_keys, data_vals)) # %% from sklearn.utils.validation import check_X_y import joblib from catboost import CatBoostRegressor def train_model(): X, ys = train_test_data['X_train'], train_test_data['y_train'] check_X_y(X, ys, multi_output=True) models = {} for target_col in ys.columns: y1 = ys[target_col] print(X.shape, y1.shape) reg = CatBoostRegressor() reg.fit(X, y1) models[target_col] = reg print(target_col) joblib.dump(models, f"models/{CatBoostRegressor.__name__}.model") # train_model() # %% from sklearn import metrics def eval_model(): models = joblib.load(f"models/{CatBoostRegressor.__name__}.model") X, ys = train_test_data['X_test'], train_test_data['y_test'] evals = [] for target_col, reg in models.items(): y_hat = reg.predict(X) # fake y = ys[target_col] # real dy = (y - y_hat).abs() rmse = metrics.mean_squared_error(y, y_hat, squared=False) r2 = metrics.r2_score(y, y_hat) eval_dict = { 'Error': target_col, 'RMSE': rmse, 'R^2': r2, "err_max": dy.max(), "err_min": dy.min(), "err_mean": dy.mean(), } evals.append(eval_dict) print(pd.DataFrame(evals)) eval_model() # %%