Multivariate detector

sigllm/primitives/forecasting/huggingface.py

@@ -14,6 +14,7 @@
 DEFAULT_PAD_TOKEN = '<pad>'
 
 VALID_NUMBERS = list('0123456789')
+VALID_MULTIVARIATE_SYMBOLS = []
 
 DEFAULT_MODEL = 'mistralai/Mistral-7B-Instruct-v0.2'
 
@@ -53,6 +54,7 @@ def __init__(
         raw=False,
         samples=1,
         padding=0,
+        multivariate_allowed_symbols = [],
     ):
         self.name = name
         self.sep = sep
@@ -62,6 +64,7 @@ def __init__(
         self.raw = raw
         self.samples = samples
         self.padding = padding
+        self.multivariate_allowed_symbols = multivariate_allowed_symbols
 
         self.tokenizer = AutoTokenizer.from_pretrained(self.name, use_fast=False)
 
@@ -85,6 +88,9 @@ def __init__(
             token = self.tokenizer.convert_tokens_to_ids(number)
             valid_tokens.append(token)
 
+        for symbol in self.multivariate_allowed_symbols:
+            valid_tokens.append(self.tokenizer.convert_tokens_to_ids(symbol))
+
         valid_tokens.append(self.tokenizer.convert_tokens_to_ids(self.sep))
         self.invalid_tokens = [
             [i] for i in range(len(self.tokenizer) - 1) if i not in valid_tokens
@@ -116,7 +122,7 @@ def forecast(self, X, **kwargs):
             tokenized_input = self.tokenizer([text], return_tensors='pt').to('cuda')
 
             input_length = tokenized_input['input_ids'].shape[1]
-            average_length = input_length / len(text.split(','))
+            average_length = input_length / len(text.split(self.sep))
             max_tokens = (average_length + self.padding) * self.steps
 
             generate_ids = self.model.generate(

sigllm/primitives/formatting/__init__.py

@@ -0,0 +1,21 @@
+"""Multivariate formatting methods for time series data."""
+
+from sigllm.primitives.formatting.multivariate_formatting import MultivariateFormattingMethod
+from sigllm.primitives.formatting.json_format import JSONFormat
+from sigllm.primitives.formatting.univariate_control import UnivariateControl
+from sigllm.primitives.formatting.persistence_control import PersistenceControl
+from sigllm.primitives.formatting.value_concatenation import ValueConcatenation
+from sigllm.primitives.formatting.value_interleave import ValueInterleave
+from sigllm.primitives.formatting.digit_interleave import DigitInterleave
+
+__all__ = [
+    'MultivariateFormattingMethod',
+    'JSONFormat',
+    'UnivariateControl',
+    'PersistenceControl',
+    'ValueConcatenation',
+    'ValueInterleave',
+    'DigitInterleave',
+]
+
+

sigllm/primitives/formatting/digit_interleave.py

@@ -0,0 +1,72 @@
+from .multivariate_formatting import MultivariateFormattingMethod
+import numpy as np
+
+
+class DigitInterleave(MultivariateFormattingMethod):
+    def __init__(self, verbose: bool = False, **kwargs):
+        super().__init__("digit_interleave", verbose=verbose, **kwargs)
+
+
+    def format_as_string(self, data: np.ndarray, digits_per_timestamp = 3, separator = ",") -> str:     
+        max_digits = max(len(str(abs(int(v)))) for window in data for ts in window for v in ts)
+        width_used = max(digits_per_timestamp, max_digits)
+        self.metadata['width_used'] = width_used
+
+        def interleave_digits(timestamp):
+            str_values = [str(int(val)) for val in timestamp]
+            padded_values = [s.zfill(width_used) for s in str_values]
+            result_str = ''
+            for digit_pos in range(width_used):
+                for padded_val in padded_values:
+                    result_str += padded_val[digit_pos]
+
+            return result_str
+
+        result = [
+            separator.join(interleave_digits(timestamp) for timestamp in window) + separator
+            for window in data
+        ]
+        return result
+
+
+    def format_as_integer(self, data: list[str], separator = ",", trunc = None, digits_per_timestamp = 3) -> np.ndarray:
+        width_used = self.metadata['width_used']
+
+        def deinterleave_timestamp(interleaved_str):
+            """Convert interleaved digits back to original values"""
+            total_digits = len(interleaved_str)
+            num_values = total_digits // width_used
+
+            values = []
+            for value_idx in range(num_values):
+                value_digits = []
+                for digit_pos in range(width_used):
+                    pos = digit_pos * num_values + value_idx
+                    if pos < total_digits:
+                        value_digits.append(interleaved_str[pos])
+
+                if value_digits:
+                    values.append(int(''.join(value_digits)))
+
+            return np.array(values)[:trunc] if trunc else np.array(values)
+
+        result = np.array([
+            [
+                deinterleave_timestamp(timestamp)
+                for sample in entry
+                for timestamp in sample.lstrip(separator).rstrip(separator).split(separator)[:trunc]
+                if timestamp.strip()
+            ]
+            for entry in data
+        ], dtype=object)
+        return result
+
+
+
+if __name__ == "__main__":
+    method = DigitInterleave(digits_per_timestamp=3)
+    method.test_multivariate_formatting_validity(verbose=False)
+    errs, y_hat, y = method.run_pipeline(return_y_hat=True)
+    print(errs)
+    print(y_hat)
+    print(y)

sigllm/primitives/formatting/json_format.py

@@ -0,0 +1,48 @@
+from .multivariate_formatting import MultivariateFormattingMethod
+import numpy as np
+import re
+
+class JSONFormat(MultivariateFormattingMethod):
+    def __init__(self, verbose: bool = False, **kwargs):
+        super().__init__("json_format", verbose=verbose, **kwargs)
+
+    def format_as_string(self, data: np.ndarray, separator = ",") -> str:
+        def window_to_json(data):
+            rows = []
+            for row in data:
+                parts = [f"d{i}:{val}" for i, val in enumerate(row)]
+                rows.append(",".join(parts))
+            return ",".join(rows)
+
+        out = [window_to_json(window) for window in data]
+        return out
+
+
+    def format_as_integer(self, data, trunc=None):
+        batch_rows = []
+        for window in data:
+            samples = []
+            for sample in window:
+                tokens = re.findall(r'd\d+:\d+', sample)
+                flat, current = [], []
+                for token in tokens:
+                    key, val = token.split(":")
+                    if key == "d0" and current:
+                        flat.extend(current)
+                        current = []
+                    current.append(int(val))
+                if current:
+                    flat.extend(current)
+                if trunc:
+                    flat = flat[:trunc]
+                samples.append(flat)
+            batch_rows.append(samples)
+        return np.array(batch_rows, dtype=object)
+
+
+
+
+if __name__ == "__main__":
+    method = JSONFormat()
+    method.test_multivariate_formatting_validity(verbose=False)
+    method.run_pipeline(multivariate_allowed_symbols=["d", ":", ","])

sigllm/primitives/formatting/multivariate_formatting.py

@@ -0,0 +1,161 @@
+import numpy as np
+from mlblocks import MLPipeline
+import pandas as pd
+
+class MultivariateFormattingMethod:
+    def __init__(self, method_name: str, verbose: bool = False, **kwargs):
+        self.method_name = method_name
+        self.config = kwargs
+        self.metadata = {}
+        self.verbose = verbose
+
+        if self.method_name != "persistence_control":
+            self.test_multivariate_formatting_validity(verbose=verbose)
+
+
+    def format_as_string(self, data: np.ndarray, **kwargs) -> str:
+        raise NotImplementedError()
+
+
+    def format_as_integer(self, data: str, **kwargs) -> np.ndarray:
+        raise NotImplementedError()
+
+
+    def normalize_data(self, df: pd.DataFrame) -> pd.DataFrame:
+        ts = df[["timestamp"]]
+        vals = df.drop(columns=["timestamp"])
+        normed = (vals - vals.mean(axis=0)) / vals.std(axis=0)
+        return pd.concat([ts, normed], axis=1)[df.columns] 
+
+
+    @staticmethod
+    def create_test_data(N = 25):
+        x1 = np.linspace(10, 9+N, N) / 100
+        x2 = np.array([i % 2 for i in range(N)])
+        x3 = np.linspace(N+40, 41, N) / 100
+
+        return pd.DataFrame({
+            'timestamp': np.linspace(0, 3600*(N-1), N),
+            'x1': x1,
+            'x2': x2,
+            'x3': x3,
+        })
+
+
+    def run_pipeline(self, data=create_test_data(), 
+                            interval=3600, 
+                            window_size=15, 
+                            verbose=True, 
+                            samples=7, 
+                            normalize=False, 
+                            temp=0.1, 
+                            return_y_hat = False, 
+                            multivariate_allowed_symbols = [],
+                            pipeline_name = 'mistral_detector',
+                            stride = 1,
+                            n_clusters = 2,
+                            strategy = 'binning'):
+        pipeline = MLPipeline(pipeline_name)
+        digits_per_timestamp = self.config.get('digits_per_timestamp', 2)
+
+        test_hyperparameters = {
+            "mlstars.custom.timeseries_preprocessing.time_segments_aggregate#1": {
+                "interval": interval
+            },
+            "sigllm.primitives.forecasting.custom.rolling_window_sequences#1": {
+                "target_column": 0,
+                "window_size": window_size,
+                "target_size": 1,
+                "step_size": stride,
+            },
+            "sigllm.primitives.forecasting.huggingface.HF#1": {
+                "samples": samples,
+                "temp": temp,
+                "multivariate_allowed_symbols": multivariate_allowed_symbols,
+            },
+        }
+
+        if strategy == 'binning':
+            test_hyperparameters["sigllm.primitives.transformation.Float2Scalar#1"] = {
+                "strategy": "binning",
+                "n_clusters": n_clusters,
+            }
+
+        elif strategy == 'scaling':
+            test_hyperparameters["sigllm.primitives.transformation.Float2Scalar#1"] = {
+                "strategy": "scaling",
+                "decimal": digits_per_timestamp,
+                "rescale": True,
+            }
+        else:
+            raise ValueError(f"Invalid strategy: {strategy}")
+
+        pipeline.set_hyperparameters(test_hyperparameters)
+        if normalize:
+            data = self.normalize_data(data)
+        context = pipeline.fit(data, start_=0, output_=3)
+        context['X'] = self.format_as_string(context['X'], **self.config)
+
+        if self.method_name == "persistence_control":
+            context['y_hat'] = context['X']
+
+        else:
+            context = pipeline.fit(**context, start_=5, output_=5)
+
+        if verbose:
+            print(f"y_hat example: {context['y_hat'][0][0]}")
+
+        context['y_hat'] = self.format_as_integer(context['y_hat'], trunc=1)
+        if verbose:
+            print(f"y_hat example: {context['y_hat'][0][0]}")
+        context = pipeline.fit(**context, start_=7, output_=10)
+
+        errors = np.round(context['errors'], 7)
+        MAE = np.mean(abs(errors))
+
+        if verbose:
+            print(f"y_hat: {context['y_hat']}")
+            print(f"y: {context['y']}")
+            print(f"errors: {errors}")
+
+        if return_y_hat:
+            return errors, context['y_hat'], context['y']
+        else:
+            return errors
+
+
+    def test_multivariate_formatting_validity(self, data=None, verbose=False):
+        if verbose:
+            print("Testing multivariate formatting method validity")
+
+        if data is None:
+            raw_data = np.array(self.create_test_data())[:, 1:]
+            windowed_data = np.array([raw_data[i:i+15,:] for i in range(0, len(raw_data)-15, 1)])
+            data = (1000 * windowed_data).astype(int)
+            if verbose:
+                print(data.shape)
+
+        string_data = self.format_as_string(data, **self.config)
+        LLM_mock_output = np.array(string_data).reshape(-1, 1)
+        if verbose:
+            print(LLM_mock_output)
+        integer_data = self.format_as_integer(LLM_mock_output, **self.config)
+        if verbose:
+            print(f"Format as string output: {string_data}")
+
+        assert isinstance(string_data, list)
+        assert isinstance(string_data[0], str)
+        assert isinstance(integer_data, np.ndarray)
+
+        if self.method_name == "univariate_control":
+            assert np.all(integer_data.flatten() == data[:, :, 0].flatten())
+        else:
+            assert np.all(integer_data.flatten() == data.flatten())
+
+        if verbose:
+            print("Validation suite passed")
+
+
+if __name__ == "__main__":
+    method = MultivariateFormattingMethod(method_name="test")
+    print(method.normalize_data(method.create_test_data()))

sigllm/primitives/formatting/persistence_control.py

@@ -0,0 +1,27 @@
+from .multivariate_formatting import MultivariateFormattingMethod
+import numpy as np
+
+
+class PersistenceControl(MultivariateFormattingMethod):
+    def __init__(self, verbose: bool = False, **kwargs):
+        super().__init__("persistence_control", verbose=verbose, **kwargs)
+
+    def format_as_string(self, data: np.ndarray, separator = ",") -> str:
+        result = []
+        for row in data[:, :, 0]:
+            result.append(separator.join(map(str, row.flatten())))
+        return result
+
+    def format_as_integer(self, data: list[str], separator = ",", trunc = None) -> np.ndarray:
+        result = [
+            [np.array([int(x) for x in entry.lstrip(separator).split(separator) if x])[-1:]]
+            for entry in data
+        ]
+        out = np.array(result, dtype=object)
+        return out
+
+
+
+if __name__ == "__main__":
+    method = PersistenceControl()
+    method.run_pipeline(stride=5)