#' @include sim_class.R generics.R model_helper.R
NULL
#' Validity Checker for multinom_sim Object
#'
#' @param object A multinom_sim object
#' @return \code{TRUE} if the input sim object is valid, vector of error messages otherwise.
#' @keywords internal
check_valid_multinom_sim <- function(object) {
errors <- character()
window_type_choices <- c("max", "avg", "min", "sd", "median")
if (length(object@window_size_for_reg) != 1) {
msg <- paste0("window_size_for_reg must be one of ", paste(window_type_choices, collapse = " "))
errors <- c(errors, msg)
}
if (length(object@window_type_for_reg) != 1 | is.na(object@window_type_for_reg) | all(object@window_type_for_reg != window_type_choices)) {
msg <- paste0("window_type_for_reg must be one of ", paste(window_type_choices, collapse = " "))
errors <- c(errors, msg)
}
if (any(is.na(object@state_num)) | any(object@state_num %% 1 != 0) | any(object@state_num <= 0)) {
msg <- paste0("state_num must only consist positive integers.")
errors <- c(errors, msg)
}
if (length(errors) == 0) {
return(TRUE)
} else {
return(errors)
}
}
#' @rdname sim-class
#' @param state_num A numeric number that represents the number of states in Multinomial chain. Default value is \code{8}.
#' @param cluster_type A character that represents how each state is partitioned. It can only be either \code{"fixed"} for fixed partitioning from \code{0} to \code{100}, or \code{"quantile"} for dynamic partitioning from minimum value to maximum value using quantiles. Default value is \code{"fixed"}.
#' @export multinom_sim
multinom_sim <- setClass("multinom_sim",
slots = list(window_size_for_reg = "numeric",
window_type_for_reg = "character",
state_num = "numeric",
train_args = "list"),
prototype = list(window_size_for_reg = 12,
window_type_for_reg = "avg",
name = "MULTINOM",
state_num = 8,
train_args = list(),
probability_function = find_state_based_cdf,
probability_expectation = find_expectation_state_based_dist,
probability_mean_shift = find_shifted_state_based_dist),
contains = "sim",
validity = check_valid_multinom_sim)
#' @describeIn train_model Train Multinomial Model specific to multinom_sim object.
setMethod("train_model",
signature(object = "multinom_sim", train_x = "matrix", train_xreg = "list", trained_model = "list"),
function(object, train_x, train_xreg, trained_model) {
new_train_x <- convert_frequency_dataset(stats::setNames(train_x[(max(object@window_size_for_reg, object@window_size) + (object@extrap_step - 1) * object@window_size + 1):nrow(train_x),1], rownames(train_x)[(max(object@window_size_for_reg, object@window_size) + (object@extrap_step - 1) * object@window_size + 1):length(train_x)]),
object@window_size,
object@response,
keep.names = TRUE,
right.aligned = TRUE)
new_train_xreg <- do.call(cbind, lapply(1:length(train_xreg), function(reg) {
temp_reg <- train_xreg[[reg]]
as.matrix(convert_frequency_dataset_overlapping(stats::setNames(temp_reg[1:(nrow(temp_reg) - object@window_size * object@extrap_step),1], rownames(temp_reg)[1:(nrow(temp_reg) - object@window_size * object@extrap_step)]),
ifelse(length(object@window_size_for_reg) == 1, object@window_size_for_reg, object@window_size_for_reg[reg]),
ifelse(length(object@window_type_for_reg) == 1, object@window_type_for_reg, object@window_type_for_reg[reg]),
keep.names = TRUE,
jump = object@window_size,
right.aligned = TRUE,
length.out = length(new_train_x)))
}))
colnames(new_train_xreg) <- names(train_xreg)
num_cores_usage <- sapply(new_train_x, find_state_num, "fixed", object@state_num)
naive_dist <- sapply(1:object@state_num, function(i) {
sum(num_cores_usage == i) / length(num_cores_usage)
})
naive_dist <- stats::setNames(as.data.frame(matrix(naive_dist, nrow = 1)),
paste0("prob_dist.", 1:object@state_num))
args.method <- list("data" = cbind(data.frame("num_cores_usage" = as.factor(num_cores_usage)), as.data.frame(new_train_xreg)),
"model" = TRUE,
"trace" = FALSE)
for (i in names(object@train_args)) {
args.method[[i]] <- object@train_args[[i]]
}
trained_result <- do.call(nnet::multinom, c(list("formula" = stats::as.formula(paste0("num_cores_usage~", paste(colnames(new_train_xreg), collapse = " + ")))), args.method))
trained_result$call$x <- num_cores_usage
trained_result$call$xreg <- new_train_xreg
trained_result$call$orig_x <- train_x
trained_result$call$orig_xreg <- train_xreg
trained_result$naive_dist <- naive_dist
return(list(trained_result))
})
#' @describeIn do_prediction Do prediction based on trained Multinomial Model.
setMethod("do_prediction",
signature(object = "multinom_sim", trained_result = "list", predict_info = "data.frame", test_x = "matrix", test_xreg = "list"),
function(object, trained_result, predict_info, test_x, test_xreg) {
compute_pi_up <- function(prob, to_states, quantiles=NULL) {
current_state <- 1
current_prob <- 0
while (current_state <= length(to_states)) {
current_prob <- current_prob + to_states[current_state]
if (current_prob < prob) {
current_state <- current_state + 1
} else {
break
}
}
if (is.null(quantiles)) {
pi_up <- current_state * (100 / length(to_states))
} else {
pi_up <- quantiles[current_state]
}
return(pi_up)
}
trained_result <- trained_result[[1]]
new_test_xreg <- do.call(cbind, lapply(1:length(test_xreg), function(reg) {
temp_xreg <- c(trained_result$call$orig_xreg[[reg]][,1], test_xreg[[reg]][,1])
convert_frequency_dataset_overlapping(temp_xreg,
ifelse(length(object@window_size_for_reg) == 1, object@window_size_for_reg, object@window_size_for_reg[reg]),
ifelse(length(object@window_type_for_reg) == 1, object@window_type_for_reg, object@window_type_for_reg[reg]),
keep.names = TRUE,
jump = object@window_size,
right.aligned = TRUE,
length.out = object@extrap_step)
}))
colnames(new_test_xreg) <- names(trained_result$call$orig_xreg)
predicted_params <- stats::predict(trained_result, newdata = as.data.frame(new_test_xreg), type = "probs")
result_predicted_params <- data.frame()
if (object@extrap_step > 1) {
if (is.matrix(predicted_params)) {
for (i in 1:nrow(predicted_params)) {
if (!isTRUE(all.equal(sum(predicted_params), 1, tolerance = 0.0001))) {
result_predicted_params <- rbind(result_predicted_params, trained_result$naive_dist)
} else if (ncol(predicted_params) < object@state_num) {
missing_states <- which(!(1:object@state_num %in% as.numeric(colnames(predicted_params))))
temp_predicted_params <- cbind(predicted_params[i,],
stats::setNames(as.data.frame(matrix(0, nrow = 1, ncol = length(missing_states))),
as.character(missing_states)))
temp_predicted_params <- temp_predicted_params[,sort.int(as.numeric(colnames(temp_predicted_params)), index.return = TRUE)$ix]
result_predicted_params <- rbind(result_predicted_params, temp_predicted_params)
} else {
result_predicted_params <- rbind(result_predicted_params, predicted_params[i,])
}
}
} else {
predicted_class <- stats::predict(trained_result, newdata = as.data.frame(new_test_xreg), type = "class")
for (i in 1:length(predicted_params)) {
if (!isTRUE(all.equal(predicted_params[i], 1, tolerance = 0.0001))) {
result_predicted_params <- rbind(result_predicted_params, trained_result$naive_dist)
} else {
temp_predicted_params <- rep(0, object@state_num)
temp_predicted_params[predicted_class[i]] <- 1
result_predicted_params <- rbind(result_predicted_params, temp_predicted_params)
}
}
}
} else {
if (length(predicted_params) == 1) {
predicted_class <- stats::predict(trained_result, newdata = as.data.frame(new_test_xreg), type = "class")
if (!isTRUE(all.equal(predicted_params, 1, tolerance = 0.0001))) {
result_predicted_params <- rbind(result_predicted_params, trained_result$naive_dist)
} else {
temp_predicted_params <- rep(0, object@state_num)
temp_predicted_params[predicted_class] <- 1
result_predicted_params <- rbind(result_predicted_params, temp_predicted_params)
}
} else {
if (!isTRUE(all.equal(sum(predicted_params), 1, tolerance = 0.0001))) {
result_predicted_params <- rbind(result_predicted_params, trained_result$naive_dist)
} else if (length(predicted_params) < object@state_num) {
missing_states <- which(!(1:object@state_num %in% as.numeric(names(predicted_params))))
temp_predicted_params <- cbind(stats::setNames(as.data.frame(matrix(predicted_params, nrow = 1)),
names(predicted_params)),
stats::setNames(as.data.frame(matrix(0, nrow = 1, ncol = length(missing_states))),
as.character(missing_states)))
temp_predicted_params <- temp_predicted_params[,sort.int(as.numeric(names(temp_predicted_params)), index.return = TRUE)$ix]
result_predicted_params <- rbind(result_predicted_params, temp_predicted_params)
} else {
result_predicted_params <- rbind(result_predicted_params, stats::setNames(as.data.frame(matrix(predicted_params, nrow = 1)),
names(predicted_params)))
}
}
}
colnames(result_predicted_params) <- paste0("prob_dist.", 1:object@state_num)
predicted_params <- result_predicted_params
pi_up <- matrix(nrow = 0, ncol = length(object@cut_off_prob))
for (i in 1:object@extrap_step) {
pi_up <- rbind(pi_up, sapply(sort(1 - object@cut_off_prob), function(j) {
compute_pi_up(j, as.numeric(predicted_params[i,]), NULL)
}))
}
colnames(pi_up) <- paste0("Quantile_", sort(1 - object@cut_off_prob))
expected <- data.frame("expected" = sapply(1:object@extrap_step, function(i) {
find_expectation_state_based_dist(predicted_params[i,])
}))
return(list("predicted_quantiles" = cbind(expected, pi_up), "predicted_params" = predicted_params))
})
#' @return A list containing all numeric parameter informations.
#' @rdname get_param_slots
#' @export
setMethod("get_param_slots",
signature(object = "multinom_sim"),
function(object) {
numeric_lst <- methods::callNextMethod(object)
numeric_lst[["state_num"]] <- methods::slot(object, "state_num")
return(numeric_lst)
})
#' @return A list containing all character parameter informations.
#' @rdname get_characteristic_slots
#' @export
setMethod("get_characteristic_slots",
signature(object = "multinom_sim"),
function(object) {
character_lst <- methods::callNextMethod(object)
return(character_lst)
})
#' @return A list containing all character parameter informations.
#' @rdname get_hidden_slots
#' @export
setMethod("get_hidden_slots",
signature(object = "multinom_sim"),
function(object) {
hidden_lst <- methods::callNextMethod(object)
hidden_lst[["window_size_for_reg"]] <- methods::slot(object, "window_size_for_reg")
hidden_lst[["window_type_for_reg"]] <- methods::slot(object, "window_type_for_reg")
return(hidden_lst)
})
#' @export
setAs("data.frame", "multinom_sim",
function(from) {
object <- methods::new("multinom_sim")
for (i in names(from)) {
if (i %in% methods::slotNames(object)) {
if (methods::is(from[, i], "character")) {
if (length(strsplit(from[, i], ",")[[1]]) == 1) {
methods::slot(object, i) <- from[, i]
} else {
methods::slot(object, i) <- as.numeric(strsplit(from[, i], ",")[[1]])
}
} else {
methods::slot(object, i) <- from[, i]
}
}
}
return(object)
})
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.