nnetsauce

The news are (reminder: the nnetsauce.Lazy*s do automated Machine Learning benchmarking of multiple models):

  • Update LazyDeepMTS: (update 2024-10-04: no more LazyMTS class, instead,) you can use LazyDeepMTS with n_layers=1
  • Specify forecasting horizon in LazyDeepMTS (see updated docs and examples/lazy_mts_horizon.py)
  • New class ClassicalMTS for classsical models (for now VAR and VECM adapted from statsmodels for a unified interface in nnetsauce) in multivariate time series forecasting (update 2024-09-18: not available in LazyDeepMTS yet)
  • partial_fit for CustomClassifier and CustomRegressor

ahead

The Python version now contains a class FitForecaster, that does conformalized time series forecasting (that is, with uncertainty quantification). It is similar to R’s ahead::fitforecast and an example can be found here:

https://github.com/Techtonique/ahead_python/blob/main/examples/fitforecaster.py

misc

misc is a package of utility functions that I use frequently and always wanted to have stored somewhere. The functions are mostly short, but (hopefully) doing one thing well, and powerful. misc::parfor is adapted from the excellent foreach::foreach. The difference is: misc::parfor calls a function in a loop. Two of the advantages of misc::parfor over foreach::foreach are:

  • you don’t have to register a parallel backend before using it. Just specify cl to use parallel processing (NULL for all the cores).
  • you can directly monitor the progress of parallel computation with a progress bar.

Here are a few examples of use of misc::parfor:

Installation

devtools::install_github("thierrymoudiki/misc")

library(misc)

Map

misc::parfor(function(x) x^2, 1:10)

misc::parfor(function(x) x^2, 1:10, cl = 2)

misc::parfor(function(x) x^2, 1:10, verbose = TRUE)

misc::parfor(function(x) x^3, 1:10, show_progress = FALSE)

misc::parfor(function(x) x^3, 1:10, show_progress = FALSE)

foo <- function(x)
{
  print(x)
  return(x*0.5)
}
misc::parfor(foo, 1:10, show_progress = FALSE, 
verbose = TRUE, combine = rbind)

misc::parfor(foo, 1:10, show_progress = FALSE, 
verbose = TRUE, combine = cbind)

Reduce

foo2 <- function(x)
{
  print(x)
  return(x*0.5)
}
misc::parfor(foo2, 1:10, show_progress = FALSE, 
verbose = TRUE, combine = '+')

If you want to develop an R package at the command line efficiently, you may also like:

.PHONY: build buildsite check clean cleanvars coverage docs getwd initialize install installcranpkg installgithubpkg installedpkgs load removepkg render setwd start test usegit
.DEFAULT_GOAL := help
# The directory where R files are stored
R_DIR = ./R
define BROWSER_PYSCRIPT
import os, webbrowser, sys
from urllib.request import pathname2url
# The input is expected to be the full HTML filename
filename = sys.argv[1]
filepath = os.path.abspath(os.path.join("./vignettes/", filename))
webbrowser.open("file://" + pathname2url(filepath))
endef
export BROWSER_PYSCRIPT
define PRINT_HELP_PYSCRIPT
import re, sys
for line in sys.stdin:
match = re.match(r'^([a-zA-Z_-]+):.*?## (.*)$$', line)
if match:
target, help = match.groups()
print("%-20s %s" % (target, help))
endef
export PRINT_HELP_PYSCRIPT
BROWSER := python3 -c "$$BROWSER_PYSCRIPT"
build: setwd ## build package
Rscript -e "devtools::build('.')"
buildsite: setwd ## create a website for the package
Rscript -e "pkgdown::build_site('.')"
check: clean setwd ## check package
@read -p "Enter options (e.g: --no-tests --no-examples) or leave empty: " pckgcheckoptions; \
if [ -z "$$pckgcheckoptions" ]; then \
Rscript -e "try(devtools::check('.'), silent=TRUE)" && exit 0; \
fi; \
Rscript -e "try(devtools::check('.', args=base::strsplit('$$pckgcheckoptions', ' ')[[1]]), silent=TRUE)";
clean: ## remove all build, and artifacts
rm -f .Rhistory
rm -f *.RData
rm -f *.Rproj
rm -rf .Rproj.user
rm -f src/*.o
rm -f src/*.so
rm -f vignettes/*.html
cleanvars: setwd ## remove all local variables
@read -p "Do you want to remove all local variables in R? (1-yes, 2-no): " choice; \
if [ $$choice -eq 1 ]; then \
echo "Removing all local variables..."; \
Rscript -e "rm(list=ls())"; \
else \
echo "Keeping the variables."; \
fi
coverage: ## get test coverage
Rscript -e "devtools::test_coverage('.')"
create: setwd ## create a new package in current directory
Rscript -e "usethis::create_package(path = getwd(), rstudio = FALSE)"
rm -f .here
docs: clean setwd ## generate docs
Rscript -e "devtools::document('.')"
getwd: ## get current directory
Rscript -e "getwd()"
install: clean setwd docs ## install current package
Rscript -e "try(devtools::install('.'), silent = FALSE)"
installcranpkg: setwd ## install a package
@read -p "Enter the name of package to be installed: " pckg; \
if [ -z "$$pckg" ]; then \
echo "Package name cannot be empty."; \
exit 1; \
fi; \
Rscript -e "utils::install.packages('$$pckg', repos='https://cloud.r-project.org')";
installgithubpkg: setwd ## install a package from GitHub ('repository/pkgname')
@read -p "Enter the name of package to be installed ('repository/pkgname'): " pckg; \
if [ -z "$$pckg" ]; then \
echo "Package name cannot be empty."; \
exit 1; \
fi; \
Rscript -e "devtools::install_github('$$pckg')";
installedpkgs: ## list of installed packages
Rscript -e "utils::installed.packages()[,c(10, 16)]"
initialize: setwd ## initialize: install packages devtools, usethis, pkgdown and rmarkdown
Rscript -e "utils::install.packages(c('devtools', 'remotes', 'roxygen2', 'usethis', 'pkgdown', 'rmarkdown'), repos='https://cloud.r-project.org')"
help: ## print menu with all options
@python3 -c "$$PRINT_HELP_PYSCRIPT" < $(MAKEFILE_LIST)
load: clean setwd docs ## load all and restart (when developing the package)
Rscript -e "devtools::load_all('.')"
@read -p "Start R session? (y/n): " choice; \
if [ "$$choice" = "y" ]; then \
$(MAKE) start; \
fi
removepkg: ## remove package
@read -p "Enter the name of package to be removed: " pckg; \
if [ -z "$$pckg" ]; then \
echo "Package name cannot be empty."; \
exit 1; \
fi; \
Rscript -e "utils::remove.packages('$$pckg')"; \
Rscript -e "base::unlink(paste0(.libPaths()[1], '/$$pckg'), recursive = TRUE, force = TRUE)"
render: ## run R markdown file in /vignettes, open rendered HTML
@files=$$(ls -1 ./vignettes/*.Rmd | sort); \
i=0; \
echo "Available Rmd files:"; \
for file in $$files; do \
echo "i:(basename $$file .Rmd)"; \
i=$$((i+1)); \
done; \
read -p "Enter the number of the Rmd file to render: " filenum; \
filename=(echofiles | cut -d' ' -f$$((filenum+1))); \
filename=(basenamefilename .Rmd); \
Rscript -e "rmarkdown::render(paste0('./vignettes/', '$$filename', '.Rmd'))"; \
python3 -c "BROWSERPYSCRIPT""filename.html"
setwd: ## set working directory to current directory
Rscript -e "setwd('.')"
start: ## start or restart R session
Rscript -e "system('R')"
test: ## runs package tests
Rscript -e "devtools::test('.')"
usegit: ## initialize Git repo and initial commit
@read -p "Enter the first commit message: " message; \
if [ -z "$$message" ]; then \
echo "Commit message cannot be empty."; \
exit 1; \
fi; \
Rscript -e "usethis::use_git('$$message')"; \
git add .; \
git commit -m "$$message"
view raw Makefile hosted with ❤ by GitHub

xxx

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