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simulate_qa

Simulate a time-ordered question and answer session.

This method allows looping through a dataset in the order in which it arrived. Indeed, it usually is the case that labels arrive after features. Being able to go through a dataset in arrival order enables assessing a model's performance in a reliable manner. For instance, the evaluate.progressive_val_score is a high-level method that can be used to score a model on a dataset. Under the hood it uses this method to determine the correct arrival order.

Parameters

  • dataset

    Type → base.typing.Dataset

    A stream of (features, target) tuples.

  • moment

    Type → str | typing.Callable[[dict], dt.datetime] | None

    The attribute used for measuring time. If a callable is passed, then it is expected to take as input a dict of features. If None, then the observations are implicitly timestamped in the order in which they arrive. If a str is passed, then it will be used to obtain the time from the input features.

  • delay

    Type → str | int | dt.timedelta | typing.Callable | None

    The amount of time to wait before revealing the target associated with each observation to the model. This value is expected to be able to sum with the moment value. For instance, if moment is a datetime.date, then delay is expected to be a datetime.timedelta. If a callable is passed, then it is expected to take as input a dict of features and the target. If a str is passed, then it will be used to access the relevant field from the features. If None is passed, then no delay will be used, which leads to doing standard online validation. If a scalar is passed, such an int or a datetime.timedelta, then the delay is constant.

  • copy

    Type → bool

    Default → True

    If True, then a separate copy of the features are yielded the second time around. This ensures that inadvertent modifications in downstream code don't have any effect.

Examples

The arrival delay isn't usually indicated in a dataset, but it might be able to be inferred from the features. As an example, we'll simulate the departure and arrival time of taxi trips. Let's first create a time table which records the departure time and the duration of seconds of several taxi trips.

import datetime as dt
time_table = [
    (dt.datetime(2020, 1, 1, 20,  0, 0),  900),
    (dt.datetime(2020, 1, 1, 20, 10, 0), 1800),
    (dt.datetime(2020, 1, 1, 20, 20, 0),  300),
    (dt.datetime(2020, 1, 1, 20, 45, 0),  400),
    (dt.datetime(2020, 1, 1, 20, 50, 0),  240),
    (dt.datetime(2020, 1, 1, 20, 55, 0),  450)
]

We can now create a streaming dataset where the features are the departure dates and the targets are the durations.

dataset = (
    ({'date': date}, duration)
    for date, duration in time_table
)

Now, we can use simulate_qa to iterate over the events in the order in which they are meant to occur.

delay = lambda _, y: dt.timedelta(seconds=y)

for i, x, y in simulate_qa(dataset, moment='date', delay=delay):
    if y is None:
        print(f'{x["date"]} - trip #{i} departs')
    else:
        arrival_date = x['date'] + dt.timedelta(seconds=y)
        print(f'{arrival_date} - trip #{i} arrives after {y} seconds')

2020-01-01 20:00:00 - trip #0 departs
2020-01-01 20:10:00 - trip #1 departs
2020-01-01 20:15:00 - trip #0 arrives after 900 seconds
2020-01-01 20:20:00 - trip #2 departs
2020-01-01 20:25:00 - trip #2 arrives after 300 seconds
2020-01-01 20:40:00 - trip #1 arrives after 1800 seconds
2020-01-01 20:45:00 - trip #3 departs
2020-01-01 20:50:00 - trip #4 departs
2020-01-01 20:51:40 - trip #3 arrives after 400 seconds
2020-01-01 20:54:00 - trip #4 arrives after 240 seconds
2020-01-01 20:55:00 - trip #5 departs
2020-01-01 21:02:30 - trip #5 arrives after 450 seconds

This function is extremely practical because it provides a reliable way to evaluate the performance of a model in a real scenario. Indeed, it allows to make predictions and perform model updates in exactly the same manner that would happen live. For instance, it is used in evaluate.progressive_val_score, which is a higher level function for evaluating models in an online manner.