diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index a05ff0a..3679386 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -145,7 +145,7 @@ jobs: run: uv python install - name: Install dependencies - run: uv sync --dev + run: uv sync --dev --group ml - name: Run migrations run: uv run alembic upgrade head diff --git a/.gitignore b/.gitignore index 13ebac4..63a6cb2 100644 --- a/.gitignore +++ b/.gitignore @@ -40,8 +40,13 @@ htmlcov/ # uv .uv/ +# Generated data +backend/data/ # Ruff .ruff_cache/ # Tooling / assistants .claude/ + +# Personal developer journal (private, not for team repo) +.journal-entries/ diff --git a/backend/pyproject.toml b/backend/pyproject.toml index 6c665a3..3c6ed78 100644 --- a/backend/pyproject.toml +++ b/backend/pyproject.toml @@ -30,6 +30,16 @@ dev = [ "pytest-asyncio>=0.25", "httpx>=0.28", ] +ml = [ + "matplotlib>=3.11.2", + "numpy>=2.5.3", + "pandas>=3.0.6", + "scikit-learn>=1.9.1", + "scipy>=1.18.1", + "statsmodels>=0.15.0", + "numpy>=2.5.3", + "pandas>=3.0.6", +] [tool.hatch.build.targets.wheel] packages = ["src/foresight"] @@ -59,3 +69,4 @@ known-first-party = ["foresight"] [tool.pytest.ini_options] asyncio_mode = "auto" testpaths = ["tests"] +pythonpath = ["src", "scripts"] diff --git a/backend/scripts/compare_models.py b/backend/scripts/compare_models.py new file mode 100644 index 0000000..9f3af18 --- /dev/null +++ b/backend/scripts/compare_models.py @@ -0,0 +1,87 @@ +"""Compares model performance on predicting room rate. + +Run from backend/: uv run python scripts/compare_models.py +""" + +import sys +from pathlib import Path + +import numpy as np +import pandas as pd + +from generate_mock_data import write_csv + +sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src")) +from services.ml.bayesian import BayesianModel +from services.ml.neural_net import NNModel +from services.ml.regression import GBMModel +from services.ml.timeseries import TimeSeriesModel + +# Known only after the night, so never used to predict price. +POST_STAY_COLUMNS = ["rooms_sold", "occupancy", "room_revenue"] +MODELS = [BayesianModel, NNModel, GBMModel, TimeSeriesModel] +METRICS = ["mae", "rmse", "mape", "r2", "coverage"] +TEST_FRAC = 0.2 +SEEDS = range(5) + + +def load_data() -> tuple[pd.DataFrame, pd.Series]: + """Generates the mock data and splits it into features and target. + + Returns: + tuple[pd.DataFrame, pd.Series]: Features and rate, sorted by stay_date. + """ + df = pd.read_csv(write_csv(), parse_dates=["stay_date"]) + df = df.sort_values("stay_date", kind="stable").reset_index(drop=True) + x = df.drop(columns=["rate", "stay_date", *POST_STAY_COLUMNS]) + x = pd.get_dummies(x, columns=["room_type", "condition"], dtype=float) + return x, df["rate"] + + +def seed_runs(x_train, y_train, x_test, y_test) -> pd.DataFrame: + """Scores each model on the holdout once per seed. + + Args: + x_train (pd.DataFrame): Training features. + y_train (pd.Series): Training target. + x_test (pd.DataFrame): Holdout features. + y_test (pd.Series): Holdout target. + + Returns: + pd.DataFrame: One row per model per seed, with evaluate metrics. + """ + rows = [] + for model_cls in MODELS: + for seed in SEEDS: + model = model_cls(seed=seed).fit(x_train, y_train) + rows.append({"model": model.name, **model.evaluate(x_test, y_test)}) + return pd.DataFrame(rows) + + +def summarize(results: pd.DataFrame) -> pd.DataFrame: + """Averages metrics per model. + + Args: + results (pd.DataFrame): Output of seed_runs. + + Returns: + pd.DataFrame: Mean and std of each metric, one row per model. + """ + return results.groupby("model", sort=False)[METRICS].agg(["mean", "std"]).round(3) + + +def main(): + """Prints holdout results for each model.""" + x, y = load_data() + cut = int(len(x) * (1 - TEST_FRAC)) + x_train, x_test, y_train, y_test = x[:cut], x[cut:], y[:cut], y[cut:] + + naive_mae = np.mean(np.abs(y_test - y_train.mean())) + print(f"Baseline (always predict the average rate): MAE {naive_mae:.2f}\n") + + print(f"Holdout (last {TEST_FRAC:.0%} of nights, {len(SEEDS)} seeds)") + print(summarize(seed_runs(x_train, y_train, x_test, y_test)).to_string()) + + +if __name__ == "__main__": + main() diff --git a/backend/scripts/generate_mock_data.py b/backend/scripts/generate_mock_data.py new file mode 100644 index 0000000..9cb382c --- /dev/null +++ b/backend/scripts/generate_mock_data.py @@ -0,0 +1,166 @@ +"""Generates mock hotel data with a known pricing rule. + +Run from backend/: uv run python scripts/generate_mock_data.py +""" + +from pathlib import Path + +import numpy as np +import pandas as pd + +CSV_PATH = Path(__file__).resolve().parents[1] / "data" / "mock_hotel_data.csv" + +# RoomType.name: (base_rate, room_count) +ROOM_TYPES = { + "standard": (120.0, 30), + "deluxe": (180.0, 15), + "suite": (300.0, 5), +} + +# CompetitorRate.hotel_name: typical nightly rate +COMPETITORS = { + "harbour_view": 140.0, + "the_grand": 230.0, + "city_lodge": 160.0, + "riverside": 190.0, +} +COMPETITOR_REF = np.mean(list(COMPETITORS.values())) + + +def generate(seed: int = 9, start: str = "2024-01-01", days: int = 730) -> pd.DataFrame: + """Generates one row per room type per night. + + Args: + seed (int): Random seed for reproducible data. + start (str): First stay date, as YYYY-MM-DD. + days (int): Number of nights to generate. + + Returns: + pd.DataFrame: Mock nightly data, sorted by stay_date then room_type. + """ + rng = np.random.default_rng(seed) + dates = pd.date_range(start, periods=days, freq="D") + doy = dates.dayofyear.to_numpy() + is_weekend = dates.dayofweek.isin([4, 5]).astype(int) # Fri, Sat nights + season = 0.15 * np.sin(2 * np.pi * (doy - 100) / 365) + + # Weather: warm summers, rain on ~35% of days. + temp_max_c = 12 + 7 * np.sin(2 * np.pi * (doy - 110) / 365) + rng.normal(0, 2, days) + temp_min_c = temp_max_c - rng.normal(6, 1.5, days) + rainy = rng.random(days) < 0.35 + precip_mm = np.where(rainy, rng.exponential(6, days), 0.0) + wind_kph = rng.gamma(2, 8, days) + 8 * rainy + condition = np.where( + rainy, "rain", np.where(rng.random(days) < 0.5, "cloudy", "sunny") + ) + + # Events: total expected attendance of the day's events, ~10% of days. + has_event = rng.random(days) < 0.10 + expected_attendance = np.where(has_event, rng.lognormal(9.5, 0.7, days), 0) + + demand = np.clip( + 0.55 + + season + + 0.15 * is_weekend + + 0.25 * np.minimum(expected_attendance / 40_000, 1) + - 0.05 * rainy + - 0.03 * (wind_kph > 30) + + rng.normal(0, 0.03, days), + 0.05, + 1.0, + ) + + # Flights into the city. + flight_count = ( + 400 + 300 * season + 60 * is_weekend + expected_attendance / 200 + ) + rng.normal(0, 25, days) + avg_fare_eur = 110 + 150 * (demand - 0.55) + rng.normal(0, 10, days) + + # Competitors: each lists a rate or sells out; summarized per night. + listed = np.column_stack( + [ + typical * (1 + 0.8 * (demand - 0.55)) * rng.normal(1, 0.05, days) + for typical in COMPETITORS.values() + ] + ) + sold_out = rng.random(listed.shape) < np.clip(2 * (demand - 0.8), 0, 0.5)[:, None] + all_sold_out = sold_out.all(axis=1) + competitor_rate = np.where( + all_sold_out, # no rate to observe; fall back to what they'd have listed + listed.mean(axis=1), + np.nanmean(np.where(sold_out, np.nan, listed), axis=1), + ) + competitors_sold_out = sold_out.sum(axis=1) + + frames = [] + for room_type, (base_rate, room_count) in ROOM_TYPES.items(): + # Pricing rule the models should learn. + fair_rate = base_rate * (0.75 + 0.5 * demand) + rate = ( + fair_rate + + 0.3 * base_rate * (competitor_rate / COMPETITOR_REF - 1) + + 0.05 * base_rate * is_weekend + + rng.normal(0, 0.03 * base_rate, days) + ) + occupancy_prob = np.clip( + demand + rng.normal(0, 0.05, days) - 1.5 * (rate / fair_rate - 1), 0, 1 + ) + rooms_sold = rng.binomial(room_count, occupancy_prob) + + frames.append( + pd.DataFrame( + { + # DailyPerformance / RoomType + "stay_date": dates.date, + "room_type": room_type, + "base_rate": base_rate, + "rooms_available": room_count, + "rate": rate.round(2), + "rooms_sold": rooms_sold, + "room_revenue": (rate.round(2) * rooms_sold).round(2), + "occupancy": (rooms_sold / room_count).round(4), + # From stay_date + "day_of_week": dates.dayofweek, + "month": dates.month, + "is_weekend": is_weekend, + # Weather + "temp_max_c": temp_max_c.round(1), + "temp_min_c": temp_min_c.round(1), + "precip_mm": precip_mm.round(1), + "wind_kph": wind_kph.round(1), + "condition": condition, + # Event + "expected_attendance": expected_attendance.round().astype(int), + # CompetitorRate + "competitor_rate": competitor_rate.round(2), + "competitors_sold_out": competitors_sold_out, + # FlightArrival + "flight_count": flight_count.round().astype(int), + "avg_fare_eur": avg_fare_eur.round(2), + } + ) + ) + + return ( + pd.concat(frames) + .sort_values(["stay_date", "room_type"], kind="stable") + .reset_index(drop=True) + ) + + +def write_csv(path: Path = CSV_PATH) -> Path: + """Generates the mock data and writes it to a CSV. + + Args: + path (Path): Where to write the CSV. + + Returns: + Path: The path written to. + """ + path.parent.mkdir(parents=True, exist_ok=True) + generate().to_csv(path, index=False) + return path + + +if __name__ == "__main__": + print(f"Wrote {write_csv()}") diff --git a/backend/src/services/ml/__init__.py b/backend/src/services/ml/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/backend/src/services/ml/base.py b/backend/src/services/ml/base.py new file mode 100644 index 0000000..1be551b --- /dev/null +++ b/backend/src/services/ml/base.py @@ -0,0 +1,119 @@ +from abc import ABC, abstractmethod +from typing import Self + +import numpy as np +import pandas as pd +from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score + + +class Model(ABC): + """Base class for all models. Subclasses implement fit and predict.""" + + name: str = "model" + + def __init__(self, seed: int = 9, **params): + """Stores the random seed and model-specific settings. + + Args: + seed (int): Random seed for reproducible results. + **params: Settings passed through to the underlying model. + """ + self.seed = seed + self.params = params + self._model = None # set by fit + + def _fitted(self): + """Returns the underlying trained model. + + Returns: + object: The model built by fit. + + Raises: + RuntimeError: If fit has not been called yet. + """ + if self._model is None: + raise RuntimeError(f"{self.name} must be fit before predicting") + return self._model + + @abstractmethod + def fit(self, x: pd.DataFrame, y: pd.Series) -> Self: + """Trains the model on the given data. + + Args: + x (pd.DataFrame): Training features. + y (pd.Series): Training target. + + Returns: + Self: The trained model. + """ + + @abstractmethod + def predict(self, x: pd.DataFrame) -> np.ndarray: + """Predicts the target for each row. + + Args: + x (pd.DataFrame): Features to predict on. + + Returns: + np.ndarray: One prediction per row of x. + + Raises: + RuntimeError: If fit has not been called yet. + """ + + def predict_interval( + self, x: pd.DataFrame, alpha: float = 0.05 + ) -> tuple[np.ndarray, np.ndarray, np.ndarray]: + """Predicts a value and a (1 - alpha) interval for each row. + + Args: + x (pd.DataFrame): Features to predict on. + alpha (float): Significance level; 0.05 gives a 95% interval. + + Returns: + tuple[np.ndarray, np.ndarray, np.ndarray]: Predictions, lower bounds, + and upper bounds, one per row of x. + + Raises: + NotImplementedError: If the model does not produce intervals. + """ + raise NotImplementedError(f"{self.name} does not produce intervals") + + def evaluate( + self, x: pd.DataFrame, y: pd.Series, alpha: float | None = None + ) -> dict[str, float | None]: + """Scores the model's predictions against the true values. + + Args: + x (pd.DataFrame): Test features. + y (pd.Series): True target values. + alpha (float | None): Significance level for the interval coverage + check. None uses the model's own default. + + Returns: + dict[str, float | None]: mae, rmse, mape, r2, and coverage + (share of y inside the (1 - alpha) interval. None if the model + has no intervals). + """ + y_true = np.asarray(y, dtype=float) + y_pred = self.predict(x) + + nonzero = y_true != 0 # MAPE is undefined where the true value is 0 + mape = np.mean(np.abs((y_true - y_pred)[nonzero] / y_true[nonzero])) + + try: + if alpha is None: + _, lo, hi = self.predict_interval(x) + else: + _, lo, hi = self.predict_interval(x, alpha) + coverage = float(np.mean((y_true >= lo) & (y_true <= hi))) + except NotImplementedError: + coverage = None + + return { + "mae": mean_absolute_error(y_true, y_pred), + "rmse": float(np.sqrt(mean_squared_error(y_true, y_pred))), + "mape": float(mape), + "r2": r2_score(y_true, y_pred), + "coverage": coverage, + } diff --git a/backend/src/services/ml/bayesian.py b/backend/src/services/ml/bayesian.py new file mode 100644 index 0000000..2ec5d96 --- /dev/null +++ b/backend/src/services/ml/bayesian.py @@ -0,0 +1,58 @@ +from scipy.stats import norm +from sklearn.linear_model import BayesianRidge +from sklearn.pipeline import make_pipeline +from sklearn.preprocessing import StandardScaler + +from services.ml.base import Model + + +class BayesianModel(Model): + """Bayesian linear regression with standardized features.""" + + name = "bayesian_ridge" + + def fit(self, x, y): + """Trains the model on the given data. + + Args: + x (pd.DataFrame): Training features. + y (pd.Series): Training target. + + Returns: + BayesianModel: The trained model. + """ + self._model = make_pipeline(StandardScaler(), BayesianRidge(**self.params)) + self._model.fit(x, y) + return self + + def predict(self, x): + """Predicts the target for each row. + + Args: + x (pd.DataFrame): Features to predict on. + + Returns: + np.ndarray: One prediction per row of x. + + Raises: + RuntimeError: If fit has not been called yet. + """ + return self._fitted().predict(x) + + def predict_interval(self, x, alpha=0.05): + """Predicts a value and a (1 - alpha) interval for each row. + + Args: + x (pd.DataFrame): Features to predict on. + alpha (float): Significance level; 0.05 gives a 95% interval. + + Returns: + tuple[np.ndarray, np.ndarray, np.ndarray]: Predictions, lower bounds, + and upper bounds, one per row of x. + + Raises: + RuntimeError: If fit has not been called yet. + """ + mean, std = self._fitted().predict(x, return_std=True) + z = norm.ppf(1 - alpha / 2) + return mean, mean - z * std, mean + z * std diff --git a/backend/src/services/ml/neural_net.py b/backend/src/services/ml/neural_net.py new file mode 100644 index 0000000..3b08f3e --- /dev/null +++ b/backend/src/services/ml/neural_net.py @@ -0,0 +1,48 @@ +from sklearn.neural_network import MLPRegressor +from sklearn.pipeline import make_pipeline +from sklearn.preprocessing import StandardScaler + +from services.ml.base import Model + +DEFAULTS = { + "hidden_layer_sizes": (32, 16), + "max_iter": 2000, + "early_stopping": True, +} + + +class NNModel(Model): + """Small feed-forward neural network with standardized features.""" + + name = "mlp" + + def fit(self, x, y): + """Trains the model on the given data. + + Args: + x (pd.DataFrame): Training features. + y (pd.Series): Training target. + + Returns: + NNModel: The trained model. + """ + params = {**DEFAULTS, **self.params} + self._model = make_pipeline( + StandardScaler(), MLPRegressor(random_state=self.seed, **params) + ) + self._model.fit(x, y) + return self + + def predict(self, x): + """Predicts the target for each row. + + Args: + x (pd.DataFrame): Features to predict on. + + Returns: + np.ndarray: One prediction per row of x. + + Raises: + RuntimeError: If fit has not been called yet. + """ + return self._fitted().predict(x) diff --git a/backend/src/services/ml/regression.py b/backend/src/services/ml/regression.py new file mode 100644 index 0000000..0f379e2 --- /dev/null +++ b/backend/src/services/ml/regression.py @@ -0,0 +1,91 @@ +import numpy as np +from sklearn.ensemble import HistGradientBoostingRegressor + +from services.ml.base import Model + + +class GBMModel(Model): + "Gradient-boosted trees for per-booking dynamic pricing." + + name = "hist_gradient_boosting" + + def __init__(self, alpha=0.05, **params): + super().__init__(**params) + self.alpha = alpha + + def fit(self, x, y): + """Trains point and quantile models on the given data. + + Args: + x (pd.DataFrame): Training features (room_type should be a + pandas categorical dtype). + y (pd.Series): Training target (price). + + Returns: + GBMModel: The trained model. + """ + cat_cols = x.select_dtypes(include="category").columns.tolist() + base_kwargs = {k: v for k, v in self.params.items() if k != "random_state"} + random_state = self.params.get("random_state", 0) + + def make(loss, **extra): + return HistGradientBoostingRegressor( + loss=loss, + categorical_features=cat_cols or None, + random_state=random_state, + **base_kwargs, + **extra, + ) + + self._model = { + "median": make("squared_error").fit(x, y), + "lower": make("quantile", quantile=self.alpha / 2).fit(x, y), + "upper": make("quantile", quantile=1 - self.alpha / 2).fit(x, y), + } + return self + + def predict(self, x): + """Predicts the point price for each row. + + Args: + x (pd.DataFrame): Features to predict on. + + Returns: + np.ndarray: One prediction per row of x. + """ + return self._fitted()["median"].predict(x) + + def predict_interval(self, x, alpha=None): + """Predicts a value and interval for each row. + + Args: + x (pd.DataFrame): Features to predict on. + alpha (float | None): Must match the alpha the model was + fit with (its quantile heads are trained for one fixed + alpha); pass None to use it implicitly. + + Returns: + tuple[np.ndarray, np.ndarray, np.ndarray]: Predictions, lower + bounds, and upper bounds, one per row of x. + + Raises: + RuntimeError: If fit has not been called yet. + ValueError: If a different alpha than the one fit is requested. + """ + if alpha is not None and not np.isclose(alpha, self.alpha): + raise ValueError( + f"{self.name} was fit with alpha={self.alpha}; its quantile " + f"heads can't serve alpha={alpha}. Re-instantiate with " + f"GBMModel(alpha={alpha}) and refit." + ) + model = self._fitted() + pred = model["median"].predict(x) + lower = model["lower"].predict(x) + upper = model["upper"].predict(x) + # Lower/upper/median are three independently-fit models, so they can + # occasionally cross or leave the median outside the band. Repair + # that rather than let it silently violate lower <= pred <= upper. + lower, upper = np.minimum(lower, upper), np.maximum(lower, upper) + lower = np.minimum(lower, pred) + upper = np.maximum(upper, pred) + return pred, lower, upper diff --git a/backend/src/services/ml/timeseries.py b/backend/src/services/ml/timeseries.py new file mode 100644 index 0000000..eb0e24d --- /dev/null +++ b/backend/src/services/ml/timeseries.py @@ -0,0 +1,74 @@ +from statsmodels.tsa.statespace.sarimax import SARIMAX + +from services.ml.base import Model + + +class TimeSeriesModel(Model): + """SARIMAX forecaster for the daily average price series. + + Captures trend/weekly seasonality in price itself (order + seasonal_order) + while also using same-day demand drivers (occupancy, competitor price, + weekend/holiday/event flags, average lead time) as exogenous regressors, + since price isn't just autocorrelated noise -- it responds to demand. + """ + + name = "sarimax" + + def __init__(self, order=(1, 1, 1), seasonal_order=(1, 1, 1, 7), **params): + super().__init__(**params) + self.order = order + self.seasonal_order = seasonal_order + + def fit(self, x, y): + """Fits the SARIMAX model on a contiguous daily series. + + Args: + x (pd.DataFrame): Exogenous regressors, daily frequency, + same index as y. + y (pd.Series): Daily average price, daily frequency. + + Returns: + TimeSeriesModel: The trained model. + """ + self._model = SARIMAX( + y, + exog=x, + order=self.order, + seasonal_order=self.seasonal_order, + enforce_stationarity=False, + enforce_invertibility=False, + ).fit(disp=False, **self.params) + return self + + def predict(self, x): + """Forecasts the point price for each step in x. + + Args: + x (pd.DataFrame): Exogenous regressors for the forecast + horizon; must immediately follow the training period. + + Returns: + np.ndarray: One forecast per row of x. + """ + forecast = self._fitted().get_forecast(steps=len(x), exog=x) + return forecast.predicted_mean.to_numpy() + + def predict_interval(self, x, alpha=0.05): + """Forecasts a value and a (1 - alpha) interval for each step in x. + + Args: + x (pd.DataFrame): Exogenous regressors for the forecast horizon. + alpha (float): Significance level; 0.05 gives a 95% interval. + + Returns: + tuple[np.ndarray, np.ndarray, np.ndarray]: Forecasts, lower + bounds, and upper bounds, one per row of x. + + Raises: + RuntimeError: If fit has not been called yet. + """ + forecast = self._fitted().get_forecast(steps=len(x), exog=x) + pred = forecast.predicted_mean.to_numpy() + ci = forecast.conf_int(alpha=alpha) + lower, upper = ci.iloc[:, 0].to_numpy(), ci.iloc[:, 1].to_numpy() + return pred, lower, upper diff --git a/backend/tests/conftest.py b/backend/tests/conftest.py index 9102435..a341be7 100644 --- a/backend/tests/conftest.py +++ b/backend/tests/conftest.py @@ -1,6 +1,59 @@ -"""Shared pytest fixtures. +"""Shared fixtures: mock hotel data and train/test splits for the ML models.""" -The `foresight` package is installed via `uv sync`, so no sys.path -manipulation is needed here — tests can import from `foresight.*` directly. -This file is kept as the conventional location for future shared fixtures. -""" +import pandas as pd +import pytest + +from generate_mock_data import write_csv + +# Known only after the night, so never used to predict price. +POST_STAY_COLUMNS = ["rooms_sold", "occupancy", "room_revenue"] +TEST_FRAC = 0.2 + + +@pytest.fixture(scope="session") +def df(): + """Mock nightly data, freshly generated to data/, sorted by stay_date.""" + df = pd.read_csv(write_csv(), parse_dates=["stay_date"]) + return df.sort_values("stay_date", kind="stable").reset_index(drop=True) + + +@pytest.fixture(scope="session") +def price_split(df): + """x_train, x_test, y_train, y_test for predicting rate. + + The test set is the most recent TEST_FRAC of nights. + """ + x = df.drop(columns=["rate", "stay_date", *POST_STAY_COLUMNS]) + x = pd.get_dummies(x, columns=["room_type", "condition"], dtype=float) + y = df["rate"] + + cut = int(len(df) * (1 - TEST_FRAC)) + return x.iloc[:cut], x.iloc[cut:], y.iloc[:cut], y.iloc[cut:] + + +# SARIMAX inputs besides past prices; same for every room type on a night. +TS_EXOG_COLUMNS = [ + "is_weekend", + "temp_max_c", + "precip_mm", + "expected_attendance", + "competitor_rate", + "competitors_sold_out", + "flight_count", + "avg_fare_eur", +] + + +@pytest.fixture(scope="session") +def ts_split(df): + """x_train, x_test, y_train, y_test for forecasting the nightly mean rate. + + One row per night at daily frequency; the test set is the most recent + TEST_FRAC of nights. + """ + # SARIMAX needs one row per day, so average the room types for each night. + daily = df.groupby("stay_date")[["rate", *TS_EXOG_COLUMNS]].mean().asfreq("D") + x, y = daily[TS_EXOG_COLUMNS], daily["rate"] + + cut = int(len(daily) * (1 - TEST_FRAC)) + return x.iloc[:cut], x.iloc[cut:], y.iloc[:cut], y.iloc[cut:] diff --git a/backend/tests/test_ml_models.py b/backend/tests/test_ml_models.py new file mode 100644 index 0000000..f6bca88 --- /dev/null +++ b/backend/tests/test_ml_models.py @@ -0,0 +1,117 @@ +"""Each model predicting room rate on held-out, later nights.""" + +import numpy as np +import pandas as pd +import pytest + +from services.ml.base import Model +from services.ml.bayesian import BayesianModel +from services.ml.neural_net import NNModel +from services.ml.regression import GBMModel +from services.ml.timeseries import TimeSeriesModel + +MODELS = [BayesianModel, NNModel, GBMModel, TimeSeriesModel] + + +@pytest.fixture(scope="module", params=MODELS, ids=lambda m: m.name) +def fitted(request, price_split): + """Each model, fit on the price training split.""" + x_train, _, y_train, _ = price_split + return request.param().fit(x_train, y_train) + + +def test_predicts_one_price_per_row(fitted, price_split): + """predict returns one positive price per test row.""" + _, x_test, _, _ = price_split + pred = fitted.predict(x_test) + assert pred.shape == (len(x_test),) + assert (pred > 0).all() + + +@pytest.mark.parametrize("model_cls", MODELS, ids=lambda m: m.name) +def test_same_seed_gives_same_predictions(model_cls, price_split): + """Two fits with the same seed give identical predictions.""" + x_train, x_test, y_train, _ = price_split + first = model_cls(seed=3).fit(x_train, y_train).predict(x_test) + second = model_cls(seed=3).fit(x_train, y_train).predict(x_test) + np.testing.assert_array_equal(first, second) + + +@pytest.mark.parametrize("model_cls", MODELS, ids=lambda m: m.name) +def test_predict_before_fit_raises(model_cls, price_split): + """predict raises RuntimeError on an unfit model.""" + _, x_test, _, _ = price_split + with pytest.raises(RuntimeError): + model_cls().predict(x_test) + + +def test_bayesian_interval(price_split): + """Bayesian intervals run, match predict, and contain the prediction.""" + x_train, x_test, y_train, y_test = price_split + model = BayesianModel().fit(x_train, y_train) + + pred, lower, upper = model.predict_interval(x_test) + np.testing.assert_array_equal(pred, model.predict(x_test)) + assert (lower < pred).all() and (pred < upper).all() + assert 0.0 <= model.evaluate(x_test, y_test)["coverage"] <= 1.0 + + +def test_nn_has_no_interval(price_split): + """NN raises NotImplementedError for intervals; coverage is None.""" + x_train, x_test, y_train, y_test = price_split + model = NNModel().fit(x_train, y_train) + + with pytest.raises(NotImplementedError): + model.predict_interval(x_test) + assert model.evaluate(x_test, y_test)["coverage"] is None + +class FixedModel(Model): + """Returns preset predictions and a +/-5 band, recording the alpha asked for.""" + + name = "fixed" + + def __init__(self, pred): + super().__init__() + self.pred = np.asarray(pred, dtype=float) + self.alpha_seen = "not called" + + def fit(self, x, y): + """Does nothing; predictions are preset.""" + return self + + def predict(self, x): + """Returns the preset predictions.""" + return self.pred + + def predict_interval(self, x, alpha="default"): + """Returns the preset predictions with a +/-5 band; records alpha.""" + self.alpha_seen = alpha + return self.pred, self.pred - 5, self.pred + 5 + + +def test_evaluate_metrics(): + """evaluate computes each metric correctly on known values.""" + # Errors are -10, 10, -10, 0; the 0 true value is left out of MAPE. + y = pd.Series([100.0, 200.0, 0.0, 400.0]) + model = FixedModel([110.0, 190.0, 10.0, 400.0]) + + scores = model.evaluate(pd.DataFrame(index=y.index), y) + + assert scores["mae"] == pytest.approx(7.5) + assert scores["rmse"] == pytest.approx(np.sqrt(75)) + assert scores["mape"] == pytest.approx((0.1 + 0.05 + 0.0) / 3) + assert scores["r2"] == pytest.approx(1 - 300 / 87500) + assert scores["coverage"] == pytest.approx(0.25) # only the last row is within +/-5 + + +def test_evaluate_passes_alpha_only_when_given(): + """evaluate passes alpha to predict_interval only when one is given.""" + y = pd.Series([1.0, 2.0]) + x = pd.DataFrame(index=y.index) + model = FixedModel([1.0, 2.0]) + + model.evaluate(x, y) + assert model.alpha_seen == "default" # model keeps its own alpha + + model.evaluate(x, y, alpha=0.2) + assert model.alpha_seen == 0.2 diff --git a/backend/uv.lock b/backend/uv.lock index 0f6a8d2..3a7670b 100644 --- a/backend/uv.lock +++ b/backend/uv.lock @@ -1,6 +1,17 @@ version = 1 revision = 3 requires-python = ">=3.12" +resolution-markers = [ + "python_full_version >= '3.14' and sys_platform == 'win32'", + "python_full_version >= '3.14' and sys_platform == 'emscripten'", + "python_full_version >= '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'", + "python_full_version == '3.13.*' and sys_platform == 'win32'", + "python_full_version < '3.13' and sys_platform == 'win32'", + "python_full_version == '3.13.*' and sys_platform == 'emscripten'", + "python_full_version < '3.13' and sys_platform == 'emscripten'", + "python_full_version == '3.13.*' and sys_platform != 'emscripten' and 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