Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Calibration improvements #36

Merged
merged 4 commits into from
Oct 18, 2024
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions .gitignore
Original file line number Diff line number Diff line change
Expand Up @@ -11,4 +11,5 @@
!incomes.csv
!tax_benefit.csv
!demographics.csv
!incomes_projection.csv
**/_build
8 changes: 8 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,13 @@ All notable changes to this project will be documented in this file.
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).

## [1.6.0] - 2024-10-18 16:05:10

### Added

- Future year income targeting.
- Random takeup variable values.

## [1.5.0] - 2024-10-16 17:05:58

### Added
Expand Down Expand Up @@ -66,6 +73,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0



[1.6.0]: https://github.com/PolicyEngine/policyengine-us-data/compare/1.5.0...1.6.0
[1.5.0]: https://github.com/PolicyEngine/policyengine-us-data/compare/1.4.0...1.5.0
[1.4.0]: https://github.com/PolicyEngine/policyengine-us-data/compare/1.3.0...1.4.0
[1.3.0]: https://github.com/PolicyEngine/policyengine-us-data/compare/1.2.5...1.3.0
Expand Down
6 changes: 6 additions & 0 deletions changelog.yaml
Original file line number Diff line number Diff line change
Expand Up @@ -54,3 +54,9 @@
added:
- Moved epoch count to 10k per year.
date: 2024-10-16 17:05:58
- bump: minor
changes:
added:
- Future year income targeting.
- Random takeup variable values.
date: 2024-10-18 16:05:10
63 changes: 1 addition & 62 deletions policyengine_uk_data/datasets/frs/enhanced_frs.py
Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,7 @@

try:
import torch
from policyengine_uk_data.utils.reweight import reweight
except ImportError:
torch = None

Expand Down Expand Up @@ -59,68 +60,6 @@ class EnhancedFRS_2022_23(EnhancedFRS):
url = "release://PolicyEngine/ukda/1.5.0/enhanced_frs_2022_23.h5"


def reweight(
original_weights,
loss_matrix,
targets_array,
dropout_rate=0.05,
):
target_names = np.array(loss_matrix.columns)
loss_matrix = torch.tensor(loss_matrix.values, dtype=torch.float32)
targets_array = torch.tensor(targets_array, dtype=torch.float32)
weights = torch.tensor(
np.log(original_weights), requires_grad=True, dtype=torch.float32
)

# TODO: replace this with a call to the python reweight.py package.
def loss(weights):
# Check for Nans in either the weights or the loss matrix
if torch.isnan(weights).any():
raise ValueError("Weights contain NaNs")
if torch.isnan(loss_matrix).any():
raise ValueError("Loss matrix contains NaNs")
estimate = weights @ loss_matrix
if torch.isnan(estimate).any():
raise ValueError("Estimate contains NaNs")
rel_error = (
((estimate - targets_array) + 1) / (targets_array + 1)
) ** 2
if torch.isnan(rel_error).any():
raise ValueError("Relative error contains NaNs")
return rel_error.mean()

def dropout_weights(weights, p):
if p == 0:
return weights
# Replace p% of the weights with the mean value of the rest of them
mask = torch.rand_like(weights) < p
mean = weights[~mask].mean()
masked_weights = weights.clone()
masked_weights[mask] = mean
return masked_weights

optimizer = torch.optim.Adam([weights], lr=1e-1)
from tqdm import trange

start_loss = None

iterator = trange(10_000)
for i in iterator:
optimizer.zero_grad()
weights_ = dropout_weights(weights, dropout_rate)
l = loss(torch.exp(weights_))
if start_loss is None:
start_loss = l.item()
loss_rel_change = (l.item() - start_loss) / start_loss
l.backward()
iterator.set_postfix(
{"loss": l.item(), "loss_rel_change": loss_rel_change}
)
optimizer.step()

return torch.exp(weights).detach().numpy()


if __name__ == "__main__":
ReweightedFRS_2022_23().generate()
EnhancedFRS_2022_23().generate()
23 changes: 23 additions & 0 deletions policyengine_uk_data/datasets/frs/frs.py
Original file line number Diff line number Diff line change
Expand Up @@ -92,6 +92,29 @@ def generate(self):

self.save_dataset(frs)

self.add_random_variables(frs)

def add_random_variables(self, frs: dict):
from policyengine_uk import Microsimulation

simulation = Microsimulation(dataset=self)
RANDOM_VARIABLES = [
"attends_private_school",
"would_evade_tv_licence_fee",
"would_claim_pc",
"would_claim_uc",
"would_claim_child_benefit",
"main_residential_property_purchased_is_first_home",
"household_owns_tv",
"is_higher_earner",
]
INPUT_PERIODS = list(range(self.time_period, self.time_period + 10))
for variable in RANDOM_VARIABLES:
value = simulation.calculate(variable, self.time_period).values
frs[variable] = {period: value for period in INPUT_PERIODS}

self.save_dataset(frs)


class FRS_2020_21(FRS):
dwp_frs = DWP_FRS_2020_21
Expand Down
25 changes: 23 additions & 2 deletions policyengine_uk_data/datasets/spi.py
Original file line number Diff line number Diff line change
Expand Up @@ -64,8 +64,29 @@ def generate(self):
data["savings_starter_rate_income"] = np.zeros(len(df))
data["capital_allowances"] = df.CAPALL
data["loss_relief"] = df.LOSSBF
data["is_SP_age"] = df.SPA == 1
data["state_pension"] = df.SRP

AGE_RANGES = {
-1: (16, 70),
1: (16, 25),
2: (25, 35),
3: (35, 45),
4: (45, 55),
5: (55, 65),
6: (65, 74),
7: (74, 90),
}
age_range = df.AGERANGE

# Randomly assign ages in age ranges

percent_along_age_range = np.random.rand(len(df))
min_age = np.array([AGE_RANGES[age][0] for age in age_range])
max_age = np.array([AGE_RANGES[age][1] for age in age_range])
data["age"] = (
min_age + (max_age - min_age) * percent_along_age_range
).astype(int)

data["state_pension_reported"] = df.SRP
data["other_tax_credits"] = df.TAX_CRED
data["miscellaneous_income"] = (
df.MOTHINC
Expand Down
Loading