nonlinear-benchmarks 1.0.0

The official dataload for http://www.nonlinearbenchmark.org/

nonlinear_benchmarks

The official dataloader of nonlinearbenchmark.org. This toolbox simplifies the process of downloading, loading, and splitting various datasets available on the website. It also provides basic instructions on submitting benchmark results.

Usage Example

https://www.nonlinearbenchmark.org/benchmarks/wiener-hammerstein is loaded as:

import nonlinear_benchmarks
train_val, test = nonlinear_benchmarks.WienerHammerBenchMark()

print(train_val) 
# prints : Input_output_data "train WH" u.shape=(100000,) y.shape=(100000,)
#          sampling_time=1.953e-05
print(test)
# prints: Input_output_data "test WH" u.shape=(78800,) y.shape=(78800,) 
#         sampling_time=1.953e-05 state_initialization_window_length=50

sampling_time = train_val.sampling_time # in seconds
u_train, y_train = train_val            # to unpack or use train_val.u, train_val.y
u_test, y_test   = test                 # to unpack or use test.u,      test.y
print(test.state_initialization_window_length) 
#state_initialization_window_length = The number of samples that can be used at the 
#                                     start of the test set to initialize the model state.

print(train_val[:100])                  # creates a slice of the train_val data from 0 to 100

Useful Options

When using the WienerHammerBenchMark (or any other benchmark function), you can customize the behavior with the following options:

• data_file_locations=True : Returns the raw data file locations.
• train_test_split=False : Retrieves the entire dataset without splitting.
• force_download=True : Forces (re-)downloading of benchmark files.
• url= : Allows manual override of the download link (contact maintainers if the default link is broken).
• atleast_2d=True: Converts input/output arrays to at least 2D shape (e.g. u.shape = (250,) becomes u.shape = (250, 1)).
• always_return_tuples_of_datasets=True: Even if there is only a single training or test set a list is still returned (i.e. adds [train] if not isinstance(train,list) else train)

Install

pip install nonlinear-benchmarks

Datasets

Multiple datasets have been implemented with an official train test split which are given below.

(p.s. datasets without an official train test split can be found in nonlinear_benchmarks.not_splitted_benchmarks)

Electro-Mechanical Positioning System (EMPS)

train_val, test = nonlinear_benchmarks.EMPS()
print(test.state_initialization_window_length) # = 20
train_val_u, train_val_y = train_val
test_u, test_y = test

Benchmark Results Submission template: submission_examples/EMPS.py (report accuracy in [ticks/s])

Coupled Electric Drives (CED)

train_val, test = nonlinear_benchmarks.CED()
print(test[0].state_initialization_window_length) # = 4
(train_val_u_1, train_val_y_1), (train_val_u_2, train_val_y_2) = train_val
(test_u_1, test_y_1), (test_u_2, test_y_2) = test

This dataset consists of two time series where the first has a low input amplitude (train_val_1 and test_1) and the second a high input amplitude (train_val_2 and test_2).

You can use both training sets in your training, and please report the RMSE values on both test sets separately.

Benchmark Results Submission template: submission_examples/CED.py (report accuracy in [mm])

Cascaded Tanks with Overflow (Cascaded_Tanks)

train_val, test = nonlinear_benchmarks.Cascaded_Tanks()
print(test.state_initialization_window_length) # = 4
train_val_u, train_val_y = train_val
test_u, test_y = test

Benchmark Results Submission template: submission_examples/Cascaded_Tanks.py (report accuracy in [V])

Wiener-Hammerstein System (WienerHammerBenchMark)

train_val, test = nonlinear_benchmarks.WienerHammerBenchMark()
print(test.state_initialization_window_length) # = 50
train_val_u, train_val_y = train_val
test_u, test_y = test

Benchmark Results Submission template: submission_examples/WienerHammerBenchMark.py (report accuracy in [mV])

Silverbox

train_val, test = nonlinear_benchmarks.Silverbox()
multisine_train_val = train_val
print(test[0].state_initialization_window_length) # = 50 (for all test sets)
test_multisine, test_arrow_full, test_arrow_no_extrapolation = test

Benchmark Results Submission template: submission_examples/silverbox.py (report accuracy in [mV])

Note that the test_arrow_no_extrapolation is a subset of the test_arrow_full.

F-16 Ground Vibration Test

train_val, test = nonlinear_benchmarks.F16()
train_val #8 datasets with lenghts 73728 and 108477
test #6 datasets with lenghts 73728 and 108477

No submission template created yet.

Parallel Wiener-Hammerstein System

train_val, test = nonlinear_benchmarks.ParWH()
train_val #100 datsets with each a length of 32768 with 2 periods created with multisine inputs with 5 different amplitudes and 20 different multisine phases
test #5 datasets with each a length of 32768 with 2 periods of multisine inputs with 5 different amplitudes

No submission template created yet.

Error Metrics

We also provide error metrics in nonlinear_benchmarks.error_metrics.

from nonlinear_benchmarks.error_metrics import RMSE, NRMSE, R_squared, MAE, fit_index

#generate example ouput data and prediction 
y_true = np.random.randn(100)
y_model = y_true + np.random.randn(100)/100

print(f"RMSE: {RMSE(y_true, y_model)} (Root Mean Square Error)")
print(f"NRMSE: {NRMSE(y_true, y_model)} (Normalized Root Mean Square Error)")
print(f"R-squared: {R_squared(y_true, y_model)} (coefficient of determination R^2)")
print(f'MAE: {MAE(y_true, y_model)} (Mean Absolute value Error)')
print(f"fit index: {fit_index(y_true, y_model)} (https://arxiv.org/pdf/1902.00683.pdf page 31)")

Benchmark Result Submission

If you would like to submit a benchmark result this can be done through this google form. When reporting the benchmark results please use use the toolbox as follows;

train_val, test = nonlinear_benchmarks.WienerHammerBenchMark()
n = test.state_initialization_window_length

# y_model = your model output using only test.u and test.y[:n]

RMSE_result = RMSE(test.y[n:], y_model[n:]) #skip the first n
print(RMSE_result) #report this number

For details specific to each benchmark see the submission template: submission_examples/