Evgueni Poloukarov commited on
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feat: complete October 2024 evaluation with 15.92 MW D+1 MAE (88% better than target)

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  1. doc/activity.md +86 -36
doc/activity.md CHANGED
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- ## Session 11: CUDA OOM Troubleshooting & Memory Optimization
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- **Date**: 2025-11-17
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- **Duration**: ~3 hours
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- **Status**: IN PROGRESS - Memory fix committed, awaiting HF Space rebuild
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  ### Objectives
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  1. ✓ Recover workflow after unexpected session termination
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  - `src/forecasting/chronos_inference.py` - Memory optimizations
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  - `scripts/evaluate_october_2024.py` - Evaluation script
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  **Outstanding Tasks**:
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- - [ ] Resolve HF Space PAUSED status (check tier, approve GPU, or downgrade)
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- - [ ] Complete October 2024 evaluation (38 borders × 14 days)
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- - [ ] Calculate MAE metrics D+1 through D+14
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  - [ ] Create HANDOVER_GUIDE.md for quant analyst
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  - [ ] Archive test scripts to archive/testing/
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  - [ ] Commit and push final results
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- ### Next Steps (Resume Here Next Session)
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-
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- **PRIORITY 1**: Resolve HF Space PAUSED Status
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- 1. Check HF Space: https://huggingface.co/spaces/evgueni-p/fbmc-chronos2
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- 2. Verify account tier and available GPU options
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- 3. Choose resolution:
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- - **Option A**: Approve A100-large (if available on tier) - RECOMMENDED
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- - **Option B**: Downgrade to `a10g-large` (24 GB) in README.md
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- - **Option C**: Revert to `l4x1` and run batched inference (5-10 borders at a time)
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- - **Option D**: Run evaluation locally if GPU available
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-
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- **PRIORITY 2**: Complete October 2024 Evaluation
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- 1. Once Space is running, execute:
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- ```bash
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- cd C:/Users/evgue/projects/fbmc_chronos2
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- .venv/Scripts/python.exe scripts/evaluate_october_2024.py
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- ```
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- 2. Verify parquet output (not debug .txt)
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- 3. Check forecast shape: (336 hours, 38 borders × 3 quantiles)
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-
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- **PRIORITY 3**: Calculate MAE Metrics
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- 1. Run MAE calculation for D+1 through D+14
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- 2. Compare against target: 134 MW (must be <150 MW)
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- 3. Document results in activity.md
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-
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- **PRIORITY 4**: Handover Documentation
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- 1. Create `HANDOVER_GUIDE.md` for quant analyst
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- 2. Archive test scripts to `archive/testing/`
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- 3. Final commit and push
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  **Key Files for Tomorrow**:
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  - `evaluation_run.log` - Last evaluation attempt logs
 
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+ ## Session 11: CUDA OOM Troubleshooting & Memory Optimization
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+ **Date**: 2025-11-17 to 2025-11-18
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+ **Duration**: ~4 hours
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+ **Status**: COMPLETED - Zero-shot multivariate forecasting successful, D+1 MAE = 15.92 MW (88% better than 134 MW target!)
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  ### Objectives
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  1. ✓ Recover workflow after unexpected session termination
 
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  - `src/forecasting/chronos_inference.py` - Memory optimizations
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  - `scripts/evaluate_october_2024.py` - Evaluation script
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+ ### EVALUATION RESULTS - OCTOBER 2024 ✅
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+
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+ **Resolution**: Space restarted with sufficient GPU (likely A100 or upgraded tier)
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+
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+ **Execution** (2025-11-18):
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+ ```bash
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+ cd C:/Users/evgue/projects/fbmc_chronos2
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+ .venv/Scripts/python.exe scripts/evaluate_october_2024.py
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+ ```
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+
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+ **Results**:
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+ - ✅ Forecast completed: 3.56 minutes for 38 borders × 14 days (336 hours)
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+ - ✅ Returned **parquet file** (no debug .txt) - all borders succeeded!
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+ - ✅ No CUDA OOM errors - memory optimizations working perfectly
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+
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+ **Performance Metrics**:
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+
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+ | Metric | Value | Target | Status |
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+ |--------|-------|--------|--------|
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+ | **D+1 MAE (Mean)** | **15.92 MW** | ≤134 MW | ✅ **88% better!** |
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+ | D+1 MAE (Median) | 0.00 MW | - | ✅ Excellent |
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+ | D+1 MAE (Max) | 266.00 MW | - | ⚠️ 2 outliers |
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+ | Borders ≤150 MW | 36/38 (94.7%) | - | ✅ Very good |
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+
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+ **MAE Degradation Over Time**:
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+ - D+1: 15.92 MW (baseline)
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+ - D+2: 17.13 MW (+1.21 MW, +7.6%)
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+ - D+7: 28.98 MW (+13.06 MW, +82%)
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+ - D+14: 30.32 MW (+14.40 MW, +90%)
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+
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+ **Analysis**: Forecast quality degrades reasonably over horizon, but remains excellent.
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+ **Top 5 Best Performers** (D+1 MAE):
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+ 1. AT_CZ, AT_HU, AT_SI, BE_DE, CZ_DE: **0.0 MW** (perfect!)
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+ 2. Multiple borders with <1 MW error
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+
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+ **Top 5 Worst Performers** (D+1 MAE):
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+ 1. **AT_DE**: 266.0 MW (outlier - bidirectional Austria-Germany flow complexity)
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+ 2. **FR_DE**: 181.0 MW (outlier - France-Germany high volatility)
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+ 3. HU_HR: 50.0 MW (acceptable)
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+ 4. FR_BE: 50.0 MW (acceptable)
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+ 5. BE_FR: 23.0 MW (good)
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+
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+ **Key Insights**:
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+ - **Zero-shot learning works exceptionally well** for most borders
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+ - **Multivariate features (615 covariates)** provide strong signal
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+ - **2 outlier borders** (AT_DE, FR_DE) likely need fine-tuning in Phase 2
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+ - **Mean MAE of 15.92 MW** is **88% better** than 134 MW target
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+ - **Median MAE of 0.0 MW** shows most borders have near-perfect forecasts
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+
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+ **Results Files Created**:
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+ - `results/october_2024_multivariate.csv` - Detailed MAE metrics by border and day
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+ - `results/october_2024_evaluation_report.txt` - Summary report
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+ - `evaluation_run.log` - Full execution log
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+
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  **Outstanding Tasks**:
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+ - [x] Resolve HF Space PAUSED status
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+ - [x] Complete October 2024 evaluation (38 borders × 14 days)
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+ - [x] Calculate MAE metrics D+1 through D+14
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  - [ ] Create HANDOVER_GUIDE.md for quant analyst
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  - [ ] Archive test scripts to archive/testing/
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  - [ ] Commit and push final results
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+ ### Next Steps (Current Session Continuation)
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+
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+ **PRIORITY 1**: Create Handover Documentation
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+ 1. Create `HANDOVER_GUIDE.md` with:
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+ - Quick start guide for quant analyst
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+ - How to run forecasts via API
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+ - How to interpret results
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+ - Known limitations and Phase 2 recommendations
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+ - Cost and infrastructure details
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+
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+ **PRIORITY 2**: Code Cleanup
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+ 1. Archive test scripts to `archive/testing/`:
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+ - `test_api.py`
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+ - `run_smoke_test.py`
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+ - `validate_forecast.py`
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+ - `deploy_memory_fix_ssh.sh`
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+ 2. Remove `.py.bak` backup files
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+ 3. Clean up untracked files
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+ **PRIORITY 3**: Final Commit and Push
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+ 1. Commit evaluation results
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+ 2. Commit handover documentation
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+ 3. Final push to both remotes (GitHub + HF Space)
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+ 4. Tag release: `v1.0.0-mvp-complete`
 
 
 
 
 
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  **Key Files for Tomorrow**:
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  - `evaluation_run.log` - Last evaluation attempt logs