Port Diana Gergel's QPLAD from CIL xclim fork

dodola/core.py

@@ -3,8 +3,10 @@
 Math stuff and business logic goes here. This is the "business logic".
 """
 
+from typing import Union
 import warnings
 import logging
+from numba import float32, float64, jit, types
 import numpy as np
 import xarray as xr
 from xclim import sdba, set_options
@@ -19,6 +21,220 @@
 # Assume data input here is generally clean and valid.
 
 
+@jit(
+    [
+        float32[:, :](float32[:, :], float32[:, :], float32[:], types.unicode_type),
+        float64[:, :](float64[:, :], float64[:, :], float64[:], types.unicode_type),
+        float64[:, :](float64[:, :], float32[:, :], float64[:], types.unicode_type),
+        float32[:](float32[:], float32[:], float32[:], types.unicode_type),
+        float64[:](float64[:], float64[:], float64[:], types.unicode_type),
+    ],
+    nopython=True,
+)
+def _argsort(arr_coarse, arr_fine, q, arr_sort="coarse"):
+    if arr_coarse.ndim == 1:
+        inds = np.argsort(arr_coarse)
+        if arr_sort == "coarse":
+            out = arr_coarse[inds]
+        elif arr_sort == "fine":
+            out = arr_fine[inds]
+    else:
+        out = np.empty((arr_coarse.shape[0], q.size), dtype=arr_coarse.dtype)
+        for index in range(out.shape[0]):
+            inds = np.argsort(arr_coarse[index])
+            if arr_sort == "coarse":
+                out[index] = arr_coarse[index][inds]
+            elif arr_sort == "fine":
+                out[index] = arr_fine[index][inds]
+    return out
+
+
+def argsort(da_ref_coarse, da_ref_fine, q, dim, arr_sort="coarse", axis=0):
+    """Sort ref_coarse or ref_fine (specified by the arr_sort input arg)
+    with the indices used to quantile ref_coarse"""
+    # We have two cases :
+    # - When all dims are processed : we stack them and use _argsort1d
+    # - When the quantiles are vectorized over some dims, these are also stacked and then _argsort2D is used.
+    # All this stacking is so we can cover all ND+1D cases with one numba function.
+
+    # check if there are any nulls in input arrays
+    # if there are nulls, remove them
+    da_ref_coarse = da_ref_coarse.dropna(dim="time")
+    da_ref_fine = da_ref_fine.dropna(dim="time")
+
+    # Stack the dims and send to the last position
+    # This is in case there are more than one
+    dims = [dim] if isinstance(dim, str) else dim
+    tem = xr.core.utils.get_temp_dimname(da_ref_coarse.dims, "temporal")
+    da_ref_coarse = da_ref_coarse.stack({tem: dims})
+    da_ref_fine = da_ref_fine.stack({tem: dims})
+
+    # So we cut in half the definitions to declare in numba
+    if not hasattr(q, "dtype") or q.dtype != da_ref_coarse.dtype:
+        q = np.array(q, dtype=da_ref_coarse.dtype)
+
+    if len(da_ref_coarse.dims) > 1:
+        # There are some extra dims
+        extra = xr.core.utils.get_temp_dimname(da_ref_coarse.dims, "extra")
+        da_ref_coarse = da_ref_coarse.stack({extra: set(da_ref_coarse.dims) - {tem}})
+        da_ref_fine = da_ref_fine.stack({extra: set(da_ref_fine.dims) - {tem}})
+        da_ref_coarse = da_ref_coarse.transpose(..., tem)
+        da_ref_fine = da_ref_fine.transpose(..., tem)
+
+        if da_ref_coarse.values.shape != da_ref_fine.values.shape:
+            raise ValueError("shape of coarse values does not match fine values")
+
+        if da_ref_coarse.values.shape[1] != q.shape[0]:
+            raise ValueError(
+                "shape of q is {} and shape of ref coarse/fine is {}".format(
+                    q.shape, da_ref_coarse.values.shape
+                )
+            )
+
+        out = _argsort(da_ref_coarse.values, da_ref_fine.values, q, arr_sort)
+
+        res = xr.DataArray(
+            out,
+            dims=(extra, "quantiles"),
+            coords={extra: da_ref_coarse[extra], "quantiles": q},
+            attrs=da_ref_coarse.attrs,
+        ).unstack(extra)
+
+    else:
+        # All dims are processed
+        res = xr.DataArray(
+            _argsort(da_ref_coarse.values, da_ref_fine.values, q, arr_sort),
+            dims=("quantiles"),
+            coords={"quantiles": q},
+            attrs=da_ref_coarse.attrs,
+        )
+
+    return res
+
+
+@sdba.base.map_groups(
+    af=[sdba.Grouper.PROP, "quantiles"],
+    ref_coarse_q=[sdba.Grouper.PROP, "quantiles"],
+)
+def _qplad_train(ds, *, dim, kind, quantiles):
+    """QPLAD: Train step on one group.
+
+    Dataset variables:
+      ref_coarse : training target, coarse resolution
+      ref_fine : training target, fine resolution
+    """
+    # compute indices of days corresponding to each quantile for ref coarse
+    # sort ref coarse with those indices (corresponding to # of quantiles)
+    ref_coarse_q = argsort(
+        ds.ref_coarse, ds.ref_fine, quantiles, dim, arr_sort="coarse", axis=0
+    )
+
+    # sort ref fine with the same indices
+    ref_fine_q = argsort(
+        ds.ref_coarse, ds.ref_fine, quantiles, dim, arr_sort="fine", axis=0
+    )
+
+    # compute adjustment factors as difference bw course and fine for those days
+    af = sdba.utils.get_correction(ref_coarse_q, ref_fine_q, kind)
+
+    return xr.Dataset(data_vars=dict(af=af, ref_coarse_q=ref_coarse_q))
+
+
+@sdba.base.map_blocks(reduces=[sdba.Grouper.PROP, "quantiles"], scen=[], sim_q=[])
+def _qplad_adjust(ds, *, group, interp, extrapolation, kind):
+    """QPLAD: Adjust process on one block.
+
+    Dataset variables:
+      af : Adjustment factors
+      hist_q : Quantiles over the training data
+      sim : Data to adjust.
+    """
+    af, _ = sdba.utils.extrapolate_qm(ds.af, ds.ref_coarse_q, method=extrapolation)
+
+    sel = {dim: ds.sim_q[dim] for dim in set(af.dims).intersection(set(ds.sim_q.dims))}
+    sel["quantiles"] = ds.sim_q
+    af = sdba.utils.broadcast(af, ds.sim, group=group, interp=interp, sel=sel)
+
+    scen = sdba.utils.apply_correction(ds.sim, af, kind)
+    return xr.Dataset(dict(scen=scen, sim_q=ds.sim_q))
+
+
+class QuantilePreservingAnalogDownscaling(sdba.adjustment.TrainAdjust):
+    r"""Quantile-Preserving Localized Analogs Downscaling.
+
+    Adjustment factors are computed between the corresponding days of `ref_coarse` and `ref_fine`.
+    Quantiles of `sim` are matched to the corresponding quantiles of `AFs` and corrected accordingly.
+
+    Parameters
+    ----------
+    Train step:
+
+    nquantiles : int
+      The number of quantiles to use. Two endpoints at 1e-6 and 1 - 1e-6 will not be added.
+    kind : {'+', '*'}
+      The adjustment kind, either additive or multiplicative.
+    group : Union[str, Grouper]
+      The grouping information. See :py:class:`xclim.sdba.base.Grouper` for details.
+
+
+    """
+
+    _allow_diff_calendars = False
+
+    @classmethod
+    def _train(
+        cls,
+        ref: xr.DataArray,
+        hist: xr.DataArray,
+        *,
+        nquantiles: int = 20,
+        kind: str = sdba.utils.ADDITIVE,
+        group: Union[str, sdba.Grouper] = "time",
+    ):
+
+        quantiles = equally_spaced_nodes(nquantiles, eps=None).astype(ref.dtype)
+
+        ds = _qplad_train(
+            xr.Dataset({"ref_coarse": ref, "ref_fine": hist}),
+            group=group,
+            quantiles=quantiles,
+            kind=kind,
+        )
+
+        ds.af.attrs.update(
+            standard_name="Adjustment factors",
+            long_name="Quantile Preserving Localized Analogs Downscaling Adjustment Factors",
+        )
+        ds.ref_coarse_q.attrs.update(
+            standard_name="Empirical quantiles",
+            long_name="Empirical quantiles of coarse reference data",
+        )
+
+        return ds, {"group": group, "kind": kind}
+
+    def _adjust(self, sim):
+
+        # match quantiles from sim to corresponding AFs for that DOY
+        ds = xr.Dataset(
+            {
+                "sim": sim.drop("sim_q"),
+                "af": self.ds.af,
+                "sim_q": sim.sim_q,
+                "ref_coarse_q": self.ds.ref_coarse_q,
+            }
+        )
+
+        out = _qplad_adjust(
+            ds,
+            group=self.group,
+            interp="linear",
+            extrapolation="constant",
+            kind=self.kind,
+        )
+
+        return out.scen
+
+
 def train_quantiledeltamapping(
     reference, historical, variable, kind, quantiles_n=100, window_n=31
 ):
@@ -202,7 +418,7 @@
 
     Returns
     -------
-    xclim.sdba.adjustment.QuantilePreservingAnalogDownscaling
+    QuantilePreservingAnalogDownscaling
     """
 
     # QPLAD method requires that the number of quantiles equals
@@ -222,7 +438,7 @@
             )
         )
 
-    qplad = sdba.adjustment.QuantilePreservingAnalogDownscaling.train(
+    qplad = QuantilePreservingAnalogDownscaling.train(
         ref=coarse_reference[variable],
         hist=fine_reference[variable],
         kind=str(kind),
@@ -256,7 +472,7 @@
     variable = str(variable)
 
     if isinstance(qplad, xr.Dataset):
-        qplad = sdba.adjustment.QuantilePreservingAnalogDownscaling.from_dataset(qplad)
+        qplad = QuantilePreservingAnalogDownscaling.from_dataset(qplad)
 
     out = qplad.adjust(simulation[variable]).to_dataset(name=variable)
 

environment.yaml

@@ -19,9 +19,8 @@ dependencies:
 - pytest-cov
 - python=3.9
 - s3fs=2022.1.0
+- xclim=0.31.0
 - xarray=0.21.1
 - xesmf=0.6.2
 - bottleneck=1.3.2
 - zarr=2.11.0
-- pip:
-  - git+https://github.com/ClimateImpactLab/xclim@63023d27f89a457c752568ffcec2e9ce9ad7a81a