Pytools¶

Pytools comprises the pythons equivalent of some of the Ktools components. These have been developed to take advantage of python libraries dedicated to large compute efficiency to make running the oasis workflow more performant and reliable.

The components of Pytools are:

modelpy
gulpy - more information can be found in the gulpy section
gulmc - more information can be found in the gulmc section
fmpy - more information can be found in the Financial Module section
plapy - more information can be found in the Post Loss Amplification section

gulpy¶

gulpy is the new tool for the computation of ground up losses that is set to replace gulcalc in the Oasis Loss Modelling Framework.

gulpy is ready for production usage from oasislmf > version 1.26.0.

This document summarizes the changes introduced with gulpy in terms of command line arguments and features.

Command line arguments¶

gulpy offers the following command line arguments:

$ gulpy -h
usage: use "gulpy --help" for more information

optional arguments:
-h, --help            show this help message and exit
-a ALLOC_RULE         back-allocation rule
-d                    output random numbers instead of gul (default: False).
-i FILE_IN, --file-in FILE_IN
                        filename of input stream.
-o FILE_OUT, --file-out FILE_OUT
                        filename of output stream.
-L LOSS_THRESHOLD     Loss treshold (default: 1e-6)
-S SAMPLE_SIZE        Sample size (default: 0).
-V, --version         show program version number and exit
--ignore-file-type [IGNORE_FILE_TYPE [IGNORE_FILE_TYPE ...]]
                        the type of file to be loaded
--random-generator RANDOM_GENERATOR
                        random number generator
                        0: numpy default (MT19937), 1: Latin Hypercube. Default: 1.
--run-dir RUN_DIR     path to the run directory
--logging-level LOGGING_LEVEL
                    logging level (debug:10, info:20, warning:30, error:40, critical:50). Default: 30.

The following gulcalc arguments were ported to gulpy with the same meaning and requirements:

-a, -d, -h, -L, -S

The following gulcalc arguments were ported to gulpy but were renamed:

# in gulcalc             # in gulpy
-v                       -V, --version
-i                       -o, --file-out

The following gulcalc arguments were not ported to gulpy:

-r, -R, -c, -j, -s, -A, -l, -b, -v

The following arguments were introduced with gulpy:

--file-in, --ignore-file-type, --random-generator, --run-dir, --logging-level

New random number generator: the Latin Hypercube Sampling algorithm¶

To compute random loss samples, it is necessary to draw random values from the effective damageability probability distribution function (PDF). Drawing random values from a given PDF is normally achieved by generating a random float value between 0 and 1 and by taking the inverse of the cumulative distribution function (CDF) for such random value. The collection of random values produced with this approach will be distributed according to the PDF.

To generate random values gulcalc uses the Mersenne Twister generator. In gulpy, instead, we introduce the Latin Hypercube Sampling (LHS) as the default algorithm to generate random values. Compared to the Mersenne Twister, LHS implements a sort of stratified random number generation that more evenly probes the range between 0 and 1, which translates in a faster convergence to the desired PDF.

In other words, in order to probe a given PDF to the same accuracy, the LHS algorithm requires a smaller number of samples than the Mersenne Twister.

Examples¶

Setting the Output¶

In order to run the ground-up loss calculation and stream the output to stdout in binary format, the following commands are equivalent:

# with gulcalc                # with gulpy
gulcalc -a0 -S10 -i -         gulpy -a0 -S10
gulcalc -a1 -S20 -i -         gulpy -a1 -S20
gulcalc -a2 -S30 -i -         gulpy -a2 -S30

Alternatively, the binary output can be redirected to file with:

# with gulcalc                          # with gulpy                          # with gulpy [alternative]
gulcalc -a0 -S10 -i gul_out.bin         gulpy -a0 -S10 -o gul_out.bin         gulpy -a0 -S10 --file-out gul_out.bin
gulcalc -a1 -S20 -i gul_out.bin         gulpy -a1 -S20 -o gul_out.bin         gulpy -a1 -S20 --file-out gul_out.bin
gulcalc -a2 -S30 -i gul_out.bin         gulpy -a2 -S30 -o gul_out.bin         gulpy -a2 -S30 --file-out gul_out.bin

Choosing the random number generator¶

By default, gulpy uses the LHS algorithm to draw random numbers samples, which is shown to require less samples than the Mersenne Twister used by gulcalc when probing a given probability distribution function.

If needed, the user can force gulpy to use a specific random number generator:

gulpy --random-generator 0   # uses Mersenne Twister (like gulcalc)
gulpy --random-generator 1   # uses Latin Hypercube Sampling algorithm (new in gulpy)

Performance¶

As of oasislmf version 1.0.26.rc1 gulpy is not used by default in the oasislmf MDK but it can be used by passing the --gulpy argument, e.g:

# using gulcalc                 # using gulpy
oasislmf model run              oasislmf model run --gulpy

Or to specify the use of gulpy in oasislmf json settings;

"gulpy": true

On a real windstorm model these are the execution times:

# command                              # info on this run           # total execution time     # uses                 # speedup
oasislmf model run                     [  10 samples  -a0 rule ]     3634 sec ~ 1h             getmodel + gulcalc     1.0x      [baseline for  10 samples]
oasislmf model run --modelpy           [  10 samples  -a0 rule ]     1544 sec ~ 25 min         modelpy  + gulcalc     2.4x
oasislmf model run --modelpy --gulpy   [  10 samples  -a0 rule ]     1508 sec ~ 25 min         modelpy  + gulpy       2.4x
oasislmf model run                     [ 250 samples  -a0 rule ]    10710 sec ~ 3h             getmodel + gulcalc     1.0x      [baseline for 250 samples]
oasislmf model run --modelpy           [ 250 samples  -a0 rule ]     8617 sec ~ 2h 23 min      modelpy  + gulcalc     1.2x
oasislmf model run --modelpy --gulpy   [ 250 samples  -a0 rule ]     4969 sec ~ 1h 23 min      modelpy  + gulpy       2.2x

gulmc¶

gulmc is a new tool that uses a “full Monte Carlo” approach for ground up losses calculation that, instead of drawing loss samples from the ‘effective damageability’ probability distribution (as done by calling eve | modelpy | gulpy): it first draws a sample of the hazard intensity, and then draws an independent sample of the damage from the vulnerability function corresponding to the hazard intensity sample.

gulmc was first introduced in oasislmf v1.27.0 and is ready for production usage from oasislmf v 1.28.0 onwards.

As of oasislmf version 1.27.0 gulmc is not used by default in the oasislmf MDK but it can be used by passing the --gulmc argument, e.g:

# using gulpy                 # using gulmc
oasislmf model run              oasislmf model run --gulmc

Or to specify the use of gulmc in oasislmf json settings;

"gulmc": true

This document summarizes the changes introduced with gulmc with respect to gulpy.

Note

Note: features such as the Latin Hypercube Sampler introduced with gulpy are not discussed here as they are described at length in the gulpy documentation.

Command line arguments¶

gulmc offers the following command line arguments:

$ gulmc -h
usage: use "gulmc --help" for more information

options:
-h, --help            show this help message and exit
-a ALLOC_RULE         back-allocation rule. Default: 0
-d DEBUG              output the ground up loss (0), the random numbers used for hazard sampling (1), the random numbers used for damage sampling (2). Default: 0
-i FILE_IN, --file-in FILE_IN
                        filename of input stream (list of events from `eve`).
-o FILE_OUT, --file-out FILE_OUT
                        filename of output stream (ground up losses).
-L LOSS_THRESHOLD     Loss treshold. Default: 1e-6
-S SAMPLE_SIZE        Sample size. Default: 0
-V, --version         show program version number and exit
--effective-damageability
                        if passed true, the effective damageability is used to draw loss samples instead of full MC. Default: False
--ignore-correlation  if passed true, peril correlation groups (if defined) are ignored for the generation of correlated samples. Default: False
--ignore-haz-correlation
                        if passed true, hazard correlation groups (if defined) are ignored for the generation of correlated samples. Default: False
--ignore-file-type [IGNORE_FILE_TYPE ...]
                        the type of file to be loaded. Default: set()
--data-server         =Use tcp/sockets for IPC data sharing.
--logging-level LOGGING_LEVEL
                        logging level (debug:10, info:20, warning:30, error:40, critical:50). Default: 30
--vuln-cache-size MAX_CACHED_VULN_CDF_SIZE_MB
                        Size in MB of the in-memory cache to store and reuse vulnerability cdf. Default: 200
--peril-filter PERIL_FILTER [PERIL_FILTER ...]
                        Id of the peril to keep, if empty take all perils
--random-generator RANDOM_GENERATOR
                        random number generator
                        0: numpy default (MT19937), 1: Latin Hypercube. Default: 1
--run-dir RUN_DIR     path to the run directory. Default: "."

While all of gulpy command line arguments are present in gulmc with the same usage and functionality, the following command line arguments have been introduced in gulmc:

--effective-damageability
--ignore-correlation
--ignore-haz-correlation
--data-server
--vuln-cache-size
--peril-filter

Comparing `gulpy` and `gulmc` output¶

gulmc runs the same algorithm of eve | modelpy | gulpy, i.e., it runs the ‘effective damageability’ calculation mode, with the same command line arguments. For example, to run a model with 1000 samples, alloc rule 1, and streaming the binary output to the output.bin file, can be done with:

eve 1 1 | modelpy | gulpy -S1000 -a1 -o output.bin

eve 1 1 | gulmc -S1000 -a1 -o output.bin

On the usage of `modelpy` and `eve` with `gulmc`¶

Due to internal refactoring, gulmc now incorporates the functionality performed by modelpy, therefore modelpy should not be used in a pipe with gulmc:

eve 1 1 | modelpy | gulpy -S1000 -a1 -o output.bin        # wrong usage, won't work
eve 1 1 | gulpy -S1000 -a1 -o output.bin                  # correct usage

NOTE Both gulpy and gulmc can read the events stream from binary file, i.e., without the need of eve, with:

gulmc -i input/events.bin -S1000 -a1 -o output.bin

`gulmc` handles hazard uncertainty¶

If the hazard intensity in the fooprint has no uncertainty, i.e.:

event_id,areaperil_id,intensity_bin_id,probability
1,4,1,1
[...]

then gulpy and gulmc produce the same outputs. However, if the hazard intensity has a probability distribution, e.g.:

event_id,areaperil_id,intensity_bin_id,probability
1,4,1,2.0000000298e-01
1,4,2,6.0000002384e-01
1,4,3,2.0000000298e-01
[...]

then, by default, gulmc runs the full Monte Carlo sampling of the hazard intensity, and then of damage. In order to reproduce the same results that gulpy produces can be achieved by using the –effective-damageability flag:

eve 1 1 | gulmc -S1000 -a1 -o output.bin --effective-damageability

Probing random values used for sampling¶

Since we now sample in two dimensions (hazard intensity and damage), the -d flag is revamped to output both random values used for sampling. While gulpy -d printed the random values used to sample the effective damageability distribution, in gulmc:

gulmc -d1 [...]   # prints the random values used for the hazard intensity sampling
gulmc -d2 [...]   # prints the random values used for the damage sampling

Note

if the --effective-damageability flag is used, only -d2 is valid since there is no sampling of the hazard intensity, and the random value printed are those used for the effective damageability sampling.

Note

if -d1 or -d2 are passed, the only valid alloc_rule value is 0. This is because, when printing the random values, back-allocation is not meaningful. alloc_rule=0 is the default value or it can be set with -a0. If a value other than 0 is passed to -a, an error will be thrown.

`gulmc` supports aggregate vulnerability definitions¶

gulmc supports aggregate vulnerability functions, i.e., vulnerability functions that are composed of multiple individual vulnerability functions.

gulmc now can efficiently reconstruct the aggregate vulnerability functions on-the-fly and compute the aggregate (aka blended, aka weighted) vulnerability function. This new functionality works both in the “effective damageability” mode and in the full Monte Carlo mode.

Aggregate vulnerability functions are defined using two new tables, to be stored in the static/ directory of the model data: aggregate_vulnerability.csv (or .bin) and weights.csv (or .bin). Example tables:

an aggregate_vulnerability table that defines 3 aggregate vulnerability functions, made of 2, 3, and 4 individual vulnerabilities, respectively:

aggregate_vulnerability_id,vulnerability_id
100001,1
100001,2
100002,3
100002,4
100002,5
100003,6
100003,7
100003,8
100003,9

a weights table that specifies a measure of concentration ‘count’ to calculate relative weights for each of the individual vulnerability functions in all areaperil_id:

areaperil_id,vulnerability_id,count
54,1,138
54,2,224
54,3,194
54,4,264
54,5,390
54,6,107
[...]
154,1,1
154,2,97
154,3,273
154,4,296
[...]

items.csv (use only two aggregate vulnerability ids):

item_id,coverage_id,areaperil_id,vulnerability_id,group_id
1,1,154,8,833720067
2,1,54,2,833720067
3,2,154,8,956003481
4,2,54,100001,956003481
5,4,154,100002,2030714556
[...]

Notes:

if aggregate_vulnerability.csv or .bin is present, then weights.csv or weights.bin needs to be present too, or gulmc raises an error.
if aggregate_vulnerability.csv or .bin is not present, then gulmc runs normally, without any definition of aggregate vulnerability.

Caching in `gulmc`¶

In order to speed up the calculation of losses in the full Monte Carlo mode, we implement a simple caching mechanism whereby the most commonly used vulnerability functions cdf are stored in memory for efficient re-usage.

The cache size is set as the minimum between the cache size specified by the user with the new --vuln-cache-size argument (default: 200, units: MB) and the amount of memory needed to store all the vulnerability functions to be used in the calculations.

The cache dramatically speeds up the execution when the hazard intensity distribution is narrowly peaked (i.e., when most of the intensity falls in a few intensity bins), which implies a few vulnerability functions are used repeatedly.

The cache only stores individual vulnerability functions cdf, not the aggregate/weighted cdf, which would be too many to be stored.

Example: to allow the vulnerability cache size to grow up to 1000 MB can be done with:

eve 1 1 | gulmc -S100 -a1 --vuln-cache-size=1000

`gulmc` supports hazard correlation¶

Hazard correlation parameters are defined analogously to damage correlation parameters.

Before entering into details, these are breaking changes vs the past:

group ids are now always hashed. This ensures results are fully reproducible. Therefore hashed_group_id argument has been dropped from the relevant functions.
from this version, oasislmf model run will fail if an older model settings JSON file using group_fields is used vs the new schema that uses damage_group_fields and hazard_group_fields as defined in the data_settings key. See more details below.
command line interface argument --group_id_cols for oasislmf model run has been renamed --damage_group_id_cols. A new argument --hazard_group_id_cols has been introduced to specify the columns to use for defining group ids for the hazard sampling. They respectively default to:

Update to the model settings JSON schema¶

The oasislmf model settings JSON schema is updated to support the new feature with a breaking change. Previous correlation_settings and data_settings entries in the model settings such as:

"correlation_settings": [
    {"peril_correlation_group":  1, "correlation_value":  "0.7"},
],
"data_settings": {
    "group_fields": ["PortNumber", "AccNumber", "LocNumber"],
},

are not supported anymore. The correlation_settings must contain a new key hazard_correlation_value and the correlation_value key is renamed to damage_correlation_value:

"correlation_settings": [
    {"peril_correlation_group":  1, "damage_correlation_value":  "0.7", "hazard_correlation_value":  "0.0"},
    {"peril_correlation_group":  2, "damage_correlation_value":  "0.5", "hazard_correlation_value":  "0.0"}
],

Likewise, the data_settings entries are renamed from group_fields to damage_group_fields and now supports hazard_group_fields, which is _optional_ key:

"data_settings": {
    "damage_group_fields": ["PortNumber", "AccNumber", "LocNumber"],
    "hazard_group_fields": ["PortNumber", "AccNumber", "LocNumber"]
},

Correlations updated schema¶

The schema has been updated as follows in order to support correlation parameters:

if correlation_settings is not present, damage_correlation_value and hazard_correlation_value are assumed zero.

Peril correlation groups (if defined in supported perils) are ignored. No errors are raised. Example of valid model settings:

"lookup_settings":{
    "supported_perils":[
        {"id": "WSS", "desc": "Single Peril: Storm Surge", "peril_correlation_group": 1},
        {"id": "WTC", "desc": "Single Peril: Tropical Cyclone", "peril_correlation_group": 1},
        {"id": "WW1", "desc": "Group Peril: Windstorm with storm surge"},
        {"id": "WW2", "desc": "Group Peril: Windstorm w/o storm surge"}
    ]
},

if correlation_settings is present, it needs to contain , damage_correlation_value and hazard_correlation_value for each peril_correlation_group entry.

Example of a valid model settings:

"lookup_settings":{
    "supported_perils":[
        {"id": "WSS", "desc": "Single Peril: Storm Surge", "peril_correlation_group": 1},
        {"id": "WTC", "desc": "Single Peril: Tropical Cyclone", "peril_correlation_group": 1},
        {"id": "WW1", "desc": "Group Peril: Windstorm with storm surge"},
        {"id": "WW2", "desc": "Group Peril: Windstorm w/o storm surge"}
    ]
},
"correlation_settings": [
{"peril_correlation_group":  1, "damage_correlation_value":  "0.7", "hazard_correlation_value":  "0.3"}
],

Example of an invalid model settings that raises a ValueError:

"lookup_settings":{
    "supported_perils":[
        {"id": "WSS", "desc": "Single Peril: Storm Surge", "peril_correlation_group": 1},
        {"id": "WTC", "desc": "Single Peril: Tropical Cyclone", "peril_correlation_group": 1},
        {"id": "WW1", "desc": "Group Peril: Windstorm with storm surge"},
        {"id": "WW2", "desc": "Group Peril: Windstorm w/o storm surge"}
    ]
},
"correlation_settings": [
{"peril_correlation_group":  1}
],

Correlations files updated schema for csv <-> binary conversion tools¶

The correlations.csv and .bin files are modified as they now contain two additional columns: hazard_group_id and hazard_correlation_value. They also feature a renamed column from correlation_value to damage_correlation_value.

The oasislmf package ships conversion tools for the correlations files: correlationtobin to convert a correlations file from csv to bin:

correlationtobin correlations.csv -o correlations.bin

and correlationtocsv to convert a correlations.bin file to csv. If -o <filename> is specified, it writes the csv table to file:

correlationtocsv correlations.bin -o correlations.csv

If no -o <filename> is specified, it prints the csv table to stdout:

correlationtocsv correlations.bin
item_id,peril_correlation_group,damage_correlation_value,hazard_correlation_value
1,1,0.4,0.0
2,1,0.4,0.0
3,1,0.4,0.0
4,1,0.4,0.0
5,1,0.4,0.0
6,1,0.4,0.0
7,1,0.4,0.0
8,1,0.4,0.0
9,1,0.4,0.0
10,2,0.7,0.9
11,2,0.7,0.9
12,2,0.7,0.9
13,2,0.7,0.9
14,2,0.7,0.9
15,2,0.7,0.9
16,2,0.7,0.9
17,2,0.7,0.9
18,2,0.7,0.9
19,2,0.7,0.9
20,2,0.7,0.9

`gulmc` supports stochastic disaggregation for items and fm files¶

Use NumberOfBuildings from location file to generate expanded items file

Use IsAggregate flag value from location file to generate fm files.

Each disaggregated location has the same areaperil / vulnerability attributes as the parent coverage.

A new field is needed in gul_summary_map and fm_summary_map to link disaggregated locations to original location (disagg_id)

TIV, deductibles and limits are split equally.

The definition of site for the application of site terms depends on the value of IsAggregate.

where IsAggregate = 1, site is the disaggregated location where IsAggregate = 0, site is the non-disaggregated location

`gulmc` supports absolute damage (vulnerability) functions¶

In its current implementation, the damage bin dicts file containing the definition of the damage bins for an entire model can contain both relative and absolute damage bins, e.g.:

"bin_index","bin_from","bin_to","interpolation"
1,0.000000,0.000000,0.000000
2,0.000000,0.100000,0.050000
3,0.100000,0.200000,0.150000
4,0.200000,0.300000,0.250000
5,0.300000,0.400000,0.350000
6,0.400000,0.500000,0.450000
7,0.500000,0.600000,0.550000
8,0.600000,0.700000,0.650000
9,0.700000,0.800000,0.750000
10,0.800000,0.900000,0.850000
11,0.900000,1.000000,0.950000
12,1.000000,1.000000,1.000000
13,1.000000,2.000000,1.500000
14,2.000000,3.000000,2.500000
15,3.000000,30.00000,16.50000

where bins 1 to 12 represent a relative damage, and bins 13 to 15 represent an absolute damage.

For random losses falling in absolute damage bins that have a non-zero width (e.g., bins 13, 14, and 15), the loss is interpolated using the same linear or parabolic interpolation algorithm already used for the relative damage bins.

IMPORTANT: vulnerability functions are required to be either entirely absolute or entirely relative. Mixed vulnerability functions defined by a mixture of absolute and relative vulnerability function are not supported. Currently there is no automatic pre-run check that verifies that all vulnerability functions comply with this requirement; the user must check this manually.

Pytools¶

gulpy¶

Command line arguments¶

New random number generator: the Latin Hypercube Sampling algorithm¶

Examples¶

Setting the Output¶

Choosing the random number generator¶

Performance¶

gulmc¶

Command line arguments¶

Comparing gulpy and gulmc output¶

On the usage of modelpy and eve with gulmc¶

gulmc handles hazard uncertainty¶

Probing random values used for sampling¶

gulmc supports aggregate vulnerability definitions¶

Caching in gulmc¶

gulmc supports hazard correlation¶

Update to the model settings JSON schema¶

Correlations updated schema¶

Correlations files updated schema for csv <-> binary conversion tools¶

gulmc supports stochastic disaggregation for items and fm files¶

gulmc supports absolute damage (vulnerability) functions¶

Comparing `gulpy` and `gulmc` output¶

On the usage of `modelpy` and `eve` with `gulmc`¶

`gulmc` handles hazard uncertainty¶

`gulmc` supports aggregate vulnerability definitions¶

Caching in `gulmc`¶

`gulmc` supports hazard correlation¶

`gulmc` supports stochastic disaggregation for items and fm files¶

`gulmc` supports absolute damage (vulnerability) functions¶