Add a generic named-feature learner for the zone models

Electrical heat, ventilation, wind and inter-zone exchange each need
their own coefficient next to the existing loss/heat/bias, and each must
stay physically bounded and not claim precision it does not have.

learning.py adds FeatureLearner: exponentially weighted RLS over named
features with per-feature bounds, priors at 0 for new effects, the same
covariance windup bound as the base model, and a linked bound that keeps
the directional wind term from cancelling more than the isotropic one.
Each prior is sized as "worth N typical samples" (20 for new effects,
200 for zone coupling, which is weakly identifiable). Confidence is the
share of a coefficient's information that comes from data; the standard
error uses a bias-corrected running noise estimate. Saved models are
matched by feature name, so adding a heat source, window or neighbour
retrains only that coefficient and keeps the covariance of the rest.

The existing 3-parameter learner now uses the same RLS step, covariance
bound and positive-definiteness check (behavior unchanged; all existing
tests pass).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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buzeraandClaude Opus 5.5 committed 2026-10-27 02:25:03 +02:00
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"""Recursive least squares over named, physically bounded features.
Pure Python; no Home Assistant imports. Every coefficient is a change in room
temperature per 5-minute step per unit of its feature, so all of them share the
same target: the measured 5-minute temperature change (or, for the ventilation
layer, the part of it the closed-window model cannot explain).
New effects start at a prior of 0 ("no effect until the data shows one"). In
this unscaled RLS form a prior variance is worth 1 / (variance x typical value^2)
samples of data, so each prior below is chosen as "worth N typical samples": a
handful of samples cannot produce a confident coefficient. Confidence is the share
of a coefficient's information that comes from data rather than the prior; the
displayed standard deviation uses a running estimate of the measurement noise.
"""
from __future__ import annotations
from math import isfinite, sqrt
from typing import Any, NamedTuple
FORGETTING = 0.999 # about 3.5 days of 5-minute samples
MAX_STEP_CHANGE = 0.8 # °C per 5 minutes: larger is a glitch, not physics
# A coefficient counts as identified after this many exercising samples and once
# at least 80 % of its information comes from data.
MIN_ACTIVE_SAMPLES = 30
IDENTIFIED_CONFIDENCE = 0.8
INITIAL_NOISE_STD = 0.02 # °C per 5 minutes, about one sensor resolution step
class FeatureSpec(NamedTuple):
prior: float
# Unscaled RLS prior variance: worth 1 / (variance x typical^2) typical samples.
variance: float
lo: float
hi: float
# |feature value| at or above which a sample exercises this coefficient.
active: float
unit: str
def _worth(samples: float, typical: float) -> float:
return 1.0 / (samples * typical * typical)
# x = feature value for one zone at the start of a 5-minute step. The first three
# match the base model's priors.
FEATURES: dict[str, FeatureSpec] = {
# Envelope loss: x = T_out - T (°C).
"loss": FeatureSpec(0.002, 0.0005, 0.0, 0.04, 1.0, "°C/5 min per °C outdoor difference"),
# Boiler: x = radiator-lag proxy (0..1).
"heat": FeatureSpec(0.045, 0.8, 0.0, 0.25, 0.1, "°C/5 min at full radiator heat"),
# Constant gains/losses: x = 1.
"bias": FeatureSpec(0.0, 0.08, -0.06, 0.06, 0.5, "°C/5 min"),
# Electrical heat above baseline after its thermal response: x in kW (typ. 0.4).
"internal": FeatureSpec(0.0, _worth(20, 0.4), 0.0, 0.5, 0.05, "°C/5 min per kW"),
# Exchange with an adjacent zone j: x = T_j - T (°C). Shrunk hard towards 0:
# zones heated by one boiler move together, so this is weakly identifiable.
"couple": FeatureSpec(0.0, _worth(200, 1.0), 0.0, 0.05, 0.3, "°C/5 min per °C difference"),
# Ventilation, fitted to what the closed-window model cannot explain. x scales
# with the open-window factor O and T_out - T (typ. 15 °C):
"vent_natural": FeatureSpec(0.0, _worth(20, 15), 0.0, 0.2, 0.5, "°C/5 min per °C x opening"),
# Wind speed v in m/s (typ. 4 m/s).
"vent_wind": FeatureSpec(0.0, _worth(20, 60), 0.0, 0.03, 0.5, "°C/5 min per °C x opening x m/s"),
# Directional part, bounded by vent_wind so a leeward window still ventilates.
"vent_wind_dir": FeatureSpec(0.0, _worth(20, 60), -0.03, 0.03, 0.5,
"°C/5 min per °C x opening x m/s x cos(angle)"),
"vent_gust": FeatureSpec(0.0, _worth(20, 45), 0.0, 0.03, 0.5,
"°C/5 min per °C x opening x m/s of gust above mean wind"),
"vent_cross": FeatureSpec(0.0, _worth(100, 15), 0.0, 0.1, 0.5,
"°C/5 min per °C x opening x openings elsewhere"),
# After closing: x = recovery weight (1 -> 0) x (T before opening - T), typ. 0.5.
"recovery": FeatureSpec(0.0, _worth(20, 0.5), 0.0, 0.5, 0.05,
"°C/5 min per °C below the pre-ventilation temperature"),
}
def spec_for(name: str) -> FeatureSpec:
"""Specification of a feature; "couple:<zone>" shares the "couple" spec."""
return FEATURES[name.split(":", 1)[0]]
def bound_covariance(p: list[list[float]], prior_variance: list[float]) -> None:
"""Keep P symmetric and no less certain than the prior, in place.
With forgetting, unexcited directions grow by 1/forgetting each step without
limit. Scaling row and column i together is a congruence transform, so positive
definiteness is preserved.
"""
n = len(p)
for i in range(n):
for j in range(i):
p[i][j] = p[j][i] = (p[i][j] + p[j][i]) / 2
for i in range(n):
if p[i][i] > prior_variance[i]:
scale = (prior_variance[i] / p[i][i]) ** .5
for j in range(n):
p[i][j] *= scale
for j in range(n):
p[j][i] *= scale
p[i][i] = prior_variance[i]
def positive_definite(p: list[list[float]]) -> bool:
"""Cholesky check for a symmetric matrix."""
n = len(p)
lower = [[0.0] * n for _ in range(n)]
for i in range(n):
for j in range(i + 1):
value = p[i][j] - sum(lower[i][k] * lower[j][k] for k in range(j))
if i == j:
if value <= 0 or not isfinite(value):
return False
lower[i][j] = value ** .5
else:
lower[i][j] = value / lower[j][j]
return True
def rls_update(theta: list[float], p: list[list[float]], x: list[float], y: float,
forgetting: float = FORGETTING) -> tuple[list[float], float] | None:
"""One exponentially weighted RLS step, updating P in place.
Returns the new parameters and the a priori residual, or None when the update
would be numerically invalid (P is left untouched then).
"""
n = len(theta)
residual = y - sum(t * v for t, v in zip(theta, x))
px = [sum(p[i][j] * x[j] for j in range(n)) for i in range(n)]
denominator = forgetting + sum(x[i] * px[i] for i in range(n))
if not isfinite(denominator) or denominator <= 0:
return None
gain = [value / denominator for value in px]
for i in range(n):
for j in range(n):
p[i][j] = (p[i][j] - gain[i] * px[j]) / forgetting
return [t + gain[i] * residual for i, t in enumerate(theta)], residual
class FeatureLearner:
"""RLS over a configurable list of named features (see FEATURES)."""
def __init__(self, features: list[str]) -> None:
if not features or len(set(features)) != len(features):
raise ValueError("Features must be unique and non-empty")
self.features = list(features)
self._specs = [spec_for(name) for name in self.features]
self.theta = [spec.prior for spec in self._specs]
self.p = [[spec.variance if i == j else 0.0 for j in range(len(self._specs))]
for i, spec in enumerate(self._specs)]
self.count = 0
self.error_sum = 0.0
self.rejected_count = 0
self.on_count = 0
self.off_count = 0
self.active = [0] * len(self.features)
# Bias-corrected running mean of squared a priori residuals.
self._residual_sq = 0.0
self._residual_weight = 0.0
def predict(self, x: list[float]) -> float:
return sum(t * v for t, v in zip(self.theta, x))
def learn(self, x: list[float], y: float, command: bool | None = None) -> bool:
"""Fit one sample of features `x` to the 5-minute change `y`."""
if (len(x) != len(self.features) or not all(isfinite(v) for v in x)
or not isfinite(y) or abs(y) > MAX_STEP_CHANGE):
self.rejected_count += 1
return False
result = rls_update(self.theta, self.p, x, y)
if result is None:
self.rejected_count += 1
return False
theta, residual = result
bound_covariance(self.p, [spec.variance for spec in self._specs])
self.theta = self._bounded(theta)
self.count += 1
self.error_sum += abs(residual)
self._residual_sq = FORGETTING * self._residual_sq + (1 - FORGETTING) * residual * residual
self._residual_weight = FORGETTING * self._residual_weight + (1 - FORGETTING)
if command is not None:
if command:
self.on_count += 1
else:
self.off_count += 1
for i, (value, spec) in enumerate(zip(x, self._specs)):
if abs(value) >= spec.active:
self.active[i] += 1
return True
def _bounded(self, theta: list[float]) -> list[float]:
bounded = [min(spec.hi, max(spec.lo, value)) for value, spec in zip(theta, self._specs)]
if "vent_wind_dir" in self.features:
# The directional term may at most cancel the isotropic wind term.
limit = bounded[self.features.index("vent_wind")] if "vent_wind" in self.features else 0.0
i = self.features.index("vent_wind_dir")
bounded[i] = min(limit, max(-limit, bounded[i]))
return bounded
@property
def noise_var(self) -> float:
"""Estimated variance of the unexplained 5-minute change (°C²)."""
if self._residual_weight <= 0:
return INITIAL_NOISE_STD ** 2
return self._residual_sq / self._residual_weight
@property
def mae(self) -> float | None:
return self.error_sum / self.count if self.count else None
def coefficient(self, name: str) -> float:
return self.theta[self.features.index(name)] if name in self.features else 0.0
def coefficients(self) -> dict[str, dict[str, Any]]:
"""Value, uncertainty and support of each coefficient, for diagnostics.
`confidence` is the share of the coefficient's information that comes from
data rather than the prior (0 = prior only); `std` is its standard error.
"""
result = {}
for i, (name, spec) in enumerate(zip(self.features, self._specs)):
variance = min(spec.variance, max(0.0, self.p[i][i]))
confidence = 1 - variance / spec.variance
result[name] = {
"value": round(self.theta[i], 6),
"std": round(sqrt(self.noise_var * variance), 6),
"confidence": round(confidence, 3),
"samples": self.active[i],
"identified": (self.active[i] >= MIN_ACTIVE_SAMPLES
and confidence >= IDENTIFIED_CONFIDENCE),
}
return result
def as_dict(self) -> dict[str, Any]:
return {"features": self.features, "theta": self.theta, "p": self.p,
"count": self.count, "error_sum": self.error_sum,
"rejected_count": self.rejected_count, "on_count": self.on_count,
"off_count": self.off_count, "active": self.active,
"residual_sq": self._residual_sq, "residual_weight": self._residual_weight}
@classmethod
def from_dict(cls, source: Any, features: list[str]) -> "FeatureLearner":
"""Restore what is valid for `features`; other features start from the prior.
Coefficients are matched by name, so adding or removing a heat source,
window or neighbour retrains only the affected coefficients. Anything
malformed yields a fresh learner.
"""
fresh = cls(features)
try:
if not isinstance(source, dict):
return fresh
names = source["features"]
theta = [float(v) for v in source["theta"]]
p = [[float(v) for v in row] for row in source["p"]]
n = len(names)
if (not all(isinstance(name, str) for name in names) or len(set(names)) != n
or len(theta) != n or len(p) != n or any(len(row) != n for row in p)):
return fresh
if not all(isfinite(v) for v in theta + [v for row in p for v in row]):
return fresh
for i in range(n):
for j in range(i):
if abs(p[i][j] - p[j][i]) > 1e-6 * max(1.0, abs(p[i][j]), abs(p[j][i])):
return fresh
if not positive_definite(p):
return fresh
counts = [source.get(key, 0) for key in
("count", "rejected_count", "on_count", "off_count")]
active = source.get("active", [0] * n)
if (any(type(v) is not int or v < 0 for v in counts + list(active))
or len(active) != n or counts[2] + counts[3] > counts[0]):
return fresh
error_sum = float(source.get("error_sum", 0))
residual_sq = float(source.get("residual_sq", 0.0))
residual_weight = float(source.get("residual_weight", 0.0))
if (not all(isfinite(v) and v >= 0 for v in (error_sum, residual_sq, residual_weight))
or residual_weight > 1):
return fresh
index = {name: i for i, name in enumerate(names)}
kept = [(j, index[name]) for j, name in enumerate(features) if name in index]
obj = cls(features)
for j, i in kept:
obj.theta[j] = theta[i]
obj.active[j] = active[i]
for k, m in kept:
obj.p[j][k] = p[i][m]
obj.theta = obj._bounded(obj.theta)
bound_covariance(obj.p, [spec.variance for spec in obj._specs])
if not positive_definite(obj.p):
return fresh
obj.count, obj.rejected_count, obj.on_count, obj.off_count = counts
obj.error_sum = error_sum
obj._residual_sq, obj._residual_weight = residual_sq, residual_weight
return obj
except (KeyError, TypeError, ValueError, OverflowError):
return fresh
+10 -38
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@@ -10,6 +10,8 @@ from itertools import product
from math import exp, isfinite
from typing import Any
from .learning import bound_covariance, positive_definite, rls_update
STEP_MINUTES = 5
# First-order radiator lag between the relay command and the heat reaching rooms.
LAG_TAU_SECONDS = 1200.0
@@ -18,6 +20,7 @@ HEAT_LAG = 1.0 - exp(-STEP_MINUTES * 60 / LAG_TAU_SECONDS)
LAG_LEARN_MAX_UNCERTAINTY = 0.1
# Prior covariance; also the upper bound that stops RLS windup (see _bound_covariance).
PRIOR_P = ((0.0005, 0.0, 0.0), (0.0, 0.8, 0.0), (0.0, 0.0, 0.08))
PRIOR_VARIANCE = [PRIOR_P[i][i] for i in range(3)]
def bound(value: float, lo: float, hi: float) -> float:
@@ -61,23 +64,8 @@ def lag_from_time_in_state(command: bool, seconds_in_state: float) -> tuple[floa
def _bound_covariance(p: list[list[float]]) -> None:
"""Keep P symmetric and no less certain than the prior, in place.
With forgetting, unexcited directions (e.g. heat input during a summer with the
relay off) grow by 1/forgetting each step without limit. Scaling row and column i
together is a congruence transform, so positive definiteness is preserved.
"""
for i in range(3):
for j in range(i):
p[i][j] = p[j][i] = (p[i][j] + p[j][i]) / 2
for i in range(3):
if p[i][i] > PRIOR_P[i][i]:
scale = (PRIOR_P[i][i] / p[i][i]) ** .5
for j in range(3):
p[i][j] *= scale
for j in range(3):
p[j][i] *= scale
p[i][i] = PRIOR_P[i][i]
"""Covariance bound for the 3-parameter base model (see learning.bound_covariance)."""
bound_covariance(p, PRIOR_VARIANCE)
@dataclass
@@ -107,18 +95,10 @@ class Learner:
if abs(y) > 0.8: # sensor glitch/door opened/restarted device
return self._reject()
x = [outside - temp_before, effective_heat, 1.0]
predicted = sum(t * v for t, v in zip(self.theta, x))
residual = y - predicted
px = [sum(self.p[i][j] * x[j] for j in range(3)) for i in range(3)]
forgetting = 0.999
denominator = forgetting + sum(x[i] * px[i] for i in range(3))
if not isfinite(denominator) or denominator <= 0:
result = rls_update(self.theta, self.p, x, y)
if result is None:
return self._reject()
k = [value / denominator for value in px]
self.theta = [t + k[i] * residual for i, t in enumerate(self.theta)]
for i in range(3):
for j in range(3):
self.p[i][j] = (self.p[i][j] - k[i] * px[j]) / forgetting
self.theta, residual = result
_bound_covariance(self.p)
# Physical constraints; avoids unstable temperature predictions.
self.theta = [
@@ -169,17 +149,9 @@ class Learner:
if abs(p[i][j] - p[j][i]) > 1e-6 * max(1.0, abs(p[i][j]), abs(p[j][i])):
return obj
_bound_covariance(p)
# A covariance must be symmetric positive definite (Cholesky check).
lower = [[0.0] * 3 for _ in range(3)]
for i in range(3):
for j in range(i + 1):
value = p[i][j] - sum(lower[i][k] * lower[j][k] for k in range(j))
if i == j:
if value <= 0 or not isfinite(value):
# A covariance must be symmetric positive definite.
if not positive_definite(p):
return obj
lower[i][j] = value ** .5
else:
lower[i][j] = value / lower[j][j]
counts = [source.get(key, 0)
for key in ("count", "on_count", "off_count", "rejected_count")]
if any(type(v) is not int or v < 0 for v in counts):
+107
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@@ -0,0 +1,107 @@
"""Generic named-feature RLS learner, without Home Assistant."""
import random
import sys
import types
import unittest
from pathlib import Path
COMPONENTS = Path(__file__).resolve().parents[1] / 'custom_components' / 'heating_mpc'
sys.modules.setdefault('heating_mpc', types.ModuleType('heating_mpc'))
sys.modules['heating_mpc'].__path__ = [str(COMPONENTS)]
from heating_mpc import learning as lm # noqa: E402
FEATURES = ['loss', 'heat', 'bias', 'internal']
TRUE = {'loss': 0.004, 'heat': 0.12, 'bias': 0.0005, 'internal': 0.15}
def synthetic(learner, steps=3000, seed=1, noise=0.003, gaming=True):
"""Samples from dT = sum(theta*x) + noise with realistic, varied inputs."""
rng = random.Random(seed)
for k in range(steps):
x = {'loss': -20 + 20 * rng.random(), 'heat': (k // 7) % 3 / 2,
'bias': 1.0, 'internal': 0.4 if gaming and (k // 40) % 5 == 0 else 0.0}
y = sum(TRUE[f] * x[f] for f in TRUE) + rng.gauss(0, noise)
learner.learn([x[f] for f in learner.features], y, command=x['heat'] > 0)
return learner
class FeatureLearnerTests(unittest.TestCase):
def test_recovers_coefficients_and_reports_confidence(self):
learner = synthetic(lm.FeatureLearner(FEATURES))
for name, value in TRUE.items():
with self.subTest(feature=name):
self.assertAlmostEqual(learner.coefficient(name), value, delta=0.1 * value + 0.001)
info = learner.coefficients()
self.assertTrue(info['internal']['identified'])
self.assertGreater(info['internal']['confidence'], 0.8)
# Standard error in °C/5 min per kW: small against the coefficient.
self.assertLess(info['internal']['std'], 0.01)
self.assertAlmostEqual(learner.noise_var ** .5, 0.003, delta=0.001)
self.assertEqual(learner.count + learner.rejected_count, 3000)
def test_unexercised_feature_stays_at_prior_without_confidence(self):
learner = synthetic(lm.FeatureLearner(FEATURES), gaming=False)
info = learner.coefficients()['internal']
self.assertEqual((info['value'], info['samples'], info['identified']), (0.0, 0, False))
self.assertEqual(info['confidence'], 0)
# Windup bound: the unexcited variance never exceeds the prior.
i = learner.features.index('internal')
self.assertLessEqual(learner.p[i][i], lm.spec_for('internal').variance)
def test_bounds_and_linked_directional_wind(self):
learner = lm.FeatureLearner(['internal'])
for _ in range(200):
learner.learn([1.0], -0.2) # cooling with more power: unphysical
self.assertEqual(learner.coefficient('internal'), 0.0)
wind = lm.FeatureLearner(['vent_wind', 'vent_wind_dir'])
for k in range(500):
x = [-50.0, -50.0 * (1 if k % 2 else -1)]
wind.learn(x, 0.02 * x[1]) # only directional signal, of the "wrong" sign
self.assertLessEqual(abs(wind.coefficient('vent_wind_dir')), wind.coefficient('vent_wind') + 1e-12)
def test_invalid_samples_rejected(self):
learner = lm.FeatureLearner(['loss', 'bias'])
for x, y in (([1.0], 0.0), ([float('nan'), 1.0], 0.0), ([1.0, 1.0], 0.9),
([1.0, 1.0], float('inf'))):
self.assertFalse(learner.learn(x, y))
self.assertEqual((learner.count, learner.rejected_count), (0, 4))
with self.assertRaises(ValueError):
lm.FeatureLearner(['loss', 'loss'])
with self.assertRaises(KeyError):
lm.FeatureLearner(['unknown'])
def test_round_trip_and_feature_remapping(self):
learner = synthetic(lm.FeatureLearner(FEATURES), steps=800)
same = lm.FeatureLearner.from_dict(learner.as_dict(), FEATURES)
self.assertEqual((same.theta, same.p, same.count, same.active, same.noise_var),
(learner.theta, learner.p, learner.count, learner.active, learner.noise_var))
# Adding a neighbour keeps every learned coefficient; the new one starts at its prior.
grown = lm.FeatureLearner.from_dict(learner.as_dict(), FEATURES + ['couple:bedroom'])
for name in FEATURES:
self.assertEqual(grown.coefficient(name), learner.coefficient(name))
self.assertEqual(grown.coefficient('couple:bedroom'), 0.0)
self.assertEqual(grown.p[4][4], lm.spec_for('couple').variance)
self.assertEqual(grown.p[0][1], learner.p[0][1])
# Removing the heat source keeps the rest, including their covariance.
shrunk = lm.FeatureLearner.from_dict(learner.as_dict(), ['loss', 'heat', 'bias'])
self.assertEqual(shrunk.theta, learner.theta[:3])
self.assertEqual(shrunk.p[2][0], learner.p[2][0])
def test_malformed_saved_data_starts_fresh(self):
good = synthetic(lm.FeatureLearner(['loss', 'bias']), steps=50).as_dict()
fresh = lm.FeatureLearner(['loss', 'bias'])
for change in ({'features': ['loss', 'loss']}, {'theta': [0.1]}, {'p': [[1, 0], [0, -1]]},
{'p': [[1, 0.5], [0, 1]]}, {'count': -1}, {'active': [1]},
{'theta': [float('nan'), 0]}, {'on_count': 99}, {'residual_sq': -1},
{'residual_weight': 2}):
with self.subTest(change=change):
data = dict(good)
data.update(change)
restored = lm.FeatureLearner.from_dict(data, ['loss', 'bias'])
self.assertEqual((restored.theta, restored.count), (fresh.theta, 0))
for garbage in (None, [], 'x', {}):
self.assertEqual(lm.FeatureLearner.from_dict(garbage, ['loss']).count, 0)
if __name__ == '__main__':
unittest.main()
+7 -6
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@@ -1,14 +1,15 @@
"""Offline tests: run python -m unittest discover -s tests -v."""
import importlib.util
import unittest
from pathlib import Path
path = Path(__file__).resolve().parents[1] / 'custom_components' / 'heating_mpc' / 'physics.py'
spec = importlib.util.spec_from_file_location('heating_mpc_physics', path)
m = importlib.util.module_from_spec(spec)
import sys
sys.modules[spec.name] = m
spec.loader.exec_module(m)
import types
COMPONENTS = Path(__file__).resolve().parents[1] / 'custom_components' / 'heating_mpc'
# Fake only the package container, to avoid importing Home Assistant from __init__.
sys.modules.setdefault('heating_mpc', types.ModuleType('heating_mpc'))
sys.modules['heating_mpc'].__path__ = [str(COMPONENTS)]
from heating_mpc import physics as m # noqa: E402
class ModelTests(unittest.TestCase):