[ML] Prevent adding new seasonal and calendar components to comply with hard limit

docs/CHANGELOG.asciidoc

@@ -28,6 +28,12 @@
 
 //=== Regressions
 
+== {es} version 8.9.0
+
+=== Enhancements
+
+* Improved compliance with memory limitations. (See {ml-pull}2469[#2469].)
+
 == {es} version 8.8.0
 
 === Enhancements

include/maths/common/CModel.h

@@ -329,6 +329,29 @@ struct MATHS_COMMON_EXPORT SModelProbabilityResult {
     SAnomalyScoreExplanation s_AnomalyScoreExplanation;
 };
 
+//! \brief The allocator interface.
+//!
+//! DESCRIPTION:\n
+//! The allocator interface is used to control the ability
+//! of a model to allocate new components. This is used to
+//! comply with the memory constraints of the system.
+class MATHS_COMMON_EXPORT CModelAllocator {
+public:
+    virtual ~CModelAllocator() = default;
+
+    //! Check if we can still allocate any components.
+    virtual bool areAllocationsAllowed() const = 0;
+};
+
+//! \brief The allocator stub.
+//!
+//! DESCRIPTION:\n
+//! The allocator stub is used to allow all allocations.
+class MATHS_COMMON_EXPORT CModelAllocatorStub : public CModelAllocator {
+public:
+    bool areAllocationsAllowed() const override { return true; }
+};
+
 //! \brief The model interface.
 //!
 //! DESCRIPTION:\n
@@ -362,6 +385,7 @@ class MATHS_COMMON_EXPORT CModel {
     using TDouble2VecWeightsAry = maths_t::TDouble2VecWeightsAry;
     using TDouble2VecWeightsAry1Vec = maths_t::TDouble2VecWeightsAry1Vec;
     using TTail2Vec = core::CSmallVector<maths_t::ETail, 2>;
+    using TModelAllocator = CModelAllocator;
 
     //! Possible statuses for updating a model.
     enum EUpdateResult {
@@ -414,6 +438,7 @@ class MATHS_COMMON_EXPORT CModel {
 
     //! Update the model with new samples.
     virtual EUpdateResult addSamples(const CModelAddSamplesParams& params,
+                                     const CModelAllocator& allocator,
                                      TTimeDouble2VecSizeTrVec samples) = 0;
 
     //! Advance time by \p gap.
@@ -586,6 +611,7 @@ class MATHS_COMMON_EXPORT CModelStub : public CModel {
 
     //! No-op.
     EUpdateResult addSamples(const CModelAddSamplesParams& params,
+                             const CModelAllocator& allocator,
                              TTimeDouble2VecSizeTrVec samples) override;
 
     //! No-op.

include/maths/time_series/CTimeSeriesDecomposition.h

@@ -105,6 +105,7 @@ class MATHS_TIME_SERIES_EXPORT EMPTY_BASE_OPT CTimeSeriesDecomposition
     //!
     //! \param[in] time The time of the data point.
     //! \param[in] value The value of the data point.
+    //! \param[in] allocator The allocator to use for the decomposition.
     //! \param[in] weights The weights of \p value. The smaller the count weight the
     //! less influence \p value has on the decomposition.
     //! \param[in] componentChangeCallback Supplied with samples of the prediction
@@ -115,6 +116,7 @@ class MATHS_TIME_SERIES_EXPORT EMPTY_BASE_OPT CTimeSeriesDecomposition
     //! \param[in] firstValueTime The time of the first value added to the decomposition.
     void addPoint(core_t::TTime time,
                   double value,
+                  const common::CModelAllocator& allocator,
                   const maths_t::TDoubleWeightsAry& weights = TWeights::UNIT,
                   const TComponentChangeCallback& componentChangeCallback = noopComponentChange,
                   const maths_t::TModelAnnotationCallback& modelAnnotationCallback = noopModelAnnotation,
@@ -229,6 +231,9 @@ class MATHS_TIME_SERIES_EXPORT EMPTY_BASE_OPT CTimeSeriesDecomposition
     //! Get the seasonal components.
     const maths_t::TSeasonalComponentVec& seasonalComponents() const override;
 
+    //! Get the calendar components.
+    const maths_t::TCalendarComponentVec& calendarComponents() const override;
+
     //! Get the time of the last value.
     core_t::TTime lastValueTime() const;
 

include/maths/time_series/CTimeSeriesDecompositionDetail.h

@@ -15,6 +15,8 @@
 #include <core/CStateMachine.h>
 #include <core/CoreTypes.h>
 
+#include <maths/common/CModel.h>
+
 #include <maths/time_series/CCalendarComponent.h>
 #include <maths/time_series/CCalendarCyclicTest.h>
 #include <maths/time_series/CExpandingWindow.h>
@@ -37,6 +39,7 @@
 
 namespace CTimeSeriesDecompositionTest {
 class CNanInjector;
+class CComponentsTest;
 }
 
 namespace ml {
@@ -54,6 +57,7 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionDetail
     using TFilteredPredictor = std::function<double(core_t::TTime, const TBoolVec&)>;
     using TMakeFilteredPredictor = std::function<TFilteredPredictor()>;
     using TChangePointUPtr = std::unique_ptr<CChangePoint>;
+    using TModelAllocator = common::CModelAllocator;
 
     // clang-format off
     using TMakeTestForSeasonality =
@@ -68,12 +72,14 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionDetail
 
     //! \brief The base message passed.
     struct MATHS_TIME_SERIES_EXPORT SMessage {
-        SMessage(core_t::TTime time, core_t::TTime lastTime);
+        SMessage(core_t::TTime time, core_t::TTime lastTime, const TModelAllocator& allocator);
 
         //! The message time.
         core_t::TTime s_Time;
         //! The last update time.
         core_t::TTime s_LastTime;
+
+        const TModelAllocator& s_Allocator;
     };
 
     //! \brief The message passed to add a point.
@@ -91,7 +97,8 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionDetail
                   CTimeSeriesDecomposition& decomposition,
                   const TMakePredictor& makePredictor,
                   const TMakeFilteredPredictor& makeSeasonalityTestPreconditioner,
-                  const TMakeTestForSeasonality& makeTestForSeasonality);
+                  const TMakeTestForSeasonality& makeTestForSeasonality,
+                  const TModelAllocator& allocator = common::CModelAllocatorStub());
         SAddValue(const SAddValue&) = delete;
         SAddValue& operator=(const SAddValue&) = delete;
 
@@ -125,7 +132,10 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionDetail
     //! \brief The message passed to indicate periodic components have been
     //! detected.
     struct MATHS_TIME_SERIES_EXPORT SDetectedSeasonal : public SMessage {
-        SDetectedSeasonal(core_t::TTime time, core_t::TTime lastTime, CSeasonalDecomposition components);
+        SDetectedSeasonal(core_t::TTime time,
+                          core_t::TTime lastTime,
+                          CSeasonalDecomposition components,
+                          const TModelAllocator& allocator);
 
         //! The components found.
         CSeasonalDecomposition s_Components;
@@ -137,7 +147,8 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionDetail
         SDetectedCalendar(core_t::TTime time,
                           core_t::TTime lastTime,
                           CCalendarFeature feature,
-                          core_t::TTime timeZoneOffset);
+                          core_t::TTime timeZoneOffset,
+                          const TModelAllocator& allocator);
 
         //! The calendar feature found.
         CCalendarFeature s_Feature;
@@ -148,15 +159,19 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionDetail
     //! \brief The message passed to indicate the trend is being used for prediction.
     struct MATHS_TIME_SERIES_EXPORT SDetectedTrend : public SMessage {
         SDetectedTrend(const TPredictor& predictor,
-                       const TComponentChangeCallback& componentChangeCallback);
+                       const TComponentChangeCallback& componentChangeCallback,
+                       const TModelAllocator& allocator);
 
         TPredictor s_Predictor;
         TComponentChangeCallback s_ComponentChangeCallback;
     };
 
     //! \brief The message passed to indicate a sudden change has occurred.
     struct MATHS_TIME_SERIES_EXPORT SDetectedChangePoint : public SMessage {
-        SDetectedChangePoint(core_t::TTime time, core_t::TTime lastTime, TChangePointUPtr change);
+        SDetectedChangePoint(core_t::TTime time,
+                             core_t::TTime lastTime,
+                             TChangePointUPtr change,
+                             const TModelAllocator& allocator);
 
         //! The change description.
         TChangePointUPtr s_Change;
@@ -522,7 +537,7 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionDetail
     //! \brief Holds and updates the components of the decomposition.
     class MATHS_TIME_SERIES_EXPORT CComponents : public CHandler {
     public:
-        class CScopeAttachComponentChangeCallback {
+        class MATHS_TIME_SERIES_EXPORT CScopeAttachComponentChangeCallback {
         public:
             CScopeAttachComponentChangeCallback(CComponents& components,
                                                 TComponentChangeCallback componentChangeCallback,
@@ -770,6 +785,12 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionDetail
             //! Get the combined size of the seasonal components.
             std::size_t size() const;
 
+            //! Estimate the size change in the seasonal components if we
+            //! were to apply all changes from \p components.
+            std::ptrdiff_t estimateSizeChange(const CSeasonalDecomposition& components,
+                                              double decayRate,
+                                              double bucketLength) const;
+
             //! Get the components.
             const maths_t::TSeasonalComponentVec& components() const;
             //! Get the components.
@@ -794,15 +815,7 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionDetail
             bool initialized() const;
 
             //! Add and initialize a new component.
-            void add(const CSeasonalTime& seasonalTime,
-                     std::size_t size,
-                     double decayRate,
-                     double bucketLength,
-                     core_t::TTime maxTimeShiftPerPeriod,
-                     common::CSplineTypes::EBoundaryCondition boundaryCondition,
-                     core_t::TTime startTime,
-                     core_t::TTime endTime,
-                     const TFloatMeanAccumulatorVec& values);
+            void add(CSeasonalComponent&& component);
 
             //! Apply \p change to the components.
             void apply(const CChangePoint& change);
@@ -934,10 +947,13 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionDetail
         std::size_t maxSize() const;
 
         //! Add new seasonal components.
-        void addSeasonalComponents(const CSeasonalDecomposition& components);
+        void addSeasonalComponents(const CSeasonalDecomposition& components,
+                                   const TModelAllocator& allocator);
 
         //! Add a new calendar component.
-        void addCalendarComponent(const CCalendarFeature& feature, core_t::TTime timeZoneOffset);
+        void addCalendarComponent(const CCalendarFeature& feature,
+                                  const TModelAllocator& allocator,
+                                  core_t::TTime timeZoneOffset);
 
         //! Fit the trend component \p component to \p values.
         void fitTrend(core_t::TTime startTime,
@@ -1014,13 +1030,17 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionDetail
         TComponentChangeCallback m_ComponentChangeCallback;
 
         //! Supplied with an annotation if a component is added.
-        maths_t::TModelAnnotationCallback m_ModelAnnotationCallback;
+        maths_t::TModelAnnotationCallback m_ModelAnnotationCallback{
+            [](const std::string&) {}};
 
         //! Set to true if the trend model should be used for prediction.
-        bool m_UsingTrendForPrediction = false;
+        bool m_UsingTrendForPrediction{false};
 
         //! Befriend a helper class used by the unit tests
         friend class CTimeSeriesDecompositionTest::CNanInjector;
+
+        // Befriend a helper class used by the unit tests
+        friend class CTimeSeriesDecompositionTest::CComponentsTest;
     };
 };
 

include/maths/time_series/CTimeSeriesDecompositionInterface.h

@@ -31,6 +31,7 @@
 namespace ml {
 namespace maths {
 namespace common {
+class CModelAllocator;
 class CMultivariatePrior;
 class CPrior;
 }
@@ -108,6 +109,7 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionInterface
     virtual void
     addPoint(core_t::TTime time,
              double value,
+             const common::CModelAllocator& allocator,
              const maths_t::TDoubleWeightsAry& weights = TWeights::UNIT,
              const TComponentChangeCallback& componentChangeCallback = noopComponentChange,
              const maths_t::TModelAnnotationCallback& modelAnnotationCallback = noopModelAnnotation,
@@ -216,6 +218,9 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionInterface
     //! Get the seasonal components.
     virtual const maths_t::TSeasonalComponentVec& seasonalComponents() const = 0;
 
+    //! Get the calendar components.
+    virtual const maths_t::TCalendarComponentVec& calendarComponents() const = 0;
+
 protected:
     static void noopComponentChange(TFloatMeanAccumulatorVec) {}
     static void noopModelAnnotation(const std::string&) {}

include/maths/time_series/CTimeSeriesDecompositionStub.h

@@ -48,6 +48,7 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionStub
     //! No-op returning false.
     void addPoint(core_t::TTime time,
                   double value,
+                  const common::CModelAllocator& allocator,
                   const maths_t::TDoubleWeightsAry& weights = TWeights::UNIT,
                   const TComponentChangeCallback& componentChangeCallback = noopComponentChange,
                   const maths_t::TModelAnnotationCallback& modelAnnotationCallback = noopModelAnnotation,
@@ -120,6 +121,9 @@ class MATHS_TIME_SERIES_EXPORT CTimeSeriesDecompositionStub
 
     //! Returns an empty vector.
     const maths_t::TSeasonalComponentVec& seasonalComponents() const override;
+
+    //! Returns an empty vector.
+    const maths_t::TCalendarComponentVec& calendarComponents() const override;
 };
 }
 }

include/maths/time_series/CTimeSeriesModel.h

@@ -97,6 +97,7 @@ class MATHS_TIME_SERIES_EXPORT CUnivariateTimeSeriesModel : public common::CMode
 
     //! Update the model with new samples.
     EUpdateResult addSamples(const common::CModelAddSamplesParams& params,
+                             const TModelAllocator& allocator,
                              TTimeDouble2VecSizeTrVec samples) override;
 
     //! Advance time by \p gap.
@@ -228,7 +229,8 @@ class MATHS_TIME_SERIES_EXPORT CUnivariateTimeSeriesModel : public common::CMode
 
     //! Update the trend with \p samples.
     EUpdateResult updateTrend(const common::CModelAddSamplesParams& params,
-                              const TTimeDouble2VecSizeTrVec& samples);
+                              const TTimeDouble2VecSizeTrVec& samples,
+                              const TModelAllocator& allocator);
 
     //! Update the residual models.
     TTimeDouble2VecSizeTrVecDoublePr
@@ -583,6 +585,7 @@ class MATHS_TIME_SERIES_EXPORT CMultivariateTimeSeriesModel : public common::CMo
 
     //! Update the model with new samples.
     EUpdateResult addSamples(const common::CModelAddSamplesParams& params,
+                             const TModelAllocator& allocator,
                              TTimeDouble2VecSizeTrVec samples) override;
 
     //! Advance time by \p gap.
@@ -701,7 +704,8 @@ class MATHS_TIME_SERIES_EXPORT CMultivariateTimeSeriesModel : public common::CMo
 private:
     //! Update the trend with \p samples.
     EUpdateResult updateTrend(const common::CModelAddSamplesParams& params,
-                              const TTimeDouble2VecSizeTrVec& samples);
+                              const TTimeDouble2VecSizeTrVec& samples,
+                              const TModelAllocator& allocator);
 
     //! Update the residual models.
     void updateResidualModels(const common::CModelAddSamplesParams& params,

include/maths/time_series/CTimeSeriesTestForSeasonality.h

@@ -19,6 +19,7 @@
 #include <maths/common/CFuzzyLogic.h>
 #include <maths/common/CLinearAlgebra.h>
 
+#include <maths/time_series/CSeasonalComponent.h>
 #include <maths/time_series/CSignal.h>
 #include <maths/time_series/CTimeSeriesSegmentation.h>
 #include <maths/time_series/ImportExport.h>
@@ -132,6 +133,9 @@ class MATHS_TIME_SERIES_EXPORT CNewSeasonalComponentSummary {
     //! Get a description of the component.
     std::string print() const;
 
+    //! Create a seasonal component from the initial values.
+    CSeasonalComponent createSeasonalComponent(double decayRate, double bucketLength) const;
+
 private:
     std::string m_AnnotationText;
     TSeasonalComponent m_Period;

include/model/CModelFactory.h

@@ -14,6 +14,7 @@
 
 #include <core/CoreTypes.h>
 
+#include <maths/common/CModel.h>
 #include <maths/common/COrderings.h>
 #include <maths/common/MathsTypes.h>
 
@@ -50,6 +51,7 @@ class CAnomalyDetectorModel;
 class CDataGatherer;
 class CInfluenceCalculator;
 class CInterimBucketCorrector;
+class CResourceMonitor;
 class CSearchKey;
 
 //! \brief A factory class interface for the CAnomalyDetectorModel hierarchy.
@@ -456,6 +458,17 @@ class MODEL_EXPORT CModelFactory {
     //! A cache of influence calculators for collections of features.
     mutable TStrFeatureVecPrInfluenceCalculatorCPtrMap m_InfluenceCalculatorCache;
 };
+
+class CModelAllocator : public maths::common::CModelAllocator {
+public:
+    explicit CModelAllocator(CResourceMonitor& resourceMonitor)
+        : m_ResourceMonitor{&resourceMonitor} {}
+
+    bool areAllocationsAllowed() const override;
+
+private:
+    CResourceMonitor* m_ResourceMonitor;
+};
 }
 }