Delete Analysis_code/7.ensemble
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Analysis_code/7.ensemble/analysis_of_shap.ipynb
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version https://git-lfs.github.com/spec/v1
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Analysis_code/7.ensemble/ensemble.ipynb
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version https://git-lfs.github.com/spec/v1
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oid sha256:b948db39e385865eccedfded6410f2d4719ad87d5a95d857b62ba34f1995065b
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size 20952
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Analysis_code/7.ensemble/shap_utils.py
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from joblib import load
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import pandas as pd
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import numpy as np
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import matplotlib.pyplot as plt
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import os
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import sys
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from contextlib import contextmanager
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from io import StringIO
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from typing import Optional, Tuple, List, Dict, Any
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from dataclasses import dataclass
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from abc import ABC, abstractmethod
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from sklearn.metrics import confusion_matrix
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from sklearn.preprocessing import LabelEncoder
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from scipy.stats import wasserstein_distance
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import shap
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import torch
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import warnings
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# 모든 경고 무시
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warnings.filterwarnings('ignore')
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warnings.filterwarnings('ignore', category=UserWarning, message='.*unrecognized nn.Module.*')
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warnings.filterwarnings('ignore', category=UserWarning, message='.*LayerNorm.*')
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warnings.filterwarnings('ignore', category=UserWarning, message='.*unrecognized.*')
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warnings.filterwarnings('ignore', module='shap.*')
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# 모델 클래스 import를 위한 경로 설정
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try:
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current_file_dir = os.path.dirname(os.path.abspath(__file__))
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models_path = os.path.abspath(os.path.join(current_file_dir, '../models'))
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except NameError:
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cwd = os.getcwd()
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if 'Analysis_code' in cwd:
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analysis_code_dir = cwd[:cwd.index('Analysis_code') + len('Analysis_code')]
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models_path = os.path.join(analysis_code_dir, 'models')
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else:
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models_path = '/workspace/visibility_prediction/Analysis_code/models'
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if models_path not in sys.path:
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sys.path.insert(0, models_path)
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from ft_transformer import FTTransformer
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from resnet_like import ResNetLike
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from deepgbm import DeepGBM
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# ==========================================
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# 1. Config 클래스
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# ==========================================
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class SHAPConfig:
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"""SHAP 분석 설정을 관리하는 클래스."""
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# 상수 정의
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FOLD_YEARS = [[2018, 2019], [2018, 2019], [2019, 2020]]
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TEST_YEAR = 2021
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DROP_COLUMNS = ['multi_class', 'year']
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FEATURE_COLUMNS = [
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'temp_C', 'precip_mm', 'wind_speed', 'wind_dir', 'hm',
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'vap_pressure', 'dewpoint_C', 'loc_pressure', 'sea_pressure',
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'solarRad', 'snow_cm', 'cloudcover', 'lm_cloudcover', 'low_cloudbase',
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'groundtemp', 'O3', 'NO2', 'PM10', 'PM25', 'year',
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'month', 'hour', 'ground_temp - temp_C', 'hour_sin', 'hour_cos',
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'month_sin', 'month_cos', 'multi_class'
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]
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# 기본 설정값
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DEFAULT_N_FOLDS = 3
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DEFAULT_N_BACKGROUND_SAMPLES = 200
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DEFAULT_N_TEST_SAMPLES = 500
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DEFAULT_FIGSIZE = (20, 8)
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DEFAULT_TOP_N = 3
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DEFAULT_TARGET_CLASS = 0
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DEFAULT_DEVICE = 'cpu'
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DEFAULT_PLOT_MARGIN = 0.05
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def __init__(
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self,
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n_folds: int = DEFAULT_N_FOLDS,
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n_background_samples: int = DEFAULT_N_BACKGROUND_SAMPLES,
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n_test_samples: int = DEFAULT_N_TEST_SAMPLES,
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figsize: Tuple[int, int] = DEFAULT_FIGSIZE,
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top_n: int = DEFAULT_TOP_N,
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target_class: int = DEFAULT_TARGET_CLASS,
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device: str = DEFAULT_DEVICE
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):
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self.n_folds = n_folds
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self.n_background_samples = n_background_samples
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self.n_test_samples = n_test_samples
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self.figsize = figsize
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self.top_n = top_n
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self.target_class = target_class
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self.device = device
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self._validate()
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def _validate(self):
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"""설정값 검증."""
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if self.n_folds <= 0:
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raise ValueError("n_folds must be positive")
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if self.n_background_samples <= 0:
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raise ValueError("n_background_samples must be positive")
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if self.n_test_samples <= 0:
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raise ValueError("n_test_samples must be positive")
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if self.top_n <= 0:
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raise ValueError("top_n must be positive")
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# ==========================================
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# 2. 결과 데이터 클래스
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# ==========================================
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@dataclass
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class ImportanceData:
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"""Feature importance 데이터를 담는 클래스."""
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df: pd.DataFrame
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top_n_features: List[str]
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top_n_share: float
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@dataclass
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class SHAPResult:
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"""SHAP 분석 결과를 담는 클래스."""
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shap_train: Optional[np.ndarray]
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X_train: Optional[pd.DataFrame]
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shap_test: Optional[np.ndarray]
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X_test: Optional[pd.DataFrame]
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feature_names: List[str]
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importance_train: Optional[ImportanceData]
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importance_test: Optional[ImportanceData]
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importance_df_combined: Optional[pd.DataFrame]
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metadata: Dict[str, Any]
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def to_dict(self) -> Dict[str, Any]:
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"""기존 dict 형태로 변환 (하위 호환성)."""
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return {
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'shap_train': self.shap_train,
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'X_train': self.X_train,
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'shap_test': self.shap_test,
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'X_test': self.X_test,
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'feature_names': self.feature_names,
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'top_n_features_train': self.importance_train.top_n_features if self.importance_train else None,
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'top_n_share_train': self.importance_train.top_n_share if self.importance_train else None,
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'importance_df_train': self.importance_train.df if self.importance_train else None,
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'top_n_features_test': self.importance_test.top_n_features if self.importance_test else None,
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'top_n_share_test': self.importance_test.top_n_share if self.importance_test else None,
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'importance_df_test': self.importance_test.df if self.importance_test else None,
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'importance_df_combined': self.importance_df_combined,
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**self.metadata
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}
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# ==========================================
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# 3. 헬퍼 클래스들
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# ==========================================
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class PreprocessingUtils:
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"""전처리 유틸리티 클래스."""
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@staticmethod
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def add_derived_features(df: pd.DataFrame) -> pd.DataFrame:
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"""파생 변수 추가."""
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df = df.copy()
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df['hour_sin'] = np.sin(2 * np.pi * df['hour'] / 24)
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df['hour_cos'] = np.cos(2 * np.pi * df['hour'] / 24)
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df['month_sin'] = np.sin(2 * np.pi * df['month'] / 12)
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df['month_cos'] = np.cos(2 * np.pi * df['month'] / 12)
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df['ground_temp - temp_C'] = df['groundtemp'] - df['temp_C']
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return df
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@staticmethod
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def preprocessing(df: pd.DataFrame, config: SHAPConfig) -> pd.DataFrame:
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"""데이터 전처리."""
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df = df[df.columns].copy()
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df['year'] = df['year'].astype('int')
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df['month'] = df['month'].astype('int')
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df['hour'] = df['hour'].astype('int')
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df = PreprocessingUtils.add_derived_features(df).copy()
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df['multi_class'] = df['multi_class'].astype('int')
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df.loc[df['wind_dir'] == '정온', 'wind_dir'] = "0"
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df['wind_dir'] = df['wind_dir'].astype('int')
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df = df[config.FEATURE_COLUMNS].copy()
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return df
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class ShapValueExtractor:
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"""SHAP 값 추출 및 변환 유틸리티 클래스."""
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@staticmethod
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def _to_numpy(value: Any) -> np.ndarray:
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"""다양한 타입을 numpy array로 변환."""
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if isinstance(value, torch.Tensor):
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return value.cpu().numpy()
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elif isinstance(value, list):
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return np.array(value)
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elif isinstance(value, np.ndarray):
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return value
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else:
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return np.array(value)
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@staticmethod
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def _combine_num_cat_shap(shap_num: Any, shap_cat: Any) -> np.ndarray:
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"""Numerical과 categorical SHAP 값을 결합."""
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shap_num = ShapValueExtractor._to_numpy(shap_num)
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shap_cat = ShapValueExtractor._to_numpy(shap_cat)
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return np.concatenate([shap_num, shap_cat], axis=-1)
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@staticmethod
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def _extract_from_list_of_tuples(shap_list: List[Tuple]) -> np.ndarray:
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"""튜플 리스트에서 SHAP 값을 추출."""
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combined = []
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for shap_item in shap_list:
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if isinstance(shap_item, tuple):
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combined.append(ShapValueExtractor._combine_num_cat_shap(shap_item[0], shap_item[1]))
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else:
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combined.append(ShapValueExtractor._to_numpy(shap_item))
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return np.array(combined)
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@staticmethod
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def _extract_from_list(shap_list: List[Any]) -> np.ndarray:
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"""리스트에서 SHAP 값을 추출."""
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if len(shap_list) == 0:
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return np.array([])
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if isinstance(shap_list[0], tuple):
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return ShapValueExtractor._extract_from_list_of_tuples(shap_list)
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if len(shap_list) == 2:
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return ShapValueExtractor._combine_num_cat_shap(shap_list[0], shap_list[1])
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try:
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return np.array([ShapValueExtractor._to_numpy(item) for item in shap_list])
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except (ValueError, TypeError):
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converted = [ShapValueExtractor._to_numpy(item) for item in shap_list]
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if len(converted) == 2:
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return np.concatenate(converted, axis=-1)
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else:
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return np.array(converted)
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@staticmethod
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def extract(shap_values: Any, target_class: int = 0) -> np.ndarray:
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"""SHAP 값을 추출하여 numpy array로 변환."""
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# 튜플인 경우
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if isinstance(shap_values, tuple):
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return ShapValueExtractor._combine_num_cat_shap(shap_values[0], shap_values[1])
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# 리스트인 경우
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if isinstance(shap_values, list):
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target_shap = shap_values[target_class]
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if isinstance(target_shap, tuple):
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return ShapValueExtractor._combine_num_cat_shap(target_shap[0], target_shap[1])
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if isinstance(target_shap, list):
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return ShapValueExtractor._extract_from_list(target_shap)
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return ShapValueExtractor._to_numpy(target_shap)
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# numpy array인 경우
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if isinstance(shap_values, np.ndarray):
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if len(shap_values.shape) == 3:
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return shap_values[:, target_class, :]
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return shap_values
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# 기타 타입
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return ShapValueExtractor._to_numpy(shap_values)
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@contextmanager
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def suppress_shap_output():
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"""SHAP DeepExplainer의 출력을 억제하는 컨텍스트 매니저."""
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old_stdout = sys.stdout
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sys.stdout = StringIO()
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try:
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with warnings.catch_warnings():
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warnings.simplefilter('ignore')
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yield
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finally:
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sys.stdout = old_stdout
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class ModelWrapper(torch.nn.Module):
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"""PyTorch 모델을 SHAP DeepExplainer에 맞게 래핑하는 클래스."""
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def __init__(self, base_model, numerical_cols):
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super().__init__()
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self.base_model = base_model
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self.num_features = len(numerical_cols)
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| 288 |
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def forward(self, *inputs):
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"""SHAP이 리스트로 전달하는 경우 처리"""
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if len(inputs) == 1 and isinstance(inputs[0], (list, tuple)):
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x_num, x_cat = inputs[0]
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elif len(inputs) == 2:
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x_num, x_cat = inputs
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else:
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x = inputs[0]
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x_num = x[:, :self.num_features]
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x_cat = x[:, self.num_features:].long()
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return self.base_model(x_num, x_cat)
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if x_cat.dtype != torch.long:
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x_cat = x_cat.long()
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return self.base_model(x_num, x_cat)
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# ==========================================
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# 4. DataLoader 클래스
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# ==========================================
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| 309 |
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| 310 |
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class DataLoader:
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"""데이터 로딩 및 전처리를 담당하는 클래스."""
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| 312 |
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| 313 |
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def __init__(self, config: SHAPConfig):
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self.config = config
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| 316 |
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def load_raw_data(
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| 317 |
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self,
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region: str,
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data_sample: str,
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fold_idx: int
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) -> Tuple[pd.DataFrame, pd.DataFrame, pd.DataFrame]:
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| 322 |
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"""원본 데이터 로드 (전처리만 적용)."""
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| 323 |
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if data_sample == 'pure':
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dat_path = f"../../data/data_for_modeling/{region}_train.csv"
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train_data = PreprocessingUtils.preprocessing(
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pd.read_csv(dat_path, index_col=0), self.config
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)
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| 328 |
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train_data = train_data.loc[
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| 329 |
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~train_data['year'].isin([self.config.TEST_YEAR - (fold_idx + 1)]), :
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]
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| 331 |
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else:
|
| 332 |
-
train_data = pd.read_csv(
|
| 333 |
-
f"../../data/data_oversampled/{data_sample}/{data_sample}_{fold_idx+1}_{region}.csv"
|
| 334 |
-
)
|
| 335 |
-
train_data = PreprocessingUtils.preprocessing(train_data, self.config)
|
| 336 |
-
|
| 337 |
-
val_data = pd.read_csv(f"../../data/data_for_modeling/{region}_train.csv")
|
| 338 |
-
val_data = PreprocessingUtils.preprocessing(val_data, self.config)
|
| 339 |
-
val_data = val_data.loc[
|
| 340 |
-
val_data['year'].isin([self.config.TEST_YEAR - (fold_idx + 1)]), :
|
| 341 |
-
]
|
| 342 |
-
|
| 343 |
-
test_data = pd.read_csv(f"../../data/data_for_modeling/{region}_test.csv")
|
| 344 |
-
test_data = PreprocessingUtils.preprocessing(test_data, self.config)
|
| 345 |
-
test_data = test_data.loc[test_data['year'].isin([self.config.TEST_YEAR]), :]
|
| 346 |
-
|
| 347 |
-
# 컬럼 정렬
|
| 348 |
-
common_columns = train_data.columns.to_list()
|
| 349 |
-
train_data = train_data[common_columns]
|
| 350 |
-
val_data = val_data[common_columns]
|
| 351 |
-
test_data = test_data[common_columns]
|
| 352 |
-
|
| 353 |
-
return train_data, val_data, test_data
|
| 354 |
-
|
| 355 |
-
def prepare_for_tree_model(
|
| 356 |
-
self,
|
| 357 |
-
region: str,
|
| 358 |
-
data_sample: str,
|
| 359 |
-
fold_idx: int
|
| 360 |
-
) -> Tuple[pd.DataFrame, pd.DataFrame, pd.DataFrame]:
|
| 361 |
-
"""Tree 모델용 데이터 준비."""
|
| 362 |
-
train_data = pd.read_csv(
|
| 363 |
-
f"../../data/data_oversampled/{data_sample}/{data_sample}_{fold_idx+1}_{region}.csv"
|
| 364 |
-
)
|
| 365 |
-
val_data = pd.read_csv(f"../../data/data_for_modeling/{region}_train.csv")
|
| 366 |
-
test_data = pd.read_csv(f"../../data/data_for_modeling/{region}_test.csv")
|
| 367 |
-
|
| 368 |
-
train_data = PreprocessingUtils.preprocessing(train_data, self.config).copy()
|
| 369 |
-
val_data = PreprocessingUtils.preprocessing(val_data, self.config).copy()
|
| 370 |
-
test_data = PreprocessingUtils.preprocessing(test_data, self.config).copy()
|
| 371 |
-
|
| 372 |
-
train_data = train_data.loc[
|
| 373 |
-
train_data['year'].isin(self.config.FOLD_YEARS[fold_idx]), :
|
| 374 |
-
]
|
| 375 |
-
val_data = val_data.loc[
|
| 376 |
-
~val_data['year'].isin(self.config.FOLD_YEARS[fold_idx]), :
|
| 377 |
-
]
|
| 378 |
-
test_data = test_data.loc[test_data['year'].isin([self.config.TEST_YEAR]), :]
|
| 379 |
-
|
| 380 |
-
return train_data, val_data, test_data
|
| 381 |
-
|
| 382 |
-
def prepare_for_dl_model(
|
| 383 |
-
self,
|
| 384 |
-
region: str,
|
| 385 |
-
data_sample: str,
|
| 386 |
-
fold_idx: int,
|
| 387 |
-
scaler: Any
|
| 388 |
-
) -> Tuple[pd.DataFrame, pd.DataFrame, pd.DataFrame, pd.Index, pd.Index,
|
| 389 |
-
torch.Tensor, torch.Tensor, torch.Tensor, torch.Tensor, torch.Tensor, torch.Tensor]:
|
| 390 |
-
"""Deep Learning 모델용 데이터 준비 (scaler 적용, 텐서 변환)."""
|
| 391 |
-
train_data, val_data, test_data = self.load_raw_data(region, data_sample, fold_idx)
|
| 392 |
-
|
| 393 |
-
X_train = train_data.drop(columns=self.config.DROP_COLUMNS)
|
| 394 |
-
X_val = val_data.drop(columns=self.config.DROP_COLUMNS)
|
| 395 |
-
X_test = test_data.drop(columns=self.config.DROP_COLUMNS)
|
| 396 |
-
|
| 397 |
-
# 범주형 & 연속형 변수 분리
|
| 398 |
-
categorical_cols = X_train.select_dtypes(include=['object', 'category', 'int64']).columns
|
| 399 |
-
numerical_cols = X_train.select_dtypes(include=['float64']).columns
|
| 400 |
-
|
| 401 |
-
# Label Encoding
|
| 402 |
-
label_encoders = {}
|
| 403 |
-
for col in categorical_cols:
|
| 404 |
-
le = LabelEncoder()
|
| 405 |
-
le.fit(X_train[col])
|
| 406 |
-
label_encoders[col] = le
|
| 407 |
-
|
| 408 |
-
for col in categorical_cols:
|
| 409 |
-
X_train[col] = label_encoders[col].transform(X_train[col])
|
| 410 |
-
X_val[col] = label_encoders[col].transform(X_val[col])
|
| 411 |
-
X_test[col] = label_encoders[col].transform(X_test[col])
|
| 412 |
-
|
| 413 |
-
# Scaler 변환
|
| 414 |
-
X_train[numerical_cols] = scaler.transform(X_train[numerical_cols])
|
| 415 |
-
X_val[numerical_cols] = scaler.transform(X_val[numerical_cols])
|
| 416 |
-
X_test[numerical_cols] = scaler.transform(X_test[numerical_cols])
|
| 417 |
-
|
| 418 |
-
# 텐서 변환
|
| 419 |
-
X_train_num = torch.tensor(X_train[numerical_cols].values, dtype=torch.float32)
|
| 420 |
-
X_train_cat = torch.tensor(X_train[categorical_cols].values, dtype=torch.long)
|
| 421 |
-
X_val_num = torch.tensor(X_val[numerical_cols].values, dtype=torch.float32)
|
| 422 |
-
X_val_cat = torch.tensor(X_val[categorical_cols].values, dtype=torch.long)
|
| 423 |
-
X_test_num = torch.tensor(X_test[numerical_cols].values, dtype=torch.float32)
|
| 424 |
-
X_test_cat = torch.tensor(X_test[categorical_cols].values, dtype=torch.long)
|
| 425 |
-
|
| 426 |
-
return (X_train, X_val, X_test, categorical_cols, numerical_cols,
|
| 427 |
-
X_train_num, X_train_cat, X_val_num, X_val_cat, X_test_num, X_test_cat)
|
| 428 |
-
|
| 429 |
-
|
| 430 |
-
# ==========================================
|
| 431 |
-
# 5. SHAPAnalyzer 베이스 클래스
|
| 432 |
-
# ==========================================
|
| 433 |
-
|
| 434 |
-
class SHAPAnalyzer(ABC):
|
| 435 |
-
"""SHAP 분석을 위한 추상 베이스 클래스."""
|
| 436 |
-
|
| 437 |
-
def __init__(self, config: SHAPConfig, data_loader: DataLoader):
|
| 438 |
-
self.config = config
|
| 439 |
-
self.data_loader = data_loader
|
| 440 |
-
|
| 441 |
-
@abstractmethod
|
| 442 |
-
def create_explainer(self, model: Any, background_data: Any) -> Any:
|
| 443 |
-
"""SHAP Explainer 생성."""
|
| 444 |
-
pass
|
| 445 |
-
|
| 446 |
-
@abstractmethod
|
| 447 |
-
def calculate_shap_values(self, explainer: Any, sample_data: Any) -> Any:
|
| 448 |
-
"""SHAP 값 계산."""
|
| 449 |
-
pass
|
| 450 |
-
|
| 451 |
-
def _calculate_importance(
|
| 452 |
-
self,
|
| 453 |
-
shap_values: np.ndarray,
|
| 454 |
-
feature_names: List[str],
|
| 455 |
-
period_name: str = ''
|
| 456 |
-
) -> ImportanceData:
|
| 457 |
-
"""누적 설명력(Cumulative Share) 계산."""
|
| 458 |
-
global_importances = np.abs(shap_values).mean(axis=0)
|
| 459 |
-
|
| 460 |
-
importance_df = pd.DataFrame({
|
| 461 |
-
'feature': feature_names,
|
| 462 |
-
'importance': global_importances
|
| 463 |
-
}).sort_values('importance', ascending=False)
|
| 464 |
-
|
| 465 |
-
total_importance = importance_df['importance'].sum()
|
| 466 |
-
top_n_df = importance_df.head(self.config.top_n)
|
| 467 |
-
top_n_importance = top_n_df['importance'].sum()
|
| 468 |
-
top_n_share = (top_n_importance / total_importance) * 100
|
| 469 |
-
top_n_features = top_n_df['feature'].tolist()
|
| 470 |
-
|
| 471 |
-
if period_name:
|
| 472 |
-
print(f"{period_name} - Top {self.config.top_n} Dominant Features: {top_n_features}")
|
| 473 |
-
print(f"{period_name} - Cumulative Importance Share (Top {self.config.top_n}): {top_n_share:.2f}%")
|
| 474 |
-
else:
|
| 475 |
-
print(f"Top {self.config.top_n} Dominant Features: {top_n_features}")
|
| 476 |
-
print(f"Cumulative Importance Share (Top {self.config.top_n}): {top_n_share:.2f}%")
|
| 477 |
-
print(f"{'-'*40}")
|
| 478 |
-
|
| 479 |
-
return ImportanceData(
|
| 480 |
-
df=importance_df,
|
| 481 |
-
top_n_features=top_n_features,
|
| 482 |
-
top_n_share=top_n_share
|
| 483 |
-
)
|
| 484 |
-
|
| 485 |
-
def _create_combined_importance_df(
|
| 486 |
-
self,
|
| 487 |
-
importance_train: Optional[ImportanceData],
|
| 488 |
-
importance_test: Optional[ImportanceData],
|
| 489 |
-
feature_names: List[str]
|
| 490 |
-
) -> Optional[pd.DataFrame]:
|
| 491 |
-
"""Train과 Test 중요도 DataFrame 통합."""
|
| 492 |
-
if importance_train is None and importance_test is None:
|
| 493 |
-
return None
|
| 494 |
-
|
| 495 |
-
if importance_train is not None:
|
| 496 |
-
train_df = importance_train.df[['feature', 'importance']].copy()
|
| 497 |
-
train_df.columns = ['feature', 'importance_train']
|
| 498 |
-
total_importance_train = train_df['importance_train'].sum()
|
| 499 |
-
train_df['share_train'] = (train_df['importance_train'] / total_importance_train) * 100
|
| 500 |
-
else:
|
| 501 |
-
train_df = pd.DataFrame({'feature': feature_names})
|
| 502 |
-
train_df['importance_train'] = np.nan
|
| 503 |
-
train_df['share_train'] = np.nan
|
| 504 |
-
|
| 505 |
-
if importance_test is not None:
|
| 506 |
-
test_df = importance_test.df[['feature', 'importance']].copy()
|
| 507 |
-
test_df.columns = ['feature', 'importance_test']
|
| 508 |
-
total_importance_test = test_df['importance_test'].sum()
|
| 509 |
-
test_df['share_test'] = (test_df['importance_test'] / total_importance_test) * 100
|
| 510 |
-
else:
|
| 511 |
-
test_df = pd.DataFrame({'feature': feature_names})
|
| 512 |
-
test_df['importance_test'] = np.nan
|
| 513 |
-
test_df['share_test'] = np.nan
|
| 514 |
-
|
| 515 |
-
importance_df_combined = pd.merge(train_df, test_df, on='feature', how='outer')
|
| 516 |
-
|
| 517 |
-
if importance_train is not None:
|
| 518 |
-
importance_df_combined = importance_df_combined.sort_values(
|
| 519 |
-
'importance_train', ascending=False
|
| 520 |
-
).reset_index(drop=True)
|
| 521 |
-
elif importance_test is not None:
|
| 522 |
-
importance_df_combined = importance_df_combined.sort_values(
|
| 523 |
-
'importance_test', ascending=False
|
| 524 |
-
).reset_index(drop=True)
|
| 525 |
-
else:
|
| 526 |
-
importance_df_combined = importance_df_combined.sort_values('feature').reset_index(drop=True)
|
| 527 |
-
|
| 528 |
-
return importance_df_combined
|
| 529 |
-
|
| 530 |
-
|
| 531 |
-
# ==========================================
|
| 532 |
-
# 6. TreeSHAPAnalyzer 구현
|
| 533 |
-
# ==========================================
|
| 534 |
-
|
| 535 |
-
class TreeSHAPAnalyzer(SHAPAnalyzer):
|
| 536 |
-
"""Tree 기반 모델(XGBoost, LightGBM) SHAP 분석 클래스."""
|
| 537 |
-
|
| 538 |
-
def create_explainer(self, model: Any, background_data: Any = None) -> shap.TreeExplainer:
|
| 539 |
-
"""TreeExplainer 생성."""
|
| 540 |
-
with warnings.catch_warnings():
|
| 541 |
-
warnings.filterwarnings('ignore', category=UserWarning, message='.*deprecated binary model format.*')
|
| 542 |
-
return shap.TreeExplainer(model.get_booster())
|
| 543 |
-
|
| 544 |
-
def calculate_shap_values(self, explainer: shap.TreeExplainer, sample_data: pd.DataFrame) -> np.ndarray:
|
| 545 |
-
"""Tree SHAP 값 계산."""
|
| 546 |
-
shap_values = explainer.shap_values(sample_data)
|
| 547 |
-
if isinstance(shap_values, list):
|
| 548 |
-
return shap_values[self.config.target_class]
|
| 549 |
-
return shap_values
|
| 550 |
-
|
| 551 |
-
def analyze(
|
| 552 |
-
self,
|
| 553 |
-
model_name: str,
|
| 554 |
-
region: str,
|
| 555 |
-
data_sample: str,
|
| 556 |
-
show_plot: bool = True,
|
| 557 |
-
show_train_plot: bool = True,
|
| 558 |
-
show_test_plot: bool = True,
|
| 559 |
-
suppress_warnings: bool = True
|
| 560 |
-
) -> SHAPResult:
|
| 561 |
-
"""Tree 모델 SHAP 분석 수행."""
|
| 562 |
-
# 모델 로드
|
| 563 |
-
model_path = f"../save_model/{model_name}_optima/{model_name}_{data_sample}_{region}.pkl"
|
| 564 |
-
models = load(model_path)
|
| 565 |
-
|
| 566 |
-
if len(models) != self.config.n_folds:
|
| 567 |
-
raise ValueError(f"로드된 모델 개수({len(models)})가 n_folds({self.config.n_folds})와 일치하지 않습니다.")
|
| 568 |
-
|
| 569 |
-
# 각 Fold에 대해 SHAP 값 계산
|
| 570 |
-
oof_shap_values = []
|
| 571 |
-
oof_X_data = []
|
| 572 |
-
test_shap_values = []
|
| 573 |
-
|
| 574 |
-
for fold_idx in range(self.config.n_folds):
|
| 575 |
-
_, val_data, test_data = self.data_loader.prepare_for_tree_model(
|
| 576 |
-
region, data_sample, fold_idx
|
| 577 |
-
)
|
| 578 |
-
|
| 579 |
-
X_val = val_data.drop(columns=self.config.DROP_COLUMNS)
|
| 580 |
-
if fold_idx == 0:
|
| 581 |
-
X_test = test_data.drop(columns=self.config.DROP_COLUMNS)
|
| 582 |
-
|
| 583 |
-
explainer = self.create_explainer(models[fold_idx])
|
| 584 |
-
shap_val = self.calculate_shap_values(explainer, X_val)
|
| 585 |
-
oof_shap_values.append(shap_val)
|
| 586 |
-
oof_X_data.append(X_val)
|
| 587 |
-
|
| 588 |
-
shap_test = self.calculate_shap_values(explainer, X_test)
|
| 589 |
-
test_shap_values.append(shap_test)
|
| 590 |
-
|
| 591 |
-
# 데이터 통합
|
| 592 |
-
all_shap_train = np.concatenate(oof_shap_values, axis=0)
|
| 593 |
-
all_X_train = pd.concat(oof_X_data, axis=0)
|
| 594 |
-
all_shap_test = np.mean(test_shap_values, axis=0)
|
| 595 |
-
feature_names = list(all_X_train.columns)
|
| 596 |
-
|
| 597 |
-
# 중요도 계산
|
| 598 |
-
importance_train = self._calculate_importance(
|
| 599 |
-
all_shap_train, feature_names, period_name='Train Period'
|
| 600 |
-
)
|
| 601 |
-
importance_test = self._calculate_importance(
|
| 602 |
-
all_shap_test, feature_names, period_name='Test Period'
|
| 603 |
-
)
|
| 604 |
-
print()
|
| 605 |
-
|
| 606 |
-
importance_df_combined = self._create_combined_importance_df(
|
| 607 |
-
importance_train, importance_test, feature_names
|
| 608 |
-
)
|
| 609 |
-
|
| 610 |
-
# 시각화
|
| 611 |
-
if show_plot:
|
| 612 |
-
visualizer = SHAPVisualizer(self.config)
|
| 613 |
-
visualizer.plot_summary(
|
| 614 |
-
all_shap_train, all_X_train, all_shap_test, X_test,
|
| 615 |
-
feature_names, importance_train, importance_test,
|
| 616 |
-
show_train_plot=show_train_plot, show_test_plot=show_test_plot,
|
| 617 |
-
model_name=model_name, data_sample=data_sample, region=region
|
| 618 |
-
)
|
| 619 |
-
|
| 620 |
-
return SHAPResult(
|
| 621 |
-
shap_train=all_shap_train,
|
| 622 |
-
X_train=all_X_train,
|
| 623 |
-
shap_test=all_shap_test,
|
| 624 |
-
X_test=X_test,
|
| 625 |
-
feature_names=feature_names,
|
| 626 |
-
importance_train=importance_train,
|
| 627 |
-
importance_test=importance_test,
|
| 628 |
-
importance_df_combined=importance_df_combined,
|
| 629 |
-
metadata={'model_name': model_name, 'region': region, 'data_sample': data_sample}
|
| 630 |
-
)
|
| 631 |
-
|
| 632 |
-
|
| 633 |
-
# ==========================================
|
| 634 |
-
# 7. DeepSHAPAnalyzer 구현
|
| 635 |
-
# ==========================================
|
| 636 |
-
|
| 637 |
-
class DeepSHAPAnalyzer(SHAPAnalyzer):
|
| 638 |
-
"""Deep Learning 모델 SHAP 분석 클래스."""
|
| 639 |
-
|
| 640 |
-
def __init__(self, config: SHAPConfig, data_loader: DataLoader, device: str = 'cpu'):
|
| 641 |
-
super().__init__(config, data_loader)
|
| 642 |
-
self.device = device
|
| 643 |
-
|
| 644 |
-
def create_explainer(
|
| 645 |
-
self,
|
| 646 |
-
model: torch.nn.Module,
|
| 647 |
-
background_data: Tuple[torch.Tensor, torch.Tensor, pd.Index],
|
| 648 |
-
model_name: str
|
| 649 |
-
) -> shap.DeepExplainer:
|
| 650 |
-
"""DeepExplainer 생성."""
|
| 651 |
-
X_bg_num, X_bg_cat, numerical_cols = background_data
|
| 652 |
-
wrapped_model = ModelWrapper(model, numerical_cols)
|
| 653 |
-
wrapped_model.to(self.device)
|
| 654 |
-
wrapped_model.eval()
|
| 655 |
-
|
| 656 |
-
with suppress_shap_output():
|
| 657 |
-
if model_name in ('ft_transformer', 'deepgbm'):
|
| 658 |
-
X_bg_cat_float = X_bg_cat.float()
|
| 659 |
-
explainer = shap.DeepExplainer(wrapped_model, [X_bg_num, X_bg_cat_float])
|
| 660 |
-
elif model_name == 'resnet_like':
|
| 661 |
-
X_bg_combined = torch.cat([X_bg_num, X_bg_cat.float()], dim=1)
|
| 662 |
-
explainer = shap.DeepExplainer(wrapped_model, X_bg_combined)
|
| 663 |
-
else:
|
| 664 |
-
raise ValueError(f"Unknown model_name: {model_name}")
|
| 665 |
-
|
| 666 |
-
return explainer
|
| 667 |
-
|
| 668 |
-
def calculate_shap_values(
|
| 669 |
-
self,
|
| 670 |
-
explainer: shap.DeepExplainer,
|
| 671 |
-
sample_data: Tuple[torch.Tensor, torch.Tensor],
|
| 672 |
-
model_name: str
|
| 673 |
-
) -> Any:
|
| 674 |
-
"""Deep SHAP 값 계산."""
|
| 675 |
-
X_sample_num, X_sample_cat = sample_data
|
| 676 |
-
|
| 677 |
-
with suppress_shap_output():
|
| 678 |
-
if model_name in ('ft_transformer', 'deepgbm'):
|
| 679 |
-
X_sample_cat_float = X_sample_cat.float()
|
| 680 |
-
shap_values = explainer.shap_values([X_sample_num, X_sample_cat_float])
|
| 681 |
-
elif model_name == 'resnet_like':
|
| 682 |
-
X_sample_combined = torch.cat([X_sample_num, X_sample_cat.float()], dim=1)
|
| 683 |
-
shap_values = explainer.shap_values(X_sample_combined)
|
| 684 |
-
else:
|
| 685 |
-
raise ValueError(f"Unknown model_name: {model_name}")
|
| 686 |
-
|
| 687 |
-
return shap_values
|
| 688 |
-
|
| 689 |
-
def analyze(
|
| 690 |
-
self,
|
| 691 |
-
model_name: str,
|
| 692 |
-
region: str,
|
| 693 |
-
data_sample: str,
|
| 694 |
-
show_plot: bool = True,
|
| 695 |
-
show_train_plot: bool = True,
|
| 696 |
-
show_test_plot: bool = True
|
| 697 |
-
) -> Optional[SHAPResult]:
|
| 698 |
-
"""Deep Learning 모델 SHAP 분석 수행."""
|
| 699 |
-
print(f"[{model_name.upper()}] {region} - {data_sample} SHAP Analysis Start...")
|
| 700 |
-
|
| 701 |
-
# 모델 및 scaler 로드
|
| 702 |
-
try:
|
| 703 |
-
model_path = f"../save_model/{model_name}_optima/{model_name}_{data_sample}_{region}.pkl"
|
| 704 |
-
models = load(model_path)
|
| 705 |
-
|
| 706 |
-
if data_sample == 'pure':
|
| 707 |
-
scaler_filename = f'{model_name}_pure_{region}_scaler.pkl'
|
| 708 |
-
else:
|
| 709 |
-
scaler_filename = f'{model_name}_{data_sample}_{region}_scaler.pkl'
|
| 710 |
-
scaler_path = f'../save_model/{model_name}_optima/scaler/{scaler_filename}'
|
| 711 |
-
scalers = load(scaler_path)
|
| 712 |
-
except Exception as e:
|
| 713 |
-
print(f"모델 또는 scaler 로드 실패: {e}")
|
| 714 |
-
return None
|
| 715 |
-
|
| 716 |
-
if len(models) != self.config.n_folds or len(scalers) != self.config.n_folds:
|
| 717 |
-
raise ValueError(
|
| 718 |
-
f"모델 개수({len(models)}) 또는 scaler 개수({len(scalers)})가 "
|
| 719 |
-
f"n_folds({self.config.n_folds})와 일치하지 않습니다."
|
| 720 |
-
)
|
| 721 |
-
|
| 722 |
-
# 각 fold의 SHAP 값 저장
|
| 723 |
-
all_shap_train = []
|
| 724 |
-
all_shap_test = []
|
| 725 |
-
all_train_data = []
|
| 726 |
-
all_test_data = []
|
| 727 |
-
feature_names = None
|
| 728 |
-
|
| 729 |
-
for fold_idx in range(self.config.n_folds):
|
| 730 |
-
print(f" Processing Fold {fold_idx + 1}...")
|
| 731 |
-
|
| 732 |
-
try:
|
| 733 |
-
(X_train, X_val, X_test, categorical_cols, numerical_cols,
|
| 734 |
-
X_train_num, X_train_cat, X_val_num, X_val_cat, X_test_num, X_test_cat) = \
|
| 735 |
-
self.data_loader.prepare_for_dl_model(region, data_sample, fold_idx, scalers[fold_idx])
|
| 736 |
-
|
| 737 |
-
if feature_names is None:
|
| 738 |
-
feature_names = list(numerical_cols) + list(categorical_cols)
|
| 739 |
-
|
| 740 |
-
model = models[fold_idx]
|
| 741 |
-
model.to(self.device)
|
| 742 |
-
model.eval()
|
| 743 |
-
|
| 744 |
-
# 배경 데이터 샘플링
|
| 745 |
-
n_bg = min(self.config.n_background_samples, len(X_val_num))
|
| 746 |
-
bg_indices = np.random.choice(len(X_val_num), n_bg, replace=False)
|
| 747 |
-
X_bg_num = X_val_num[bg_indices].to(self.device)
|
| 748 |
-
X_bg_cat = X_val_cat[bg_indices].to(self.device)
|
| 749 |
-
|
| 750 |
-
# Validation 데이터 샘플링
|
| 751 |
-
n_train = min(self.config.n_test_samples, len(X_val_num))
|
| 752 |
-
available_indices = np.setdiff1d(np.arange(len(X_val_num)), bg_indices)
|
| 753 |
-
if len(available_indices) < n_train:
|
| 754 |
-
train_indices = available_indices
|
| 755 |
-
else:
|
| 756 |
-
train_indices = np.random.choice(available_indices, n_train, replace=False)
|
| 757 |
-
X_train_sample_num = X_val_num[train_indices].to(self.device)
|
| 758 |
-
X_train_sample_cat = X_val_cat[train_indices].to(self.device)
|
| 759 |
-
|
| 760 |
-
# 테스트 데이터 샘플링
|
| 761 |
-
n_test = min(self.config.n_test_samples, len(X_test_num))
|
| 762 |
-
test_indices = np.random.choice(len(X_test_num), n_test, replace=False)
|
| 763 |
-
X_test_sample_num = X_test_num[test_indices].to(self.device)
|
| 764 |
-
X_test_sample_cat = X_test_cat[test_indices].to(self.device)
|
| 765 |
-
|
| 766 |
-
# SHAP Explainer 생성 및 계산
|
| 767 |
-
try:
|
| 768 |
-
explainer = self.create_explainer(
|
| 769 |
-
model, (X_bg_num, X_bg_cat, numerical_cols), model_name
|
| 770 |
-
)
|
| 771 |
-
|
| 772 |
-
shap_values_train = self.calculate_shap_values(
|
| 773 |
-
explainer, (X_train_sample_num, X_train_sample_cat), model_name
|
| 774 |
-
)
|
| 775 |
-
shap_val_train = ShapValueExtractor.extract(shap_values_train, self.config.target_class)
|
| 776 |
-
all_shap_train.append(shap_val_train)
|
| 777 |
-
X_train_original = X_val.iloc[train_indices].copy()
|
| 778 |
-
all_train_data.append(X_train_original)
|
| 779 |
-
|
| 780 |
-
shap_values_test = self.calculate_shap_values(
|
| 781 |
-
explainer, (X_test_sample_num, X_test_sample_cat), model_name
|
| 782 |
-
)
|
| 783 |
-
shap_val_test = ShapValueExtractor.extract(shap_values_test, self.config.target_class)
|
| 784 |
-
all_shap_test.append(shap_val_test)
|
| 785 |
-
X_test_original = X_test.iloc[test_indices].copy()
|
| 786 |
-
all_test_data.append(X_test_original)
|
| 787 |
-
|
| 788 |
-
except Exception as e:
|
| 789 |
-
print(f" Warning: Fold {fold_idx + 1} SHAP 계산 실패: {e}")
|
| 790 |
-
continue
|
| 791 |
-
except Exception as e:
|
| 792 |
-
print(f" Warning: Fold {fold_idx + 1} 처리 실패: {e}")
|
| 793 |
-
continue
|
| 794 |
-
|
| 795 |
-
if len(all_shap_train) == 0 and len(all_shap_test) == 0:
|
| 796 |
-
print(" 모든 fold에서 SHAP 계산 실패")
|
| 797 |
-
return None
|
| 798 |
-
|
| 799 |
-
# 데이터 통합
|
| 800 |
-
all_shap_train_combined = np.concatenate(all_shap_train, axis=0) if len(all_shap_train) > 0 else None
|
| 801 |
-
all_train_data_combined = pd.concat(all_train_data, axis=0).reset_index(drop=True) if len(all_train_data) > 0 else None
|
| 802 |
-
|
| 803 |
-
if len(all_shap_test) > 0:
|
| 804 |
-
all_shap_test_combined = np.mean(all_shap_test, axis=0)
|
| 805 |
-
all_test_data_combined = all_test_data[0] if len(all_test_data) > 0 else None
|
| 806 |
-
else:
|
| 807 |
-
all_shap_test_combined = None
|
| 808 |
-
all_test_data_combined = None
|
| 809 |
-
|
| 810 |
-
# 중요도 계산
|
| 811 |
-
if all_shap_train_combined is not None:
|
| 812 |
-
importance_train = self._calculate_importance(
|
| 813 |
-
all_shap_train_combined, feature_names, period_name='Train Period'
|
| 814 |
-
)
|
| 815 |
-
else:
|
| 816 |
-
importance_train = None
|
| 817 |
-
|
| 818 |
-
if all_shap_test_combined is not None:
|
| 819 |
-
importance_test = self._calculate_importance(
|
| 820 |
-
all_shap_test_combined, feature_names, period_name='Test Period'
|
| 821 |
-
)
|
| 822 |
-
print()
|
| 823 |
-
else:
|
| 824 |
-
importance_test = None
|
| 825 |
-
|
| 826 |
-
importance_df_combined = self._create_combined_importance_df(
|
| 827 |
-
importance_train, importance_test, feature_names
|
| 828 |
-
)
|
| 829 |
-
|
| 830 |
-
# 시각화
|
| 831 |
-
if show_plot:
|
| 832 |
-
visualizer = SHAPVisualizer(self.config)
|
| 833 |
-
visualizer.plot_summary(
|
| 834 |
-
all_shap_train_combined, all_train_data_combined,
|
| 835 |
-
all_shap_test_combined, all_test_data_combined,
|
| 836 |
-
feature_names, importance_train, importance_test,
|
| 837 |
-
show_train_plot=show_train_plot, show_test_plot=show_test_plot,
|
| 838 |
-
model_name=model_name, data_sample=data_sample, region=region
|
| 839 |
-
)
|
| 840 |
-
|
| 841 |
-
print(f" [{model_name.upper()}] SHAP Analysis Complete!\n")
|
| 842 |
-
|
| 843 |
-
return SHAPResult(
|
| 844 |
-
shap_train=all_shap_train_combined,
|
| 845 |
-
X_train=all_train_data_combined[feature_names] if all_train_data_combined is not None else None,
|
| 846 |
-
shap_test=all_shap_test_combined,
|
| 847 |
-
X_test=all_test_data_combined[feature_names] if all_test_data_combined is not None else None,
|
| 848 |
-
feature_names=feature_names,
|
| 849 |
-
importance_train=importance_train,
|
| 850 |
-
importance_test=importance_test,
|
| 851 |
-
importance_df_combined=importance_df_combined,
|
| 852 |
-
metadata={'model_name': model_name, 'region': region, 'data_sample': data_sample}
|
| 853 |
-
)
|
| 854 |
-
|
| 855 |
-
|
| 856 |
-
# ==========================================
|
| 857 |
-
# 8. SHAPVisualizer 클래스
|
| 858 |
-
# ==========================================
|
| 859 |
-
|
| 860 |
-
class SHAPVisualizer:
|
| 861 |
-
"""SHAP 시각화를 담당하는 클래스."""
|
| 862 |
-
|
| 863 |
-
def __init__(self, config: SHAPConfig):
|
| 864 |
-
self.config = config
|
| 865 |
-
|
| 866 |
-
def _calculate_xlim(
|
| 867 |
-
self,
|
| 868 |
-
shap_train: Optional[np.ndarray],
|
| 869 |
-
shap_test: Optional[np.ndarray]
|
| 870 |
-
) -> Tuple[Optional[float], Optional[float]]:
|
| 871 |
-
"""x축 범위 계산."""
|
| 872 |
-
if shap_train is not None and shap_test is not None:
|
| 873 |
-
x_min = min(shap_train.min(), shap_test.min())
|
| 874 |
-
x_max = max(shap_train.max(), shap_test.max())
|
| 875 |
-
elif shap_train is not None:
|
| 876 |
-
x_min, x_max = shap_train.min(), shap_train.max()
|
| 877 |
-
elif shap_test is not None:
|
| 878 |
-
x_min, x_max = shap_test.min(), shap_test.max()
|
| 879 |
-
else:
|
| 880 |
-
return None, None
|
| 881 |
-
|
| 882 |
-
margin = (x_max - x_min) * self.config.DEFAULT_PLOT_MARGIN
|
| 883 |
-
x_min -= margin
|
| 884 |
-
x_max += margin
|
| 885 |
-
return x_min, x_max
|
| 886 |
-
|
| 887 |
-
def plot_summary(
|
| 888 |
-
self,
|
| 889 |
-
shap_train: Optional[np.ndarray],
|
| 890 |
-
X_train: Optional[pd.DataFrame],
|
| 891 |
-
shap_test: Optional[np.ndarray],
|
| 892 |
-
X_test: Optional[pd.DataFrame],
|
| 893 |
-
feature_names: List[str],
|
| 894 |
-
importance_train: Optional[ImportanceData],
|
| 895 |
-
importance_test: Optional[ImportanceData],
|
| 896 |
-
show_train_plot: bool = True,
|
| 897 |
-
show_test_plot: bool = True,
|
| 898 |
-
model_name: Optional[str] = None,
|
| 899 |
-
data_sample: Optional[str] = None,
|
| 900 |
-
region: Optional[str] = None
|
| 901 |
-
) -> None:
|
| 902 |
-
"""SHAP summary plot 생성."""
|
| 903 |
-
num_plots = int(show_train_plot and shap_train is not None) + int(show_test_plot and shap_test is not None)
|
| 904 |
-
if num_plots == 0:
|
| 905 |
-
return
|
| 906 |
-
|
| 907 |
-
x_min, x_max = self._calculate_xlim(shap_train, shap_test)
|
| 908 |
-
|
| 909 |
-
# Title prefix 생성
|
| 910 |
-
title_parts = []
|
| 911 |
-
if model_name is not None:
|
| 912 |
-
title_parts.append(model_name.upper())
|
| 913 |
-
if data_sample is not None:
|
| 914 |
-
title_parts.append(data_sample)
|
| 915 |
-
if region is not None:
|
| 916 |
-
title_parts.append(region.upper())
|
| 917 |
-
|
| 918 |
-
title_prefix = " - ".join(title_parts) + "\n" if title_parts else ""
|
| 919 |
-
|
| 920 |
-
if num_plots == 2:
|
| 921 |
-
fig, axes = plt.subplots(1, 2, figsize=self.config.figsize)
|
| 922 |
-
|
| 923 |
-
if show_train_plot and shap_train is not None:
|
| 924 |
-
plt.sca(axes[0])
|
| 925 |
-
shap.summary_plot(
|
| 926 |
-
shap_train,
|
| 927 |
-
X_train[feature_names] if isinstance(X_train, pd.DataFrame) else X_train,
|
| 928 |
-
show=False, plot_size=None
|
| 929 |
-
)
|
| 930 |
-
if x_min is not None and x_max is not None:
|
| 931 |
-
plt.xlim(x_min, x_max)
|
| 932 |
-
share_text = (
|
| 933 |
-
f"\nTop {self.config.top_n} Share: {importance_train.top_n_share:.1f}%"
|
| 934 |
-
if importance_train else ""
|
| 935 |
-
)
|
| 936 |
-
plt.title(f"{title_prefix}Train Period (2018-20): Class {self.config.target_class}{share_text}")
|
| 937 |
-
|
| 938 |
-
if show_test_plot and shap_test is not None:
|
| 939 |
-
plt.sca(axes[1])
|
| 940 |
-
shap.summary_plot(
|
| 941 |
-
shap_test,
|
| 942 |
-
X_test[feature_names] if isinstance(X_test, pd.DataFrame) else X_test,
|
| 943 |
-
show=False, plot_size=None
|
| 944 |
-
)
|
| 945 |
-
if x_min is not None and x_max is not None:
|
| 946 |
-
plt.xlim(x_min, x_max)
|
| 947 |
-
share_text = (
|
| 948 |
-
f"\nTop {self.config.top_n} Share: {importance_test.top_n_share:.1f}%"
|
| 949 |
-
if importance_test else ""
|
| 950 |
-
)
|
| 951 |
-
plt.title(f"{title_prefix}Test Period (2021): Class {self.config.target_class}{share_text}")
|
| 952 |
-
else:
|
| 953 |
-
plt.figure(figsize=(self.config.figsize[0]//2, self.config.figsize[1]))
|
| 954 |
-
if show_train_plot and shap_train is not None:
|
| 955 |
-
data = X_train[feature_names] if isinstance(X_train, pd.DataFrame) else X_train
|
| 956 |
-
shap_v = shap_train
|
| 957 |
-
share_text = (
|
| 958 |
-
f"\nTop {self.config.top_n} Share: {importance_train.top_n_share:.1f}%"
|
| 959 |
-
if importance_train else ""
|
| 960 |
-
)
|
| 961 |
-
title = f"{title_prefix}Train Period (2018-20): Class {self.config.target_class}{share_text}"
|
| 962 |
-
elif show_test_plot and shap_test is not None:
|
| 963 |
-
data = X_test[feature_names] if isinstance(X_test, pd.DataFrame) else X_test
|
| 964 |
-
shap_v = shap_test
|
| 965 |
-
share_text = (
|
| 966 |
-
f"\nTop {self.config.top_n} Share: {importance_test.top_n_share:.1f}%"
|
| 967 |
-
if importance_test else ""
|
| 968 |
-
)
|
| 969 |
-
title = f"{title_prefix}Test Period (2021): Class {self.config.target_class}{share_text}"
|
| 970 |
-
else:
|
| 971 |
-
return
|
| 972 |
-
|
| 973 |
-
shap.summary_plot(shap_v, data, show=False)
|
| 974 |
-
if x_min is not None and x_max is not None:
|
| 975 |
-
plt.xlim(x_min, x_max)
|
| 976 |
-
plt.title(title)
|
| 977 |
-
|
| 978 |
-
plt.tight_layout()
|
| 979 |
-
plt.show()
|
| 980 |
-
|
| 981 |
-
def plot_elbow(self, importance_df_combined: pd.DataFrame) -> None:
|
| 982 |
-
"""Elbow plot 생성."""
|
| 983 |
-
elbow = importance_df_combined.loc[:, ['feature', 'importance_train', 'share_train']]
|
| 984 |
-
elbow = elbow.sort_values('importance_train', ascending=False)
|
| 985 |
-
plt.figure(figsize=(8, 5))
|
| 986 |
-
plt.plot(range(1, len(elbow) + 1), elbow['share_train'].values, marker='o')
|
| 987 |
-
plt.xlabel('Feature Rank')
|
| 988 |
-
plt.ylabel('Share Train (%)')
|
| 989 |
-
plt.title('Elbow Plot for Feature Importance (share_train)')
|
| 990 |
-
plt.xticks(range(1, len(elbow) + 1))
|
| 991 |
-
plt.grid(True, linestyle='--', alpha=0.5)
|
| 992 |
-
plt.show()
|
| 993 |
-
|
| 994 |
-
|
| 995 |
-
# ==========================================
|
| 996 |
-
# 9. WassersteinCalculator 클래스
|
| 997 |
-
# ==========================================
|
| 998 |
-
|
| 999 |
-
class WassersteinCalculator:
|
| 1000 |
-
"""Wasserstein Distance 계산을 담당하는 클래스."""
|
| 1001 |
-
|
| 1002 |
-
def __init__(self, config: SHAPConfig, data_loader: DataLoader):
|
| 1003 |
-
self.config = config
|
| 1004 |
-
self.data_loader = data_loader
|
| 1005 |
-
|
| 1006 |
-
def _compute_wd_for_feature(
|
| 1007 |
-
self,
|
| 1008 |
-
train_dist: np.ndarray,
|
| 1009 |
-
test_dist: np.ndarray
|
| 1010 |
-
) -> Dict[str, float]:
|
| 1011 |
-
"""단일 feature에 대한 WD 계산."""
|
| 1012 |
-
wd_val = wasserstein_distance(train_dist, test_dist)
|
| 1013 |
-
return {
|
| 1014 |
-
'WD_Score': wd_val,
|
| 1015 |
-
'Train_Mean': np.mean(train_dist),
|
| 1016 |
-
'Test_Mean': np.mean(test_dist),
|
| 1017 |
-
'Train_Std': np.std(train_dist),
|
| 1018 |
-
'Test_Std': np.std(test_dist),
|
| 1019 |
-
'Train_Count': len(train_dist),
|
| 1020 |
-
'Test_Count': len(test_dist)
|
| 1021 |
-
}
|
| 1022 |
-
|
| 1023 |
-
def calculate(
|
| 1024 |
-
self,
|
| 1025 |
-
region: str,
|
| 1026 |
-
data_sample: str,
|
| 1027 |
-
top_features: List[str],
|
| 1028 |
-
model_type: str = 'tree',
|
| 1029 |
-
fold_idx: int = 0
|
| 1030 |
-
) -> pd.DataFrame:
|
| 1031 |
-
"""Wasserstein Distance 계산."""
|
| 1032 |
-
# 데이터 로드
|
| 1033 |
-
if model_type == 'tree':
|
| 1034 |
-
train_df, val_df, test_df = self.data_loader.prepare_for_tree_model(
|
| 1035 |
-
region, data_sample, fold_idx
|
| 1036 |
-
)
|
| 1037 |
-
elif model_type == 'dl':
|
| 1038 |
-
train_df, val_df, test_df = self.data_loader.load_raw_data(
|
| 1039 |
-
region, data_sample, fold_idx
|
| 1040 |
-
)
|
| 1041 |
-
else:
|
| 1042 |
-
raise ValueError(f"Unknown model_type: {model_type}. Must be 'tree' or 'dl'")
|
| 1043 |
-
|
| 1044 |
-
train_period = pd.concat([train_df, val_df], axis=0)
|
| 1045 |
-
test_period = test_df
|
| 1046 |
-
|
| 1047 |
-
results = []
|
| 1048 |
-
|
| 1049 |
-
print(f"[{region.upper()}] Wasserstein Distance Analysis")
|
| 1050 |
-
print(f"Model Type: {model_type.upper()}, Data Sample: {data_sample}")
|
| 1051 |
-
print(f"{'-'*60}")
|
| 1052 |
-
|
| 1053 |
-
for feature in top_features:
|
| 1054 |
-
if feature in train_period.columns:
|
| 1055 |
-
dist_train = train_period[feature].dropna().values
|
| 1056 |
-
dist_test = test_period[feature].dropna().values
|
| 1057 |
-
|
| 1058 |
-
if len(dist_train) == 0 or len(dist_test) == 0:
|
| 1059 |
-
print(f"Warning: {feature} 변수에 유효한 데이터가 없습니다.")
|
| 1060 |
-
continue
|
| 1061 |
-
|
| 1062 |
-
wd_metrics = self._compute_wd_for_feature(dist_train, dist_test)
|
| 1063 |
-
results.append({
|
| 1064 |
-
'Region': region,
|
| 1065 |
-
'Feature': feature,
|
| 1066 |
-
**wd_metrics
|
| 1067 |
-
})
|
| 1068 |
-
print(f"Feature: {feature:20} | WD: {wd_metrics['WD_Score']:.4f} | "
|
| 1069 |
-
f"Train Mean: {wd_metrics['Train_Mean']:.4f} | Test Mean: {wd_metrics['Test_Mean']:.4f}")
|
| 1070 |
-
else:
|
| 1071 |
-
print(f"Warning: {feature} 변수를 찾을 수 없습니다.")
|
| 1072 |
-
|
| 1073 |
-
print()
|
| 1074 |
-
return pd.DataFrame(results)
|
| 1075 |
-
|
| 1076 |
-
def calculate_from_shap_result(
|
| 1077 |
-
self,
|
| 1078 |
-
shap_result: Dict[str, Any],
|
| 1079 |
-
top_n: int = 3,
|
| 1080 |
-
use_train_features: bool = True,
|
| 1081 |
-
model_type: str = 'tree',
|
| 1082 |
-
fold_idx: int = 0
|
| 1083 |
-
) -> pd.DataFrame:
|
| 1084 |
-
"""SHAP 분석 결과에서 상위 변수를 자동 추출하여 WD 계산."""
|
| 1085 |
-
# 상위 변수 추출
|
| 1086 |
-
if use_train_features:
|
| 1087 |
-
if 'top_n_features_train' in shap_result and shap_result['top_n_features_train'] is not None:
|
| 1088 |
-
top_features = shap_result['top_n_features_train'][:top_n]
|
| 1089 |
-
elif 'importance_df_train' in shap_result and shap_result['importance_df_train'] is not None:
|
| 1090 |
-
top_features = shap_result['importance_df_train'].head(top_n)['feature'].tolist()
|
| 1091 |
-
else:
|
| 1092 |
-
raise ValueError("SHAP 결과에서 Train 상위 변수를 찾을 수 없습니다.")
|
| 1093 |
-
else:
|
| 1094 |
-
if 'top_n_features_test' in shap_result and shap_result['top_n_features_test'] is not None:
|
| 1095 |
-
top_features = shap_result['top_n_features_test'][:top_n]
|
| 1096 |
-
elif 'importance_df_test' in shap_result and shap_result['importance_df_test'] is not None:
|
| 1097 |
-
top_features = shap_result['importance_df_test'].head(top_n)['feature'].tolist()
|
| 1098 |
-
else:
|
| 1099 |
-
raise ValueError("SHAP 결과에서 Test 상위 변수를 찾을 수 없습니다.")
|
| 1100 |
-
|
| 1101 |
-
region = shap_result.get('region', 'unknown')
|
| 1102 |
-
data_sample = shap_result.get('data_sample', 'unknown')
|
| 1103 |
-
|
| 1104 |
-
return self.calculate(region, data_sample, top_features, model_type, fold_idx)
|
| 1105 |
-
|
| 1106 |
-
|
| 1107 |
-
# ==========================================
|
| 1108 |
-
# 10. 하위 호환성 레이어
|
| 1109 |
-
# ==========================================
|
| 1110 |
-
|
| 1111 |
-
def analyze_shap_values_across_folds(
|
| 1112 |
-
model_name: str,
|
| 1113 |
-
region: str,
|
| 1114 |
-
data_sample: str,
|
| 1115 |
-
target_class: int = 0,
|
| 1116 |
-
n_folds: int = 3,
|
| 1117 |
-
figsize: Tuple[int, int] = (20, 10),
|
| 1118 |
-
show_plot: bool = True,
|
| 1119 |
-
show_train_plot: bool = True,
|
| 1120 |
-
show_test_plot: bool = True,
|
| 1121 |
-
suppress_warnings: bool = True,
|
| 1122 |
-
top_n: int = 3
|
| 1123 |
-
) -> Dict[str, Any]:
|
| 1124 |
-
"""Tree 모델 SHAP 분석 (하위 호환성 래퍼 함수).
|
| 1125 |
-
|
| 1126 |
-
Deprecated: Use TreeSHAPAnalyzer instead.
|
| 1127 |
-
"""
|
| 1128 |
-
config = SHAPConfig(
|
| 1129 |
-
n_folds=n_folds,
|
| 1130 |
-
figsize=figsize,
|
| 1131 |
-
top_n=top_n,
|
| 1132 |
-
target_class=target_class
|
| 1133 |
-
)
|
| 1134 |
-
data_loader = DataLoader(config)
|
| 1135 |
-
analyzer = TreeSHAPAnalyzer(config, data_loader)
|
| 1136 |
-
result = analyzer.analyze(
|
| 1137 |
-
model_name, region, data_sample,
|
| 1138 |
-
show_plot=show_plot,
|
| 1139 |
-
show_train_plot=show_train_plot,
|
| 1140 |
-
show_test_plot=show_test_plot
|
| 1141 |
-
)
|
| 1142 |
-
return result.to_dict()
|
| 1143 |
-
|
| 1144 |
-
|
| 1145 |
-
def analyze_dl_model_shap(
|
| 1146 |
-
model_name: str,
|
| 1147 |
-
region: str,
|
| 1148 |
-
data_sample: str,
|
| 1149 |
-
target_class: int = 0,
|
| 1150 |
-
n_folds: int = 3,
|
| 1151 |
-
n_background_samples: int = 200,
|
| 1152 |
-
n_test_samples: int = 500,
|
| 1153 |
-
device: str = 'cpu',
|
| 1154 |
-
figsize: Tuple[int, int] = (20, 8),
|
| 1155 |
-
show_plot: bool = True,
|
| 1156 |
-
show_train_plot: bool = True,
|
| 1157 |
-
show_test_plot: bool = True,
|
| 1158 |
-
top_n: int = 3
|
| 1159 |
-
) -> Optional[Dict[str, Any]]:
|
| 1160 |
-
"""Deep Learning 모델 SHAP 분석 (하위 호환성 래퍼 함수).
|
| 1161 |
-
|
| 1162 |
-
Deprecated: Use DeepSHAPAnalyzer instead.
|
| 1163 |
-
"""
|
| 1164 |
-
config = SHAPConfig(
|
| 1165 |
-
n_folds=n_folds,
|
| 1166 |
-
n_background_samples=n_background_samples,
|
| 1167 |
-
n_test_samples=n_test_samples,
|
| 1168 |
-
figsize=figsize,
|
| 1169 |
-
top_n=top_n,
|
| 1170 |
-
target_class=target_class,
|
| 1171 |
-
device=device
|
| 1172 |
-
)
|
| 1173 |
-
data_loader = DataLoader(config)
|
| 1174 |
-
analyzer = DeepSHAPAnalyzer(config, data_loader, device=device)
|
| 1175 |
-
result = analyzer.analyze(
|
| 1176 |
-
model_name, region, data_sample,
|
| 1177 |
-
show_plot=show_plot,
|
| 1178 |
-
show_train_plot=show_train_plot,
|
| 1179 |
-
show_test_plot=show_test_plot
|
| 1180 |
-
)
|
| 1181 |
-
return result.to_dict() if result else None
|
| 1182 |
-
|
| 1183 |
-
|
| 1184 |
-
def calculate_wasserstein_distance(
|
| 1185 |
-
region: str,
|
| 1186 |
-
data_sample: str,
|
| 1187 |
-
top_features: List[str],
|
| 1188 |
-
model_type: str = 'tree',
|
| 1189 |
-
fold_idx: int = 0
|
| 1190 |
-
) -> pd.DataFrame:
|
| 1191 |
-
"""Wasserstein Distance 계산 (하위 호환성 래퍼 함수).
|
| 1192 |
-
|
| 1193 |
-
Deprecated: Use WassersteinCalculator instead.
|
| 1194 |
-
"""
|
| 1195 |
-
config = SHAPConfig()
|
| 1196 |
-
data_loader = DataLoader(config)
|
| 1197 |
-
calculator = WassersteinCalculator(config, data_loader)
|
| 1198 |
-
return calculator.calculate(region, data_sample, top_features, model_type, fold_idx)
|
| 1199 |
-
|
| 1200 |
-
|
| 1201 |
-
def calculate_wd_from_shap_result(
|
| 1202 |
-
shap_result: Dict[str, Any],
|
| 1203 |
-
top_n: int = 3,
|
| 1204 |
-
use_train_features: bool = True,
|
| 1205 |
-
model_type: str = 'tree',
|
| 1206 |
-
fold_idx: int = 0
|
| 1207 |
-
) -> pd.DataFrame:
|
| 1208 |
-
"""SHAP 결과에서 WD 계산 (하위 호환성 래퍼 함수).
|
| 1209 |
-
|
| 1210 |
-
Deprecated: Use WassersteinCalculator instead.
|
| 1211 |
-
"""
|
| 1212 |
-
config = SHAPConfig()
|
| 1213 |
-
data_loader = DataLoader(config)
|
| 1214 |
-
calculator = WassersteinCalculator(config, data_loader)
|
| 1215 |
-
return calculator.calculate_from_shap_result(
|
| 1216 |
-
shap_result, top_n, use_train_features, model_type, fold_idx
|
| 1217 |
-
)
|
| 1218 |
-
|
| 1219 |
-
|
| 1220 |
-
def elbow_plot(result: Dict[str, Any]) -> None:
|
| 1221 |
-
"""Elbow plot 생성 (하위 호환성 래퍼 함수)."""
|
| 1222 |
-
config = SHAPConfig()
|
| 1223 |
-
visualizer = SHAPVisualizer(config)
|
| 1224 |
-
if 'importance_df_combined' in result:
|
| 1225 |
-
visualizer.plot_elbow(result['importance_df_combined'])
|
| 1226 |
-
|
| 1227 |
-
|
| 1228 |
-
# ==========================================
|
| 1229 |
-
# 유틸리티 함수 (기존 호환성 유지)
|
| 1230 |
-
# ==========================================
|
| 1231 |
-
|
| 1232 |
-
def calculate_csi(y_true: np.ndarray, y_pred: np.ndarray) -> float:
|
| 1233 |
-
"""CSI(Critical Success Index) 점수를 계산합니다."""
|
| 1234 |
-
cm = confusion_matrix(y_true, y_pred)
|
| 1235 |
-
H = cm[0, 0] + cm[1, 1]
|
| 1236 |
-
F = cm[1, 0] + cm[2, 0] + cm[0, 1] + cm[2, 1]
|
| 1237 |
-
M = cm[0, 2] + cm[1, 2]
|
| 1238 |
-
csi = H / (H + F + M + 1e-10)
|
| 1239 |
-
return csi
|
| 1240 |
-
|
| 1241 |
-
|
| 1242 |
-
def csi_metric(y_true: np.ndarray, pred_prob: np.ndarray) -> Tuple[str, float, bool]:
|
| 1243 |
-
"""LightGBM용 CSI 메트릭 함수."""
|
| 1244 |
-
y_pred_binary = np.argmax(pred_prob, axis=1)
|
| 1245 |
-
score = calculate_csi(y_true, y_pred_binary)
|
| 1246 |
-
return 'CSI', score, True
|
| 1247 |
-
|
| 1248 |
-
|
| 1249 |
-
def eval_metric_csi(y_true: np.ndarray, pred_prob: np.ndarray) -> float:
|
| 1250 |
-
"""XGBoost용 CSI 메트릭 함��."""
|
| 1251 |
-
pred = np.argmax(pred_prob, axis=1)
|
| 1252 |
-
csi = calculate_csi(y_true, pred)
|
| 1253 |
-
return -1 * csi
|
| 1254 |
-
|
| 1255 |
-
|
| 1256 |
-
# 기존 상수들 (하위 호환성)
|
| 1257 |
-
FOLD_YEARS = SHAPConfig.FOLD_YEARS
|
| 1258 |
-
TEST_YEAR = SHAPConfig.TEST_YEAR
|
| 1259 |
-
DROP_COLUMNS = SHAPConfig.DROP_COLUMNS
|
| 1260 |
-
FEATURE_COLUMNS = SHAPConfig.FEATURE_COLUMNS
|
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|
Analysis_code/7.ensemble/utils.py
DELETED
|
@@ -1,512 +0,0 @@
|
|
| 1 |
-
# 표준 라이브러리
|
| 2 |
-
import os
|
| 3 |
-
import sys
|
| 4 |
-
import warnings
|
| 5 |
-
from typing import List, Tuple, Any
|
| 6 |
-
|
| 7 |
-
# 서드파티 라이브러리
|
| 8 |
-
import numpy as np
|
| 9 |
-
import pandas as pd
|
| 10 |
-
import torch
|
| 11 |
-
import torch.nn.functional as F
|
| 12 |
-
from joblib import load
|
| 13 |
-
from sklearn.metrics import confusion_matrix
|
| 14 |
-
from sklearn.preprocessing import LabelEncoder
|
| 15 |
-
|
| 16 |
-
# 경고 무시
|
| 17 |
-
warnings.filterwarnings('ignore')
|
| 18 |
-
|
| 19 |
-
# ==========================================
|
| 20 |
-
# 상수 정의
|
| 21 |
-
# ==========================================
|
| 22 |
-
TEST_YEAR = 2021
|
| 23 |
-
DROP_COLUMNS = ['multi_class', 'year']
|
| 24 |
-
FEATURE_COLUMNS = [
|
| 25 |
-
'temp_C', 'precip_mm', 'wind_speed', 'wind_dir', 'hm',
|
| 26 |
-
'vap_pressure', 'dewpoint_C', 'loc_pressure', 'sea_pressure',
|
| 27 |
-
'solarRad', 'snow_cm', 'cloudcover', 'lm_cloudcover', 'low_cloudbase',
|
| 28 |
-
'groundtemp', 'O3', 'NO2', 'PM10', 'PM25', 'year',
|
| 29 |
-
'month', 'hour', 'ground_temp - temp_C', 'hour_sin', 'hour_cos',
|
| 30 |
-
'month_sin', 'month_cos', 'multi_class'
|
| 31 |
-
]
|
| 32 |
-
|
| 33 |
-
# 모델 타입 상수
|
| 34 |
-
TREE_MODELS = ['xgb', 'lgb']
|
| 35 |
-
DL_MODELS = ['ft_transformer', 'resnet_like', 'deepgbm']
|
| 36 |
-
|
| 37 |
-
# ==========================================
|
| 38 |
-
# 경로 설정
|
| 39 |
-
# ==========================================
|
| 40 |
-
def _setup_model_path() -> str:
|
| 41 |
-
"""모델 클래스 import를 위한 경로를 설정하고 반환합니다.
|
| 42 |
-
|
| 43 |
-
Returns:
|
| 44 |
-
models 디렉토리의 절대 경로
|
| 45 |
-
"""
|
| 46 |
-
try:
|
| 47 |
-
current_file_dir = os.path.dirname(os.path.abspath(__file__))
|
| 48 |
-
models_path = os.path.abspath(os.path.join(current_file_dir, '../models'))
|
| 49 |
-
except NameError:
|
| 50 |
-
# 노트북 환경에서 __file__이 없는 경우
|
| 51 |
-
cwd = os.getcwd()
|
| 52 |
-
if 'Analysis_code' in cwd:
|
| 53 |
-
analysis_code_dir = cwd[:cwd.index('Analysis_code') + len('Analysis_code')]
|
| 54 |
-
models_path = os.path.join(analysis_code_dir, 'models')
|
| 55 |
-
else:
|
| 56 |
-
models_path = '/workspace/visibility_prediction/Analysis_code/models'
|
| 57 |
-
|
| 58 |
-
if models_path not in sys.path:
|
| 59 |
-
sys.path.insert(0, models_path)
|
| 60 |
-
|
| 61 |
-
return models_path
|
| 62 |
-
|
| 63 |
-
# 모델 경로 설정 및 import
|
| 64 |
-
_setup_model_path()
|
| 65 |
-
from ft_transformer import FTTransformer
|
| 66 |
-
from resnet_like import ResNetLike
|
| 67 |
-
from deepgbm import DeepGBM
|
| 68 |
-
|
| 69 |
-
# ==========================================
|
| 70 |
-
# 메트릭 함수 (pickle 호환성)
|
| 71 |
-
# ==========================================
|
| 72 |
-
def calculate_csi(y_true: np.ndarray, y_pred: np.ndarray) -> float:
|
| 73 |
-
"""CSI(Critical Success Index) 점수를 계산합니다.
|
| 74 |
-
|
| 75 |
-
Args:
|
| 76 |
-
y_true: 실제 레이블
|
| 77 |
-
y_pred: 예측 레이블
|
| 78 |
-
|
| 79 |
-
Returns:
|
| 80 |
-
CSI 점수 (0~1 사이의 값)
|
| 81 |
-
"""
|
| 82 |
-
cm = confusion_matrix(y_true, y_pred)
|
| 83 |
-
|
| 84 |
-
# 혼동 행렬에서 H(Hit), F(False alarm), M(Miss) 추출
|
| 85 |
-
H = cm[0, 0] + cm[1, 1]
|
| 86 |
-
F = cm[1, 0] + cm[2, 0] + cm[0, 1] + cm[2, 1]
|
| 87 |
-
M = cm[0, 2] + cm[1, 2]
|
| 88 |
-
|
| 89 |
-
# CSI 계산
|
| 90 |
-
csi = H / (H + F + M + 1e-10)
|
| 91 |
-
return csi
|
| 92 |
-
|
| 93 |
-
def eval_metric_csi(y_true: np.ndarray, pred_prob: np.ndarray) -> float:
|
| 94 |
-
"""XGBoost용 CSI 메트릭 함수.
|
| 95 |
-
|
| 96 |
-
Args:
|
| 97 |
-
y_true: 실제 레이블
|
| 98 |
-
pred_prob: 예측 확률
|
| 99 |
-
|
| 100 |
-
Returns:
|
| 101 |
-
CSI 점수의 음수값
|
| 102 |
-
"""
|
| 103 |
-
pred = np.argmax(pred_prob, axis=1)
|
| 104 |
-
csi = calculate_csi(y_true, pred)
|
| 105 |
-
return -1 * csi
|
| 106 |
-
|
| 107 |
-
def csi_metric(y_true: np.ndarray, pred_prob: np.ndarray) -> Tuple[str, float, bool]:
|
| 108 |
-
"""LightGBM용 CSI 메트릭 함수.
|
| 109 |
-
|
| 110 |
-
Args:
|
| 111 |
-
y_true: 실제 레이블
|
| 112 |
-
pred_prob: 예측 확률 (shape: [n_samples, n_classes])
|
| 113 |
-
|
| 114 |
-
Returns:
|
| 115 |
-
('CSI', score, higher_better) 튜플
|
| 116 |
-
"""
|
| 117 |
-
y_pred_binary = np.argmax(pred_prob, axis=1)
|
| 118 |
-
score = calculate_csi(y_true, y_pred_binary)
|
| 119 |
-
return 'CSI', score, True
|
| 120 |
-
|
| 121 |
-
# ==========================================
|
| 122 |
-
# Pickle 호환성 함수 등록
|
| 123 |
-
# ==========================================
|
| 124 |
-
def _register_pickle_functions(model_name: str) -> None:
|
| 125 |
-
"""모델 로드를 위해 __main__ 모듈에 필요한 함수를 등록합니다.
|
| 126 |
-
|
| 127 |
-
모델이 저장될 때 __main__ 모듈에서 정의된 함수를 참조했을 수 있으므로,
|
| 128 |
-
pickle이 모델을 로드할 때 함수를 찾을 수 있도록 등록합니다.
|
| 129 |
-
|
| 130 |
-
Args:
|
| 131 |
-
model_name: 모델 이름 ('xgb' 또는 'lgb')
|
| 132 |
-
"""
|
| 133 |
-
if '__main__' not in sys.modules:
|
| 134 |
-
return
|
| 135 |
-
|
| 136 |
-
main_module = sys.modules['__main__']
|
| 137 |
-
main_module.calculate_csi = calculate_csi
|
| 138 |
-
|
| 139 |
-
if model_name == 'xgb':
|
| 140 |
-
main_module.eval_metric_csi = eval_metric_csi
|
| 141 |
-
elif model_name == 'lgb':
|
| 142 |
-
main_module.csi_metric = csi_metric
|
| 143 |
-
|
| 144 |
-
# ==========================================
|
| 145 |
-
# 데이터 전처리 함수
|
| 146 |
-
# ==========================================
|
| 147 |
-
def add_derived_features(df: pd.DataFrame) -> pd.DataFrame:
|
| 148 |
-
"""제거했던 파생 변수들을 복구합니다.
|
| 149 |
-
|
| 150 |
-
Args:
|
| 151 |
-
df: 원본 데이터프레임
|
| 152 |
-
|
| 153 |
-
Returns:
|
| 154 |
-
파생 변수가 추가된 데이터프레임
|
| 155 |
-
"""
|
| 156 |
-
df = df.copy()
|
| 157 |
-
df['hour_sin'] = np.sin(2 * np.pi * df['hour'] / 24)
|
| 158 |
-
df['hour_cos'] = np.cos(2 * np.pi * df['hour'] / 24)
|
| 159 |
-
df['month_sin'] = np.sin(2 * np.pi * df['month'] / 12)
|
| 160 |
-
df['month_cos'] = np.cos(2 * np.pi * df['month'] / 12)
|
| 161 |
-
df['ground_temp - temp_C'] = df['groundtemp'] - df['temp_C']
|
| 162 |
-
return df
|
| 163 |
-
|
| 164 |
-
def preprocessing(df: pd.DataFrame) -> pd.DataFrame:
|
| 165 |
-
"""데이터 전처리 함수.
|
| 166 |
-
|
| 167 |
-
Args:
|
| 168 |
-
df: 원본 데이터프레임
|
| 169 |
-
|
| 170 |
-
Returns:
|
| 171 |
-
전처리된 데이터프레임
|
| 172 |
-
"""
|
| 173 |
-
df = df[df.columns].copy()
|
| 174 |
-
df['year'] = df['year'].astype('int')
|
| 175 |
-
df['month'] = df['month'].astype('int')
|
| 176 |
-
df['hour'] = df['hour'].astype('int')
|
| 177 |
-
df = add_derived_features(df).copy()
|
| 178 |
-
df['multi_class'] = df['multi_class'].astype('int')
|
| 179 |
-
df.loc[df['wind_dir'] == '정온', 'wind_dir'] = "0"
|
| 180 |
-
df['wind_dir'] = df['wind_dir'].astype('int')
|
| 181 |
-
df = df[FEATURE_COLUMNS].copy()
|
| 182 |
-
return df
|
| 183 |
-
|
| 184 |
-
# ==========================================
|
| 185 |
-
# 모델 로드 함수
|
| 186 |
-
# ==========================================
|
| 187 |
-
def load_model(model_name: str, region: str, data_sample: str) -> List[Any]:
|
| 188 |
-
"""모델을 로드하는 함수.
|
| 189 |
-
|
| 190 |
-
Args:
|
| 191 |
-
model_name: 모델 이름 ('xgb', 'lgb', 'ft_transformer', 'resnet_like', 'deepgbm')
|
| 192 |
-
region: 지역명 (예: 'seoul', 'busan')
|
| 193 |
-
data_sample: 데이터 샘플 타입 (예: 'pure', 'smote', 'ctgan10000')
|
| 194 |
-
|
| 195 |
-
Returns:
|
| 196 |
-
로드된 모델 리스트 (각 fold별 모델)
|
| 197 |
-
|
| 198 |
-
Raises:
|
| 199 |
-
FileNotFoundError: 모델 파일을 찾을 수 없는 경우
|
| 200 |
-
ValueError: 모델 이름이 유효하지 않은 경우
|
| 201 |
-
"""
|
| 202 |
-
if model_name not in TREE_MODELS + DL_MODELS:
|
| 203 |
-
raise ValueError(
|
| 204 |
-
f"Unknown model_name: {model_name}. "
|
| 205 |
-
f"Must be one of {TREE_MODELS + DL_MODELS}"
|
| 206 |
-
)
|
| 207 |
-
|
| 208 |
-
# Tree-based 모델의 경우 pickle 호환성 함수 등록
|
| 209 |
-
if model_name in TREE_MODELS:
|
| 210 |
-
_register_pickle_functions(model_name)
|
| 211 |
-
|
| 212 |
-
model_path = f"../save_model/{model_name}_optima/{model_name}_{data_sample}_{region}.pkl"
|
| 213 |
-
|
| 214 |
-
if not os.path.exists(model_path):
|
| 215 |
-
raise FileNotFoundError(
|
| 216 |
-
f"모델 파일을 찾을 수 없습니다: {model_path}"
|
| 217 |
-
)
|
| 218 |
-
|
| 219 |
-
try:
|
| 220 |
-
models = load(model_path)
|
| 221 |
-
except Exception as e:
|
| 222 |
-
raise FileNotFoundError(f"모델 로드 실패 ({model_path}): {e}")
|
| 223 |
-
|
| 224 |
-
return models
|
| 225 |
-
|
| 226 |
-
def load_scaler(model_name: str, region: str, data_sample: str) -> List[Any]:
|
| 227 |
-
"""각 fold의 scaler를 로드하는 함수.
|
| 228 |
-
|
| 229 |
-
Args:
|
| 230 |
-
model_name: 모델 이름
|
| 231 |
-
region: 지역명
|
| 232 |
-
data_sample: 데이터 샘플 타입
|
| 233 |
-
|
| 234 |
-
Returns:
|
| 235 |
-
로드된 scaler 리스트 (각 fold별 scaler)
|
| 236 |
-
|
| 237 |
-
Raises:
|
| 238 |
-
FileNotFoundError: Scaler 파일을 찾을 수 없는 경우
|
| 239 |
-
"""
|
| 240 |
-
if data_sample == 'pure':
|
| 241 |
-
scaler_filename = f'{model_name}_pure_{region}_scaler.pkl'
|
| 242 |
-
else:
|
| 243 |
-
scaler_filename = f'{model_name}_{data_sample}_{region}_scaler.pkl'
|
| 244 |
-
|
| 245 |
-
scaler_path = f'../save_model/{model_name}_optima/scaler/{scaler_filename}'
|
| 246 |
-
|
| 247 |
-
if not os.path.exists(scaler_path):
|
| 248 |
-
raise FileNotFoundError(
|
| 249 |
-
f"Scaler 파일을 찾을 수 없습니다: {scaler_path}"
|
| 250 |
-
)
|
| 251 |
-
|
| 252 |
-
try:
|
| 253 |
-
scalers = load(scaler_path)
|
| 254 |
-
except Exception as e:
|
| 255 |
-
raise FileNotFoundError(f"Scaler 로드 실패 ({scaler_path}): {e}")
|
| 256 |
-
|
| 257 |
-
return scalers
|
| 258 |
-
|
| 259 |
-
# ==========================================
|
| 260 |
-
# Tree-based 모델용 헬퍼 함수
|
| 261 |
-
# ==========================================
|
| 262 |
-
def _prepare_test_data_tree(region: str) -> Tuple[pd.DataFrame, np.ndarray]:
|
| 263 |
-
"""Tree-based 모델용 test 데이터를 준비합니다.
|
| 264 |
-
|
| 265 |
-
Args:
|
| 266 |
-
region: 지역명
|
| 267 |
-
|
| 268 |
-
Returns:
|
| 269 |
-
tuple: (X_test, y_test)
|
| 270 |
-
- X_test: 전처리된 test 데이터 (설명변수만)
|
| 271 |
-
- y_test: test 데이터의 target 값 (multi_class)
|
| 272 |
-
"""
|
| 273 |
-
test_data = pd.read_csv(f"../../data/data_for_modeling/{region}_test.csv")
|
| 274 |
-
test_data = preprocessing(test_data)
|
| 275 |
-
test_data = test_data.loc[test_data['year'].isin([TEST_YEAR]), :]
|
| 276 |
-
X_test = test_data.drop(columns=DROP_COLUMNS)
|
| 277 |
-
y_test = test_data['multi_class'].values
|
| 278 |
-
return X_test, y_test
|
| 279 |
-
|
| 280 |
-
def _predict_tree_model(model: Any, X_test: pd.DataFrame) -> np.ndarray:
|
| 281 |
-
"""Tree-based 모델로 예측을 수행합니다.
|
| 282 |
-
|
| 283 |
-
Args:
|
| 284 |
-
model: 학습된 모델 (XGBoost 또는 LightGBM)
|
| 285 |
-
X_test: Test 데이터
|
| 286 |
-
|
| 287 |
-
Returns:
|
| 288 |
-
예측 확률 (n_samples, n_classes)
|
| 289 |
-
"""
|
| 290 |
-
return model.predict_proba(X_test)
|
| 291 |
-
|
| 292 |
-
# ==========================================
|
| 293 |
-
# Deep Learning 모델용 헬퍼 함수
|
| 294 |
-
# ==========================================
|
| 295 |
-
def _prepare_test_data_dl(
|
| 296 |
-
region: str,
|
| 297 |
-
data_sample: str,
|
| 298 |
-
fold_idx: int,
|
| 299 |
-
scaler: Any
|
| 300 |
-
) -> Tuple[torch.Tensor, torch.Tensor, pd.Index, pd.Index, np.ndarray]:
|
| 301 |
-
"""Deep learning 모델용 test 데이터를 준비합니다.
|
| 302 |
-
|
| 303 |
-
Args:
|
| 304 |
-
region: 지역명
|
| 305 |
-
data_sample: 데이터 샘플 타입
|
| 306 |
-
fold_idx: Fold 인덱스 (0, 1, 2)
|
| 307 |
-
scaler: 해당 fold의 scaler (QuantileTransformer)
|
| 308 |
-
|
| 309 |
-
Returns:
|
| 310 |
-
tuple: (X_test_num, X_test_cat, categorical_cols, numerical_cols, y_test)
|
| 311 |
-
- X_test_num: Numerical features tensor
|
| 312 |
-
- X_test_cat: Categorical features tensor
|
| 313 |
-
- categorical_cols: 범주형 변수 컬럼명
|
| 314 |
-
- numerical_cols: 연속형 변수 컬럼명
|
| 315 |
-
- y_test: test 데이터의 target 값 (multi_class)
|
| 316 |
-
"""
|
| 317 |
-
# Train 데이터 로드 (Label Encoder 학습용)
|
| 318 |
-
if data_sample == 'pure':
|
| 319 |
-
train_path = f"../../data/data_for_modeling/{region}_train.csv"
|
| 320 |
-
train_data = preprocessing(pd.read_csv(train_path, index_col=0))
|
| 321 |
-
train_data = train_data.loc[
|
| 322 |
-
~train_data['year'].isin([TEST_YEAR - (fold_idx + 1)]), :
|
| 323 |
-
]
|
| 324 |
-
else:
|
| 325 |
-
train_data = pd.read_csv(
|
| 326 |
-
f"../../data/data_oversampled/{data_sample}/"
|
| 327 |
-
f"{data_sample}_{fold_idx+1}_{region}.csv"
|
| 328 |
-
)
|
| 329 |
-
train_data = preprocessing(train_data)
|
| 330 |
-
|
| 331 |
-
# Test 데이터 로드
|
| 332 |
-
test_data = pd.read_csv(f"../../data/data_for_modeling/{region}_test.csv")
|
| 333 |
-
test_data = preprocessing(test_data)
|
| 334 |
-
test_data = test_data.loc[test_data['year'].isin([TEST_YEAR]), :]
|
| 335 |
-
|
| 336 |
-
# 컬럼 정렬 (일관성 유지)
|
| 337 |
-
common_columns = train_data.columns.to_list()
|
| 338 |
-
train_data = train_data[common_columns]
|
| 339 |
-
test_data = test_data[common_columns]
|
| 340 |
-
|
| 341 |
-
# 설명변수 분리
|
| 342 |
-
X_train = train_data.drop(columns=DROP_COLUMNS)
|
| 343 |
-
X_test = test_data.drop(columns=DROP_COLUMNS)
|
| 344 |
-
|
| 345 |
-
# 범주형 & 연속형 변수 분리
|
| 346 |
-
categorical_cols = X_train.select_dtypes(
|
| 347 |
-
include=['object', 'category', 'int64']
|
| 348 |
-
).columns
|
| 349 |
-
numerical_cols = X_train.select_dtypes(include=['float64']).columns
|
| 350 |
-
|
| 351 |
-
# 범주형 변수 Label Encoding (train 데이터 기준으로 학습)
|
| 352 |
-
label_encoders = {}
|
| 353 |
-
for col in categorical_cols:
|
| 354 |
-
le = LabelEncoder()
|
| 355 |
-
le.fit(X_train[col])
|
| 356 |
-
label_encoders[col] = le
|
| 357 |
-
|
| 358 |
-
# 변환 적용
|
| 359 |
-
for col in categorical_cols:
|
| 360 |
-
X_test[col] = label_encoders[col].transform(X_test[col])
|
| 361 |
-
|
| 362 |
-
# 연속형 변수 Scaler 변환
|
| 363 |
-
X_test[numerical_cols] = scaler.transform(X_test[numerical_cols])
|
| 364 |
-
|
| 365 |
-
# 텐서 변환
|
| 366 |
-
X_test_num = torch.tensor(
|
| 367 |
-
X_test[numerical_cols].values, dtype=torch.float32
|
| 368 |
-
)
|
| 369 |
-
X_test_cat = torch.tensor(
|
| 370 |
-
X_test[categorical_cols].values, dtype=torch.long
|
| 371 |
-
)
|
| 372 |
-
|
| 373 |
-
# Target 값 추출
|
| 374 |
-
y_test = test_data['multi_class'].values
|
| 375 |
-
|
| 376 |
-
return X_test_num, X_test_cat, categorical_cols, numerical_cols, y_test
|
| 377 |
-
|
| 378 |
-
def _predict_dl_model(
|
| 379 |
-
model: torch.nn.Module,
|
| 380 |
-
X_test_num: torch.Tensor,
|
| 381 |
-
X_test_cat: torch.Tensor,
|
| 382 |
-
model_name: str,
|
| 383 |
-
device: str,
|
| 384 |
-
batch_size: int = 1024
|
| 385 |
-
) -> np.ndarray:
|
| 386 |
-
"""Deep learning 모델로 예측을 수행합니다.
|
| 387 |
-
|
| 388 |
-
Args:
|
| 389 |
-
model: PyTorch 모델
|
| 390 |
-
X_test_num: Numerical features tensor
|
| 391 |
-
X_test_cat: Categorical features tensor
|
| 392 |
-
model_name: 모델 이름 ('ft_transformer', 'resnet_like', 'deepgbm')
|
| 393 |
-
device: 연산 장치 ('cpu' 또는 'cuda')
|
| 394 |
-
batch_size: 배치 크기 (메모리 효율을 위해, 기본값: 1024)
|
| 395 |
-
|
| 396 |
-
Returns:
|
| 397 |
-
예측 확률 (n_samples, n_classes)
|
| 398 |
-
|
| 399 |
-
Raises:
|
| 400 |
-
ValueError: 알 수 없는 모델 이름인 경우
|
| 401 |
-
"""
|
| 402 |
-
model.eval()
|
| 403 |
-
model.to(device)
|
| 404 |
-
|
| 405 |
-
n_samples = X_test_num.shape[0]
|
| 406 |
-
all_probs = []
|
| 407 |
-
|
| 408 |
-
with torch.no_grad():
|
| 409 |
-
for i in range(0, n_samples, batch_size):
|
| 410 |
-
end_idx = min(i + batch_size, n_samples)
|
| 411 |
-
batch_num = X_test_num[i:end_idx].to(device)
|
| 412 |
-
batch_cat = X_test_cat[i:end_idx].to(device)
|
| 413 |
-
|
| 414 |
-
# 모델별 입력 형식 처리
|
| 415 |
-
# 모든 딥러닝 모델이 (x_num, x_cat) 두 개의 텐서를 받음
|
| 416 |
-
# resnet_like는 내부에서 torch.cat으로 결합함
|
| 417 |
-
if model_name in DL_MODELS:
|
| 418 |
-
output = model(batch_num, batch_cat)
|
| 419 |
-
else:
|
| 420 |
-
raise ValueError(
|
| 421 |
-
f"Unknown model_name: {model_name}. "
|
| 422 |
-
f"Must be one of {DL_MODELS}"
|
| 423 |
-
)
|
| 424 |
-
|
| 425 |
-
# Softmax 적용하여 확률 변환
|
| 426 |
-
probs = F.softmax(output, dim=1)
|
| 427 |
-
all_probs.append(probs.cpu().numpy())
|
| 428 |
-
|
| 429 |
-
return np.vstack(all_probs)
|
| 430 |
-
|
| 431 |
-
# ==========================================
|
| 432 |
-
# 메인 함수
|
| 433 |
-
# ==========================================
|
| 434 |
-
def predict_test_proba(
|
| 435 |
-
model_name: str,
|
| 436 |
-
region: str,
|
| 437 |
-
data_sample: str,
|
| 438 |
-
device: str = 'cpu',
|
| 439 |
-
n_folds: int = 3
|
| 440 |
-
) -> Tuple[np.ndarray, np.ndarray]:
|
| 441 |
-
"""Test 데이터에 대한 예측 확률과 target 값을 반환하는 함수.
|
| 442 |
-
|
| 443 |
-
Args:
|
| 444 |
-
model_name: 모델 이름 ('xgb', 'lgb', 'ft_transformer', 'resnet_like', 'deepgbm')
|
| 445 |
-
region: 지역명 (예: 'seoul', 'busan')
|
| 446 |
-
data_sample: 데이터 샘플 타입 (예: 'pure', 'smote', 'ctgan10000')
|
| 447 |
-
device: 연산 장치 ('cpu' 또는 'cuda', 기본값: 'cpu')
|
| 448 |
-
n_folds: Fold 개수 (기본값: 3)
|
| 449 |
-
|
| 450 |
-
Returns:
|
| 451 |
-
tuple: (probs, y_test)
|
| 452 |
-
- probs: shape (n_folds, n_samples, n_classes) - 각 fold별 예측 확률
|
| 453 |
-
- y_test: shape (n_samples,) - test 데이터의 target 값 (multi_class)
|
| 454 |
-
|
| 455 |
-
Raises:
|
| 456 |
-
ValueError: 모델 이름이 유효하지 않거나 fold 개수가 일치하지 않는 경우
|
| 457 |
-
FileNotFoundError: 모델 또는 scaler 파일을 찾을 수 없는 경우
|
| 458 |
-
"""
|
| 459 |
-
# 모델 타입 확인
|
| 460 |
-
if model_name not in TREE_MODELS + DL_MODELS:
|
| 461 |
-
raise ValueError(
|
| 462 |
-
f"Unknown model_name: {model_name}. "
|
| 463 |
-
f"Must be one of {TREE_MODELS + DL_MODELS}"
|
| 464 |
-
)
|
| 465 |
-
|
| 466 |
-
# 모델 로드
|
| 467 |
-
models = load_model(model_name, region, data_sample)
|
| 468 |
-
|
| 469 |
-
if len(models) != n_folds:
|
| 470 |
-
raise ValueError(
|
| 471 |
-
f"로드된 모델 개수({len(models)})가 "
|
| 472 |
-
f"n_folds({n_folds})와 일치하지 않습니다."
|
| 473 |
-
)
|
| 474 |
-
|
| 475 |
-
# Tree-based 모델 처리
|
| 476 |
-
if model_name in TREE_MODELS:
|
| 477 |
-
X_test, y_test = _prepare_test_data_tree(region)
|
| 478 |
-
all_probs = []
|
| 479 |
-
|
| 480 |
-
for fold_idx in range(n_folds):
|
| 481 |
-
prob = _predict_tree_model(models[fold_idx], X_test)
|
| 482 |
-
all_probs.append(prob)
|
| 483 |
-
|
| 484 |
-
return np.array(all_probs), y_test
|
| 485 |
-
|
| 486 |
-
# Deep learning 모델 처리
|
| 487 |
-
else:
|
| 488 |
-
# Scaler 로드
|
| 489 |
-
scalers = load_scaler(model_name, region, data_sample)
|
| 490 |
-
|
| 491 |
-
if len(scalers) != n_folds:
|
| 492 |
-
raise ValueError(
|
| 493 |
-
f"로드된 scaler 개수({len(scalers)})가 "
|
| 494 |
-
f"n_folds({n_folds})와 일치하지 않습니다."
|
| 495 |
-
)
|
| 496 |
-
|
| 497 |
-
all_probs = []
|
| 498 |
-
y_test = None
|
| 499 |
-
|
| 500 |
-
for fold_idx in range(n_folds):
|
| 501 |
-
# Test 데이터 준비
|
| 502 |
-
X_test_num, X_test_cat, _, _, y_test = _prepare_test_data_dl(
|
| 503 |
-
region, data_sample, fold_idx, scalers[fold_idx]
|
| 504 |
-
)
|
| 505 |
-
|
| 506 |
-
# 예측
|
| 507 |
-
prob = _predict_dl_model(
|
| 508 |
-
models[fold_idx], X_test_num, X_test_cat, model_name, device
|
| 509 |
-
)
|
| 510 |
-
all_probs.append(prob)
|
| 511 |
-
|
| 512 |
-
return np.array(all_probs), y_test
|
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