| """Bayesian hyperparameter optimization using Optuna for F1 > 0.5.""" |
|
|
| from __future__ import annotations |
|
|
| import argparse |
| import json |
| import sys |
| import time |
| from pathlib import Path |
| from typing import Dict, List |
|
|
| import numpy as np |
| import optuna |
| import pandas as pd |
| from catboost import CatBoostClassifier |
| from lightgbm import LGBMClassifier |
| from sklearn.metrics import f1_score |
| from sklearn.preprocessing import StandardScaler |
| from xgboost import XGBClassifier |
|
|
| try: |
| from imblearn.over_sampling import SMOTE |
| SMOTE_AVAILABLE = True |
| except ImportError: |
| SMOTE_AVAILABLE = False |
|
|
| ROOT = Path(__file__).resolve().parents[2] |
| if str(ROOT) not in sys.path: |
| sys.path.insert(0, str(ROOT)) |
|
|
| EPS = 1e-9 |
|
|
|
|
| def _agg_numeric(frame: pd.DataFrame, key: str, value_cols, prefix: str) -> pd.DataFrame: |
| """Aggregate numeric features.""" |
| grouped = frame.groupby(key, sort=False)[list(value_cols)] |
| agg = grouped.agg(["mean", "std", "min", "max", "median"]) |
| agg.columns = [f"{prefix}_{col}_{stat}" for col, stat in agg.columns] |
| agg = agg.reset_index() |
| for col in agg.columns: |
| if col != key: |
| agg[col] = agg[col].fillna(0.0) |
| return agg |
|
|
|
|
| def _build_features_optimized(benchmark_dir) -> pd.DataFrame: |
| """Build features from marker data.""" |
| marker_path = benchmark_dir / "marker_table.csv" |
| sample_key = "sample_file" |
|
|
| marker_cols = [ |
| sample_key, |
| "marker", |
| "dye", |
| "peak_count_total", |
| "peak_count_non_ol", |
| "max_height", |
| "sum_height", |
| "has_ol", |
| ] |
| marker = pd.read_csv(marker_path, usecols=marker_cols, low_memory=False) |
|
|
| marker["peak_nonol_ratio"] = marker["peak_count_non_ol"] / (marker["peak_count_total"] + EPS) |
| marker["height_density"] = marker["sum_height"] / (marker["peak_count_total"] + EPS) |
|
|
| gm = marker.groupby(sample_key, sort=False) |
| mfeat = pd.DataFrame( |
| { |
| sample_key: gm.size().index, |
| "marker_rows": gm.size().values, |
| "marker_unique_count": gm["marker"].nunique().values, |
| "marker_has_ol_rate": gm["has_ol"].mean().values, |
| "marker_peak_total_sum": gm["peak_count_total"].sum().values, |
| "marker_peak_nonol_sum": gm["peak_count_non_ol"].sum().values, |
| "marker_peak_nonol_ratio_mean": gm["peak_nonol_ratio"].mean().values, |
| "marker_height_density_mean": gm["height_density"].mean().values, |
| } |
| ) |
|
|
| mnum = _agg_numeric( |
| marker, |
| key=sample_key, |
| value_cols=[ |
| "peak_count_total", |
| "peak_count_non_ol", |
| "peak_nonol_ratio", |
| "max_height", |
| "sum_height", |
| "height_density", |
| ], |
| prefix="marker", |
| ) |
| mfeat = mfeat.merge(mnum, on=sample_key, how="left") |
|
|
| dye_sum = marker.pivot_table( |
| index=sample_key, |
| columns="dye", |
| values="sum_height", |
| aggfunc="sum", |
| fill_value=0.0, |
| ) |
| dye_sum.columns = [f"marker_sum_height_dye_{c}" for c in dye_sum.columns] |
| mfeat = mfeat.merge(dye_sum.reset_index(), on=sample_key, how="left") |
|
|
| return mfeat |
|
|
|
|
| def _parse_args() -> argparse.Namespace: |
| parser = argparse.ArgumentParser(description=__doc__) |
| parser.add_argument("--benchmark-root", type=Path, default=Path("data/processed")) |
| parser.add_argument( |
| "--benchmarks", |
| nargs="+", |
| default=["rd14-fullref-50_multisplit_v2", "rd12-fullref-61_multisplit_v2"], |
| ) |
| parser.add_argument("--out-dir", type=Path, default=Path("outputs/benchmarks/bayesian_tuning")) |
| parser.add_argument("--n-trials", type=int, default=100, help="Number of Bayesian trials") |
| parser.add_argument("--timeout", type=int, default=20000, help="Timeout in seconds") |
| parser.add_argument("--n-jobs", type=int, default=-1, help="Parallel jobs") |
| return parser.parse_args() |
|
|
|
|
| def objective( |
| trial: optuna.Trial, |
| benchmark_data: Dict, |
| model_name: str = "catboost", |
| ) -> float: |
| """Objective function for Optuna.""" |
|
|
| |
| learning_rate = trial.suggest_float("learning_rate", 0.001, 0.1, log=True) |
| num_leaves = trial.suggest_int("num_leaves", 15, 200) |
| lambda_l1 = trial.suggest_float("lambda_l1", 0, 10) |
| lambda_l2 = trial.suggest_float("lambda_l2", 0, 10) |
| subsample = trial.suggest_float("subsample", 0.5, 1.0) |
| colsample_bytree = trial.suggest_float("colsample_bytree", 0.5, 1.0) |
| min_child_samples = trial.suggest_int("min_child_samples", 5, 50) |
|
|
| f1_scores = [] |
|
|
| for data_split in benchmark_data["splits"]: |
| x_train = data_split["x_train"] |
| y_train = data_split["y_train"] |
| x_dev = data_split["x_dev"] |
| y_dev = data_split["y_dev"] |
|
|
| |
| if SMOTE_AVAILABLE: |
| smote = SMOTE(random_state=42, k_neighbors=5) |
| x_train, y_train = smote.fit_resample(x_train, y_train) |
|
|
| |
| scaler = StandardScaler() |
| x_train = scaler.fit_transform(x_train) |
| x_dev = scaler.transform(x_dev) |
|
|
| |
| if model_name == "lgbm": |
| model = LGBMClassifier( |
| n_estimators=1000, |
| learning_rate=learning_rate, |
| num_leaves=num_leaves, |
| lambda_l1=lambda_l1, |
| lambda_l2=lambda_l2, |
| subsample=subsample, |
| colsample_bytree=colsample_bytree, |
| min_child_samples=min_child_samples, |
| class_weight="balanced", |
| random_state=42, |
| verbose=-1, |
| n_jobs=-1, |
| ) |
| elif model_name == "xgb": |
| pos = float((y_train == 1).sum()) |
| neg = float((y_train == 0).sum()) |
| scale_pos_weight = max(1.0, neg / max(pos, 1.0)) |
| model = XGBClassifier( |
| n_estimators=1000, |
| learning_rate=learning_rate, |
| max_depth=int(np.sqrt(num_leaves)), |
| subsample=subsample, |
| colsample_bytree=colsample_bytree, |
| reg_alpha=lambda_l1, |
| reg_lambda=lambda_l2, |
| scale_pos_weight=scale_pos_weight, |
| random_state=42, |
| n_jobs=-1, |
| ) |
| else: |
| pos = float((y_train == 1).sum()) |
| neg = float((y_train == 0).sum()) |
| scale_pos_weight = max(1.0, neg / max(pos, 1.0)) |
| model = CatBoostClassifier( |
| iterations=1000, |
| learning_rate=learning_rate, |
| depth=int(np.sqrt(num_leaves)), |
| subsample=subsample, |
| colsample_bylevel=colsample_bytree, |
| l2_leaf_reg=lambda_l2, |
| scale_pos_weight=scale_pos_weight, |
| random_state=42, |
| verbose=0, |
| task_type="CPU", |
| ) |
|
|
| model.fit(x_train, y_train) |
| p_dev = model.predict_proba(x_dev)[:, 1] |
|
|
| |
| best_f1 = 0.0 |
| thresholds = np.linspace(0.01, 0.99, 99) |
| for th in thresholds: |
| pred = (p_dev >= th).astype(int) |
| f1 = f1_score(y_dev, pred, zero_division=0) |
| if f1 > best_f1: |
| best_f1 = f1 |
|
|
| f1_scores.append(best_f1) |
|
|
| return np.mean(f1_scores) |
|
|
|
|
| def run(args: argparse.Namespace) -> None: |
| args.out_dir.mkdir(parents=True, exist_ok=True) |
|
|
| print("=" * 80) |
| print("๐ฌ BAYESIAN HYPERPARAMETER OPTIMIZATION (Optuna)") |
| print("=" * 80) |
| print(f"Trials: {args.n_trials}") |
| print(f"Timeout: {args.timeout}s (~{args.timeout/3600:.1f} hours)") |
| print(f"Benchmarks: {', '.join(args.benchmarks)}") |
| print("=" * 80) |
|
|
| |
| print("\n๐ Loading benchmark data...") |
| benchmark_data = {"splits": []} |
|
|
| for benchmark_name in args.benchmarks: |
| print(f" Loading {benchmark_name}...", end=" ") |
| benchmark_dir = args.benchmark_root / benchmark_name |
| labels = pd.read_csv(benchmark_dir / "sample_labels_all_splits.csv", low_memory=False) |
| features = _build_features_optimized(benchmark_dir) |
|
|
| for split_id in sorted(labels["split_id"].unique())[:3]: |
| split_df = labels[labels["split_id"] == split_id].copy() |
| data = split_df.merge(features, on="sample_file", how="inner") |
|
|
| drop_cols = { |
| "benchmark_id", |
| "split_id", |
| "partition", |
| "study_id", |
| "panel", |
| "sample_file", |
| "sample_family_id", |
| "true_contributors", |
| "known_contributors_true", |
| "unknown_contributors_true", |
| "num_known_in_sample", |
| "num_unknown_in_sample", |
| "unknown_present", |
| "total_contributors", |
| } |
| feature_cols = [c for c in data.columns if c not in drop_cols] |
| panel_ohe = pd.get_dummies(data["panel"], prefix="panel") |
| x_all = pd.concat([data[feature_cols].astype(float), panel_ohe.astype(float)], axis=1) |
|
|
| y_all = data["unknown_present"].astype(int).values |
| partition = data["partition"].values |
|
|
| train_idx = partition == "train" |
| dev_idx = partition == "dev" |
|
|
| benchmark_data["splits"].append( |
| { |
| "x_train": x_all[train_idx].values, |
| "y_train": y_all[train_idx], |
| "x_dev": x_all[dev_idx].values, |
| "y_dev": y_all[dev_idx], |
| } |
| ) |
| print(f"โ
({len(benchmark_data['splits'])} splits)") |
|
|
| print(f"Total splits: {len(benchmark_data['splits'])}") |
|
|
| |
| print("\n๐ฌ Running Bayesian optimization...") |
| print(f"Testing model: CatBoost (best performer)") |
| print("=" * 80) |
|
|
| start_time = time.time() |
|
|
| sampler = optuna.samplers.TPESampler(seed=42) |
| study = optuna.create_study( |
| direction="maximize", |
| sampler=sampler, |
| study_name="bayesian_tuning", |
| ) |
|
|
| study.optimize( |
| lambda trial: objective(trial, benchmark_data, model_name="catboost"), |
| n_trials=args.n_trials, |
| timeout=args.timeout, |
| show_progress_bar=True, |
| ) |
|
|
| elapsed = time.time() - start_time |
|
|
| |
| print("\n" + "=" * 80) |
| print(f"โ
Optimization complete! ({elapsed/60:.1f} minutes)") |
| print("=" * 80) |
|
|
| best_trial = study.best_trial |
| print(f"\n๐ Best Trial: #{best_trial.number}") |
| print(f" F1 Score: {best_trial.value:.4f}") |
| print(f"\n๐ Best Hyperparameters:") |
| for key, value in sorted(best_trial.params.items()): |
| print(f" {key:25s}: {value}") |
|
|
| |
| results_df = pd.DataFrame([ |
| {"trial": t.number, "f1": t.value, **t.params} |
| for t in study.trials |
| ]).sort_values("f1", ascending=False) |
|
|
| results_df.to_csv(args.out_dir / "bayesian_summary.csv", index=False) |
|
|
| with open(args.out_dir / "best_params.json", "w") as f: |
| json.dump(best_trial.params, f, indent=2) |
|
|
| with open(args.out_dir / "optimization_log.txt", "w") as f: |
| f.write(f"Bayesian Optimization Results\n") |
| f.write(f"{'=' * 80}\n") |
| f.write(f"Best F1 Score: {best_trial.value:.4f}\n") |
| f.write(f"Best Trial: #{best_trial.number}\n") |
| f.write(f"Total Trials: {len(study.trials)}\n") |
| f.write(f"Time Elapsed: {elapsed/60:.1f} minutes\n") |
| f.write(f"\nBest Hyperparameters:\n") |
| for key, value in sorted(best_trial.params.items()): |
| f.write(f" {key}: {value}\n") |
|
|
| print(f"\n๐ Results saved to {args.out_dir}/") |
| print(f" - bayesian_summary.csv (all trials)") |
| print(f" - best_params.json (best hyperparameters)") |
| print(f" - optimization_log.txt (summary)") |
|
|
| |
| print(f"\n๐ Top 10 Trials:") |
| print("=" * 80) |
| for i, (_, row) in enumerate(results_df.head(10).iterrows(), 1): |
| f1 = row["f1"] |
| status = "โ
GOOD" if f1 > 0.4 else "โ ๏ธ OK" if f1 > 0.35 else "โ POOR" |
| print(f"{i:2d}. F1={f1:.4f} {status}") |
|
|
| if best_trial.value > 0.4: |
| print(f"\n๐ SUCCESS! F1 > 0.4 achieved!") |
| print(f" Recommendation: Use best params above") |
| elif best_trial.value > 0.35: |
| print(f"\nโ ๏ธ Moderate improvement (F1={best_trial.value:.4f})") |
| print(f" Recommendation: Try with peak_table.csv if available") |
| else: |
| print(f"\nโ Limited improvement (F1={best_trial.value:.4f})") |
| print(f" Recommendation: Find peak_table.csv (critical missing data)") |
|
|
|
|
| def main() -> None: |
| args = _parse_args() |
| run(args) |
|
|
|
|
| if __name__ == "__main__": |
| main() |
|
|