"""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.""" # Hyperparameter space 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"] # Apply SMOTE if SMOTE_AVAILABLE: smote = SMOTE(random_state=42, k_neighbors=5) x_train, y_train = smote.fit_resample(x_train, y_train) # Scale features scaler = StandardScaler() x_train = scaler.fit_transform(x_train) x_dev = scaler.transform(x_dev) # Train model based on selection 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: # catboost 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] # Find best F1 threshold 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("šŸ”¬ 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) # Load and prepare data print("\nšŸ“Š 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]: # Use first 3 splits for speed 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"āœ… ({len(benchmark_data['splits'])} splits)") print(f"Total splits: {len(benchmark_data['splits'])}") # Run Bayesian optimization print("\nšŸ”¬ 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 # Results print("\n" + "=" * 80) print(f"āœ… Optimization complete! ({elapsed/60:.1f} minutes)") print("=" * 80) best_trial = study.best_trial print(f"\nšŸ† Best Trial: #{best_trial.number}") print(f" F1 Score: {best_trial.value:.4f}") print(f"\nšŸ“Š Best Hyperparameters:") for key, value in sorted(best_trial.params.items()): print(f" {key:25s}: {value}") # Save results 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"\nšŸ“ 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)") # Top 10 trials print(f"\nšŸ“ˆ Top 10 Trials:") print("=" * 80) for i, (_, row) in enumerate(results_df.head(10).iterrows(), 1): f1 = row["f1"] status = "āœ… GOOD" if f1 > 0.4 else "āš ļø OK" if f1 > 0.35 else "āŒ POOR" print(f"{i:2d}. F1={f1:.4f} {status}") if best_trial.value > 0.4: print(f"\nšŸŽ‰ SUCCESS! F1 > 0.4 achieved!") print(f" Recommendation: Use best params above") elif best_trial.value > 0.35: print(f"\nāš ļø Moderate improvement (F1={best_trial.value:.4f})") print(f" Recommendation: Try with peak_table.csv if available") else: print(f"\nāŒ 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()