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Update app.py
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app.py
CHANGED
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@@ -1,5 +1,5 @@
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import os, json,
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from typing import Any, Dict, List
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import numpy as np
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import tensorflow as tf
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@@ -7,7 +7,7 @@ from fastapi import FastAPI, Request
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from fastapi.middleware.cors import CORSMiddleware
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from fastapi.responses import JSONResponse
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#
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try:
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import shap
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SHAP_AVAILABLE = True
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@@ -94,8 +94,7 @@ def load_joblib_if_exists(candidates: List[str]):
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p = os.path.join(os.getcwd(), name)
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if os.path.isfile(p):
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try:
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#
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import joblib # type: ignore
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with open(p, "rb") as fh:
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obj = joblib.load(fh)
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return obj, p, None
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@@ -147,8 +146,6 @@ def coral_probs_from_logits(logits_np: np.ndarray) -> np.ndarray:
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left = tf.concat([tf.ones_like(sig[:, :1]), sig], axis=1)
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right = tf.concat([sig, tf.zeros_like(sig[:, :1])], axis=1)
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probs = tf.clip_by_value(left - right, 1e-12, 1.0)
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# normalize row-wise just in case
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probs = probs / tf.reduce_sum(probs, axis=1, keepdims=True)
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return probs.numpy()
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@@ -164,17 +161,14 @@ def decode_logits(raw: np.ndarray) -> (np.ndarray, str):
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K = len(CLASSES)
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if M == K - 1:
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# CORAL logits
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probs = coral_probs_from_logits(raw)[0]
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return probs, "auto_coral"
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elif M == K:
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# Softmax or unnormalized scores
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row = raw[0]
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exps = np.exp(row - np.max(row))
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probs = exps / np.sum(exps)
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return probs, "auto_softmax"
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else:
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# Fallback: normalize across whatever is there
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row = raw[0]
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s = float(np.sum(np.abs(row)))
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probs = (row / s) if s > 0 else np.ones_like(row) / len(row)
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@@ -202,7 +196,6 @@ def build_raw_vector(payload: Dict[str, Any]) -> np.ndarray:
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def apply_imputer_if_any(x: np.ndarray) -> np.ndarray:
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if imputer is not None:
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# imputer expects 2D
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return imputer.transform(x.reshape(1, -1)).astype(np.float32)[0]
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# fallback: replace NaNs with feature means from stats if available, else 0
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out = x.copy()
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@@ -238,7 +231,7 @@ def apply_scaling_or_stats(raw_vec: np.ndarray) -> (np.ndarray, Dict[str, float]
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return z, z_detail, "manual_stats"
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# --------- SHAP model wrapper & explainer ---------
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def model_proba_from_z(z_batch_np: np.ndarray) -> np.ndarray:
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"""
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Wrapper for SHAP: takes (N, n_features) in z-space and returns (N, K) probabilities.
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@@ -250,14 +243,11 @@ def model_proba_from_z(z_batch_np: np.ndarray) -> np.ndarray:
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K = len(CLASSES)
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if M == K - 1:
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# CORAL
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probs = coral_probs_from_logits(raw) # (N, K)
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elif M == K:
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# Softmax or scores
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exps = np.exp(raw - np.max(raw, axis=1, keepdims=True))
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probs = exps / np.sum(exps, axis=1, keepdims=True)
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else:
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# Fallback normalize
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s = np.sum(np.abs(raw), axis=1, keepdims=True)
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probs = np.divide(raw, s, out=np.ones_like(raw) / max(M, 1), where=(s > 0))
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return probs
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@@ -266,7 +256,6 @@ def model_proba_from_z(z_batch_np: np.ndarray) -> np.ndarray:
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EXPLAINER = None
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if SHAP_AVAILABLE:
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try:
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# Background: 50 "average" institutions at z=0
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BACKGROUND_Z = np.zeros((50, len(FEATURES)), dtype=np.float32)
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EXPLAINER = shap.KernelExplainer(model_proba_from_z, BACKGROUND_Z)
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print("SHAP KernelExplainer initialized.")
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@@ -314,7 +303,7 @@ def health():
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"imputer": bool(imputer),
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"scaler": bool(scaler),
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"stats_available": bool(stats),
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"shap_available": bool(EXPLAINER
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}
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@@ -356,12 +345,12 @@ async def predict(req: Request):
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if not isinstance(payload, dict):
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return JSONResponse(status_code=400, content={"error": "Expected JSON object"})
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#
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raw = build_raw_vector(payload) # may contain NaNs
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raw_imp = apply_imputer_if_any(raw) # impute
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z_vec, z_detail, z_mode = apply_scaling_or_stats(raw_imp) # scale / z-score
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#
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X = z_vec.reshape(1, -1).astype(np.float32)
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raw_logits = model.predict(X, verbose=0)
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probs, mode = decode_logits(raw_logits)
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@@ -370,87 +359,62 @@ async def predict(req: Request):
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probs_dict = {CLASSES[i]: float(probs[i]) for i in range(len(CLASSES))}
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missing = [f for i, f in enumerate(FEATURES) if np.isnan(raw[i])]
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if EXPLAINER is not None:
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try:
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if isinstance(
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#
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else:
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#
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# (
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elif raw_sv.shape[1] == 1:
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# (n_features, 1)
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shap_vec = raw_sv[:, 0].astype(float)
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else:
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shap_vec = raw_sv[0].astype(float)
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elif raw_sv.ndim == 3:
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# Most likely (n_samples, n_features, n_outputs)
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n_samples, n_features, n_outputs = raw_sv.shape
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if n_samples < 1:
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raise ValueError(f"SHAP 3D output has zero samples: {raw_sv.shape}")
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if pred_idx >= n_outputs:
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raise ValueError(
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f"SHAP 3D output has only {n_outputs} outputs, "
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f"cannot index class {pred_idx}"
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)
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# take first sample, all features, predicted class
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shap_vec = raw_sv[0, :, pred_idx].astype(float)
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else:
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# Fallback: flatten all sample dims, keep first feature-block
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flat = raw_sv.reshape(raw_sv.shape[0], -1)
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shap_vec = flat[0].astype(float)
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# 3) Sanity check length
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if shap_vec.shape[0] != len(FEATURES):
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raise ValueError(
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f"Unexpected SHAP vector length {shap_vec.shape[0]} "
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f"(expected {len(FEATURES)})"
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)
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# 4) Expected value (baseline) for the predicted class
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exp_raw = EXPLAINER.expected_value
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if isinstance(exp_raw, (list, np.ndarray)):
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exp_val = float(np.array(exp_raw)[pred_idx])
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else:
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exp_val = float(exp_raw)
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"explained_class": CLASSES[pred_idx],
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"expected_value": exp_val,
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"shap_values": shap_feature_contribs,
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}
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except Exception as e:
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# ----------
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return {
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"input_ok": (len(missing) == 0),
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"missing": missing,
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"scaler": bool(scaler),
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"z_mode": z_mode,
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},
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"z_scores": z_detail,
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"probabilities": probs_dict,
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"predicted_state": CLASSES[pred_idx],
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"shap":
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"debug": {
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"raw_shape": list(raw_logits.shape),
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"decode_mode": mode,
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import os, json, traceback
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from typing import Any, Dict, List
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import numpy as np
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import tensorflow as tf
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from fastapi.middleware.cors import CORSMiddleware
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from fastapi.responses import JSONResponse
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# Try SHAP
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try:
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import shap
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SHAP_AVAILABLE = True
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p = os.path.join(os.getcwd(), name)
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if os.path.isfile(p):
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try:
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import joblib # lazy import
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with open(p, "rb") as fh:
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obj = joblib.load(fh)
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return obj, p, None
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left = tf.concat([tf.ones_like(sig[:, :1]), sig], axis=1)
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right = tf.concat([sig, tf.zeros_like(sig[:, :1])], axis=1)
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probs = tf.clip_by_value(left - right, 1e-12, 1.0)
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return probs.numpy()
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K = len(CLASSES)
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if M == K - 1:
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probs = coral_probs_from_logits(raw)[0]
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return probs, "auto_coral"
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elif M == K:
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row = raw[0]
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exps = np.exp(row - np.max(row))
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probs = exps / np.sum(exps)
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return probs, "auto_softmax"
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else:
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row = raw[0]
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s = float(np.sum(np.abs(row)))
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probs = (row / s) if s > 0 else np.ones_like(row) / len(row)
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def apply_imputer_if_any(x: np.ndarray) -> np.ndarray:
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if imputer is not None:
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return imputer.transform(x.reshape(1, -1)).astype(np.float32)[0]
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# fallback: replace NaNs with feature means from stats if available, else 0
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out = x.copy()
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return z, z_detail, "manual_stats"
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# --------- SHAP: model wrapper & explainer ---------
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def model_proba_from_z(z_batch_np: np.ndarray) -> np.ndarray:
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"""
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Wrapper for SHAP: takes (N, n_features) in z-space and returns (N, K) probabilities.
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K = len(CLASSES)
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if M == K - 1:
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probs = coral_probs_from_logits(raw) # (N, K)
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elif M == K:
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exps = np.exp(raw - np.max(raw, axis=1, keepdims=True))
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probs = exps / np.sum(exps, axis=1, keepdims=True)
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else:
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s = np.sum(np.abs(raw), axis=1, keepdims=True)
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probs = np.divide(raw, s, out=np.ones_like(raw) / max(M, 1), where=(s > 0))
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return probs
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EXPLAINER = None
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if SHAP_AVAILABLE:
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try:
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BACKGROUND_Z = np.zeros((50, len(FEATURES)), dtype=np.float32)
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EXPLAINER = shap.KernelExplainer(model_proba_from_z, BACKGROUND_Z)
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print("SHAP KernelExplainer initialized.")
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"imputer": bool(imputer),
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"scaler": bool(scaler),
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"stats_available": bool(stats),
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"shap_available": bool(EXPLAINER),
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}
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if not isinstance(payload, dict):
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return JSONResponse(status_code=400, content={"error": "Expected JSON object"})
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# Build in EXACT training order
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raw = build_raw_vector(payload) # may contain NaNs
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raw_imp = apply_imputer_if_any(raw) # impute
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z_vec, z_detail, z_mode = apply_scaling_or_stats(raw_imp) # scale / z-score
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# Predict
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X = z_vec.reshape(1, -1).astype(np.float32)
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raw_logits = model.predict(X, verbose=0)
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probs, mode = decode_logits(raw_logits)
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probs_dict = {CLASSES[i]: float(probs[i]) for i in range(len(CLASSES))}
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missing = [f for i, f in enumerate(FEATURES) if np.isnan(raw[i])]
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# ---------- SHAP for ALL classes ----------
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shap_payload: Dict[str, Any] = {"available": bool(EXPLAINER)}
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if EXPLAINER is not None:
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try:
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shap_raw = EXPLAINER.shap_values(X, nsamples=100)
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shap_all_classes: Dict[str, Dict[str, float]] = {}
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if isinstance(shap_raw, list):
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# standard KernelExplainer multi-output: list of length K, each (1, n_features)
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for c_idx, cls_name in enumerate(CLASSES):
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if c_idx >= len(shap_raw):
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break
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arr = np.array(shap_raw[c_idx])
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if arr.ndim == 2:
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vec = arr[0]
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else:
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vec = arr.reshape(-1)
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m = min(len(FEATURES), len(vec))
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shap_all_classes[cls_name] = {
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FEATURES[i]: float(vec[i]) for i in range(m)
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}
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else:
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# Fallback: single ndarray, try to interpret first dim as classes
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arr = np.array(shap_raw)
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if arr.ndim == 3:
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# e.g. (K, 1, n_features) or (1, K, n_features)
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if arr.shape[1] == 1:
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arr2 = arr[:, 0, :]
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elif arr.shape[0] == 1:
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arr2 = arr[0, :, :]
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else:
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arr2 = arr.reshape(arr.shape[0], -1)
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elif arr.ndim == 2:
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# (K, n_features)
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arr2 = arr
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else:
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raise ValueError(f"Unsupported SHAP array shape: {arr.shape}")
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K_eff = min(arr2.shape[0], len(CLASSES))
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for c_idx in range(K_eff):
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vec = arr2[c_idx]
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m = min(len(FEATURES), len(vec))
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shap_all_classes[CLASSES[c_idx]] = {
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FEATURES[i]: float(vec[i]) for i in range(m)
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}
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shap_payload["all_classes"] = shap_all_classes
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except Exception as e:
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shap_payload = {
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"available": False,
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"error": str(e),
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"trace": traceback.format_exc(),
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}
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# ---------- final response ----------
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return {
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"input_ok": (len(missing) == 0),
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"missing": missing,
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"scaler": bool(scaler),
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"z_mode": z_mode,
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},
|
| 426 |
+
"z_scores": z_detail, # per feature
|
| 427 |
+
"probabilities": probs_dict,
|
| 428 |
"predicted_state": CLASSES[pred_idx],
|
| 429 |
+
"shap": shap_payload, # FULL per-class SHAP matrix
|
| 430 |
"debug": {
|
| 431 |
"raw_shape": list(raw_logits.shape),
|
| 432 |
"decode_mode": mode,
|