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"""
Advanced Model Training Tools
Tools for hyperparameter tuning, ensemble methods, and cross-validation.
"""
import polars as pl
import pandas as pd
import numpy as np
from typing import Dict, Any, List, Optional, Tuple
from pathlib import Path
import sys
import os
import joblib
import json
import optuna
from optuna.pruners import MedianPruner
from optuna.samplers import TPESampler
import warnings
import tempfile
warnings.filterwarnings('ignore')
# Add parent directory to path for imports
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
# Import artifact store
try:
from storage.helpers import save_model_with_store
ARTIFACT_STORE_AVAILABLE = True
except ImportError:
ARTIFACT_STORE_AVAILABLE = False
print("โ ๏ธ Artifact store not available, using local paths")
from sklearn.model_selection import train_test_split, KFold, StratifiedKFold, TimeSeriesSplit, cross_val_score
from sklearn.linear_model import LogisticRegression, Ridge, Lasso, ElasticNet
from sklearn.ensemble import (
RandomForestClassifier, RandomForestRegressor,
GradientBoostingClassifier, GradientBoostingRegressor,
VotingClassifier, VotingRegressor,
StackingClassifier, StackingRegressor
)
from xgboost import XGBClassifier, XGBRegressor
from sklearn.metrics import (
accuracy_score, precision_score, recall_score, f1_score, roc_auc_score,
mean_squared_error, mean_absolute_error, r2_score
)
from ..utils.polars_helpers import load_dataframe, get_numeric_columns, split_features_target
from ..utils.validation import (
validate_file_exists, validate_file_format, validate_dataframe,
validate_column_exists, validate_target_column
)
def hyperparameter_tuning(
file_path: str,
target_col: str,
model_type: str = "random_forest",
task_type: str = "auto",
n_trials: int = 50,
cv_folds: int = 5,
optimization_metric: str = "auto",
test_size: float = 0.2,
random_state: int = 42,
output_path: Optional[str] = None
) -> Dict[str, Any]:
"""
Perform Bayesian hyperparameter optimization using Optuna.
Args:
file_path: Path to prepared dataset
target_col: Target column name
model_type: Model to tune ('random_forest', 'xgboost', 'logistic', 'ridge')
task_type: 'classification', 'regression', or 'auto' (detect from target)
n_trials: Number of optimization trials
cv_folds: Number of cross-validation folds
optimization_metric: Metric to optimize ('auto', 'accuracy', 'f1', 'roc_auc', 'rmse', 'r2')
test_size: Test set size for final evaluation
random_state: Random seed
output_path: Path to save best model
Returns:
Dictionary with tuning results, best parameters, and performance
"""
# โ ๏ธ CRITICAL FIX: Convert integer params (Gemini/LLMs pass floats)
n_trials = int(n_trials)
cv_folds = int(cv_folds)
random_state = int(random_state)
# Validation
validate_file_exists(file_path)
validate_file_format(file_path)
# Load data
df = load_dataframe(file_path)
validate_dataframe(df)
validate_column_exists(df, target_col)
# โ ๏ธ SKIP DATETIME CONVERSION: Already handled by create_time_features() in workflow step 7
# The encoded.csv file should already have time features extracted
# If datetime columns still exist, they will be handled as regular features
# โ ๏ธ CRITICAL FIX: Convert Polars to Pandas if needed (for XGBoost compatibility)
if hasattr(df, 'to_pandas'):
print(f" ๐ Converting Polars DataFrame to Pandas for XGBoost compatibility...")
df = df.to_pandas()
# โ ๏ธ CRITICAL: Drop any remaining datetime columns that weren't converted to features
# XGBoost cannot handle Timestamp objects in NumPy arrays
if isinstance(df, pd.DataFrame):
datetime_cols = df.select_dtypes(include=['datetime64', 'datetime64[ns]', 'datetime64[ns, UTC]']).columns.tolist()
if datetime_cols:
print(f" โ ๏ธ Dropping {len(datetime_cols)} datetime columns that cannot be used directly: {datetime_cols}")
print(f" ๐ก Time features should have been extracted in workflow step 7 (create_time_features)")
df = df.drop(columns=datetime_cols)
# โ ๏ธ CRITICAL: Drop any remaining string/object columns (not encoded properly)
# XGBoost cannot handle string values like 'mb', 'ml', etc.
object_cols = df.select_dtypes(include=['object', 'string']).columns.tolist()
# Don't drop the target column if it's object type
object_cols = [col for col in object_cols if col != target_col]
if object_cols:
print(f" โ ๏ธ Dropping {len(object_cols)} string columns that weren't encoded: {object_cols}")
print(f" ๐ก Categorical encoding should have been done in workflow step 8 (encode_categorical)")
print(f" ๐ก These columns likely weren't in the encoded file or encoding failed")
df = df.drop(columns=object_cols)
# Prepare data - handle both Polars and Pandas
if target_col not in df.columns:
raise ValueError(f"Target column '{target_col}' not found in dataframe. Available columns: {list(df.columns)}")
# Split features and target (works for both Polars and Pandas)
if hasattr(df, 'drop'): # Both have drop method
X = df.drop(columns=[target_col]) if isinstance(df, pd.DataFrame) else df.drop(target_col)
y = df[target_col]
else:
X, y = split_features_target(df, target_col)
# Convert to numpy for sklearn compatibility
if hasattr(X, 'to_numpy'):
X = X.to_numpy()
y = y.to_numpy()
elif hasattr(X, 'values'):
X = X.values
y = y.values
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=test_size, random_state=random_state, stratify=y if task_type == "classification" else None
)
# Detect task type
if task_type == "auto":
unique_values = len(np.unique(y))
task_type = "classification" if unique_values < 20 else "regression"
# Set default metric
if optimization_metric == "auto":
optimization_metric = "accuracy" if task_type == "classification" else "rmse"
# Define objective function for Optuna
def objective(trial):
# Suggest hyperparameters based on model type
if model_type == "random_forest":
params = {
'n_estimators': trial.suggest_int('n_estimators', 50, 500),
'max_depth': trial.suggest_int('max_depth', 3, 20),
'min_samples_split': trial.suggest_int('min_samples_split', 2, 20),
'min_samples_leaf': trial.suggest_int('min_samples_leaf', 1, 10),
'max_features': trial.suggest_categorical('max_features', ['sqrt', 'log2', None]),
'random_state': random_state
}
if task_type == "classification":
model = RandomForestClassifier(**params)
else:
model = RandomForestRegressor(**params)
elif model_type == "xgboost":
params = {
'n_estimators': trial.suggest_int('n_estimators', 50, 500),
'max_depth': trial.suggest_int('max_depth', 3, 10),
'learning_rate': trial.suggest_float('learning_rate', 0.01, 0.3, log=True),
'subsample': trial.suggest_float('subsample', 0.5, 1.0),
'colsample_bytree': trial.suggest_float('colsample_bytree', 0.5, 1.0),
'gamma': trial.suggest_float('gamma', 0, 5),
'reg_alpha': trial.suggest_float('reg_alpha', 0, 2),
'reg_lambda': trial.suggest_float('reg_lambda', 0, 2),
'random_state': random_state
}
if task_type == "classification":
model = XGBClassifier(**params, use_label_encoder=False, eval_metric='logloss')
else:
model = XGBRegressor(**params)
elif model_type == "logistic":
params = {
'C': trial.suggest_float('C', 0.001, 100, log=True),
'penalty': trial.suggest_categorical('penalty', ['l1', 'l2', 'elasticnet']),
'solver': 'saga',
'max_iter': 1000,
'random_state': random_state
}
if params['penalty'] == 'elasticnet':
params['l1_ratio'] = trial.suggest_float('l1_ratio', 0, 1)
model = LogisticRegression(**params)
elif model_type == "ridge":
params = {
'alpha': trial.suggest_float('alpha', 0.001, 100, log=True),
'solver': trial.suggest_categorical('solver', ['auto', 'svd', 'cholesky', 'lsqr']),
'random_state': random_state
}
model = Ridge(**params)
else:
raise ValueError(f"Unsupported model_type: {model_type}")
# Cross-validation
if task_type == "classification":
cv = StratifiedKFold(n_splits=cv_folds, shuffle=True, random_state=random_state)
else:
cv = KFold(n_splits=cv_folds, shuffle=True, random_state=random_state)
# Select scoring metric
if optimization_metric == "accuracy":
scoring = 'accuracy'
elif optimization_metric == "f1":
scoring = 'f1_weighted'
elif optimization_metric == "roc_auc":
scoring = 'roc_auc_ovr_weighted'
elif optimization_metric == "rmse":
scoring = 'neg_root_mean_squared_error'
elif optimization_metric == "r2":
scoring = 'r2'
else:
scoring = 'accuracy' if task_type == "classification" else 'neg_root_mean_squared_error'
# Cross-validation score
scores = cross_val_score(model, X_train, y_train, cv=cv, scoring=scoring, n_jobs=-1)
# Return mean score (Optuna maximizes by default)
return scores.mean()
# Run optimization
print(f"๐ง Starting hyperparameter tuning with {n_trials} trials...")
study = optuna.create_study(
direction='maximize',
sampler=TPESampler(seed=random_state),
pruner=MedianPruner(n_startup_trials=5, n_warmup_steps=10)
)
study.optimize(objective, n_trials=n_trials, show_progress_bar=True)
# Get best parameters
best_params = study.best_params
best_score = study.best_value
print(f"โ
Best {optimization_metric}: {best_score:.4f}")
print(f"๐ Best parameters: {best_params}")
# Train final model with best parameters
if model_type == "random_forest":
if task_type == "classification":
final_model = RandomForestClassifier(**best_params)
else:
final_model = RandomForestRegressor(**best_params)
elif model_type == "xgboost":
if task_type == "classification":
final_model = XGBClassifier(**best_params, use_label_encoder=False, eval_metric='logloss')
else:
final_model = XGBRegressor(**best_params)
elif model_type == "logistic":
final_model = LogisticRegression(**best_params)
elif model_type == "ridge":
final_model = Ridge(**best_params)
final_model.fit(X_train, y_train)
# Evaluate on test set
y_pred = final_model.predict(X_test)
if task_type == "classification":
test_metrics = {
'accuracy': float(accuracy_score(y_test, y_pred)),
'precision': float(precision_score(y_test, y_pred, average='weighted', zero_division=0)),
'recall': float(recall_score(y_test, y_pred, average='weighted', zero_division=0)),
'f1': float(f1_score(y_test, y_pred, average='weighted', zero_division=0))
}
if len(np.unique(y)) == 2:
y_pred_proba = final_model.predict_proba(X_test)[:, 1]
test_metrics['roc_auc'] = float(roc_auc_score(y_test, y_pred_proba))
else:
test_metrics = {
'rmse': float(np.sqrt(mean_squared_error(y_test, y_pred))),
'mae': float(mean_absolute_error(y_test, y_pred)),
'r2': float(r2_score(y_test, y_pred))
}
# Save model if output path provided
if output_path:
if ARTIFACT_STORE_AVAILABLE:
output_path = save_model_with_store(
model_data=final_model,
filename=os.path.basename(output_path),
metadata={
"model_type": model_type,
"task_type": task_type,
"best_params": best_params,
"cv_score": float(best_score),
"test_metrics": test_metrics
}
)
else:
os.makedirs(os.path.dirname(output_path), exist_ok=True)
joblib.dump(final_model, output_path)
print(f"๐พ Model saved to: {output_path}")
return {
'status': 'success',
'model_type': model_type,
'task_type': task_type,
'n_trials': n_trials,
'best_params': best_params,
'best_cv_score': float(best_score),
'optimization_metric': optimization_metric,
'test_metrics': test_metrics,
'trials_summary': {
'total_trials': len(study.trials),
'best_trial': study.best_trial.number,
'completed_trials': len([t for t in study.trials if t.state == optuna.trial.TrialState.COMPLETE])
},
'model_path': output_path if output_path else None
}
def train_ensemble_models(
file_path: str,
target_col: str,
ensemble_type: str = "voting",
task_type: str = "auto",
test_size: float = 0.2,
random_state: int = 42,
output_path: Optional[str] = None
) -> Dict[str, Any]:
"""
Train ensemble models using stacking, blending, or voting.
Args:
file_path: Path to prepared dataset
target_col: Target column name
ensemble_type: 'voting', 'stacking', or 'blending'
task_type: 'classification', 'regression', or 'auto'
test_size: Test set size
random_state: Random seed
output_path: Path to save ensemble model
Returns:
Dictionary with ensemble performance and comparison
"""
# Validation
validate_file_exists(file_path)
validate_file_format(file_path)
# Load data
df = load_dataframe(file_path)
validate_dataframe(df)
validate_column_exists(df, target_col)
# โ ๏ธ SKIP DATETIME CONVERSION: Already handled by create_time_features() in workflow step 7
# The encoded.csv file should already have time features extracted
# โ ๏ธ CRITICAL FIX: Convert Polars to Pandas if needed (for XGBoost compatibility)
if hasattr(df, 'to_pandas'):
print(f" ๐ Converting Polars DataFrame to Pandas for XGBoost compatibility...")
df = df.to_pandas()
# โ ๏ธ CRITICAL: Drop remaining datetime columns BEFORE NumPy conversion
# XGBoost cannot handle Timestamp objects (causes TypeError: float() argument must be a string or a real number, not 'Timestamp')
if isinstance(df, pd.DataFrame):
datetime_cols = df.select_dtypes(include=['datetime64', 'datetime64[ns]', 'datetime64[ns, UTC]']).columns.tolist()
if datetime_cols:
print(f" โ ๏ธ Dropping {len(datetime_cols)} datetime columns: {datetime_cols}")
print(f" ๐ก Time features should have been extracted in workflow step 7 (create_time_features)")
df = df.drop(columns=datetime_cols)
# โ ๏ธ CRITICAL: Drop any remaining string/object columns (not encoded properly)
object_cols = df.select_dtypes(include=['object', 'string']).columns.tolist()
object_cols = [col for col in object_cols if col != target_col]
if object_cols:
print(f" โ ๏ธ Dropping {len(object_cols)} string columns that weren't encoded: {object_cols}")
print(f" ๐ก Categorical encoding should have been done in workflow step 8")
df = df.drop(columns=object_cols)
# Prepare data - handle both Polars and Pandas
if target_col not in df.columns:
raise ValueError(f"Target column '{target_col}' not found in dataframe. Available columns: {list(df.columns)}")
# Split features and target (works for both Polars and Pandas)
if hasattr(df, 'drop'):
X = df.drop(columns=[target_col]) if isinstance(df, pd.DataFrame) else df.drop(target_col)
y = df[target_col]
else:
X, y = split_features_target(df, target_col)
# Convert to numpy for sklearn compatibility
if hasattr(X, 'to_numpy'):
X = X.to_numpy()
y = y.to_numpy()
elif hasattr(X, 'values'):
X = X.values
y = y.values
# Detect task type
if task_type == "auto":
unique_values = len(np.unique(y))
task_type = "classification" if unique_values < 20 else "regression"
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=test_size, random_state=random_state,
stratify=y if task_type == "classification" else None
)
# Define base models
if task_type == "classification":
base_models = [
('lr', LogisticRegression(max_iter=1000, random_state=random_state)),
('rf', RandomForestClassifier(n_estimators=100, random_state=random_state)),
('xgb', XGBClassifier(n_estimators=100, random_state=random_state, use_label_encoder=False, eval_metric='logloss'))
]
meta_model = LogisticRegression(max_iter=1000, random_state=random_state)
else:
base_models = [
('ridge', Ridge(random_state=random_state)),
('rf', RandomForestRegressor(n_estimators=100, random_state=random_state)),
('xgb', XGBRegressor(n_estimators=100, random_state=random_state))
]
meta_model = Ridge(random_state=random_state)
# Train individual models for comparison
individual_results = {}
for name, model in base_models:
model.fit(X_train, y_train)
y_pred = model.predict(X_test)
if task_type == "classification":
individual_results[name] = {
'accuracy': float(accuracy_score(y_test, y_pred)),
'f1': float(f1_score(y_test, y_pred, average='weighted', zero_division=0))
}
else:
individual_results[name] = {
'rmse': float(np.sqrt(mean_squared_error(y_test, y_pred))),
'r2': float(r2_score(y_test, y_pred))
}
# Create ensemble
print(f"๐ฏ Building {ensemble_type} ensemble...")
if ensemble_type == "voting":
if task_type == "classification":
ensemble = VotingClassifier(estimators=base_models, voting='soft')
else:
ensemble = VotingRegressor(estimators=base_models)
elif ensemble_type == "stacking":
if task_type == "classification":
ensemble = StackingClassifier(
estimators=base_models,
final_estimator=meta_model,
cv=5
)
else:
ensemble = StackingRegressor(
estimators=base_models,
final_estimator=meta_model,
cv=5
)
elif ensemble_type == "blending":
# Split training data for blending
X_base_train, X_blend_train, y_base_train, y_blend_train = train_test_split(
X_train, y_train, test_size=0.3, random_state=random_state,
stratify=y_train if task_type == "classification" else None
)
# Train base models on base training set
base_predictions_train = []
base_predictions_test = []
for name, model in base_models:
model.fit(X_base_train, y_base_train)
base_predictions_train.append(model.predict(X_blend_train))
base_predictions_test.append(model.predict(X_test))
# Stack predictions
X_blend = np.column_stack(base_predictions_train)
X_test_blend = np.column_stack(base_predictions_test)
# Train meta-model
meta_model.fit(X_blend, y_blend_train)
y_pred = meta_model.predict(X_test_blend)
# Calculate metrics
if task_type == "classification":
ensemble_metrics = {
'accuracy': float(accuracy_score(y_test, y_pred)),
'precision': float(precision_score(y_test, y_pred, average='weighted', zero_division=0)),
'recall': float(recall_score(y_test, y_pred, average='weighted', zero_division=0)),
'f1': float(f1_score(y_test, y_pred, average='weighted', zero_division=0))
}
else:
ensemble_metrics = {
'rmse': float(np.sqrt(mean_squared_error(y_test, y_pred))),
'mae': float(mean_absolute_error(y_test, y_pred)),
'r2': float(r2_score(y_test, y_pred))
}
# Save for blending
if output_path:
if ARTIFACT_STORE_AVAILABLE:
output_path = save_model_with_store(
model_data={
'base_models': dict(base_models),
'meta_model': meta_model,
'ensemble_type': 'blending'
},
filename=os.path.basename(output_path),
metadata={
"ensemble_type": "blending",
"task_type": task_type,
"ensemble_metrics": ensemble_metrics,
"num_base_models": len(base_models)
}
)
else:
os.makedirs(os.path.dirname(output_path), exist_ok=True)
joblib.dump({
'base_models': dict(base_models),
'meta_model': meta_model,
'ensemble_type': 'blending'
}, output_path)
return {
'status': 'success',
'ensemble_type': ensemble_type,
'task_type': task_type,
'ensemble_metrics': ensemble_metrics,
'individual_models': individual_results,
'improvement': f"+{(ensemble_metrics.get('accuracy', ensemble_metrics.get('r2', 0)) - max([m.get('accuracy', m.get('r2', 0)) for m in individual_results.values()])) * 100:.2f}%",
'model_path': output_path if output_path else None
}
else:
raise ValueError(f"Unsupported ensemble_type: {ensemble_type}")
# Train ensemble (voting or stacking)
ensemble.fit(X_train, y_train)
y_pred = ensemble.predict(X_test)
# Calculate ensemble metrics
if task_type == "classification":
ensemble_metrics = {
'accuracy': float(accuracy_score(y_test, y_pred)),
'precision': float(precision_score(y_test, y_pred, average='weighted', zero_division=0)),
'recall': float(recall_score(y_test, y_pred, average='weighted', zero_division=0)),
'f1': float(f1_score(y_test, y_pred, average='weighted', zero_division=0))
}
best_individual_metric = max([m['accuracy'] for m in individual_results.values()])
improvement = ensemble_metrics['accuracy'] - best_individual_metric
else:
ensemble_metrics = {
'rmse': float(np.sqrt(mean_squared_error(y_test, y_pred))),
'mae': float(mean_absolute_error(y_test, y_pred)),
'r2': float(r2_score(y_test, y_pred))
}
best_individual_metric = max([m['r2'] for m in individual_results.values()])
improvement = ensemble_metrics['r2'] - best_individual_metric
# Save model
if output_path:
if ARTIFACT_STORE_AVAILABLE:
output_path = save_model_with_store(
model_data=ensemble,
filename=os.path.basename(output_path),
metadata={
"ensemble_type": ensemble_type,
"task_type": task_type,
"ensemble_metrics": ensemble_metrics,
"improvement_pct": float(improvement * 100)
}
)
else:
os.makedirs(os.path.dirname(output_path), exist_ok=True)
joblib.dump(ensemble, output_path)
print(f"๐พ Ensemble model saved to: {output_path}")
return {
'status': 'success',
'ensemble_type': ensemble_type,
'task_type': task_type,
'ensemble_metrics': ensemble_metrics,
'individual_models': individual_results,
'improvement': f"+{improvement * 100:.2f}%",
'model_path': output_path if output_path else None
}
def perform_cross_validation(
file_path: str,
target_col: str,
model_type: str = "random_forest",
task_type: str = "auto",
cv_strategy: str = "kfold",
n_splits: int = 5,
random_state: int = 42,
save_oof: bool = False,
output_path: Optional[str] = None
) -> Dict[str, Any]:
"""
Perform comprehensive cross-validation with out-of-fold predictions.
Args:
file_path: Path to prepared dataset
target_col: Target column name
model_type: 'random_forest', 'xgboost', 'logistic', 'ridge'
task_type: 'classification', 'regression', or 'auto'
cv_strategy: 'kfold', 'stratified', or 'timeseries'
n_splits: Number of CV folds
random_state: Random seed
save_oof: Whether to save out-of-fold predictions
output_path: Path to save OOF predictions
Returns:
Dictionary with CV scores, statistics, and OOF predictions
"""
# โ ๏ธ CRITICAL FIX: Convert n_splits and random_state to int (Gemini/LLMs pass floats)
n_splits = int(n_splits)
random_state = int(random_state)
# Validation
validate_file_exists(file_path)
validate_file_format(file_path)
# Load data
df = load_dataframe(file_path)
validate_dataframe(df)
validate_column_exists(df, target_col)
# โ ๏ธ SKIP DATETIME CONVERSION: Already handled by create_time_features() in workflow step 7
# The encoded.csv file should already have time features extracted
# โ ๏ธ CRITICAL FIX: Convert Polars to Pandas if needed (for XGBoost compatibility)
if hasattr(df, 'to_pandas'):
print(f" ๐ Converting Polars DataFrame to Pandas for XGBoost compatibility...")
df = df.to_pandas()
# โ ๏ธ CRITICAL: Drop remaining datetime columns BEFORE NumPy conversion
# XGBoost cannot handle Timestamp objects (causes TypeError: float() argument must be a string or a real number, not 'Timestamp')
if isinstance(df, pd.DataFrame):
datetime_cols = df.select_dtypes(include=['datetime64', 'datetime64[ns]', 'datetime64[ns, UTC]']).columns.tolist()
if datetime_cols:
print(f" โ ๏ธ Dropping {len(datetime_cols)} datetime columns: {datetime_cols}")
print(f" ๐ก Time features should have been extracted in workflow step 7 (create_time_features)")
df = df.drop(columns=datetime_cols)
# โ ๏ธ CRITICAL: Drop any remaining string/object columns (not encoded properly)
object_cols = df.select_dtypes(include=['object', 'string']).columns.tolist()
object_cols = [col for col in object_cols if col != target_col]
if object_cols:
print(f" โ ๏ธ Dropping {len(object_cols)} string columns that weren't encoded: {object_cols}")
print(f" ๐ก Categorical encoding should have been done in workflow step 8")
df = df.drop(columns=object_cols)
# Prepare data - handle both Polars and Pandas
if target_col not in df.columns:
raise ValueError(f"Target column '{target_col}' not found in dataframe. Available columns: {list(df.columns)}")
# Split features and target (works for both Polars and Pandas)
if hasattr(df, 'drop'):
X = df.drop(columns=[target_col]) if isinstance(df, pd.DataFrame) else df.drop(target_col)
y = df[target_col]
else:
X, y = split_features_target(df, target_col)
# Convert to numpy for sklearn compatibility
if hasattr(X, 'to_numpy'):
X = X.to_numpy()
y = y.to_numpy()
elif hasattr(X, 'values'):
X = X.values
y = y.values
# Detect task type # Detect task type
if task_type == "auto":
unique_values = len(np.unique(y))
task_type = "classification" if unique_values < 20 else "regression"
# Create model
if model_type == "random_forest":
if task_type == "classification":
model = RandomForestClassifier(n_estimators=100, random_state=random_state)
else:
model = RandomForestRegressor(n_estimators=100, random_state=random_state)
elif model_type == "xgboost":
if task_type == "classification":
model = XGBClassifier(n_estimators=100, random_state=random_state, use_label_encoder=False, eval_metric='logloss')
else:
model = XGBRegressor(n_estimators=100, random_state=random_state)
elif model_type == "logistic":
model = LogisticRegression(max_iter=1000, random_state=random_state)
elif model_type == "ridge":
model = Ridge(random_state=random_state)
else:
raise ValueError(f"Unsupported model_type: {model_type}")
# Create CV splitter
# โ ๏ธ CRITICAL FIX: Auto-use StratifiedKFold for classification to avoid single-class folds
if cv_strategy == "timeseries":
cv = TimeSeriesSplit(n_splits=n_splits)
elif task_type == "classification":
# Always use stratified for classification (unless timeseries)
cv = StratifiedKFold(n_splits=n_splits, shuffle=True, random_state=random_state)
if cv_strategy != "stratified":
print(f" ๐ก Auto-switching to StratifiedKFold for classification (prevents single-class folds)")
else:
# Regression: use regular KFold
cv = KFold(n_splits=n_splits, shuffle=True, random_state=random_state)
print(f"๐ Performing {n_splits}-fold cross-validation ({cv_strategy})...")
# Perform cross-validation with detailed tracking
fold_scores = []
oof_predictions = np.zeros(len(y))
oof_indices = []
for fold_idx, (train_idx, val_idx) in enumerate(cv.split(X, y if cv_strategy == "stratified" else None)):
X_train_fold, X_val_fold = X[train_idx], X[val_idx]
y_train_fold, y_val_fold = y[train_idx], y[val_idx]
# Train model
model.fit(X_train_fold, y_train_fold)
# Predict on validation fold
y_pred_fold = model.predict(X_val_fold)
# Store OOF predictions
oof_predictions[val_idx] = y_pred_fold
oof_indices.extend(val_idx.tolist())
# Calculate fold metrics
if task_type == "classification":
fold_score = {
'fold': fold_idx + 1,
'accuracy': float(accuracy_score(y_val_fold, y_pred_fold)),
'f1': float(f1_score(y_val_fold, y_pred_fold, average='weighted', zero_division=0)),
'samples': len(val_idx)
}
else:
fold_score = {
'fold': fold_idx + 1,
'rmse': float(np.sqrt(mean_squared_error(y_val_fold, y_pred_fold))),
'r2': float(r2_score(y_val_fold, y_pred_fold)),
'samples': len(val_idx)
}
fold_scores.append(fold_score)
print(f" Fold {fold_idx + 1}: {fold_score}")
# Calculate overall OOF metrics
if task_type == "classification":
oof_metrics = {
'accuracy': float(accuracy_score(y, oof_predictions)),
'precision': float(precision_score(y, oof_predictions, average='weighted', zero_division=0)),
'recall': float(recall_score(y, oof_predictions, average='weighted', zero_division=0)),
'f1': float(f1_score(y, oof_predictions, average='weighted', zero_division=0))
}
mean_fold_metric = np.mean([f['accuracy'] for f in fold_scores])
std_fold_metric = np.std([f['accuracy'] for f in fold_scores])
metric_name = "accuracy"
else:
oof_metrics = {
'rmse': float(np.sqrt(mean_squared_error(y, oof_predictions))),
'mae': float(mean_absolute_error(y, oof_predictions)),
'r2': float(r2_score(y, oof_predictions))
}
mean_fold_metric = np.mean([f['rmse'] for f in fold_scores])
std_fold_metric = np.std([f['rmse'] for f in fold_scores])
metric_name = "rmse"
print(f"\nโ
Overall OOF {metric_name}: {oof_metrics.get(metric_name):.4f} (ยฑ{std_fold_metric:.4f})")
# Save OOF predictions if requested
if save_oof and output_path:
oof_df = pl.DataFrame({
'index': list(range(len(y))),
'true_values': y,
'oof_predictions': oof_predictions
})
os.makedirs(os.path.dirname(output_path), exist_ok=True)
oof_df.write_csv(output_path)
print(f"๐พ OOF predictions saved to: {output_path}")
return {
'status': 'success',
'model_type': model_type,
'task_type': task_type,
'cv_strategy': cv_strategy,
'n_splits': n_splits,
'fold_scores': fold_scores,
'oof_metrics': oof_metrics,
'mean_cv_score': float(mean_fold_metric),
'std_cv_score': float(std_fold_metric),
'confidence_interval_95': f"[{mean_fold_metric - 1.96 * std_fold_metric:.4f}, {mean_fold_metric + 1.96 * std_fold_metric:.4f}]",
'oof_path': output_path if save_oof and output_path else None
}
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