Spaces:
Runtime error
Runtime error
File size: 18,069 Bytes
0ad96be | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 | import argparse
import json
import warnings
from pathlib import Path
import numpy as np
import pandas as pd
from sklearn.compose import ColumnTransformer
from sklearn.ensemble import (
HistGradientBoostingClassifier,
HistGradientBoostingRegressor,
RandomForestClassifier,
RandomForestRegressor,
)
from sklearn.impute import SimpleImputer
from sklearn.linear_model import LogisticRegression, Ridge
from sklearn.metrics import confusion_matrix, f1_score, mean_squared_error, roc_auc_score
from sklearn.model_selection import ParameterGrid
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import OneHotEncoder, StandardScaler
from sklearn.svm import SVC, SVR
from tqdm import tqdm
from nn.torch_ft_transformer import (
TorchFTTransformerClassifier,
TorchFTTransformerRegressor,
)
from nn.torch_mlp import TorchMLPClassifier, TorchMLPRegressor
from preprocessing import (
CommaSeparatedMultiLabelBinarizer,
UnixTimestampTransformer,
infer_task_type,
to_bool_if_binary,
)
from utils.logger import logger
warnings.filterwarnings("ignore", category=UserWarning)
def load_json(path: str) -> dict:
with open(path, "r", encoding="utf-8") as f:
return json.load(f)
def validate_required_columns(df: pd.DataFrame, required_columns: list[str], context: str):
missing_columns = [col for col in required_columns if col not in df.columns]
if not missing_columns:
return
available_columns = ", ".join(df.columns.astype(str).tolist())
missing_list = ", ".join(missing_columns)
raise ValueError(
f"Missing required columns for {context}: {missing_list}\n"
f"Available dataset columns: {available_columns}"
)
def build_preprocessor(input_features, cols_string, cols_date, cols_multi, use_scaler=True):
transformers = []
numeric_cols = [
c for c in input_features if c not in cols_string + cols_date + cols_multi
]
if numeric_cols:
steps = [("imputer", SimpleImputer(strategy="median"))]
if use_scaler:
steps.append(("scaler", StandardScaler()))
transformers.append(("numeric", Pipeline(steps), numeric_cols))
if cols_string:
steps = [
("imputer", SimpleImputer(strategy="most_frequent")),
("onehot", OneHotEncoder(handle_unknown="ignore", sparse_output=False)),
]
transformers.append(("categorical", Pipeline(steps), cols_string))
if cols_date:
steps = [
("unix_ts", UnixTimestampTransformer()),
("imputer", SimpleImputer(strategy="median")),
]
if use_scaler:
steps.append(("scaler", StandardScaler()))
transformers.append(("date", Pipeline(steps), cols_date))
if cols_multi:
steps = [
("imputer", SimpleImputer(strategy="constant", fill_value="")),
("multilabel", CommaSeparatedMultiLabelBinarizer()),
]
transformers.append(("multi", Pipeline(steps), cols_multi))
return ColumnTransformer(transformers=transformers, remainder="drop")
def get_registry():
return {
"binary": {
"hgb": HistGradientBoostingClassifier,
"rf": RandomForestClassifier,
"lr": LogisticRegression,
"svc": SVC,
"torch_mlp": TorchMLPClassifier,
"torch_ft_transformer": TorchFTTransformerClassifier,
},
"categorical": {
"hgb": HistGradientBoostingClassifier,
"rf": RandomForestClassifier,
"lr": LogisticRegression,
"svc": SVC,
"torch_mlp": TorchMLPClassifier,
"torch_ft_transformer": TorchFTTransformerClassifier,
},
"continuous": {
"hgb": HistGradientBoostingRegressor,
"rf": RandomForestRegressor,
"ridge": Ridge,
"svc": SVR,
"torch_mlp": TorchMLPRegressor,
"torch_ft_transformer": TorchFTTransformerRegressor,
},
}
def get_model(model_name: str, task_type: str, params: dict):
registry = get_registry()
if model_name not in registry[task_type]:
raise ValueError(f"Model '{model_name}' not valid for task '{task_type}'.")
return registry[task_type][model_name](**params)
def balanced_weights_from_y(y_series):
y_np = np.asarray(y_series)
classes, counts = np.unique(y_np, return_counts=True)
n_samples = len(y_np)
n_classes = len(classes)
weights = {
cls: float(n_samples / (n_classes * count))
for cls, count in zip(classes, counts, strict=False)
}
return weights
def sample_weight_from_y(y_series):
class_weights = balanced_weights_from_y(y_series)
y_np = np.asarray(y_series)
return np.asarray([class_weights[v] for v in y_np], dtype=float)
def normalize_class_weight_keys(class_weight: dict, task_type: str):
normalized = {}
for key, value in class_weight.items():
new_key = key
if task_type == "binary":
if isinstance(key, str):
lk = key.strip().lower()
if lk in {"true", "1"}:
new_key = True
elif lk in {"false", "0"}:
new_key = False
normalized[new_key] = value
return normalized
def apply_imbalance_strategy(model_name: str, task_type: str, params: dict, y_train):
new_params = dict(params)
if "class_weight" in new_params and isinstance(new_params["class_weight"], dict):
new_params["class_weight"] = normalize_class_weight_keys(
new_params["class_weight"], task_type
)
if task_type not in {"binary", "categorical"}:
return new_params
weights = balanced_weights_from_y(y_train)
if not weights:
return new_params
if model_name in {"rf", "lr", "svc"} and "class_weight" not in new_params:
new_params["class_weight"] = {k.item() if hasattr(k, "item") else k: v for k, v in weights.items()}
if model_name in {"torch_mlp", "torch_ft_transformer"}:
classes_sorted = sorted(weights.keys())
if task_type == "binary" and "pos_weight" not in new_params:
neg_label, pos_label = classes_sorted[0], classes_sorted[-1]
neg_w = weights[neg_label]
pos_w = weights[pos_label]
if neg_w > 0:
new_params["pos_weight"] = float(pos_w / neg_w)
elif task_type == "categorical" and "class_weights" not in new_params:
new_params["class_weights"] = [float(weights[c]) for c in classes_sorted]
return new_params
def threshold_metrics(y_true_bin, y_prob_pos, threshold, beta, fn_cost, fp_cost):
y_pred = (y_prob_pos >= threshold).astype(int)
tn, fp, fn, tp = confusion_matrix(y_true_bin, y_pred, labels=[0, 1]).ravel()
recall = tp / (tp + fn) if (tp + fn) else 0.0
precision = tp / (tp + fp) if (tp + fp) else 0.0
specificity = tn / (tn + fp) if (tn + fp) else 0.0
npv = tn / (tn + fn) if (tn + fn) else 0.0
beta2 = beta * beta
f_beta = (
(1 + beta2) * precision * recall / (beta2 * precision + recall)
if (precision + recall)
else 0.0
)
cost = fn_cost * fn + fp_cost * fp
return {
"threshold": float(threshold),
"tn": int(tn),
"fp": int(fp),
"fn": int(fn),
"tp": int(tp),
"recall": float(recall),
"precision": float(precision),
"specificity": float(specificity),
"npv": float(npv),
"f_beta": float(f_beta),
"cost": float(cost),
}
def select_threshold(y_true_bin, y_prob_pos, min_recall, beta, fn_cost, fp_cost):
thresholds = np.linspace(0.01, 0.99, 199)
metrics = [
threshold_metrics(y_true_bin, y_prob_pos, t, beta, fn_cost, fp_cost)
for t in thresholds
]
feasible = [m for m in metrics if m["recall"] >= min_recall]
if feasible:
best = max(
feasible,
key=lambda m: (m["precision"], m["f_beta"], -m["cost"], m["specificity"]),
)
best["meets_recall_constraint"] = True
return best
best = max(
metrics,
key=lambda m: (m["recall"], m["precision"], m["f_beta"], -m["cost"]),
)
best["meets_recall_constraint"] = False
return best
def evaluate_val(
pipeline,
X_val,
y_val,
task_type,
min_recall,
beta,
fn_cost,
fp_cost,
):
y_pred = pipeline.predict(X_val)
if task_type == "continuous":
rmse = float(np.sqrt(mean_squared_error(y_val, y_pred)))
return {
"sort_key": rmse,
"metric_name": "rmse",
"display_score": rmse,
"details": {"rmse": rmse},
}
y_prob = (
pipeline.predict_proba(X_val) if hasattr(pipeline, "predict_proba") else None
)
if task_type == "binary" and y_prob is not None:
pos_idx = 1 if y_prob.shape[1] > 1 else 0
classes = getattr(pipeline.named_steps["model"], "classes_", [False, True])
pos_label = classes[pos_idx]
y_true_bin = (y_val == pos_label).astype(int).to_numpy()
y_prob_pos = y_prob[:, pos_idx]
try:
auc = float(roc_auc_score(y_true_bin, y_prob_pos))
except ValueError:
auc = float("nan")
op = select_threshold(y_true_bin, y_prob_pos, min_recall, beta, fn_cost, fp_cost)
op["auc_roc"] = auc
if op["meets_recall_constraint"]:
sort_key = (2, op["precision"], op["f_beta"], auc if np.isfinite(auc) else -1, -op["cost"])
return {
"sort_key": sort_key,
"metric_name": f"precision@recall>={min_recall:.2f}",
"display_score": op["precision"],
"details": op,
}
sort_key = (1, op["recall"], op["precision"], auc if np.isfinite(auc) else -1, -op["cost"])
return {
"sort_key": sort_key,
"metric_name": f"max_recall_if_<{min_recall:.2f}",
"display_score": op["recall"],
"details": op,
}
f1m = float(f1_score(y_val, y_pred, average="macro"))
return {
"sort_key": f1m,
"metric_name": "f1_macro",
"display_score": f1m,
"details": {"f1_macro": f1m},
}
def is_better_eval(task_type, new_eval, best_eval):
if best_eval is None:
return True
if task_type == "continuous":
return new_eval["sort_key"] < best_eval["sort_key"]
return new_eval["sort_key"] > best_eval["sort_key"]
def main():
parser = argparse.ArgumentParser(description="Temporal Grid Search for MedModel")
parser.add_argument("--target", required=True, help="Target column.")
parser.add_argument("--data_config", default="data_config.json", help="Data configuration.")
parser.add_argument("--search_space", default="search_space.json", help="Grid search parameters.")
parser.add_argument("--output_file", default="best_parameters.json", help="Where to save the best configs.")
parser.add_argument("--date_column", default="Date of surgery", help="Column used for temporal sorting.")
parser.add_argument("--test_size", type=float, default=0.15, help="Held-out test set size (ignored during tuning).")
parser.add_argument("--val_size", type=float, default=0.15, help="Validation set size (used to evaluate params).")
parser.add_argument("--min_recall", type=float, default=0.90, help="Binary tuning constraint: minimum recall target.")
parser.add_argument("--f_beta", type=float, default=2.0, help="Beta for F-beta during threshold optimization.")
parser.add_argument("--fn_cost", type=float, default=5.0, help="Relative cost assigned to each false negative.")
parser.add_argument("--fp_cost", type=float, default=1.0, help="Relative cost assigned to each false positive.")
args = parser.parse_args()
data_config = load_json(args.data_config)
search_space = load_json(args.search_space)
logger.info(f"Loading data from {data_config['input_file']}...")
if str(data_config["input_file"]).endswith((".xlsx", ".xls")):
df = pd.read_excel(data_config["input_file"])
else:
try:
df = pd.read_csv(data_config["input_file"], encoding="utf-8")
except UnicodeDecodeError:
df = pd.read_csv(data_config["input_file"], encoding="latin1")
col_output = args.target
validate_required_columns(df, [col_output], "target")
validate_required_columns(df, [args.date_column], "temporal split")
configured_columns = [
*data_config.get("input_features", []),
*data_config.get("cols_string", []),
*data_config.get("cols_date", []),
*data_config.get("cols_multi", []),
]
validate_required_columns(df, list(dict.fromkeys(configured_columns)), "data_config")
df = df.dropna(subset=[col_output, args.date_column]).copy()
task_type = infer_task_type(df[col_output])
logger.info(f"Task: {task_type.upper()} | Target: {col_output}")
if task_type == "binary":
df[col_output] = to_bool_if_binary(df[col_output])
df["_temp_date"] = pd.to_datetime(df[args.date_column], errors="coerce")
df = (
df.dropna(subset=["_temp_date"])
.sort_values(by="_temp_date")
.drop(columns=["_temp_date"])
)
n_total = len(df)
n_test = int(n_total * args.test_size)
n_val = int(n_total * args.val_size)
n_train = n_total - n_val - n_test
df_train = df.iloc[:n_train]
df_val = df.iloc[n_train : n_train + n_val]
X_train, y_train = df_train, df_train[col_output]
X_val, y_val = df_val, df_val[col_output]
logger.info(f"Temporal Split -> Train: {n_train}, Val: {n_val}, Test (held out): {n_test}")
registry = get_registry()
valid_models = set(registry[task_type].keys())
best_overall_params = {}
best_selection_details = {}
for model_name, param_grid in search_space.items():
logger.info(f"\n--- Tuning {model_name.upper()} ---")
if model_name not in valid_models:
logger.info(f"Skipping {model_name}: not valid for task '{task_type}'.")
best_overall_params[model_name] = None
best_selection_details[model_name] = {"status": "invalid_for_task"}
continue
use_scaler = model_name in {
"lr",
"ridge",
"svc",
"torch_mlp",
"torch_ft_transformer",
}
grid = list(ParameterGrid(param_grid))
best_params = None
best_eval = None
best_metric_name = ""
fail_count = 0
pbar = tqdm(grid, desc=f"Grid Search ({model_name})")
for raw_params in pbar:
try:
params = apply_imbalance_strategy(model_name, task_type, raw_params, y_train)
preprocessor = build_preprocessor(
data_config["input_features"],
data_config["cols_string"],
data_config["cols_date"],
data_config["cols_multi"],
use_scaler,
)
model = get_model(model_name, task_type, params)
pipeline = Pipeline([("preprocess", preprocessor), ("model", model)])
if model_name in {"torch_mlp", "torch_ft_transformer"}:
X_train_t = pipeline.named_steps["preprocess"].fit_transform(X_train, y_train)
X_val_t = pipeline.named_steps["preprocess"].transform(X_val)
pipeline.named_steps["model"].fit(X_train_t, y_train, eval_set=(X_val_t, y_val))
else:
fit_kwargs = {}
if model_name == "hgb" and task_type in {"binary", "categorical"}:
fit_kwargs["model__sample_weight"] = sample_weight_from_y(y_train)
pipeline.fit(X_train, y_train, **fit_kwargs)
eval_result = evaluate_val(
pipeline,
X_val,
y_val,
task_type,
min_recall=args.min_recall,
beta=args.f_beta,
fn_cost=args.fn_cost,
fp_cost=args.fp_cost,
)
if is_better_eval(task_type, eval_result, best_eval):
best_eval = eval_result
best_metric_name = eval_result["metric_name"]
best_params = params
pbar.set_postfix({"Best": f"{best_eval['display_score']:.4f}" if best_eval else "n/a"})
except Exception as e:
fail_count += 1
logger.warning(f"Failed with params {raw_params}: {e}")
detail = {
"status": "ok" if best_params is not None else "failed",
"metric_name": best_metric_name,
"metric_value": best_eval["display_score"] if best_eval else None,
"failed_trials": fail_count,
}
if best_eval and "details" in best_eval:
detail.update(best_eval["details"])
logger.info(
f"Best {model_name} Params: {best_params} | "
f"Best Validation {best_metric_name.upper() if best_metric_name else 'N/A'}: "
f"{best_eval['display_score']:.4f}" if best_eval else f"Best {model_name} Params: None"
)
best_overall_params[model_name] = best_params
best_selection_details[model_name] = detail
out_path = Path(args.output_file)
out_path.parent.mkdir(parents=True, exist_ok=True)
with open(out_path, "w", encoding="utf-8") as f:
json.dump(best_overall_params, f, indent=4)
details_path = out_path.with_name(f"{out_path.stem}_selection.json")
with open(details_path, "w", encoding="utf-8") as f:
json.dump(best_selection_details, f, indent=4)
logger.info(f"\nGrid Search Complete! Best parameters saved to '{out_path}'.")
logger.info(f"Selection details saved to '{details_path}'.")
if __name__ == "__main__":
main()
|