sbm-prediction / src /tune.py
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Deploy SBM Stratify web app (LFS for binaries, slim outputs)
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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()