ddi / src /training /ensemble.py
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"""Ensemble training and inference utilities.
This module exposes a production-safe weighted soft-voting ensemble with
optional XGBoost and LightGBM backends and calibrated probabilities.
"""
from __future__ import annotations
import json
import logging
from pathlib import Path
from typing import Any, Dict, List, Tuple
import joblib
import numpy as np
from sklearn.calibration import CalibratedClassifierCV
from sklearn.ensemble import RandomForestClassifier, VotingClassifier
from sklearn.linear_model import LogisticRegression
from sklearn.metrics import accuracy_score, f1_score, recall_score
from sklearn.model_selection import train_test_split
from sklearn.neural_network import MLPClassifier
# Optional imports
try:
from xgboost import XGBClassifier
except Exception: # pragma: no cover
XGBClassifier = None # type: ignore
try:
from lightgbm import LGBMClassifier
except Exception: # pragma: no cover
LGBMClassifier = None # type: ignore
logger = logging.getLogger("medcare_ddi.ensemble")
def _normalize_weights(weights: np.ndarray) -> np.ndarray:
clipped = np.clip(weights.astype(np.float64), 1e-8, None)
return (clipped / clipped.sum()).astype(np.float64)
def _blend_probabilities(prob_list: List[np.ndarray], weights: np.ndarray) -> np.ndarray:
if not prob_list:
raise ValueError('prob_list cannot be empty')
w = _normalize_weights(weights)
out = np.zeros_like(prob_list[0], dtype=np.float64)
for idx, probs in enumerate(prob_list):
out += w[idx] * probs
return out
def _score_healthcare(y_true: np.ndarray, probs: np.ndarray, severe_index: int) -> float:
preds = np.argmax(probs, axis=1)
macro_f1 = f1_score(y_true, preds, average='macro', zero_division=0)
severe_recall = recall_score(y_true, preds, labels=[severe_index], average='macro', zero_division=0)
return float(severe_recall + 0.5 * macro_f1)
def _optimize_blend_weights(
y_val: np.ndarray,
prob_list: List[np.ndarray],
severe_index: int,
random_state: int,
) -> np.ndarray:
if len(prob_list) == 1:
return np.array([1.0], dtype=np.float64)
rng = np.random.default_rng(random_state)
best_w = np.ones((len(prob_list),), dtype=np.float64) / float(len(prob_list))
best_score = _score_healthcare(y_val, _blend_probabilities(prob_list, best_w), severe_index)
for _ in range(500):
candidate = rng.dirichlet(np.ones(len(prob_list), dtype=np.float64))
score = _score_healthcare(y_val, _blend_probabilities(prob_list, candidate), severe_index)
if score > best_score:
best_score = score
best_w = candidate
return best_w
def _make_mlp(hidden_dim: int = 256) -> MLPClassifier:
return MLPClassifier(
hidden_layer_sizes=(hidden_dim, hidden_dim // 2),
activation='relu',
alpha=1e-4,
batch_size=128,
learning_rate_init=1e-3,
max_iter=300,
early_stopping=True,
n_iter_no_change=15,
random_state=42,
)
def _make_estimators(num_classes: int) -> List[Tuple[str, Any]]:
estimators: List[Tuple[str, Any]] = []
if XGBClassifier is not None:
estimators.append(
(
'xgb',
XGBClassifier(
n_estimators=220,
max_depth=6,
learning_rate=0.05,
subsample=0.9,
colsample_bytree=0.9,
objective='multi:softprob',
num_class=num_classes,
reg_lambda=1.0,
random_state=42,
n_jobs=4,
),
)
)
if LGBMClassifier is not None:
estimators.append(
(
'lgbm',
LGBMClassifier(
n_estimators=320,
learning_rate=0.04,
num_leaves=63,
max_depth=-1,
subsample=0.9,
colsample_bytree=0.9,
objective='multiclass',
class_weight='balanced',
random_state=42,
n_jobs=4,
),
)
)
estimators.append(('mlp', _make_mlp()))
estimators.append(
(
'rf',
RandomForestClassifier(
n_estimators=400,
max_depth=None,
min_samples_leaf=2,
class_weight='balanced_subsample',
n_jobs=4,
random_state=42,
),
)
)
return estimators
def train_base_models(X: np.ndarray, y: np.ndarray, output_dir: Path, random_state: int = 42) -> Dict[str, Any]:
output_dir.mkdir(parents=True, exist_ok=True)
models: Dict[str, Any] = {}
X_train, X_val, y_train, y_val = train_test_split(X, y, test_size=0.2, random_state=random_state, stratify=y)
num_classes = int(len(np.unique(y)))
estimators = _make_estimators(num_classes)
for name, estimator in estimators:
logger.info('Training %s...', name)
estimator.fit(X_train, y_train)
models[name] = estimator
joblib.dump(estimator, output_dir / f'{name}.joblib')
# Build weighted soft-voting ensemble favoring severe recall via tree models
vote_estimators = [(n, models[n]) for n in models if n in {'xgb', 'lgbm', 'mlp', 'rf'}]
vote_weights = [2.0 if n in {'xgb', 'lgbm'} else 1.0 for n, _ in vote_estimators]
voting = VotingClassifier(estimators=vote_estimators, voting='soft', weights=vote_weights)
voting.fit(X_train, y_train)
models['voting'] = voting
joblib.dump(voting, output_dir / 'voting.joblib')
# Calibrate final voting model probabilities
calib = CalibratedClassifierCV(voting, cv='prefit', method='sigmoid')
calib.fit(X_val, y_val)
models['calibrated_voting'] = calib
joblib.dump(calib, output_dir / 'calibrated_voting.joblib')
# Learn a blend of base model probabilities to optimize severe-recall-aware objective.
blend_names: List[str] = []
blend_probs: List[np.ndarray] = []
for name, estimator in models.items():
if name in {'voting', 'calibrated_voting'}:
continue
if hasattr(estimator, 'predict_proba'):
blend_names.append(name)
blend_probs.append(estimator.predict_proba(X_val))
severe_index = int(num_classes - 1)
blend_weights = _optimize_blend_weights(y_val, blend_probs, severe_index=severe_index, random_state=random_state)
blend_val = _blend_probabilities(blend_probs, blend_weights)
# Stacking meta-learner on concatenated probabilities.
stacked_features = np.hstack(blend_probs)
stacker = LogisticRegression(
max_iter=2000,
class_weight='balanced',
multi_class='multinomial',
n_jobs=1,
random_state=random_state,
)
stacker.fit(stacked_features, y_val)
models['stacker'] = stacker
joblib.dump(stacker, output_dir / 'stacker.joblib')
# Persist a lightweight metrics summary for selection
stack_pred = stacker.predict(stacked_features)
blend_pred = np.argmax(blend_val, axis=1)
val_pred = calib.predict(X_val)
summary = {
'accuracy': float(accuracy_score(y_val, val_pred)),
'macro_f1': float(f1_score(y_val, val_pred, average='macro', zero_division=0)),
'severe_recall': float(recall_score(y_val, val_pred, labels=[num_classes - 1], average='macro', zero_division=0)),
'blend_accuracy': float(accuracy_score(y_val, blend_pred)),
'blend_macro_f1': float(f1_score(y_val, blend_pred, average='macro', zero_division=0)),
'blend_severe_recall': float(recall_score(y_val, blend_pred, labels=[num_classes - 1], average='macro', zero_division=0)),
'stack_accuracy': float(accuracy_score(y_val, stack_pred)),
'stack_macro_f1': float(f1_score(y_val, stack_pred, average='macro', zero_division=0)),
'stack_severe_recall': float(recall_score(y_val, stack_pred, labels=[num_classes - 1], average='macro', zero_division=0)),
'blend_model_names': blend_names,
'blend_weights': [float(w) for w in blend_weights.tolist()],
'models': list(models.keys()),
'num_classes': num_classes,
}
(output_dir / 'ensemble_summary.json').write_text(json.dumps(summary, indent=2), encoding='utf-8')
bundle = {
'model_names': blend_names,
'weights': [float(w) for w in blend_weights.tolist()],
'num_classes': num_classes,
}
(output_dir / 'blend_weights.json').write_text(json.dumps(bundle, indent=2), encoding='utf-8')
return models
class EnsemblePredictor:
def __init__(self, model_dir: Path):
self.model_dir = Path(model_dir)
self.models: Dict[str, Any] = {}
self.load_models()
def load_models(self) -> None:
for artifact in ['calibrated_voting.joblib', 'voting.joblib', 'mlp.joblib', 'xgb.joblib', 'lgbm.joblib', 'rf.joblib', 'stacker.joblib']:
p = self.model_dir / artifact
if p.exists():
self.models[artifact.replace('.joblib', '')] = joblib.load(p)
blend_weights_path = self.model_dir / 'blend_weights.json'
self.blend_weights: Dict[str, Any] | None = None
if blend_weights_path.exists():
self.blend_weights = json.loads(blend_weights_path.read_text(encoding='utf-8'))
def _base_probabilities(self, X: np.ndarray) -> tuple[List[str], List[np.ndarray]]:
names: List[str] = []
probs: List[np.ndarray] = []
for key in ['xgb', 'lgbm', 'mlp', 'rf']:
model = self.models.get(key)
if model is None:
continue
if hasattr(model, 'predict_proba'):
names.append(key)
probs.append(model.predict_proba(X))
return names, probs
def _predict_proba_blend(self, X: np.ndarray) -> np.ndarray:
if not self.blend_weights:
raise RuntimeError('Blend weights are unavailable')
names, probs = self._base_probabilities(X)
name_to_probs = {n: p for n, p in zip(names, probs)}
ordered_names = [str(n) for n in self.blend_weights.get('model_names', [])]
selected_probs = [name_to_probs[name] for name in ordered_names if name in name_to_probs]
if not selected_probs:
raise RuntimeError('No base probabilities available for blend inference')
weights = np.array(self.blend_weights.get('weights', [1.0] * len(selected_probs)), dtype=np.float64)
return _blend_probabilities(selected_probs, weights)
def _predict_proba_stacker(self, X: np.ndarray) -> np.ndarray:
stacker = self.models.get('stacker')
if stacker is None:
raise RuntimeError('Stacker model unavailable')
_, probs = self._base_probabilities(X)
if not probs:
raise RuntimeError('No base probabilities for stacker features')
stacked = np.hstack(probs)
return stacker.predict_proba(stacked)
def predict_proba(self, X: np.ndarray) -> np.ndarray:
if 'stacker' in self.models:
try:
return self._predict_proba_stacker(X)
except Exception:
pass
if self.blend_weights is not None:
try:
return self._predict_proba_blend(X)
except Exception:
pass
if 'calibrated_voting' in self.models:
return self.models['calibrated_voting'].predict_proba(X)
if 'voting' in self.models:
return self.models['voting'].predict_proba(X)
if 'mlp' in self.models:
return self.models['mlp'].predict_proba(X)
raise RuntimeError('No ensemble models available')
def predict(self, X: np.ndarray) -> Dict[str, Any]:
probs = self.predict_proba(X)
preds = np.argmax(probs, axis=1)
return {'preds': preds, 'probs': probs}
if __name__ == '__main__':
print('Ensemble module loaded')