""" Hyperparameter tuning for the XGBoost model using grid search with cross-validation. Searches over tree depth, learning rate, estimator count, and regularization parameters. """ import argparse import os import warnings import matplotlib matplotlib.use("Agg") import matplotlib.pyplot as plt import numpy as np import pandas as pd from sklearn.model_selection import GridSearchCV, StratifiedKFold from xgboost import XGBClassifier from build_features import get_feature_columns warnings.filterwarnings("ignore") PARAM_GRID = { "n_estimators": [100, 200, 300], "max_depth": [3, 5, 7], "learning_rate": [0.05, 0.1, 0.2], "subsample": [0.7, 0.8], "colsample_bytree": [0.7, 0.8], "min_child_weight": [1, 3, 5], "gamma": [0, 0.1, 0.2], } # smaller grid for faster iteration PARAM_GRID_SMALL = { "n_estimators": [150, 300], "max_depth": [4, 6], "learning_rate": [0.05, 0.1], "min_child_weight": [1, 3], "gamma": [0, 0.1], } def run_tuning(data_dir: str, output_dir: str, fast: bool = True): """Run grid search CV on XGBoost.""" os.makedirs(output_dir, exist_ok=True) train_feat = pd.read_parquet(os.path.join(data_dir, "train_features.parquet")) feat_cols = get_feature_columns(train_feat) X = train_feat[feat_cols] y = train_feat["label"].values # class imbalance weight n_neg = np.sum(y == 0) n_pos = np.sum(y == 1) scale = n_neg / n_pos if n_pos > 0 else 1.0 grid = PARAM_GRID_SMALL if fast else PARAM_GRID print(f"[Tuning] Grid size: {np.prod([len(v) for v in grid.values()])} combos") print(f"[Tuning] scale_pos_weight = {scale:.2f}") base_model = XGBClassifier( scale_pos_weight=scale, eval_metric="logloss", random_state=42, n_jobs=-1, verbosity=0, ) cv = StratifiedKFold(n_splits=5, shuffle=True, random_state=42) search = GridSearchCV( base_model, grid, cv=cv, scoring="f1_macro", n_jobs=-1, verbose=2, return_train_score=True, ) search.fit(X, y) print(f"\n[Tuning] Best F1 (macro): {search.best_score_:.4f}") print(f"[Tuning] Best params: {search.best_params_}") # save results results_df = pd.DataFrame(search.cv_results_) results_df = results_df.sort_values("rank_test_score") results_path = os.path.join(output_dir, "tuning_results.csv") results_df.to_csv(results_path, index=False) print(f"[SAVED] {results_path}") # save best params import json params_path = os.path.join(output_dir, "best_params.json") with open(params_path, "w") as f: json.dump(search.best_params_, f, indent=2) print(f"[SAVED] {params_path}") # plot top 10 configs top10 = results_df.head(10) fig, ax = plt.subplots(figsize=(10, 5)) ax.barh( range(len(top10)), top10["mean_test_score"], xerr=top10["std_test_score"], color="steelblue", capsize=3, ) ax.set_yticks(range(len(top10))) ax.set_yticklabels([str(i+1) for i in range(len(top10))]) ax.set_xlabel("F1 Macro (CV)") ax.set_ylabel("Rank") ax.set_title("Top 10 Hyperparameter Configurations") ax.invert_yaxis() plt.tight_layout() plot_path = os.path.join(output_dir, "tuning_top10.png") fig.savefig(plot_path, dpi=150) plt.close(fig) print(f"[SAVED] {plot_path}") return search.best_params_ def main(): parser = argparse.ArgumentParser(description="Hyperparameter tuning") parser.add_argument("--data_dir", type=str, default="data/processed") parser.add_argument("--output_dir", type=str, default="data/outputs") parser.add_argument("--full", action="store_true", help="Use full grid (slower)") args = parser.parse_args() best = run_tuning(args.data_dir, args.output_dir, fast=not args.full) print(f"\n[DONE] Best hyperparameters: {best}") if __name__ == "__main__": main()