""" Meta Learner Learns to combine base model predictions optimally. Part of the complete blueprint implementation. """ import numpy as np import pandas as pd from typing import Dict, List, Optional import logging logger = logging.getLogger(__name__) try: from sklearn.linear_model import LogisticRegression from sklearn.ensemble import GradientBoostingClassifier SKLEARN_AVAILABLE = True except ImportError: SKLEARN_AVAILABLE = False class MetaLearner: """ Meta-learner that learns optimal combination of base models. Features: - Learns from base model predictions - Calibrated probability outputs - Automatic weight learning """ def __init__( self, meta_model: str = 'logistic', calibrate: bool = True ): self.meta_model_type = meta_model self.calibrate = calibrate self.meta_model = None self.base_model_names: List[str] = [] self.is_fitted = False def fit( self, base_predictions: Dict[str, np.ndarray], targets: np.ndarray ) -> 'MetaLearner': """ Fit meta-learner on base model predictions. Args: base_predictions: Dict of model_name -> predictions array targets: True labels """ if not SKLEARN_AVAILABLE: logger.warning("sklearn not available, using simple averaging") return self self.base_model_names = list(base_predictions.keys()) # Stack predictions as features X = np.column_stack([base_predictions[name] for name in self.base_model_names]) # Create meta-model if self.meta_model_type == 'logistic': self.meta_model = LogisticRegression(max_iter=1000) elif self.meta_model_type == 'gbm': self.meta_model = GradientBoostingClassifier( n_estimators=50, max_depth=3 ) else: self.meta_model = LogisticRegression(max_iter=1000) self.meta_model.fit(X, targets) self.is_fitted = True logger.info(f"Meta-learner fitted with {len(self.base_model_names)} base models") return self def predict( self, base_predictions: Dict[str, Dict] ) -> Dict: """ Make prediction using meta-learner. Args: base_predictions: Dict of model_name -> prediction_dict """ if not self.is_fitted or self.meta_model is None: # Fall back to averaging return self._average_predictions(base_predictions) # Extract probabilities from each model features = [] for name in self.base_model_names: if name in base_predictions and '1x2' in base_predictions[name]: probs = base_predictions[name]['1x2'] features.extend([ probs.get('home', 0.33), probs.get('draw', 0.33), probs.get('away', 0.34) ]) else: features.extend([0.33, 0.33, 0.34]) X = np.array(features).reshape(1, -1) probs = self.meta_model.predict_proba(X)[0] return { '1x2': { 'home': round(float(probs[0]), 4), 'draw': round(float(probs[1]), 4) if len(probs) > 1 else 0.25, 'away': round(float(probs[2]), 4) if len(probs) > 2 else 0.35 }, 'method': 'meta_learner', 'base_models': self.base_model_names } def _average_predictions( self, base_predictions: Dict[str, Dict] ) -> Dict: """Simple average fallback.""" home = draw = away = 0 count = 0 for name, pred in base_predictions.items(): if '1x2' in pred: home += pred['1x2'].get('home', 0) draw += pred['1x2'].get('draw', 0) away += pred['1x2'].get('away', 0) count += 1 if count == 0: return {'1x2': {'home': 0.4, 'draw': 0.25, 'away': 0.35}} return { '1x2': { 'home': round(home / count, 4), 'draw': round(draw / count, 4), 'away': round(away / count, 4) }, 'method': 'average_fallback' } def get_model_weights(self) -> Dict[str, float]: """Get learned weights for base models.""" if not self.is_fitted or self.meta_model is None: return {name: 1.0 for name in self.base_model_names} if hasattr(self.meta_model, 'coef_'): coefs = np.abs(self.meta_model.coef_).mean(axis=0) # Group by model (3 features per model) weights = {} for i, name in enumerate(self.base_model_names): start_idx = i * 3 weights[name] = float(coefs[start_idx:start_idx + 3].mean()) # Normalize total = sum(weights.values()) if total > 0: weights = {k: v/total for k, v in weights.items()} return weights return {name: 1.0 / len(self.base_model_names) for name in self.base_model_names} _meta_learner: Optional[MetaLearner] = None def get_meta_learner() -> MetaLearner: global _meta_learner if _meta_learner is None: _meta_learner = MetaLearner() return _meta_learner