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| """Compara LightGBM vs una red neuronal multi-tarea (embeddings + softmax/KL) en el | |
| MISMO split TEMPORAL (test = último ~20% de fechas de cada liga-temporada), sobre los | |
| 3 objetivos: bloque defensivo, pasillos (share) y xT absoluto por pasillo. | |
| Uso: python scripts/train_compare.py | |
| """ | |
| from __future__ import annotations | |
| import importlib.util | |
| from pathlib import Path | |
| import lightgbm as lgb | |
| import numpy as np | |
| import pandas as pd | |
| import torch | |
| import torch.nn as nn | |
| ROOT = Path(__file__).resolve().parents[1] | |
| spec = importlib.util.spec_from_file_location("tm", ROOT / "scripts" / "train_models.py") | |
| tm = importlib.util.module_from_spec(spec); spec.loader.exec_module(tm) | |
| RNG = np.random.default_rng(7) | |
| torch.manual_seed(7) | |
| def _kl(a, b): | |
| a = np.clip(a, 1e-9, None); b = np.clip(b, 1e-9, None) | |
| return float(np.mean(np.sum(a * (np.log(a) - np.log(b)), 1))) | |
| def _metrics(y, p, dist=True): | |
| mae = float(np.mean(np.abs(y - p))) | |
| if dist: | |
| return {"MAE": round(mae, 4), "KL": round(_kl(y, p), 4)} | |
| return {"MAE": round(mae, 4), "RMSE": round(float(np.sqrt(np.mean((y - p) ** 2))), 4)} | |
| def _lgb_dist(Xtr, Ytr, Xva, Yva, Xte): | |
| preds = [] | |
| for j in range(Ytr.shape[1]): | |
| m = lgb.LGBMRegressor(n_estimators=700, learning_rate=0.025, num_leaves=31, | |
| subsample=0.8, colsample_bytree=0.5, min_child_samples=40, verbose=-1) | |
| m.fit(Xtr, Ytr[:, j], eval_set=[(Xva, Yva[:, j])], callbacks=[lgb.early_stopping(50, verbose=False)]) | |
| preds.append(np.clip(m.predict(Xte), 0, None)) | |
| return np.vstack(preds).T | |
| class MTNet(nn.Module): | |
| def __init__(self, n_num, n_team, n_lg, n_form): | |
| super().__init__() | |
| self.te = nn.Embedding(n_team, 16); self.le = nn.Embedding(n_lg, 4); self.fe = nn.Embedding(n_form, 4) | |
| d = n_num + 16 + 16 + 4 + 4 | |
| self.trunk = nn.Sequential(nn.Linear(d, 128), nn.ReLU(), nn.Dropout(0.3), | |
| nn.Linear(128, 64), nn.ReLU(), nn.Dropout(0.2)) | |
| self.h_blo = nn.Linear(64, 3); self.h_pas = nn.Linear(64, 3); self.h_xt = nn.Linear(64, 3) | |
| def forward(self, x, ts, to, lg, fm): | |
| z = torch.cat([x, self.te(ts), self.te(to), self.le(lg), self.fe(fm)], 1) | |
| z = self.trunk(z) | |
| return self.h_blo(z), self.h_pas(z), self.h_xt(z) | |
| def main(): | |
| df = pd.read_parquet(tm.DATA) | |
| blk = df.assign(_b=df[tm.DEF].sum(axis=1) > 0).groupby("Competencia")["_b"].mean() | |
| df = df[df["Competencia"].isin(blk[blk > 0.5].index)].copy() | |
| m, feat = tm._assemble(df) | |
| m = m.merge(df[["matchId", "teamId", "fecha"]].drop_duplicates(), on=["matchId", "teamId"], how="left") | |
| m["fecha"] = pd.to_datetime(m["fecha"].astype(str).str[:10], errors="coerce") # quita sufijo 'Z' | |
| thr = m.groupby(["Competencia", "Temporada"])["fecha"].transform(lambda s: s.quantile(0.8)) | |
| m["is_test"] = (m["fecha"] > thr).fillna(False) | |
| # filas con historial rolling + bloque válido | |
| m = m.dropna(subset=["self_" + c for c in tm.DEF]).copy() | |
| valid = (m[tm.DEF].sum(1) > 0) & (m[tm.ATK].sum(1) > 0) | |
| m = m[valid].copy() | |
| # targets | |
| Yb, _ = tm._norm_df(m, tm.DEF); Yb = Yb.to_numpy(np.float32) | |
| Yp, _ = tm._norm_df(m, tm.ATK); Yp = Yp.to_numpy(np.float32) | |
| Yx = m[tm.XTLANE].to_numpy(np.float32) | |
| # baseline = promedio propio rolling | |
| Bb = m[["self_" + c for c in tm.DEF]].to_numpy(np.float32); Bb = Bb / np.clip(Bb.sum(1, keepdims=True), 1e-9, None) | |
| Bp = m[["self_" + c for c in tm.ATK]].to_numpy(np.float32); Bp = Bp / np.clip(Bp.sum(1, keepdims=True), 1e-9, None) | |
| Bx = m[["self_" + c for c in tm.XTLANE]].to_numpy(np.float32) | |
| X = m[feat].to_numpy(np.float32); X = np.nan_to_num(X) | |
| te = m["is_test"].to_numpy() | |
| tr_all = ~te | |
| mu, sd = X[tr_all].mean(0), X[tr_all].std(0) + 1e-6 | |
| Xn = (X - mu) / sd | |
| # val carve del train para early stopping | |
| tr_idx = np.where(tr_all)[0]; va = np.zeros(len(m), bool); va[RNG.choice(tr_idx, int(len(tr_idx) * 0.12), replace=False)] = True | |
| tr = tr_all & ~va | |
| print(f"filas: {len(m)} | train {tr.sum()} val {va.sum()} test {te.sum()} | features {len(feat)}") | |
| # ===== LightGBM ===== | |
| print("\n--- LightGBM (split temporal) ---") | |
| pb = _lgb_dist(Xn[tr], Yb[tr], Xn[va], Yb[va], Xn[te]); pb = pb / np.clip(pb.sum(1, keepdims=True), 1e-9, None) | |
| pp = _lgb_dist(Xn[tr], Yp[tr], Xn[va], Yp[va], Xn[te]); pp = pp / np.clip(pp.sum(1, keepdims=True), 1e-9, None) | |
| px = _lgb_dist(Xn[tr], Yx[tr], Xn[va], Yx[va], Xn[te]) | |
| lgb_res = {"bloques": _metrics(Yb[te], pb), "pasillos": _metrics(Yp[te], pp), "xt": _metrics(Yx[te], px, dist=False)} | |
| # ===== NN multi-tarea ===== | |
| print("--- Red neuronal (embeddings + multi-tarea) ---") | |
| tcodes = pd.factorize(pd.concat([m["teamId"], m["rival_teamId"]]).astype(str))[1] | |
| tmap = {v: i + 1 for i, v in enumerate(tcodes)} | |
| ts = m["teamId"].astype(str).map(tmap).fillna(0).astype(int).to_numpy() | |
| to = m["rival_teamId"].astype(str).map(tmap).fillna(0).astype(int).to_numpy() | |
| lg = pd.factorize(m["Competencia"])[0] + 1 | |
| fm = pd.factorize(m["formation"].astype(str))[0] + 1 | |
| T = lambda a: torch.tensor(a) | |
| net = MTNet(len(feat), len(tmap) + 1, lg.max() + 1, fm.max() + 1) | |
| opt = torch.optim.Adam(net.parameters(), lr=2e-3, weight_decay=1e-4) | |
| klf = nn.KLDivLoss(reduction="batchmean"); msef = nn.MSELoss() | |
| Xt = T(Xn); tsT, toT, lgT, fmT = T(ts), T(to), T(lg), T(fm) | |
| Yb_t, Yp_t, Yx_t = T(Yb), T(Yp), T(Yx) | |
| tr_t, va_t, te_t = T(np.where(tr)[0]), T(np.where(va)[0]), T(np.where(te)[0]) | |
| best = (1e9, None) | |
| for ep in range(300): | |
| net.train(); opt.zero_grad() | |
| b, p, x = net(Xt[tr_t], tsT[tr_t], toT[tr_t], lgT[tr_t], fmT[tr_t]) | |
| loss = (klf(torch.log_softmax(b, 1), Yb_t[tr_t]) + klf(torch.log_softmax(p, 1), Yp_t[tr_t]) | |
| + 0.5 * msef(x, Yx_t[tr_t])) | |
| loss.backward(); opt.step() | |
| if ep % 10 == 0: | |
| net.eval() | |
| with torch.no_grad(): | |
| b, p, x = net(Xt[va_t], tsT[va_t], toT[va_t], lgT[va_t], fmT[va_t]) | |
| v = (klf(torch.log_softmax(b, 1), Yb_t[va_t]) + klf(torch.log_softmax(p, 1), Yp_t[va_t])).item() | |
| if v < best[0]: | |
| best = (v, {k: val.clone() for k, val in net.state_dict().items()}) | |
| net.load_state_dict(best[1]); net.eval() | |
| with torch.no_grad(): | |
| b, p, x = net(Xt[te_t], tsT[te_t], toT[te_t], lgT[te_t], fmT[te_t]) | |
| nb = torch.softmax(b, 1).numpy(); npp = torch.softmax(p, 1).numpy(); nx = np.clip(x.numpy(), 0, None) | |
| nn_res = {"bloques": _metrics(Yb[te], nb), "pasillos": _metrics(Yp[te], npp), "xt": _metrics(Yx[te], nx, dist=False)} | |
| base = {"bloques": _metrics(Yb[te], Bb[te]), "pasillos": _metrics(Yp[te], Bp[te]), "xt": _metrics(Yx[te], Bx[te], dist=False)} | |
| print("\n================ COMPARACIÓN (test temporal) ================") | |
| for k in ("bloques", "pasillos", "xt"): | |
| print(f"\n{k}:") | |
| print(f" baseline : {base[k]}") | |
| print(f" LightGBM : {lgb_res[k]}") | |
| print(f" NN : {nn_res[k]}") | |
| if __name__ == "__main__": | |
| main() | |