bdv / src /model /train.py
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from __future__ import annotations
import argparse
import json
import logging
import sys
from dataclasses import dataclass
from pathlib import Path
from typing import Dict, List, Optional, Tuple
import joblib
import numpy as np
import pandas as pd
from sklearn.compose import ColumnTransformer
from sklearn.base import BaseEstimator, RegressorMixin, clone
from sklearn.ensemble import HistGradientBoostingClassifier, HistGradientBoostingRegressor
from sklearn.impute import SimpleImputer
from sklearn.linear_model import Ridge
from sklearn.metrics import (
explained_variance_score,
mean_absolute_error,
mean_squared_error,
median_absolute_error,
r2_score,
)
from sklearn.model_selection import TimeSeriesSplit
from sklearn.multioutput import MultiOutputRegressor
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.utils.validation import check_is_fitted
# Ensure project root is on sys.path when running as a script
PROJECT_ROOT = Path(__file__).resolve().parents[2]
if str(PROJECT_ROOT) not in sys.path:
sys.path.append(str(PROJECT_ROOT))
from src.constants import CANDIDATE_CATEGORIES
LOGGER = logging.getLogger(__name__)
TARGET_COLS = [f"target_share_{c}" for c in CANDIDATE_CATEGORIES]
META_COLS = [
"commune_code",
"code_bv",
"election_type",
"election_year",
"round",
"date_scrutin",
"target_sum_before_renorm",
"target_sum_after_renorm",
]
MODEL_GRIDS: Dict[str, List[Dict[str, object]]] = {
"ridge": [
{"alpha": 0.1},
{"alpha": 1.0},
{"alpha": 10.0},
{"alpha": 50.0},
],
"hist_gradient_boosting": [
{"max_depth": 3, "learning_rate": 0.08, "max_iter": 400, "min_samples_leaf": 30, "l2_regularization": 0.1},
{"max_depth": 4, "learning_rate": 0.05, "max_iter": 600, "min_samples_leaf": 20, "l2_regularization": 0.1},
{"max_depth": 4, "learning_rate": 0.1, "max_iter": 300, "min_samples_leaf": 50, "l2_regularization": 1.0},
{"max_depth": 6, "learning_rate": 0.05, "max_iter": 500, "min_samples_leaf": 40, "l2_regularization": 0.5},
{"max_depth": 3, "learning_rate": 0.05, "max_iter": 500, "min_samples_leaf": 80, "l2_regularization": 1.0},
{"max_depth": 3, "learning_rate": 0.04, "max_iter": 600, "min_samples_leaf": 120, "l2_regularization": 2.0},
{"max_depth": 2, "learning_rate": 0.08, "max_iter": 500, "min_samples_leaf": 150, "l2_regularization": 3.0},
],
"lightgbm": [
{"n_estimators": 600, "learning_rate": 0.05, "num_leaves": 31, "subsample": 0.8, "colsample_bytree": 0.8},
{"n_estimators": 400, "learning_rate": 0.08, "num_leaves": 16, "min_child_samples": 30, "subsample": 0.7, "colsample_bytree": 0.7},
],
"xgboost": [
{"n_estimators": 600, "learning_rate": 0.05, "max_depth": 6, "subsample": 0.8, "colsample_bytree": 0.8},
{"n_estimators": 400, "learning_rate": 0.08, "max_depth": 4, "subsample": 0.7, "colsample_bytree": 0.7},
],
"two_stage_hgb": [
{
"clf_params": {"max_depth": 3, "learning_rate": 0.08, "max_iter": 300, "min_samples_leaf": 30, "l2_regularization": 0.1},
"reg_params": {"max_depth": 3, "learning_rate": 0.08, "max_iter": 400, "min_samples_leaf": 30, "l2_regularization": 0.1},
"epsilon": 1e-4,
"use_logit": True,
"use_proba": True,
},
{
"clf_params": {"max_depth": 2, "learning_rate": 0.1, "max_iter": 300, "min_samples_leaf": 60, "l2_regularization": 0.2},
"reg_params": {"max_depth": 2, "learning_rate": 0.08, "max_iter": 500, "min_samples_leaf": 60, "l2_regularization": 0.5},
"epsilon": 1e-4,
"use_logit": True,
"use_proba": True,
},
],
"catboost": [
{"depth": 6, "learning_rate": 0.05, "iterations": 500},
{"depth": 4, "learning_rate": 0.08, "iterations": 400},
],
}
@dataclass
class SplitConfig:
train_end_year: int
valid_end_year: int
test_start_year: int
def load_panel(path: Path) -> pd.DataFrame:
if not path.exists():
raise FileNotFoundError(f"Panel introuvable : {path}")
if path.suffix == ".parquet":
df = pd.read_parquet(path)
else:
df = pd.read_csv(path, sep=";")
df["election_year"] = pd.to_numeric(df["election_year"], errors="coerce")
df["round"] = pd.to_numeric(df["round"], errors="coerce")
return df
def get_feature_columns(df: pd.DataFrame) -> List[str]:
exclude = set(TARGET_COLS + META_COLS)
candidates = [c for c in df.columns if c not in exclude]
numeric_feats = [c for c in candidates if pd.api.types.is_numeric_dtype(df[c])]
return numeric_feats
def temporal_split(df: pd.DataFrame, cfg: SplitConfig) -> Tuple[pd.DataFrame, pd.DataFrame, pd.DataFrame]:
train = df[df["election_year"] <= cfg.train_end_year]
valid = df[(df["election_year"] > cfg.train_end_year) & (df["election_year"] <= cfg.valid_end_year)]
test = df[df["election_year"] >= cfg.test_start_year]
return train, valid, test
def make_preprocessor(feature_cols: List[str]) -> ColumnTransformer:
return ColumnTransformer(
transformers=[
("num", Pipeline([("imputer", SimpleImputer(strategy="median")), ("scaler", StandardScaler())]), feature_cols)
],
remainder="drop",
)
def normalize_predictions(y_pred: np.ndarray) -> np.ndarray:
y_pred = np.clip(y_pred, 0, 1)
sums = y_pred.sum(axis=1, keepdims=True)
sums[sums == 0] = 1
return y_pred / sums
def regression_metrics(y_true: np.ndarray, y_pred: np.ndarray) -> Dict[str, float]:
y_true = np.asarray(y_true)
y_pred = np.asarray(y_pred)
y_pred = normalize_predictions(y_pred)
y_true_flat = y_true.reshape(-1)
y_pred_flat = y_pred.reshape(-1)
mae = float(mean_absolute_error(y_true_flat, y_pred_flat))
rmse = float(np.sqrt(mean_squared_error(y_true_flat, y_pred_flat)))
medae = float(median_absolute_error(y_true_flat, y_pred_flat))
r2 = float(r2_score(y_true_flat, y_pred_flat)) if len(y_true_flat) > 1 else np.nan
evs = float(explained_variance_score(y_true_flat, y_pred_flat)) if len(y_true_flat) > 1 else np.nan
denom = float(np.sum(np.abs(y_true_flat)))
wape = float(np.sum(np.abs(y_true_flat - y_pred_flat)) / denom) if denom > 0 else np.nan
smape = float(np.mean(2 * np.abs(y_pred_flat - y_true_flat) / (np.abs(y_true_flat) + np.abs(y_pred_flat) + 1e-9)))
bias = float(np.mean(y_pred_flat - y_true_flat))
winner_true = np.argmax(y_true, axis=1)
winner_pred = np.argmax(y_pred, axis=1)
winner_acc = float(np.mean(winner_true == winner_pred)) if len(winner_true) else np.nan
metrics = {
"mae_mean": mae,
"rmse": rmse,
"medae": medae,
"r2": r2,
"explained_var": evs,
"wape": wape,
"smape": smape,
"bias": bias,
"winner_accuracy": winner_acc,
}
for idx, cat in enumerate(CANDIDATE_CATEGORIES):
metrics[f"mae_{cat}"] = float(mean_absolute_error(y_true[:, idx], y_pred[:, idx]))
return metrics
def build_event_folds(df: pd.DataFrame, n_splits: int) -> List[Tuple[np.ndarray, np.ndarray]]:
if df.empty:
return []
work = df.copy()
work["date_scrutin"] = pd.to_datetime(work.get("date_scrutin"), errors="coerce") # type: ignore
if work["date_scrutin"].isna().all():
work["date_scrutin"] = pd.to_datetime(work["election_year"], format="%Y", errors="coerce")
work["event_key"] = (
work["election_type"].astype(str).str.lower().str.strip()
+ "|"
+ work["election_year"].astype(str)
+ "|"
+ work["round"].astype(str)
)
events = (
work[["event_key", "date_scrutin"]]
.dropna(subset=["event_key", "date_scrutin"])
.drop_duplicates()
.sort_values("date_scrutin")
.reset_index(drop=True)
)
if len(events) < 2:
return []
max_splits = min(n_splits, len(events) - 1)
tscv = TimeSeriesSplit(n_splits=max_splits)
folds = []
for train_evt_idx, test_evt_idx in tscv.split(events):
train_keys = set(events.iloc[train_evt_idx]["event_key"])
test_keys = set(events.iloc[test_evt_idx]["event_key"])
train_idx = work.index[work["event_key"].isin(train_keys)].to_numpy()
test_idx = work.index[work["event_key"].isin(test_keys)].to_numpy()
folds.append((train_idx, test_idx))
return folds
class TwoStageRegressor(BaseEstimator, RegressorMixin):
def __init__(
self,
classifier: Optional[BaseEstimator] = None,
regressor: Optional[BaseEstimator] = None,
epsilon: float = 1e-4,
positive_threshold: float = 0.5,
use_proba: bool = True,
use_logit: bool = True,
logit_eps: float = 1e-6,
) -> None:
self.classifier = classifier
self.regressor = regressor
self.epsilon = epsilon
self.positive_threshold = positive_threshold
self.use_proba = use_proba
self.use_logit = use_logit
self.logit_eps = logit_eps
def _default_classifier(self) -> BaseEstimator:
return HistGradientBoostingClassifier(random_state=42)
def _default_regressor(self) -> BaseEstimator:
return HistGradientBoostingRegressor(random_state=42)
def fit(self, X, y):
y = np.asarray(y).ravel()
mask_pos = y > self.epsilon
self._constant_proba = None
if mask_pos.all() or (~mask_pos).all():
self._constant_proba = float(mask_pos.mean())
self.classifier_ = None
else:
classifier = self.classifier if self.classifier is not None else self._default_classifier()
self.classifier_ = clone(classifier)
self.classifier_.fit(X, mask_pos.astype(int))
self.regressor_ = None
if mask_pos.any():
regressor = self.regressor if self.regressor is not None else self._default_regressor()
self.regressor_ = clone(regressor)
y_reg = y[mask_pos]
if self.use_logit:
y_reg = np.clip(y_reg, self.logit_eps, 1 - self.logit_eps)
y_reg = np.log(y_reg / (1 - y_reg))
self.regressor_.fit(X[mask_pos], y_reg)
return self
def predict(self, X):
if self._constant_proba is not None:
proba = np.full(len(X), self._constant_proba, dtype=float)
else:
check_is_fitted(self, ["classifier_"])
if self.use_proba and hasattr(self.classifier_, "predict_proba"):
proba = self.classifier_.predict_proba(X)[:, 1] # type: ignore
else:
proba = self.classifier_.predict(X) # type: ignore
proba = np.asarray(proba, dtype=float)
if self.regressor_ is None:
reg_pred = np.zeros(len(proba), dtype=float)
else:
reg_pred = np.asarray(self.regressor_.predict(X), dtype=float)
if self.use_logit:
reg_pred = 1 / (1 + np.exp(-reg_pred))
reg_pred = np.clip(reg_pred, 0, 1)
if self.use_proba:
preds = proba * reg_pred
else:
preds = np.where(proba >= self.positive_threshold, reg_pred, 0.0)
return preds
class CatBoostRegressorWrapper(BaseEstimator, RegressorMixin):
def __init__(self, **params: float | int | str):
self.params = dict(params)
self.model_ = None
def fit(self, X, y, **fit_params):
from catboost import CatBoostRegressor
self.model_ = CatBoostRegressor(**self.params) # type: ignore
self.model_.fit(X, y, **fit_params)
return self
def predict(self, X):
if self.model_ is None:
raise ValueError("CatBoostRegressorWrapper n'est pas entraîné.")
return self.model_.predict(X)
def get_params(self, deep: bool = True):
return dict(self.params)
def set_params(self, **params):
self.params.update(params)
return self
def make_model(model_name: str, feature_cols: List[str], params: Dict[str, object]) -> Optional[Pipeline]:
preprocessor = make_preprocessor(feature_cols)
if model_name == "ridge":
estimator = Ridge(**params) # type: ignore
elif model_name == "hist_gradient_boosting":
estimator = HistGradientBoostingRegressor(random_state=42, **params) # type: ignore
elif model_name == "lightgbm":
try:
from lightgbm import LGBMRegressor
except Exception:
LOGGER.info("LightGBM indisponible, ignoré.")
return None
estimator = LGBMRegressor(random_state=42, force_row_wise=True, verbosity=-1, **params) # type: ignore
elif model_name == "xgboost":
try:
from xgboost import XGBRegressor
except Exception:
LOGGER.info("XGBoost indisponible, ignoré.")
return None
estimator = XGBRegressor(random_state=42, **params)
elif model_name == "two_stage_hgb":
clf_params = params.get("clf_params", {})
reg_params = params.get("reg_params", {})
estimator = TwoStageRegressor(
classifier=HistGradientBoostingClassifier(random_state=42, **clf_params), # type: ignore
regressor=HistGradientBoostingRegressor(random_state=42, **reg_params), # type: ignore
epsilon=params.get("epsilon", 1e-4), # type: ignore
positive_threshold=params.get("positive_threshold", 0.5), # type: ignore
use_proba=bool(params.get("use_proba", True)),
use_logit=bool(params.get("use_logit", True)),
logit_eps=params.get("logit_eps", 1e-6), # type: ignore
)
elif model_name == "catboost":
try:
from catboost import CatBoostRegressor
except Exception:
LOGGER.info("CatBoost indisponible, ignoré.")
return None
if not hasattr(CatBoostRegressor, "__sklearn_tags__"):
estimator = CatBoostRegressorWrapper(verbose=0, random_state=42, **params) # type: ignore
else:
estimator = CatBoostRegressor(verbose=0, random_state=42, **params) # type: ignore
else:
raise ValueError(f"Modèle inconnu: {model_name}")
# n_jobs=1 to avoid process-based parallelism issues in some environments.
model = MultiOutputRegressor(estimator, n_jobs=1) # type: ignore
return Pipeline(
steps=[
("preprocess", preprocessor),
("model", model),
]
)
def evaluate(model: Pipeline, X, y_true: np.ndarray) -> Dict[str, float]:
if X is None or len(X) == 0:
return {"mae_mean": np.nan}
y_pred = model.predict(X)
return regression_metrics(y_true, y_pred) # type: ignore
def evaluate_cv(
model: Pipeline,
df: pd.DataFrame,
feature_cols: List[str],
n_splits: int,
target_cols: List[str],
) -> Dict[str, float]:
folds = build_event_folds(df, n_splits)
if not folds:
return {"folds_used": 0}
metrics_acc: Dict[str, list[float]] = {}
for train_idx, test_idx in folds:
model_clone = clone(model)
X_train = df.iloc[train_idx][feature_cols]
y_train = df.iloc[train_idx][target_cols].values
X_test = df.iloc[test_idx][feature_cols]
y_test = df.iloc[test_idx][target_cols].values
model_clone.fit(X_train, y_train)
fold_metrics = evaluate(model_clone, X_test, y_test)
for key, value in fold_metrics.items():
metrics_acc.setdefault(key, []).append(value)
summary = {f"cv_{k}": float(np.nanmean(v)) for k, v in metrics_acc.items()}
summary["folds_used"] = len(folds)
return summary
def compute_cv_residual_intervals(
model: Pipeline,
df: pd.DataFrame,
feature_cols: List[str],
target_cols: List[str],
n_splits: int,
quantiles: Tuple[float, ...] = (0.05, 0.1, 0.9, 0.95),
) -> Dict[str, object]:
folds = build_event_folds(df, n_splits)
if not folds:
return {"folds_used": 0, "quantiles": list(quantiles), "residuals": {}}
residuals_by_cat: Dict[str, list[float]] = {cat: [] for cat in CANDIDATE_CATEGORIES}
for train_idx, test_idx in folds:
model_clone = clone(model)
X_train = df.iloc[train_idx][feature_cols]
y_train = df.iloc[train_idx][target_cols].values
X_test = df.iloc[test_idx][feature_cols]
y_test = df.iloc[test_idx][target_cols].values
model_clone.fit(X_train, y_train)
y_pred = model_clone.predict(X_test)
y_pred = normalize_predictions(y_pred)
resid = y_pred - y_test
for idx, cat in enumerate(CANDIDATE_CATEGORIES):
residuals_by_cat[cat].extend(resid[:, idx].tolist())
quantile_keys = [f"q{int(q * 100):02d}" for q in quantiles]
summary: Dict[str, Dict[str, float]] = {}
for cat, values in residuals_by_cat.items():
arr = np.asarray(values, dtype=float)
if arr.size == 0:
continue
q_vals = np.quantile(arr, quantiles).tolist()
entry = {key: float(val) for key, val in zip(quantile_keys, q_vals)}
entry["mean"] = float(np.mean(arr))
entry["std"] = float(np.std(arr))
entry["n"] = int(arr.size)
summary[cat] = entry
return {
"folds_used": len(folds),
"quantiles": list(quantiles),
"residuals": summary,
}
def add_cv_selection_helpers(cv_summary: pd.DataFrame) -> pd.DataFrame:
work = cv_summary.copy()
block_cols = [c for c in work.columns if c.startswith("cv_mae_") and c != "cv_mae_mean"]
if block_cols:
work["worst_block_mae"] = work[block_cols].max(axis=1)
if "cv_bias" in work.columns:
work["bias_abs"] = work["cv_bias"].abs()
return work
def select_best_model(cv_summary: pd.DataFrame) -> Tuple[str, Dict[str, object]]:
if cv_summary.empty:
raise RuntimeError("Aucun modèle évalué.")
work = add_cv_selection_helpers(cv_summary)
bias_threshold = 0.02
candidates = work
if "bias_abs" in work.columns:
filtered = work[work["bias_abs"] <= bias_threshold]
if not filtered.empty:
candidates = filtered
sort_cols = [c for c in ["cv_mae_mean", "worst_block_mae", "bias_abs", "cv_rmse", "cv_smape"] if c in candidates.columns]
best_row = candidates.sort_values(sort_cols, na_position="last").iloc[0]
return str(best_row["model"]), dict(best_row["params"])
def save_metrics(
metrics: Dict[str, Dict[str, Dict[str, float]]],
output_dir: Path,
cv_summary: pd.DataFrame | None = None,
) -> None:
output_dir.mkdir(parents=True, exist_ok=True)
with (output_dir / "metrics.json").open("w", encoding="utf-8") as f:
json.dump(metrics, f, indent=2)
if cv_summary is not None and not cv_summary.empty:
cv_summary.to_csv(output_dir / "cv_summary.csv", index=False)
lines = ["# Métriques (parts, 0-1)\n"]
for model_name, splits in metrics.items():
lines.append(f"## {model_name}")
for split, vals in splits.items():
lines.append(
f"- {split} mae_mean: {vals.get('mae_mean', float('nan')):.4f}, "
f"rmse: {vals.get('rmse', float('nan')):.4f}, "
f"wape: {vals.get('wape', float('nan')):.4f}, "
f"winner_acc: {vals.get('winner_accuracy', float('nan')):.3f}"
)
lines.append("")
(output_dir / "metrics.md").write_text("\n".join(lines), encoding="utf-8")
def save_model_card(
model_name: str,
cfg: SplitConfig,
feature_cols: List[str],
metrics: Dict[str, Dict[str, Dict[str, float]]],
output_dir: Path,
) -> None:
lines = [
"# Model card",
f"- Modèle: {model_name}",
f"- Split temporel: train<= {cfg.train_end_year}, valid<= {cfg.valid_end_year}, test>= {cfg.test_start_year}",
f"- Features: {len(feature_cols)} colonnes numériques (lags, écarts national, swing, turnout)",
"- Cibles: parts par bloc (7 catégories) renormalisées.",
"- Métriques principales (MAE moyen, jeux valid/test):",
f" - Valid: {metrics[model_name]['valid'].get('mae_mean', float('nan')):.4f}",
f" - Test: {metrics[model_name]['test'].get('mae_mean', float('nan')):.4f}",
]
output_dir.mkdir(parents=True, exist_ok=True)
(output_dir / "model_card.md").write_text("\n".join(lines), encoding="utf-8")
def plot_mae_per_category(model_name: str, mae_scores: Dict[str, float], output_dir: Path) -> None:
try:
import matplotlib.pyplot as plt
except Exception:
LOGGER.warning("Matplotlib indisponible, skip figure.")
return
if not all(f"mae_{c}" in mae_scores for c in CANDIDATE_CATEGORIES):
LOGGER.warning("Scores MAE par categorie indisponibles, skip figure.")
return
cats = CANDIDATE_CATEGORIES
values = [mae_scores[f"mae_{c}"] for c in cats]
plt.figure(figsize=(8, 4))
plt.bar(cats, values, color="#2c7fb8")
plt.xticks(rotation=30, ha="right")
plt.ylabel("MAE (part)")
plt.title(f"MAE par catégorie - {model_name}")
output_dir.mkdir(parents=True, exist_ok=True)
plt.tight_layout()
plt.savefig(output_dir / "mae_per_category.png")
plt.close()
def main() -> None:
parser = argparse.ArgumentParser(description="Entraînement et évaluation temporelle multi-blocs.")
parser.add_argument("--panel", type=Path, default=Path("data/processed/panel.parquet"), help="Dataset panel parquet.")
parser.add_argument("--models-dir", type=Path, default=Path("models"), help="Répertoire de sauvegarde des modèles.")
parser.add_argument("--reports-dir", type=Path, default=Path("reports"), help="Répertoire de sortie des rapports.")
parser.add_argument("--train-end-year", type=int, default=2019, help="Dernière année incluse dans le train.")
parser.add_argument("--valid-end-year", type=int, default=2021, help="Dernière année incluse dans la validation.")
parser.add_argument("--test-start-year", type=int, default=2022, help="Première année du test (inclusif).")
parser.add_argument("--cv-splits", type=int, default=4, help="Nombre de folds temporels pour la CV par scrutin.")
parser.add_argument("--no-tune", action="store_true", help="Désactiver la recherche d'hyperparamètres.")
parser.add_argument("--max-trials", type=int, default=0, help="Limiter le nombre d'essais par modèle (0=all).")
parser.add_argument(
"--models",
nargs="+",
default=list(MODEL_GRIDS.keys()),
help="Liste des modèles à tester (ridge, hist_gradient_boosting, lightgbm, xgboost, two_stage_hgb, catboost).",
)
args = parser.parse_args()
logging.basicConfig(level=logging.INFO, format="%(levelname)s %(message)s")
cfg = SplitConfig(train_end_year=args.train_end_year, valid_end_year=args.valid_end_year, test_start_year=args.test_start_year)
panel = load_panel(args.panel)
panel = panel.dropna(subset=TARGET_COLS)
feature_cols = get_feature_columns(panel)
all_na = [c for c in feature_cols if panel[c].isna().all()]
if all_na:
LOGGER.warning("Features supprimées car entièrement NA: %s", all_na)
feature_cols = [c for c in feature_cols if c not in all_na]
train_df, valid_df, test_df = temporal_split(panel, cfg)
train_valid_df = panel[panel["election_year"] < cfg.test_start_year].copy().reset_index(drop=True)
models_to_run = [m for m in args.models if m in MODEL_GRIDS]
if not models_to_run:
raise RuntimeError("Aucun modèle demandé n'est reconnu.")
cv_rows: List[Dict[str, object]] = []
if not args.no_tune:
rng = np.random.default_rng(42)
for model_name in models_to_run:
grid = MODEL_GRIDS[model_name]
if args.max_trials and len(grid) > args.max_trials:
indices = rng.choice(len(grid), size=args.max_trials, replace=False)
grid = [grid[i] for i in indices]
for params in grid:
model = make_model(model_name, feature_cols, params)
if model is None:
continue
cv_metrics = evaluate_cv(model, train_valid_df, feature_cols, args.cv_splits, TARGET_COLS)
row = {"model": model_name, "params": params, **cv_metrics}
cv_rows.append(row)
cv_summary = pd.DataFrame(cv_rows)
if not cv_summary.empty:
cv_summary = cv_summary.dropna(subset=["cv_mae_mean"])
cv_summary = add_cv_selection_helpers(cv_summary)
if not cv_summary.empty:
best_model_name, best_params = select_best_model(cv_summary)
LOGGER.info("Meilleur modèle CV: %s %s", best_model_name, best_params)
else:
best_model_name = models_to_run[0]
best_params = MODEL_GRIDS[best_model_name][0]
LOGGER.warning("Pas de CV disponible, fallback sur %s %s", best_model_name, best_params)
residual_payload = {}
model_for_intervals = make_model(best_model_name, feature_cols, best_params)
if model_for_intervals is not None and not train_valid_df.empty:
residual_payload = compute_cv_residual_intervals(
model_for_intervals,
train_valid_df,
feature_cols,
TARGET_COLS,
args.cv_splits,
)
if residual_payload.get("residuals"):
args.reports_dir.mkdir(parents=True, exist_ok=True)
(args.reports_dir / "residual_intervals.json").write_text(
json.dumps(
{
"model": best_model_name,
**residual_payload,
},
indent=2,
),
encoding="utf-8",
)
X_train, y_train = train_df[feature_cols], train_df[TARGET_COLS].values
X_valid, y_valid = valid_df[feature_cols], valid_df[TARGET_COLS].values
X_test, y_test = test_df[feature_cols], test_df[TARGET_COLS].values
X_train_valid, y_train_valid = train_valid_df[feature_cols], train_valid_df[TARGET_COLS].values
eval_results: Dict[str, Dict[str, Dict[str, float]]] = {}
best_model_eval = make_model(best_model_name, feature_cols, best_params)
if best_model_eval is None:
raise RuntimeError(f"Modèle indisponible: {best_model_name}")
best_model_eval.fit(X_train, y_train)
eval_results[best_model_name] = {
"train": evaluate(best_model_eval, X_train, y_train),
"valid": evaluate(best_model_eval, X_valid, y_valid),
"test": evaluate(best_model_eval, X_test, y_test),
"train_valid": evaluate(best_model_eval, X_train_valid, y_train_valid),
}
best_model_final = make_model(best_model_name, feature_cols, best_params)
if best_model_final is None:
raise RuntimeError(f"Modèle indisponible: {best_model_name}")
best_model_final.fit(X_train_valid, y_train_valid)
args.models_dir.mkdir(parents=True, exist_ok=True)
joblib.dump(best_model_final, args.models_dir / f"{best_model_name}.joblib")
LOGGER.info("Modèle sauvegardé dans %s", args.models_dir / f"{best_model_name}.joblib")
(args.models_dir / "feature_columns.json").write_text(json.dumps(feature_cols, indent=2), encoding="utf-8")
(args.models_dir / "best_model.json").write_text(json.dumps({"name": best_model_name}, indent=2), encoding="utf-8")
save_metrics(eval_results, args.reports_dir, cv_summary=cv_summary)
plot_mae_per_category(best_model_name, eval_results[best_model_name]["test"], args.reports_dir / "figures")
save_model_card(best_model_name, cfg, feature_cols, eval_results, args.models_dir)
if __name__ == "__main__":
main()