# src/models/ensemble.py # # Multi-seed OOF ensemble. # 3 seeds × 3 model types × 5 folds = 45 GBM runs. # Models: LGBM-RMSE, CatBoost, XGBoost. # All trained on z-scored targets, predictions inverse-transformed. import numpy as np import lightgbm as lgb import catboost as cb import xgboost as xgb import joblib from pathlib import Path from scipy.stats import pearsonr from sklearn.model_selection import KFold class TargetScaler: """Z-score normalization on training targets only.""" def fit(self, y): self.mu = y.mean() self.std = y.std() return self def transform(self, y): return (y - self.mu) / self.std def inverse(self, y): return y * self.std + self.mu def _lgbm_rmse(seed, lr, n_trees): return lgb.LGBMRegressor( objective='regression', num_leaves=63, max_depth=7, learning_rate=lr, n_estimators=n_trees, min_child_samples=25, subsample=0.75, colsample_bytree=0.75, reg_alpha=0.2, reg_lambda=2.0, random_state=seed, n_jobs=4, verbose=-1, ) def _catboost(seed, lr, n_trees, early_stop): return cb.CatBoostRegressor( depth=7, learning_rate=lr, iterations=n_trees, l2_leaf_reg=5.0, subsample=0.75, min_data_in_leaf=25, loss_function='RMSE', eval_metric='RMSE', early_stopping_rounds=early_stop, random_seed=seed, verbose=0, task_type='CPU', ) def _xgboost(seed, lr, n_trees, early_stop): return xgb.XGBRegressor( n_estimators=n_trees, max_depth=6, learning_rate=lr, subsample=0.75, colsample_bytree=0.75, reg_alpha=0.2, reg_lambda=2.0, min_child_weight=6, early_stopping_rounds=early_stop, eval_metric='rmse', random_state=seed, n_jobs=4, verbosity=0, ) def _fit(model, Xtr, ytr, Xval, yval, early_stop): if isinstance(model, lgb.LGBMRegressor): model.fit(Xtr, ytr, eval_set=[(Xval, yval)], callbacks=[lgb.early_stopping(early_stop, verbose=False), lgb.log_evaluation(-1)]) elif isinstance(model, cb.CatBoostRegressor): model.fit(Xtr, ytr, eval_set=(Xval, yval), use_best_model=True) else: model.fit(Xtr, ytr, eval_set=[(Xval, yval)], verbose=False) return model def run_oof(X_train, y_train_raw, X_test, seeds, n_folds, lr, n_trees, early_stop, models_dir: Path = None) -> tuple: """ Multi-seed OOF stacking. 3 model types: LGBM, CatBoost, XGBoost. Args: models_dir: if provided, saves each fold model as fold_model_s{seed}_{type}_f{fold}.pkl Required for CASF-2013 zero-shot evaluation. Returns: oof_matrix [N_train, n_seeds * 3] test_matrix [N_test, n_seeds * 3] scaler fitted TargetScaler """ scaler = TargetScaler().fit(y_train_raw) y_train = scaler.transform(y_train_raw) kf = KFold(n_splits=n_folds, shuffle=True, random_state=42) n_cols = len(seeds) * 3 oof_mat = np.zeros((len(X_train), n_cols)) test_mat = np.zeros((len(X_test), n_cols)) for si, seed in enumerate(seeds): print(f"\n Seed {seed} ({si+1}/{len(seeds)})") oof_lr = np.zeros(len(X_train)) oof_cb = np.zeros(len(X_train)) oof_xb = np.zeros(len(X_train)) t_lr = np.zeros((len(X_test), n_folds)) t_cb = np.zeros((len(X_test), n_folds)) t_xb = np.zeros((len(X_test), n_folds)) for fold, (tri, vali) in enumerate(kf.split(X_train)): Xtr, Xval = X_train[tri], X_train[vali] ytr, yval = y_train[tri], y_train[vali] mlr = _fit(_lgbm_rmse(seed, lr, n_trees), Xtr, ytr, Xval, yval, early_stop) mcb = _fit(_catboost(seed, lr, n_trees, early_stop), Xtr, ytr, Xval, yval, early_stop) mxb = _fit(_xgboost(seed, lr, n_trees, early_stop), Xtr, ytr, Xval, yval, early_stop) # Save fold models for zero-shot evaluation on new test sets if models_dir is not None: models_dir = Path(models_dir) models_dir.mkdir(exist_ok=True) joblib.dump(mlr, models_dir / f"fold_model_s{seed}_lgbm_f{fold}.pkl") joblib.dump(mcb, models_dir / f"fold_model_s{seed}_cb_f{fold}.pkl") joblib.dump(mxb, models_dir / f"fold_model_s{seed}_xgb_f{fold}.pkl") oof_lr[vali] = mlr.predict(Xval) oof_cb[vali] = mcb.predict(Xval) oof_xb[vali] = mxb.predict(Xval) t_lr[:, fold] = mlr.predict(X_test) t_cb[:, fold] = mcb.predict(X_test) t_xb[:, fold] = mxb.predict(X_test) base = si * 3 oof_mat[:, base+0] = scaler.inverse(oof_lr) oof_mat[:, base+1] = scaler.inverse(oof_cb) oof_mat[:, base+2] = scaler.inverse(oof_xb) test_mat[:, base+0] = scaler.inverse(t_lr.mean(1)) test_mat[:, base+1] = scaler.inverse(t_cb.mean(1)) test_mat[:, base+2] = scaler.inverse(t_xb.mean(1)) p = pearsonr(oof_mat[:, base:base+3].mean(1), y_train_raw)[0] print(f" OOF Pearson (seed {seed}): {p:.4f}") return oof_mat, test_mat, scaler