easy_ml 0.1.3 → 0.2.0.pre.rc1

data/app/models/easy_ml/models/xgboost.rb

@@ -1,9 +1,549 @@
-require_relative "../model"
-
+# == Schema Information
+#
+# Table name: easy_ml_models
+#
+#  id            :bigint           not null, primary key
+#  name          :string           not null
+#  model_type    :string
+#  status        :string
+#  dataset_id    :bigint
+#  configuration :json
+#  version       :string           not null
+#  root_dir      :string
+#  file          :json
+#  created_at    :datetime         not null
+#  updated_at    :datetime         not null
 module EasyML
   module Models
-    class XGBoost < EasyML::Model
-      include EasyML::Core::Models::XGBoostCore
+    class XGBoost < BaseModel
+      Hyperparameters = EasyML::Models::Hyperparameters::XGBoost
+
+      OBJECTIVES = {
+        classification: {
+          binary: %w[binary:logistic binary:hinge],
+          multiclass: %w[multi:softmax multi:softprob],
+        },
+        regression: %w[reg:squarederror reg:logistic],
+      }
+
+      OBJECTIVES_FRONTEND = {
+        classification: [
+          { value: "binary:logistic", label: "Binary Logistic", description: "For binary classification" },
+          { value: "binary:hinge", label: "Binary Hinge", description: "For binary classification with hinge loss" },
+          { value: "multi:softmax", label: "Multiclass Softmax", description: "For multiclass classification" },
+          { value: "multi:softprob", label: "Multiclass Probability",
+            description: "For multiclass classification with probability output" },
+        ],
+        regression: [
+          { value: "reg:squarederror", label: "Squared Error", description: "For regression with squared loss" },
+          { value: "reg:logistic", label: "Logistic", description: "For regression with logistic loss" },
+        ],
+      }
+
+      add_configuration_attributes :early_stopping_rounds
+      attr_accessor :xgboost_model, :booster
+
+      def build_hyperparameters(params)
+        params = {} if params.nil?
+        return nil unless params.is_a?(Hash)
+
+        params.to_h.symbolize_keys!
+
+        params[:booster] = :gbtree unless params.key?(:booster)
+
+        klass = case params[:booster].to_sym
+          when :gbtree
+            Hyperparameters::GBTree
+          when :dart
+            Hyperparameters::Dart
+          when :gblinear
+            Hyperparameters::GBLinear
+          else
+            raise "Unknown booster type: #{booster}"
+          end
+        raise "Unknown booster type #{booster}" unless klass.present?
+
+        overrides = {
+          objective: model.objective,
+        }
+        params.merge!(overrides)
+
+        klass.new(params)
+      end
+
+      def add_auto_configurable_callbacks(params)
+        if EasyML::Configuration.wandb_api_key.present?
+          params.map!(&:deep_symbolize_keys)
+          unless params.any? { |c| c[:callback_type]&.to_sym == :wandb }
+            params << {
+              callback_type: :wandb,
+              project_name: model.name,
+              log_feature_importance: false,
+              define_metric: false,
+            }
+          end
+
+          unless params.any? { |c| c[:callback_type]&.to_sym == :evals_callback }
+            params << {
+              callback_type: :evals_callback,
+            }
+          end
+
+          unless params.any? { |c| c[:callback_type]&.to_sym == :progress_callback }
+            params << {
+              callback_type: :progress_callback,
+            }
+          end
+
+          params.sort_by! { |c| c[:callback_type] == :evals_callback ? 0 : 1 }
+        end
+      end
+
+      def build_callbacks(params)
+        return [] unless params.is_a?(Array)
+
+        add_auto_configurable_callbacks(params)
+
+        params.uniq! { |c| c[:callback_type] }
+
+        params.map do |conf|
+          conf.symbolize_keys!
+          if conf.key?(:callback_type)
+            callback_type = conf[:callback_type]
+          else
+            callback_type = conf.keys.first.to_sym
+            conf = conf.values.first.symbolize_keys!
+          end
+
+          klass = case callback_type.to_sym
+            when :wandb then Wandb::XGBoostCallback
+            when :evals_callback then EasyML::Models::XGBoost::EvalsCallback
+            when :progress_callback then EasyML::Models::XGBoost::ProgressCallback
+            end
+          raise "Unknown callback type #{callback_type}" unless klass.present?
+
+          klass.new(conf).tap do |instance|
+            instance.instance_variable_set(:@callback_type, callback_type)
+            instance.send(:model=, model) if instance.respond_to?(:model=)
+          end
+        end
+      end
+
+      def after_tuning
+        model.callbacks.each do |callback|
+          callback.after_tuning if callback.respond_to?(:after_tuning)
+        end
+      end
+
+      def prepare_callbacks(tuner)
+        set_wandb_project(tuner.project_name)
+
+        model.callbacks.each do |callback|
+          callback.prepare_callback(tuner) if callback.respond_to?(:prepare_callback)
+        end
+      end
+
+      def set_wandb_project(project_name)
+        wandb_callback = model.callbacks.detect { |cb| cb.class == Wandb::XGBoostCallback }
+        return unless wandb_callback.present?
+        wandb_callback.project_name = project_name
+      end
+
+      def get_wandb_project
+        wandb_callback = model.callbacks.detect { |cb| cb.class == Wandb::XGBoostCallback }
+        return nil unless wandb_callback.present?
+        wandb_callback.project_name
+      end
+
+      def delete_wandb_project
+        wandb_callback = model.callbacks.detect { |cb| cb.class == Wandb::XGBoostCallback }
+        return nil unless wandb_callback.present?
+        wandb_callback.project_name = nil
+      end
+
+      def is_fit?
+        @booster.present? && @booster.feature_names.any?
+      end
+
+      attr_accessor :progress_callback
+
+      def fit(tuning: false, x_train: nil, y_train: nil, x_valid: nil, y_valid: nil, &progress_block)
+        validate_objective
+
+        d_train, d_valid, = prepare_data if x_train.nil?
+
+        evals = [[d_train, "train"], [d_valid, "eval"]]
+        self.progress_callback = progress_block
+        set_default_wandb_project_name unless tuning
+        @booster = base_model.train(hyperparameters.to_h,
+                                    d_train,
+                                    evals: evals,
+                                    num_boost_round: hyperparameters["n_estimators"],
+                                    callbacks: model.callbacks,
+                                    early_stopping_rounds: hyperparameters.to_h.dig("early_stopping_rounds"))
+        delete_wandb_project unless tuning
+        return @booster
+      end
+
+      def set_default_wandb_project_name
+        return if get_wandb_project.present?
+
+        started_at = EasyML::Support::UTC.now
+        project_name = "#{model.name}_#{started_at.strftime("%Y_%m_%d_%H_%M_%S")}"
+        set_wandb_project(project_name)
+      end
+
+      def fit_in_batches(tuning: false, batch_size: 1024, batch_key: nil, batch_start: nil, batch_overlap: 1, checkpoint_dir: Rails.root.join("tmp", "xgboost_checkpoints"))
+        validate_objective
+        ensure_directory_exists(checkpoint_dir)
+        set_default_wandb_project_name unless tuning
+
+        # Prepare validation data
+        x_valid, y_valid = dataset.valid(split_ys: true)
+        d_valid = preprocess(x_valid, y_valid)
+
+        num_iterations = hyperparameters.to_h[:n_estimators]
+        early_stopping_rounds = hyperparameters.to_h[:early_stopping_rounds]
+
+        num_batches = dataset.train(batch_size: batch_size, batch_start: batch_start, batch_key: batch_key).count
+        iterations_per_batch = num_iterations / num_batches
+        stopping_points = (1..num_batches).to_a.map { |n| n * iterations_per_batch }
+        stopping_points[-1] = num_iterations
+
+        current_iteration = 0
+        current_batch = 0
+
+        callbacks = model.callbacks.nil? ? [] : model.callbacks.dup
+        callbacks << ::XGBoost::EvaluationMonitor.new(period: 1)
+
+        # Generate batches without loading full dataset
+        batches = dataset.train(split_ys: true, batch_size: batch_size, batch_start: batch_start, batch_key: batch_key)
+        prev_xs = []
+        prev_ys = []
+
+        while current_iteration < num_iterations
+          # Load the next batch
+          x_train, y_train = batches.next
+
+          # Add batch_overlap from previous batch if applicable
+          merged_x, merged_y = nil, nil
+          if prev_xs.any?
+            merged_x = Polars.concat([x_train] + prev_xs.flatten)
+            merged_y = Polars.concat([y_train] + prev_ys.flatten)
+          end
+
+          if batch_overlap > 0
+            prev_xs << [x_train]
+            prev_ys << [y_train]
+            if prev_xs.size > batch_overlap
+              prev_xs = prev_xs[1..]
+              prev_ys = prev_ys[1..]
+            end
+          end
+
+          if merged_x.present?
+            x_train = merged_x
+            y_train = merged_y
+          end
+
+          d_train = preprocess(x_train, y_train)
+          evals = [[d_train, "train"], [d_valid, "eval"]]
+
+          model_file = current_batch == 0 ? nil : checkpoint_dir.join("#{current_batch - 1}.json").to_s
+
+          @booster = booster_class.new(
+            params: hyperparameters.to_h.symbolize_keys,
+            cache: [d_train, d_valid],
+            model_file: model_file,
+          )
+          loop_callbacks = callbacks.dup
+          if early_stopping_rounds
+            loop_callbacks << ::XGBoost::EarlyStopping.new(rounds: early_stopping_rounds)
+          end
+          cb_container = ::XGBoost::CallbackContainer.new(loop_callbacks)
+          @booster = cb_container.before_training(@booster) if current_iteration == 0
+
+          stopping_point = stopping_points[current_batch]
+          while current_iteration < stopping_point
+            break if cb_container.before_iteration(@booster, current_iteration, d_train, evals)
+            @booster.update(d_train, current_iteration)
+            break if cb_container.after_iteration(@booster, current_iteration, d_train, evals)
+            current_iteration += 1
+          end
+          current_iteration = stopping_point # In case of early stopping
+
+          @booster.save_model(checkpoint_dir.join("#{current_batch}.json").to_s)
+          current_batch += 1
+        end
+
+        @booster = cb_container.after_training(@booster)
+        delete_wandb_project unless tuning
+        return @booster
+      end
+
+      def weights
+        @booster.save_model("tmp/xgboost_model.json")
+        @booster.get_dump
+      end
+
+      def predict(xs)
+        raise "No trained model! Train a model before calling predict" unless @booster.present?
+        raise "Cannot predict on nil — XGBoost" if xs.nil?
+
+        begin
+          y_pred = @booster.predict(preprocess(xs))
+        rescue StandardError => e
+          raise e unless e.message.match?(/Number of columns does not match/)
+
+          raise %(
+              >>>>><<<<<
+              XGBoost received predict with unexpected features!
+              >>>>><<<<<
+
+              Model expects features:
+              #{feature_names}
+              Model received features:
+              #{xs.columns}
+            )
+        end
+
+        case task.to_sym
+        when :classification
+          to_classification(y_pred)
+        else
+          y_pred
+        end
+      end
+
+      def predict_proba(data)
+        dmat = DMatrix.new(data)
+        y_pred = @booster.predict(dmat)
+
+        if y_pred.first.is_a?(Array)
+          # multiple classes
+          y_pred
+        else
+          y_pred.map { |v| [1 - v, v] }
+        end
+      end
+
+      def unload
+        @xgboost_model = nil
+        @booster = nil
+      end
+
+      def loaded?
+        @booster.present? && @booster.feature_names.any?
+      end
+
+      def load_model_file(path)
+        return if loaded?
+
+        initialize_model do
+          attrs = {
+            params: hyperparameters.to_h.symbolize_keys.compact,
+            model_file: path,
+          }.compact
+          booster_class.new(**attrs)
+        end
+      end
+
+      def external_model
+        @booster
+      end
+
+      def external_model=(booster)
+        @booster = booster
+      end
+
+      def model_changed?(prev_hash)
+        return false unless @booster.present? && @booster.feature_names.any?
+
+        current_model_hash = nil
+        Tempfile.create(["xgboost_model", ".json"]) do |tempfile|
+          @booster.save_model(tempfile.path)
+          tempfile.rewind
+          JSON.parse(tempfile.read)
+          current_model_hash = Digest::SHA256.file(tempfile.path).hexdigest
+        end
+        current_model_hash != prev_hash
+      end
+
+      def save_model_file(path)
+        path = path.to_s
+        ensure_directory_exists(File.dirname(path))
+        extension = Pathname.new(path).extname.gsub("\.", "")
+        path = "#{path}.json" unless extension == "json"
+
+        @booster.save_model(path)
+        path
+      end
+
+      def feature_names
+        @booster.feature_names
+      end
+
+      def feature_importances
+        score = @booster.score(importance_type: @importance_type || "gain")
+        scores = @booster.feature_names.map { |k| score[k] || 0.0 }
+        total = scores.sum.to_f
+        fi = scores.map { |s| s / total }
+        @booster.feature_names.zip(fi).to_h
+      end
+
+      def base_model
+        ::XGBoost
+      end
+
+      def prepare_data
+        if @d_train.nil?
+          x_sample, y_sample = dataset.train(split_ys: true, limit: 5)
+          preprocess(x_sample, y_sample) # Ensure we fail fast if the dataset is misconfigured
+          x_train, y_train = dataset.train(split_ys: true)
+          x_valid, y_valid = dataset.valid(split_ys: true)
+          x_test, y_test = dataset.test(split_ys: true)
+          @d_train = preprocess(x_train, y_train)
+          @d_valid = preprocess(x_valid, y_valid)
+          @d_test = preprocess(x_test, y_test)
+        end
+
+        [@d_train, @d_valid, @d_test]
+      end
+
+      def preprocess(xs, ys = nil)
+        return xs if xs.is_a?(::XGBoost::DMatrix)
+
+        orig_xs = xs.dup
+        column_names = xs.columns
+        xs = _preprocess(xs)
+        ys = ys.nil? ? nil : _preprocess(ys).flatten
+        kwargs = { label: ys }.compact
+        begin
+          ::XGBoost::DMatrix.new(xs, **kwargs).tap do |dmat|
+            dmat.feature_names = column_names
+          end
+        rescue StandardError => e
+          problematic_columns = orig_xs.schema.select { |k, v| [Polars::Categorical, Polars::String].include?(v) }
+          problematic_xs = orig_xs.select(problematic_columns.keys)
+          raise %(
+            Error building data for XGBoost.
+            Apply preprocessing to columns 
+            >>>>><<<<<
+            #{problematic_columns.keys}
+            >>>>><<<<<
+            A sample of your dataset:
+            #{problematic_xs[0..5]}
+
+            #{if ys.present?
+                  %(
+                This may also be due to your targets:
+                #{ys[0..5]}
+              )
+                else
+                  ""
+                end}
+          )
+        end
+      end
+
+      def self.hyperparameter_constants
+        EasyML::Models::Hyperparameters::XGBoost.hyperparameter_constants
+      end
+
+      private
+
+      def booster_class
+        ::XGBoost::Booster
+      end
+
+      def d_matrix_class
+        ::XGBoost::DMatrix
+      end
+
+      def model_class
+        ::XGBoost::Model
+      end
+
+      def fit_batch(d_train, current_iteration, evals, cb_container)
+        if @booster.nil?
+          @booster = booster_class.new(params: @hyperparameters.to_h, cache: [d_train] + evals.map do |d|
+                                         d[0]
+                                       end, early_stopping_rounds: @hyperparameters.to_h.dig(:early_stopping_rounds))
+        end
+
+        @booster = cb_container.before_training(@booster)
+        cb_container.before_iteration(@booster, current_iteration, d_train, evals)
+        @booster.update(d_train, current_iteration)
+        cb_container.after_iteration(@booster, current_iteration, d_train, evals)
+      end
+
+      def _preprocess(df)
+        return df if df.is_a?(Array)
+
+        df.to_a.map do |row|
+          row.values.map do |value|
+            case value
+            when Time
+              value.to_i # Convert Time to Unix timestamp
+            when Date
+              value.to_time.to_i # Convert Date to Unix timestamp
+            when String
+              value
+            when TrueClass, FalseClass
+              value ? 1.0 : 0.0 # Convert booleans to 1.0 and 0.0
+            when Integer
+              value
+            else
+              value.to_f # Ensure everything else is converted to a float
+            end
+          end
+        end
+      end
+
+      def initialize_model
+        @xgboost_model = model_class.new(n_estimators: @hyperparameters.to_h.dig(:n_estimators))
+        if block_given?
+          @booster = yield
+        else
+          attrs = {
+            params: hyperparameters.to_h.symbolize_keys,
+          }.deep_compact
+          @booster = booster_class.new(**attrs)
+        end
+        @xgboost_model.instance_variable_set(:@booster, @booster)
+      end
+
+      def validate_objective
+        objective = hyperparameters.objective
+        unless task.present?
+          raise ArgumentError,
+                "cannot train model without task. Please specify either regression or classification (model.task = :regression)"
+        end
+
+        case task.to_sym
+        when :classification
+          _, ys = dataset.data(split_ys: true)
+          classification_type = ys[ys.columns.first].uniq.count <= 2 ? :binary : :multi_class
+          allowed_objectives = OBJECTIVES[:classification][classification_type]
+        else
+          allowed_objectives = OBJECTIVES[task.to_sym]
+        end
+        return if allowed_objectives.map(&:to_sym).include?(objective.to_sym)
+
+        raise ArgumentError,
+              "cannot use #{objective} for #{task} task. Allowed objectives are: #{allowed_objectives.join(", ")}"
+      end
+
+      def to_classification(y_pred)
+        if y_pred.first.is_a?(Array)
+          # multiple classes
+          y_pred.map do |v|
+            v.map.with_index.max_by { |v2, _| v2 }.last
+          end
+        else
+          y_pred.map { |v| v > 0.5 ? 1 : 0 }
+        end
+      end
     end
   end
 end

data/app/models/easy_ml/prediction.rb

@@ -0,0 +1,44 @@
+# == Schema Information
+#
+# Table name: easy_ml_predictions
+#
+#  id               :bigint           not null, primary key
+#  model_id         :bigint           not null
+#  model_history_id :bigint
+#  prediction_type  :string
+#  prediction_value :jsonb
+#  raw_input        :jsonb
+#  normalized_input :jsonb
+#  created_at       :datetime         not null
+#  updated_at       :datetime         not null
+#
+module EasyML
+  class Prediction < ActiveRecord::Base
+    self.table_name = "easy_ml_predictions"
+
+    belongs_to :model
+    belongs_to :model_history, optional: true
+
+    validates :model_id, presence: true
+    validates :prediction_type, presence: true, inclusion: { in: %w[regression classification] }
+    validates :prediction_value, presence: true
+    validates :raw_input, presence: true
+    validates :normalized_input, presence: true
+
+    def prediction
+      prediction_value["value"]
+    end
+
+    def probabilities
+      prediction_value["probabilities"]
+    end
+
+    def regression?
+      prediction_type == "regression"
+    end
+
+    def classification?
+      prediction_type == "classification"
+    end
+  end
+end