ins-pricing 0.1.11__py3-none-any.whl → 0.2.0__py3-none-any.whl

ins_pricing/modelling/core/bayesopt/model_plotting_mixin.py

@@ -0,0 +1,548 @@
+from __future__ import annotations
+
+import os
+from typing import List, Optional
+
+try:  # matplotlib is optional; avoid hard import failures in headless/minimal envs
+    import matplotlib
+    if os.name != "nt" and not os.environ.get("DISPLAY") and not os.environ.get("MPLBACKEND"):
+        matplotlib.use("Agg")
+    import matplotlib.pyplot as plt
+    _MPL_IMPORT_ERROR: Optional[BaseException] = None
+except Exception as exc:  # pragma: no cover - optional dependency
+    plt = None  # type: ignore[assignment]
+    _MPL_IMPORT_ERROR = exc
+
+import numpy as np
+import pandas as pd
+
+from .utils import EPS, PlotUtils
+
+try:
+    from ...plotting import curves as plot_curves
+    from ...plotting import diagnostics as plot_diagnostics
+    from ...plotting.common import PlotStyle, finalize_figure
+except Exception:  # pragma: no cover - optional for legacy imports
+    try:  # best-effort for non-package imports
+        from ins_pricing.plotting import curves as plot_curves
+        from ins_pricing.plotting import diagnostics as plot_diagnostics
+        from ins_pricing.plotting.common import PlotStyle, finalize_figure
+    except Exception:  # pragma: no cover
+        plot_curves = None
+        plot_diagnostics = None
+        PlotStyle = None
+        finalize_figure = None
+
+
+def _plot_skip(label: str) -> None:
+    if _MPL_IMPORT_ERROR is not None:
+        print(f"[Plot] Skip {label}: matplotlib unavailable ({_MPL_IMPORT_ERROR}).", flush=True)
+    else:
+        print(f"[Plot] Skip {label}: matplotlib unavailable.", flush=True)
+
+
+class BayesOptPlottingMixin:
+    def plot_oneway(
+        self,
+        n_bins=10,
+        pred_col: Optional[str] = None,
+        pred_label: Optional[str] = None,
+        pred_weighted: Optional[bool] = None,
+        plot_subdir: Optional[str] = None,
+    ):
+        if plt is None and plot_diagnostics is None:
+            _plot_skip("oneway plot")
+            return
+        if pred_col is not None and pred_col not in self.train_data.columns:
+            print(
+                f"[Oneway] Missing prediction column '{pred_col}'; skip predicted line.",
+                flush=True,
+            )
+            pred_col = None
+        if pred_weighted is None and pred_col is not None:
+            pred_weighted = pred_col.startswith("w_pred_")
+        if pred_weighted is None:
+            pred_weighted = False
+        plot_subdir = plot_subdir.strip("/\\") if plot_subdir else "oneway"
+        plot_prefix = f"{self.model_nme}/{plot_subdir}"
+
+        def _safe_tag(value: str) -> str:
+            return (
+                value.strip()
+                .replace(" ", "_")
+                .replace("/", "_")
+                .replace("\\", "_")
+                .replace(":", "_")
+            )
+
+        if plot_diagnostics is None:
+            for c in self.factor_nmes:
+                fig = plt.figure(figsize=(7, 5))
+                if c in self.cate_list:
+                    group_col = c
+                    plot_source = self.train_data
+                else:
+                    group_col = f'{c}_bins'
+                    bins = pd.qcut(
+                        self.train_data[c],
+                        n_bins,
+                        duplicates='drop'  # Drop duplicate quantiles to avoid errors.
+                    )
+                    plot_source = self.train_data.assign(**{group_col: bins})
+                if pred_col is not None and pred_col in plot_source.columns:
+                    if pred_weighted:
+                        plot_source = plot_source.assign(
+                            _pred_w=plot_source[pred_col]
+                        )
+                    else:
+                        plot_source = plot_source.assign(
+                            _pred_w=plot_source[pred_col] * plot_source[self.weight_nme]
+                        )
+                plot_data = plot_source.groupby(
+                    [group_col], observed=True).sum(numeric_only=True)
+                plot_data.reset_index(inplace=True)
+                plot_data['act_v'] = plot_data['w_act'] / \
+                    plot_data[self.weight_nme]
+                if pred_col is not None and "_pred_w" in plot_data.columns:
+                    plot_data["pred_v"] = plot_data["_pred_w"] / plot_data[self.weight_nme]
+                ax = fig.add_subplot(111)
+                ax.plot(plot_data.index, plot_data['act_v'],
+                        label='Actual', color='red')
+                if pred_col is not None and "pred_v" in plot_data.columns:
+                    ax.plot(
+                        plot_data.index,
+                        plot_data["pred_v"],
+                        label=pred_label or "Predicted",
+                        color="tab:blue",
+                    )
+                ax.set_title(
+                    'Analysis of  %s : Train Data' % group_col,
+                    fontsize=8)
+                plt.xticks(plot_data.index,
+                           list(plot_data[group_col].astype(str)),
+                           rotation=90)
+                if len(list(plot_data[group_col].astype(str))) > 50:
+                    plt.xticks(fontsize=3)
+                else:
+                    plt.xticks(fontsize=6)
+                plt.yticks(fontsize=6)
+                ax2 = ax.twinx()
+                ax2.bar(plot_data.index,
+                        plot_data[self.weight_nme],
+                        alpha=0.5, color='seagreen')
+                plt.yticks(fontsize=6)
+                plt.margins(0.05)
+                plt.subplots_adjust(wspace=0.3)
+                if pred_col is not None and "pred_v" in plot_data.columns:
+                    ax.legend(fontsize=6)
+                pred_tag = _safe_tag(pred_label or pred_col) if pred_col else None
+                if pred_tag:
+                    filename = f'00_{self.model_nme}_{group_col}_oneway_{pred_tag}.png'
+                else:
+                    filename = f'00_{self.model_nme}_{group_col}_oneway.png'
+                save_path = self._resolve_plot_path(plot_prefix, filename)
+                plt.savefig(save_path, dpi=300)
+                plt.close(fig)
+            return
+
+        if "w_act" not in self.train_data.columns:
+            print("[Oneway] Missing w_act column; skip plotting.", flush=True)
+            return
+
+        for c in self.factor_nmes:
+            is_cat = c in (self.cate_list or [])
+            group_col = c if is_cat else f"{c}_bins"
+            title = f"Analysis of {group_col} : Train Data"
+            pred_tag = _safe_tag(pred_label or pred_col) if pred_col else None
+            if pred_tag:
+                filename = f"00_{self.model_nme}_{group_col}_oneway_{pred_tag}.png"
+            else:
+                filename = f"00_{self.model_nme}_{group_col}_oneway.png"
+            save_path = self._resolve_plot_path(plot_prefix, filename)
+            plot_diagnostics.plot_oneway(
+                self.train_data,
+                feature=c,
+                weight_col=self.weight_nme,
+                target_col="w_act",
+                pred_col=pred_col,
+                pred_weighted=pred_weighted,
+                pred_label=pred_label,
+                n_bins=n_bins,
+                is_categorical=is_cat,
+                title=title,
+                save_path=save_path,
+                show=False,
+            )
+
+
+    def _resolve_plot_path(self, subdir: Optional[str], filename: str) -> str:
+        style = str(getattr(self.config, "plot_path_style", "nested") or "nested").strip().lower()
+        if style in {"flat", "root"}:
+            return self.output_manager.plot_path(filename)
+        if subdir:
+            return self.output_manager.plot_path(f"{subdir}/{filename}")
+        return self.output_manager.plot_path(filename)
+
+
+    def plot_lift(self, model_label, pred_nme, n_bins=10):
+        if plt is None:
+            _plot_skip("lift plot")
+            return
+        model_map = {
+            'Xgboost': 'pred_xgb',
+            'ResNet': 'pred_resn',
+            'ResNetClassifier': 'pred_resn',
+            'GLM': 'pred_glm',
+            'GNN': 'pred_gnn',
+        }
+        if str(self.config.ft_role) == "model":
+            model_map.update({
+                'FTTransformer': 'pred_ft',
+                'FTTransformerClassifier': 'pred_ft',
+            })
+        for k, v in model_map.items():
+            if model_label.startswith(k):
+                pred_nme = v
+                break
+        safe_label = (
+            str(model_label)
+            .replace(" ", "_")
+            .replace("/", "_")
+            .replace("\\", "_")
+            .replace(":", "_")
+        )
+        plot_prefix = f"{self.model_nme}/lift"
+        filename = f"01_{self.model_nme}_{safe_label}_lift.png"
+
+        datasets = []
+        for title, data in [
+            ('Lift Chart on Train Data', self.train_data),
+            ('Lift Chart on Test Data', self.test_data),
+        ]:
+            if 'w_act' not in data.columns or data['w_act'].isna().all():
+                print(
+                    f"[Lift] Missing labels for {title}; skip.",
+                    flush=True,
+                )
+                continue
+            datasets.append((title, data))
+
+        if not datasets:
+            print("[Lift] No labeled data available; skip plotting.", flush=True)
+            return
+
+        if plot_curves is None:
+            fig = plt.figure(figsize=(11, 5))
+            positions = [111] if len(datasets) == 1 else [121, 122]
+            for pos, (title, data) in zip(positions, datasets):
+                if pred_nme not in data.columns or f'w_{pred_nme}' not in data.columns:
+                    print(
+                        f"[Lift] Missing prediction columns in {title}; skip.",
+                        flush=True,
+                    )
+                    continue
+                lift_df = pd.DataFrame({
+                    'pred': data[pred_nme].values,
+                    'w_pred': data[f'w_{pred_nme}'].values,
+                    'act': data['w_act'].values,
+                    'weight': data[self.weight_nme].values
+                })
+                plot_data = PlotUtils.split_data(lift_df, 'pred', 'weight', n_bins)
+                denom = np.maximum(plot_data['weight'], EPS)
+                plot_data['exp_v'] = plot_data['w_pred'] / denom
+                plot_data['act_v'] = plot_data['act'] / denom
+                plot_data = plot_data.reset_index()
+
+                ax = fig.add_subplot(pos)
+                PlotUtils.plot_lift_ax(ax, plot_data, title)
+
+            plt.subplots_adjust(wspace=0.3)
+            save_path = self._resolve_plot_path(plot_prefix, filename)
+            plt.savefig(save_path, dpi=300)
+            plt.show()
+            plt.close(fig)
+            return
+
+        style = PlotStyle() if PlotStyle else None
+        fig, axes = plt.subplots(1, len(datasets), figsize=(11, 5))
+        if len(datasets) == 1:
+            axes = [axes]
+
+        for ax, (title, data) in zip(axes, datasets):
+            pred_vals = None
+            if pred_nme in data.columns:
+                pred_vals = data[pred_nme].values
+            else:
+                w_pred_col = f"w_{pred_nme}"
+                if w_pred_col in data.columns:
+                    denom = np.maximum(data[self.weight_nme].values, EPS)
+                    pred_vals = data[w_pred_col].values / denom
+            if pred_vals is None:
+                print(
+                    f"[Lift] Missing prediction columns in {title}; skip.",
+                    flush=True,
+                )
+                continue
+
+            plot_curves.plot_lift_curve(
+                pred_vals,
+                data['w_act'].values,
+                data[self.weight_nme].values,
+                n_bins=n_bins,
+                title=title,
+                pred_label="Predicted",
+                act_label="Actual",
+                weight_label="Earned Exposure",
+                pred_weighted=False,
+                actual_weighted=True,
+                ax=ax,
+                show=False,
+                style=style,
+            )
+
+        plt.subplots_adjust(wspace=0.3)
+        save_path = self._resolve_plot_path(plot_prefix, filename)
+        if finalize_figure:
+            finalize_figure(fig, save_path=save_path, show=True, style=style)
+        else:
+            plt.savefig(save_path, dpi=300)
+            plt.show()
+            plt.close(fig)
+
+    # Double lift curve plot.
+
+    def plot_dlift(self, model_comp: List[str] = ['xgb', 'resn'], n_bins: int = 10) -> None:
+        # Compare two models across bins.
+        # Args:
+        #   model_comp: model keys to compare (e.g., ['xgb', 'resn']).
+        #   n_bins: number of bins for lift curves.
+        if plt is None:
+            _plot_skip("double lift plot")
+            return
+        if len(model_comp) != 2:
+            raise ValueError("`model_comp` must contain two models to compare.")
+
+        model_name_map = {
+            'xgb': 'Xgboost',
+            'resn': 'ResNet',
+            'glm': 'GLM',
+            'gnn': 'GNN',
+        }
+        if str(self.config.ft_role) == "model":
+            model_name_map['ft'] = 'FTTransformer'
+
+        name1, name2 = model_comp
+        if name1 not in model_name_map or name2 not in model_name_map:
+            raise ValueError(f"Unsupported model key. Choose from {list(model_name_map.keys())}.")
+        plot_prefix = f"{self.model_nme}/double_lift"
+        filename = f"02_{self.model_nme}_dlift_{name1}_vs_{name2}.png"
+
+        datasets = []
+        for data_name, data in [('Train Data', self.train_data),
+                                ('Test Data', self.test_data)]:
+            if 'w_act' not in data.columns or data['w_act'].isna().all():
+                print(
+                    f"[Double Lift] Missing labels for {data_name}; skip.",
+                    flush=True,
+                )
+                continue
+            datasets.append((data_name, data))
+
+        if not datasets:
+            print("[Double Lift] No labeled data available; skip plotting.", flush=True)
+            return
+
+        if plot_curves is None:
+            fig, axes = plt.subplots(1, len(datasets), figsize=(11, 5))
+            if len(datasets) == 1:
+                axes = [axes]
+
+            for ax, (data_name, data) in zip(axes, datasets):
+                pred1_col = f'w_pred_{name1}'
+                pred2_col = f'w_pred_{name2}'
+
+                if pred1_col not in data.columns or pred2_col not in data.columns:
+                    print(
+                        f"Warning: missing prediction columns {pred1_col} or {pred2_col} in {data_name}. Skip plot.")
+                    continue
+
+                lift_data = pd.DataFrame({
+                    'pred1': data[pred1_col].values,
+                    'pred2': data[pred2_col].values,
+                    'diff_ly': data[pred1_col].values / np.maximum(data[pred2_col].values, EPS),
+                    'act': data['w_act'].values,
+                    'weight': data[self.weight_nme].values
+                })
+                plot_data = PlotUtils.split_data(
+                    lift_data, 'diff_ly', 'weight', n_bins)
+                denom = np.maximum(plot_data['act'], EPS)
+                plot_data['exp_v1'] = plot_data['pred1'] / denom
+                plot_data['exp_v2'] = plot_data['pred2'] / denom
+                plot_data['act_v'] = plot_data['act'] / denom
+                plot_data.reset_index(inplace=True)
+
+                label1 = model_name_map[name1]
+                label2 = model_name_map[name2]
+
+                PlotUtils.plot_dlift_ax(
+                    ax, plot_data, f'Double Lift Chart on {data_name}', label1, label2)
+
+            plt.subplots_adjust(bottom=0.25, top=0.95, right=0.8, wspace=0.3)
+            save_path = self._resolve_plot_path(plot_prefix, filename)
+            plt.savefig(save_path, dpi=300)
+            plt.show()
+            plt.close(fig)
+            return
+
+        style = PlotStyle() if PlotStyle else None
+        fig, axes = plt.subplots(1, len(datasets), figsize=(11, 5))
+        if len(datasets) == 1:
+            axes = [axes]
+
+        label1 = model_name_map[name1]
+        label2 = model_name_map[name2]
+
+        for ax, (data_name, data) in zip(axes, datasets):
+            weight_vals = data[self.weight_nme].values
+            pred1 = None
+            pred2 = None
+
+            pred1_col = f"pred_{name1}"
+            pred2_col = f"pred_{name2}"
+            if pred1_col in data.columns:
+                pred1 = data[pred1_col].values
+            else:
+                w_pred1_col = f"w_pred_{name1}"
+                if w_pred1_col in data.columns:
+                    pred1 = data[w_pred1_col].values / np.maximum(weight_vals, EPS)
+
+            if pred2_col in data.columns:
+                pred2 = data[pred2_col].values
+            else:
+                w_pred2_col = f"w_pred_{name2}"
+                if w_pred2_col in data.columns:
+                    pred2 = data[w_pred2_col].values / np.maximum(weight_vals, EPS)
+
+            if pred1 is None or pred2 is None:
+                print(
+                    f"Warning: missing pred_{name1}/pred_{name2} or w_pred columns in {data_name}. Skip plot.")
+                continue
+
+            plot_curves.plot_double_lift_curve(
+                pred1,
+                pred2,
+                data['w_act'].values,
+                weight_vals,
+                n_bins=n_bins,
+                title=f"Double Lift Chart on {data_name}",
+                label1=label1,
+                label2=label2,
+                pred1_weighted=False,
+                pred2_weighted=False,
+                actual_weighted=True,
+                ax=ax,
+                show=False,
+                style=style,
+            )
+
+        plt.subplots_adjust(bottom=0.25, top=0.95, right=0.8, wspace=0.3)
+        save_path = self._resolve_plot_path(plot_prefix, filename)
+        if finalize_figure:
+            finalize_figure(fig, save_path=save_path, show=True, style=style)
+        else:
+            plt.savefig(save_path, dpi=300)
+            plt.show()
+            plt.close(fig)
+
+    # Conversion lift curve plot.
+
+    def plot_conversion_lift(self, model_pred_col: str, n_bins: int = 20):
+        if plt is None:
+            _plot_skip("conversion lift plot")
+            return
+        if not self.binary_resp_nme:
+            print("Error: `binary_resp_nme` not provided at BayesOptModel init; cannot plot conversion lift.")
+            return
+
+        if plot_curves is None:
+            fig, axes = plt.subplots(1, 2, figsize=(14, 6), sharey=True)
+            datasets = {
+                'Train Data': self.train_data,
+                'Test Data': self.test_data
+            }
+
+            for ax, (data_name, data) in zip(axes, datasets.items()):
+                if model_pred_col not in data.columns:
+                    print(f"Warning: missing prediction column '{model_pred_col}' in {data_name}. Skip plot.")
+                    continue
+
+                # Sort by model prediction and compute bins.
+                plot_data = data.sort_values(by=model_pred_col).copy()
+                plot_data['cum_weight'] = plot_data[self.weight_nme].cumsum()
+                total_weight = plot_data[self.weight_nme].sum()
+
+                if total_weight > EPS:
+                    plot_data['bin'] = pd.cut(
+                        plot_data['cum_weight'],
+                        bins=n_bins,
+                        labels=False,
+                        right=False
+                    )
+                else:
+                    plot_data['bin'] = 0
+
+                # Aggregate by bins.
+                lift_agg = plot_data.groupby('bin').agg(
+                    total_weight=(self.weight_nme, 'sum'),
+                    actual_conversions=(self.binary_resp_nme, 'sum'),
+                    weighted_conversions=('w_binary_act', 'sum'),
+                    avg_pred=(model_pred_col, 'mean')
+                ).reset_index()
+
+                # Compute conversion rate.
+                lift_agg['conversion_rate'] = lift_agg['weighted_conversions'] / \
+                    lift_agg['total_weight']
+
+                # Compute overall average conversion rate.
+                overall_conversion_rate = data['w_binary_act'].sum(
+                ) / data[self.weight_nme].sum()
+                ax.axhline(y=overall_conversion_rate, color='gray', linestyle='--',
+                           label=f'Overall Avg Rate ({overall_conversion_rate:.2%})')
+
+                ax.plot(lift_agg['bin'], lift_agg['conversion_rate'],
+                        marker='o', linestyle='-', label='Actual Conversion Rate')
+                ax.set_title(f'Conversion Rate Lift Chart on {data_name}')
+                ax.set_xlabel(f'Model Score Decile (based on {model_pred_col})')
+                ax.set_ylabel('Conversion Rate')
+                ax.grid(True, linestyle='--', alpha=0.6)
+                ax.legend()
+
+            plt.tight_layout()
+            plt.show()
+            return
+
+        fig, axes = plt.subplots(1, 2, figsize=(14, 6), sharey=True)
+        datasets = {
+            'Train Data': self.train_data,
+            'Test Data': self.test_data
+        }
+
+        for ax, (data_name, data) in zip(axes, datasets.items()):
+            if model_pred_col not in data.columns:
+                print(f"Warning: missing prediction column '{model_pred_col}' in {data_name}. Skip plot.")
+                continue
+
+            plot_curves.plot_conversion_lift(
+                data[model_pred_col].values,
+                data[self.binary_resp_nme].values,
+                data[self.weight_nme].values,
+                n_bins=n_bins,
+                title=f'Conversion Rate Lift Chart on {data_name}',
+                ax=ax,
+                show=False,
+            )
+
+        plt.tight_layout()
+        plt.show()
+
+    # ========= Lightweight explainability: Permutation Importance =========

ins_pricing/modelling/core/bayesopt/models/__init__.py

@@ -0,0 +1,27 @@
+from __future__ import annotations
+
+from .model_ft_components import (
+    FeatureTokenizer,
+    FTTransformerCore,
+    MaskedTabularDataset,
+    ScaledTransformerEncoderLayer,
+    TabularDataset,
+)
+from .model_ft_trainer import FTTransformerSklearn
+from .model_gnn import GraphNeuralNetSklearn, SimpleGNN, SimpleGraphLayer
+from .model_resn import ResBlock, ResNetSequential, ResNetSklearn
+
+__all__ = [
+    "FeatureTokenizer",
+    "FTTransformerCore",
+    "MaskedTabularDataset",
+    "ScaledTransformerEncoderLayer",
+    "TabularDataset",
+    "FTTransformerSklearn",
+    "GraphNeuralNetSklearn",
+    "SimpleGNN",
+    "SimpleGraphLayer",
+    "ResBlock",
+    "ResNetSequential",
+    "ResNetSklearn",
+]