ins-pricing 0.1.6__py3-none-any.whl

ins_pricing v2/modelling/model_plotting.py

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+from __future__ import annotations
+
+import pandas as pd
+import numpy as np
+import os
+from typing import Optional, List, TYPE_CHECKING, Any
+
+if TYPE_CHECKING:
+    from .core import BayesOptModel
+
+try:
+    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:
+    plt = None
+    _MPL_IMPORT_ERROR = exc
+
+from .utils import PlotUtils, EPS 
+
+try:
+    from .plotting import curves as plot_curves
+    from .plotting import diagnostics as plot_diagnostics
+    from .plotting.common import PlotStyle, finalize_figure
+except Exception:
+    # Fallback if imports fail (e.g. running from wrong dir)
+    try:
+        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:
+        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)
+
+
+def plot_oneway(model: "BayesOptModel", n_bins=10):
+    if plt is None and plot_diagnostics is None:
+        _plot_skip("oneway plot")
+        return
+    if plot_diagnostics is None:
+        # Legacy oneway implementation (inline)
+        for c in model.factor_nmes:
+            fig = plt.figure(figsize=(7, 5))
+            if c in model.cate_list:
+                group_col = c
+                plot_source = model.train_data
+            else:
+                group_col = f'{c}_bins'
+                bins = pd.qcut(
+                    model.train_data[c],
+                    n_bins,
+                    duplicates='drop'
+                )
+                plot_source = model.train_data.assign(**{group_col: bins})
+            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[model.weight_nme]
+            ax = fig.add_subplot(111)
+            ax.plot(plot_data.index, plot_data['act_v'],
+                    label='Actual', color='red')
+            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[model.weight_nme],
+                    alpha=0.5, color='seagreen')
+            plt.yticks(fontsize=6)
+            plt.margins(0.05)
+            plt.subplots_adjust(wspace=0.3)
+            save_path = model.output_manager.plot_path(
+                f'00_{model.model_nme}_{group_col}_oneway.png')
+            plt.savefig(save_path, dpi=300)
+            plt.close(fig)
+        return
+
+    if "w_act" not in model.train_data.columns:
+        print("[Oneway] Missing w_act column; skip plotting.", flush=True)
+        return
+
+    for c in model.factor_nmes:
+        is_cat = c in (model.cate_list or [])
+        group_col = c if is_cat else f"{c}_bins"
+        title = f"Analysis of {group_col} : Train Data"
+        save_path = model.output_manager.plot_path(
+            f"00_{model.model_nme}_{group_col}_oneway.png"
+        )
+        plot_diagnostics.plot_oneway(
+            model.train_data,
+            feature=c,
+            weight_col=model.weight_nme,
+            target_col="w_act",
+            n_bins=n_bins,
+            is_categorical=is_cat,
+            title=title,
+            save_path=save_path,
+            show=False,
+        )
+
+def plot_lift(model: "BayesOptModel", 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(model.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
+
+    datasets = []
+    for title, data in [
+        ('Lift Chart on Train Data', model.train_data),
+        ('Lift Chart on Test Data', model.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:
+        # Legacy inline plotting
+        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[model.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 = model.output_manager.plot_path(
+            f'01_{model.model_nme}_{model_label}_lift.png')
+        plt.savefig(save_path, dpi=300)
+        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[model.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[model.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 = model.output_manager.plot_path(
+        f'01_{model.model_nme}_{model_label}_lift.png')
+    if finalize_figure:
+        finalize_figure(fig, save_path=save_path, show=True, style=style)
+    else:
+        plt.savefig(save_path, dpi=300)
+        plt.close(fig)
+
+def plot_dlift(model: "BayesOptModel", model_comp: List[str] = ['xgb', 'resn'], n_bins: int = 10) -> None:
+    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(model.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())}.")
+
+    datasets = []
+    for data_name, data in [('Train Data', model.train_data),
+                            ('Test Data', model.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:
+        # Legacy
+        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[model.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 = model.output_manager.plot_path(
+            f'02_{model.model_nme}_dlift_{name1}_vs_{name2}.png')
+        plt.savefig(save_path, dpi=300)
+        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[model.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 = model.output_manager.plot_path(
+        f'02_{model.model_nme}_dlift_{name1}_vs_{name2}.png')
+    if finalize_figure:
+        finalize_figure(fig, save_path=save_path, show=True, style=style)
+    else:
+        plt.savefig(save_path, dpi=300)
+        plt.close(fig)
+
+def plot_conversion_lift(model: "BayesOptModel", model_pred_col: str, n_bins: int = 20):
+    if plt is None:
+        _plot_skip("conversion lift plot")
+        return
+    if not model.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': model.train_data,
+            'Test Data': model.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[model.weight_nme].cumsum()
+            total_weight = plot_data[model.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=(model.weight_nme, 'sum'),
+                actual_conversions=(model.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[model.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': model.train_data,
+        'Test Data': model.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[model.binary_resp_nme].values,
+            data[model.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()