ins-pricing 0.1.6__py3-none-any.whl

user_packages legacy/Try/BayesOptSearch.py

@@ -0,0 +1,830 @@
+from random import sample
+from turtle import st
+import numpy as np  # 1.26.2
+import pandas as pd  # 2.2.3
+import torch  # 1.10.1+cu111
+import torch.nn as nn
+import torch.nn.functional as F
+import optuna  # 4.3.0
+import xgboost as xgb  # 1.7.0
+import matplotlib.pyplot as plt
+import os
+import joblib
+import torch.utils.checkpoint as cp
+
+from torch.utils.data import DataLoader, TensorDataset
+from torch.cuda.amp import autocast, GradScaler
+from torch.nn.utils import clip_grad_norm_
+from sklearn.model_selection import KFold, ShuffleSplit, cross_val_score  # 1.2.2
+from sklearn.preprocessing import StandardScaler
+from sklearn.metrics import make_scorer, mean_tweedie_deviance
+
+# 定义torch下tweedie deviance损失函数
+# 参考：https://scikit-learn.org/stable/modules/model_evaluation.html#mean-poisson-gamma-and-tweedie-deviances
+
+
+def tweedie_loss(pred, target, p=1.5):
+    # Ensure predictions are positive for stability
+    eps = 1e-6
+    pred_clamped = torch.clamp(pred, min=eps)
+    # Compute Tweedie deviance components
+    if p == 1:
+        # Poisson case
+        term1 = target * torch.log(target / pred_clamped + eps)
+        term2 = -target + pred_clamped
+        term3 = 0
+    elif p == 0:
+        # Gaussian case
+        term1 = 0.5 * torch.pow(target - pred_clamped, 2)
+        term2 = 0
+        term3 = 0
+    elif p == 2:
+        # Gamma case
+        term1 = torch.log(pred_clamped / target + eps)
+        term2 = -target / pred_clamped + 1
+        term3 = 0
+    else:
+        term1 = torch.pow(target, 2 - p) / ((1 - p) * (2 - p))
+        term2 = target * torch.pow(pred_clamped, 1 - p) / (1 - p)
+        term3 = torch.pow(pred_clamped, 2 - p) / (2 - p)
+    # Tweedie negative log-likelihood (up to a constant)
+    return 2 * (term1 - term2 + term3)
+
+# 定义分箱函数
+
+
+def split_data(data, col_nme, wgt_nme, n_bins=10):
+    data.sort_values(by=col_nme, ascending=True, inplace=True)
+    data['cum_weight'] = data[wgt_nme].cumsum()
+    w_sum = data[wgt_nme].sum()
+    data.loc[:, 'bins'] = np.floor(data['cum_weight'] * float(n_bins) / w_sum)
+    data.loc[(data['bins'] == n_bins), 'bins'] = n_bins - 1
+    return data.groupby(['bins'], observed=True).sum(numeric_only=True)
+
+# 定义Lift Chart绘制函数
+
+
+def plot_lift_list(pred_model, w_pred_list, w_act_list,
+                   weight_list, tgt_nme, n_bins=10,
+                   fig_nme='Lift Chart'):
+    lift_data = pd.DataFrame()
+    lift_data.loc[:, 'pred'] = pred_model
+    lift_data.loc[:, 'w_pred'] = w_pred_list
+    lift_data.loc[:, 'act'] = w_act_list
+    lift_data.loc[:, 'weight'] = weight_list
+    plot_data = split_data(lift_data, 'pred', 'weight', n_bins)
+    plot_data['exp_v'] = plot_data['w_pred'] / plot_data['weight']
+    plot_data['act_v'] = plot_data['act'] / plot_data['weight']
+    plot_data.reset_index(inplace=True)
+    fig = plt.figure(figsize=(7, 5))
+    ax = fig.add_subplot(111)
+    ax.plot(plot_data.index, plot_data['act_v'],
+            label='Actual', color='red')
+    ax.plot(plot_data.index, plot_data['exp_v'],
+            label='Predicted', color='blue')
+    ax.set_title(
+        'Lift Chart of %s' % tgt_nme, fontsize=8)
+    plt.xticks(plot_data.index,
+               plot_data.index,
+               rotation=90, fontsize=6)
+    plt.yticks(fontsize=6)
+    plt.legend(loc='upper left',
+               fontsize=5, frameon=False)
+    plt.margins(0.05)
+    ax2 = ax.twinx()
+    ax2.bar(plot_data.index, plot_data['weight'],
+            alpha=0.5, color='seagreen',
+            label='Earned Exposure')
+    plt.yticks(fontsize=6)
+    plt.legend(loc='upper right',
+               fontsize=5, frameon=False)
+    plt.subplots_adjust(wspace=0.3)
+    save_path = os.path.join(
+        os.getcwd(), 'plot', f'05_{tgt_nme}_{fig_nme}.png')
+    plt.savefig(save_path, dpi=300)
+    plt.close(fig)
+
+# 定义Double Lift Chart绘制函数
+
+
+def plot_dlift_list(pred_model_1, pred_model_2,
+                    model_nme_1, model_nme_2,
+                    tgt_nme,
+                    w_list, w_act_list, n_bins=10,
+                    fig_nme='Double Lift Chart'):
+    lift_data = pd.DataFrame()
+    lift_data.loc[:, 'pred1'] = pred_model_1
+    lift_data.loc[:, 'pred2'] = pred_model_2
+    lift_data.loc[:, 'diff_ly'] = lift_data['pred1'] / lift_data['pred2']
+    lift_data.loc[:, 'act'] = w_act_list
+    lift_data.loc[:, 'weight'] = w_list
+    lift_data.loc[:, 'w_pred1'] = lift_data['pred1'] * lift_data['weight']
+    lift_data.loc[:, 'w_pred2'] = lift_data['pred2'] * lift_data['weight']
+    plot_data = split_data(lift_data, 'diff_ly', 'weight', n_bins)
+    plot_data['exp_v1'] = plot_data['w_pred1'] / plot_data['act']
+    plot_data['exp_v2'] = plot_data['w_pred2'] / plot_data['act']
+    plot_data['act_v'] = plot_data['act']/plot_data['act']
+    plot_data.reset_index(inplace=True)
+    fig = plt.figure(figsize=(7, 5))
+    ax = fig.add_subplot(111)
+    ax.plot(plot_data.index, plot_data['act_v'],
+            label='Actual', color='red')
+    ax.plot(plot_data.index, plot_data['exp_v1'],
+            label=model_nme_1, color='blue')
+    ax.plot(plot_data.index, plot_data['exp_v2'],
+            label=model_nme_2, color='black')
+    ax.set_title(
+        'Double Lift Chart of %s' % tgt_nme, fontsize=8)
+    plt.xticks(plot_data.index,
+               plot_data.index,
+               rotation=90, fontsize=6)
+    plt.xlabel('%s / %s' % (model_nme_1, model_nme_2), fontsize=6)
+    plt.yticks(fontsize=6)
+    plt.legend(loc='upper left',
+               fontsize=5, frameon=False)
+    plt.margins(0.1)
+    plt.subplots_adjust(bottom=0.25, top=0.95, right=0.8)
+    ax2 = ax.twinx()
+    ax2.bar(plot_data.index, plot_data['weight'],
+            alpha=0.5, color='seagreen',
+            label='Earned Exposure')
+    plt.yticks(fontsize=6)
+    plt.legend(loc='upper right',
+               fontsize=5, frameon=False)
+    plt.subplots_adjust(wspace=0.3)
+    save_path = os.path.join(
+        os.getcwd(), 'plot', f'06_{tgt_nme}_{fig_nme}.png')
+    plt.savefig(save_path, dpi=300)
+    plt.close(fig)
+
+# 残差块：两层线性 + ReLU + 残差连接
+# ResBlock 继承 nn.Module
+
+
+class ResBlock(nn.Module):
+    def __init__(self, dim):
+        super(ResBlock, self).__init__()
+        self.block = nn.Sequential(
+            nn.Linear(dim, dim),
+            nn.BatchNorm1d(dim),
+            nn.ReLU(),
+            nn.Linear(dim, dim),
+            nn.BatchNorm1d(dim)
+        )
+
+    def forward(self, x):
+        # 原始输入 + 两层变换，然后再过 ReLU
+        # 用 checkpoint来节省内存
+        # out = cp.checkpoint(self.block, x)
+        return F.relu(self.block(x) + x)
+        # return F.relu(out + x)
+
+# ResNetSequential 继承 nn.Module，定义整个网络结构
+
+
+class ResNetSequential(nn.Module):
+    # 整个网络用 nn.Sequential 串联：输入 -> ResBlock*block_num -> 输出
+    def __init__(self, input_dim, hidden_dim=64, block_num=2):
+        super(ResNetSequential, self).__init__()
+        self.net = nn.Sequential()
+        self.net.add_module('fc1', nn.Linear(input_dim, hidden_dim))
+        self.net.add_module('bn1', nn.BatchNorm1d(hidden_dim))
+        self.net.add_module('ReLU1', nn.ReLU())
+        for i in range(block_num):
+            self.net.add_module('ResBlk_'+str(i+1), ResBlock(hidden_dim))
+        self.net.add_module('fc2', nn.Linear(hidden_dim, 1))
+        self.net.add_module('softplus', nn.Softplus())
+
+    def forward(self, x):
+        return self.net(x)
+
+# 贝叶斯优化类，使用高斯过程进行超参数优化
+
+
+class ResNetScikitLearn(nn.Module):
+    def __init__(self, model_nme, input_dim, hidden_dim=64,
+                 block_num=2, batch_num=100, epochs=100,
+                 tweedie_power=1.5, learning_rate=0.01,
+                 patience=10, accumulation_steps=2):
+        super(ResNetScikitLearn, self).__init__()
+        self.input_dim = input_dim
+        self.hidden_dim = hidden_dim
+        self.block_num = block_num
+        if torch.cuda.is_available():
+            self.device = torch.device('cuda')
+        elif torch.backends.mps.is_available():
+            self.device = torch.device('mps')
+        else:
+            self.device = torch.device('cpu')
+        self.resnet = ResNetSequential(
+            self.input_dim,
+            self.hidden_dim,
+            self.block_num
+        ).to(self.device)
+        if torch.cuda.device_count() > 1:
+            self.resnet = nn.DataParallel(
+                self.resnet,
+                device_ids=list(range(torch.cuda.device_count()))
+            )
+        self.batch_num = batch_num
+        self.epochs = epochs
+        self.model_nme = model_nme
+        if self.model_nme.find('f') != -1:
+            self.tw_power = 1
+        elif self.model_nme.find('s') != -1:
+            self.tw_power = 2
+        else:
+            self.tw_power = tweedie_power
+        self.learning_rate = learning_rate
+        self.patience = patience  # Early stopping patience
+        self.accumulation_steps = accumulation_steps  # Gradient accumulation steps
+
+    def fit(self, X_train, y_train, w_train=None, X_val=None, y_val=None, w_val=None):
+        # 将数据转换为 PyTorch 张量
+        X_tensor = torch.tensor(
+            X_train.values, dtype=torch.float32).to(self.device)
+        y_tensor = torch.tensor(
+            y_train.values, dtype=torch.float32).view(-1, 1).to(self.device)
+        w_tensor = torch.tensor(
+            w_train.values, dtype=torch.float32).view(-1, 1).to(self.device) if w_train is not None else torch.ones_like(y_tensor)
+
+        # 验证集张量
+        if X_val is not None:
+            X_val_tensor = torch.tensor(
+                X_val.values, dtype=torch.float32).to(self.device)
+            y_val_tensor = torch.tensor(
+                y_val.values, dtype=torch.float32).view(-1, 1).to(self.device)
+            w_val_tensor = torch.tensor(
+                w_val.values, dtype=torch.float32).view(-1, 1).to(self.device) if w_val is not None else torch.ones_like(y_val_tensor)
+
+        # 创建数据集和数据加载器
+        dataset = TensorDataset(
+            X_tensor, y_tensor, w_tensor
+        )
+        dataloader = DataLoader(
+            dataset,
+            batch_size=max(1, int((self.learning_rate/(1e-4))**0.5 *
+                                  (X_train.shape[0]/self.batch_num))),
+            shuffle=True
+            # num_workers=4
+            # pin_memory=(self.device.type == 'cuda')
+        )
+        # 定义损失函数和优化器
+        optimizer = torch.optim.Adam(
+            self.resnet.parameters(), lr=self.learning_rate)
+        scaler = GradScaler(enabled=(self.device.type == 'cuda'))
+
+        # Early stopping 参数
+        best_loss, patience_counter = float('inf'), 0
+        best_model_state = None  # Initialize best_model_state
+
+        # 训练模型
+        for epoch in range(1, self.epochs + 1):
+            self.resnet.train()
+            for X_batch, y_batch, w_batch in dataloader:
+                optimizer.zero_grad()
+                # 如果运行设备为 CUDA，则启用混合精度。
+                with autocast(enabled=(self.device.type == 'cuda')):
+                    X_batch, y_batch, w_batch = X_batch.to(self.device), y_batch.to(
+                        self.device), w_batch.to(self.device)
+                    y_pred = self.resnet(X_batch)
+                    y_pred = torch.clamp(y_pred, min=1e-6)
+                    losses = tweedie_loss(
+                        y_pred, y_batch, p=self.tw_power).view(-1)
+                    weighted_loss = (losses * w_batch.view(-1)
+                                     ).sum() / w_batch.sum()
+                scaler.scale(weighted_loss).backward()
+                # gradient clipping
+                # 如进行gradient clipping,需要在反向传播之前取消缩放
+                if self.device.type == 'cuda':
+                    scaler.unscale_(optimizer)
+                    clip_grad_norm_(
+                        self.resnet.parameters(),
+                        max_norm=1.0
+                    )
+                scaler.step(optimizer)
+                scaler.update()
+                optimizer.zero_grad()
+
+        # 验证集损失计算
+            if X_val is not None and y_val is not None:
+                self.resnet.eval()
+                with torch.no_grad(), autocast(enabled=(self.device.type == 'cuda')):
+                    y_val_pred = self.resnet(X_val_tensor)
+                    val_loss_values = tweedie_loss(
+                        y_val_pred, y_val_tensor, p=self.tw_power).view(-1)
+                    val_weighted_loss = (
+                        val_loss_values * w_val_tensor.view(-1)).sum() / w_val_tensor.sum()
+
+                # Early stopping 检查
+                if val_weighted_loss < best_loss:
+                    best_loss, patience_counter = val_weighted_loss, 0
+                    # 保存当前最佳模型
+                    best_model_state = self.resnet.state_dict()
+                else:
+                    patience_counter += 1
+                if patience_counter >= self.patience:
+                    self.resnet.load_state_dict(best_model_state)  # 恢复最佳模型
+                    break
+
+    def predict(self, X_test):
+        self.resnet.eval()
+        with torch.no_grad():
+            X_tensor = torch.tensor(
+                X_test.values, dtype=torch.float32).to(self.device)
+            y_pred = self.resnet(X_tensor).cpu().numpy()
+        y_pred = np.clip(y_pred, 1e-6, None)
+        return y_pred.flatten()
+
+    def set_params(self, params):
+        # 设置模型参数
+        for key, value in params.items():
+            if hasattr(self, key):
+                setattr(self, key, value)
+            else:
+                raise ValueError(f"Parameter {key} not found in model.")
+
+# 定义贝叶斯优化模型类，包含XGBoost和ResNet模型
+
+
+class BayesOptModel:
+    def __init__(self, train_data, test_data,
+                 model_nme, resp_nme, weight_nme, factor_nmes,
+                 cate_list=[], prop_test=0.25, rand_seed=None, epochs=100):
+        # 初始化数据
+        # train_data: 训练数据, test_data: 测试数据 格式需为DataFrame
+        # model_nme: 模型名称
+        # resp_nme: 因变量名称, weight_nme: 权重名称
+        # factor_nmes: 因子名称列表, space_params: 参数空间
+        # cate_list: 类别变量列表
+        # prop_test: 测试集比例, rand_seed
+        self.train_data = train_data
+        self.test_data = test_data
+        self.resp_nme = resp_nme
+        self.weight_nme = weight_nme
+        self.train_data.loc[:, 'w_act'] = self.train_data[self.resp_nme] * \
+            self.train_data[self.weight_nme]
+        self.test_data.loc[:, 'w_act'] = self.test_data[self.resp_nme] * \
+            self.test_data[self.weight_nme]
+        self.factor_nmes = factor_nmes
+        self.cate_list = cate_list
+        self.rand_seed = rand_seed if rand_seed is not None else np.random.randint(
+            1, 10000)
+        if self.cate_list != []:
+            for cate in self.cate_list:
+                self.train_data[cate] = self.train_data[cate].astype(
+                    'category')
+                self.test_data[cate] = self.test_data[cate].astype('category')
+        self.prop_test = prop_test
+        self.cv = ShuffleSplit(n_splits=int(1/self.prop_test),
+                               test_size=self.prop_test,
+                               random_state=self.rand_seed)
+        self.model_nme = model_nme
+        if self.model_nme.find('f') != -1:
+            self.obj = 'count:poisson'
+        elif self.model_nme.find('s') != -1:
+            self.obj = 'reg:gamma'
+        elif self.model_nme.find('bc') != -1:
+            self.obj = 'reg:tweedie'
+        self.fit_params = {
+            'sample_weight': self.train_data[self.weight_nme].values
+        }
+        self.num_features = [
+            nme for nme in self.factor_nmes if nme not in self.cate_list]
+        self.train_oht_scl_data = self.train_data[self.factor_nmes +
+                                                  [self.weight_nme]+[self.resp_nme]].copy()
+        self.test_oht_scl_data = self.test_data[self.factor_nmes +
+                                                [self.weight_nme]+[self.resp_nme]].copy()
+        self.train_oht_scl_data = pd.get_dummies(
+            self.train_oht_scl_data,
+            columns=self.cate_list,
+            drop_first=True,
+            dtype=np.int8
+        )
+        self.test_oht_scl_data = pd.get_dummies(
+            self.test_oht_scl_data,
+            columns=self.cate_list,
+            drop_first=True,
+            dtype=np.int8
+        )
+        for num_chr in self.num_features:
+            scaler = StandardScaler()
+            self.train_oht_scl_data[num_chr] = scaler.fit_transform(
+                self.train_oht_scl_data[num_chr].values.reshape(-1, 1))
+            self.test_oht_scl_data[num_chr] = scaler.transform(
+                self.test_oht_scl_data[num_chr].values.reshape(-1, 1))
+        # 对测试集进行列对齐
+        self.test_oht_scl_data = self.test_oht_scl_data.reindex(
+            columns=self.train_oht_scl_data.columns,
+            fill_value=0
+        )
+        self.var_nmes = list(
+            set(list(self.train_oht_scl_data.columns)) -
+            set([self.weight_nme, self.resp_nme])
+        )
+        self.epochs = epochs
+        self.model_label = []
+
+    # 定义单因素画图函数
+
+    def plot_oneway(self, n_bins=10):
+        for c in self.factor_nmes:
+            fig = plt.figure(figsize=(7, 5))
+            if c in self.cate_list:
+                strs = c
+            else:
+                strs = c+'_bins'
+                self.train_data.loc[:, strs] = pd.qcut(
+                    self.train_data[c],
+                    n_bins,
+                    duplicates='drop'
+                )
+            plot_data = self.train_data.groupby(
+                [strs], 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]
+            plot_data.head()
+            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' % strs,
+                fontsize=8)
+            plt.xticks(plot_data.index,
+                       list(plot_data[strs].astype(str)),
+                       rotation=90)
+            if len(list(plot_data[strs].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)
+            save_path = os.path.join(
+                os.getcwd(), 'plot',
+                f'00_{self.model_nme}_{strs}_oneway.png')
+            plt.savefig(save_path, dpi=300)
+            plt.close(fig)
+
+    # Xgboost交叉验证函数
+    def cross_val_xgb(self, trial):
+        learning_rate = trial.suggest_float(
+            'learning_rate', 1e-5, 1e-1, log=True)
+        gamma = trial.suggest_float(
+            'gamma', 0, 10000)
+        max_depth = trial.suggest_int(
+            'max_depth', 3, 25)
+        n_estimators = trial.suggest_int(
+            'n_estimators', 10, 500, step=10)
+        min_child_weight = trial.suggest_int(
+            'min_child_weight', 100, 10000, step=100)
+        reg_alpha = trial.suggest_float(
+            'reg_alpha', 1e-10, 1, log=True)
+        reg_lambda = trial.suggest_float(
+            'reg_lambda', 1e-10, 1, log=True)
+        if self.obj == 'reg:tweedie':
+            tweedie_variance_power = trial.suggest_float(
+                'tweedie_variance_power', 1, 2)
+        elif self.obj == 'count:poisson':
+            tweedie_variance_power = 1
+        elif self.obj == 'reg:gamma':
+            tweedie_variance_power = 2
+        clf = xgb.XGBRegressor(
+            objective=self.obj,
+            random_state=self.rand_seed,
+            subsample=0.9,
+            tree_method='gpu_hist',
+            gpu_id=0,
+            enable_categorical=True,
+            predictor='gpu_predictor'
+        )
+        params = {
+            'learning_rate': learning_rate,
+            'gamma': gamma,
+            'max_depth': max_depth,
+            'n_estimators': n_estimators,
+            'min_child_weight': min_child_weight,
+            'reg_alpha': reg_alpha,
+            'reg_lambda': reg_lambda
+        }
+        if self.obj == 'reg:tweedie':
+            params['tweedie_variance_power'] = tweedie_variance_power
+        clf.set_params(**params)
+        acc = cross_val_score(
+            clf,
+            self.train_data[self.factor_nmes],
+            self.train_data[self.resp_nme].values,
+            fit_params=self.fit_params,
+            cv=self.cv,
+            scoring=make_scorer(
+                mean_tweedie_deviance,
+                power=tweedie_variance_power,
+                greater_is_better=False),
+            error_score='raise',
+            n_jobs=int(1/self.prop_test)).mean()
+        return -acc
+
+    # 定义Xgboost贝叶斯优化函数
+    def bayesopt_xgb(self, max_evals=100):
+        study = optuna.create_study(
+            direction='minimize',
+            sampler=optuna.samplers.TPESampler(seed=self.rand_seed))
+        study.optimize(self.cross_val_xgb, n_trials=max_evals)
+        self.best_xgb_params = study.best_params
+        pd.DataFrame(self.best_xgb_params, index=[0]).to_csv(
+            os.getcwd() + '/Results/' + self.model_nme + '_bestparams_xgb.csv')
+        self.best_xgb_trial = study.best_trial
+        self.xgb_best = xgb.XGBRegressor(
+            objective=self.obj,
+            random_state=self.rand_seed,
+            subsample=0.9,
+            tree_method='gpu_hist' if torch.cuda.is_available() else 'hist',
+            gpu_id=0,
+            enable_categorical=True,
+            predictor='gpu_predictor'
+        )
+        self.xgb_best.set_params(**self.best_xgb_params)
+        self.xgb_best.fit(self.train_data[self.factor_nmes],
+                          self.train_data[self.resp_nme].values,
+                          **self.fit_params)
+        self.model_label += ['Xgboost']
+        self.train_data['pred_xgb'] = self.xgb_best.predict(
+            self.train_data[self.factor_nmes])
+        self.test_data['pred_xgb'] = self.xgb_best.predict(
+            self.test_data[self.factor_nmes])
+        self.train_data.loc[:, 'w_pred_xgb'] = self.train_data['pred_xgb'] * \
+            self.train_data[self.weight_nme]
+        self.test_data.loc[:, 'w_pred_xgb'] = self.test_data['pred_xgb'] * \
+            self.test_data[self.weight_nme]
+
+    # ResNet交叉验证函数
+    def cross_val_resn(self, trial):
+        learning_rate = trial.suggest_float(
+            'learning_rate', 1e-6, 1e-2, log=True)
+        hidden_dim = trial.suggest_int(
+            'hidden_dim', 32, 256, step=16)
+        block_num = trial.suggest_int(
+            'block_num', 3, 10)
+        batch_num = trial.suggest_int(
+            'batch_num',
+            10 if self.obj == 'reg:gamma' else 100,
+            100 if self.obj == 'reg:gamma' else 1000,
+            step=10)
+        if self.obj == 'reg:tweedie':
+            tw_power = trial.suggest_float(
+                'tw_power', 1, 2)
+        elif self.obj == 'count:poisson':
+            tw_power = 1
+        elif self.obj == 'reg:gamma':
+            tw_power = 2
+        loss = 0
+        for fold, (train_idx, test_idx) in enumerate(self.cv.split(self.train_oht_scl_data[self.var_nmes])):
+            # 创建模型
+            cv_net = ResNetScikitLearn(
+                model_nme=self.model_nme,
+                input_dim=self.train_oht_scl_data[self.var_nmes].shape[1],
+                epochs=self.epochs,
+                learning_rate=learning_rate,
+                hidden_dim=hidden_dim,
+                block_num=block_num,
+                # 保证权重方差不变
+                batch_num=batch_num,
+                tweedie_power=tw_power if self.obj == 'reg:tweedie' and tw_power != 1 else tw_power+1e-6
+            )
+            # 训练模型
+            cv_net.fit(
+                self.train_oht_scl_data[self.var_nmes].iloc[train_idx],
+                self.train_oht_scl_data[self.resp_nme].iloc[train_idx],
+                self.train_oht_scl_data[self.weight_nme].iloc[train_idx],
+                self.train_oht_scl_data[self.var_nmes].iloc[test_idx],
+                self.train_oht_scl_data[self.resp_nme].iloc[test_idx],
+                self.train_oht_scl_data[self.weight_nme].iloc[test_idx]
+            )
+            # 预测
+            y_pred_fold = cv_net.predict(
+                self.train_oht_scl_data[self.var_nmes].iloc[test_idx]
+            )
+            # 计算损失
+
+            loss += mean_tweedie_deviance(
+                self.train_oht_scl_data[self.resp_nme].iloc[test_idx],
+                y_pred_fold,
+                sample_weight=self.train_oht_scl_data[self.weight_nme].iloc[test_idx],
+                power=tw_power
+            )
+        return loss / int(1/self.prop_test)
+
+    # 定义ResNet贝叶斯优化函数
+    def bayesopt_resnet(self, max_evals=100):
+        study = optuna.create_study(
+            direction='minimize',
+            sampler=optuna.samplers.TPESampler(seed=self.rand_seed))
+        study.optimize(self.cross_val_resn, n_trials=max_evals)
+        self.best_resn_params = study.best_params
+        pd.DataFrame(self.best_resn_params, index=[0]).to_csv(
+            os.getcwd() + '/Results/' + self.model_nme + '_bestparams_resn.csv')
+        self.best_resn_trial = study.best_trial
+        self.resn_best = ResNetScikitLearn(
+            model_nme=self.model_nme,
+            input_dim=self.train_oht_scl_data[self.var_nmes].shape[1]
+        )
+        self.resn_best.set_params(self.best_resn_params)
+        self.resn_best.fit(self.train_oht_scl_data[self.var_nmes],
+                           self.train_oht_scl_data[self.resp_nme],
+                           self.train_oht_scl_data[self.weight_nme])
+        self.model_label += ['ResNet']
+        self.train_data['pred_resn'] = self.resn_best.predict(
+            self.train_oht_scl_data[self.var_nmes])
+        self.test_data['pred_resn'] = self.resn_best.predict(
+            self.test_oht_scl_data[self.var_nmes])
+        self.train_data.loc[:, 'w_pred_resn'] = self.train_data['pred_resn'] * \
+            self.train_data[self.weight_nme]
+        self.test_data.loc[:, 'w_pred_resn'] = self.test_data['pred_resn'] * \
+            self.test_data[self.weight_nme]
+
+    # 定义分箱函数
+    def _split_data(self, data, col_nme, wgt_nme, n_bins=10):
+        data.sort_values(by=col_nme, ascending=True, inplace=True)
+        data['cum_weight'] = data[wgt_nme].cumsum()
+        w_sum = data[wgt_nme].sum()
+        data.loc[:, 'bins'] = np.floor(
+            data['cum_weight']*float(n_bins)/w_sum)
+        data.loc[(data['bins'] == n_bins), 'bins'] = n_bins-1
+        return data.groupby(['bins'], observed=True).sum(numeric_only=True)
+
+    # 定义Lift Chart绘制数据集函数
+    def _plot_data_lift(self,
+                        pred_list, w_pred_list,
+                        w_act_list, weight_list, n_bins=10):
+        lift_data = pd.DataFrame()
+        lift_data.loc[:, 'pred'] = pred_list
+        lift_data.loc[:, 'w_pred'] = w_pred_list
+        lift_data.loc[:, 'act'] = w_act_list
+        lift_data.loc[:, 'weight'] = weight_list
+        plot_data = self._split_data(
+            lift_data, 'pred', 'weight', n_bins)
+        plot_data['exp_v'] = plot_data['w_pred'] / plot_data['weight']
+        plot_data['act_v'] = plot_data['act'] / plot_data['weight']
+        plot_data.reset_index(inplace=True)
+        return plot_data
+
+    # 定义lift曲线绘制函数
+    def plot_lift(self, model_label, n_bins=10):
+        # 绘制建模集上结果
+        figpos_list = [121, 122]
+        plot_dict = {
+            121: self.train_data,
+            122: self.test_data
+        }
+        name_list = {
+            121: 'Train Data',
+            122: 'Test Data'
+        }
+        fig = plt.figure(figsize=(11, 5))
+        if model_label == 'Xgboost':
+            pred_nme = 'pred_xgb'
+        elif model_label == 'ResNet':
+            pred_nme = 'pred_resn'
+
+        for figpos in figpos_list:
+            plot_data = self._plot_data_lift(
+                plot_dict[figpos][pred_nme].values,
+                plot_dict[figpos]['w_'+pred_nme].values,
+                plot_dict[figpos]['w_act'].values,
+                plot_dict[figpos][self.weight_nme].values,
+                n_bins)
+            ax = fig.add_subplot(figpos)
+            ax.plot(plot_data.index, plot_data['act_v'],
+                    label='Actual', color='red')
+            ax.plot(plot_data.index, plot_data['exp_v'],
+                    label='Predicted', color='blue')
+            ax.set_title(
+                'Lift Chart on %s' % name_list[figpos], fontsize=8)
+            plt.xticks(plot_data.index,
+                       plot_data.index,
+                       rotation=90, fontsize=6)
+            plt.yticks(fontsize=6)
+            plt.legend(loc='upper left',
+                       fontsize=5, frameon=False)
+            plt.margins(0.05)
+            ax2 = ax.twinx()
+            ax2.bar(plot_data.index, plot_data['weight'],
+                    alpha=0.5, color='seagreen',
+                    label='Earned Exposure')
+            plt.yticks(fontsize=6)
+            plt.legend(loc='upper right',
+                       fontsize=5, frameon=False)
+            plt.subplots_adjust(wspace=0.3)
+            save_path = os.path.join(
+                os.getcwd(), 'plot', f'01_{self.model_nme}_{model_label}_lift.png')
+            plt.savefig(save_path, dpi=300)
+        plt.show()
+        plt.close(fig)
+
+    # 定义Double Lift Chart绘制数据集函数
+    def _plot_data_dlift(self,
+                         pred_list_model1, pred_list_model2,
+                         w_list, w_act_list, n_bins=10):
+        lift_data = pd.DataFrame()
+        lift_data.loc[:, 'pred1'] = pred_list_model1
+        lift_data.loc[:, 'pred2'] = pred_list_model2
+        lift_data.loc[:, 'diff_ly'] = lift_data['pred1'] / lift_data['pred2']
+        lift_data.loc[:, 'act'] = w_act_list
+        lift_data.loc[:, 'weight'] = w_list
+        plot_data = self._split_data(lift_data, 'diff_ly', 'weight', n_bins)
+        plot_data['exp_v1'] = plot_data['pred1'] / plot_data['act']
+        plot_data['exp_v2'] = plot_data['pred2'] / plot_data['act']
+        plot_data['act_v'] = plot_data['act'] / plot_data['act']
+        plot_data.reset_index(inplace=True)
+        return plot_data
+
+    # 定义绘制Double Lift Chart函数
+    def plot_dlift(self, n_bins=10):
+        # 绘制建模集上结果
+        figpos_list = [121, 122]
+        plot_dict = {
+            121: self.train_data,
+            122: self.test_data
+        }
+        name_list = {
+            121: 'Train Data',
+            122: 'Test Data'
+        }
+        fig = plt.figure(figsize=(11, 5))
+        for figpos in figpos_list:
+            plot_data = self._plot_data_dlift(
+                plot_dict[figpos]['w_pred_xgb'].values,
+                plot_dict[figpos]['w_pred_resn'].values,
+                plot_dict[figpos][self.weight_nme].values,
+                plot_dict[figpos]['w_act'].values,
+                n_bins)
+            ax = fig.add_subplot(figpos)
+            tt1 = 'Xgboost'
+            tt2 = 'ResNet'
+            ax.plot(plot_data.index, plot_data['act_v'],
+                    label='Actual', color='red')
+            ax.plot(plot_data.index, plot_data['exp_v1'],
+                    label=tt1, color='blue')
+            ax.plot(plot_data.index, plot_data['exp_v2'],
+                    label=tt2, color='black')
+            ax.set_title(
+                'Double Lift Chart on %s' % name_list[figpos], fontsize=8)
+            plt.xticks(plot_data.index,
+                       plot_data.index,
+                       rotation=90, fontsize=6)
+            plt.xlabel('%s / %s' % (tt1, tt2), fontsize=6)
+            plt.yticks(fontsize=6)
+            plt.legend(loc='upper left',
+                       fontsize=5, frameon=False)
+            plt.margins(0.1)
+            plt.subplots_adjust(bottom=0.25, top=0.95, right=0.8)
+            ax2 = ax.twinx()
+            ax2.bar(plot_data.index, plot_data['weight'],
+                    alpha=0.5, color='seagreen',
+                    label='Earned Exposure')
+            plt.yticks(fontsize=6)
+            plt.legend(loc='upper right',
+                       fontsize=5, frameon=False)
+            plt.subplots_adjust(wspace=0.3)
+            save_path = os.path.join(
+                os.getcwd(), 'plot', f'02_{self.model_nme}_dlift.png')
+            plt.savefig(save_path, dpi=300)
+        plt.show()
+        plt.close(fig)
+
+    # 保存模型
+    def save_model(self, model_name=None):
+        # model_name 可以是 'xgb', 'resn' 或 None
+        save_path_xgb = os.path.join(
+            os.getcwd(), 'model', f'01_{self.model_nme}_Xgboost.pkl')
+        save_path_resn = os.path.join(
+            os.getcwd(), 'model', f'01_{self.model_nme}_ResNet.pth')
+        if not os.path.exists(os.path.dirname(save_path_xgb)):
+            os.makedirs(os.path.dirname(save_path_xgb))
+        # self.xgb_best.save_model(save_path_xgb)
+        if model_name != 'resn':
+            joblib.dump(self.xgb_best, save_path_xgb)
+        if model_name != 'xgb':
+            torch.save(self.resn_best.resnet.state_dict(), save_path_resn)
+
+    def load_model(self, model_name=None):
+        # model_name 可以是 'xgb', 'resn' 或 None
+        save_path_xgb = os.path.join(
+            os.getcwd(), 'model', f'01_{self.model_nme}_Xgboost.pkl')
+        save_path_resn = os.path.join(
+            os.getcwd(), 'model', f'01_{self.model_nme}_ResNet.pth')
+        if model_name != 'resn':
+            self.xgb_load = joblib.load(save_path_xgb)
+        if model_name != 'xgb':
+            self.resn_load = ResNetScikitLearn(
+                model_nme=self.model_nme,
+                input_dim=self.train_oht_scl_data[self.var_nmes].shape[1]
+            )
+            self.resn_load.resnet.load_state_dict(
+                torch.load(save_path_resn, map_location=self.resn_load.device))