ins-pricing 0.1.6__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (169) hide show
  1. ins_pricing/README.md +60 -0
  2. ins_pricing/__init__.py +102 -0
  3. ins_pricing/governance/README.md +18 -0
  4. ins_pricing/governance/__init__.py +20 -0
  5. ins_pricing/governance/approval.py +93 -0
  6. ins_pricing/governance/audit.py +37 -0
  7. ins_pricing/governance/registry.py +99 -0
  8. ins_pricing/governance/release.py +159 -0
  9. ins_pricing/modelling/BayesOpt.py +146 -0
  10. ins_pricing/modelling/BayesOpt_USAGE.md +925 -0
  11. ins_pricing/modelling/BayesOpt_entry.py +575 -0
  12. ins_pricing/modelling/BayesOpt_incremental.py +731 -0
  13. ins_pricing/modelling/Explain_Run.py +36 -0
  14. ins_pricing/modelling/Explain_entry.py +539 -0
  15. ins_pricing/modelling/Pricing_Run.py +36 -0
  16. ins_pricing/modelling/README.md +33 -0
  17. ins_pricing/modelling/__init__.py +44 -0
  18. ins_pricing/modelling/bayesopt/__init__.py +98 -0
  19. ins_pricing/modelling/bayesopt/config_preprocess.py +303 -0
  20. ins_pricing/modelling/bayesopt/core.py +1476 -0
  21. ins_pricing/modelling/bayesopt/models.py +2196 -0
  22. ins_pricing/modelling/bayesopt/trainers.py +2446 -0
  23. ins_pricing/modelling/bayesopt/utils.py +1021 -0
  24. ins_pricing/modelling/cli_common.py +136 -0
  25. ins_pricing/modelling/explain/__init__.py +55 -0
  26. ins_pricing/modelling/explain/gradients.py +334 -0
  27. ins_pricing/modelling/explain/metrics.py +176 -0
  28. ins_pricing/modelling/explain/permutation.py +155 -0
  29. ins_pricing/modelling/explain/shap_utils.py +146 -0
  30. ins_pricing/modelling/notebook_utils.py +284 -0
  31. ins_pricing/modelling/plotting/__init__.py +45 -0
  32. ins_pricing/modelling/plotting/common.py +63 -0
  33. ins_pricing/modelling/plotting/curves.py +572 -0
  34. ins_pricing/modelling/plotting/diagnostics.py +139 -0
  35. ins_pricing/modelling/plotting/geo.py +362 -0
  36. ins_pricing/modelling/plotting/importance.py +121 -0
  37. ins_pricing/modelling/run_logging.py +133 -0
  38. ins_pricing/modelling/tests/conftest.py +8 -0
  39. ins_pricing/modelling/tests/test_cross_val_generic.py +66 -0
  40. ins_pricing/modelling/tests/test_distributed_utils.py +18 -0
  41. ins_pricing/modelling/tests/test_explain.py +56 -0
  42. ins_pricing/modelling/tests/test_geo_tokens_split.py +49 -0
  43. ins_pricing/modelling/tests/test_graph_cache.py +33 -0
  44. ins_pricing/modelling/tests/test_plotting.py +63 -0
  45. ins_pricing/modelling/tests/test_plotting_library.py +150 -0
  46. ins_pricing/modelling/tests/test_preprocessor.py +48 -0
  47. ins_pricing/modelling/watchdog_run.py +211 -0
  48. ins_pricing/pricing/README.md +44 -0
  49. ins_pricing/pricing/__init__.py +27 -0
  50. ins_pricing/pricing/calibration.py +39 -0
  51. ins_pricing/pricing/data_quality.py +117 -0
  52. ins_pricing/pricing/exposure.py +85 -0
  53. ins_pricing/pricing/factors.py +91 -0
  54. ins_pricing/pricing/monitoring.py +99 -0
  55. ins_pricing/pricing/rate_table.py +78 -0
  56. ins_pricing/production/__init__.py +21 -0
  57. ins_pricing/production/drift.py +30 -0
  58. ins_pricing/production/monitoring.py +143 -0
  59. ins_pricing/production/scoring.py +40 -0
  60. ins_pricing/reporting/README.md +20 -0
  61. ins_pricing/reporting/__init__.py +11 -0
  62. ins_pricing/reporting/report_builder.py +72 -0
  63. ins_pricing/reporting/scheduler.py +45 -0
  64. ins_pricing/setup.py +41 -0
  65. ins_pricing v2/__init__.py +23 -0
  66. ins_pricing v2/governance/__init__.py +20 -0
  67. ins_pricing v2/governance/approval.py +93 -0
  68. ins_pricing v2/governance/audit.py +37 -0
  69. ins_pricing v2/governance/registry.py +99 -0
  70. ins_pricing v2/governance/release.py +159 -0
  71. ins_pricing v2/modelling/Explain_Run.py +36 -0
  72. ins_pricing v2/modelling/Pricing_Run.py +36 -0
  73. ins_pricing v2/modelling/__init__.py +151 -0
  74. ins_pricing v2/modelling/cli_common.py +141 -0
  75. ins_pricing v2/modelling/config.py +249 -0
  76. ins_pricing v2/modelling/config_preprocess.py +254 -0
  77. ins_pricing v2/modelling/core.py +741 -0
  78. ins_pricing v2/modelling/data_container.py +42 -0
  79. ins_pricing v2/modelling/explain/__init__.py +55 -0
  80. ins_pricing v2/modelling/explain/gradients.py +334 -0
  81. ins_pricing v2/modelling/explain/metrics.py +176 -0
  82. ins_pricing v2/modelling/explain/permutation.py +155 -0
  83. ins_pricing v2/modelling/explain/shap_utils.py +146 -0
  84. ins_pricing v2/modelling/features.py +215 -0
  85. ins_pricing v2/modelling/model_manager.py +148 -0
  86. ins_pricing v2/modelling/model_plotting.py +463 -0
  87. ins_pricing v2/modelling/models.py +2203 -0
  88. ins_pricing v2/modelling/notebook_utils.py +294 -0
  89. ins_pricing v2/modelling/plotting/__init__.py +45 -0
  90. ins_pricing v2/modelling/plotting/common.py +63 -0
  91. ins_pricing v2/modelling/plotting/curves.py +572 -0
  92. ins_pricing v2/modelling/plotting/diagnostics.py +139 -0
  93. ins_pricing v2/modelling/plotting/geo.py +362 -0
  94. ins_pricing v2/modelling/plotting/importance.py +121 -0
  95. ins_pricing v2/modelling/run_logging.py +133 -0
  96. ins_pricing v2/modelling/tests/conftest.py +8 -0
  97. ins_pricing v2/modelling/tests/test_cross_val_generic.py +66 -0
  98. ins_pricing v2/modelling/tests/test_distributed_utils.py +18 -0
  99. ins_pricing v2/modelling/tests/test_explain.py +56 -0
  100. ins_pricing v2/modelling/tests/test_geo_tokens_split.py +49 -0
  101. ins_pricing v2/modelling/tests/test_graph_cache.py +33 -0
  102. ins_pricing v2/modelling/tests/test_plotting.py +63 -0
  103. ins_pricing v2/modelling/tests/test_plotting_library.py +150 -0
  104. ins_pricing v2/modelling/tests/test_preprocessor.py +48 -0
  105. ins_pricing v2/modelling/trainers.py +2447 -0
  106. ins_pricing v2/modelling/utils.py +1020 -0
  107. ins_pricing v2/modelling/watchdog_run.py +211 -0
  108. ins_pricing v2/pricing/__init__.py +27 -0
  109. ins_pricing v2/pricing/calibration.py +39 -0
  110. ins_pricing v2/pricing/data_quality.py +117 -0
  111. ins_pricing v2/pricing/exposure.py +85 -0
  112. ins_pricing v2/pricing/factors.py +91 -0
  113. ins_pricing v2/pricing/monitoring.py +99 -0
  114. ins_pricing v2/pricing/rate_table.py +78 -0
  115. ins_pricing v2/production/__init__.py +21 -0
  116. ins_pricing v2/production/drift.py +30 -0
  117. ins_pricing v2/production/monitoring.py +143 -0
  118. ins_pricing v2/production/scoring.py +40 -0
  119. ins_pricing v2/reporting/__init__.py +11 -0
  120. ins_pricing v2/reporting/report_builder.py +72 -0
  121. ins_pricing v2/reporting/scheduler.py +45 -0
  122. ins_pricing v2/scripts/BayesOpt_incremental.py +722 -0
  123. ins_pricing v2/scripts/Explain_entry.py +545 -0
  124. ins_pricing v2/scripts/__init__.py +1 -0
  125. ins_pricing v2/scripts/train.py +568 -0
  126. ins_pricing v2/setup.py +55 -0
  127. ins_pricing v2/smoke_test.py +28 -0
  128. ins_pricing-0.1.6.dist-info/METADATA +78 -0
  129. ins_pricing-0.1.6.dist-info/RECORD +169 -0
  130. ins_pricing-0.1.6.dist-info/WHEEL +5 -0
  131. ins_pricing-0.1.6.dist-info/top_level.txt +4 -0
  132. user_packages/__init__.py +105 -0
  133. user_packages legacy/BayesOpt.py +5659 -0
  134. user_packages legacy/BayesOpt_entry.py +513 -0
  135. user_packages legacy/BayesOpt_incremental.py +685 -0
  136. user_packages legacy/Pricing_Run.py +36 -0
  137. user_packages legacy/Try/BayesOpt Legacy251213.py +3719 -0
  138. user_packages legacy/Try/BayesOpt Legacy251215.py +3758 -0
  139. user_packages legacy/Try/BayesOpt lagecy251201.py +3506 -0
  140. user_packages legacy/Try/BayesOpt lagecy251218.py +3992 -0
  141. user_packages legacy/Try/BayesOpt legacy.py +3280 -0
  142. user_packages legacy/Try/BayesOpt.py +838 -0
  143. user_packages legacy/Try/BayesOptAll.py +1569 -0
  144. user_packages legacy/Try/BayesOptAllPlatform.py +909 -0
  145. user_packages legacy/Try/BayesOptCPUGPU.py +1877 -0
  146. user_packages legacy/Try/BayesOptSearch.py +830 -0
  147. user_packages legacy/Try/BayesOptSearchOrigin.py +829 -0
  148. user_packages legacy/Try/BayesOptV1.py +1911 -0
  149. user_packages legacy/Try/BayesOptV10.py +2973 -0
  150. user_packages legacy/Try/BayesOptV11.py +3001 -0
  151. user_packages legacy/Try/BayesOptV12.py +3001 -0
  152. user_packages legacy/Try/BayesOptV2.py +2065 -0
  153. user_packages legacy/Try/BayesOptV3.py +2209 -0
  154. user_packages legacy/Try/BayesOptV4.py +2342 -0
  155. user_packages legacy/Try/BayesOptV5.py +2372 -0
  156. user_packages legacy/Try/BayesOptV6.py +2759 -0
  157. user_packages legacy/Try/BayesOptV7.py +2832 -0
  158. user_packages legacy/Try/BayesOptV8Codex.py +2731 -0
  159. user_packages legacy/Try/BayesOptV8Gemini.py +2614 -0
  160. user_packages legacy/Try/BayesOptV9.py +2927 -0
  161. user_packages legacy/Try/BayesOpt_entry legacy.py +313 -0
  162. user_packages legacy/Try/ModelBayesOptSearch.py +359 -0
  163. user_packages legacy/Try/ResNetBayesOptSearch.py +249 -0
  164. user_packages legacy/Try/XgbBayesOptSearch.py +121 -0
  165. user_packages legacy/Try/xgbbayesopt.py +523 -0
  166. user_packages legacy/__init__.py +19 -0
  167. user_packages legacy/cli_common.py +124 -0
  168. user_packages legacy/notebook_utils.py +228 -0
  169. user_packages legacy/watchdog_run.py +202 -0
@@ -0,0 +1,3001 @@
1
+ # 数据在 CPU 和 GPU 之间传输成本较高,可通过多条 CUDA 流并行搬运与计算来支撑更大数据集。
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+
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+ import copy
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+ import gc
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+ import math
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+ import os
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+ from dataclasses import dataclass
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+ from pathlib import Path
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+ from typing import Any, Dict, List, Optional
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+ import csv
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+
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+ import joblib
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+ import matplotlib.pyplot as plt
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+ import numpy as np # 1.26.2
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+ import optuna # 4.3.0
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+ import pandas as pd # 2.2.3
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+ import shap
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+ import statsmodels.api as sm
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+
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+ import torch # 版本: 1.10.1+cu111
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+ import torch.nn as nn
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+ import torch.nn.functional as F
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+ import xgboost as xgb # 1.7.0
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+
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+ from torch.utils.data import Dataset, DataLoader, TensorDataset, DistributedSampler
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+ from torch.cuda.amp import autocast, GradScaler
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+ from torch.nn.utils import clip_grad_norm_
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+ from torch.nn.parallel import DistributedDataParallel as DDP
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+ import torch.distributed as dist
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+ from sklearn.model_selection import ShuffleSplit, cross_val_score # 1.2.2
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+ from sklearn.preprocessing import StandardScaler
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+ from sklearn.metrics import log_loss, make_scorer, mean_tweedie_deviance
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+
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+ # 常量与工具模块
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+ # =============================================================================
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+ torch.backends.cudnn.benchmark = True
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+ EPS = 1e-8
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+
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+
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+ class IOUtils:
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+ # 文件与路径处理的小工具集合。
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+
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+ @staticmethod
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+ def csv_to_dict(file_path: str) -> List[Dict[str, Any]]:
45
+ with open(file_path, mode='r', encoding='utf-8') as file:
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+ reader = csv.DictReader(file)
47
+ return [
48
+ dict(filter(lambda item: item[0] != '', row.items()))
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+ for row in reader
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+ ]
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+
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+ @staticmethod
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+ def ensure_parent_dir(file_path: str) -> None:
54
+ # 若目标文件所在目录不存在则自动创建
55
+ directory = os.path.dirname(file_path)
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+ if directory:
57
+ os.makedirs(directory, exist_ok=True)
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+
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+
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+ class TrainingUtils:
61
+ # 训练阶段常用的小型辅助函数集合。
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+
63
+ @staticmethod
64
+ def compute_batch_size(data_size: int, learning_rate: float, batch_num: int, minimum: int) -> int:
65
+ estimated = int((learning_rate / 1e-4) ** 0.5 *
66
+ (data_size / max(batch_num, 1)))
67
+ return max(1, min(data_size, max(minimum, estimated)))
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+
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+ @staticmethod
70
+ def tweedie_loss(pred, target, p=1.5, eps=1e-6, max_clip=1e6):
71
+ # 为确保稳定性先将预测值裁剪为正数
72
+ pred_clamped = torch.clamp(pred, min=eps)
73
+ if p == 1:
74
+ term1 = target * torch.log(target / pred_clamped + eps) # 泊松
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+ term2 = -target + pred_clamped
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+ term3 = 0
77
+ elif p == 0:
78
+ term1 = 0.5 * torch.pow(target - pred_clamped, 2) # 高斯
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+ term2 = 0
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+ term3 = 0
81
+ elif p == 2:
82
+ term1 = torch.log(pred_clamped / target + eps) # 伽马
83
+ term2 = -target / pred_clamped + 1
84
+ term3 = 0
85
+ else:
86
+ term1 = torch.pow(target, 2 - p) / ((1 - p) * (2 - p))
87
+ term2 = target * torch.pow(pred_clamped, 1 - p) / (1 - p)
88
+ term3 = torch.pow(pred_clamped, 2 - p) / (2 - p)
89
+ return torch.nan_to_num( # Tweedie 负对数似然(忽略常数项)
90
+ 2 * (term1 - term2 + term3),
91
+ nan=eps,
92
+ posinf=max_clip,
93
+ neginf=-max_clip
94
+ )
95
+
96
+ @staticmethod
97
+ def free_cuda() -> None:
98
+ print(">>> Moving all models to CPU...")
99
+ for obj in gc.get_objects():
100
+ try:
101
+ if hasattr(obj, "to") and callable(obj.to):
102
+ obj.to("cpu")
103
+ except Exception:
104
+ pass
105
+
106
+ print(">>> Deleting tensors, optimizers, dataloaders...")
107
+ gc.collect()
108
+
109
+ print(">>> Emptying CUDA cache...")
110
+ torch.cuda.empty_cache()
111
+ torch.cuda.synchronize()
112
+
113
+ print(">>> CUDA memory freed.")
114
+
115
+
116
+ class DistributedUtils:
117
+ _cached_state: Optional[tuple] = None
118
+
119
+ @staticmethod
120
+ def setup_ddp():
121
+ """Initialize DDP process group."""
122
+ if dist.is_initialized():
123
+ if DistributedUtils._cached_state is None:
124
+ rank = dist.get_rank()
125
+ world_size = dist.get_world_size()
126
+ local_rank = int(os.environ.get("LOCAL_RANK", 0))
127
+ DistributedUtils._cached_state = (
128
+ True,
129
+ local_rank,
130
+ rank,
131
+ world_size,
132
+ )
133
+ return DistributedUtils._cached_state
134
+
135
+ if 'RANK' in os.environ and 'WORLD_SIZE' in os.environ:
136
+ rank = int(os.environ["RANK"])
137
+ world_size = int(os.environ["WORLD_SIZE"])
138
+ local_rank = int(os.environ["LOCAL_RANK"])
139
+
140
+ if torch.cuda.is_available():
141
+ torch.cuda.set_device(local_rank)
142
+
143
+ dist.init_process_group(backend="nccl", init_method="env://")
144
+ print(
145
+ f">>> DDP Initialized: Rank {rank}/{world_size}, Local Rank {local_rank}")
146
+ DistributedUtils._cached_state = (
147
+ True,
148
+ local_rank,
149
+ rank,
150
+ world_size,
151
+ )
152
+ return DistributedUtils._cached_state
153
+ else:
154
+ print(
155
+ f">>> DDP Setup Failed: RANK or WORLD_SIZE not found in env. Keys found: {list(os.environ.keys())}")
156
+ return False, 0, 0, 1
157
+
158
+ @staticmethod
159
+ def cleanup_ddp():
160
+ """Destroy DDP process group."""
161
+ if dist.is_initialized():
162
+ dist.destroy_process_group()
163
+ DistributedUtils._cached_state = None
164
+
165
+ @staticmethod
166
+ def is_main_process():
167
+ return not dist.is_initialized() or dist.get_rank() == 0
168
+
169
+ @staticmethod
170
+ def world_size() -> int:
171
+ return dist.get_world_size() if dist.is_initialized() else 1
172
+
173
+
174
+ class PlotUtils:
175
+ # 多种模型共享的绘图辅助工具。
176
+
177
+ @staticmethod
178
+ def split_data(data: pd.DataFrame, col_nme: str, wgt_nme: str, n_bins: int = 10) -> pd.DataFrame:
179
+ data_sorted = data.sort_values(by=col_nme, ascending=True).copy()
180
+ data_sorted['cum_weight'] = data_sorted[wgt_nme].cumsum()
181
+ w_sum = data_sorted[wgt_nme].sum()
182
+ if w_sum <= EPS:
183
+ data_sorted.loc[:, 'bins'] = 0
184
+ else:
185
+ data_sorted.loc[:, 'bins'] = np.floor(
186
+ data_sorted['cum_weight'] * float(n_bins) / w_sum
187
+ )
188
+ data_sorted.loc[(data_sorted['bins'] == n_bins),
189
+ 'bins'] = n_bins - 1
190
+ return data_sorted.groupby(['bins'], observed=True).sum(numeric_only=True)
191
+
192
+ @staticmethod
193
+ def plot_lift_ax(ax, plot_data, title, pred_label='Predicted', act_label='Actual', weight_label='Earned Exposure'):
194
+ ax.plot(plot_data.index, plot_data['act_v'],
195
+ label=act_label, color='red')
196
+ ax.plot(plot_data.index, plot_data['exp_v'],
197
+ label=pred_label, color='blue')
198
+ ax.set_title(title, fontsize=8)
199
+ ax.set_xticks(plot_data.index)
200
+ ax.set_xticklabels(plot_data.index, rotation=90, fontsize=6)
201
+ ax.tick_params(axis='y', labelsize=6)
202
+ ax.legend(loc='upper left', fontsize=5, frameon=False)
203
+ ax.margins(0.05)
204
+ ax2 = ax.twinx()
205
+ ax2.bar(plot_data.index, plot_data['weight'],
206
+ alpha=0.5, color='seagreen',
207
+ label=weight_label)
208
+ ax2.tick_params(axis='y', labelsize=6)
209
+ ax2.legend(loc='upper right', fontsize=5, frameon=False)
210
+
211
+ @staticmethod
212
+ def plot_dlift_ax(ax, plot_data, title, label1, label2, act_label='Actual', weight_label='Earned Exposure'):
213
+ ax.plot(plot_data.index, plot_data['act_v'],
214
+ label=act_label, color='red')
215
+ ax.plot(plot_data.index, plot_data['exp_v1'],
216
+ label=label1, color='blue')
217
+ ax.plot(plot_data.index, plot_data['exp_v2'],
218
+ label=label2, color='black')
219
+ ax.set_title(title, fontsize=8)
220
+ ax.set_xticks(plot_data.index)
221
+ ax.set_xticklabels(plot_data.index, rotation=90, fontsize=6)
222
+ ax.set_xlabel(f'{label1} / {label2}', fontsize=6)
223
+ ax.tick_params(axis='y', labelsize=6)
224
+ ax.legend(loc='upper left', fontsize=5, frameon=False)
225
+ ax.margins(0.1)
226
+ ax2 = ax.twinx()
227
+ ax2.bar(plot_data.index, plot_data['weight'],
228
+ alpha=0.5, color='seagreen',
229
+ label=weight_label)
230
+ ax2.tick_params(axis='y', labelsize=6)
231
+ ax2.legend(loc='upper right', fontsize=5, frameon=False)
232
+
233
+ @staticmethod
234
+ def plot_lift_list(pred_model, w_pred_list, w_act_list,
235
+ weight_list, tgt_nme, n_bins: int = 10,
236
+ fig_nme: str = 'Lift Chart'):
237
+ lift_data = pd.DataFrame()
238
+ lift_data.loc[:, 'pred'] = pred_model
239
+ lift_data.loc[:, 'w_pred'] = w_pred_list
240
+ lift_data.loc[:, 'act'] = w_act_list
241
+ lift_data.loc[:, 'weight'] = weight_list
242
+ plot_data = PlotUtils.split_data(lift_data, 'pred', 'weight', n_bins)
243
+ plot_data['exp_v'] = plot_data['w_pred'] / plot_data['weight']
244
+ plot_data['act_v'] = plot_data['act'] / plot_data['weight']
245
+ plot_data.reset_index(inplace=True)
246
+
247
+ fig = plt.figure(figsize=(7, 5))
248
+ ax = fig.add_subplot(111)
249
+ PlotUtils.plot_lift_ax(ax, plot_data, f'Lift Chart of {tgt_nme}')
250
+ plt.subplots_adjust(wspace=0.3)
251
+
252
+ save_path = os.path.join(
253
+ os.getcwd(), 'plot', f'05_{tgt_nme}_{fig_nme}.png')
254
+ IOUtils.ensure_parent_dir(save_path)
255
+ plt.savefig(save_path, dpi=300)
256
+ plt.close(fig)
257
+
258
+ @staticmethod
259
+ def plot_dlift_list(pred_model_1, pred_model_2,
260
+ model_nme_1, model_nme_2,
261
+ tgt_nme,
262
+ w_list, w_act_list, n_bins: int = 10,
263
+ fig_nme: str = 'Double Lift Chart'):
264
+ lift_data = pd.DataFrame()
265
+ lift_data.loc[:, 'pred1'] = pred_model_1
266
+ lift_data.loc[:, 'pred2'] = pred_model_2
267
+ lift_data.loc[:, 'diff_ly'] = lift_data['pred1'] / lift_data['pred2']
268
+ lift_data.loc[:, 'act'] = w_act_list
269
+ lift_data.loc[:, 'weight'] = w_list
270
+ lift_data.loc[:, 'w_pred1'] = lift_data['pred1'] * lift_data['weight']
271
+ lift_data.loc[:, 'w_pred2'] = lift_data['pred2'] * lift_data['weight']
272
+ plot_data = PlotUtils.split_data(
273
+ lift_data, 'diff_ly', 'weight', n_bins)
274
+ plot_data['exp_v1'] = plot_data['w_pred1'] / plot_data['act']
275
+ plot_data['exp_v2'] = plot_data['w_pred2'] / plot_data['act']
276
+ plot_data['act_v'] = plot_data['act']/plot_data['act']
277
+ plot_data.reset_index(inplace=True)
278
+
279
+ fig = plt.figure(figsize=(7, 5))
280
+ ax = fig.add_subplot(111)
281
+ PlotUtils.plot_dlift_ax(
282
+ ax, plot_data, f'Double Lift Chart of {tgt_nme}', model_nme_1, model_nme_2)
283
+ plt.subplots_adjust(bottom=0.25, top=0.95, right=0.8)
284
+
285
+ save_path = os.path.join(
286
+ os.getcwd(), 'plot', f'06_{tgt_nme}_{fig_nme}.png')
287
+ IOUtils.ensure_parent_dir(save_path)
288
+ plt.savefig(save_path, dpi=300)
289
+ plt.close(fig)
290
+
291
+
292
+ # 向后兼容的函数式封装
293
+ def csv_to_dict(file_path: str) -> List[Dict[str, Any]]:
294
+ return IOUtils.csv_to_dict(file_path)
295
+
296
+
297
+ def ensure_parent_dir(file_path: str) -> None:
298
+ IOUtils.ensure_parent_dir(file_path)
299
+
300
+
301
+ def compute_batch_size(data_size: int, learning_rate: float, batch_num: int, minimum: int) -> int:
302
+ return TrainingUtils.compute_batch_size(data_size, learning_rate, batch_num, minimum)
303
+
304
+
305
+ # 定义在 PyTorch 环境下的 Tweedie 偏差损失函数
306
+ # 参考文档:https://scikit-learn.org/stable/modules/model_evaluation.html#mean-poisson-gamma-and-tweedie-deviances
307
+ def tweedie_loss(pred, target, p=1.5, eps=1e-6, max_clip=1e6):
308
+ return TrainingUtils.tweedie_loss(pred, target, p=p, eps=eps, max_clip=max_clip)
309
+
310
+
311
+ # 定义释放CUDA内存函数
312
+ def free_cuda():
313
+ TrainingUtils.free_cuda()
314
+
315
+
316
+ class TorchTrainerMixin:
317
+ # 面向 Torch 表格训练器的共享工具方法。
318
+
319
+ def _device_type(self) -> str:
320
+ return getattr(self, "device", torch.device("cpu")).type
321
+
322
+ def _build_dataloader(self,
323
+ dataset,
324
+ N: int,
325
+ base_bs_gpu: tuple,
326
+ base_bs_cpu: tuple,
327
+ min_bs: int = 64,
328
+ target_effective_cuda: int = 8192,
329
+ target_effective_cpu: int = 4096,
330
+ large_threshold: int = 200_000,
331
+ mid_threshold: int = 50_000):
332
+ batch_size = TrainingUtils.compute_batch_size(
333
+ data_size=len(dataset),
334
+ learning_rate=self.learning_rate,
335
+ batch_num=self.batch_num,
336
+ minimum=min_bs
337
+ )
338
+ gpu_large, gpu_mid, gpu_small = base_bs_gpu
339
+ cpu_mid, cpu_small = base_bs_cpu
340
+
341
+ if self._device_type() == 'cuda':
342
+ device_count = torch.cuda.device_count()
343
+ # 多卡环境下,适当增大最小批量,确保每张卡都能分到足够数据
344
+ if device_count > 1:
345
+ min_bs = min_bs * device_count
346
+ print(
347
+ f">>> Multi-GPU detected: {device_count} devices. Adjusted min_bs to {min_bs}.")
348
+
349
+ if N > large_threshold:
350
+ base_bs = gpu_large * device_count
351
+ elif N > mid_threshold:
352
+ base_bs = gpu_mid * device_count
353
+ else:
354
+ base_bs = gpu_small * device_count
355
+ else:
356
+ base_bs = cpu_mid if N > mid_threshold else cpu_small
357
+
358
+ # 重新计算 batch_size,确保不小于调整后的 min_bs
359
+ batch_size = TrainingUtils.compute_batch_size(
360
+ data_size=len(dataset),
361
+ learning_rate=self.learning_rate,
362
+ batch_num=self.batch_num,
363
+ minimum=min_bs
364
+ )
365
+ batch_size = min(batch_size, base_bs, N)
366
+
367
+ target_effective_bs = target_effective_cuda if self._device_type(
368
+ ) == 'cuda' else target_effective_cpu
369
+ accum_steps = max(1, target_effective_bs // batch_size)
370
+
371
+ print(
372
+ f">>> DataLoader config: Batch Size={batch_size}, Accum Steps={accum_steps}, Workers={min(8, os.cpu_count() or 1)}")
373
+
374
+ # Linux (posix) 采用 fork 更高效;Windows (nt) 使用 spawn,开销更大。
375
+ if os.name == 'nt':
376
+ workers = 0
377
+ else:
378
+ workers = min(8, os.cpu_count() or 1)
379
+
380
+ sampler = None
381
+ if dist.is_initialized():
382
+ sampler = DistributedSampler(dataset, shuffle=True)
383
+ shuffle = False # Sampler handles shuffling
384
+ else:
385
+ shuffle = True
386
+
387
+ dataloader = DataLoader(
388
+ dataset,
389
+ batch_size=batch_size,
390
+ shuffle=shuffle,
391
+ sampler=sampler,
392
+ num_workers=workers,
393
+ pin_memory=(self._device_type() == 'cuda'),
394
+ persistent_workers=workers > 0,
395
+ )
396
+ return dataloader, accum_steps
397
+
398
+ def _compute_weighted_loss(self, y_pred, y_true, weights, apply_softplus: bool = False):
399
+ task = getattr(self, "task_type", "regression")
400
+ if task == 'classification':
401
+ loss_fn = nn.BCEWithLogitsLoss(reduction='none')
402
+ losses = loss_fn(y_pred, y_true).view(-1)
403
+ else:
404
+ if apply_softplus:
405
+ y_pred = F.softplus(y_pred)
406
+ y_pred = torch.clamp(y_pred, min=1e-6)
407
+ power = getattr(self, "tw_power", 1.5)
408
+ losses = tweedie_loss(y_pred, y_true, p=power).view(-1)
409
+ weighted_loss = (losses * weights.view(-1)).sum() / \
410
+ torch.clamp(weights.sum(), min=EPS)
411
+ return weighted_loss
412
+
413
+ def _early_stop_update(self, val_loss, best_loss, best_state, patience_counter, model):
414
+ if val_loss < best_loss:
415
+ return val_loss, copy.deepcopy(model.state_dict()), 0, False
416
+ patience_counter += 1
417
+ should_stop = best_state is not None and patience_counter >= getattr(
418
+ self, "patience", 0)
419
+ return best_loss, best_state, patience_counter, should_stop
420
+
421
+ def _train_model(self,
422
+ model,
423
+ dataloader,
424
+ accum_steps,
425
+ optimizer,
426
+ scaler,
427
+ forward_fn,
428
+ val_forward_fn=None,
429
+ apply_softplus: bool = False,
430
+ clip_fn=None,
431
+ trial: Optional[optuna.trial.Trial] = None):
432
+ device_type = self._device_type()
433
+ best_loss = float('inf')
434
+ best_state = None
435
+ patience_counter = 0
436
+ stop_training = False
437
+
438
+ for epoch in range(1, getattr(self, "epochs", 1) + 1):
439
+ if hasattr(self, 'dataloader_sampler') and self.dataloader_sampler is not None:
440
+ self.dataloader_sampler.set_epoch(epoch)
441
+
442
+ model.train()
443
+ optimizer.zero_grad()
444
+
445
+ for step, batch in enumerate(dataloader):
446
+ with autocast(enabled=(device_type == 'cuda')):
447
+ y_pred, y_true, w = forward_fn(batch)
448
+ weighted_loss = self._compute_weighted_loss(
449
+ y_pred, y_true, w, apply_softplus=apply_softplus)
450
+ loss_for_backward = weighted_loss / accum_steps
451
+
452
+ scaler.scale(loss_for_backward).backward()
453
+
454
+ if ((step + 1) % accum_steps == 0) or ((step + 1) == len(dataloader)):
455
+ if clip_fn is not None:
456
+ clip_fn()
457
+ scaler.step(optimizer)
458
+ scaler.update()
459
+ optimizer.zero_grad()
460
+
461
+ if val_forward_fn is not None:
462
+ model.eval()
463
+ with torch.no_grad(), autocast(enabled=(device_type == 'cuda')):
464
+ val_result = val_forward_fn()
465
+ if isinstance(val_result, tuple) and len(val_result) == 3:
466
+ y_val_pred, y_val_true, w_val = val_result
467
+ val_weighted_loss = self._compute_weighted_loss(
468
+ y_val_pred, y_val_true, w_val, apply_softplus=apply_softplus)
469
+ else:
470
+ val_weighted_loss = val_result
471
+
472
+ best_loss, best_state, patience_counter, stop_training = self._early_stop_update(
473
+ val_weighted_loss, best_loss, best_state, patience_counter, model)
474
+
475
+ # Optuna 剪枝:若评估值劣于历史表现则提前中止该 trial
476
+ if trial is not None:
477
+ trial.report(val_weighted_loss, epoch)
478
+ if trial.should_prune():
479
+ raise optuna.TrialPruned()
480
+
481
+ if stop_training:
482
+ break
483
+
484
+ return best_state
485
+
486
+
487
+ # =============================================================================
488
+ # 绘图辅助模块
489
+ # =============================================================================
490
+
491
+ def split_data(data, col_nme, wgt_nme, n_bins=10):
492
+ return PlotUtils.split_data(data, col_nme, wgt_nme, n_bins)
493
+
494
+ # 定义提纯曲线(Lift)绘制函数
495
+
496
+
497
+ def plot_lift_list(pred_model, w_pred_list, w_act_list,
498
+ weight_list, tgt_nme, n_bins=10,
499
+ fig_nme='Lift Chart'):
500
+ return PlotUtils.plot_lift_list(pred_model, w_pred_list, w_act_list,
501
+ weight_list, tgt_nme, n_bins, fig_nme)
502
+
503
+ # 定义双提纯曲线绘制函数
504
+
505
+
506
+ def plot_dlift_list(pred_model_1, pred_model_2,
507
+ model_nme_1, model_nme_2,
508
+ tgt_nme,
509
+ w_list, w_act_list, n_bins=10,
510
+ fig_nme='Double Lift Chart'):
511
+ return PlotUtils.plot_dlift_list(pred_model_1, pred_model_2,
512
+ model_nme_1, model_nme_2,
513
+ tgt_nme, w_list, w_act_list,
514
+ n_bins, fig_nme)
515
+
516
+
517
+ # =============================================================================
518
+ # ResNet 模型与 sklearn 风格封装
519
+ # =============================================================================
520
+
521
+ # 开始定义ResNet模型结构
522
+ # 残差块:两层线性 + ReLU + 残差连接
523
+ # ResBlock 继承 nn.Module
524
+ class ResBlock(nn.Module):
525
+ def __init__(self, dim: int, dropout: float = 0.1,
526
+ use_layernorm: bool = False, residual_scale: float = 0.1
527
+ ):
528
+ super().__init__()
529
+ self.use_layernorm = use_layernorm
530
+
531
+ if use_layernorm:
532
+ Norm = nn.LayerNorm # 对最后一维做归一化
533
+ else:
534
+ def Norm(d): return nn.BatchNorm1d(d) # 保留一个开关,想试 BN 时也能用
535
+
536
+ self.norm1 = Norm(dim)
537
+ self.fc1 = nn.Linear(dim, dim, bias=True)
538
+ self.act = nn.ReLU(inplace=True)
539
+ self.dropout = nn.Dropout(dropout) if dropout > 0.0 else nn.Identity()
540
+ self.norm2 = Norm(dim)
541
+ self.fc2 = nn.Linear(dim, dim, bias=True)
542
+
543
+ # 残差缩放,防止一开始就把主干搞炸
544
+ self.res_scale = nn.Parameter(
545
+ torch.tensor(residual_scale, dtype=torch.float32)
546
+ )
547
+
548
+ def forward(self, x):
549
+ # 前置激活结构
550
+ out = self.norm1(x)
551
+ out = self.fc1(out)
552
+ out = self.act(out)
553
+ out = self.dropout(out)
554
+ out = self.norm2(out)
555
+ out = self.fc2(out)
556
+ # 残差缩放再相加
557
+ return F.relu(x + self.res_scale * out)
558
+
559
+ # ResNetSequential 继承 nn.Module,定义整个网络结构
560
+
561
+
562
+ class ResNetSequential(nn.Module):
563
+ # 输入张量形状:(batch, input_dim)
564
+ # 网络结构:全连接 + 归一化 + ReLU,再堆叠若干残差块,最后输出 Softplus
565
+
566
+ def __init__(self, input_dim: int, hidden_dim: int = 64, block_num: int = 2,
567
+ use_layernorm: bool = True, dropout: float = 0.1,
568
+ residual_scale: float = 0.1, task_type: str = 'regression'):
569
+ super(ResNetSequential, self).__init__()
570
+
571
+ self.net = nn.Sequential()
572
+ self.net.add_module('fc1', nn.Linear(input_dim, hidden_dim))
573
+
574
+ if use_layernorm:
575
+ self.net.add_module('norm1', nn.LayerNorm(hidden_dim))
576
+ else:
577
+ self.net.add_module('norm1', nn.BatchNorm1d(hidden_dim))
578
+
579
+ self.net.add_module('relu1', nn.ReLU(inplace=True))
580
+
581
+ # 多个残差块
582
+ for i in range(block_num):
583
+ self.net.add_module(
584
+ f'ResBlk_{i+1}',
585
+ ResBlock(
586
+ hidden_dim,
587
+ dropout=dropout,
588
+ use_layernorm=use_layernorm,
589
+ residual_scale=residual_scale)
590
+ )
591
+
592
+ self.net.add_module('fc_out', nn.Linear(hidden_dim, 1))
593
+
594
+ if task_type == 'classification':
595
+ self.net.add_module('softplus', nn.Identity())
596
+ else:
597
+ self.net.add_module('softplus', nn.Softplus())
598
+
599
+ def forward(self, x):
600
+ if self.training and not hasattr(self, '_printed_device'):
601
+ print(f">>> ResNetSequential executing on device: {x.device}")
602
+ self._printed_device = True
603
+ return self.net(x)
604
+
605
+ # 定义ResNet模型的Scikit-Learn接口类
606
+
607
+
608
+ class ResNetSklearn(TorchTrainerMixin, nn.Module):
609
+ def __init__(self, model_nme: str, input_dim: int, hidden_dim: int = 64,
610
+ block_num: int = 2, batch_num: int = 100, epochs: int = 100,
611
+ task_type: str = 'regression',
612
+ tweedie_power: float = 1.5, learning_rate: float = 0.01, patience: int = 10,
613
+ use_layernorm: bool = True, dropout: float = 0.1,
614
+ residual_scale: float = 0.1,
615
+ use_data_parallel: bool = True,
616
+ use_ddp: bool = False):
617
+ super(ResNetSklearn, self).__init__()
618
+
619
+ self.use_ddp = use_ddp
620
+ self.is_ddp_enabled, self.local_rank, self.rank, self.world_size = (
621
+ False, 0, 0, 1)
622
+
623
+ if self.use_ddp:
624
+ self.is_ddp_enabled, self.local_rank, self.rank, self.world_size = DistributedUtils.setup_ddp()
625
+
626
+ self.input_dim = input_dim
627
+ self.hidden_dim = hidden_dim
628
+ self.block_num = block_num
629
+ self.batch_num = batch_num
630
+ self.epochs = epochs
631
+ self.task_type = task_type
632
+ self.model_nme = model_nme
633
+ self.learning_rate = learning_rate
634
+ self.patience = patience
635
+ self.use_layernorm = use_layernorm
636
+ self.dropout = dropout
637
+ self.residual_scale = residual_scale
638
+
639
+ # 设备选择:cuda > mps > cpu
640
+ if self.is_ddp_enabled:
641
+ self.device = torch.device(f'cuda:{self.local_rank}')
642
+ elif torch.cuda.is_available():
643
+ self.device = torch.device('cuda')
644
+ elif torch.backends.mps.is_available():
645
+ self.device = torch.device('mps')
646
+ else:
647
+ self.device = torch.device('cpu')
648
+
649
+ # Tweedie 幂指数设定(分类时不使用)
650
+ if self.task_type == 'classification':
651
+ self.tw_power = None
652
+ elif 'f' in self.model_nme:
653
+ self.tw_power = 1
654
+ elif 's' in self.model_nme:
655
+ self.tw_power = 2
656
+ else:
657
+ self.tw_power = tweedie_power
658
+
659
+ # 搭建网络(先在 CPU 上建好)
660
+ core = ResNetSequential(
661
+ self.input_dim,
662
+ self.hidden_dim,
663
+ self.block_num,
664
+ use_layernorm=self.use_layernorm,
665
+ dropout=self.dropout,
666
+ residual_scale=self.residual_scale,
667
+ task_type=self.task_type
668
+ )
669
+
670
+ # ===== 多卡支持:DataParallel vs DistributedDataParallel =====
671
+ if self.is_ddp_enabled:
672
+ core = core.to(self.device)
673
+ core = DDP(core, device_ids=[
674
+ self.local_rank], output_device=self.local_rank)
675
+ elif use_data_parallel and (self.device.type == 'cuda') and (torch.cuda.device_count() > 1):
676
+ core = nn.DataParallel(core, device_ids=list(
677
+ range(torch.cuda.device_count())))
678
+ # DataParallel 会把输入 scatter 到多卡上,但“主设备”仍然是 cuda:0
679
+ self.device = torch.device('cuda')
680
+
681
+ self.resnet = core.to(self.device)
682
+
683
+ # ================ 内部工具 ================
684
+ def _build_train_val_tensors(self, X_train, y_train, w_train, X_val, y_val, w_val):
685
+ X_tensor = torch.tensor(X_train.values, dtype=torch.float32)
686
+ y_tensor = torch.tensor(
687
+ y_train.values, dtype=torch.float32).view(-1, 1)
688
+ w_tensor = torch.tensor(w_train.values, dtype=torch.float32).view(
689
+ -1, 1) if w_train is not None else torch.ones_like(y_tensor)
690
+
691
+ has_val = X_val is not None and y_val is not None
692
+ if has_val:
693
+ X_val_tensor = torch.tensor(X_val.values, dtype=torch.float32)
694
+ y_val_tensor = torch.tensor(
695
+ y_val.values, dtype=torch.float32).view(-1, 1)
696
+ w_val_tensor = torch.tensor(w_val.values, dtype=torch.float32).view(
697
+ -1, 1) if w_val is not None else torch.ones_like(y_val_tensor)
698
+ else:
699
+ X_val_tensor = y_val_tensor = w_val_tensor = None
700
+ return X_tensor, y_tensor, w_tensor, X_val_tensor, y_val_tensor, w_val_tensor, has_val
701
+
702
+ def forward(self, x):
703
+ # 处理 SHAP 的 NumPy 输入
704
+ if isinstance(x, np.ndarray):
705
+ x_tensor = torch.tensor(x, dtype=torch.float32)
706
+ else:
707
+ x_tensor = x
708
+
709
+ x_tensor = x_tensor.to(self.device)
710
+ y_pred = self.resnet(x_tensor)
711
+ return y_pred
712
+
713
+ # ---------------- 训练 ----------------
714
+
715
+ def fit(self, X_train, y_train, w_train=None,
716
+ X_val=None, y_val=None, w_val=None, trial=None):
717
+
718
+ X_tensor, y_tensor, w_tensor, X_val_tensor, y_val_tensor, w_val_tensor, has_val = \
719
+ self._build_train_val_tensors(
720
+ X_train, y_train, w_train, X_val, y_val, w_val)
721
+
722
+ dataset = TensorDataset(X_tensor, y_tensor, w_tensor)
723
+ dataloader, accum_steps = self._build_dataloader(
724
+ dataset,
725
+ N=X_tensor.shape[0],
726
+ base_bs_gpu=(16384, 8192, 4096),
727
+ base_bs_cpu=(1024, 512),
728
+ min_bs=64,
729
+ target_effective_cuda=8192,
730
+ target_effective_cpu=4096
731
+ )
732
+
733
+ # 在每个 epoch 开始前设置 sampler 的 epoch,以保证 shuffle 的随机性
734
+ if self.is_ddp_enabled and hasattr(dataloader.sampler, 'set_epoch'):
735
+ self.dataloader_sampler = dataloader.sampler
736
+ else:
737
+ self.dataloader_sampler = None
738
+
739
+ # === 4. 优化器与 AMP ===
740
+ self.optimizer = torch.optim.Adam(
741
+ self.resnet.parameters(), lr=self.learning_rate)
742
+ self.scaler = GradScaler(enabled=(self.device.type == 'cuda'))
743
+
744
+ X_val_dev = y_val_dev = w_val_dev = None
745
+ val_dataloader = None
746
+ if has_val:
747
+ # 构建验证集 DataLoader
748
+ val_dataset = TensorDataset(
749
+ X_val_tensor, y_val_tensor, w_val_tensor)
750
+ # 验证阶段无需反向传播,可适当放大批量以提高吞吐
751
+ val_bs = accum_steps * dataloader.batch_size
752
+
753
+ # 验证集的 worker 数沿用相同的分配逻辑
754
+ if os.name == 'nt':
755
+ val_workers = 0
756
+ else:
757
+ val_workers = min(4, os.cpu_count() or 1)
758
+
759
+ val_dataloader = DataLoader(
760
+ val_dataset,
761
+ batch_size=val_bs,
762
+ shuffle=False,
763
+ num_workers=val_workers,
764
+ pin_memory=(self.device.type == 'cuda'),
765
+ persistent_workers=val_workers > 0,
766
+ )
767
+ # 验证集通常不需要 DDP Sampler,因为我们只在主进程验证或汇总验证结果
768
+ # 但为了简单起见,这里保持单卡验证或主进程验证
769
+
770
+ is_data_parallel = isinstance(self.resnet, nn.DataParallel)
771
+
772
+ def forward_fn(batch):
773
+ X_batch, y_batch, w_batch = batch
774
+
775
+ if not is_data_parallel:
776
+ X_batch = X_batch.to(self.device, non_blocking=True)
777
+ # 目标值与权重始终与主设备保持一致,便于后续损失计算
778
+ y_batch = y_batch.to(self.device, non_blocking=True)
779
+ w_batch = w_batch.to(self.device, non_blocking=True)
780
+
781
+ y_pred = self.resnet(X_batch)
782
+ return y_pred, y_batch, w_batch
783
+
784
+ def val_forward_fn():
785
+ total_loss = 0.0
786
+ total_weight = 0.0
787
+ for batch in val_dataloader:
788
+ X_b, y_b, w_b = batch
789
+ if not is_data_parallel:
790
+ X_b = X_b.to(self.device, non_blocking=True)
791
+ y_b = y_b.to(self.device, non_blocking=True)
792
+ w_b = w_b.to(self.device, non_blocking=True)
793
+
794
+ y_pred = self.resnet(X_b)
795
+
796
+ # 手动计算当前批次的加权损失,以便后续精确加总
797
+ task = getattr(self, "task_type", "regression")
798
+ if task == 'classification':
799
+ loss_fn = nn.BCEWithLogitsLoss(reduction='none')
800
+ losses = loss_fn(y_pred, y_b).view(-1)
801
+ else:
802
+ # 此处无需再做 softplus:训练时 apply_softplus=False,模型前向结果本身已为正
803
+ y_pred_clamped = torch.clamp(y_pred, min=1e-6)
804
+ power = getattr(self, "tw_power", 1.5)
805
+ losses = tweedie_loss(
806
+ y_pred_clamped, y_b, p=power).view(-1)
807
+
808
+ batch_weight_sum = torch.clamp(w_b.sum(), min=EPS)
809
+ batch_weighted_loss_sum = (losses * w_b.view(-1)).sum()
810
+
811
+ total_loss += batch_weighted_loss_sum.item()
812
+ total_weight += batch_weight_sum.item()
813
+
814
+ return total_loss / max(total_weight, EPS)
815
+
816
+ clip_fn = None
817
+ if self.device.type == 'cuda':
818
+ def clip_fn(): return (self.scaler.unscale_(self.optimizer),
819
+ clip_grad_norm_(self.resnet.parameters(), max_norm=1.0))
820
+
821
+ # DDP 模式下,只在主进程打印日志和保存模型
822
+ if self.is_ddp_enabled and not DistributedUtils.is_main_process():
823
+ # 非主进程不进行验证回调中的打印操作(需在 _train_model 内部控制,这里暂略)
824
+ pass
825
+
826
+ best_state = self._train_model(
827
+ self.resnet,
828
+ dataloader,
829
+ accum_steps,
830
+ self.optimizer,
831
+ self.scaler,
832
+ forward_fn,
833
+ val_forward_fn if has_val else None,
834
+ apply_softplus=False,
835
+ clip_fn=clip_fn,
836
+ trial=trial
837
+ )
838
+
839
+ if has_val and best_state is not None:
840
+ self.resnet.load_state_dict(best_state)
841
+
842
+ # ---------------- 预测 ----------------
843
+
844
+ def predict(self, X_test):
845
+ self.resnet.eval()
846
+ if isinstance(X_test, pd.DataFrame):
847
+ X_np = X_test.values.astype(np.float32)
848
+ else:
849
+ X_np = X_test
850
+
851
+ with torch.no_grad():
852
+ y_pred = self(X_np).cpu().numpy()
853
+
854
+ if self.task_type == 'classification':
855
+ y_pred = 1 / (1 + np.exp(-y_pred)) # Sigmoid 函数将 logit 转换为概率
856
+ else:
857
+ y_pred = np.clip(y_pred, 1e-6, None)
858
+ return y_pred.flatten()
859
+
860
+ # ---------------- 设置参数 ----------------
861
+
862
+ def set_params(self, params):
863
+ for key, value in params.items():
864
+ if hasattr(self, key):
865
+ setattr(self, key, value)
866
+ else:
867
+ raise ValueError(f"Parameter {key} not found in model.")
868
+ return self
869
+
870
+
871
+ # =============================================================================
872
+ # FT-Transformer 模型与 sklearn 风格封装
873
+ # =============================================================================
874
+ # 开始定义FT Transformer模型结构
875
+
876
+
877
+ class FeatureTokenizer(nn.Module):
878
+ # 将数值特征与类别特征统一映射为 token,输出形状为 (batch, token_num, d_model)
879
+ # 约定:
880
+ # - X_num:表示数值特征,shape=(batch, num_numeric)
881
+ # - X_cat:表示类别特征,shape=(batch, num_categorical),每列是编码后的整数标签 [0, card-1]
882
+
883
+ def __init__(self, num_numeric: int, cat_cardinalities, d_model: int):
884
+ super().__init__()
885
+
886
+ self.num_numeric = num_numeric
887
+ self.has_numeric = num_numeric > 0
888
+
889
+ if self.has_numeric:
890
+ self.num_linear = nn.Linear(num_numeric, d_model)
891
+
892
+ self.embeddings = nn.ModuleList([
893
+ nn.Embedding(card, d_model) for card in cat_cardinalities
894
+ ])
895
+
896
+ def forward(self, X_num, X_cat):
897
+ tokens = []
898
+
899
+ if self.has_numeric:
900
+ # 数值特征整体映射为一个 token
901
+ # shape = (batch, d_model)
902
+ num_token = self.num_linear(X_num)
903
+ tokens.append(num_token)
904
+
905
+ # 每个类别特征各生成一个嵌入 token
906
+ for i, emb in enumerate(self.embeddings):
907
+ # shape = (batch, d_model)
908
+ tok = emb(X_cat[:, i])
909
+ tokens.append(tok)
910
+
911
+ # 拼接后得到 (batch, token_num, d_model)
912
+ x = torch.stack(tokens, dim=1)
913
+ return x
914
+
915
+ # 定义具有残差缩放的Encoder层
916
+
917
+
918
+ class ScaledTransformerEncoderLayer(nn.Module):
919
+ def __init__(self, d_model: int, nhead: int, dim_feedforward: int = 2048,
920
+ dropout: float = 0.1, residual_scale_attn: float = 1.0,
921
+ residual_scale_ffn: float = 1.0, norm_first: bool = True,
922
+ ):
923
+ super().__init__()
924
+ self.self_attn = nn.MultiheadAttention(
925
+ embed_dim=d_model,
926
+ num_heads=nhead,
927
+ dropout=dropout,
928
+ batch_first=True
929
+ )
930
+
931
+ # 前馈网络部分
932
+ self.linear1 = nn.Linear(d_model, dim_feedforward)
933
+ self.dropout = nn.Dropout(dropout)
934
+ self.linear2 = nn.Linear(dim_feedforward, d_model)
935
+
936
+ # 归一化与 Dropout
937
+ self.norm1 = nn.LayerNorm(d_model)
938
+ self.norm2 = nn.LayerNorm(d_model)
939
+ self.dropout1 = nn.Dropout(dropout)
940
+ self.dropout2 = nn.Dropout(dropout)
941
+
942
+ self.activation = nn.GELU()
943
+ # self.activation = nn.ReLU()
944
+ self.norm_first = norm_first
945
+
946
+ # 残差缩放系数
947
+ self.res_scale_attn = residual_scale_attn
948
+ self.res_scale_ffn = residual_scale_ffn
949
+
950
+ def forward(self, src, src_mask=None, src_key_padding_mask=None):
951
+ # 输入张量形状:(batch, 序列长度, d_model)
952
+ x = src
953
+
954
+ if self.norm_first:
955
+ # 先归一化再做注意力
956
+ x = x + self._sa_block(self.norm1(x), src_mask,
957
+ src_key_padding_mask)
958
+ x = x + self._ff_block(self.norm2(x))
959
+ else:
960
+ # 后归一化(一般不启用)
961
+ x = self.norm1(
962
+ x + self._sa_block(x, src_mask, src_key_padding_mask))
963
+ x = self.norm2(x + self._ff_block(x))
964
+
965
+ return x
966
+
967
+ def _sa_block(self, x, attn_mask, key_padding_mask):
968
+ # 自注意力并附带残差缩放
969
+ attn_out, _ = self.self_attn(
970
+ x, x, x,
971
+ attn_mask=attn_mask,
972
+ key_padding_mask=key_padding_mask,
973
+ need_weights=False
974
+ )
975
+ return self.res_scale_attn * self.dropout1(attn_out)
976
+
977
+ def _ff_block(self, x):
978
+ # 前馈网络并附带残差缩放
979
+ x2 = self.linear2(self.dropout(self.activation(self.linear1(x))))
980
+ return self.res_scale_ffn * self.dropout2(x2)
981
+
982
+ # 定义FT-Transformer核心模型
983
+
984
+
985
+ class FTTransformerCore(nn.Module):
986
+ # 最小可用版本的 FT-Transformer,由三部分组成:
987
+ # 1) FeatureTokenizer:将数值/类别特征转换成 token;
988
+ # 2) TransformerEncoder:建模特征之间的交互;
989
+ # 3) 池化 + MLP + Softplus:输出正值,方便 Tweedie/Gamma 等任务。
990
+
991
+ def __init__(self, num_numeric: int, cat_cardinalities, d_model: int = 64,
992
+ n_heads: int = 8, n_layers: int = 4, dropout: float = 0.1,
993
+ task_type: str = 'regression'
994
+ ):
995
+ super().__init__()
996
+
997
+ self.tokenizer = FeatureTokenizer(
998
+ num_numeric=num_numeric,
999
+ cat_cardinalities=cat_cardinalities,
1000
+ d_model=d_model
1001
+ )
1002
+ scale = 1.0 / math.sqrt(n_layers) # 推荐一个默认值
1003
+ encoder_layer = ScaledTransformerEncoderLayer(
1004
+ d_model=d_model,
1005
+ nhead=n_heads,
1006
+ dim_feedforward=d_model * 4,
1007
+ dropout=dropout,
1008
+ residual_scale_attn=scale,
1009
+ residual_scale_ffn=scale,
1010
+ norm_first=True,
1011
+ )
1012
+ self.encoder = nn.TransformerEncoder(
1013
+ encoder_layer,
1014
+ num_layers=n_layers
1015
+ )
1016
+ self.n_layers = n_layers
1017
+
1018
+ layers = [
1019
+ nn.LayerNorm(d_model),
1020
+ nn.Linear(d_model, d_model),
1021
+ nn.GELU(),
1022
+ nn.Linear(d_model, 1),
1023
+ ]
1024
+
1025
+ if task_type == 'classification':
1026
+ # 分类任务输出 logits,与 BCEWithLogitsLoss 更匹配
1027
+ layers.append(nn.Identity())
1028
+ else:
1029
+ # 回归任务需保持正值,适配 Tweedie/Gamma
1030
+ layers.append(nn.Softplus())
1031
+
1032
+ self.head = nn.Sequential(*layers)
1033
+
1034
+ def forward(self, X_num, X_cat):
1035
+
1036
+ # 输入:
1037
+ # X_num -> (batch, 数值特征数) 的 float32 张量
1038
+ # X_cat -> (batch, 类别特征数) 的 long 张量
1039
+
1040
+ if self.training and not hasattr(self, '_printed_device'):
1041
+ print(f">>> FTTransformerCore executing on device: {X_num.device}")
1042
+ self._printed_device = True
1043
+
1044
+ tokens = self.tokenizer(X_num, X_cat) # => (batch, token_num, d_model)
1045
+ x = self.encoder(tokens) # => (batch, token_num, d_model)
1046
+
1047
+ # 对 token 做平均池化,再送入回归头
1048
+ x = x.mean(dim=1) # => (batch, d_model)
1049
+
1050
+ out = self.head(x) # => (batch, 1),Softplus 约束为正
1051
+ return out
1052
+
1053
+ # 定义TabularDataset类
1054
+
1055
+
1056
+ class TabularDataset(Dataset):
1057
+ def __init__(self, X_num, X_cat, y, w):
1058
+
1059
+ # 输入张量说明:
1060
+ # X_num: torch.float32,shape=(N, 数值特征数)
1061
+ # X_cat: torch.long, shape=(N, 类别特征数)
1062
+ # y: torch.float32,shape=(N, 1)
1063
+ # w: torch.float32,shape=(N, 1)
1064
+
1065
+ self.X_num = X_num
1066
+ self.X_cat = X_cat
1067
+ self.y = y
1068
+ self.w = w
1069
+
1070
+ def __len__(self):
1071
+ return self.y.shape[0]
1072
+
1073
+ def __getitem__(self, idx):
1074
+ return (
1075
+ self.X_num[idx],
1076
+ self.X_cat[idx],
1077
+ self.y[idx],
1078
+ self.w[idx],
1079
+ )
1080
+
1081
+ # 定义FTTransformer的Scikit-Learn接口类
1082
+
1083
+
1084
+ class FTTransformerSklearn(TorchTrainerMixin, nn.Module):
1085
+
1086
+ # sklearn 风格包装:
1087
+ # - num_cols:数值特征列名列表
1088
+ # - cat_cols:类别特征列名列表(需事先做标签编码,取值 ∈ [0, n_classes-1])
1089
+
1090
+ def __init__(self, model_nme: str, num_cols, cat_cols, d_model: int = 64, n_heads: int = 8,
1091
+ n_layers: int = 4, dropout: float = 0.1, batch_num: int = 100, epochs: int = 100,
1092
+ task_type: str = 'regression',
1093
+ tweedie_power: float = 1.5, learning_rate: float = 1e-3, patience: int = 10,
1094
+ use_data_parallel: bool = True,
1095
+ use_ddp: bool = False
1096
+ ):
1097
+ super().__init__()
1098
+
1099
+ self.use_ddp = use_ddp
1100
+ self.is_ddp_enabled, self.local_rank, self.rank, self.world_size = (
1101
+ False, 0, 0, 1)
1102
+ if self.use_ddp:
1103
+ self.is_ddp_enabled, self.local_rank, self.rank, self.world_size = DistributedUtils.setup_ddp()
1104
+
1105
+ self.model_nme = model_nme
1106
+ self.num_cols = list(num_cols)
1107
+ self.cat_cols = list(cat_cols)
1108
+ self.d_model = d_model
1109
+ self.n_heads = n_heads
1110
+ self.n_layers = n_layers
1111
+ self.dropout = dropout
1112
+ self.batch_num = batch_num
1113
+ self.epochs = epochs
1114
+ self.learning_rate = learning_rate
1115
+ self.task_type = task_type
1116
+ self.patience = patience
1117
+ if self.task_type == 'classification':
1118
+ self.tw_power = None # 分类时不使用 Tweedie 幂
1119
+ elif 'f' in self.model_nme:
1120
+ self.tw_power = 1.0
1121
+ elif 's' in self.model_nme:
1122
+ self.tw_power = 2.0
1123
+ else:
1124
+ self.tw_power = tweedie_power
1125
+
1126
+ if self.is_ddp_enabled:
1127
+ self.device = torch.device(f"cuda:{self.local_rank}")
1128
+ elif torch.cuda.is_available():
1129
+ self.device = torch.device("cuda")
1130
+ elif torch.backends.mps.is_available():
1131
+ self.device = torch.device("mps")
1132
+ else:
1133
+ self.device = torch.device("cpu")
1134
+ self.cat_cardinalities = None
1135
+ self.cat_categories = {}
1136
+ self.ft = None
1137
+ self.use_data_parallel = torch.cuda.device_count() > 1 and use_data_parallel
1138
+
1139
+ def _build_model(self, X_train):
1140
+ num_numeric = len(self.num_cols)
1141
+ cat_cardinalities = []
1142
+
1143
+ for col in self.cat_cols:
1144
+ cats = X_train[col].astype('category')
1145
+ categories = cats.cat.categories
1146
+ self.cat_categories[col] = categories # 保存训练集类别全集
1147
+
1148
+ card = len(categories) + 1 # 多预留 1 类给“未知/缺失”
1149
+ cat_cardinalities.append(card)
1150
+
1151
+ self.cat_cardinalities = cat_cardinalities
1152
+
1153
+ core = FTTransformerCore(
1154
+ num_numeric=num_numeric,
1155
+ cat_cardinalities=cat_cardinalities,
1156
+ d_model=self.d_model,
1157
+ n_heads=self.n_heads,
1158
+ n_layers=self.n_layers,
1159
+ dropout=self.dropout,
1160
+ task_type=self.task_type
1161
+ )
1162
+ if self.is_ddp_enabled:
1163
+ core = core.to(self.device)
1164
+ core = DDP(core, device_ids=[
1165
+ self.local_rank], output_device=self.local_rank)
1166
+ elif self.use_data_parallel:
1167
+ core = nn.DataParallel(core, device_ids=list(
1168
+ range(torch.cuda.device_count())))
1169
+ self.device = torch.device("cuda")
1170
+ self.ft = core.to(self.device)
1171
+
1172
+ def _encode_cats(self, X):
1173
+ # 输入 DataFrame 至少需要包含所有类别特征列
1174
+ # 返回形状 (N, 类别特征数) 的 int64 数组
1175
+
1176
+ if not self.cat_cols:
1177
+ return np.zeros((len(X), 0), dtype='int64')
1178
+
1179
+ X_cat_list = []
1180
+ for col in self.cat_cols:
1181
+ # 使用训练阶段记录的类别全集
1182
+ categories = self.cat_categories[col]
1183
+ # 按固定类别构造 Categorical
1184
+ cats = pd.Categorical(X[col], categories=categories)
1185
+ codes = cats.codes.astype('int64', copy=True) # -1 表示未知或缺失
1186
+ # 未知或缺失映射到额外的“未知”索引 len(categories)
1187
+ codes[codes < 0] = len(categories)
1188
+ X_cat_list.append(codes)
1189
+
1190
+ X_cat_np = np.stack(X_cat_list, axis=1) # 形状 (N, 类别特征数)
1191
+ return X_cat_np
1192
+
1193
+ def _build_train_tensors(self, X_train, y_train, w_train):
1194
+ return self._tensorize_split(X_train, y_train, w_train)
1195
+
1196
+ def _build_val_tensors(self, X_val, y_val, w_val):
1197
+ return self._tensorize_split(X_val, y_val, w_val, allow_none=True)
1198
+
1199
+ def _tensorize_split(self, X, y, w, allow_none: bool = False):
1200
+ if X is None:
1201
+ if allow_none:
1202
+ return None, None, None, None, False
1203
+ raise ValueError("输入特征 X 不能为空。")
1204
+
1205
+ X_num = torch.tensor(
1206
+ X[self.num_cols].to_numpy(dtype=np.float32, copy=True),
1207
+ dtype=torch.float32
1208
+ )
1209
+ if self.cat_cols:
1210
+ X_cat = torch.tensor(self._encode_cats(X), dtype=torch.long)
1211
+ else:
1212
+ X_cat = torch.zeros((X_num.shape[0], 0), dtype=torch.long)
1213
+
1214
+ y_tensor = torch.tensor(
1215
+ y.values, dtype=torch.float32).view(-1, 1) if y is not None else None
1216
+ if y_tensor is None:
1217
+ w_tensor = None
1218
+ elif w is not None:
1219
+ w_tensor = torch.tensor(
1220
+ w.values, dtype=torch.float32).view(-1, 1)
1221
+ else:
1222
+ w_tensor = torch.ones_like(y_tensor)
1223
+ return X_num, X_cat, y_tensor, w_tensor, y is not None
1224
+
1225
+ def fit(self, X_train, y_train, w_train=None,
1226
+ X_val=None, y_val=None, w_val=None, trial=None):
1227
+
1228
+ # 首次拟合时需要构建底层模型结构
1229
+ if self.ft is None:
1230
+ self._build_model(X_train)
1231
+
1232
+ X_num_train, X_cat_train, y_tensor, w_tensor, _ = self._build_train_tensors(
1233
+ X_train, y_train, w_train)
1234
+ X_num_val, X_cat_val, y_val_tensor, w_val_tensor, has_val = self._build_val_tensors(
1235
+ X_val, y_val, w_val)
1236
+
1237
+ # --- 构建 DataLoader ---
1238
+ dataset = TabularDataset(
1239
+ X_num_train, X_cat_train, y_tensor, w_tensor
1240
+ )
1241
+
1242
+ dataloader, accum_steps = self._build_dataloader(
1243
+ dataset,
1244
+ N=X_num_train.shape[0],
1245
+ base_bs_gpu=(16384, 8192, 4096),
1246
+ base_bs_cpu=(256, 128),
1247
+ min_bs=64,
1248
+ target_effective_cuda=4096,
1249
+ target_effective_cpu=2048
1250
+ )
1251
+
1252
+ if self.is_ddp_enabled and hasattr(dataloader.sampler, 'set_epoch'):
1253
+ self.dataloader_sampler = dataloader.sampler
1254
+ else:
1255
+ self.dataloader_sampler = None
1256
+
1257
+ optimizer = torch.optim.Adam(
1258
+ self.ft.parameters(), lr=self.learning_rate)
1259
+ scaler = GradScaler(enabled=(self.device.type == 'cuda'))
1260
+
1261
+ X_num_val_dev = X_cat_val_dev = y_val_dev = w_val_dev = None
1262
+ val_dataloader = None
1263
+ if has_val:
1264
+ val_dataset = TabularDataset(
1265
+ X_num_val, X_cat_val, y_val_tensor, w_val_tensor
1266
+ )
1267
+ val_bs = accum_steps * dataloader.batch_size
1268
+
1269
+ if os.name == 'nt':
1270
+ val_workers = 0
1271
+ else:
1272
+ val_workers = min(4, os.cpu_count() or 1)
1273
+
1274
+ val_dataloader = DataLoader(
1275
+ val_dataset,
1276
+ batch_size=val_bs,
1277
+ shuffle=False,
1278
+ num_workers=val_workers,
1279
+ pin_memory=(self.device.type == 'cuda'),
1280
+ persistent_workers=val_workers > 0,
1281
+ )
1282
+
1283
+ is_data_parallel = isinstance(self.ft, nn.DataParallel)
1284
+
1285
+ def forward_fn(batch):
1286
+ X_num_b, X_cat_b, y_b, w_b = batch
1287
+
1288
+ if not is_data_parallel:
1289
+ X_num_b = X_num_b.to(self.device, non_blocking=True)
1290
+ X_cat_b = X_cat_b.to(self.device, non_blocking=True)
1291
+ y_b = y_b.to(self.device, non_blocking=True)
1292
+ w_b = w_b.to(self.device, non_blocking=True)
1293
+
1294
+ y_pred = self.ft(X_num_b, X_cat_b)
1295
+ return y_pred, y_b, w_b
1296
+
1297
+ def val_forward_fn():
1298
+ total_loss = 0.0
1299
+ total_weight = 0.0
1300
+ for batch in val_dataloader:
1301
+ X_num_b, X_cat_b, y_b, w_b = batch
1302
+ if not is_data_parallel:
1303
+ X_num_b = X_num_b.to(self.device, non_blocking=True)
1304
+ X_cat_b = X_cat_b.to(self.device, non_blocking=True)
1305
+ y_b = y_b.to(self.device, non_blocking=True)
1306
+ w_b = w_b.to(self.device, non_blocking=True)
1307
+
1308
+ y_pred = self.ft(X_num_b, X_cat_b)
1309
+
1310
+ # 手动计算验证损失
1311
+ task = getattr(self, "task_type", "regression")
1312
+ if task == 'classification':
1313
+ loss_fn = nn.BCEWithLogitsLoss(reduction='none')
1314
+ losses = loss_fn(y_pred, y_b).view(-1)
1315
+ else:
1316
+ # 模型输出已通过 Softplus,无需再次应用
1317
+ y_pred_clamped = torch.clamp(y_pred, min=1e-6)
1318
+ power = getattr(self, "tw_power", 1.5)
1319
+ losses = tweedie_loss(
1320
+ y_pred_clamped, y_b, p=power).view(-1)
1321
+
1322
+ batch_weight_sum = torch.clamp(w_b.sum(), min=EPS)
1323
+ batch_weighted_loss_sum = (losses * w_b.view(-1)).sum()
1324
+
1325
+ total_loss += batch_weighted_loss_sum.item()
1326
+ total_weight += batch_weight_sum.item()
1327
+
1328
+ return total_loss / max(total_weight, EPS)
1329
+
1330
+ clip_fn = None
1331
+ if self.device.type == 'cuda':
1332
+ def clip_fn(): return (scaler.unscale_(optimizer),
1333
+ clip_grad_norm_(self.ft.parameters(), max_norm=1.0))
1334
+
1335
+ best_state = self._train_model(
1336
+ self.ft,
1337
+ dataloader,
1338
+ accum_steps,
1339
+ optimizer,
1340
+ scaler,
1341
+ forward_fn,
1342
+ val_forward_fn if has_val else None,
1343
+ apply_softplus=False,
1344
+ clip_fn=clip_fn,
1345
+ trial=trial
1346
+ )
1347
+
1348
+ if has_val and best_state is not None:
1349
+ self.ft.load_state_dict(best_state)
1350
+
1351
+ def predict(self, X_test):
1352
+ # X_test 需要包含所有数值列与类别列
1353
+
1354
+ self.ft.eval()
1355
+ X_num, X_cat, _, _, _ = self._tensorize_split(
1356
+ X_test, None, None, allow_none=True)
1357
+
1358
+ with torch.no_grad():
1359
+ X_num = X_num.to(self.device, non_blocking=True)
1360
+ X_cat = X_cat.to(self.device, non_blocking=True)
1361
+ y_pred = self.ft(X_num, X_cat).cpu().numpy()
1362
+
1363
+ if self.task_type == 'classification':
1364
+ # 从 logits 转换为概率
1365
+ y_pred = 1 / (1 + np.exp(-y_pred))
1366
+ else:
1367
+ # 模型已含 softplus,若需要可按需做 log-exp 平滑:y_pred = log(1 + exp(y_pred))
1368
+ y_pred = np.clip(y_pred, 1e-6, None)
1369
+ return y_pred.ravel()
1370
+
1371
+ def set_params(self, params: dict):
1372
+
1373
+ # 和 sklearn 风格保持一致。
1374
+ # 注意:对结构性参数(如 d_model/n_heads)修改后,需要重新 fit 才会生效。
1375
+
1376
+ for key, value in params.items():
1377
+ if hasattr(self, key):
1378
+ setattr(self, key, value)
1379
+ else:
1380
+ raise ValueError(f"Parameter {key} not found in model.")
1381
+ return self
1382
+
1383
+
1384
+ # ===== 基础组件与训练封装 =====================================================
1385
+
1386
+ # =============================================================================
1387
+ # 配置、预处理与训练器基类
1388
+ # =============================================================================
1389
+ @dataclass
1390
+ class BayesOptConfig:
1391
+ model_nme: str
1392
+ resp_nme: str
1393
+ weight_nme: str
1394
+ factor_nmes: List[str]
1395
+ task_type: str = 'regression'
1396
+ binary_resp_nme: Optional[str] = None
1397
+ cate_list: Optional[List[str]] = None
1398
+ prop_test: float = 0.25
1399
+ rand_seed: Optional[int] = None
1400
+ epochs: int = 100
1401
+ use_gpu: bool = True
1402
+ use_resn_data_parallel: bool = False
1403
+ use_ft_data_parallel: bool = False
1404
+ use_resn_ddp: bool = False
1405
+ use_ft_ddp: bool = False
1406
+ optuna_storage: Optional[str] = None
1407
+ optuna_study_prefix: Optional[str] = None
1408
+
1409
+
1410
+ class OutputManager:
1411
+ # 统一管理结果、图表与模型的输出路径
1412
+
1413
+ def __init__(self, root: Optional[str] = None, model_name: str = "model") -> None:
1414
+ self.root = Path(root or os.getcwd())
1415
+ self.model_name = model_name
1416
+ self.plot_dir = self.root / 'plot'
1417
+ self.result_dir = self.root / 'Results'
1418
+ self.model_dir = self.root / 'model'
1419
+
1420
+ def _prepare(self, path: Path) -> str:
1421
+ ensure_parent_dir(str(path))
1422
+ return str(path)
1423
+
1424
+ def plot_path(self, filename: str) -> str:
1425
+ return self._prepare(self.plot_dir / filename)
1426
+
1427
+ def result_path(self, filename: str) -> str:
1428
+ return self._prepare(self.result_dir / filename)
1429
+
1430
+ def model_path(self, filename: str) -> str:
1431
+ return self._prepare(self.model_dir / filename)
1432
+
1433
+
1434
+ class DatasetPreprocessor:
1435
+ # 为各训练器准备通用的训练/测试数据视图
1436
+
1437
+ def __init__(self, train_df: pd.DataFrame, test_df: pd.DataFrame,
1438
+ config: BayesOptConfig) -> None:
1439
+ self.config = config
1440
+ self.train_data = train_df.copy(deep=True)
1441
+ self.test_data = test_df.copy(deep=True)
1442
+ self.num_features: List[str] = []
1443
+ self.train_oht_scl_data: Optional[pd.DataFrame] = None
1444
+ self.test_oht_scl_data: Optional[pd.DataFrame] = None
1445
+ self.var_nmes: List[str] = []
1446
+ self.cat_categories_for_shap: Dict[str, List[Any]] = {}
1447
+
1448
+ def run(self) -> "DatasetPreprocessor":
1449
+ cfg = self.config
1450
+ # 预先计算加权实际值,后续画图、校验都依赖该字段
1451
+ self.train_data.loc[:, 'w_act'] = self.train_data[cfg.resp_nme] * \
1452
+ self.train_data[cfg.weight_nme]
1453
+ self.test_data.loc[:, 'w_act'] = self.test_data[cfg.resp_nme] * \
1454
+ self.test_data[cfg.weight_nme]
1455
+ if cfg.binary_resp_nme:
1456
+ self.train_data.loc[:, 'w_binary_act'] = self.train_data[cfg.binary_resp_nme] * \
1457
+ self.train_data[cfg.weight_nme]
1458
+ self.test_data.loc[:, 'w_binary_act'] = self.test_data[cfg.binary_resp_nme] * \
1459
+ self.test_data[cfg.weight_nme]
1460
+ # 高分位裁剪用来吸收离群值;若删除会导致极端点主导损失
1461
+ q99 = self.train_data[cfg.resp_nme].quantile(0.999)
1462
+ self.train_data[cfg.resp_nme] = self.train_data[cfg.resp_nme].clip(
1463
+ upper=q99)
1464
+ cate_list = list(cfg.cate_list or [])
1465
+ if cate_list:
1466
+ for cate in cate_list:
1467
+ self.train_data[cate] = self.train_data[cate].astype(
1468
+ 'category')
1469
+ self.test_data[cate] = self.test_data[cate].astype('category')
1470
+ cats = self.train_data[cate].cat.categories
1471
+ self.cat_categories_for_shap[cate] = list(cats)
1472
+ self.num_features = [
1473
+ nme for nme in cfg.factor_nmes if nme not in cate_list]
1474
+ train_oht = self.train_data[cfg.factor_nmes +
1475
+ [cfg.weight_nme] + [cfg.resp_nme]].copy()
1476
+ test_oht = self.test_data[cfg.factor_nmes +
1477
+ [cfg.weight_nme] + [cfg.resp_nme]].copy()
1478
+ train_oht = pd.get_dummies(
1479
+ train_oht,
1480
+ columns=cate_list,
1481
+ drop_first=True,
1482
+ dtype=np.int8
1483
+ )
1484
+ test_oht = pd.get_dummies(
1485
+ test_oht,
1486
+ columns=cate_list,
1487
+ drop_first=True,
1488
+ dtype=np.int8
1489
+ )
1490
+ for num_chr in self.num_features:
1491
+ # 逐列标准化保障每个特征在同一量级,否则神经网络会难以收敛
1492
+ scaler = StandardScaler()
1493
+ train_oht[num_chr] = scaler.fit_transform(
1494
+ train_oht[num_chr].values.reshape(-1, 1))
1495
+ test_oht[num_chr] = scaler.transform(
1496
+ test_oht[num_chr].values.reshape(-1, 1))
1497
+ # reindex 时将缺失的哑变量列补零,避免测试集列数与训练集不一致
1498
+ test_oht = test_oht.reindex(columns=train_oht.columns, fill_value=0)
1499
+ self.train_oht_scl_data = train_oht
1500
+ self.test_oht_scl_data = test_oht
1501
+ self.var_nmes = list(
1502
+ set(list(train_oht.columns)) - set([cfg.weight_nme, cfg.resp_nme])
1503
+ )
1504
+ return self
1505
+
1506
+ # =============================================================================
1507
+ # 训练器体系
1508
+ # =============================================================================
1509
+
1510
+
1511
+ class TrainerBase:
1512
+ def __init__(self, context: "BayesOptModel", label: str, model_name_prefix: str) -> None:
1513
+ self.ctx = context
1514
+ self.label = label
1515
+ self.model_name_prefix = model_name_prefix
1516
+ self.model = None
1517
+ self.best_params: Optional[Dict[str, Any]] = None
1518
+ self.best_trial = None
1519
+
1520
+ @property
1521
+ def config(self) -> BayesOptConfig:
1522
+ return self.ctx.config
1523
+
1524
+ @property
1525
+ def output(self) -> OutputManager:
1526
+ return self.ctx.output_manager
1527
+
1528
+ def _get_model_filename(self) -> str:
1529
+ ext = 'pkl' if self.label in ['Xgboost', 'GLM'] else 'pth'
1530
+ return f'01_{self.ctx.model_nme}_{self.model_name_prefix}.{ext}'
1531
+
1532
+ def tune(self, max_evals: int, objective_fn=None) -> None:
1533
+ # 通用的 Optuna 调参循环流程。
1534
+ if objective_fn is None:
1535
+ # 若子类未显式提供 objective_fn,则默认使用 cross_val 作为优化目标
1536
+ objective_fn = self.cross_val
1537
+
1538
+ total_trials = max(1, int(max_evals))
1539
+ progress_counter = {"count": 0}
1540
+
1541
+ def objective_wrapper(trial: optuna.trial.Trial) -> float:
1542
+ should_log = DistributedUtils.is_main_process()
1543
+ if should_log:
1544
+ current_idx = progress_counter["count"] + 1
1545
+ print(
1546
+ f"[Optuna][{self.label}] Trial {current_idx}/{total_trials} started "
1547
+ f"(trial_id={trial.number})."
1548
+ )
1549
+ try:
1550
+ result = objective_fn(trial)
1551
+ except RuntimeError as exc:
1552
+ if "out of memory" in str(exc).lower():
1553
+ print(
1554
+ f"[Optuna][{self.label}] OOM detected. Pruning trial and clearing CUDA cache."
1555
+ )
1556
+ self._clean_gpu()
1557
+ raise optuna.TrialPruned() from exc
1558
+ raise
1559
+ finally:
1560
+ self._clean_gpu()
1561
+ if should_log:
1562
+ progress_counter["count"] = progress_counter["count"] + 1
1563
+ trial_state = getattr(trial, "state", None)
1564
+ state_repr = getattr(trial_state, "name", "OK")
1565
+ print(
1566
+ f"[Optuna][{self.label}] Trial {progress_counter['count']}/{total_trials} finished "
1567
+ f"(status={state_repr})."
1568
+ )
1569
+ return result
1570
+
1571
+ study = optuna.create_study(
1572
+ direction='minimize',
1573
+ sampler=optuna.samplers.TPESampler(seed=self.ctx.rand_seed)
1574
+ )
1575
+ study.optimize(objective_wrapper, n_trials=max_evals)
1576
+ self.best_params = study.best_params
1577
+ self.best_trial = study.best_trial
1578
+
1579
+ # 将最优参数保存为 CSV,方便复现
1580
+ params_path = self.output.result_path(
1581
+ f'{self.ctx.model_nme}_bestparams_{self.label.lower()}.csv'
1582
+ )
1583
+ pd.DataFrame(self.best_params, index=[0]).to_csv(params_path)
1584
+
1585
+ def train(self) -> None:
1586
+ raise NotImplementedError
1587
+
1588
+ def save(self) -> None:
1589
+ if self.model is None:
1590
+ print(f"[save] Warning: No model to save for {self.label}")
1591
+ return
1592
+
1593
+ path = self.output.model_path(self._get_model_filename())
1594
+ if self.label in ['Xgboost', 'GLM']:
1595
+ joblib.dump(self.model, path)
1596
+ else:
1597
+ # Torch 模型既可以只存 state_dict,也可以整个对象一起序列化
1598
+ # 兼容历史行为:ResNetTrainer 保存 state_dict,FTTrainer 保存完整对象
1599
+ if hasattr(self.model, 'resnet'): # ResNetSklearn
1600
+ torch.save(self.model.resnet.state_dict(), path)
1601
+ else: # FTTransformerSklearn or others
1602
+ torch.save(self.model, path)
1603
+
1604
+ def load(self) -> None:
1605
+ path = self.output.model_path(self._get_model_filename())
1606
+ if not os.path.exists(path):
1607
+ print(f"[load] Warning: Model file not found: {path}")
1608
+ return
1609
+
1610
+ if self.label in ['Xgboost', 'GLM']:
1611
+ self.model = joblib.load(path)
1612
+ else:
1613
+ # Torch 模型的加载需要根据结构区别处理
1614
+ if self.label == 'ResNet' or self.label == 'ResNetClassifier':
1615
+ # ResNet 需要重新构建骨架,结构参数依赖 ctx,因此交由子类处理
1616
+ pass
1617
+ else:
1618
+ # FT-Transformer 序列化了整个对象,可直接加载后迁移到目标设备
1619
+ loaded = torch.load(path, map_location='cpu')
1620
+ self._move_to_device(loaded)
1621
+ self.model = loaded
1622
+
1623
+ def _move_to_device(self, model_obj):
1624
+ device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
1625
+ if hasattr(model_obj, 'device'):
1626
+ model_obj.device = device
1627
+ if hasattr(model_obj, 'to'):
1628
+ model_obj.to(device)
1629
+ # 若对象内部还包含 ft/resnet 子模块,也要同时迁移设备
1630
+ if hasattr(model_obj, 'ft'):
1631
+ model_obj.ft.to(device)
1632
+ if hasattr(model_obj, 'resnet'):
1633
+ model_obj.resnet.to(device)
1634
+
1635
+ def _clean_gpu(self):
1636
+ gc.collect()
1637
+ if torch.cuda.is_available():
1638
+ device = None
1639
+ try:
1640
+ device = getattr(self, "device", None)
1641
+ except Exception:
1642
+ device = None
1643
+ if isinstance(device, torch.device):
1644
+ try:
1645
+ torch.cuda.set_device(device)
1646
+ except Exception:
1647
+ pass
1648
+ torch.cuda.empty_cache()
1649
+ torch.cuda.ipc_collect()
1650
+ torch.cuda.synchronize()
1651
+
1652
+ # 预测 + 缓存逻辑
1653
+ def _predict_and_cache(self,
1654
+ model,
1655
+ pred_prefix: str,
1656
+ use_oht: bool = False,
1657
+ design_fn=None) -> None:
1658
+ if design_fn:
1659
+ X_train = design_fn(train=True)
1660
+ X_test = design_fn(train=False)
1661
+ elif use_oht:
1662
+ X_train = self.ctx.train_oht_scl_data[self.ctx.var_nmes]
1663
+ X_test = self.ctx.test_oht_scl_data[self.ctx.var_nmes]
1664
+ else:
1665
+ X_train = self.ctx.train_data[self.ctx.factor_nmes]
1666
+ X_test = self.ctx.test_data[self.ctx.factor_nmes]
1667
+
1668
+ preds_train = model.predict(X_train)
1669
+ preds_test = model.predict(X_test)
1670
+
1671
+ self.ctx.train_data[f'pred_{pred_prefix}'] = preds_train
1672
+ self.ctx.test_data[f'pred_{pred_prefix}'] = preds_test
1673
+ self.ctx.train_data[f'w_pred_{pred_prefix}'] = (
1674
+ self.ctx.train_data[f'pred_{pred_prefix}'] *
1675
+ self.ctx.train_data[self.ctx.weight_nme]
1676
+ )
1677
+ self.ctx.test_data[f'w_pred_{pred_prefix}'] = (
1678
+ self.ctx.test_data[f'pred_{pred_prefix}'] *
1679
+ self.ctx.test_data[self.ctx.weight_nme]
1680
+ )
1681
+
1682
+ def _fit_predict_cache(self,
1683
+ model,
1684
+ X_train,
1685
+ y_train,
1686
+ sample_weight,
1687
+ pred_prefix: str,
1688
+ use_oht: bool = False,
1689
+ design_fn=None,
1690
+ fit_kwargs: Optional[Dict[str, Any]] = None,
1691
+ sample_weight_arg: Optional[str] = 'sample_weight') -> None:
1692
+ fit_kwargs = fit_kwargs.copy() if fit_kwargs else {}
1693
+ if sample_weight is not None and sample_weight_arg:
1694
+ fit_kwargs.setdefault(sample_weight_arg, sample_weight)
1695
+ model.fit(X_train, y_train, **fit_kwargs)
1696
+ self.ctx.model_label.append(self.label)
1697
+ self._predict_and_cache(
1698
+ model, pred_prefix, use_oht=use_oht, design_fn=design_fn)
1699
+
1700
+
1701
+ class XGBTrainer(TrainerBase):
1702
+ def __init__(self, context: "BayesOptModel") -> None:
1703
+ super().__init__(context, 'Xgboost', 'Xgboost')
1704
+ self.model: Optional[xgb.XGBRegressor] = None
1705
+
1706
+ def _build_estimator(self) -> xgb.XGBRegressor:
1707
+ params = dict(
1708
+ objective=self.ctx.obj,
1709
+ random_state=self.ctx.rand_seed,
1710
+ subsample=0.9,
1711
+ tree_method='gpu_hist' if self.ctx.use_gpu else 'hist',
1712
+ enable_categorical=True,
1713
+ predictor='gpu_predictor' if self.ctx.use_gpu else 'cpu_predictor'
1714
+ )
1715
+ if self.ctx.use_gpu:
1716
+ params['gpu_id'] = 0
1717
+ print(f">>> XGBoost using GPU ID: 0 (Single GPU Mode)")
1718
+ return xgb.XGBRegressor(**params)
1719
+
1720
+ def cross_val(self, trial: optuna.trial.Trial) -> float:
1721
+ learning_rate = trial.suggest_float(
1722
+ 'learning_rate', 1e-5, 1e-1, log=True)
1723
+ gamma = trial.suggest_float('gamma', 0, 10000)
1724
+ max_depth = trial.suggest_int('max_depth', 3, 25)
1725
+ n_estimators = trial.suggest_int('n_estimators', 10, 500, step=10)
1726
+ min_child_weight = trial.suggest_int(
1727
+ 'min_child_weight', 100, 10000, step=100)
1728
+ reg_alpha = trial.suggest_float('reg_alpha', 1e-10, 1, log=True)
1729
+ reg_lambda = trial.suggest_float('reg_lambda', 1e-10, 1, log=True)
1730
+ if self.ctx.obj == 'reg:tweedie':
1731
+ tweedie_variance_power = trial.suggest_float(
1732
+ 'tweedie_variance_power', 1, 2)
1733
+ elif self.ctx.obj == 'count:poisson':
1734
+ tweedie_variance_power = 1
1735
+ elif self.ctx.obj == 'reg:gamma':
1736
+ tweedie_variance_power = 2
1737
+ else:
1738
+ tweedie_variance_power = 1.5
1739
+ clf = self._build_estimator()
1740
+ params = {
1741
+ 'learning_rate': learning_rate,
1742
+ 'gamma': gamma,
1743
+ 'max_depth': max_depth,
1744
+ 'n_estimators': n_estimators,
1745
+ 'min_child_weight': min_child_weight,
1746
+ 'reg_alpha': reg_alpha,
1747
+ 'reg_lambda': reg_lambda
1748
+ }
1749
+ if self.ctx.obj == 'reg:tweedie':
1750
+ params['tweedie_variance_power'] = tweedie_variance_power
1751
+ clf.set_params(**params)
1752
+ n_jobs = 1 if self.ctx.use_gpu else int(1 / self.ctx.prop_test)
1753
+ acc = cross_val_score(
1754
+ clf,
1755
+ self.ctx.train_data[self.ctx.factor_nmes],
1756
+ self.ctx.train_data[self.ctx.resp_nme].values,
1757
+ fit_params=self.ctx.fit_params,
1758
+ cv=self.ctx.cv,
1759
+ scoring=make_scorer(
1760
+ mean_tweedie_deviance,
1761
+ power=tweedie_variance_power,
1762
+ greater_is_better=False),
1763
+ error_score='raise',
1764
+ n_jobs=n_jobs
1765
+ ).mean()
1766
+ return -acc
1767
+
1768
+ def train(self) -> None:
1769
+ if not self.best_params:
1770
+ raise RuntimeError('请先运行 tune() 以获得 XGB 最优参数。')
1771
+ self.model = self._build_estimator()
1772
+ self.model.set_params(**self.best_params)
1773
+ self._fit_predict_cache(
1774
+ self.model,
1775
+ self.ctx.train_data[self.ctx.factor_nmes],
1776
+ self.ctx.train_data[self.ctx.resp_nme].values,
1777
+ sample_weight=None,
1778
+ pred_prefix='xgb',
1779
+ fit_kwargs=self.ctx.fit_params,
1780
+ sample_weight_arg=None # 样本权重已通过 fit_kwargs 传入
1781
+ )
1782
+ self.ctx.xgb_best = self.model
1783
+
1784
+
1785
+ class GLMTrainer(TrainerBase):
1786
+ def __init__(self, context: "BayesOptModel") -> None:
1787
+ super().__init__(context, 'GLM', 'GLM')
1788
+ self.model = None
1789
+
1790
+ def _select_family(self, tweedie_power: Optional[float] = None):
1791
+ if self.ctx.task_type == 'classification':
1792
+ return sm.families.Binomial()
1793
+ if self.ctx.obj == 'count:poisson':
1794
+ return sm.families.Poisson()
1795
+ if self.ctx.obj == 'reg:gamma':
1796
+ return sm.families.Gamma()
1797
+ power = tweedie_power if tweedie_power is not None else 1.5
1798
+ return sm.families.Tweedie(var_power=power, link=sm.families.links.log())
1799
+
1800
+ def _prepare_design(self, data: pd.DataFrame) -> pd.DataFrame:
1801
+ # 为 statsmodels 设计矩阵添加截距项
1802
+ X = data[self.ctx.var_nmes]
1803
+ return sm.add_constant(X, has_constant='add')
1804
+
1805
+ def _metric_power(self, family, tweedie_power: Optional[float]) -> float:
1806
+ if isinstance(family, sm.families.Poisson):
1807
+ return 1.0
1808
+ if isinstance(family, sm.families.Gamma):
1809
+ return 2.0
1810
+ if isinstance(family, sm.families.Tweedie):
1811
+ return tweedie_power if tweedie_power is not None else getattr(family, 'var_power', 1.5)
1812
+ return 1.5
1813
+
1814
+ def cross_val(self, trial: optuna.trial.Trial) -> float:
1815
+ alpha = trial.suggest_float('alpha', 1e-6, 1e2, log=True)
1816
+ l1_ratio = trial.suggest_float('l1_ratio', 0.0, 1.0)
1817
+ tweedie_power = None
1818
+ if self.ctx.task_type == 'regression' and self.ctx.obj == 'reg:tweedie':
1819
+ tweedie_power = trial.suggest_float('tweedie_power', 1.0, 2.0)
1820
+
1821
+ X_all = self._prepare_design(self.ctx.train_oht_scl_data)
1822
+ y_all = self.ctx.train_oht_scl_data[self.ctx.resp_nme]
1823
+ w_all = self.ctx.train_oht_scl_data[self.ctx.weight_nme]
1824
+
1825
+ scores = []
1826
+ for train_idx, val_idx in self.ctx.cv.split(X_all):
1827
+ X_train, X_val = X_all.iloc[train_idx], X_all.iloc[val_idx]
1828
+ y_train, y_val = y_all.iloc[train_idx], y_all.iloc[val_idx]
1829
+ w_train, w_val = w_all.iloc[train_idx], w_all.iloc[val_idx]
1830
+
1831
+ family = self._select_family(tweedie_power)
1832
+ glm = sm.GLM(y_train, X_train, family=family,
1833
+ freq_weights=w_train)
1834
+ result = glm.fit_regularized(
1835
+ alpha=alpha, L1_wt=l1_ratio, maxiter=200)
1836
+
1837
+ y_pred = result.predict(X_val)
1838
+ if self.ctx.task_type == 'classification':
1839
+ y_pred = np.clip(y_pred, EPS, 1 - EPS)
1840
+ fold_score = log_loss(
1841
+ y_val, y_pred, sample_weight=w_val)
1842
+ else:
1843
+ y_pred = np.maximum(y_pred, EPS)
1844
+ fold_score = mean_tweedie_deviance(
1845
+ y_val,
1846
+ y_pred,
1847
+ sample_weight=w_val,
1848
+ power=self._metric_power(family, tweedie_power)
1849
+ )
1850
+ scores.append(fold_score)
1851
+
1852
+ return float(np.mean(scores))
1853
+
1854
+ def train(self) -> None:
1855
+ if not self.best_params:
1856
+ raise RuntimeError('请先运行 tune() 以获得 GLM 最优参数。')
1857
+ tweedie_power = self.best_params.get('tweedie_power')
1858
+ family = self._select_family(tweedie_power)
1859
+
1860
+ X_train = self._prepare_design(self.ctx.train_oht_scl_data)
1861
+ y_train = self.ctx.train_oht_scl_data[self.ctx.resp_nme]
1862
+ w_train = self.ctx.train_oht_scl_data[self.ctx.weight_nme]
1863
+
1864
+ glm = sm.GLM(y_train, X_train, family=family,
1865
+ freq_weights=w_train)
1866
+ self.model = glm.fit_regularized(
1867
+ alpha=self.best_params['alpha'],
1868
+ L1_wt=self.best_params['l1_ratio'],
1869
+ maxiter=300
1870
+ )
1871
+
1872
+ self.ctx.glm_best = self.model
1873
+ self.ctx.model_label += [self.label]
1874
+ self._predict_and_cache(
1875
+ self.model,
1876
+ 'glm',
1877
+ design_fn=lambda train: self._prepare_design(
1878
+ self.ctx.train_oht_scl_data if train else self.ctx.test_oht_scl_data
1879
+ )
1880
+ )
1881
+
1882
+
1883
+ class ResNetTrainer(TrainerBase):
1884
+ def __init__(self, context: "BayesOptModel") -> None:
1885
+ if context.task_type == 'classification':
1886
+ super().__init__(context, 'ResNetClassifier', 'ResNet')
1887
+ else:
1888
+ super().__init__(context, 'ResNet', 'ResNet')
1889
+ self.model: Optional[ResNetSklearn] = None
1890
+
1891
+ # ========= 交叉验证(BayesOpt 用) =========
1892
+ def cross_val(self, trial: optuna.trial.Trial) -> float:
1893
+ # 针对 ResNet 的交叉验证流程,重点控制显存:
1894
+ # - 每个 fold 单独创建 ResNetSklearn,结束立刻释放资源;
1895
+ # - fold 完成后迁移模型到 CPU,删除对象并调用 gc/empty_cache;
1896
+ # - 可选:BayesOpt 期间只抽样部分训练集以减少显存压力。
1897
+
1898
+ # 1. 超参空间(基本沿用你之前的设定)
1899
+ learning_rate = trial.suggest_float(
1900
+ 'learning_rate', 1e-6, 1e-2, log=True
1901
+ )
1902
+ # hidden_dim = trial.suggest_int('hidden_dim', 32, 256, step=32) # 不宜过大
1903
+ hidden_dim = trial.suggest_int('hidden_dim', 8, 32, step=2)
1904
+ block_num = trial.suggest_int('block_num', 2, 10)
1905
+
1906
+ if self.ctx.task_type == 'regression':
1907
+ if self.ctx.obj == 'reg:tweedie':
1908
+ tw_power = trial.suggest_float('tw_power', 1.0, 2.0)
1909
+ elif self.ctx.obj == 'count:poisson':
1910
+ tw_power = 1.0
1911
+ elif self.ctx.obj == 'reg:gamma':
1912
+ tw_power = 2.0
1913
+ else:
1914
+ tw_power = 1.5
1915
+ else: # classification
1916
+ tw_power = None # Not used
1917
+
1918
+ fold_losses = []
1919
+
1920
+ # 2. (可选)BayesOpt 只在子样本上做 CV,减轻显存 & 时间压力
1921
+ data_for_cv = self.ctx.train_oht_scl_data
1922
+ max_rows_for_resnet_bo = min(100000, int(
1923
+ len(data_for_cv)/5)) # 你可以按 A30 情况调小,比如 50_000
1924
+ if len(data_for_cv) > max_rows_for_resnet_bo:
1925
+ data_for_cv = data_for_cv.sample(
1926
+ max_rows_for_resnet_bo,
1927
+ random_state=self.ctx.rand_seed
1928
+ )
1929
+
1930
+ X_all = data_for_cv[self.ctx.var_nmes]
1931
+ y_all = data_for_cv[self.ctx.resp_nme]
1932
+ w_all = data_for_cv[self.ctx.weight_nme]
1933
+
1934
+ # 用局部 ShuffleSplit,避免子样本时索引不一致
1935
+ cv_local = ShuffleSplit(
1936
+ n_splits=int(1 / self.ctx.prop_test),
1937
+ test_size=self.ctx.prop_test,
1938
+ random_state=self.ctx.rand_seed
1939
+ )
1940
+
1941
+ # 使用 Hold-out 验证代替 K-Fold CV 以提高速度
1942
+ # 只取一次划分
1943
+ train_idx, val_idx = next(cv_local.split(X_all))
1944
+
1945
+ X_train_fold = X_all.iloc[train_idx]
1946
+ y_train_fold = y_all.iloc[train_idx]
1947
+ w_train_fold = w_all.iloc[train_idx]
1948
+
1949
+ X_val_fold = X_all.iloc[val_idx]
1950
+ y_val_fold = y_all.iloc[val_idx]
1951
+ w_val_fold = w_all.iloc[val_idx]
1952
+
1953
+ # 3. 创建 ResNet 模型
1954
+ cv_net = ResNetSklearn(
1955
+ model_nme=self.ctx.model_nme,
1956
+ input_dim=X_all.shape[1],
1957
+ hidden_dim=hidden_dim,
1958
+ block_num=block_num,
1959
+ task_type=self.ctx.task_type,
1960
+ epochs=self.ctx.epochs,
1961
+ tweedie_power=tw_power,
1962
+ learning_rate=learning_rate,
1963
+ patience=5,
1964
+ use_layernorm=True,
1965
+ dropout=0.1,
1966
+ residual_scale=0.1,
1967
+ use_data_parallel=self.ctx.config.use_resn_data_parallel,
1968
+ use_ddp=self.ctx.config.use_resn_ddp
1969
+ )
1970
+
1971
+ try:
1972
+ # 4. 训练
1973
+ cv_net.fit(
1974
+ X_train_fold,
1975
+ y_train_fold,
1976
+ w_train_fold,
1977
+ X_val_fold,
1978
+ y_val_fold,
1979
+ w_val_fold,
1980
+ trial=trial
1981
+ )
1982
+
1983
+ # 5. 验证集预测
1984
+ y_pred_fold = cv_net.predict(X_val_fold)
1985
+
1986
+ # 6. 评估:Tweedie deviance(评估用,训练 loss 不动)
1987
+ if self.ctx.task_type == 'regression':
1988
+ loss = mean_tweedie_deviance(
1989
+ y_val_fold,
1990
+ y_pred_fold,
1991
+ sample_weight=w_val_fold,
1992
+ power=tw_power
1993
+ )
1994
+ else: # classification
1995
+ from sklearn.metrics import log_loss
1996
+ loss = log_loss(
1997
+ y_val_fold,
1998
+ y_pred_fold,
1999
+ sample_weight=w_val_fold,
2000
+ )
2001
+ fold_losses.append(loss)
2002
+ finally:
2003
+ # 7. 结束后释放 GPU 资源
2004
+ try:
2005
+ if hasattr(cv_net, "resnet"):
2006
+ cv_net.resnet.to("cpu")
2007
+ except Exception:
2008
+ pass
2009
+ del cv_net
2010
+ self._clean_gpu()
2011
+
2012
+ return np.mean(fold_losses)
2013
+
2014
+ # ========= 用最优超参训练最终 ResNet =========
2015
+ def train(self) -> None:
2016
+ if not self.best_params:
2017
+ raise RuntimeError('请先运行 tune() 以获得 ResNet 最优参数。')
2018
+
2019
+ self.model = ResNetSklearn(
2020
+ model_nme=self.ctx.model_nme,
2021
+ input_dim=self.ctx.train_oht_scl_data[self.ctx.var_nmes].shape[1],
2022
+ task_type=self.ctx.task_type,
2023
+ use_data_parallel=self.ctx.config.use_resn_data_parallel,
2024
+ use_ddp=self.ctx.config.use_resn_ddp
2025
+ )
2026
+ self.model.set_params(self.best_params)
2027
+
2028
+ self._fit_predict_cache(
2029
+ self.model,
2030
+ self.ctx.train_oht_scl_data[self.ctx.var_nmes],
2031
+ self.ctx.train_oht_scl_data[self.ctx.resp_nme],
2032
+ sample_weight=self.ctx.train_oht_scl_data[self.ctx.weight_nme],
2033
+ pred_prefix='resn',
2034
+ use_oht=True,
2035
+ sample_weight_arg='w_train'
2036
+ )
2037
+
2038
+ # 方便外部调用
2039
+ self.ctx.resn_best = self.model
2040
+
2041
+ # ========= 保存 / 加载 =========
2042
+ # ResNet 使用 state_dict 保存,需要特殊的 load 逻辑,所以保留 load
2043
+ # save 逻辑已经在 TrainerBase 中处理了 (check for .resnet attribute)
2044
+
2045
+ def load(self) -> None:
2046
+ # 将磁盘中的 ResNet 权重加载到当前设备,保持与上下文一致。
2047
+ path = self.output.model_path(self._get_model_filename())
2048
+ if os.path.exists(path):
2049
+ resn_loaded = ResNetSklearn(
2050
+ model_nme=self.ctx.model_nme,
2051
+ input_dim=self.ctx.train_oht_scl_data[self.ctx.var_nmes].shape[1],
2052
+ task_type=self.ctx.task_type,
2053
+ use_data_parallel=self.ctx.config.use_resn_data_parallel,
2054
+ use_ddp=self.ctx.config.use_resn_ddp
2055
+ )
2056
+ state_dict = torch.load(path, map_location='cpu')
2057
+ resn_loaded.resnet.load_state_dict(state_dict)
2058
+
2059
+ self._move_to_device(resn_loaded)
2060
+ self.model = resn_loaded
2061
+ self.ctx.resn_best = self.model
2062
+ else:
2063
+ print(f"[ResNetTrainer.load] 未找到模型文件:{path}")
2064
+
2065
+
2066
+ class FTTrainer(TrainerBase):
2067
+ def __init__(self, context: "BayesOptModel") -> None:
2068
+ if context.task_type == 'classification':
2069
+ super().__init__(context, 'FTTransformerClassifier', 'FTTransformer')
2070
+ else:
2071
+ super().__init__(context, 'FTTransformer', 'FTTransformer')
2072
+ self.model: Optional[FTTransformerSklearn] = None
2073
+
2074
+ def cross_val(self, trial: optuna.trial.Trial) -> float:
2075
+ # 针对 FT-Transformer 的交叉验证,重点同样在显存控制:
2076
+ # - 收缩超参搜索空间,防止不必要的超大模型;
2077
+ # - 每个 fold 结束后立即释放 GPU 显存,确保下一个 trial 顺利进行。
2078
+ # 超参空间适当缩小一点,避免特别大的模型
2079
+ learning_rate = trial.suggest_float(
2080
+ 'learning_rate', 1e-5, 5e-4, log=True
2081
+ )
2082
+ d_model = trial.suggest_int('d_model', 32, 256, step=32)
2083
+ # n_heads = trial.suggest_categorical('n_heads', [2, 4]) 避免欠拟合
2084
+ n_heads = trial.suggest_categorical('n_heads', [2, 4, 8])
2085
+ # n_layers = trial.suggest_int('n_layers', 2, 4) 避免欠拟合
2086
+ n_layers = trial.suggest_int('n_layers', 2, 8)
2087
+ dropout = trial.suggest_float('dropout', 0.0, 0.2)
2088
+ approx_units = d_model * n_layers * max(1, len(self.ctx.factor_nmes))
2089
+ if approx_units > 1_200_000:
2090
+ print(
2091
+ f"[FTTrainer] Trial pruned early: d_model={d_model}, n_layers={n_layers} -> approx_units={approx_units}")
2092
+ raise optuna.TrialPruned(
2093
+ "config exceeds safe memory budget; prune before training")
2094
+
2095
+ if self.ctx.task_type == 'regression':
2096
+ if self.ctx.obj == 'reg:tweedie':
2097
+ tw_power = trial.suggest_float('tw_power', 1.0, 2.0)
2098
+ elif self.ctx.obj == 'count:poisson':
2099
+ tw_power = 1.0
2100
+ elif self.ctx.obj == 'reg:gamma':
2101
+ tw_power = 2.0
2102
+ else:
2103
+ tw_power = 1.5
2104
+ else: # classification
2105
+ tw_power = None # Not used
2106
+
2107
+ fold_losses = []
2108
+
2109
+ # 可选:只在子样本上做 BO,避免大数据直接压垮显存
2110
+ data_for_cv = self.ctx.train_data
2111
+ max_rows_for_ft_bo = min(1000000, int(
2112
+ len(data_for_cv)/2)) # 你可以根据显存情况调小或调大
2113
+ if len(data_for_cv) > max_rows_for_ft_bo:
2114
+ data_for_cv = data_for_cv.sample(
2115
+ max_rows_for_ft_bo,
2116
+ random_state=self.ctx.rand_seed
2117
+ )
2118
+
2119
+ # 用局部 ShuffleSplit,避免子样本时索引不一致
2120
+ cv_local = ShuffleSplit(
2121
+ n_splits=int(1 / self.ctx.prop_test),
2122
+ test_size=self.ctx.prop_test,
2123
+ random_state=self.ctx.rand_seed
2124
+ )
2125
+
2126
+ # 使用 Hold-out 验证代替 K-Fold CV 以提高速度
2127
+ # 只取一次划分
2128
+ train_idx, val_idx = next(cv_local.split(
2129
+ data_for_cv[self.ctx.factor_nmes]))
2130
+
2131
+ X_train_fold = data_for_cv.iloc[train_idx][self.ctx.factor_nmes]
2132
+ y_train_fold = data_for_cv.iloc[train_idx][self.ctx.resp_nme]
2133
+ w_train_fold = data_for_cv.iloc[train_idx][self.ctx.weight_nme]
2134
+ X_val_fold = data_for_cv.iloc[val_idx][self.ctx.factor_nmes]
2135
+ y_val_fold = data_for_cv.iloc[val_idx][self.ctx.resp_nme]
2136
+ w_val_fold = data_for_cv.iloc[val_idx][self.ctx.weight_nme]
2137
+
2138
+ cv_ft = FTTransformerSklearn(
2139
+ model_nme=self.ctx.model_nme,
2140
+ num_cols=self.ctx.num_features,
2141
+ cat_cols=self.ctx.cate_list,
2142
+ d_model=d_model,
2143
+ n_heads=n_heads,
2144
+ n_layers=n_layers,
2145
+ dropout=dropout,
2146
+ task_type=self.ctx.task_type,
2147
+ # batch_num=batch_num,
2148
+ epochs=self.ctx.epochs,
2149
+ tweedie_power=tw_power,
2150
+ learning_rate=learning_rate,
2151
+ patience=5,
2152
+ use_data_parallel=self.ctx.config.use_ft_data_parallel,
2153
+ use_ddp=self.ctx.config.use_ft_ddp
2154
+ )
2155
+
2156
+ try:
2157
+ cv_ft.fit(
2158
+ X_train_fold, y_train_fold, w_train_fold,
2159
+ X_val_fold, y_val_fold, w_val_fold,
2160
+ trial=trial
2161
+ )
2162
+ y_pred_fold = cv_ft.predict(X_val_fold)
2163
+ if self.ctx.task_type == 'regression':
2164
+ loss = mean_tweedie_deviance(
2165
+ y_val_fold,
2166
+ y_pred_fold,
2167
+ sample_weight=w_val_fold,
2168
+ power=tw_power
2169
+ )
2170
+ else: # classification
2171
+ from sklearn.metrics import log_loss
2172
+ loss = log_loss(
2173
+ y_val_fold,
2174
+ y_pred_fold,
2175
+ sample_weight=w_val_fold,
2176
+ )
2177
+ fold_losses.append(loss)
2178
+ finally:
2179
+ # 结束后立即释放 GPU 资源
2180
+ try:
2181
+ # 如果模型在 GPU 上,先挪回 CPU
2182
+ if hasattr(cv_ft, "ft"):
2183
+ cv_ft.ft.to("cpu")
2184
+ except Exception:
2185
+ pass
2186
+ del cv_ft
2187
+ self._clean_gpu()
2188
+
2189
+ return np.mean(fold_losses)
2190
+
2191
+ def train(self) -> None:
2192
+ if not self.best_params:
2193
+ raise RuntimeError('请先运行 tune() 以获得 FT-Transformer 最优参数。')
2194
+ self.model = FTTransformerSklearn(
2195
+ model_nme=self.ctx.model_nme,
2196
+ num_cols=self.ctx.num_features,
2197
+ cat_cols=self.ctx.cate_list,
2198
+ task_type=self.ctx.task_type,
2199
+ use_data_parallel=self.ctx.config.use_ft_data_parallel,
2200
+ use_ddp=self.ctx.config.use_ft_ddp
2201
+ )
2202
+ self.model.set_params(self.best_params)
2203
+ self._fit_predict_cache(
2204
+ self.model,
2205
+ self.ctx.train_data[self.ctx.factor_nmes],
2206
+ self.ctx.train_data[self.ctx.resp_nme],
2207
+ sample_weight=self.ctx.train_data[self.ctx.weight_nme],
2208
+ pred_prefix='ft',
2209
+ sample_weight_arg='w_train'
2210
+ )
2211
+ self.ctx.ft_best = self.model
2212
+
2213
+
2214
+ # =============================================================================
2215
+ # BayesOpt orchestration & SHAP utilities
2216
+ # =============================================================================
2217
+ class BayesOptModel:
2218
+ def __init__(self, train_data, test_data,
2219
+ model_nme, resp_nme, weight_nme, factor_nmes, task_type='regression',
2220
+ binary_resp_nme=None,
2221
+ cate_list=None, prop_test=0.25, rand_seed=None,
2222
+ epochs=100, use_gpu=True,
2223
+ use_resn_data_parallel: bool = False, use_ft_data_parallel: bool = False,
2224
+ use_resn_ddp: bool = False, use_ft_ddp: bool = False):
2225
+ cfg = BayesOptConfig(
2226
+ model_nme=model_nme,
2227
+ task_type=task_type,
2228
+ resp_nme=resp_nme,
2229
+ weight_nme=weight_nme,
2230
+ factor_nmes=list(factor_nmes),
2231
+ binary_resp_nme=binary_resp_nme,
2232
+ cate_list=list(cate_list) if cate_list else None,
2233
+ prop_test=prop_test,
2234
+ rand_seed=rand_seed,
2235
+ epochs=epochs,
2236
+ use_gpu=use_gpu,
2237
+ use_resn_data_parallel=use_resn_data_parallel,
2238
+ use_ft_data_parallel=use_ft_data_parallel,
2239
+ use_resn_ddp=use_resn_ddp,
2240
+ use_ft_ddp=use_ft_ddp
2241
+ )
2242
+ self.config = cfg
2243
+ self.model_nme = cfg.model_nme
2244
+ self.task_type = cfg.task_type
2245
+ self.resp_nme = cfg.resp_nme
2246
+ self.weight_nme = cfg.weight_nme
2247
+ self.factor_nmes = cfg.factor_nmes
2248
+ self.binary_resp_nme = cfg.binary_resp_nme
2249
+ self.cate_list = list(cfg.cate_list or [])
2250
+ self.prop_test = cfg.prop_test
2251
+ self.epochs = cfg.epochs
2252
+ self.rand_seed = cfg.rand_seed if cfg.rand_seed is not None else np.random.randint(
2253
+ 1, 10000)
2254
+ self.use_gpu = bool(cfg.use_gpu and torch.cuda.is_available())
2255
+ self.output_manager = OutputManager(os.getcwd(), self.model_nme)
2256
+
2257
+ preprocessor = DatasetPreprocessor(train_data, test_data, cfg).run()
2258
+ self.train_data = preprocessor.train_data
2259
+ self.test_data = preprocessor.test_data
2260
+ self.train_oht_scl_data = preprocessor.train_oht_scl_data
2261
+ self.test_oht_scl_data = preprocessor.test_oht_scl_data
2262
+ self.var_nmes = preprocessor.var_nmes
2263
+ self.num_features = preprocessor.num_features
2264
+ self.cat_categories_for_shap = preprocessor.cat_categories_for_shap
2265
+
2266
+ self.cv = ShuffleSplit(n_splits=int(1/self.prop_test),
2267
+ test_size=self.prop_test,
2268
+ random_state=self.rand_seed)
2269
+ if self.task_type == 'classification':
2270
+ self.obj = 'binary:logistic'
2271
+ else: # regression
2272
+ if 'f' in self.model_nme:
2273
+ self.obj = 'count:poisson'
2274
+ elif 's' in self.model_nme:
2275
+ self.obj = 'reg:gamma'
2276
+ elif 'bc' in self.model_nme:
2277
+ self.obj = 'reg:tweedie'
2278
+ else:
2279
+ self.obj = 'reg:tweedie'
2280
+ self.fit_params = {
2281
+ 'sample_weight': self.train_data[self.weight_nme].values
2282
+ }
2283
+ self.model_label: List[str] = []
2284
+ self.optuna_storage = cfg.optuna_storage
2285
+ self.optuna_study_prefix = cfg.optuna_study_prefix or "bayesopt"
2286
+
2287
+ # 记录各模型训练器,后续统一通过标签访问,方便扩展新模型
2288
+ self.trainers: Dict[str, TrainerBase] = {
2289
+ 'glm': GLMTrainer(self),
2290
+ 'xgb': XGBTrainer(self),
2291
+ 'resn': ResNetTrainer(self),
2292
+ 'ft': FTTrainer(self)
2293
+ }
2294
+ self.xgb_best = None
2295
+ self.resn_best = None
2296
+ self.glm_best = None
2297
+ self.ft_best = None
2298
+ self.best_xgb_params = None
2299
+ self.best_resn_params = None
2300
+ self.best_ft_params = None
2301
+ self.best_xgb_trial = None
2302
+ self.best_resn_trial = None
2303
+ self.best_ft_trial = None
2304
+ self.best_glm_params = None
2305
+ self.best_glm_trial = None
2306
+ self.xgb_load = None
2307
+ self.resn_load = None
2308
+ self.ft_load = None
2309
+
2310
+ # 定义单因素画图函数
2311
+ def plot_oneway(self, n_bins=10):
2312
+ for c in self.factor_nmes:
2313
+ fig = plt.figure(figsize=(7, 5))
2314
+ if c in self.cate_list:
2315
+ group_col = c
2316
+ plot_source = self.train_data
2317
+ else:
2318
+ group_col = f'{c}_bins'
2319
+ bins = pd.qcut(
2320
+ self.train_data[c],
2321
+ n_bins,
2322
+ duplicates='drop' # 注意:如果分位数重复会丢 bin,避免异常终止
2323
+ )
2324
+ plot_source = self.train_data.assign(**{group_col: bins})
2325
+ plot_data = plot_source.groupby(
2326
+ [group_col], observed=True).sum(numeric_only=True)
2327
+ plot_data.reset_index(inplace=True)
2328
+ plot_data['act_v'] = plot_data['w_act'] / \
2329
+ plot_data[self.weight_nme]
2330
+ plot_data.head()
2331
+ ax = fig.add_subplot(111)
2332
+ ax.plot(plot_data.index, plot_data['act_v'],
2333
+ label='Actual', color='red')
2334
+ ax.set_title(
2335
+ 'Analysis of %s : Train Data' % group_col,
2336
+ fontsize=8)
2337
+ plt.xticks(plot_data.index,
2338
+ list(plot_data[group_col].astype(str)),
2339
+ rotation=90)
2340
+ if len(list(plot_data[group_col].astype(str))) > 50:
2341
+ plt.xticks(fontsize=3)
2342
+ else:
2343
+ plt.xticks(fontsize=6)
2344
+ plt.yticks(fontsize=6)
2345
+ ax2 = ax.twinx()
2346
+ ax2.bar(plot_data.index,
2347
+ plot_data[self.weight_nme],
2348
+ alpha=0.5, color='seagreen')
2349
+ plt.yticks(fontsize=6)
2350
+ plt.margins(0.05)
2351
+ plt.subplots_adjust(wspace=0.3)
2352
+ save_path = self.output_manager.plot_path(
2353
+ f'00_{self.model_nme}_{group_col}_oneway.png')
2354
+ plt.savefig(save_path, dpi=300)
2355
+ plt.close(fig)
2356
+
2357
+ # 定义通用优化函数
2358
+ def optimize_model(self, model_key: str, max_evals: int = 100):
2359
+ if model_key not in self.trainers:
2360
+ print(f"Warning: Unknown model key: {model_key}")
2361
+ return
2362
+
2363
+ trainer = self.trainers[model_key]
2364
+ trainer.tune(max_evals)
2365
+ trainer.train()
2366
+
2367
+ # Update context attributes for backward compatibility
2368
+ setattr(self, f"{model_key}_best", trainer.model)
2369
+ setattr(self, f"best_{model_key}_params", trainer.best_params)
2370
+ setattr(self, f"best_{model_key}_trial", trainer.best_trial)
2371
+
2372
+ # 定义GLM贝叶斯优化函数
2373
+ def bayesopt_glm(self, max_evals=50):
2374
+ self.optimize_model('glm', max_evals)
2375
+
2376
+ # 定义Xgboost贝叶斯优化函数
2377
+ def bayesopt_xgb(self, max_evals=100):
2378
+ self.optimize_model('xgb', max_evals)
2379
+
2380
+ # 定义ResNet贝叶斯优化函数
2381
+ def bayesopt_resnet(self, max_evals=100):
2382
+ self.optimize_model('resn', max_evals)
2383
+
2384
+ # 定义 FT-Transformer 贝叶斯优化函数
2385
+ def bayesopt_ft(self, max_evals=50):
2386
+ self.optimize_model('ft', max_evals)
2387
+
2388
+ # 绘制提纯曲线
2389
+ def plot_lift(self, model_label, pred_nme, n_bins=10):
2390
+ model_map = {
2391
+ 'Xgboost': 'pred_xgb',
2392
+ 'ResNet': 'pred_resn',
2393
+ 'ResNetClassifier': 'pred_resn',
2394
+ 'FTTransformer': 'pred_ft',
2395
+ 'FTTransformerClassifier': 'pred_ft',
2396
+ 'GLM': 'pred_glm'
2397
+ }
2398
+ for k, v in model_map.items():
2399
+ if model_label.startswith(k):
2400
+ pred_nme = v
2401
+ break
2402
+
2403
+ fig = plt.figure(figsize=(11, 5))
2404
+ for pos, (title, data) in zip([121, 122],
2405
+ [('Lift Chart on Train Data', self.train_data),
2406
+ ('Lift Chart on Test Data', self.test_data)]):
2407
+ lift_df = pd.DataFrame({
2408
+ 'pred': data[pred_nme].values,
2409
+ 'w_pred': data[f'w_{pred_nme}'].values,
2410
+ 'act': data['w_act'].values,
2411
+ 'weight': data[self.weight_nme].values
2412
+ })
2413
+ plot_data = PlotUtils.split_data(lift_df, 'pred', 'weight', n_bins)
2414
+ denom = np.maximum(plot_data['weight'], EPS)
2415
+ plot_data['exp_v'] = plot_data['w_pred'] / denom
2416
+ plot_data['act_v'] = plot_data['act'] / denom
2417
+ plot_data = plot_data.reset_index()
2418
+
2419
+ ax = fig.add_subplot(pos)
2420
+ PlotUtils.plot_lift_ax(ax, plot_data, title)
2421
+
2422
+ plt.subplots_adjust(wspace=0.3)
2423
+ save_path = self.output_manager.plot_path(
2424
+ f'01_{self.model_nme}_{model_label}_lift.png')
2425
+ plt.savefig(save_path, dpi=300)
2426
+ plt.show()
2427
+ plt.close(fig)
2428
+
2429
+ # 绘制双提纯曲线
2430
+ def plot_dlift(self, model_comp: List[str] = ['xgb', 'resn'], n_bins: int = 10) -> None:
2431
+ # 绘制双提纯曲线,对比两个模型在不同分箱下的表现。
2432
+ # Args:
2433
+ # model_comp: 需要对比的模型简称(如 ['xgb', 'resn'],支持 'xgb'/'resn'/'ft')。
2434
+ # n_bins: 分箱数量,用于控制 lift 曲线的粒度。
2435
+ if len(model_comp) != 2:
2436
+ raise ValueError("`model_comp` 必须包含两个模型进行对比。")
2437
+
2438
+ model_name_map = {
2439
+ 'xgb': 'Xgboost',
2440
+ 'resn': 'ResNet',
2441
+ 'ft': 'FTTransformer',
2442
+ 'glm': 'GLM'
2443
+ }
2444
+
2445
+ name1, name2 = model_comp
2446
+ if name1 not in model_name_map or name2 not in model_name_map:
2447
+ raise ValueError(f"不支持的模型简称。请从 {list(model_name_map.keys())} 中选择。")
2448
+
2449
+ fig, axes = plt.subplots(1, 2, figsize=(11, 5))
2450
+ datasets = {
2451
+ 'Train Data': self.train_data,
2452
+ 'Test Data': self.test_data
2453
+ }
2454
+
2455
+ for ax, (data_name, data) in zip(axes, datasets.items()):
2456
+ pred1_col = f'w_pred_{name1}'
2457
+ pred2_col = f'w_pred_{name2}'
2458
+
2459
+ if pred1_col not in data.columns or pred2_col not in data.columns:
2460
+ print(
2461
+ f"警告: 在 {data_name} 中找不到预测列 {pred1_col} 或 {pred2_col}。跳过绘图。")
2462
+ continue
2463
+
2464
+ lift_data = pd.DataFrame({
2465
+ 'pred1': data[pred1_col].values,
2466
+ 'pred2': data[pred2_col].values,
2467
+ 'diff_ly': data[pred1_col].values / np.maximum(data[pred2_col].values, EPS),
2468
+ 'act': data['w_act'].values,
2469
+ 'weight': data[self.weight_nme].values
2470
+ })
2471
+ plot_data = PlotUtils.split_data(
2472
+ lift_data, 'diff_ly', 'weight', n_bins)
2473
+ denom = np.maximum(plot_data['act'], EPS)
2474
+ plot_data['exp_v1'] = plot_data['pred1'] / denom
2475
+ plot_data['exp_v2'] = plot_data['pred2'] / denom
2476
+ plot_data['act_v'] = plot_data['act'] / denom
2477
+ plot_data.reset_index(inplace=True)
2478
+
2479
+ label1 = model_name_map[name1]
2480
+ label2 = model_name_map[name2]
2481
+
2482
+ PlotUtils.plot_dlift_ax(
2483
+ ax, plot_data, f'Double Lift Chart on {data_name}', label1, label2)
2484
+
2485
+ plt.subplots_adjust(bottom=0.25, top=0.95, right=0.8, wspace=0.3)
2486
+ save_path = self.output_manager.plot_path(
2487
+ f'02_{self.model_nme}_dlift_{name1}_vs_{name2}.png')
2488
+ plt.savefig(save_path, dpi=300)
2489
+ plt.show()
2490
+ plt.close(fig)
2491
+
2492
+ # 绘制成交率提升曲线
2493
+ def plot_conversion_lift(self, model_pred_col: str, n_bins: int = 20):
2494
+ if not self.binary_resp_nme:
2495
+ print("错误: 未在 BayesOptModel 初始化时提供 `binary_resp_nme`。无法绘制成交率曲线。")
2496
+ return
2497
+
2498
+ fig, axes = plt.subplots(1, 2, figsize=(14, 6), sharey=True)
2499
+ datasets = {
2500
+ 'Train Data': self.train_data,
2501
+ 'Test Data': self.test_data
2502
+ }
2503
+
2504
+ for ax, (data_name, data) in zip(axes, datasets.items()):
2505
+ if model_pred_col not in data.columns:
2506
+ print(f"警告: 在 {data_name} 中找不到预测列 '{model_pred_col}'。跳过绘图。")
2507
+ continue
2508
+
2509
+ # 按模型预测分排序,并计算分箱
2510
+ plot_data = data.sort_values(by=model_pred_col).copy()
2511
+ plot_data['cum_weight'] = plot_data[self.weight_nme].cumsum()
2512
+ total_weight = plot_data[self.weight_nme].sum()
2513
+
2514
+ if total_weight > EPS:
2515
+ plot_data['bin'] = pd.cut(
2516
+ plot_data['cum_weight'],
2517
+ bins=n_bins,
2518
+ labels=False,
2519
+ right=False
2520
+ )
2521
+ else:
2522
+ plot_data['bin'] = 0
2523
+
2524
+ # 按分箱聚合
2525
+ lift_agg = plot_data.groupby('bin').agg(
2526
+ total_weight=(self.weight_nme, 'sum'),
2527
+ actual_conversions=(self.binary_resp_nme, 'sum'),
2528
+ weighted_conversions=('w_binary_act', 'sum'),
2529
+ avg_pred=(model_pred_col, 'mean')
2530
+ ).reset_index()
2531
+
2532
+ # 计算成交率
2533
+ lift_agg['conversion_rate'] = lift_agg['weighted_conversions'] / \
2534
+ lift_agg['total_weight']
2535
+
2536
+ # 计算整体平均成交率
2537
+ overall_conversion_rate = data['w_binary_act'].sum(
2538
+ ) / data[self.weight_nme].sum()
2539
+ ax.axhline(y=overall_conversion_rate, color='gray', linestyle='--',
2540
+ label=f'Overall Avg Rate ({overall_conversion_rate:.2%})')
2541
+
2542
+ ax.plot(lift_agg['bin'], lift_agg['conversion_rate'],
2543
+ marker='o', linestyle='-', label='Actual Conversion Rate')
2544
+ ax.set_title(f'Conversion Rate Lift Chart on {data_name}')
2545
+ ax.set_xlabel(f'Model Score Decile (based on {model_pred_col})')
2546
+ ax.set_ylabel('Conversion Rate')
2547
+ ax.grid(True, linestyle='--', alpha=0.6)
2548
+ ax.legend()
2549
+
2550
+ plt.tight_layout()
2551
+ plt.show()
2552
+
2553
+ # 保存模型
2554
+ def save_model(self, model_name=None):
2555
+ keys = [model_name] if model_name else self.trainers.keys()
2556
+ for key in keys:
2557
+ if key in self.trainers:
2558
+ self.trainers[key].save()
2559
+ else:
2560
+ if model_name: # Only warn if specific model requested
2561
+ print(f"[save_model] Warning: Unknown model key {key}")
2562
+
2563
+ def load_model(self, model_name=None):
2564
+ keys = [model_name] if model_name else self.trainers.keys()
2565
+ for key in keys:
2566
+ if key in self.trainers:
2567
+ self.trainers[key].load()
2568
+ # Update context attributes
2569
+ trainer = self.trainers[key]
2570
+ if trainer.model is not None:
2571
+ setattr(self, f"{key}_best", trainer.model)
2572
+ # Also update xxx_load for backward compatibility if needed
2573
+ # Original code had xgb_load, resn_load, ft_load but not glm_load
2574
+ if key in ['xgb', 'resn', 'ft']:
2575
+ setattr(self, f"{key}_load", trainer.model)
2576
+ else:
2577
+ if model_name:
2578
+ print(f"[load_model] Warning: Unknown model key {key}")
2579
+
2580
+ def _sample_rows(self, data: pd.DataFrame, n: int) -> pd.DataFrame:
2581
+ if len(data) == 0:
2582
+ return data
2583
+ return data.sample(min(len(data), n), random_state=self.rand_seed)
2584
+
2585
+ @staticmethod
2586
+ def _shap_nsamples(arr: np.ndarray, max_nsamples: int = 300) -> int:
2587
+ min_needed = arr.shape[1] + 2
2588
+ return max(min_needed, min(max_nsamples, arr.shape[0] * arr.shape[1]))
2589
+
2590
+ def _build_ft_shap_matrix(self, data: pd.DataFrame) -> np.ndarray:
2591
+
2592
+ # 将原始特征 DataFrame (包含 self.factor_nmes) 转成
2593
+ # 纯数值矩阵: 数值列为 float64,类别列为整数 code(float64 存储)。
2594
+ # 列顺序与 self.factor_nmes 保持一致。
2595
+
2596
+ matrices = []
2597
+
2598
+ for col in self.factor_nmes:
2599
+ s = data[col]
2600
+
2601
+ if col in self.cate_list:
2602
+ # 类别列:按训练时的类别全集编码
2603
+ cats = pd.Categorical(
2604
+ s,
2605
+ categories=self.cat_categories_for_shap[col]
2606
+ )
2607
+ # cats.codes 是一个 Index / ndarray,用 np.asarray 包一下再 reshape
2608
+ codes = np.asarray(cats.codes, dtype=np.float64).reshape(-1, 1)
2609
+ matrices.append(codes)
2610
+ else:
2611
+ # 数值列:转成 Series -> numpy -> reshape
2612
+ vals = pd.to_numeric(s, errors="coerce")
2613
+ arr = vals.to_numpy(dtype=np.float64, copy=True).reshape(-1, 1)
2614
+ matrices.append(arr)
2615
+
2616
+ X_mat = np.concatenate(matrices, axis=1) # (N, F)
2617
+ return X_mat
2618
+
2619
+ def _decode_ft_shap_matrix_to_df(self, X_mat: np.ndarray) -> pd.DataFrame:
2620
+
2621
+ # 将 SHAP 的数值矩阵 (N, F) 还原为原始特征 DataFrame,
2622
+ # 数值列为 float,类别列还原为 pandas 的 category 类型,
2623
+ # 以便兼容 enable_categorical=True 的 XGBoost 和 FT-Transformer 的输入。
2624
+ # 列顺序 = self.factor_nmes
2625
+
2626
+ data_dict = {}
2627
+
2628
+ for j, col in enumerate(self.factor_nmes):
2629
+ col_vals = X_mat[:, j]
2630
+
2631
+ if col in self.cate_list:
2632
+ cats = self.cat_categories_for_shap[col]
2633
+
2634
+ # SHAP 会扰动成小数,这里 round 回整数 code
2635
+ codes = np.round(col_vals).astype(int)
2636
+ # 限制在 [-1, len(cats)-1]
2637
+ codes = np.clip(codes, -1, len(cats) - 1)
2638
+
2639
+ # 使用 pandas.Categorical.from_codes:
2640
+ # - codes = -1 被当成缺失 (NaN)
2641
+ # - 其他索引映射到 cats 中对应的类别
2642
+ cat_series = pd.Categorical.from_codes(
2643
+ codes,
2644
+ categories=cats
2645
+ )
2646
+ # 存的是 Categorical 类型,而不是 object
2647
+ data_dict[col] = cat_series
2648
+ else:
2649
+ # 数值列:直接 float
2650
+ data_dict[col] = col_vals.astype(float)
2651
+
2652
+ df = pd.DataFrame(data_dict, columns=self.factor_nmes)
2653
+
2654
+ # 再保险:确保所有类别列 dtype 真的是 category
2655
+ for col in self.cate_list:
2656
+ if col in df.columns:
2657
+ df[col] = df[col].astype("category")
2658
+ return df
2659
+
2660
+ def _build_glm_design(self, data: pd.DataFrame) -> pd.DataFrame:
2661
+ # 与 GLM 训练阶段一致:在 one-hot + 标准化特征上添加截距
2662
+ X = data[self.var_nmes]
2663
+ return sm.add_constant(X, has_constant='add')
2664
+
2665
+ def _compute_shap_core(self,
2666
+ model_key: str,
2667
+ n_background: int,
2668
+ n_samples: int,
2669
+ on_train: bool,
2670
+ X_df: pd.DataFrame,
2671
+ prep_fn,
2672
+ predict_fn,
2673
+ cleanup_fn=None):
2674
+ # 通用的 SHAP 计算核心逻辑:配置背景样本、构建解释器并返回结果。
2675
+ if model_key not in self.trainers or self.trainers[model_key].model is None:
2676
+ raise RuntimeError(f"Model {model_key} not trained.")
2677
+
2678
+ if cleanup_fn:
2679
+ cleanup_fn()
2680
+
2681
+ # Background
2682
+ bg_df = self._sample_rows(X_df, n_background)
2683
+ bg_mat = prep_fn(bg_df)
2684
+
2685
+ # Explainer
2686
+ explainer = shap.KernelExplainer(predict_fn, bg_mat)
2687
+
2688
+ # Explain data
2689
+ ex_df = self._sample_rows(X_df, n_samples)
2690
+ ex_mat = prep_fn(ex_df)
2691
+
2692
+ nsample_eff = self._shap_nsamples(ex_mat)
2693
+ shap_values = explainer.shap_values(ex_mat, nsamples=nsample_eff)
2694
+
2695
+ # Base value
2696
+ bg_pred = predict_fn(bg_mat)
2697
+ base_value = float(np.asarray(bg_pred).mean())
2698
+
2699
+ return {
2700
+ "explainer": explainer,
2701
+ "X_explain": ex_df,
2702
+ "shap_values": shap_values,
2703
+ "base_value": base_value
2704
+ }
2705
+
2706
+ # ========= XGBoost SHAP =========
2707
+ def compute_shap_xgb(self, n_background: int = 500,
2708
+ n_samples: int = 200,
2709
+ on_train: bool = True):
2710
+ data = self.train_data if on_train else self.test_data
2711
+ X_raw = data[self.factor_nmes]
2712
+
2713
+ def predict_wrapper(x_mat):
2714
+ df_input = self._decode_ft_shap_matrix_to_df(x_mat)
2715
+ return self.xgb_best.predict(df_input)
2716
+
2717
+ self.shap_xgb = self._compute_shap_core(
2718
+ 'xgb', n_background, n_samples, on_train,
2719
+ X_df=X_raw,
2720
+ prep_fn=lambda df: self._build_ft_shap_matrix(
2721
+ df).astype(np.float64),
2722
+ predict_fn=predict_wrapper
2723
+ )
2724
+ return self.shap_xgb
2725
+
2726
+ # ========= ResNet SHAP =========
2727
+ def _resn_predict_wrapper(self, X_np):
2728
+ # 保证走 CPU
2729
+ model = self.resn_best.resnet.to("cpu")
2730
+ with torch.no_grad():
2731
+ X_tensor = torch.tensor(X_np, dtype=torch.float32)
2732
+ y_pred = model(X_tensor).cpu().numpy()
2733
+ y_pred = np.clip(y_pred, 1e-6, None)
2734
+ return y_pred.reshape(-1)
2735
+
2736
+ def compute_shap_resn(self, n_background: int = 500,
2737
+ n_samples: int = 200,
2738
+ on_train: bool = True):
2739
+ data = self.train_oht_scl_data if on_train else self.test_oht_scl_data
2740
+ X = data[self.var_nmes]
2741
+
2742
+ def cleanup():
2743
+ self.resn_best.device = torch.device("cpu")
2744
+ self.resn_best.resnet.to("cpu")
2745
+ if torch.cuda.is_available():
2746
+ torch.cuda.empty_cache()
2747
+
2748
+ self.shap_resn = self._compute_shap_core(
2749
+ 'resn', n_background, n_samples, on_train,
2750
+ X_df=X,
2751
+ prep_fn=lambda df: df.to_numpy(dtype=np.float64),
2752
+ predict_fn=lambda x: self._resn_predict_wrapper(x),
2753
+ cleanup_fn=cleanup
2754
+ )
2755
+ return self.shap_resn
2756
+
2757
+ # ========= FT-Transformer SHAP =========
2758
+ def _ft_shap_predict_wrapper(self, X_mat: np.ndarray) -> np.ndarray:
2759
+ df_input = self._decode_ft_shap_matrix_to_df(X_mat)
2760
+ y_pred = self.ft_best.predict(df_input)
2761
+ return np.asarray(y_pred, dtype=np.float64).reshape(-1)
2762
+
2763
+ def compute_shap_ft(self, n_background: int = 500,
2764
+ n_samples: int = 200,
2765
+ on_train: bool = True):
2766
+ data = self.train_data if on_train else self.test_data
2767
+ X_raw = data[self.factor_nmes]
2768
+
2769
+ def cleanup():
2770
+ self.ft_best.device = torch.device("cpu")
2771
+ self.ft_best.ft.to("cpu")
2772
+ if torch.cuda.is_available():
2773
+ torch.cuda.empty_cache()
2774
+
2775
+ self.shap_ft = self._compute_shap_core(
2776
+ 'ft', n_background, n_samples, on_train,
2777
+ X_df=X_raw,
2778
+ prep_fn=lambda df: self._build_ft_shap_matrix(
2779
+ df).astype(np.float64),
2780
+ predict_fn=self._ft_shap_predict_wrapper,
2781
+ cleanup_fn=cleanup
2782
+ )
2783
+ return self.shap_ft
2784
+
2785
+ # ========= GLM SHAP =========
2786
+ def compute_shap_glm(self, n_background: int = 500,
2787
+ n_samples: int = 200,
2788
+ on_train: bool = True):
2789
+ data = self.train_oht_scl_data if on_train else self.test_oht_scl_data
2790
+ design_all = self._build_glm_design(data)
2791
+ design_cols = list(design_all.columns)
2792
+
2793
+ matrices = []
2794
+
2795
+ for col in self.factor_nmes:
2796
+ s = data[col]
2797
+
2798
+ if col in self.cate_list:
2799
+ # 类别列:按训练时的类别全集编码
2800
+ cats = pd.Categorical(
2801
+ s,
2802
+ categories=self.cat_categories_for_shap[col]
2803
+ )
2804
+ # cats.codes 是一个 Index / ndarray,用 np.asarray 包一下再 reshape
2805
+ codes = np.asarray(cats.codes, dtype=np.float64).reshape(-1, 1)
2806
+ matrices.append(codes)
2807
+ else:
2808
+ # 数值列:转成 Series -> numpy -> reshape
2809
+ vals = pd.to_numeric(s, errors="coerce")
2810
+ arr = vals.to_numpy(dtype=np.float64, copy=True).reshape(-1, 1)
2811
+ matrices.append(arr)
2812
+
2813
+ X_mat = np.concatenate(matrices, axis=1) # (N, F)
2814
+ return X_mat
2815
+
2816
+ def _decode_ft_shap_matrix_to_df(self, X_mat: np.ndarray) -> pd.DataFrame:
2817
+
2818
+ # 将 SHAP 的数值矩阵 (N, F) 还原为原始特征 DataFrame,
2819
+ # 数值列为 float,类别列还原为 pandas 的 category 类型,
2820
+ # 以便兼容 enable_categorical=True 的 XGBoost 和 FT-Transformer 的输入。
2821
+ # 列顺序 = self.factor_nmes
2822
+
2823
+ data_dict = {}
2824
+
2825
+ for j, col in enumerate(self.factor_nmes):
2826
+ col_vals = X_mat[:, j]
2827
+
2828
+ if col in self.cate_list:
2829
+ cats = self.cat_categories_for_shap[col]
2830
+
2831
+ # SHAP 会扰动成小数,这里 round 回整数 code
2832
+ codes = np.round(col_vals).astype(int)
2833
+ # 限制在 [-1, len(cats)-1]
2834
+ codes = np.clip(codes, -1, len(cats) - 1)
2835
+
2836
+ # 使用 pandas.Categorical.from_codes:
2837
+ # - codes = -1 被当成缺失 (NaN)
2838
+ # - 其他索引映射到 cats 中对应的类别
2839
+ cat_series = pd.Categorical.from_codes(
2840
+ codes,
2841
+ categories=cats
2842
+ )
2843
+ # 存的是 Categorical 类型,而不是 object
2844
+ data_dict[col] = cat_series
2845
+ else:
2846
+ # 数值列:直接 float
2847
+ data_dict[col] = col_vals.astype(float)
2848
+
2849
+ df = pd.DataFrame(data_dict, columns=self.factor_nmes)
2850
+
2851
+ # 再保险:确保所有类别列 dtype 真的是 category
2852
+ for col in self.cate_list:
2853
+ if col in df.columns:
2854
+ df[col] = df[col].astype("category")
2855
+ return df
2856
+
2857
+ def _build_glm_design(self, data: pd.DataFrame) -> pd.DataFrame:
2858
+ # 与 GLM 训练阶段一致:在 one-hot + 标准化特征上添加截距
2859
+ X = data[self.var_nmes]
2860
+ return sm.add_constant(X, has_constant='add')
2861
+
2862
+ def _compute_shap_core(self,
2863
+ model_key: str,
2864
+ n_background: int,
2865
+ n_samples: int,
2866
+ on_train: bool,
2867
+ X_df: pd.DataFrame,
2868
+ prep_fn,
2869
+ predict_fn,
2870
+ cleanup_fn=None):
2871
+ # 通用的 SHAP 计算核心逻辑:配置背景样本、构建解释器并返回结果。
2872
+ if model_key not in self.trainers or self.trainers[model_key].model is None:
2873
+ raise RuntimeError(f"Model {model_key} not trained.")
2874
+
2875
+ if cleanup_fn:
2876
+ cleanup_fn()
2877
+
2878
+ # Background
2879
+ bg_df = self._sample_rows(X_df, n_background)
2880
+ bg_mat = prep_fn(bg_df)
2881
+
2882
+ # Explainer
2883
+ explainer = shap.KernelExplainer(predict_fn, bg_mat)
2884
+
2885
+ # Explain data
2886
+ ex_df = self._sample_rows(X_df, n_samples)
2887
+ ex_mat = prep_fn(ex_df)
2888
+
2889
+ nsample_eff = self._shap_nsamples(ex_mat)
2890
+ shap_values = explainer.shap_values(ex_mat, nsamples=nsample_eff)
2891
+
2892
+ # Base value
2893
+ bg_pred = predict_fn(bg_mat)
2894
+ base_value = float(np.asarray(bg_pred).mean())
2895
+
2896
+ return {
2897
+ "explainer": explainer,
2898
+ "X_explain": ex_df,
2899
+ "shap_values": shap_values,
2900
+ "base_value": base_value
2901
+ }
2902
+
2903
+ # ========= XGBoost SHAP =========
2904
+ def compute_shap_xgb(self, n_background: int = 500,
2905
+ n_samples: int = 200,
2906
+ on_train: bool = True):
2907
+ data = self.train_data if on_train else self.test_data
2908
+ X_raw = data[self.factor_nmes]
2909
+
2910
+ def predict_wrapper(x_mat):
2911
+ df_input = self._decode_ft_shap_matrix_to_df(x_mat)
2912
+ return self.xgb_best.predict(df_input)
2913
+
2914
+ self.shap_xgb = self._compute_shap_core(
2915
+ 'xgb', n_background, n_samples, on_train,
2916
+ X_df=X_raw,
2917
+ prep_fn=lambda df: self._build_ft_shap_matrix(
2918
+ df).astype(np.float64),
2919
+ predict_fn=predict_wrapper
2920
+ )
2921
+ return self.shap_xgb
2922
+
2923
+ # ========= ResNet SHAP =========
2924
+ def _resn_predict_wrapper(self, X_np):
2925
+ # 保证走 CPU
2926
+ model = self.resn_best.resnet.to("cpu")
2927
+ with torch.no_grad():
2928
+ X_tensor = torch.tensor(X_np, dtype=torch.float32)
2929
+ y_pred = model(X_tensor).cpu().numpy()
2930
+ y_pred = np.clip(y_pred, 1e-6, None)
2931
+ return y_pred.reshape(-1)
2932
+
2933
+ def compute_shap_resn(self, n_background: int = 500,
2934
+ n_samples: int = 200,
2935
+ on_train: bool = True):
2936
+ data = self.train_oht_scl_data if on_train else self.test_oht_scl_data
2937
+ X = data[self.var_nmes]
2938
+
2939
+ def cleanup():
2940
+ self.resn_best.device = torch.device("cpu")
2941
+ self.resn_best.resnet.to("cpu")
2942
+ if torch.cuda.is_available():
2943
+ torch.cuda.empty_cache()
2944
+
2945
+ self.shap_resn = self._compute_shap_core(
2946
+ 'resn', n_background, n_samples, on_train,
2947
+ X_df=X,
2948
+ prep_fn=lambda df: df.to_numpy(dtype=np.float64),
2949
+ predict_fn=lambda x: self._resn_predict_wrapper(x),
2950
+ cleanup_fn=cleanup
2951
+ )
2952
+ return self.shap_resn
2953
+
2954
+ # ========= FT-Transformer SHAP =========
2955
+ def _ft_shap_predict_wrapper(self, X_mat: np.ndarray) -> np.ndarray:
2956
+ df_input = self._decode_ft_shap_matrix_to_df(X_mat)
2957
+ y_pred = self.ft_best.predict(df_input)
2958
+ return np.asarray(y_pred, dtype=np.float64).reshape(-1)
2959
+
2960
+ def compute_shap_ft(self, n_background: int = 500,
2961
+ n_samples: int = 200,
2962
+ on_train: bool = True):
2963
+ data = self.train_data if on_train else self.test_data
2964
+ X_raw = data[self.factor_nmes]
2965
+
2966
+ def cleanup():
2967
+ self.ft_best.device = torch.device("cpu")
2968
+ self.ft_best.ft.to("cpu")
2969
+ if torch.cuda.is_available():
2970
+ torch.cuda.empty_cache()
2971
+
2972
+ self.shap_ft = self._compute_shap_core(
2973
+ 'ft', n_background, n_samples, on_train,
2974
+ X_df=X_raw,
2975
+ prep_fn=lambda df: self._build_ft_shap_matrix(
2976
+ df).astype(np.float64),
2977
+ predict_fn=self._ft_shap_predict_wrapper,
2978
+ cleanup_fn=cleanup
2979
+ )
2980
+ return self.shap_ft
2981
+
2982
+ # ========= GLM SHAP =========
2983
+ def compute_shap_glm(self, n_background: int = 500,
2984
+ n_samples: int = 200,
2985
+ on_train: bool = True):
2986
+ data = self.train_oht_scl_data if on_train else self.test_oht_scl_data
2987
+ design_all = self._build_glm_design(data)
2988
+ design_cols = list(design_all.columns)
2989
+
2990
+ def predict_wrapper(x_np):
2991
+ x_df = pd.DataFrame(x_np, columns=design_cols)
2992
+ y_pred = self.glm_best.predict(x_df)
2993
+ return np.asarray(y_pred, dtype=np.float64).reshape(-1)
2994
+
2995
+ res = self._compute_shap_core(
2996
+ 'glm', n_background, n_samples, on_train,
2997
+ X_df=design_all,
2998
+ prep_fn=lambda df: df.to_numpy(dtype=np.float64),
2999
+ predict_fn=predict_wrapper
3000
+ )
3001
+ return res