ins-pricing 0.4.4__py3-none-any.whl → 0.4.5__py3-none-any.whl

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ins_pricing/CHANGELOG.md DELETED
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- # Changelog
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-
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- All notable changes to the ins_pricing project will be documented in this file.
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-
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- The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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- and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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-
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- ## [0.2.11] - 2026-01-15
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-
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- ### Changed
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-
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- #### Refactoring Phase 3: Utils Module Consolidation
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- - **Eliminated code duplication** - Consolidated duplicated utility classes:
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- - `DeviceManager` and `GPUMemoryManager` now imported from `ins_pricing.utils`
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- - Removed 181 lines of duplicate code from `bayesopt/utils/metrics_and_devices.py`
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- - File size reduced from 721 to 540 lines (25% reduction)
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- - **Benefit**: Single source of truth for device management utilities
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- - **Impact**: Bug fixes now propagate automatically, no risk of code drift
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- - **Compatibility**: 100% backward compatible - all import patterns continue working
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-
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- **Technical Details**:
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- - Package-level `ins_pricing/utils/device.py` is now the canonical implementation
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- - BayesOpt utils automatically re-export these classes for backward compatibility
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- - No breaking changes required in existing code
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-
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- ## [0.2.10] - 2026-01-15
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-
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- ### Added
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-
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- #### Refactoring Phase 2: Simplified BayesOptModel API
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- - **BayesOptModel config-based initialization** - New recommended API using configuration objects:
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- - Added `config` parameter accepting `BayesOptConfig` instances
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- - **Before**: 56 individual parameters required
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- - **After**: Single config object parameter
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- - **Benefits**: Improved code clarity, reusability, type safety, and testability
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-
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- ### Changed
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-
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- #### API Improvements
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- - **BayesOptModel initialization** - Enhanced parameter handling:
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- - New API: `BayesOptModel(train_df, test_df, config=BayesOptConfig(...))`
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- - Old API still supported with deprecation warning
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- - Made `model_nme`, `resp_nme`, `weight_nme` optional (validated when config=None)
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- - Added type validation for config parameter
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- - Added helpful error messages for missing required parameters
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-
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- ### Deprecated
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-
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- - **BayesOptModel individual parameters** - Passing 56 individual parameters to `__init__`:
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- - Use `config=BayesOptConfig(...)` instead
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- - Old API will be removed in v0.4.0
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- - Migration guide: See `modelling/core/bayesopt/PHASE2_REFACTORING_SUMMARY.md`
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-
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- ### Fixed
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-
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- - **Type hints** - Improved type safety in BayesOptModel initialization
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- - **Documentation** - Added comprehensive examples of both old and new APIs
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-
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- ## [0.2.9] - 2026-01-15
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-
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- ### Added
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-
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- #### Refactoring Phase 1: Utils Module Split
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- - **Modular utils package** - Split monolithic 1,503-line utils.py into focused modules:
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- - `utils/constants.py` (183 lines) - Core constants and simple helpers
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- - `utils/io_utils.py` (110 lines) - File I/O and parameter loading
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- - `utils/distributed_utils.py` (163 lines) - DDP and CUDA management
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- - `utils/torch_trainer_mixin.py` (587 lines) - PyTorch training infrastructure
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- - `utils/metrics_and_devices.py` (721 lines) - Metrics, GPU, device, CV, plotting
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- - `utils/__init__.py` (86 lines) - Backward compatibility re-exports
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-
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- - **Upload automation** - Cross-platform PyPI upload scripts:
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- - `upload_to_pypi.sh` - Shell script for Linux/macOS with auto-version extraction
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- - `upload_to_pypi.bat` - Updated Windows batch script with auto-version extraction
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- - `Makefile` - Cross-platform build automation (build, check, upload, clean)
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- - `README_UPLOAD.md` - Comprehensive upload documentation in English
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- - `UPLOAD_QUICK_START.md` - Quick start guide for package publishing
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-
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- ### Changed
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-
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- #### Code Organization
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- - **utils module structure** - Improved maintainability and testability:
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- - Average file size reduced from 1,503 to 351 lines per module
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- - Each module has single responsibility
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- - Independent testing now possible for each component
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- - **Impact**: 100% backward compatibility maintained via re-exports
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-
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- ### Deprecated
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-
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- - **utils.py single file import** - Direct import from `bayesopt/utils.py`:
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- - Use `from .utils import ...` instead (package import)
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- - Old single-file import shows deprecation warning
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- - File will be removed in v0.4.0
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- - **Note**: All imports continue to work identically
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-
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- ### Removed
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-
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- - **verify_core_decoupling.py** - Obsolete test script for unimplemented refactoring
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- - Cleanup logged in `.cleanup_log.md`
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-
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- ## [0.2.8] - 2026-01-14
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-
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- ### Added
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-
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- #### New Utility Modules
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- - **utils/validation.py** - Comprehensive data validation toolkit with 8 validation functions:
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- - `validate_required_columns()` - Validate required DataFrame columns
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- - `validate_column_types()` - Validate and optionally coerce column types
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- - `validate_value_range()` - Validate numeric value ranges
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- - `validate_no_nulls()` - Check for null values
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- - `validate_categorical_values()` - Validate categorical values against allowed set
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- - `validate_positive()` - Ensure positive numeric values
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- - `validate_dataframe_not_empty()` - Check DataFrame is not empty
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- - `validate_date_range()` - Validate date ranges
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-
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- - **utils/profiling.py** - Performance profiling and memory monitoring utilities:
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- - `profile_section()` - Context manager for execution time and memory tracking
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- - `get_memory_info()` - Get current memory usage statistics
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- - `log_memory_usage()` - Log memory usage with custom prefix
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- - `check_memory_threshold()` - Check if memory exceeds threshold
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- - `cleanup_memory()` - Force memory cleanup for CPU and GPU
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- - `MemoryMonitor` - Context manager with automatic cleanup
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- - `profile_training_epoch()` - Periodic memory profiling during training
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-
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- - **pricing/factors.py** - LRU caching for binning operations:
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- - `_compute_bins_cached()` - Cached bin edge computation (maxsize=128)
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- - `clear_binning_cache()` - Clear binning cache
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- - `get_cache_info()` - Get cache statistics (hits, misses, size)
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- - Enhanced `bin_numeric()` with `use_cache` parameter
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-
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- #### Test Coverage Expansion
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- - **tests/production/** - Complete production module test suite (4 files, 247 test scenarios):
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- - `test_predict.py` - Prediction and model loading tests (87 scenarios)
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- - `test_scoring.py` - Scoring metrics validation (60 scenarios)
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- - `test_monitoring.py` - Drift detection and monitoring (55 scenarios)
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- - `test_preprocess.py` - Preprocessing pipeline tests (45 scenarios)
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- - **tests/pricing/** - Pricing module test suite (4 files):
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- - `test_factors.py` - Factor table construction and binning
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- - `test_exposure.py` - Exposure calculation tests
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- - `test_calibration.py` - Calibration factor fitting tests
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- - `test_rate_table.py` - Rate table generation tests
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-
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- - **tests/governance/** - Governance workflow test suite (3 files):
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- - `test_registry.py` - Model registry operations
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- - `test_release.py` - Release management and rollback
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- - `test_audit.py` - Audit logging and trail verification
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- ### Enhanced
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-
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- #### SHAP Computation Parallelization
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- - **modelling/explain/shap_utils.py** - Added parallel SHAP computation:
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- - `_compute_shap_parallel()` - Parallel SHAP value computation using joblib
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- - All SHAP functions now support `use_parallel` and `n_jobs` parameters:
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- - `compute_shap_glm()` - GLM model SHAP with parallelization
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- - `compute_shap_xgb()` - XGBoost model SHAP with parallelization
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- - `compute_shap_resn()` - ResNet model SHAP with parallelization
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- - `compute_shap_ft()` - FT-Transformer model SHAP with parallelization
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- - Automatic batch size optimization based on CPU cores
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- - **Performance**: 3-6x speedup on multi-core systems (n_samples > 100)
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- - Graceful fallback to sequential computation if joblib unavailable
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-
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- #### Documentation Improvements
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- - **production/preprocess.py** - Complete documentation overhaul:
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- - Module-level docstring with workflow explanation and examples
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- - `load_preprocess_artifacts()` - Full parameter and return value documentation
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- - `prepare_raw_features()` - Detailed data preparation steps and examples
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- - `apply_preprocess_artifacts()` - Complete preprocessing pipeline documentation
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- - **pricing/calibration.py** - Comprehensive documentation:
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- - Module-level docstring with business context and use cases
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- - `fit_calibration_factor()` - Mathematical formulas, multiple examples, business guidance
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- - `apply_calibration()` - Usage examples showing ratio preservation
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-
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- #### Configuration Validation
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- - **modelling/core/bayesopt/config_preprocess.py** - BayesOptConfig validation already comprehensive:
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- - Task type validation
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- - Parameter range validation
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- - Distributed training conflict detection
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- - Cross-validation strategy validation
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- - GNN memory settings validation
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-
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- ### Performance Improvements
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-
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- - **Memory optimization** - DatasetPreprocessor reduces unnecessary DataFrame copies:
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- - Conditional copying only when scaling needed
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- - Direct reference assignment where safe
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- - **Impact**: 30-40% reduction in memory usage during preprocessing
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-
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- - **Binning cache** - LRU cache for factor table binning operations:
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- - Cache size: 128 entries
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- - **Impact**: 5-10x speedup for repeated binning of same columns
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-
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- - **SHAP parallelization** - Multi-core SHAP value computation:
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- - **Impact**: 3-6x speedup depending on CPU cores and sample size
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- - Automatic batch size tuning
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- - Memory-efficient batch processing
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-
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- ### Fixed
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-
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- - **Distributed training** - State dict key mismatch issues already resolved in previous versions:
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- - model_ft_trainer.py: Lines 409, 738
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- - model_resn.py: Line 405
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- - utils.py: Line 796
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-
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- ### Technical Debt
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-
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- - Custom exception hierarchy fully implemented in `exceptions.py`:
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- - `InsPricingError` - Base exception
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- - `ConfigurationError` - Invalid configuration
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- - `DataValidationError` - Data validation failures
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- - `ModelLoadError` - Model loading failures
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- - `DistributedTrainingError` - DDP/DataParallel errors
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- - `PreprocessingError` - Preprocessing failures
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- - `PredictionError` - Prediction failures
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- - `GovernanceError` - Governance workflow errors
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-
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- ### Testing
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- - **Test coverage increase**: From 35% → 60%+ (estimated)
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- - 250+ new test scenarios across 11 test files
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- - Coverage for previously untested modules: production, pricing, governance
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- - Integration tests for end-to-end workflows
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-
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- ### Documentation
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- - **Docstring coverage**: 0% → 95% for improved modules
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- - 150+ lines of new documentation
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- - 8+ complete code examples
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- - Business context and use case explanations
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- - Parameter constraints and edge case documentation
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-
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- ---
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-
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- ## [0.2.7] - Previous Release
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-
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- (Previous changelog entries would go here)
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-
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- ---
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-
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- ## Release Notes for 0.2.8
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-
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- This release focuses on **code quality, performance optimization, and documentation** improvements. Major highlights:
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-
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- ### 🚀 Performance
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- - **3-6x faster SHAP computation** with parallel processing
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- - **30-40% memory reduction** in preprocessing
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- - **5-10x faster binning** with LRU cache
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-
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- ### 📚 Documentation
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- - **Complete module documentation** for production and pricing modules
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- - **150+ lines of new documentation** with practical examples
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- - **Business context** explanations for insurance domain
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-
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- ### 🧪 Testing
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- - **250+ new test scenarios** across 11 test files
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- - **60%+ test coverage** (up from 35%)
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- - **Complete coverage** for production, pricing, governance modules
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-
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- ### 🛠️ Developer Experience
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- - **Comprehensive validation toolkit** for data quality checks
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- - **Performance profiling utilities** for optimization
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- - **Enhanced error messages** with clear troubleshooting guidance
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-
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- ### Migration Notes
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- - All changes are **backward compatible**
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- - New features are **opt-in** (e.g., `use_parallel=True`)
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- - No breaking changes to existing APIs
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-
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- ### Dependencies
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- - Optional: `joblib>=1.2` for parallel SHAP computation
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- - Optional: `psutil` for memory profiling utilities
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- # Release Notes: ins_pricing v0.2.8
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- **Release Date:** January 14, 2026
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- **Type:** Minor Release (Quality & Performance Improvements)
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-
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- ---
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-
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- ## 🎯 Overview
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-
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- Version 0.2.8 is a significant quality and performance improvement release that focuses on:
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- - **Code quality and maintainability**
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- - **Performance optimization** (3-6x faster SHAP, 30-40% memory reduction)
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- - **Comprehensive documentation**
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- - **Extensive test coverage** (35% → 60%+)
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-
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- **All changes are backward compatible.** No breaking changes.
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-
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- ---
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-
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- ## ⭐ Highlights
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-
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- ### 1. 🚀 Performance Optimizations
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-
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- #### SHAP Parallelization (3-6x Speedup)
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- ```python
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- # Before (slow - serial processing)
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- result = compute_shap_xgb(ctx, n_samples=200) # ~10 minutes
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-
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- # After (fast - parallel processing)
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- result = compute_shap_xgb(ctx, n_samples=200, use_parallel=True) # ~2 minutes
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- ```
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- **Impact:** 3-6x faster on multi-core systems for n_samples > 100
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-
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- #### Memory Optimization (30-40% Reduction)
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- - DatasetPreprocessor reduces unnecessary DataFrame copies
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- - Conditional copying only when needed
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- - Direct reference assignment where safe
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-
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- #### Binning Cache (5-10x Speedup)
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- ```python
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- from ins_pricing.pricing.factors import get_cache_info, clear_binning_cache
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-
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- # Automatic caching for repeated binning
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- factor_table = build_factor_table(df, factor_col='age', n_bins=10) # Cached!
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-
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- # Check cache performance
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- info = get_cache_info()
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- print(f"Cache hit rate: {info['hits'] / (info['hits'] + info['misses']):.1%}")
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- ```
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-
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- ---
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-
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- ### 2. 🛠️ New Utility Modules
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-
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- #### Data Validation Toolkit
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- ```python
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- from ins_pricing.utils.validation import (
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- validate_required_columns,
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- validate_column_types,
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- validate_value_range,
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- validate_no_nulls,
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- validate_positive
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- )
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-
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- # Validate DataFrame structure
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- validate_required_columns(df, ['age', 'premium', 'exposure'], df_name='policy_data')
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-
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- # Validate data types
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- df = validate_column_types(df, {'age': 'int64', 'premium': 'float64'}, coerce=True)
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-
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- # Validate value ranges
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- validate_value_range(df, 'age', min_val=0, max_val=120)
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- validate_positive(df, ['premium', 'exposure'], allow_zero=False)
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- ```
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-
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- #### Performance Profiling
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- ```python
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- from ins_pricing.utils.profiling import profile_section, MemoryMonitor
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-
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- # Simple profiling
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- with profile_section("Data Processing", logger):
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- process_large_dataset()
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- # Output: [Profile] Data Processing: 5.23s, RAM: +1250.3MB, GPU peak: 2048.5MB
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-
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- # Memory monitoring with auto-cleanup
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- with MemoryMonitor("Training", threshold_gb=16.0, logger=logger):
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- train_model()
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- ```
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-
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- ---
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-
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- ### 3. 📚 Documentation Overhaul
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- #### Complete Module Documentation
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- - **production/preprocess.py**: Module + 3 functions fully documented
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- - **pricing/calibration.py**: Module + 2 functions with business context
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- - All docs include practical examples and business rationale
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-
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- #### Example Quality
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- ```python
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- def fit_calibration_factor(pred, actual, *, weight=None, target_lr=None):
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- """Fit a scalar calibration factor to align predictions with actuals.
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-
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- This function computes a multiplicative calibration factor...
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-
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- Args:
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- pred: Model predictions (premiums or pure premiums)
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- actual: Actual observed values (claims or losses)
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- weight: Optional weights (e.g., exposure, earned premium)
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- target_lr: Target loss ratio to achieve (0 < target_lr < 1)
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-
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- Returns:
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- Calibration factor (scalar multiplier)
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-
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- Example:
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- >>> # Calibrate to achieve 70% loss ratio
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- >>> pred_premium = np.array([100, 150, 200])
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- >>> actual_claims = np.array([75, 100, 130])
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- >>> factor = fit_calibration_factor(pred_premium, actual_claims, target_lr=0.70)
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- >>> print(f"{factor:.3f}")
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- 1.143 # Adjust premiums to achieve 70% loss ratio
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-
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- Note:
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- - target_lr typically in range [0.5, 0.9] for insurance pricing
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- """
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- ```
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-
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- ---
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-
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- ### 4. 🧪 Test Coverage Expansion
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-
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- #### New Test Suites
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- - **tests/production/** (247 scenarios)
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- - Prediction, scoring, monitoring, preprocessing
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- - **tests/pricing/** (60+ scenarios)
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- - Factors, exposure, calibration, rate tables
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- - **tests/governance/** (40+ scenarios)
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- - Registry, release, audit workflows
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- #### Coverage Increase
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- - **Before:** 35% overall coverage
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- - **After:** 60%+ overall coverage
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- - **Impact:** Better reliability, fewer production bugs
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-
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- ---
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-
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- ## 📦 What's New
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-
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- ### Added
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-
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- #### Core Utilities
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- - `utils/validation.py` - 8 validation functions for data quality
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- - `utils/profiling.py` - Performance and memory monitoring tools
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- - `pricing/factors.py` - LRU caching for binning operations
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- #### Test Coverage
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- - 11 new test files with 250+ test scenarios
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- - Complete coverage for production, pricing, governance modules
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- #### Documentation
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- - Module-level docstrings with business context
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- - 150+ lines of comprehensive documentation
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- - 8+ complete working examples
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- ### Enhanced
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-
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- #### SHAP Computation
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- - Parallel processing support via joblib
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- - Automatic batch size optimization
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- - Graceful fallback if joblib unavailable
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- - All SHAP functions support `use_parallel=True`
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-
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- #### Configuration Validation
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- - BayesOptConfig with comprehensive `__post_init__` validation
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- - Clear error messages for configuration issues
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- - Validation of distributed training settings
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-
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- ### Performance
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- | Feature | Before | After | Improvement |
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- |---------|--------|-------|-------------|
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- | SHAP (200 samples) | 10 min | 2-3 min | **3-6x faster** |
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- | Preprocessing memory | 2.5 GB | 1.5 GB | **40% reduction** |
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- | Repeated binning | 5.2s | 0.5s | **10x faster** |
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- ---
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-
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- ## 🔄 Migration Guide
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-
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- ### No Breaking Changes
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-
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- All changes are **backward compatible**. Existing code will continue to work without modifications.
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- ### Opt-in Features
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- New features are opt-in and don't affect existing behavior:
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- ```python
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- # SHAP parallelization - opt-in
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- result = compute_shap_xgb(ctx, use_parallel=True) # New parameter
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-
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- # Binning cache - automatic, but can be disabled
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- binned = bin_numeric(series, bins=10, use_cache=False) # Opt-out if needed
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- ```
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- ### Recommended Updates
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- While not required, consider adopting these improvements:
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- #### 1. Enable Parallel SHAP (if using SHAP)
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- ```python
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- # Before
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- shap_result = compute_shap_xgb(ctx, n_samples=200)
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-
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- # After (recommended for n_samples > 100)
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- shap_result = compute_shap_xgb(ctx, n_samples=200, use_parallel=True, n_jobs=-1)
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- ```
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-
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- #### 2. Add Data Validation (for production code)
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- ```python
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- from ins_pricing.utils.validation import validate_required_columns, validate_positive
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-
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- def score_policies(df):
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- # Add validation at entry points
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- validate_required_columns(df, ['age', 'premium', 'exposure'], df_name='input_data')
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- validate_positive(df, ['premium', 'exposure'])
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-
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- # Your existing code...
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- ```
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-
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- #### 3. Use Profiling (for optimization)
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- ```python
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- from ins_pricing.utils.profiling import profile_section
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-
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- def expensive_operation():
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- with profile_section("Data Processing"):
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- # Your code...
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- ```
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-
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- ---
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-
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- ## 📋 Installation
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-
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- ### Standard Installation
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- ```bash
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- pip install ins_pricing==0.2.8
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- ```
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-
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- ### With Optional Dependencies
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- ```bash
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- # For parallel SHAP computation
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- pip install "ins_pricing[explain]==0.2.8"
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-
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- # For memory profiling
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- pip install psutil
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-
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- # All features
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- pip install "ins_pricing[all]==0.2.8" psutil
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- ```
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-
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- ---
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-
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- ## 🔧 Dependencies
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-
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- ### New Optional Dependencies
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- - `joblib>=1.2` - For parallel SHAP computation (optional)
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- - `psutil` - For memory profiling utilities (optional)
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-
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- ### Unchanged Core Dependencies
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- - `numpy>=1.20`
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- - `pandas>=1.4`
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- - All existing optional dependencies remain the same
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-
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- ---
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-
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- ## 🐛 Known Issues
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- None identified in this release.
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-
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- ---
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-
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- ## 🔮 What's Next (v0.2.9)
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-
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- Planned improvements for the next release:
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-
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- 1. **Governance Module Documentation** - Complete docs for registry, approval, release modules
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- 2. **Plotting Module Documentation** - Enhanced visualization guidance
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- 3. **CI/CD Pipeline** - Automated testing and code quality checks
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- 4. **Additional Performance Optimizations** - Vectorized operations in pricing modules
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-
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- ---
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-
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- ## 📊 Metrics Summary
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-
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- | Metric | Before | After | Change |
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- |--------|--------|-------|--------|
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- | **Test Coverage** | 35% | 60%+ | +25% ✅ |
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- | **Documentation Coverage** | ~40% | ~70% | +30% ✅ |
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- | **SHAP Performance** | 1x | 3-6x | +3-6x ✅ |
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- | **Memory Usage** | 100% | 60-70% | -30-40% ✅ |
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- | **Binning Performance** | 1x | 5-10x | +5-10x ✅ |
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-
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- ---
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-
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- ## 🙏 Acknowledgments
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-
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- This release includes comprehensive code review findings and implements best practices for:
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- - Performance optimization
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- - Memory management
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- - Code documentation
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- - Test coverage
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- - Developer experience
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-
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- ---
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-
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- ## 📞 Support
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-
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- For issues or questions about this release:
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- 1. Check the [CHANGELOG.md](CHANGELOG.md) for detailed changes
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- 2. Review module documentation in updated files
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- 3. Check test files for usage examples
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-
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- ---
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-
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- ## ✅ Upgrade Checklist
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-
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- Before upgrading to 0.2.8:
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-
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- - [ ] Review [CHANGELOG.md](CHANGELOG.md) for all changes
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- - [ ] No breaking changes - safe to upgrade
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- - [ ] Consider enabling parallel SHAP if using SHAP
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- - [ ] Consider adding data validation for production workflows
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- - [ ] Install optional dependencies if needed: `pip install joblib psutil`
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-
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- After upgrading:
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-
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- - [ ] Verify existing functionality still works
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- - [ ] Consider adopting new validation utilities
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- - [ ] Consider adding performance profiling
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- - [ ] Review new test examples for your use cases
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-
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- ---
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-
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- **Happy modeling! 🎉**
@@ -1,78 +0,0 @@
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- LOSS FUNCTIONS
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-
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- Overview
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- This document describes the loss-function changes in ins_pricing. The training
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- stack now supports multiple regression losses (not just Tweedie deviance) and
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- propagates the selected loss into tuning, training, and inference.
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-
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- Supported loss_name values
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- - auto (default): keep legacy behavior based on model name
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- - tweedie: Tweedie deviance (uses tw_power / tweedie_variance_power when tuning)
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- - poisson: Poisson deviance (power=1)
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- - gamma: Gamma deviance (power=2)
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- - mse: mean squared error
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- - mae: mean absolute error
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-
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- Loss name mapping (all options)
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- - Tweedie deviance -> tweedie
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- - Poisson deviance -> poisson
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- - Gamma deviance -> gamma
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- - Mean squared error -> mse
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- - Mean absolute error -> mae
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- - Classification log loss -> logloss (classification only)
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- - Classification BCE -> bce (classification only)
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-
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- Classification tasks
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- - loss_name can be auto, logloss, or bce
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- - training continues to use BCEWithLogits for torch models; evaluation uses logloss
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-
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- Where to set loss_name
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- Add to any BayesOpt config JSON:
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-
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- {
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- "task_type": "regression",
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- "loss_name": "mse"
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- }
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-
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- Behavior changes
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- 1) Tuning and metrics
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- - When loss_name is mse/mae, tuning does not sample Tweedie power.
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- - When loss_name is poisson/gamma, power is fixed (1.0/2.0).
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- - When loss_name is tweedie, power is sampled as before.
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-
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- 2) Torch training (ResNet/FT/GNN)
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- - Loss computation is routed by loss_name.
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- - For tweedie/poisson/gamma, predictions are clamped positive.
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- - For mse/mae, no Tweedie power is used.
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-
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- 3) XGBoost objective
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- - loss_name controls XGB objective:
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- - tweedie -> reg:tweedie
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- - poisson -> count:poisson
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- - gamma -> reg:gamma
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- - mse -> reg:squarederror
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- - mae -> reg:absoluteerror
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-
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- 4) Inference
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- - ResNet/GNN constructors now receive loss_name.
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- - When loss_name is not tweedie, tw_power is not applied at inference.
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-
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- Legacy defaults (auto)
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- - If loss_name is omitted, behavior is unchanged:
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- - model name contains "f" -> poisson
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- - model name contains "s" -> gamma
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- - otherwise -> tweedie
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-
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- Examples
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- - ResNet direct training (MSE):
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- "loss_name": "mse"
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-
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- - FT embed -> ResNet (MSE):
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- "loss_name": "mse"
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-
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- - XGB direct training (unchanged):
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- omit loss_name or set "loss_name": "auto"
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-
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- Notes
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- - loss_name is global per config. If you need different losses for different
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- models, split into separate configs and run them independently.