ins-pricing 0.4.5__py3-none-any.whl → 0.5.0__py3-none-any.whl

ins_pricing/modelling/{core/bayesopt → bayesopt}/trainers/trainer_resn.py

@@ -1,283 +1,283 @@
-from __future__ import annotations
-
-import os
-from typing import Any, Dict, List, Optional, Tuple
-
-import numpy as np
-import optuna
-import torch
-from sklearn.metrics import log_loss
-
-from .trainer_base import TrainerBase
-from ..models import ResNetSklearn
-from ..utils.losses import regression_loss
-
-class ResNetTrainer(TrainerBase):
-    def __init__(self, context: "BayesOptModel") -> None:
-        if context.task_type == 'classification':
-            super().__init__(context, 'ResNetClassifier', 'ResNet')
-        else:
-            super().__init__(context, 'ResNet', 'ResNet')
-        self.model: Optional[ResNetSklearn] = None
-        self.enable_distributed_optuna = bool(context.config.use_resn_ddp)
-
-    def _resolve_input_dim(self) -> int:
-        data = getattr(self.ctx, "train_oht_scl_data", None)
-        if data is not None and getattr(self.ctx, "var_nmes", None):
-            return int(data[self.ctx.var_nmes].shape[1])
-        return int(len(self.ctx.var_nmes or []))
-
-    def _build_model(self, params: Optional[Dict[str, Any]] = None) -> ResNetSklearn:
-        params = params or {}
-        loss_name = getattr(self.ctx, "loss_name", "tweedie")
-        power = params.get("tw_power")
-        if self.ctx.task_type == "regression":
-            base_tw = self.ctx.default_tweedie_power()
-            if loss_name == "tweedie":
-                power = base_tw if power is None else float(power)
-            elif loss_name in ("poisson", "gamma"):
-                power = base_tw
-            else:
-                power = None
-        resn_weight_decay = float(
-            params.get(
-                "weight_decay",
-                getattr(self.ctx.config, "resn_weight_decay", 1e-4),
-            )
-        )
-        model = ResNetSklearn(
-            model_nme=self.ctx.model_nme,
-            input_dim=self._resolve_input_dim(),
-            hidden_dim=int(params.get("hidden_dim", 64)),
-            block_num=int(params.get("block_num", 2)),
-            task_type=self.ctx.task_type,
-            epochs=self.ctx.epochs,
-            tweedie_power=power,
-            learning_rate=float(params.get("learning_rate", 0.01)),
-            patience=int(params.get("patience", 10)),
-            use_layernorm=True,
-            dropout=float(params.get("dropout", 0.1)),
-            residual_scale=float(params.get("residual_scale", 0.1)),
-            stochastic_depth=float(params.get("stochastic_depth", 0.0)),
-            weight_decay=resn_weight_decay,
-            use_data_parallel=self.ctx.config.use_resn_data_parallel,
-            use_ddp=self.ctx.config.use_resn_ddp,
-            loss_name=loss_name
-        )
-        return self._apply_dataloader_overrides(model)
-
-    # ========= Cross-validation (for BayesOpt) =========
-    def cross_val(self, trial: optuna.trial.Trial) -> float:
-        # ResNet CV focuses on memory control:
-        #   - Create a ResNetSklearn per fold and release it immediately after.
-        #   - Move model to CPU, delete, and call gc/empty_cache after each fold.
-        #   - Optionally sample part of training data during BayesOpt to reduce memory.
-
-        base_tw_power = self.ctx.default_tweedie_power()
-        loss_name = getattr(self.ctx, "loss_name", "tweedie")
-
-        def data_provider():
-            data = self.ctx.train_oht_data if self.ctx.train_oht_data is not None else self.ctx.train_oht_scl_data
-            assert data is not None, "Preprocessed training data is missing."
-            return data[self.ctx.var_nmes], data[self.ctx.resp_nme], data[self.ctx.weight_nme]
-
-        metric_ctx: Dict[str, Any] = {}
-
-        def model_builder(params):
-            if loss_name == "tweedie":
-                power = params.get("tw_power", base_tw_power)
-            elif loss_name in ("poisson", "gamma"):
-                power = base_tw_power
-            else:
-                power = None
-            metric_ctx["tw_power"] = power
-            params_local = dict(params)
-            if power is not None:
-                params_local["tw_power"] = power
-            return self._build_model(params_local)
-
-        def preprocess_fn(X_train, X_val):
-            X_train_s, X_val_s, _ = self._standardize_fold(
-                X_train, X_val, self.ctx.num_features)
-            return X_train_s, X_val_s
-
-        def fit_predict(model, X_train, y_train, w_train, X_val, y_val, w_val, trial_obj):
-            model.fit(
-                X_train, y_train, w_train,
-                X_val, y_val, w_val,
-                trial=trial_obj
-            )
-            return model.predict(X_val)
-
-        def metric_fn(y_true, y_pred, weight):
-            if self.ctx.task_type == 'regression':
-                return regression_loss(
-                    y_true,
-                    y_pred,
-                    weight,
-                    loss_name=loss_name,
-                    tweedie_power=metric_ctx.get("tw_power", base_tw_power),
-                )
-            return log_loss(y_true, y_pred, sample_weight=weight)
-
-        sample_cap = data_provider()[0]
-        max_rows_for_resnet_bo = min(100000, int(len(sample_cap)/5))
-
-        return self.cross_val_generic(
-            trial=trial,
-            hyperparameter_space={
-                "learning_rate": lambda t: t.suggest_float('learning_rate', 1e-6, 1e-2, log=True),
-                "hidden_dim": lambda t: t.suggest_int('hidden_dim', 8, 32, step=2),
-                "block_num": lambda t: t.suggest_int('block_num', 2, 10),
-                "dropout": lambda t: t.suggest_float('dropout', 0.0, 0.3, step=0.05),
-                "residual_scale": lambda t: t.suggest_float('residual_scale', 0.05, 0.3, step=0.05),
-                "patience": lambda t: t.suggest_int('patience', 3, 12),
-                "stochastic_depth": lambda t: t.suggest_float('stochastic_depth', 0.0, 0.2, step=0.05),
-                **({"tw_power": lambda t: t.suggest_float('tw_power', 1.0, 2.0)} if self.ctx.task_type == 'regression' and loss_name == 'tweedie' else {})
-            },
-            data_provider=data_provider,
-            model_builder=model_builder,
-            metric_fn=metric_fn,
-            sample_limit=max_rows_for_resnet_bo if len(
-                sample_cap) > max_rows_for_resnet_bo > 0 else None,
-            preprocess_fn=preprocess_fn,
-            fit_predict_fn=fit_predict,
-            cleanup_fn=lambda m: getattr(
-                getattr(m, "resnet", None), "to", lambda *_args, **_kwargs: None)("cpu")
-        )
-
-    # ========= Train final ResNet with best hyperparameters =========
-    def train(self) -> None:
-        if not self.best_params:
-            raise RuntimeError("Run tune() first to obtain best ResNet parameters.")
-
-        params = dict(self.best_params)
-        use_refit = bool(getattr(self.ctx.config, "final_refit", True))
-        data = self.ctx.train_oht_scl_data
-        if data is None:
-            raise RuntimeError("Missing standardized data for ResNet training.")
-        X_all = data[self.ctx.var_nmes]
-        y_all = data[self.ctx.resp_nme]
-        w_all = data[self.ctx.weight_nme]
-
-        refit_epochs = None
-        split = self._resolve_train_val_indices(X_all)
-        if use_refit and split is not None:
-            train_idx, val_idx = split
-            tmp_model = self._build_model(params)
-            tmp_model.fit(
-                X_all.iloc[train_idx],
-                y_all.iloc[train_idx],
-                w_all.iloc[train_idx],
-                X_all.iloc[val_idx],
-                y_all.iloc[val_idx],
-                w_all.iloc[val_idx],
-                trial=None,
-            )
-            refit_epochs = self._resolve_best_epoch(
-                getattr(tmp_model, "training_history", None),
-                default_epochs=int(self.ctx.epochs),
-            )
-            getattr(getattr(tmp_model, "resnet", None), "to",
-                    lambda *_args, **_kwargs: None)("cpu")
-            self._clean_gpu()
-
-        self.model = self._build_model(params)
-        if refit_epochs is not None:
-            self.model.epochs = int(refit_epochs)
-        self.best_params = params
-        loss_plot_path = self.output.plot_path(
-            f'{self.ctx.model_nme}/loss/loss_{self.ctx.model_nme}_{self.model_name_prefix}.png')
-        self.model.loss_curve_path = loss_plot_path
-
-        self._fit_predict_cache(
-            self.model,
-            X_all,
-            y_all,
-            sample_weight=w_all,
-            pred_prefix='resn',
-            use_oht=True,
-            sample_weight_arg='w_train'
-        )
-
-        # Convenience wrapper for external callers.
-        self.ctx.resn_best = self.model
-
-    def ensemble_predict(self, k: int) -> None:
-        if not self.best_params:
-            raise RuntimeError("Run tune() first to obtain best ResNet parameters.")
-        data = self.ctx.train_oht_scl_data
-        test_data = self.ctx.test_oht_scl_data
-        if data is None or test_data is None:
-            raise RuntimeError("Missing standardized data for ResNet ensemble.")
-        X_all = data[self.ctx.var_nmes]
-        y_all = data[self.ctx.resp_nme]
-        w_all = data[self.ctx.weight_nme]
-        X_test = test_data[self.ctx.var_nmes]
-
-        k = max(2, int(k))
-        n_samples = len(X_all)
-        split_iter, _ = self._resolve_ensemble_splits(X_all, k=k)
-        if split_iter is None:
-            print(
-                f"[ResNet Ensemble] unable to build CV split (n_samples={n_samples}); skip ensemble.",
-                flush=True,
-            )
-            return
-        preds_train_sum = np.zeros(n_samples, dtype=np.float64)
-        preds_test_sum = np.zeros(len(X_test), dtype=np.float64)
-
-        split_count = 0
-        for train_idx, val_idx in split_iter:
-            model = self._build_model(self.best_params)
-            model.fit(
-                X_all.iloc[train_idx],
-                y_all.iloc[train_idx],
-                w_all.iloc[train_idx],
-                X_all.iloc[val_idx],
-                y_all.iloc[val_idx],
-                w_all.iloc[val_idx],
-                trial=None,
-            )
-            pred_train = model.predict(X_all)
-            pred_test = model.predict(X_test)
-            preds_train_sum += np.asarray(pred_train, dtype=np.float64)
-            preds_test_sum += np.asarray(pred_test, dtype=np.float64)
-            getattr(getattr(model, "resnet", None), "to",
-                    lambda *_args, **_kwargs: None)("cpu")
-            self._clean_gpu()
-            split_count += 1
-
-        if split_count < 1:
-            print(
-                f"[ResNet Ensemble] no CV splits generated; skip ensemble.",
-                flush=True,
-            )
-            return
-        preds_train = preds_train_sum / float(split_count)
-        preds_test = preds_test_sum / float(split_count)
-        self._cache_predictions("resn", preds_train, preds_test)
-
-    # ========= Save / Load =========
-    # ResNet is saved as state_dict and needs a custom load path.
-    # Save logic is implemented in TrainerBase (checks .resnet attribute).
-
-    def load(self) -> None:
-        # Load ResNet weights to the current device to match context.
-        path = self.output.model_path(self._get_model_filename())
-        if os.path.exists(path):
-            payload = torch.load(path, map_location='cpu')
-            if isinstance(payload, dict) and "state_dict" in payload:
-                state_dict = payload.get("state_dict")
-                params = payload.get("best_params") or self.best_params
-            else:
-                state_dict = payload
-                params = self.best_params
-            resn_loaded = self._build_model(params)
-            resn_loaded.resnet.load_state_dict(state_dict)
-
-            self._move_to_device(resn_loaded)
-            self.model = resn_loaded
-            self.ctx.resn_best = self.model
-        else:
-            print(f"[ResNetTrainer.load] Model file not found: {path}")
+from __future__ import annotations
+
+import os
+from typing import Any, Dict, List, Optional, Tuple
+
+import numpy as np
+import optuna
+import torch
+from sklearn.metrics import log_loss
+
+from ins_pricing.modelling.bayesopt.trainers.trainer_base import TrainerBase
+from ins_pricing.modelling.bayesopt.models import ResNetSklearn
+from ins_pricing.utils.losses import regression_loss
+
+class ResNetTrainer(TrainerBase):
+    def __init__(self, context: "BayesOptModel") -> None:
+        if context.task_type == 'classification':
+            super().__init__(context, 'ResNetClassifier', 'ResNet')
+        else:
+            super().__init__(context, 'ResNet', 'ResNet')
+        self.model: Optional[ResNetSklearn] = None
+        self.enable_distributed_optuna = bool(context.config.use_resn_ddp)
+
+    def _resolve_input_dim(self) -> int:
+        data = getattr(self.ctx, "train_oht_scl_data", None)
+        if data is not None and getattr(self.ctx, "var_nmes", None):
+            return int(data[self.ctx.var_nmes].shape[1])
+        return int(len(self.ctx.var_nmes or []))
+
+    def _build_model(self, params: Optional[Dict[str, Any]] = None) -> ResNetSklearn:
+        params = params or {}
+        loss_name = getattr(self.ctx, "loss_name", "tweedie")
+        power = params.get("tw_power")
+        if self.ctx.task_type == "regression":
+            base_tw = self.ctx.default_tweedie_power()
+            if loss_name == "tweedie":
+                power = base_tw if power is None else float(power)
+            elif loss_name in ("poisson", "gamma"):
+                power = base_tw
+            else:
+                power = None
+        resn_weight_decay = float(
+            params.get(
+                "weight_decay",
+                getattr(self.ctx.config, "resn_weight_decay", 1e-4),
+            )
+        )
+        model = ResNetSklearn(
+            model_nme=self.ctx.model_nme,
+            input_dim=self._resolve_input_dim(),
+            hidden_dim=int(params.get("hidden_dim", 64)),
+            block_num=int(params.get("block_num", 2)),
+            task_type=self.ctx.task_type,
+            epochs=self.ctx.epochs,
+            tweedie_power=power,
+            learning_rate=float(params.get("learning_rate", 0.01)),
+            patience=int(params.get("patience", 10)),
+            use_layernorm=True,
+            dropout=float(params.get("dropout", 0.1)),
+            residual_scale=float(params.get("residual_scale", 0.1)),
+            stochastic_depth=float(params.get("stochastic_depth", 0.0)),
+            weight_decay=resn_weight_decay,
+            use_data_parallel=self.ctx.config.use_resn_data_parallel,
+            use_ddp=self.ctx.config.use_resn_ddp,
+            loss_name=loss_name
+        )
+        return self._apply_dataloader_overrides(model)
+
+    # ========= Cross-validation (for BayesOpt) =========
+    def cross_val(self, trial: optuna.trial.Trial) -> float:
+        # ResNet CV focuses on memory control:
+        #   - Create a ResNetSklearn per fold and release it immediately after.
+        #   - Move model to CPU, delete, and call gc/empty_cache after each fold.
+        #   - Optionally sample part of training data during BayesOpt to reduce memory.
+
+        base_tw_power = self.ctx.default_tweedie_power()
+        loss_name = getattr(self.ctx, "loss_name", "tweedie")
+
+        def data_provider():
+            data = self.ctx.train_oht_data if self.ctx.train_oht_data is not None else self.ctx.train_oht_scl_data
+            assert data is not None, "Preprocessed training data is missing."
+            return data[self.ctx.var_nmes], data[self.ctx.resp_nme], data[self.ctx.weight_nme]
+
+        metric_ctx: Dict[str, Any] = {}
+
+        def model_builder(params):
+            if loss_name == "tweedie":
+                power = params.get("tw_power", base_tw_power)
+            elif loss_name in ("poisson", "gamma"):
+                power = base_tw_power
+            else:
+                power = None
+            metric_ctx["tw_power"] = power
+            params_local = dict(params)
+            if power is not None:
+                params_local["tw_power"] = power
+            return self._build_model(params_local)
+
+        def preprocess_fn(X_train, X_val):
+            X_train_s, X_val_s, _ = self._standardize_fold(
+                X_train, X_val, self.ctx.num_features)
+            return X_train_s, X_val_s
+
+        def fit_predict(model, X_train, y_train, w_train, X_val, y_val, w_val, trial_obj):
+            model.fit(
+                X_train, y_train, w_train,
+                X_val, y_val, w_val,
+                trial=trial_obj
+            )
+            return model.predict(X_val)
+
+        def metric_fn(y_true, y_pred, weight):
+            if self.ctx.task_type == 'regression':
+                return regression_loss(
+                    y_true,
+                    y_pred,
+                    weight,
+                    loss_name=loss_name,
+                    tweedie_power=metric_ctx.get("tw_power", base_tw_power),
+                )
+            return log_loss(y_true, y_pred, sample_weight=weight)
+
+        sample_cap = data_provider()[0]
+        max_rows_for_resnet_bo = min(100000, int(len(sample_cap)/5))
+
+        return self.cross_val_generic(
+            trial=trial,
+            hyperparameter_space={
+                "learning_rate": lambda t: t.suggest_float('learning_rate', 1e-6, 1e-2, log=True),
+                "hidden_dim": lambda t: t.suggest_int('hidden_dim', 8, 32, step=2),
+                "block_num": lambda t: t.suggest_int('block_num', 2, 10),
+                "dropout": lambda t: t.suggest_float('dropout', 0.0, 0.3, step=0.05),
+                "residual_scale": lambda t: t.suggest_float('residual_scale', 0.05, 0.3, step=0.05),
+                "patience": lambda t: t.suggest_int('patience', 3, 12),
+                "stochastic_depth": lambda t: t.suggest_float('stochastic_depth', 0.0, 0.2, step=0.05),
+                **({"tw_power": lambda t: t.suggest_float('tw_power', 1.0, 2.0)} if self.ctx.task_type == 'regression' and loss_name == 'tweedie' else {})
+            },
+            data_provider=data_provider,
+            model_builder=model_builder,
+            metric_fn=metric_fn,
+            sample_limit=max_rows_for_resnet_bo if len(
+                sample_cap) > max_rows_for_resnet_bo > 0 else None,
+            preprocess_fn=preprocess_fn,
+            fit_predict_fn=fit_predict,
+            cleanup_fn=lambda m: getattr(
+                getattr(m, "resnet", None), "to", lambda *_args, **_kwargs: None)("cpu")
+        )
+
+    # ========= Train final ResNet with best hyperparameters =========
+    def train(self) -> None:
+        if not self.best_params:
+            raise RuntimeError("Run tune() first to obtain best ResNet parameters.")
+
+        params = dict(self.best_params)
+        use_refit = bool(getattr(self.ctx.config, "final_refit", True))
+        data = self.ctx.train_oht_scl_data
+        if data is None:
+            raise RuntimeError("Missing standardized data for ResNet training.")
+        X_all = data[self.ctx.var_nmes]
+        y_all = data[self.ctx.resp_nme]
+        w_all = data[self.ctx.weight_nme]
+
+        refit_epochs = None
+        split = self._resolve_train_val_indices(X_all)
+        if use_refit and split is not None:
+            train_idx, val_idx = split
+            tmp_model = self._build_model(params)
+            tmp_model.fit(
+                X_all.iloc[train_idx],
+                y_all.iloc[train_idx],
+                w_all.iloc[train_idx],
+                X_all.iloc[val_idx],
+                y_all.iloc[val_idx],
+                w_all.iloc[val_idx],
+                trial=None,
+            )
+            refit_epochs = self._resolve_best_epoch(
+                getattr(tmp_model, "training_history", None),
+                default_epochs=int(self.ctx.epochs),
+            )
+            getattr(getattr(tmp_model, "resnet", None), "to",
+                    lambda *_args, **_kwargs: None)("cpu")
+            self._clean_gpu()
+
+        self.model = self._build_model(params)
+        if refit_epochs is not None:
+            self.model.epochs = int(refit_epochs)
+        self.best_params = params
+        loss_plot_path = self.output.plot_path(
+            f'{self.ctx.model_nme}/loss/loss_{self.ctx.model_nme}_{self.model_name_prefix}.png')
+        self.model.loss_curve_path = loss_plot_path
+
+        self._fit_predict_cache(
+            self.model,
+            X_all,
+            y_all,
+            sample_weight=w_all,
+            pred_prefix='resn',
+            use_oht=True,
+            sample_weight_arg='w_train'
+        )
+
+        # Convenience wrapper for external callers.
+        self.ctx.resn_best = self.model
+
+    def ensemble_predict(self, k: int) -> None:
+        if not self.best_params:
+            raise RuntimeError("Run tune() first to obtain best ResNet parameters.")
+        data = self.ctx.train_oht_scl_data
+        test_data = self.ctx.test_oht_scl_data
+        if data is None or test_data is None:
+            raise RuntimeError("Missing standardized data for ResNet ensemble.")
+        X_all = data[self.ctx.var_nmes]
+        y_all = data[self.ctx.resp_nme]
+        w_all = data[self.ctx.weight_nme]
+        X_test = test_data[self.ctx.var_nmes]
+
+        k = max(2, int(k))
+        n_samples = len(X_all)
+        split_iter, _ = self._resolve_ensemble_splits(X_all, k=k)
+        if split_iter is None:
+            print(
+                f"[ResNet Ensemble] unable to build CV split (n_samples={n_samples}); skip ensemble.",
+                flush=True,
+            )
+            return
+        preds_train_sum = np.zeros(n_samples, dtype=np.float64)
+        preds_test_sum = np.zeros(len(X_test), dtype=np.float64)
+
+        split_count = 0
+        for train_idx, val_idx in split_iter:
+            model = self._build_model(self.best_params)
+            model.fit(
+                X_all.iloc[train_idx],
+                y_all.iloc[train_idx],
+                w_all.iloc[train_idx],
+                X_all.iloc[val_idx],
+                y_all.iloc[val_idx],
+                w_all.iloc[val_idx],
+                trial=None,
+            )
+            pred_train = model.predict(X_all)
+            pred_test = model.predict(X_test)
+            preds_train_sum += np.asarray(pred_train, dtype=np.float64)
+            preds_test_sum += np.asarray(pred_test, dtype=np.float64)
+            getattr(getattr(model, "resnet", None), "to",
+                    lambda *_args, **_kwargs: None)("cpu")
+            self._clean_gpu()
+            split_count += 1
+
+        if split_count < 1:
+            print(
+                f"[ResNet Ensemble] no CV splits generated; skip ensemble.",
+                flush=True,
+            )
+            return
+        preds_train = preds_train_sum / float(split_count)
+        preds_test = preds_test_sum / float(split_count)
+        self._cache_predictions("resn", preds_train, preds_test)
+
+    # ========= Save / Load =========
+    # ResNet is saved as state_dict and needs a custom load path.
+    # Save logic is implemented in TrainerBase (checks .resnet attribute).
+
+    def load(self) -> None:
+        # Load ResNet weights to the current device to match context.
+        path = self.output.model_path(self._get_model_filename())
+        if os.path.exists(path):
+            payload = torch.load(path, map_location='cpu')
+            if isinstance(payload, dict) and "state_dict" in payload:
+                state_dict = payload.get("state_dict")
+                params = payload.get("best_params") or self.best_params
+            else:
+                state_dict = payload
+                params = self.best_params
+            resn_loaded = self._build_model(params)
+            resn_loaded.resnet.load_state_dict(state_dict)
+
+            self._move_to_device(resn_loaded)
+            self.model = resn_loaded
+            self.ctx.resn_best = self.model
+        else:
+            print(f"[ResNetTrainer.load] Model file not found: {path}")