workbench 0.8.162__py3-none-any.whl → 0.8.202__py3-none-any.whl

workbench/model_scripts/uq_models/mapie.template

@@ -0,0 +1,605 @@
+# Model: XGBoost for point predictions + LightGBM with MAPIE for conformalized intervals
+from mapie.regression import ConformalizedQuantileRegressor
+from lightgbm import LGBMRegressor
+from xgboost import XGBRegressor
+from sklearn.model_selection import train_test_split
+
+# Model Performance Scores
+from sklearn.metrics import mean_absolute_error, median_absolute_error, r2_score, root_mean_squared_error
+from scipy.stats import spearmanr
+
+from io import StringIO
+import json
+import argparse
+import joblib
+import os
+import numpy as np
+import pandas as pd
+from typing import List, Tuple, Optional, Dict
+
+# Template Placeholders
+TEMPLATE_PARAMS = {
+    "target": "{{target_column}}",
+    "features": "{{feature_list}}",
+    "compressed_features": "{{compressed_features}}",
+    "train_all_data": "{{train_all_data}}",
+    "hyperparameters": "{{hyperparameters}}",
+}
+
+
+def compute_confidence(
+        df: pd.DataFrame,
+        median_interval_width: float,
+        lower_q: str = "q_10",
+        upper_q: str = "q_90",
+        alpha: float = 1.0,
+        beta: float = 1.0,
+) -> pd.DataFrame:
+    """
+    Compute confidence scores (0.0 to 1.0) based on prediction interval width
+    and distance from median using exponential decay.
+
+    Args:
+        df: DataFrame with 'prediction', 'q_50', and quantile columns
+        median_interval_width: Pre-computed median interval width from training data
+        lower_q: Lower quantile column name (default: 'q_10')
+        upper_q: Upper quantile column name (default: 'q_90')
+        alpha: Weight for interval width term (default: 1.0)
+        beta: Weight for distance from median term (default: 1.0)
+
+    Returns:
+        DataFrame with added 'confidence' column
+    """
+    # Interval width
+    interval_width = (df[upper_q] - df[lower_q]).abs()
+
+    # Distance from median, normalized by interval width
+    distance_from_median = (df['prediction'] - df['q_50']).abs()
+    normalized_distance = distance_from_median / (interval_width + 1e-6)
+
+    # Cap the distance penalty at 1.0
+    normalized_distance = np.minimum(normalized_distance, 1.0)
+
+    # Confidence using exponential decay
+    interval_term = interval_width / median_interval_width
+    df['confidence'] = np.exp(-(alpha * interval_term + beta * normalized_distance))
+
+    return df
+
+
+# Function to check if dataframe is empty
+def check_dataframe(df: pd.DataFrame, df_name: str) -> None:
+    """
+    Check if the provided dataframe is empty and raise an exception if it is.
+
+    Args:
+        df (pd.DataFrame): DataFrame to check
+        df_name (str): Name of the DataFrame
+    """
+    if df.empty:
+        msg = f"*** The training data {df_name} has 0 rows! ***STOPPING***"
+        print(msg)
+        raise ValueError(msg)
+
+
+def match_features_case_insensitive(df: pd.DataFrame, model_features: list) -> pd.DataFrame:
+    """
+    Matches and renames DataFrame columns to match model feature names (case-insensitive).
+    Prioritizes exact matches, then case-insensitive matches.
+
+    Raises ValueError if any model features cannot be matched.
+    """
+    df_columns_lower = {col.lower(): col for col in df.columns}
+    rename_dict = {}
+    missing = []
+    for feature in model_features:
+        if feature in df.columns:
+            continue  # Exact match
+        elif feature.lower() in df_columns_lower:
+            rename_dict[df_columns_lower[feature.lower()]] = feature
+        else:
+            missing.append(feature)
+
+    if missing:
+        raise ValueError(f"Features not found: {missing}")
+
+    # Rename the DataFrame columns to match the model features
+    return df.rename(columns=rename_dict)
+
+
+def convert_categorical_types(df: pd.DataFrame, features: list, category_mappings={}) -> tuple:
+    """
+    Converts appropriate columns to categorical type with consistent mappings.
+
+    Args:
+        df (pd.DataFrame): The DataFrame to process.
+        features (list): List of feature names to consider for conversion.
+        category_mappings (dict, optional): Existing category mappings. If empty dict, we're in
+                                            training mode. If populated, we're in inference mode.
+
+    Returns:
+        tuple: (processed DataFrame, category mappings dictionary)
+    """
+    # Training mode
+    if category_mappings == {}:
+        for col in df.select_dtypes(include=["object", "string"]):
+            if col in features and df[col].nunique() < 20:
+                print(f"Training mode: Converting {col} to category")
+                df[col] = df[col].astype("category")
+                category_mappings[col] = df[col].cat.categories.tolist()  # Store category mappings
+
+    # Inference mode
+    else:
+        for col, categories in category_mappings.items():
+            if col in df.columns:
+                print(f"Inference mode: Applying categorical mapping for {col}")
+                df[col] = pd.Categorical(df[col], categories=categories)  # Apply consistent categorical mapping
+
+    return df, category_mappings
+
+
+def decompress_features(
+        df: pd.DataFrame, features: List[str], compressed_features: List[str]
+) -> Tuple[pd.DataFrame, List[str]]:
+    """Prepare features for the model by decompressing bitstring features
+
+    Args:
+        df (pd.DataFrame): The features DataFrame
+        features (List[str]): Full list of feature names
+        compressed_features (List[str]): List of feature names to decompress (bitstrings)
+
+    Returns:
+        pd.DataFrame: DataFrame with the decompressed features
+        List[str]: Updated list of feature names after decompression
+
+    Raises:
+        ValueError: If any missing values are found in the specified features
+    """
+
+    # Check for any missing values in the required features
+    missing_counts = df[features].isna().sum()
+    if missing_counts.any():
+        missing_features = missing_counts[missing_counts > 0]
+        print(
+            f"WARNING: Found missing values in features: {missing_features.to_dict()}. "
+            "WARNING: You might want to remove/replace all NaN values before processing."
+        )
+
+    # Decompress the specified compressed features
+    decompressed_features = features.copy()
+    for feature in compressed_features:
+        if (feature not in df.columns) or (feature not in features):
+            print(f"Feature '{feature}' not in the features list, skipping decompression.")
+            continue
+
+        # Remove the feature from the list of features to avoid duplication
+        decompressed_features.remove(feature)
+
+        # Handle all compressed features as bitstrings
+        bit_matrix = np.array([list(bitstring) for bitstring in df[feature]], dtype=np.uint8)
+        prefix = feature[:3]
+
+        # Create all new columns at once - avoids fragmentation
+        new_col_names = [f"{prefix}_{i}" for i in range(bit_matrix.shape[1])]
+        new_df = pd.DataFrame(bit_matrix, columns=new_col_names, index=df.index)
+
+        # Add to features list
+        decompressed_features.extend(new_col_names)
+
+        # Drop original column and concatenate new ones
+        df = df.drop(columns=[feature])
+        df = pd.concat([df, new_df], axis=1)
+
+    return df, decompressed_features
+
+
+if __name__ == "__main__":
+    # Template Parameters
+    target = TEMPLATE_PARAMS["target"]
+    features = TEMPLATE_PARAMS["features"]
+    orig_features = features.copy()
+    compressed_features = TEMPLATE_PARAMS["compressed_features"]
+    train_all_data = TEMPLATE_PARAMS["train_all_data"]
+    hyperparameters = TEMPLATE_PARAMS["hyperparameters"]
+    validation_split = 0.2
+
+    # Script arguments for input/output directories
+    parser = argparse.ArgumentParser()
+    parser.add_argument("--model-dir", type=str, default=os.environ.get("SM_MODEL_DIR", "/opt/ml/model"))
+    parser.add_argument("--train", type=str, default=os.environ.get("SM_CHANNEL_TRAIN", "/opt/ml/input/data/train"))
+    parser.add_argument(
+        "--output-data-dir", type=str, default=os.environ.get("SM_OUTPUT_DATA_DIR", "/opt/ml/output/data")
+    )
+    args = parser.parse_args()
+
+    # Read the training data into DataFrames
+    training_files = [os.path.join(args.train, file) for file in os.listdir(args.train) if file.endswith(".csv")]
+    print(f"Training Files: {training_files}")
+
+    # Combine files and read them all into a single pandas dataframe
+    all_df = pd.concat([pd.read_csv(file, engine="python") for file in training_files])
+
+    # Check if the dataframe is empty
+    check_dataframe(all_df, "training_df")
+
+    # Features/Target output
+    print(f"Target: {target}")
+    print(f"Features: {str(features)}")
+
+    # Convert any features that might be categorical to 'category' type
+    all_df, category_mappings = convert_categorical_types(all_df, features)
+
+    # If we have compressed features, decompress them
+    if compressed_features:
+        print(f"Decompressing features {compressed_features}...")
+        all_df, features = decompress_features(all_df, features, compressed_features)
+
+    # Do we want to train on all the data?
+    if train_all_data:
+        print("Training on ALL of the data")
+        df_train = all_df.copy()
+        df_val = all_df.copy()
+
+    # Does the dataframe have a training column?
+    elif "training" in all_df.columns:
+        print("Found training column, splitting data based on training column")
+        df_train = all_df[all_df["training"]]
+        df_val = all_df[~all_df["training"]]
+    else:
+        # Just do a random training Split
+        print("WARNING: No training column found, splitting data with random state=42")
+        df_train, df_val = train_test_split(all_df, test_size=validation_split, random_state=42)
+    print(f"FIT/TRAIN: {df_train.shape}")
+    print(f"VALIDATION: {df_val.shape}")
+
+    # Extract sample weights if present
+    if 'sample_weight' in df_train.columns:
+        sample_weights = df_train['sample_weight']
+        print(f"Using sample weights: min={sample_weights.min():.2f}, max={sample_weights.max():.2f}, mean={sample_weights.mean():.2f}")
+    else:
+        sample_weights = None
+        print("No sample weights found, training with equal weights")
+
+    # Prepare features and targets for training
+    X_train = df_train[features]
+    X_validate = df_val[features]
+    y_train = df_train[target]
+    y_validate = df_val[target]
+
+    # Train XGBoost for point predictions
+    print("\nTraining XGBoost for point predictions...")
+    print(f"  Hyperparameters: {hyperparameters}")
+    xgb_model = XGBRegressor(enable_categorical=True, **hyperparameters)
+    xgb_model.fit(X_train, y_train, sample_weight=sample_weights)
+
+    # Evaluate XGBoost performance
+    y_pred_xgb = xgb_model.predict(X_validate)
+    xgb_rmse = root_mean_squared_error(y_validate, y_pred_xgb)
+    xgb_mae = mean_absolute_error(y_validate, y_pred_xgb)
+    xgb_r2 = r2_score(y_validate, y_pred_xgb)
+
+    xgb_medae = median_absolute_error(y_validate, y_pred_xgb)
+    xgb_spearman = spearmanr(y_validate, y_pred_xgb).correlation
+
+    print(f"\nXGBoost Point Prediction Performance:")
+    print(f"rmse: {xgb_rmse:.3f}")
+    print(f"mae: {xgb_mae:.3f}")
+    print(f"medae: {xgb_medae:.3f}")
+    print(f"r2: {xgb_r2:.3f}")
+    print(f"spearmanr: {xgb_spearman:.3f}")
+
+    # Define confidence levels we want to model
+    confidence_levels = [0.50, 0.68, 0.80, 0.90, 0.95]  # 50%, 68%, 80%, 90%, 95% confidence intervals
+
+    # Store MAPIE models for each confidence level
+    mapie_models = {}
+
+    # Train models for each confidence level
+    for confidence_level in confidence_levels:
+        alpha = 1 - confidence_level
+        lower_q = alpha / 2
+        upper_q = 1 - alpha / 2
+
+        print(f"\nTraining quantile models for {confidence_level * 100:.0f}% confidence interval...")
+        print(f"  Quantiles: {lower_q:.3f}, {upper_q:.3f}, 0.500")
+
+        # Train three models for this confidence level
+        quantile_estimators = []
+        for q in [lower_q, upper_q, 0.5]:
+            print(f"    Training model for quantile {q:.3f}...")
+            est = LGBMRegressor(
+                objective="quantile",
+                alpha=q,
+                n_estimators=1000,
+                max_depth=6,
+                learning_rate=0.01,
+                num_leaves=31,
+                min_child_samples=20,
+                subsample=0.8,
+                colsample_bytree=0.8,
+                random_state=42,
+                verbose=-1,
+                force_col_wise=True,
+            )
+            est.fit(X_train, y_train)
+            quantile_estimators.append(est)
+
+        # Create MAPIE CQR model for this confidence level
+        print(f"  Setting up MAPIE CQR for {confidence_level * 100:.0f}% confidence...")
+        mapie_model = ConformalizedQuantileRegressor(
+            quantile_estimators, confidence_level=confidence_level, prefit=True
+        )
+
+        # Conformalize the model
+        print(f"  Conformalizing with validation data...")
+        mapie_model.conformalize(X_validate, y_validate)
+
+        # Store the model
+        mapie_models[f"mapie_{confidence_level:.2f}"] = mapie_model
+
+        # Validate coverage for this confidence level
+        y_pred, y_pis = mapie_model.predict_interval(X_validate)
+        coverage = np.mean((y_validate >= y_pis[:, 0, 0]) & (y_validate <= y_pis[:, 1, 0]))
+        print(f"  Coverage: Target={confidence_level * 100:.0f}%, Empirical={coverage * 100:.1f}%")
+
+    support = len(df_val)
+    print(f"\nOverall Model Performance Summary:")
+    print(f"rmse: {xgb_rmse:.3f}")
+    print(f"mae: {xgb_mae:.3f}")
+    print(f"medae: {xgb_medae:.3f}")
+    print(f"r2: {xgb_r2:.3f}")
+    print(f"spearmanr: {xgb_spearman:.3f}")
+    print(f"support: {support}")
+
+    # Analyze interval widths across confidence levels
+    print(f"\nInterval Width Analysis:")
+    for conf_level in confidence_levels:
+        model = mapie_models[f"mapie_{conf_level:.2f}"]
+        _, y_pis = model.predict_interval(X_validate)
+        widths = y_pis[:, 1, 0] - y_pis[:, 0, 0]
+        print(f"  {conf_level * 100:.0f}% CI: Mean width={np.mean(widths):.3f}, Std={np.std(widths):.3f}")
+
+    # Compute normalization statistics for confidence calculation
+    print(f"\nComputing normalization statistics for confidence scores...")
+
+    # Add predictions directly to validation dataframe
+    df_val["prediction"] = xgb_model.predict(X_validate)
+
+    # Add all quantile predictions
+    for conf_level in confidence_levels:
+        model_name = f"mapie_{conf_level:.2f}"
+        model = mapie_models[model_name]
+        y_pred, y_pis = model.predict_interval(X_validate)
+
+        if conf_level == 0.50:
+            df_val["q_25"] = y_pis[:, 0, 0]
+            df_val["q_75"] = y_pis[:, 1, 0]
+            # y_pred is the median prediction
+            df_val["q_50"] = y_pred
+        elif conf_level == 0.68:
+            df_val["q_16"] = y_pis[:, 0, 0]
+            df_val["q_84"] = y_pis[:, 1, 0]
+        elif conf_level == 0.80:
+            df_val["q_10"] = y_pis[:, 0, 0]
+            df_val["q_90"] = y_pis[:, 1, 0]
+        elif conf_level == 0.90:
+            df_val["q_05"] = y_pis[:, 0, 0]
+            df_val["q_95"] = y_pis[:, 1, 0]
+        elif conf_level == 0.95:
+            df_val["q_025"] = y_pis[:, 0, 0]
+            df_val["q_975"] = y_pis[:, 1, 0]
+
+    # Compute normalization stats using q_10 and q_90 (default range)
+    interval_width = (df_val["q_90"] - df_val["q_10"]).abs()
+    median_interval_width = float(interval_width.median())
+    print(f"  Median interval width (q_10-q_90): {median_interval_width:.6f}")
+
+    # Save median interval width for confidence calculation
+    with open(os.path.join(args.model_dir, "median_interval_width.json"), "w") as fp:
+        json.dump(median_interval_width, fp)
+
+    # Save the trained XGBoost model
+    joblib.dump(xgb_model, os.path.join(args.model_dir, "xgb_model.joblib"))
+
+    # Save all MAPIE models
+    for model_name, model in mapie_models.items():
+        joblib.dump(model, os.path.join(args.model_dir, f"{model_name}.joblib"))
+
+    # Save the feature list
+    with open(os.path.join(args.model_dir, "feature_columns.json"), "w") as fp:
+        json.dump(features, fp)
+
+    # Save category mappings if any
+    if category_mappings:
+        with open(os.path.join(args.model_dir, "category_mappings.json"), "w") as fp:
+            json.dump(category_mappings, fp)
+
+    # Save model configuration
+    model_config = {
+        "model_type": "XGBoost_MAPIE_CQR_LightGBM",
+        "confidence_levels": confidence_levels,
+        "n_features": len(features),
+        "target": target,
+        "validation_metrics": {
+            "xgb_rmse": float(xgb_rmse),
+            "xgb_mae": float(xgb_mae),
+            "xgb_r2": float(xgb_r2),
+            "n_validation": len(df_val),
+        },
+    }
+    with open(os.path.join(args.model_dir, "model_config.json"), "w") as fp:
+        json.dump(model_config, fp, indent=2)
+
+    print(f"\nModel training complete!")
+    print(f"Saved 1 XGBoost model and {len(mapie_models)} MAPIE models to {args.model_dir}")
+
+
+#
+# Inference Section
+#
+def model_fn(model_dir) -> dict:
+    """Load XGBoost and all MAPIE models from the specified directory."""
+
+    # Load model configuration to know which models to load
+    with open(os.path.join(model_dir, "model_config.json")) as fp:
+        config = json.load(fp)
+
+    # Load XGBoost regressor
+    xgb_path = os.path.join(model_dir, "xgb_model.joblib")
+    xgb_model = joblib.load(xgb_path)
+
+    # Load all MAPIE models
+    mapie_models = {}
+    for conf_level in config["confidence_levels"]:
+        model_name = f"mapie_{conf_level:.2f}"
+        mapie_models[model_name] = joblib.load(os.path.join(model_dir, f"{model_name}.joblib"))
+
+    # Load category mappings if they exist
+    category_mappings = {}
+    category_path = os.path.join(model_dir, "category_mappings.json")
+    if os.path.exists(category_path):
+        with open(category_path) as fp:
+            category_mappings = json.load(fp)
+
+    # Load median interval width for confidence calculation
+    median_interval_width = None
+    median_width_path = os.path.join(model_dir, "median_interval_width.json")
+    if os.path.exists(median_width_path):
+        with open(median_width_path) as fp:
+            median_interval_width = json.load(fp)
+
+    return {
+        "xgb_model": xgb_model,
+        "mapie_models": mapie_models,
+        "confidence_levels": config["confidence_levels"],
+        "category_mappings": category_mappings,
+        "median_interval_width": median_interval_width,
+    }
+
+
+def input_fn(input_data, content_type):
+    """Parse input data and return a DataFrame."""
+    if not input_data:
+        raise ValueError("Empty input data is not supported!")
+
+    # Decode bytes to string if necessary
+    if isinstance(input_data, bytes):
+        input_data = input_data.decode("utf-8")
+
+    if "text/csv" in content_type:
+        return pd.read_csv(StringIO(input_data))
+    elif "application/json" in content_type:
+        return pd.DataFrame(json.loads(input_data))
+    else:
+        raise ValueError(f"{content_type} not supported!")
+
+
+def output_fn(output_df, accept_type):
+    """Supports both CSV and JSON output formats."""
+    if "text/csv" in accept_type:
+        # Convert categorical columns to string to avoid fillna issues
+        for col in output_df.select_dtypes(include=["category"]).columns:
+            output_df[col] = output_df[col].astype(str)
+        csv_output = output_df.fillna("N/A").to_csv(index=False)
+        return csv_output, "text/csv"
+    elif "application/json" in accept_type:
+        return output_df.to_json(orient="records"), "application/json"
+    else:
+        raise RuntimeError(f"{accept_type} accept type is not supported by this script.")
+
+
+def predict_fn(df, models) -> pd.DataFrame:
+    """Make predictions using XGBoost for point estimates and MAPIE for conformalized intervals
+
+    Args:
+        df (pd.DataFrame): The input DataFrame
+        models (dict): Dictionary containing XGBoost and MAPIE models
+
+    Returns:
+        pd.DataFrame: DataFrame with XGBoost predictions and conformalized intervals
+    """
+
+    # Flag for outlier stretch adjustment for the prediction intervals
+    # if the predicted values are outside the intervals
+    outlier_stretch = False
+
+    # Grab our feature columns (from training)
+    model_dir = os.environ.get("SM_MODEL_DIR", "/opt/ml/model")
+    with open(os.path.join(model_dir, "feature_columns.json")) as fp:
+        model_features = json.load(fp)
+
+    # Match features in a case-insensitive manner
+    matched_df = match_features_case_insensitive(df, model_features)
+
+    # Apply categorical mappings if they exist
+    if models.get("category_mappings"):
+        matched_df, _ = convert_categorical_types(matched_df, model_features, models["category_mappings"])
+
+    # Get features for prediction
+    X = matched_df[model_features]
+
+    # Get XGBoost point predictions
+    df["prediction"] = models["xgb_model"].predict(X)
+
+    # Get predictions from each MAPIE model for conformalized intervals
+    for conf_level in models["confidence_levels"]:
+        model_name = f"mapie_{conf_level:.2f}"
+        model = models["mapie_models"][model_name]
+
+        # Get conformalized predictions
+        y_pred, y_pis = model.predict_interval(X)
+
+        # Map confidence levels to quantile names
+        if conf_level == 0.50:  # 50% CI
+            df["q_25"] = y_pis[:, 0, 0]
+            df["q_75"] = y_pis[:, 1, 0]
+            # y_pred is the median prediction
+            df["q_50"] = y_pred
+        elif conf_level == 0.68:  # 68% CI
+            df["q_16"] = y_pis[:, 0, 0]
+            df["q_84"] = y_pis[:, 1, 0]
+        elif conf_level == 0.80:  # 80% CI
+            df["q_10"] = y_pis[:, 0, 0]
+            df["q_90"] = y_pis[:, 1, 0]
+        elif conf_level == 0.90:  # 90% CI
+            df["q_05"] = y_pis[:, 0, 0]
+            df["q_95"] = y_pis[:, 1, 0]
+        elif conf_level == 0.95:  # 95% CI
+            df["q_025"] = y_pis[:, 0, 0]
+            df["q_975"] = y_pis[:, 1, 0]
+
+    # Calculate a pseudo-standard deviation from the 68% interval width
+    df["prediction_std"] = (df["q_84"] - df["q_16"]).abs() / 2.0
+
+    # Reorder the quantile columns for easier reading
+    quantile_cols = ["q_025", "q_05", "q_10", "q_16", "q_25", "q_50", "q_75", "q_84", "q_90", "q_95", "q_975"]
+    other_cols = [col for col in df.columns if col not in quantile_cols]
+    df = df[other_cols + quantile_cols]
+
+    # Adjust the outer quantiles to ensure they encompass the prediction
+    if outlier_stretch:
+        # Lower intervals adjustments
+        df["q_025"] = np.minimum(df["q_025"], df["prediction"])
+        df["q_05"] = np.minimum(df["q_05"], df["prediction"])
+        df["q_10"] = np.minimum(df["q_10"], df["prediction"])
+        df["q_16"] = np.minimum(df["q_16"], df["prediction"])
+        df["q_25"] = np.minimum(df["q_25"], df["prediction"])
+
+        # Upper intervals adjustments
+        df["q_75"] = np.maximum(df["q_75"], df["prediction"])
+        df["q_84"] = np.maximum(df["q_84"], df["prediction"])
+        df["q_90"] = np.maximum(df["q_90"], df["prediction"])
+        df["q_95"] = np.maximum(df["q_95"], df["prediction"])
+        df["q_975"] = np.maximum(df["q_975"], df["prediction"])
+
+    # Compute confidence scores using pre-computed normalization stats
+    df = compute_confidence(
+        df,
+        lower_q="q_10",
+        upper_q="q_90",
+        alpha=1.0,
+        beta=1.0,
+        median_interval_width=models["median_interval_width"],
+    )
+
+    return df

workbench/model_scripts/uq_models/requirements.txt

@@ -0,0 +1 @@
+# Note: Most libs are already in the training/inference images, ONLY specify additional libs here