| | import os |
| | import json |
| | import joblib |
| | import optuna |
| | import numpy as np |
| | import pandas as pd |
| | import matplotlib.pyplot as plt |
| | from dataclasses import dataclass |
| | from typing import Dict, Any, Tuple, Optional |
| | from datasets import load_from_disk, DatasetDict |
| | from sklearn.metrics import ( |
| | f1_score, roc_auc_score, average_precision_score, |
| | precision_recall_curve, roc_curve |
| | ) |
| | from sklearn.linear_model import LogisticRegression |
| | from sklearn.svm import SVC, LinearSVC |
| | from sklearn.calibration import CalibratedClassifierCV |
| | import torch |
| | import time |
| | import xgboost as xgb |
| | from lightning.pytorch import seed_everything |
| | import cupy as cp |
| | from cuml.svm import SVC as cuSVC |
| | from cuml.linear_model import LogisticRegression as cuLogReg |
| | seed_everything(1986) |
| |
|
| |
|
| | def to_gpu(X: np.ndarray): |
| | if isinstance(X, cp.ndarray): |
| | return X |
| | return cp.asarray(X, dtype=cp.float32) |
| |
|
| | def to_cpu(x): |
| | if isinstance(x, cp.ndarray): |
| | return cp.asnumpy(x) |
| | return np.asarray(x) |
| | |
| | @dataclass |
| | class SplitData: |
| | X_train: np.ndarray |
| | y_train: np.ndarray |
| | seq_train: Optional[np.ndarray] |
| | X_val: np.ndarray |
| | y_val: np.ndarray |
| | seq_val: Optional[np.ndarray] |
| |
|
| |
|
| | def _stack_embeddings(col) -> np.ndarray: |
| | arr = np.asarray(col, dtype=np.float32) |
| | if arr.ndim != 2: |
| | arr = np.stack(col).astype(np.float32) |
| | return arr |
| |
|
| |
|
| | def load_split_data(dataset_path: str) -> SplitData: |
| | ds = load_from_disk(dataset_path) |
| |
|
| | |
| | if isinstance(ds, DatasetDict) and "train" in ds and "val" in ds: |
| | train_ds, val_ds = ds["train"], ds["val"] |
| | else: |
| | |
| | if "split" not in ds.column_names: |
| | raise ValueError( |
| | "Dataset must be a DatasetDict(train/val) or have a 'split' column." |
| | ) |
| | train_ds = ds.filter(lambda x: x["split"] == "train") |
| | val_ds = ds.filter(lambda x: x["split"] == "val") |
| |
|
| | for required in ["embedding", "label"]: |
| | if required not in train_ds.column_names: |
| | raise ValueError(f"Missing column '{required}' in train split.") |
| | if required not in val_ds.column_names: |
| | raise ValueError(f"Missing column '{required}' in val split.") |
| |
|
| | X_train = _stack_embeddings(train_ds["embedding"]) |
| | y_train = np.asarray(train_ds["label"], dtype=np.int64) |
| |
|
| | X_val = _stack_embeddings(val_ds["embedding"]) |
| | y_val = np.asarray(val_ds["label"], dtype=np.int64) |
| |
|
| | seq_train = None |
| | seq_val = None |
| | if "sequence" in train_ds.column_names: |
| | seq_train = np.asarray(train_ds["sequence"]) |
| | if "sequence" in val_ds.column_names: |
| | seq_val = np.asarray(val_ds["sequence"]) |
| |
|
| | return SplitData(X_train, y_train, seq_train, X_val, y_val, seq_val) |
| |
|
| |
|
| | def best_f1_threshold(y_true: np.ndarray, y_prob: np.ndarray) -> Tuple[float, float]: |
| | """ |
| | Find threshold maximizing F1 on the given set. |
| | Returns (best_threshold, best_f1). |
| | """ |
| | precision, recall, thresholds = precision_recall_curve(y_true, y_prob) |
| | f1s = (2 * precision[:-1] * recall[:-1]) / (precision[:-1] + recall[:-1] + 1e-12) |
| | best_idx = int(np.nanargmax(f1s)) |
| | return float(thresholds[best_idx]), float(f1s[best_idx]) |
| |
|
| |
|
| | def eval_binary(y_true: np.ndarray, y_prob: np.ndarray, threshold: float) -> Dict[str, float]: |
| | y_pred = (y_prob >= threshold).astype(int) |
| | return { |
| | "f1": float(f1_score(y_true, y_pred)), |
| | "auc": float(roc_auc_score(y_true, y_prob)), |
| | "ap": float(average_precision_score(y_true, y_prob)), |
| | "threshold": float(threshold), |
| | } |
| |
|
| |
|
| | |
| | |
| | |
| | def train_xgb( |
| | X_train, y_train, X_val, y_val, params: Dict[str, Any] |
| | ) -> Tuple[xgb.Booster, np.ndarray, np.ndarray]: |
| | dtrain = xgb.DMatrix(X_train, label=y_train) |
| | dval = xgb.DMatrix(X_val, label=y_val) |
| |
|
| | num_boost_round = int(params.pop("num_boost_round")) |
| | early_stopping_rounds = int(params.pop("early_stopping_rounds")) |
| |
|
| | booster = xgb.train( |
| | params=params, |
| | dtrain=dtrain, |
| | num_boost_round=num_boost_round, |
| | evals=[(dval, "val")], |
| | early_stopping_rounds=early_stopping_rounds, |
| | verbose_eval=False, |
| | ) |
| |
|
| | p_train = booster.predict(dtrain) |
| | p_val = booster.predict(dval) |
| | return booster, p_train, p_val |
| |
|
| | def train_cuml_svc(X_train, y_train, X_val, y_val, params): |
| | Xtr = to_gpu(X_train) |
| | Xva = to_gpu(X_val) |
| | ytr = to_gpu(y_train).astype(cp.int32) |
| |
|
| | clf = cuSVC( |
| | C=float(params["C"]), |
| | kernel=params["kernel"], |
| | gamma=params.get("gamma", "scale"), |
| | class_weight=params.get("class_weight", None), |
| | probability=bool(params.get("probability", True)), |
| | random_state=1986, |
| | max_iter=int(params.get("max_iter", 1000)), |
| | tol=float(params.get("tol", 1e-4)), |
| | ) |
| |
|
| | clf.fit(Xtr, ytr) |
| |
|
| | p_train = to_cpu(clf.predict_proba(Xtr)[:, 1]) |
| | p_val = to_cpu(clf.predict_proba(Xva)[:, 1]) |
| | return clf, p_train, p_val |
| |
|
| | def train_cuml_elastic_net(X_train, y_train, X_val, y_val, params): |
| | Xtr = to_gpu(X_train) |
| | Xva = to_gpu(X_val) |
| | ytr = to_gpu(y_train).astype(cp.int32) |
| |
|
| | clf = cuLogReg( |
| | penalty="elasticnet", |
| | C=float(params["C"]), |
| | l1_ratio=float(params["l1_ratio"]), |
| | class_weight=params.get("class_weight", None), |
| | max_iter=int(params.get("max_iter", 1000)), |
| | tol=float(params.get("tol", 1e-4)), |
| | solver="qn", |
| | fit_intercept=True, |
| | ) |
| | clf.fit(Xtr, ytr) |
| |
|
| | p_train = to_cpu(clf.predict_proba(Xtr)[:, 1]) |
| | p_val = to_cpu(clf.predict_proba(Xva)[:, 1]) |
| | return clf, p_train, p_val |
| |
|
| |
|
| | def train_svm(X_train, y_train, X_val, y_val, params): |
| | """ |
| | Kernel SVM via SVC. CPU only in sklearn. |
| | probability=True enables predict_proba but is slower. |
| | """ |
| | clf = SVC( |
| | C=float(params["C"]), |
| | kernel=params["kernel"], |
| | gamma=params.get("gamma", "scale"), |
| | class_weight=params.get("class_weight", None), |
| | probability=True, |
| | random_state=1986, |
| | ) |
| | clf.fit(X_train, y_train) |
| | p_train = clf.predict_proba(X_train)[:, 1] |
| | p_val = clf.predict_proba(X_val)[:, 1] |
| | return clf, p_train, p_val |
| |
|
| |
|
| | def train_linearsvm_calibrated(X_train, y_train, X_val, y_val, params): |
| | """ |
| | Fast linear SVM (LinearSVC) + probability calibration. |
| | Usually much faster than SVC on large datasets. |
| | """ |
| | base = LinearSVC( |
| | C=float(params["C"]), |
| | class_weight=params.get("class_weight", None), |
| | max_iter=int(params.get("max_iter", 5000)), |
| | random_state=1986, |
| | ) |
| | |
| | clf = CalibratedClassifierCV(base, method="sigmoid", cv=3) |
| | clf.fit(X_train, y_train) |
| | p_train = clf.predict_proba(X_train)[:, 1] |
| | p_val = clf.predict_proba(X_val)[:, 1] |
| | return clf, p_train, p_val |
| |
|
| | |
| | |
| | |
| | def save_predictions_csv( |
| | out_dir: str, |
| | split_name: str, |
| | y_true: np.ndarray, |
| | y_prob: np.ndarray, |
| | threshold: float, |
| | sequences: Optional[np.ndarray] = None, |
| | ): |
| | os.makedirs(out_dir, exist_ok=True) |
| | df = pd.DataFrame({ |
| | "y_true": y_true.astype(int), |
| | "y_prob": y_prob.astype(float), |
| | "y_pred": (y_prob >= threshold).astype(int), |
| | }) |
| | if sequences is not None: |
| | df.insert(0, "sequence", sequences) |
| | df.to_csv(os.path.join(out_dir, f"{split_name}_predictions.csv"), index=False) |
| |
|
| |
|
| | def plot_curves(out_dir: str, y_true: np.ndarray, y_prob: np.ndarray): |
| | os.makedirs(out_dir, exist_ok=True) |
| |
|
| | |
| | precision, recall, _ = precision_recall_curve(y_true, y_prob) |
| | plt.figure() |
| | plt.plot(recall, precision) |
| | plt.xlabel("Recall") |
| | plt.ylabel("Precision") |
| | plt.title("Precision-Recall Curve") |
| | plt.tight_layout() |
| | plt.savefig(os.path.join(out_dir, "pr_curve.png")) |
| | plt.close() |
| |
|
| | |
| | fpr, tpr, _ = roc_curve(y_true, y_prob) |
| | plt.figure() |
| | plt.plot(fpr, tpr) |
| | plt.xlabel("False Positive Rate") |
| | plt.ylabel("True Positive Rate") |
| | plt.title("ROC Curve") |
| | plt.tight_layout() |
| | plt.savefig(os.path.join(out_dir, "roc_curve.png")) |
| | plt.close() |
| |
|
| |
|
| | |
| | |
| | |
| | def make_objective(model_name: str, data: SplitData, out_dir: str): |
| | Xtr, ytr, Xva, yva = data.X_train, data.y_train, data.X_val, data.y_val |
| |
|
| | def objective(trial: optuna.Trial) -> float: |
| | if model_name == "xgb": |
| | params = { |
| | "objective": "binary:logistic", |
| | "eval_metric": "logloss", |
| | "lambda": trial.suggest_float("lambda", 1e-8, 50.0, log=True), |
| | "alpha": trial.suggest_float("alpha", 1e-8, 50.0, log=True), |
| | "colsample_bytree": trial.suggest_float("colsample_bytree", 0.3, 1.0), |
| | "subsample": trial.suggest_float("subsample", 0.5, 1.0), |
| | "learning_rate": trial.suggest_float("learning_rate", 1e-3, 0.3, log=True), |
| | "max_depth": trial.suggest_int("max_depth", 2, 15), |
| | "min_child_weight": trial.suggest_int("min_child_weight", 1, 500), |
| | "gamma": trial.suggest_float("gamma", 0.0, 10.0), |
| | "tree_method": "hist", |
| | "device": "cuda", |
| | } |
| | params["num_boost_round"] = trial.suggest_int("num_boost_round", 50, 1500) |
| | params["early_stopping_rounds"] = trial.suggest_int("early_stopping_rounds", 20, 200) |
| |
|
| | model, p_tr, p_va = train_xgb(Xtr, ytr, Xva, yva, params.copy()) |
| |
|
| | elif model_name == "svm": |
| | svm_kind = trial.suggest_categorical("svm_kind", ["svc", "linear_calibrated"]) |
| |
|
| | if svm_kind == "svc": |
| | params = { |
| | "C": trial.suggest_float("C", 1e-3, 1e3, log=True), |
| | "kernel": trial.suggest_categorical("kernel", ["rbf", "linear", "poly", "sigmoid"]), |
| | "class_weight": trial.suggest_categorical("class_weight", [None, "balanced"]), |
| | } |
| | if params["kernel"] in ["rbf", "poly", "sigmoid"]: |
| | params["gamma"] = trial.suggest_float("gamma", 1e-6, 10.0, log=True) |
| | else: |
| | params["gamma"] = "scale" |
| |
|
| | model, p_tr, p_va = train_svm(Xtr, ytr, Xva, yva, params) |
| |
|
| | else: |
| | params = { |
| | "C": trial.suggest_float("C", 1e-3, 1e3, log=True), |
| | "class_weight": trial.suggest_categorical("class_weight", [None, "balanced"]), |
| | "max_iter": trial.suggest_int("max_iter", 2000, 20000), |
| | } |
| | model, p_tr, p_va = train_linearsvm_calibrated(Xtr, ytr, Xva, yva, params) |
| | elif model_name == "svm_gpu": |
| | params = { |
| | "C": trial.suggest_float("C", 1e-3, 1e3, log=True), |
| | "kernel": trial.suggest_categorical("kernel", ["rbf", "linear", "poly", "sigmoid"]), |
| | "class_weight": trial.suggest_categorical("class_weight", [None, "balanced"]), |
| | "probability": True, |
| | "max_iter": trial.suggest_int("max_iter", 200, 5000), |
| | "tol": trial.suggest_float("tol", 1e-6, 1e-2, log=True), |
| | } |
| | if params["kernel"] in ["rbf", "poly", "sigmoid"]: |
| | params["gamma"] = trial.suggest_float("gamma", 1e-6, 10.0, log=True) |
| | else: |
| | params["gamma"] = "scale" |
| | |
| | model, p_tr, p_va = train_cuml_svc(Xtr, ytr, Xva, yva, params) |
| | |
| | elif model_name == "enet_gpu": |
| | params = { |
| | "C": trial.suggest_float("C", 1e-4, 1e3, log=True), |
| | "l1_ratio": trial.suggest_float("l1_ratio", 0.0, 1.0), |
| | "class_weight": trial.suggest_categorical("class_weight", [None, "balanced"]), |
| | "max_iter": trial.suggest_int("max_iter", 200, 5000), |
| | "tol": trial.suggest_float("tol", 1e-6, 1e-2, log=True), |
| | } |
| | model, p_tr, p_va = train_cuml_elastic_net(Xtr, ytr, Xva, yva, params) |
| | else: |
| | raise ValueError(f"Unknown model_name={model_name}") |
| |
|
| | thr, f1_at_thr = best_f1_threshold(yva, p_va) |
| | metrics = eval_binary(yva, p_va, thr) |
| | trial.set_user_attr("threshold", thr) |
| | trial.set_user_attr("auc", metrics["auc"]) |
| | trial.set_user_attr("ap", metrics["ap"]) |
| | return f1_at_thr |
| |
|
| | return objective |
| |
|
| | |
| | |
| | |
| | def run_optuna_and_refit( |
| | dataset_path: str, |
| | out_dir: str, |
| | model_name: str, |
| | n_trials: int = 200, |
| | ): |
| | os.makedirs(out_dir, exist_ok=True) |
| |
|
| | data = load_split_data(dataset_path) |
| | print(f"[Data] Train: {data.X_train.shape}, Val: {data.X_val.shape}") |
| |
|
| | study = optuna.create_study(direction="maximize", pruner=optuna.pruners.MedianPruner()) |
| | study.optimize(make_objective(model_name, data, out_dir), n_trials=n_trials) |
| |
|
| | trials_df = study.trials_dataframe() |
| | trials_df.to_csv(os.path.join(out_dir, "study_trials.csv"), index=False) |
| |
|
| | best = study.best_trial |
| | best_params = dict(best.params) |
| | best_thr = float(best.user_attrs["threshold"]) |
| | best_auc = float(best.user_attrs["auc"]) |
| | best_ap = float(best.user_attrs["ap"]) |
| | best_f1 = float(best.value) |
| |
|
| | |
| | if model_name == "xgb": |
| | params = { |
| | "objective": "binary:logistic", |
| | "eval_metric": "logloss", |
| | "lambda": best_params["lambda"], |
| | "alpha": best_params["alpha"], |
| | "colsample_bytree": best_params["colsample_bytree"], |
| | "subsample": best_params["subsample"], |
| | "learning_rate": best_params["learning_rate"], |
| | "max_depth": best_params["max_depth"], |
| | "min_child_weight": best_params["min_child_weight"], |
| | "gamma": best_params["gamma"], |
| | "tree_method": "hist", |
| | "num_boost_round": best_params["num_boost_round"], |
| | "early_stopping_rounds": best_params["early_stopping_rounds"], |
| | } |
| | model, p_tr, p_va = train_xgb( |
| | data.X_train, data.y_train, data.X_val, data.y_val, params |
| | ) |
| | model_path = os.path.join(out_dir, "best_model.json") |
| | model.save_model(model_path) |
| |
|
| | elif model_name == "svm": |
| | svm_kind = best_params["svm_kind"] |
| | if svm_kind == "svc": |
| | model, p_tr, p_va = train_svm(data.X_train, data.y_train, data.X_val, data.y_val, best_params) |
| | else: |
| | model, p_tr, p_va = train_linearsvm_calibrated(data.X_train, data.y_train, data.X_val, data.y_val, best_params) |
| |
|
| | model_path = os.path.join(out_dir, "best_model.joblib") |
| | joblib.dump(model, model_path) |
| | elif model_name == "svm_gpu": |
| | model, p_tr, p_va = train_cuml_svc( |
| | data.X_train, data.y_train, data.X_val, data.y_val, best_params |
| | ) |
| | model_path = os.path.join(out_dir, "best_model_cuml_svc.joblib") |
| | joblib.dump(model, model_path) |
| |
|
| | elif model_name == "enet_gpu": |
| | model, p_tr, p_va = train_cuml_elastic_net( |
| | data.X_train, data.y_train, data.X_val, data.y_val, best_params |
| | ) |
| | model_path = os.path.join(out_dir, "best_model_cuml_enet.joblib") |
| | joblib.dump(model, model_path) |
| | else: |
| | raise ValueError(model_name) |
| |
|
| | |
| | save_predictions_csv(out_dir, "train", data.y_train, p_tr, best_thr, data.seq_train) |
| | save_predictions_csv(out_dir, "val", data.y_val, p_va, best_thr, data.seq_val) |
| |
|
| | |
| | plot_curves(out_dir, data.y_val, p_va) |
| |
|
| | summary = [ |
| | "=" * 72, |
| | f"MODEL: {model_name}", |
| | f"Best trial: {best.number}", |
| | f"Best F1 (val @ best-threshold): {best_f1:.4f}", |
| | f"Val AUC: {best_auc:.4f}", |
| | f"Val AP: {best_ap:.4f}", |
| | f"Best threshold (picked on val): {best_thr:.4f}", |
| | f"Model saved to: {model_path}", |
| | "Best params:", |
| | json.dumps(best_params, indent=2), |
| | "=" * 72, |
| | ] |
| | with open(os.path.join(out_dir, "optimization_summary.txt"), "w") as f: |
| | f.write("\n".join(summary)) |
| | print("\n".join(summary)) |
| |
|
| |
|
| | if __name__ == "__main__": |
| | import argparse |
| | parser = argparse.ArgumentParser() |
| | parser.add_argument("--dataset_path", type=str, required=True) |
| | parser.add_argument("--out_dir", type=str, required=True) |
| | parser.add_argument("--model", type=str, choices=["xgb", "svm_gpu", "enet_gpu"], required=True) |
| | parser.add_argument("--n_trials", type=int, default=200) |
| | args = parser.parse_args() |
| |
|
| | run_optuna_and_refit( |
| | dataset_path=args.dataset_path, |
| | out_dir=args.out_dir, |
| | model_name=args.model, |
| | n_trials=args.n_trials, |
| | ) |
| |
|