| 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. |
| """ |
| 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, |
| ) |
|
|