forked from chiki2bum2/SniperGold_ML
96 lines
3.6 KiB
Python
96 lines
3.6 KiB
Python
# -*- coding: utf-8 -*-
| |||
"""P3-S.18 — TREE BASELINE (shallow decision tree + constrained boosting).
| |||
| |||
Intentionally small: DecisionTree(max_depth=3) and GradientBoosting
| |||
(n_estimators=40, max_depth=2, lr=0.03). No broad hyperparameter search.
| |||
Binary target: WIN vs LOSS (leads only). Same split/standardization policy;
| |||
trees are scale-invariant, scaler applied for consistency of the pipeline.
| |||
"""
| |||
import csv
| |||
import json
| |||
import os
| |||
import sys
| |||
| |||
import numpy as np
| |||
from sklearn.ensemble import GradientBoostingClassifier
| |||
from sklearn.preprocessing import StandardScaler
| |||
from sklearn.tree import DecisionTreeClassifier
| |||
| |||
HERE = os.path.dirname(os.path.abspath(__file__))
| |||
OUT = os.path.join(HERE, "output")
| |||
sys.path.insert(0, HERE)
| |||
sys.path.insert(0, os.path.normpath(os.path.join(HERE, "..", "setup_dataset")))
| |||
| |||
import prepare_dataset as PD # noqa: E402
| |||
| |||
SEED = 42
| |||
| |||
| |||
def _setup():
| |||
ctx = PD.load_verified_population()
| |||
rows = PD.build_rows(ctx)
| |||
bin_rows = [r for r in rows if r["lead"] and r["outcome"] in PD.BINARY_CLASSES]
| |||
bin_rows.sort(key=lambda r: (r["creation_bar"], r["setup_id"]))
| |||
tr, va, te, _ = PD.temporal_split(rows)
| |||
split_map = {}
| |||
for part, tag in ((tr, "train"), (va, "val"), (te, "test")):
| |||
for r in part:
| |||
split_map[r["setup_id"]] = tag
| |||
X = np.asarray([[r["feature_" + k] for k in PD.FEATURE_COLS]
| |||
for r in bin_rows], dtype=float)
| |||
y = np.asarray([1.0 if r["outcome"] == "WIN" else 0.0
| |||
for r in bin_rows], dtype=float)
| |||
splits = np.asarray([split_map[r["setup_id"]] for r in bin_rows])
| |||
scaler = StandardScaler().fit(X[splits == "train"])
| |||
Xs = scaler.transform(X)
| |||
return Xs, y, splits, bin_rows, tr, va, te, rows
| |||
| |||
| |||
def main():
| |||
os.makedirs(OUT, exist_ok=True)
| |||
Xs, y, splits, bin_rows, tr, va, te, rows = _setup()
| |||
models = {
| |||
"tree_depth3": DecisionTreeClassifier(max_depth=3, random_state=SEED,
| |||
min_samples_leaf=5),
| |||
"boost_small": GradientBoostingClassifier(
| |||
n_estimators=40, max_depth=2, learning_rate=0.03,
| |||
random_state=SEED),
| |||
}
| |||
preds = {}
| |||
for name, clf in models.items():
| |||
clf.fit(Xs[splits == "train"], y[splits == "train"])
| |||
preds[name] = clf.predict_proba(Xs)[:, 1]
| |||
| |||
rows_out = []
| |||
for i, r in enumerate(bin_rows):
| |||
d = {"setup_id": r["setup_id"], "split": splits[i],
| |||
"outcome": r["outcome"], "y": int(y[i])}
| |||
for name in models:
| |||
d["pred_" + name] = float(preds[name][i])
| |||
rows_out.append(d)
| |||
with open(os.path.join(OUT, "p3_s18_predictions_tree.csv"), "w",
| |||
newline="", encoding="utf-8") as f:
| |||
w = csv.DictWriter(f, fieldnames=list(rows_out[0].keys()))
| |||
w.writeheader()
| |||
for r in rows_out:
| |||
w.writerow(r)
| |||
| |||
with open(os.path.join(OUT, "p3_s18_tree_model.json"), "w",
| |||
encoding="utf-8") as f:
| |||
json.dump({
| |||
"models": list(models.keys()),
| |||
"config": {"tree": "max_depth=3,min_samples_leaf=5",
| |||
"boost": "n_estimators=40,max_depth=2,lr=0.03"},
| |||
"feature_sha16": PD.make_manifest(rows, tr, va, te,
| |||
True)["feature_sha16"],
| |||
"seed": SEED,
| |||
"feature_importance": {
| |||
"tree_depth3": dict(zip(PD.FEATURE_COLS, models[
| |||
"tree_depth3"].feature_importances_.tolist()))},
| |||
}, f, indent=2)
| |||
print("[saved] p3_s18_predictions_tree.csv / tree_model.json")
| |||
return 0
| |||
| |||
| |||
if __name__ == "__main__":
| |||
sys.exit(main())
|