File size: 39,691 Bytes
0dd5490 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 | """Train the pair matcher: features -> LightGBM -> isotonic calibration -> expected-F0.5 decode.
python -m src.train_matcher --cands cands_train.parquet --norm-dir ROOT/norm \
--pairs ROOT/parquet/pairs.parquet --gt ROOT/parquet/gt.parquet --out-dir ROOT/models/m1 \
[--folds-file ROOT/artifacts/folds.parquet] [--max-s1 300000] [--holdout-country India] \
[--pair-audit ROOT/artifacts/pair_audit.parquet] [--neg-ratio 0] [--workers 16]
Evaluation protocol (docs/cv_protocol.md)
* Folds: GroupKFold by S1 id with a fixed seed (--fold-seed). The assignment covers every S1 id
of the gt file, is written to <out-dir>/folds.parquet (s1_id, fold) and, with --folds-file, is
read from / created once at that path and reused by every experiment.
* Every model probability that feeds calibration or a decoder setting is out-of-fold: fold model
k is trained on the other folds (early stopping on a --inner-val-frac slice of THEIR S1 ids)
and predicts fold k. Isotonic calibration and the threshold-decoder cut-off are fit on those
OOF probabilities only.
* Headline = macro F0.5 (src/metric.py) over ALL evaluated S1 ids of the gt file, singletons and
ids without any candidate included (empty prediction), after decode + one-parent rule.
* Breakdown per country, per source, per true-match-count bucket (0..5+), per noise category
when --pair-audit is given; decoder mean expected F0.5 printed next to the realised score.
Variants (metrics.json -> "results"; every number is stored under the variant that produced it)
kfold_oof default mode: the whole evaluated S1 set, OOF probabilities.
loco:<X> --holdout-country X: the k-fold pipeline runs on the OTHER countries only
(OOF -> calibrator), country X is scored with the average of the fold models
exactly like France in src/predict.py (X is an unseen category). Nothing is
tuned on X. Also reported: loco:<X>/train_oof (OOF on the training countries)
and loco:<X>/oracle_calibration (diagnostic only: calibrator fit on X labels).
<variant>/... diagnostics of the same probabilities: no_one_parent, raw_probs (no
calibration), threshold_oof (plain threshold chosen on OOF), sweep.
Evaluated S1 set (--eval-universe): 'all' = every gt S1 id of the candidate countries in the
normalised S1 table; 'cands' = only S1 ids present in the candidate table (blocking ran with
--max-s1); 'auto' = 'all' when the candidates cover >= 50% of it. --max-s1 N samples N of them
AFTER the competition features were computed on the whole candidate table.
Outputs in --out-dir: model_fold{k}.txt (predict.py averages them) [or model_full.txt with
--refit], calibrator.pkl, folds.parquet, features.json, metrics.json, importance.csv,
oof.parquet (s1_id, cand_id, label, raw, cal, fold; fold -1 = held-out country).
"""
from __future__ import annotations
import argparse
import json
import os
import pickle
import sys
import time
import numpy as np
import pandas as pd
import polars as pl
import pyarrow as pa
if __package__ in (None, ""): # allow `python src/train_matcher.py`
sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from src.decode import decode_arrays # noqa: E402
from src.features import (BLOCK_FLAGS, BLOCK_RANKS, BLOCK_SIMS, build_features, build_idf_tables, # noqa: E402
feature_columns, load_norm, log)
from src.metric import breakdown, entity_scores # noqa: E402
from src.normalize import country_key # noqa: E402
CAND_COLUMNS = ["s1_id", "cand_id", "country", "src"] + BLOCK_SIMS + ["from_reverse"] + BLOCK_FLAGS + BLOCK_RANKS
THRESHOLDS = [round(x, 2) for x in np.arange(0.30, 0.901, 0.05)]
NOISE_FLAGS = ["indic_name", "domain_form", "former_form", "addr_empty"]
# ----------------------------------------------------------------------------------------------
# Shared helpers (also used by src/predict.py)
# ----------------------------------------------------------------------------------------------
def read_cands(path: str) -> pl.DataFrame:
import pyarrow.parquet as pq
names = set(pq.ParquetFile(path).schema_arrow.names)
missing = {"s1_id", "cand_id"} - names
if missing:
raise ValueError(f"{path}: candidate parquet lacks {sorted(missing)}")
return pl.read_parquet(path, columns=[c for c in CAND_COLUMNS if c in names])
def load_tables(norm_dir: str, s1_table: str, pool_tables: str):
s1 = load_norm(os.path.join(norm_dir, f"{s1_table}.parquet"))
pool = load_norm([os.path.join(norm_dir, f"{t.strip()}.parquet") for t in pool_tables.split(",") if t.strip()])
return s1, pool
def one_parent(selected: np.ndarray, pool_rows: np.ndarray, probs: np.ndarray) -> np.ndarray:
"""Keep, for every pool record selected by several S1 records, only the highest-probability
claim (ties: first row). Returns a new mask."""
idx = np.flatnonzero(selected)
out = np.zeros(len(selected), dtype=bool)
if len(idx) == 0:
return out
order = np.lexsort((-probs[idx], pool_rows[idx]))
sidx = idx[order]
pr = pool_rows[sidx]
first = np.ones(len(sidx), dtype=bool)
first[1:] = pr[1:] != pr[:-1]
out[sidx[first]] = True
return out
def _as_arrow(series):
return series if isinstance(series, (pa.Array, pa.ChunkedArray)) else pa.array(series)
def selected_pred(mask: np.ndarray, probs: np.ndarray, s1_rows: np.ndarray, s1_ids, cand_ids) -> dict:
"""{s1_id: [cand ids, prob desc]} for the rows in ``mask`` (row-aligned arrays)."""
rows = np.flatnonzero(mask)
if len(rows) == 0:
return {}
rows = rows[np.lexsort((-probs[rows], s1_rows[rows]))]
take = pa.array(rows, pa.int64())
s1s = _as_arrow(s1_ids).take(take).to_pylist()
cs = _as_arrow(cand_ids).take(take).to_pylist()
out: dict = {}
for s, c in zip(s1s, cs):
lst = out.get(s)
if lst is None:
out[s] = [c]
else:
lst.append(c)
return out
def predict_raw(boosters, feats: pd.DataFrame, feat_cols: list, chunk_rows: int = 2_000_000,
num_threads: int = 0) -> np.ndarray:
"""Average predicted probability of the boosters, in row chunks (bounded conversion memory)."""
n = len(feats)
out = np.zeros(n, dtype=np.float64)
for lo in range(0, n, chunk_rows):
X = feats.iloc[lo:lo + chunk_rows][feat_cols]
acc = np.zeros(len(X))
for b in boosters:
acc += b.predict(X, num_threads=num_threads)
out[lo:lo + len(X)] = acc / len(boosters)
return out
def add_missing_features(feats: pd.DataFrame, feat_cols: list) -> list:
missing = [f for f in feat_cols if f not in feats.columns]
for f in missing:
feats[f] = np.float32(np.nan)
return missing
def read_gt(path: str) -> pl.DataFrame:
"""gt parquet (source1_entity_id, matched_entity_ids as comma string or list) -> s1_id, matched(list)."""
g = pl.read_parquet(path)
g = g.rename({g.columns[0]: "s1_id", g.columns[1]: "matched"}).select("s1_id", "matched")
if g.schema["matched"] == pl.Utf8:
g = g.with_columns(pl.col("matched").fill_null("").str.split(","))
return g.with_columns(pl.col("s1_id").cast(pl.Utf8).str.strip_chars(),
pl.col("matched").list.eval(pl.element().cast(pl.Utf8).str.strip_chars())
.list.eval(pl.element().filter(pl.element().str.len_chars() > 0)))
# ----------------------------------------------------------------------------------------------
# Folds
# ----------------------------------------------------------------------------------------------
def _assign_folds(ids: list, k: int, seed: int) -> pl.DataFrame:
ids = sorted(set(ids))
fold = np.random.default_rng(seed).permutation(len(ids)) % k
return pl.DataFrame({"s1_id": ids, "fold": fold.astype(np.int8)})
def load_or_make_folds(a, all_ids: list) -> pl.DataFrame:
"""Fixed S1-level fold assignment: read --folds-file when it exists, otherwise create it over all
gt S1 ids (and write it there once). Always copied to <out-dir>/folds.parquet."""
if a.folds_file and os.path.exists(a.folds_file):
f = pl.read_parquet(a.folds_file).select(pl.col("s1_id").cast(pl.Utf8), pl.col("fold").cast(pl.Int8))
k = int(f.get_column("fold").max()) + 1
if k != a.folds:
print(f"WARNING: --folds {a.folds} ignored, {a.folds_file} has {k} folds", file=sys.stderr)
a.folds = k
missing = sorted(set(all_ids) - set(f.get_column("s1_id").to_list()))
if missing:
print(f"WARNING: {len(missing):,} gt S1 ids missing from {a.folds_file}; assigned with seed "
f"{a.fold_seed} (not written back)", file=sys.stderr)
f = pl.concat([f, _assign_folds(missing, k, a.fold_seed)])
log(f"folds: reused {a.folds_file} ({k} folds)")
else:
f = _assign_folds(all_ids, a.folds, a.fold_seed)
if a.folds_file:
os.makedirs(os.path.dirname(os.path.abspath(a.folds_file)), exist_ok=True)
f.write_parquet(a.folds_file)
log(f"folds: created {a.folds_file} ({a.folds} folds, seed {a.fold_seed}, {f.height:,} S1 ids)")
f.write_parquet(os.path.join(a.out_dir, "folds.parquet"))
return f
# ----------------------------------------------------------------------------------------------
# Training helpers
# ----------------------------------------------------------------------------------------------
def _params(a) -> dict:
return dict(objective="binary", learning_rate=a.lr, num_leaves=a.leaves, min_data_in_leaf=a.min_data_in_leaf,
feature_fraction=a.feature_fraction, bagging_fraction=0.8, bagging_freq=1, lambda_l2=1.0,
max_bin=255, num_threads=a.workers, verbose=-1, seed=a.seed, metric="binary_logloss",
max_cat_to_onehot=8, cat_smooth=10.0)
def _sample_negatives(rows: np.ndarray, y: np.ndarray, s1_rank: np.ndarray, neg_ratio: float, hard_rank: int,
rng) -> tuple[np.ndarray, np.ndarray]:
"""All positives + negatives ranked <= hard_rank within their S1 (by base score) + a Bernoulli
sample of the rest weighted 1/q, so about neg_ratio negatives per positive are kept."""
w = np.ones(len(rows), dtype=np.float32)
if neg_ratio <= 0:
return rows, w
yy = y[rows]
hard = (yy == 0) & (s1_rank[rows] <= hard_rank)
easy = (yy == 0) & ~hard
n_pos, n_hard, n_easy = int((yy == 1).sum()), int(hard.sum()), int(easy.sum())
budget = neg_ratio * n_pos - n_hard
q = 1.0 if n_easy == 0 else float(np.clip(budget / n_easy, 0.01, 1.0))
keep = ~easy | (rng.random(len(rows)) < q)
w[easy] = 1.0 / q
log(f" negatives: {n_pos:,} pos, {n_hard:,} hard neg kept, easy neg sampled at q={q:.3f} "
f"-> {int(keep.sum()):,} training rows")
return rows[keep], w[keep]
def _fit(X: pd.DataFrame, y: np.ndarray, tr_rows, w_tr, va_rows, a, cat_cols):
import lightgbm as lgb
Xtr = X.iloc[tr_rows]
# categories absent from the training rows (the held-out country) become NaN at predict time,
# exactly like an unseen test country
for c in cat_cols:
Xtr = Xtr.assign(**{c: Xtr[c].cat.remove_unused_categories()})
dtr = lgb.Dataset(Xtr, label=y[tr_rows], weight=w_tr, categorical_feature=cat_cols or "auto", free_raw_data=True)
dva = lgb.Dataset(X.iloc[va_rows], label=y[va_rows], reference=dtr, categorical_feature=cat_cols or "auto")
t = time.time()
cbs = [lgb.early_stopping(a.early_stop, verbose=False)]
if a.log_period > 0:
cbs.append(lgb.log_evaluation(a.log_period))
b = lgb.train(_params(a), dtr, num_boost_round=a.rounds, valid_sets=[dva], valid_names=["val"], callbacks=cbs)
log(f" trained on {len(tr_rows):,} rows: best_iter={b.best_iteration}, "
f"val logloss={b.best_score['val']['binary_logloss']:.5f} ({time.time() - t:.0f}s)")
return b
def _pair_metrics(y: np.ndarray, p: np.ndarray) -> dict:
from sklearn.metrics import log_loss, roc_auc_score
out = {"n": int(len(y)), "pos": int(y.sum())}
if 0 < y.sum() < len(y):
out.update(auc=float(roc_auc_score(y, p)), logloss=float(log_loss(y, np.clip(p, 1e-6, 1 - 1e-6))))
return out
def _nan_to_none(v):
return None if isinstance(v, float) and np.isnan(v) else v
# ----------------------------------------------------------------------------------------------
# Evaluation
# ----------------------------------------------------------------------------------------------
class EvalContext:
"""Row-aligned arrays + truth for one evaluated S1 set."""
def __init__(self, feats: pd.DataFrame, rows: np.ndarray, y: np.ndarray, truth: dict, groups: dict, a,
audit: pl.DataFrame | None = None):
self.rows = rows
self.s1_rows = feats["s1_row"].to_numpy()[rows]
self.pool_rows = feats["pool_row"].to_numpy()[rows]
take = pa.array(rows, pa.int64())
self.s1_ids = _as_arrow(feats["s1_id"]).take(take)
self.cand_ids = _as_arrow(feats["cand_id"]).take(take)
self.y = y[rows]
self.truth = truth
self.groups = groups
self.a = a
self.audit = audit
if "is_s2" in feats.columns:
self.is_s2 = feats["is_s2"].to_numpy()[rows] > 0.5
else:
self.is_s2 = np.asarray([x.startswith("S2-") for x in self.cand_ids.to_pylist()], dtype=bool)
u, first = np.unique(self.s1_rows, return_index=True)
self.code_to_id = dict(zip(u.tolist(), self.s1_ids.take(pa.array(first, pa.int64())).to_pylist()))
def score_mask(self, sel: np.ndarray, probs: np.ndarray, apply_one_parent: bool = True):
if apply_one_parent:
sel = one_parent(sel, self.pool_rows, probs)
pred = selected_pred(sel, probs, self.s1_rows, self.s1_ids, self.cand_ids)
pred_sets = {k: set(v) for k, v in pred.items()}
sc = entity_scores(pred_sets, self.truth)
return (float(sc["f05"].mean()) if len(sc) else float("nan")), sel, pred_sets, sc
def decode(self, probs: np.ndarray, apply_one_parent: bool = True):
a = self.a
r = decode_arrays(self.s1_rows, probs, method="expected_f", min_prob=a.min_prob, max_k=a.max_k,
n_jobs=a.workers)
return self.score_mask(r.selected, probs, apply_one_parent) + (r,)
def best_threshold(self, probs: np.ndarray) -> tuple[float, dict]:
sweep = {th: self.score_mask(probs > th, probs)[0] for th in THRESHOLDS}
return max(sweep.items(), key=lambda kv: kv[1])[0], sweep
def _source_metrics(ctx: EvalContext, sel: np.ndarray) -> dict:
out = {}
for src, is_src in (("S2", ctx.is_s2), ("S3", ~ctx.is_s2)):
n_true = sum(1 for v in ctx.truth.values() for x in v if x.startswith(src + "-"))
tp = int((sel & is_src & (ctx.y == 1)).sum())
n_pred = int((sel & is_src).sum())
p = tp / n_pred if n_pred else float("nan")
r = tp / n_true if n_true else float("nan")
f = 1.25 * p * r / (0.25 * p + r) if (n_pred and n_true and tp) else 0.0
out[src] = {"pairs_true": n_true, "pairs_pred": n_pred, "tp": tp, "precision": p, "recall": r, "f05": f,
"blocking_recall": float((is_src & (ctx.y == 1)).sum() / n_true) if n_true else float("nan")}
return out
def _noise_metrics(ctx: EvalContext, sel: np.ndarray, sc: pd.DataFrame) -> list:
"""Per noise category of the TRUE pairs (pair-audit parquet): pair recall of the final prediction,
blocking recall, and macro F0.5 over the S1 ids having >= 1 true pair of that category."""
au = ctx.audit
if au is None or au.height == 0:
return []
got = pl.DataFrame({"a": ctx.s1_ids.take(pa.array(np.flatnonzero(sel), pa.int64())).to_pylist(),
"b": ctx.cand_ids.take(pa.array(np.flatnonzero(sel), pa.int64())).to_pylist()},
schema={"a": pl.Utf8, "b": pl.Utf8}).with_columns(pl.lit(True).alias("pred"))
pos = np.flatnonzero(ctx.y == 1)
inc = pl.DataFrame({"a": ctx.s1_ids.take(pa.array(pos, pa.int64())).to_pylist(),
"b": ctx.cand_ids.take(pa.array(pos, pa.int64())).to_pylist()},
schema={"a": pl.Utf8, "b": pl.Utf8}).with_columns(pl.lit(True).alias("in_cands"))
au = (au.join(got, on=["a", "b"], how="left").join(inc, on=["a", "b"], how="left")
.with_columns(pl.col("pred").fill_null(False), pl.col("in_cands").fill_null(False)))
ent_f = sc["f05"]
out = []
for cat, expr in [("all_true_pairs", pl.lit(True)), ("indic_script", pl.col("indic_name")),
("domain_form", pl.col("domain_form")), ("former_name", pl.col("former_form")),
("rename", pl.col("rename")), ("empty_address", pl.col("addr_empty")),
("none_of_these", pl.col("none"))]:
g = au.filter(expr)
ents = [e for e in g.get_column("a").unique().to_list() if e in ent_f.index]
out.append({"category": cat, "pairs": g.height,
"pair_recall": float(g.get_column("pred").mean()) if g.height else None,
"blocking_recall": float(g.get_column("in_cands").mean()) if g.height else None,
"entities": len(ents),
"entity_macro_f05": float(ent_f.loc[ents].mean()) if ents else None})
return out
def evaluate(variant: str, protocol: str, ctx: EvalContext, cal: np.ndarray, raw: np.ndarray | None = None,
sweep: bool = True, threshold_from_oof: float | None = None) -> dict:
"""Decode + one-parent + macro F0.5 over the whole evaluated S1 set; the headline number of
``variant`` plus its diagnostics."""
t = time.time()
res: dict = {"variant": variant, "protocol": protocol, "n_s1": len(ctx.truth), "n_rows": int(len(ctx.rows))}
n_true_pairs = sum(len(v) for v in ctx.truth.values())
res["blocking_pair_recall"] = float(ctx.y.sum() / n_true_pairs) if n_true_pairs else float("nan")
res["pair_cal"] = _pair_metrics(ctx.y, cal)
if raw is not None:
res["pair_raw"] = _pair_metrics(ctx.y, raw)
score, sel, pred, sc, dres = ctx.decode(cal, apply_one_parent=True)
res["macro_f05"] = score
# the decoder's own expectation (before the one-parent rule) vs what it realised
ids_c = [ctx.code_to_id[c] for c in dres.entity_ids.tolist()]
exp = pd.Series(dres.expected_f05, index=ids_c)
exp = exp[exp.index.isin(sc.index)]
res["n_s1_with_cands"] = int(len(exp))
res["expected_f05_mean_with_cands"] = float(exp.mean()) if len(exp) else float("nan")
res["realised_f05_mean_with_cands"] = float(sc.loc[exp.index, "f05"].mean()) if len(exp) else float("nan")
# no candidates -> empty prediction, which the model expects to be right (E = 1)
res["expected_f05_mean_all"] = float((exp.sum() + (len(sc) - len(exp))) / len(sc)) if len(sc) else float("nan")
res["macro_f05_no_one_parent"] = ctx.decode(cal, apply_one_parent=False)[0]
if raw is not None:
res["macro_f05_raw_probs"] = ctx.decode(raw, apply_one_parent=True)[0]
if threshold_from_oof is not None:
res["threshold_oof"] = threshold_from_oof
res["macro_f05_threshold_oof"] = ctx.score_mask(cal > threshold_from_oof, cal)[0]
res["per_source"] = _source_metrics(ctx, sel)
res["noise"] = _noise_metrics(ctx, sel, sc)
bd = breakdown(pred, ctx.truth, ctx.groups, scores=sc)
res["breakdown"] = [{"dimension": d, "slice": s, **{k: _nan_to_none(v) for k, v in row.items()}}
for (d, s), row in bd.to_dict(orient="index").items()]
if sweep:
best, sw = ctx.best_threshold(cal)
res["threshold_sweep"] = {str(k): v for k, v in sw.items()}
res["threshold_sweep_best"] = best
print(f"\n==== [{variant}] macro F0.5 = {score:.5f} ({protocol})")
print(f" S1 ids {len(ctx.truth):,} ({res['n_s1_with_cands']:,} with candidates), rows {len(ctx.rows):,}, "
f"blocking pair recall {res['blocking_pair_recall']:.4f} [{time.time() - t:.0f}s]")
print(f" decoder expected F0.5 {res['expected_f05_mean_all']:.5f} vs realised {score:.5f} (all S1); "
f"with candidates: expected {res['expected_f05_mean_with_cands']:.5f} vs realised "
f"{res['realised_f05_mean_with_cands']:.5f}")
pr_ = res["pair_cal"]
print(f" pair-level diagnostics: calibrated AUC {pr_.get('auc', float('nan')):.5f} logloss "
f"{pr_.get('logloss', float('nan')):.5f}"
+ (f" | raw AUC {res['pair_raw'].get('auc', float('nan')):.5f} logloss "
f"{res['pair_raw'].get('logloss', float('nan')):.5f}" if raw is not None else ""))
print(f" [{variant}/no_one_parent] {res['macro_f05_no_one_parent']:.5f}"
+ (f" [{variant}/raw_probs] {res['macro_f05_raw_probs']:.5f}" if raw is not None else "")
+ (f" [{variant}/threshold_oof t={threshold_from_oof}] {res['macro_f05_threshold_oof']:.5f}"
if threshold_from_oof is not None else ""))
if sweep:
print(f" [{variant}/sweep] plain threshold p > t (one-parent), diagnostic: "
+ " ".join(f"{k}:{v:.4f}" for k, v in res["threshold_sweep"].items()))
for s, m in res["per_source"].items():
print(f" source {s}: pair P {m['precision']:.4f} R {m['recall']:.4f} F0.5 {m['f05']:.4f} "
f"(true {m['pairs_true']:,}, pred {m['pairs_pred']:,}, blocking recall {m['blocking_recall']:.4f})")
if res["noise"]:
print(" noise category (true pairs): pairs pair_recall blocking_recall entities entity_macro_F0.5")
for r in res["noise"]:
f = lambda v, w=8: f"{v:{w}.4f}" if v is not None else " " * (w - 3) + "n/a" # noqa: E731
print(f" {r['category']:22s} {r['pairs']:9,} {f(r['pair_recall'])} {f(r['blocking_recall'])}"
f" {r['entities']:8,} {f(r['entity_macro_f05'])}")
with pd.option_context("display.max_rows", 200, "display.max_columns", None, "display.width", 250,
"display.float_format", "{:.4f}".format):
print(bd)
return res
def _load_audit(path: str | None, eval_ids: pl.Series) -> pl.DataFrame | None:
if not path:
return None
import pyarrow.parquet as pq
names = set(pq.ParquetFile(path).schema_arrow.names)
cols = ["a", "b"] + [c for c in NOISE_FLAGS + ["name_j"] if c in names]
au = (pl.read_parquet(path, columns=cols).with_columns(pl.col("a").cast(pl.Utf8), pl.col("b").cast(pl.Utf8))
.join(pl.DataFrame({"a": eval_ids}), on="a", how="semi").unique(["a", "b"]))
for c in NOISE_FLAGS:
au = au.with_columns((pl.col(c).cast(pl.Boolean).fill_null(False) if c in au.columns else pl.lit(False)).alias(c))
nj = pl.col("name_j").cast(pl.Float64).fill_null(1.0) if "name_j" in au.columns else pl.lit(1.0)
au = au.with_columns((nj.eq(0) & ~pl.col("indic_name") & ~pl.col("domain_form") & ~pl.col("former_form"))
.alias("rename"))
au = au.with_columns((~pl.col("indic_name") & ~pl.col("domain_form") & ~pl.col("former_form")
& ~pl.col("rename") & ~pl.col("addr_empty")).alias("none"))
log(f"pair audit: {au.height:,} true pairs of evaluated S1 ids from {path}")
return au
# ----------------------------------------------------------------------------------------------
# Main pipeline
# ----------------------------------------------------------------------------------------------
def run(a) -> dict:
t_all = time.time()
os.makedirs(a.out_dir, exist_ok=True)
rng = np.random.default_rng(a.seed)
timings = {}
t = time.time()
cands = read_cands(a.cands)
s1_tab, pool_tab = load_tables(a.norm_dir, a.s1_table, a.pool_tables)
gt = read_gt(a.gt)
log(f"loaded: cands {cands.height:,} rows, S1 {s1_tab.num_rows:,}, pool {pool_tab.num_rows:,}, gt {gt.height:,}")
idf = build_idf_tables(s1_tab)
folds_df = load_or_make_folds(a, gt.get_column("s1_id").to_list())
timings["load"] = time.time() - t
# ---- evaluated S1 universe
s1_meta = pl.from_arrow(s1_tab.select(["entity_id", "country"])).rename({"entity_id": "s1_id"})
ck_map = {c: country_key(c) for c in s1_meta.get_column("country").fill_null("").unique().to_list()}
s1_meta = s1_meta.with_columns(pl.col("s1_id").cast(pl.Utf8),
pl.col("country").fill_null("").replace_strict(ck_map, return_dtype=pl.Utf8)
.alias("ck")).unique("s1_id", keep="first")
cand_s1 = cands.select(pl.col("s1_id").cast(pl.Utf8)).unique()
cand_meta = cand_s1.join(s1_meta, on="s1_id", how="inner")
cand_cks = set(cand_meta.get_column("ck").unique().to_list())
univ_all = s1_meta.filter(pl.col("ck").is_in(list(cand_cks))).join(gt.select("s1_id"), on="s1_id", how="semi")
cov = cand_meta.join(univ_all, on="s1_id", how="semi").height / max(univ_all.height, 1)
mode = a.eval_universe if a.eval_universe != "auto" else ("all" if cov >= 0.5 else "cands")
universe = (univ_all if mode == "all" else univ_all.join(cand_s1, on="s1_id", how="semi")).sort("s1_id")
log(f"S1 universe: {universe.height:,} ids ({mode}; candidates cover {cov:.1%} of the "
f"{univ_all.height:,} gt S1 ids in countries {sorted(cand_cks)})")
if cov < 0.5:
print("WARNING: candidate table covers < 50% of the S1 ids: assuming blocking ran on an S1 subsample. "
"Pool-side competition features (c_p_*) then see fewer competing S1 records than at test "
"time; prefer blocking the full train S1 or pass --drop-features c_p_n,c_p_rank,c_p_gap,"
"c_p_margin,c_p_n_rel.", file=sys.stderr)
if a.max_s1 and a.max_s1 < universe.height:
universe = universe.sample(n=a.max_s1, seed=a.seed, shuffle=False)
universe = universe.join(folds_df, on="s1_id", how="left")
holdout = country_key(a.holdout_country) if a.holdout_country else None
if holdout is not None and universe.filter(pl.col("ck") == holdout).height == 0:
raise SystemExit(f"--holdout-country {a.holdout_country!r} ({holdout}) not among {sorted(cand_cks)}")
if holdout is not None and universe.filter(pl.col("ck") != holdout).height == 0:
raise SystemExit("--holdout-country leaves no training country")
by_c = dict(universe.group_by("ck").len().iter_rows())
log(f"evaluated S1 ids: {universe.height:,} {by_c}")
# ---- features (competition context = full candidate table)
t = time.time()
feats = build_features(cands, s1_tab, pool_tab, idf, n_jobs=a.workers, task_rows=a.task_rows,
keep_s1=universe.get_column("s1_id"))
timings["features"] = time.time() - t
del cands, s1_tab, pool_tab, idf
# ---- labels + fold / country of every row
pairs = pl.read_parquet(a.pairs)
pairs = pairs.rename({pairs.columns[0]: "s1_id", pairs.columns[1]: "cand_id"}).select(
pl.col("s1_id").cast(pl.Utf8), pl.col("cand_id").cast(pl.Utf8))
pairs = pairs.join(universe.select("s1_id"), on="s1_id", how="semi").unique()
keys = pl.from_arrow(pa.table({"s1_id": _as_arrow(feats["s1_id"]), "cand_id": _as_arrow(feats["cand_id"])}))
lab = (keys.with_row_index("_i")
.join(pairs.with_columns(pl.lit(1, dtype=pl.Int8).alias("y")), on=["s1_id", "cand_id"], how="left")
.join(universe.select("s1_id", "fold", "ck"), on="s1_id", how="left").sort("_i"))
y = lab.get_column("y").fill_null(0).to_numpy().astype(np.int8)
fold_row = lab.get_column("fold").fill_null(-9).to_numpy().astype(np.int16)
ck_row = lab.get_column("ck").fill_null("").to_numpy()
del keys, lab
log(f"labels: {int(y.sum()):,} positive of {len(y):,} rows ({y.mean():.4f}); gt pairs of evaluated S1: {pairs.height:,}")
# ---- truth, groups, audit
gsub = gt.join(universe.select("s1_id"), on="s1_id", how="inner")
truth = {s: set(m or ()) for s, m in zip(gsub.get_column("s1_id").to_list(), gsub.get_column("matched").to_list())}
groups = dict(zip(universe.get_column("s1_id").to_list(), universe.get_column("ck").to_list()))
audit = _load_audit(a.pair_audit, universe.get_column("s1_id"))
del gt, gsub
feat_cols = [f for f in feature_columns(feats) if f not in set(filter(None, a.drop_features.split(",")))]
cat_cols = [c for c in feat_cols if isinstance(feats[c].dtype, pd.CategoricalDtype)]
X = feats[feat_cols]
s1_rank = feats["c_s1_rank"].to_numpy()
s1r = feats["s1_row"].to_numpy()
n = len(feats)
is_train = (ck_row != holdout) if holdout is not None else np.ones(n, dtype=bool)
is_eval = (ck_row == holdout) if holdout is not None else np.ones(n, dtype=bool)
metrics = {"config": vars(a), "universe_mode": mode, "n_eval_s1": len(truth), "eval_s1_by_country": by_c,
"n_rows": n, "n_pos": int(y.sum()), "folds": a.folds, "fold_seed": a.fold_seed,
"folds_file": a.folds_file, "results": {}}
# ---- k-fold on the training rows (all rows, or the non-held-out countries)
from sklearn.isotonic import IsotonicRegression
t = time.time()
u_rows, inv = np.unique(s1r, return_inverse=True)
inner = (np.random.default_rng(a.seed + 1).random(len(u_rows)) < a.inner_val_frac)[inv]
oof = np.full(n, np.nan)
raw_eval = np.zeros(n) if holdout is not None else None
boosters, model_files, best_iters = [], [], []
for k in range(a.folds):
te = np.flatnonzero(is_train & (fold_row == k))
tr_all = np.flatnonzero(is_train & (fold_row != k))
va = tr_all[inner[tr_all]]
tr = tr_all[~inner[tr_all]]
log(f"fold {k + 1}/{a.folds}: fit {len(tr):,} rows, early-stop {len(va):,}, predict {len(te):,}")
tr, w = _sample_negatives(tr, y, s1_rank, a.neg_ratio, a.hard_neg_rank, rng)
b = _fit(X, y, tr, w, va, a, cat_cols)
if len(te):
oof[te] = predict_raw([b], X.iloc[te], feat_cols, num_threads=a.workers)
if holdout is not None:
ev = np.flatnonzero(is_eval)
raw_eval[ev] += predict_raw([b], X.iloc[ev], feat_cols, num_threads=a.workers) / a.folds
best_iters.append(b.best_iteration)
fn = f"model_fold{k}.txt"
b.save_model(os.path.join(a.out_dir, fn), num_iteration=b.best_iteration)
boosters.append(b)
model_files.append(fn)
tr_rows = np.flatnonzero(is_train & (fold_row >= 0))
iso = IsotonicRegression(out_of_bounds="clip", y_min=0.0, y_max=1.0).fit(oof[tr_rows], y[tr_rows])
cal_oof = np.full(n, np.nan)
cal_oof[tr_rows] = iso.predict(oof[tr_rows])
metrics["best_iterations"] = best_iters
timings["train"] = time.time() - t
# ---- evaluation
t = time.time()
train_truth = {k: v for k, v in truth.items() if holdout is None or groups.get(k) != holdout}
ctx_oof = EvalContext(feats, tr_rows, y, train_truth, groups, a, audit)
t_oof, _ = ctx_oof.best_threshold(cal_oof[tr_rows]) # decoder setting fitted on OOF only
if holdout is None:
v = "kfold_oof"
metrics["headline"] = v
metrics["results"][v] = evaluate(
v, f"{a.folds}-fold GroupKFold by S1 (seed {a.fold_seed}), OOF probabilities, isotonic fit on OOF, "
f"expected-F0.5 decode + one-parent, all {len(train_truth):,} evaluated S1 ids",
ctx_oof, cal_oof[tr_rows], oof[tr_rows], threshold_from_oof=t_oof)
else:
v = f"loco:{holdout}"
metrics["headline"] = v
ev = np.flatnonzero(is_eval)
ev_truth = {k: s for k, s in truth.items() if groups.get(k) == holdout}
ctx_ev = EvalContext(feats, ev, y, ev_truth, groups, a, audit)
cal_ev = iso.predict(raw_eval[ev])
metrics["results"][v] = evaluate(
v, f"train {sorted(cand_cks - {holdout})} only ({a.folds} fold models averaged, isotonic fit on their "
f"OOF), score all {len(ev_truth):,} evaluated S1 ids of {holdout} (unseen category, nothing tuned on it)",
ctx_ev, cal_ev, raw_eval[ev], threshold_from_oof=t_oof)
v2 = f"loco:{holdout}/train_oof"
metrics["results"][v2] = evaluate(
v2, f"OOF on the training countries {sorted(cand_cks - {holdout})}", ctx_oof, cal_oof[tr_rows],
oof[tr_rows], sweep=False)
iso_o = IsotonicRegression(out_of_bounds="clip", y_min=0.0, y_max=1.0).fit(raw_eval[ev], y[ev])
s_or = ctx_ev.decode(iso_o.predict(raw_eval[ev]))[0]
v3 = f"loco:{holdout}/oracle_calibration"
metrics["results"][v3] = {"variant": v3, "macro_f05": s_or,
"protocol": f"DIAGNOSTIC ONLY: isotonic fit on {holdout} labels (not allowed for tuning)"}
print(f"\n [{v3}] {s_or:.5f} -> calibration transfer loss "
f"{s_or - metrics['results'][v]['macro_f05']:+.5f} (diagnostic, uses {holdout} labels)")
timings["eval"] = time.time() - t
# ---- optional refit on all training rows
if a.refit:
import lightgbm as lgb
rounds = int(np.mean(best_iters) * 1.1) + 1
log(f"refit on all training rows for {rounds} rounds")
tr, w = _sample_negatives(np.flatnonzero(is_train), y, s1_rank, a.neg_ratio, a.hard_neg_rank, rng)
Xtr = X.iloc[tr]
for c in cat_cols:
Xtr = Xtr.assign(**{c: Xtr[c].cat.remove_unused_categories()})
bfull = lgb.train(_params(a), lgb.Dataset(Xtr, label=y[tr], weight=w, categorical_feature=cat_cols or "auto"),
num_boost_round=rounds)
bfull.save_model(os.path.join(a.out_dir, "model_full.txt"))
model_files = ["model_full.txt"]
print("NOTE: --refit model is used by predict.py; the calibrator was fit on fold-model OOF probabilities",
file=sys.stderr)
# ---- importance
imp = pd.DataFrame({"feature": feat_cols})
imp["gain"] = np.mean([bb.feature_importance("gain") for bb in boosters], axis=0)
imp["split"] = np.mean([bb.feature_importance("split") for bb in boosters], axis=0)
imp["gain_pct"] = 100 * imp["gain"] / max(imp["gain"].sum(), 1e-12)
imp = imp.sort_values("gain", ascending=False).reset_index(drop=True)
imp.to_csv(os.path.join(a.out_dir, "importance.csv"), index=False)
print("\nfeature importance (mean gain % over fold models, top 40):")
for r in imp.head(40).itertuples():
print(f" {r.feature:22s} {r.gain_pct:6.2f}% splits {r.split:8.0f}")
metrics["importance_top"] = imp.head(40).to_dict(orient="records")
# ---- save
with open(os.path.join(a.out_dir, "calibrator.pkl"), "wb") as fh:
pickle.dump(iso, fh)
meta = {"features": feat_cols, "categorical": cat_cols, "models": model_files, "calibrator": "calibrator.pkl",
"decode": {"min_prob": a.min_prob, "max_k": a.max_k, "threshold_oof": t_oof},
"variant": metrics["headline"], "holdout_country": holdout, "train_config": vars(a)}
with open(os.path.join(a.out_dir, "features.json"), "w") as fh:
json.dump(meta, fh, indent=1)
raw_all = oof.copy()
cal_all = cal_oof.copy()
fold_out = fold_row.astype(np.int8)
if holdout is not None:
ev = np.flatnonzero(is_eval)
raw_all[ev] = raw_eval[ev]
cal_all[ev] = iso.predict(raw_eval[ev])
fold_out[ev] = -1
import pyarrow.parquet as pq
pq.write_table(pa.table({"s1_id": _as_arrow(feats["s1_id"]), "cand_id": _as_arrow(feats["cand_id"]),
"label": pa.array(y), "raw": pa.array(raw_all.astype(np.float32)),
"cal": pa.array(cal_all.astype(np.float32)), "fold": pa.array(fold_out)}),
os.path.join(a.out_dir, "oof.parquet"), compression="zstd")
timings["total"] = time.time() - t_all
metrics["timings_s"] = {k: round(v, 1) for k, v in timings.items()}
with open(os.path.join(a.out_dir, "metrics.json"), "w") as fh:
json.dump(metrics, fh, indent=1, default=lambda o: o.item() if hasattr(o, "item") else str(o))
hv = metrics["results"][metrics["headline"]]
print(f"\nHEADLINE [{metrics['headline']}] macro F0.5 = {hv['macro_f05']:.5f} "
f"(decoder expected {hv['expected_f05_mean_all']:.5f}) over {hv['n_s1']:,} S1 ids")
log(f"saved {model_files}, calibrator.pkl, folds.parquet, features.json, metrics.json, oof.parquet in "
f"{a.out_dir}; timings {metrics['timings_s']}")
return metrics
def build_parser() -> argparse.ArgumentParser:
ap = argparse.ArgumentParser(description=__doc__.split("\n\n")[0])
ap.add_argument("--cands", required=True, help="blocking candidates parquet (train)")
ap.add_argument("--norm-dir", required=True, help="dir with <s1-table>.parquet and <pool-tables>.parquet")
ap.add_argument("--pairs", required=True, help="pairs.parquet (a=s1_id, b=cand_id)")
ap.add_argument("--gt", required=True, help="gt.parquet (source1_entity_id, matched_entity_ids)")
ap.add_argument("--out-dir", required=True)
ap.add_argument("--s1-table", default="s1")
ap.add_argument("--pool-tables", default="s2,s3")
ap.add_argument("--max-s1", type=int, default=0, help="evaluate/train on a random sample of N S1 ids")
ap.add_argument("--holdout-country", default=None, help="leave-one-country-out: train on the others, score X")
ap.add_argument("--folds", type=int, default=5)
ap.add_argument("--fold-seed", type=int, default=2026, help="seed of the S1-level fold assignment")
ap.add_argument("--folds-file", default=None,
help="shared fold assignment (s1_id, fold): reused when it exists, created there otherwise")
ap.add_argument("--pair-audit", default=None,
help="parquet a,b,indic_name,domain_form,former_form,addr_empty,name_j for the noise breakdown")
ap.add_argument("--eval-universe", choices=["auto", "all", "cands"], default="auto")
ap.add_argument("--neg-ratio", type=float, default=0.0,
help="keep ~R negatives per positive in training folds (0 = keep all); weighted 1/q")
ap.add_argument("--hard-neg-rank", type=int, default=3, help="negatives with S1 base rank <= this are always kept")
ap.add_argument("--inner-val-frac", type=float, default=0.1,
help="share of each fold's training S1 ids used for early stopping")
ap.add_argument("--drop-features", default="", help="comma-separated feature names to exclude")
ap.add_argument("--refit", action="store_true", help="also train one model on all rows and use it for predict")
ap.add_argument("--workers", type=int, default=os.cpu_count())
ap.add_argument("--task-rows", type=int, default=50_000)
ap.add_argument("--lr", type=float, default=0.05)
ap.add_argument("--leaves", type=int, default=127)
ap.add_argument("--min-data-in-leaf", type=int, default=200)
ap.add_argument("--feature-fraction", type=float, default=0.8)
ap.add_argument("--rounds", type=int, default=3000)
ap.add_argument("--early-stop", type=int, default=100)
ap.add_argument("--log-period", type=int, default=100)
ap.add_argument("--min-prob", type=float, default=0.0, help="decode: never predict a candidate with p < this")
ap.add_argument("--max-k", type=int, default=None, help="decode: cap on matches per S1")
ap.add_argument("--seed", type=int, default=0)
return ap
def main(argv=None) -> int:
run(build_parser().parse_args(argv))
return 0
if __name__ == "__main__":
raise SystemExit(main())
|