"""Expected-F0.5 set decoding (Stage C). For one S1 entity with m candidates and calibrated, independent match probabilities p_1 >= ... >= p_m, predicting the top-k candidates gives, per the challenge metric (see src/metric.py), F = 5 * tp / (4k + n) (k >= 1, tp > 0; else 0) F = 1{n == 0} (k == 0) where tp ~ PoissonBinomial(p_1..p_k) is the number of true matches among the chosen k and n = tp + u, u ~ PoissonBinomial(p_{k+1}..p_m). So E[F_0] = prod_i (1 - p_i) E[F_k] = 5 * sum_{a=1..k} Pr(tp=a) * a * H_k(4k + a), H_k(J) = E_u[ 1 / (J + u) ]. Pr(tp=a) for every prefix is the usual forward Poisson-binomial DP. H_k is obtained by a backward recursion that adds one candidate at a time to the unchosen set, H_m(J) = 1 / J H_{k-1}(J) = (1 - p_k) H_k(J) + p_k H_k(J + 1), on the integer grid J = 0..5m (only J <= 5k is ever needed for H_k). Because beta^2 = 1/4 makes 4k + n an integer, this is exact and costs O(m^2) per entity (about 3 m^2 flops) instead of the O(m^3) prefix x suffix double sum. Every update is a convex combination, so it is numerically stable. Public API expected_f05_topk(probs) -> E[F_k] for k = 0..m best_subset(probs, min_prob=0, max_k=None) -> (k, E[F_k]) threshold_decode(probs, t) -> boolean mask p > t decode_arrays(s1_ids, probs, ...) -> DecodeResult (vectorised, multiprocess) decode_all(s1_ids, probs, ...) -> {s1_id: [row indices selected]} decode_frame(df, ...) -> one row per S1 with selected candidate ids Benchmark: python -m src.decode --bench 200000 --max-m 60 --n-jobs 8 """ from __future__ import annotations import os import time from dataclasses import dataclass from typing import Iterator import numpy as np import pandas as pd __all__ = [ "expected_f05_topk", "best_subset", "threshold_decode", "decode_arrays", "decode_all", "decode_frame", "pred_dict_from_frame", "DecodeResult", ] _TIE_TOL = 1e-12 # prefer the smaller k when expected values tie # --------------------------------------------------------------------------- # Core batched kernel # --------------------------------------------------------------------------- def _expected_f05_sorted(P: np.ndarray) -> np.ndarray: """Expected F0.5 of every top-k prediction, batched. P : (B, M) float64, each row sorted in DEcreasing order. Rows may be zero-padded on the right; values for k <= (true row length) are exact. Returns E : (B, M+1) with E[:, k] = E[F0.5 | predict first k columns]. Internally the entity axis is kept innermost (arrays are (.., B)) so every update is a contiguous vector op; ~2-4x faster than the (B, ..) layout. """ P = np.asarray(P, dtype=np.float64) B, M = P.shape PT = np.ascontiguousarray(P.T) # (M, B) QT = 1.0 - PT E = np.empty((M + 1, B)) E[0] = np.prod(QT, axis=0) # k = 0: correct iff no true match if M == 0: return E.T # Forward: prefix Poisson-binomial pmfs, pre[k, a, :] = Pr(tp among top-k = a). pre = np.zeros((M + 1, M + 1, B)) pre[0, 0] = 1.0 L = 5 * M + 1 buf = np.empty((L, B)) for k in range(1, M + 1): p, q = PT[k - 1], QT[k - 1] prev, cur = pre[k - 1], pre[k] np.multiply(prev[:k + 1], q, out=cur[:k + 1]) np.multiply(prev[:k], p, out=buf[:k]) cur[1:k + 1] += buf[:k] # Backward: H over J = 0..5M, starting from H_M(J) = 1/J (empty suffix). J = np.arange(L, dtype=np.float64) J[0] = 1.0 # J = 0 is never read for k >= 1; avoid division by zero H = np.repeat((1.0 / J)[:, None], B, axis=1) a = np.arange(1, M + 1, dtype=np.float64)[:, None] for k in range(M, 0, -1): # H currently holds H_k (suffix = candidates k+1..M). w = buf[:k] np.multiply(H[4 * k + 1:5 * k + 1], a[:k], out=w) # a * H_k(4k + a), a = 1..k w *= pre[k][1:k + 1] E[k] = w.sum(axis=0) if k > 1: # H_{k-1}(J) = (1-p_k) H_k(J) + p_k H_k(J+1), needed for J <= 5(k-1) n = 5 * (k - 1) + 1 t = buf[:n] np.multiply(H[1:n + 1], PT[k - 1], out=t) H[:n] *= QT[k - 1] H[:n] += t E[1:] *= 5.0 return E.T def _choose_k(E: np.ndarray, P: np.ndarray, m: np.ndarray | None = None, min_prob: float = 0.0, max_k: int | None = None) -> tuple[np.ndarray, np.ndarray]: """Argmax_k of E subject to k <= m, k <= max_k and p_k >= min_prob.""" B, M1 = E.shape limit = np.full(B, M1 - 1, dtype=np.int64) if m is not None: limit = np.minimum(limit, m) if max_k is not None: limit = np.minimum(limit, int(max_k)) if min_prob and min_prob > 0: limit = np.minimum(limit, (P >= min_prob).sum(axis=1)) kk = np.arange(M1) Em = np.where(kk[None, :] <= limit[:, None], E, -np.inf) best = Em.max(axis=1) k = np.argmax(Em >= (best - _TIE_TOL)[:, None], axis=1) return k, E[np.arange(B), k] # --------------------------------------------------------------------------- # Single-entity API # --------------------------------------------------------------------------- def _clean_probs(probs) -> np.ndarray: p = np.asarray(probs, dtype=np.float64).ravel() p = np.nan_to_num(p, nan=0.0) return np.clip(p, 0.0, 1.0) def expected_f05_topk(probs) -> np.ndarray: """E[F0.5] of predicting the top-k candidates (by probability), k = 0..m.""" p = np.sort(_clean_probs(probs))[::-1] return _expected_f05_sorted(p[None, :])[0] def best_subset(probs: np.ndarray, min_prob: float = 0.0, max_k: int | None = None) -> tuple[int, float]: """Return (k, E[F0.5]) for the best top-k prediction of one entity. The chosen set is the k highest-probability candidates. ``min_prob`` forbids predicting any candidate with p < min_prob (those candidates still count as possible true matches in the expectation); ``max_k`` caps k. """ p = np.sort(_clean_probs(probs))[::-1][None, :] E = _expected_f05_sorted(p) k, v = _choose_k(E, p, None, min_prob, max_k) return int(k[0]), float(v[0]) def threshold_decode(probs, t: float) -> np.ndarray: """Plain global threshold: boolean mask of p > t (any shape).""" return np.nan_to_num(np.asarray(probs, dtype=np.float64), nan=0.0) > t # --------------------------------------------------------------------------- # Batched / multiprocess API # --------------------------------------------------------------------------- @dataclass class DecodeResult: entity_ids: np.ndarray # (E,) unique S1 ids, in order of first appearance k: np.ndarray # (E,) number of candidates selected expected_f05: np.ndarray # (E,) model-expected F0.5 of the chosen set n_candidates: np.ndarray # (E,) selected: np.ndarray # (N,) bool mask over input rows order: np.ndarray # (N,) row indices sorted by (entity, prob desc) starts: np.ndarray # (E,) offset of each entity's block in ``order`` def rows_for(self, e: int) -> np.ndarray: s = self.starts[e] return self.order[s:s + self.k[e]] _MIN_ROWS_FOR_POOL = 50_000 def _worker(task): """Sort each entity's candidates (prob desc, stable) and pick k. Returns (k, E[F_k], perm) where perm[i] is the within-row sort order.""" P, method, threshold, min_prob, max_k = task perm = np.argsort(-P, axis=1, kind="stable") P = np.take_along_axis(P, perm, axis=1) E = _expected_f05_sorted(P) if method == "threshold": k = (P > threshold).sum(axis=1) if max_k is not None: k = np.minimum(k, int(max_k)) v = E[np.arange(P.shape[0]), k] else: k, v = _choose_k(E, P, None, min_prob, max_k) small = np.int16 if P.shape[1] < 32767 else np.int32 return k.astype(np.int32), v, perm.astype(small) def _batch_size(m: int, mem_budget_mb: float) -> int: per_entity = 8.0 * ((m + 1) ** 2 + 13 * (m + 1)) # pre + H + buf + E/P/Q return int(max(32, min(16384, mem_budget_mb * 1e6 / per_entity))) def _group_rows(codes: np.ndarray, n_groups: int) -> np.ndarray: """Row indices grouped by code (stable within a group), in O(N).""" try: # pandas' counting sort; private, so fall back if it moves from pandas._libs.algos import groupsort_indexer ix, _ = groupsort_indexer(codes.astype(np.intp, copy=False), n_groups) return np.asarray(ix, dtype=np.int64) except Exception: # noqa: BLE001 counts = np.bincount(codes, minlength=n_groups) starts = np.zeros(n_groups, dtype=np.int64) np.cumsum(counts[:-1], out=starts[1:]) within = pd.Series(codes).groupby(codes, sort=False).cumcount().to_numpy() out = np.empty(len(codes), dtype=np.int64) out[starts[codes] + within] = np.arange(len(codes)) return out def decode_arrays(s1_ids, probs, *, method: str = "expected_f", threshold: float = 0.5, min_prob: float = 0.0, max_k: int | None = None, n_jobs: int | None = None, mem_budget_mb: float = 32.0, verbose: bool = False) -> DecodeResult: """Decode every S1 entity from long-format arrays (one row per candidate pair). s1_ids : (N,) S1 id of each candidate row (any hashable dtype; rows need not be grouped or sorted) probs : (N,) calibrated match probability of each row method : "expected_f" (default) or "threshold" (select p > threshold) min_prob, max_k : constraints for the expected-F decoder (see best_subset); max_k also caps the threshold decoder n_jobs : worker processes (default os.cpu_count(); 1 = in-process) Entities are bucketed by candidate count so no padding is needed; each bucket is split into chunks of about ``mem_budget_mb`` of kernel memory. """ if method not in ("expected_f", "threshold"): raise ValueError(f"unknown method {method!r}") t0 = time.time() probs = _clean_probs(probs) s1_ids = np.asarray(s1_ids) if s1_ids.shape[0] != probs.shape[0]: raise ValueError("s1_ids and probs must have the same length") codes, uniques = pd.factorize(s1_ids, sort=False) if (codes < 0).any(): raise ValueError("s1_ids contains missing values") n_ent = len(uniques) N = len(probs) counts = np.bincount(codes, minlength=n_ent) starts = np.zeros(n_ent, dtype=np.int64) np.cumsum(counts[:-1], out=starts[1:]) grouped = _group_rows(codes, n_ent) # rows grouped by entity del codes gp = probs[grouped] # Bucket entities by m, chunk each bucket. ent_by_m = np.argsort(counts, kind="stable") bounds = np.flatnonzero(np.diff(counts[ent_by_m])) + 1 chunks: list[np.ndarray] = [] for g in np.split(ent_by_m, bounds): if len(g): bs = _batch_size(int(counts[g[0]]), mem_budget_mb) chunks.extend(g[i:i + bs] for i in range(0, len(g), bs)) def block(ents: np.ndarray) -> np.ndarray: return starts[ents][:, None] + np.arange(int(counts[ents[0]]))[None, :] def tasks() -> Iterator[tuple]: for ents in chunks: yield (gp[block(ents)], method, threshold, min_prob, max_k) best_k = np.zeros(n_ent, dtype=np.int32) exp_f = np.zeros(n_ent, dtype=np.float64) order = np.empty(N, dtype=np.int64) # rows by entity, then prob desc def collect(results) -> None: for ents, (k, v, perm) in zip(chunks, results): best_k[ents] = k exp_f[ents] = v idx = block(ents) order[idx] = np.take_along_axis(grouped[idx], perm.astype(np.int64), axis=1) if n_jobs is None: n_jobs = os.cpu_count() or 1 n_jobs = max(1, min(int(n_jobs), len(chunks))) if n_jobs == 1 or N < _MIN_ROWS_FOR_POOL: n_jobs = 1 collect(map(_worker, tasks())) else: import multiprocessing as mp with mp.get_context().Pool(n_jobs) as pool: collect(pool.imap(_worker, tasks(), chunksize=1)) del gp, grouped pos = np.arange(N, dtype=np.int64) - np.repeat(starts, counts) sel_sorted = pos < np.repeat(best_k, counts) selected = np.zeros(N, dtype=bool) selected[order[sel_sorted]] = True if verbose: print(f"[decode] {n_ent:,} entities, {N:,} rows, {len(chunks):,} chunks, " f"n_jobs={n_jobs}, {time.time() - t0:.1f}s, mean E[F]={exp_f.mean():.4f}, " f"mean k={best_k.mean():.3f}") return DecodeResult(np.asarray(uniques), best_k, exp_f, counts, selected, order, starts) def _selected_blocks(r: DecodeResult) -> tuple[list, list]: """(selected row indices grouped by entity, prob desc; per-entity offsets into that list).""" counts = r.n_candidates pos = np.arange(len(r.order), dtype=np.int64) - np.repeat(r.starts, counts) rows = r.order[pos < np.repeat(r.k, counts)].tolist() offs = np.zeros(len(r.k) + 1, dtype=np.int64) np.cumsum(r.k, out=offs[1:]) return rows, offs.tolist() def decode_all(s1_ids, probs, **kwargs) -> dict: """{s1_id: [input row indices of the selected candidates, by prob desc]}. Every S1 id present in ``s1_ids`` gets a key (empty list = predict no match). Keyword arguments are passed to :func:`decode_arrays`. """ r = decode_arrays(s1_ids, probs, **kwargs) rows, offs = _selected_blocks(r) return {sid: rows[offs[i]:offs[i + 1]] for i, sid in enumerate(r.entity_ids.tolist())} def decode_frame(df: pd.DataFrame, s1_col: str = "source1_entity_id", cand_col: str = "candidate_entity_id", prob_col: str = "prob", **kwargs) -> pd.DataFrame: """DataFrame in (one row per candidate pair) -> DataFrame out (one row per S1). Output columns: s1_col, matched_entity_ids (list, prob desc), k, n_candidates, expected_f05. Keyword arguments go to :func:`decode_arrays`. """ r = decode_arrays(df[s1_col].to_numpy(), df[prob_col].to_numpy(), **kwargs) rows, offs = _selected_blocks(r) cands = df[cand_col].to_numpy()[np.asarray(rows, dtype=np.int64)].tolist() matched = [cands[offs[i]:offs[i + 1]] for i in range(len(r.k))] return pd.DataFrame({ s1_col: r.entity_ids, "matched_entity_ids": matched, "k": r.k, "n_candidates": r.n_candidates, "expected_f05": r.expected_f05, }) def pred_dict_from_frame(frame: pd.DataFrame, s1_col: str = "source1_entity_id") -> dict: """decode_frame output -> {s1_id: set(candidate ids)} for src.metric.""" return {k: set(v) for k, v in zip(frame[s1_col].tolist(), frame["matched_entity_ids"])} # --------------------------------------------------------------------------- # Benchmark # --------------------------------------------------------------------------- def _bench(n_ent: int, max_m: int, n_jobs: int | None, seed: int = 0) -> None: rng = np.random.default_rng(seed) m = rng.integers(1, max_m + 1, size=n_ent) ids = np.array([f"S1-{i:08d}" for i in range(n_ent)], dtype=object) s1 = np.repeat(ids, m) # mostly low probabilities, a few confident ones p = np.where(rng.random(m.sum()) < 0.05, rng.beta(5, 1, m.sum()), rng.beta(0.3, 6, m.sum())) perm = rng.permutation(len(p)) s1, p = s1[perm], p[perm] print(f"bench: {n_ent:,} entities, {len(p):,} rows, m ~ U[1,{max_m}]") t = time.time() out = decode_all(s1, p, n_jobs=n_jobs, verbose=True) print(f"decode_all total {time.time() - t:.1f}s ({len(out):,} keys)") # pure kernel throughput, one core, m = max_m P = -np.sort(-rng.beta(0.3, 6, size=(_batch_size(max_m, 32.0), max_m)), axis=1) t = time.time() reps = 5 for _ in range(reps): _expected_f05_sorted(P) dt = (time.time() - t) / reps print(f"kernel: {P.shape[0] / dt:,.0f} entities/s/core at m={max_m}") if __name__ == "__main__": import argparse ap = argparse.ArgumentParser() ap.add_argument("--bench", type=int, default=200_000, help="number of synthetic entities") ap.add_argument("--max-m", type=int, default=60) ap.add_argument("--n-jobs", type=int, default=None) a = ap.parse_args() _bench(a.bench, a.max_m, a.n_jobs)