Source file regression_model.ml
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open Yojson.Safe.Util
module FeatMap = struct
include Map.Make (String)
let find_def0 k m = match find_opt k m with Some n -> n | None -> 0
end
type features = int FeatMap.t
type score = float
let pp_float_aux fmt f =
if Float.is_integer f then Fmt.pf fmt "%g." f else Fmt.pf fmt "%.17g" f
let pp_float fmt f =
if Float.compare f 0. >= 0 then Fmt.pf fmt "%a" pp_float_aux f
else Fmt.pf fmt "(%a)" pp_float_aux f
let pp_score fmt f = Fmt.pf fmt "(score_of_float %a)" pp_float f
let compare_score = Float.compare
let score_of_int = float_of_int
let score_of_float (f : float) : score = f
let to_score = to_float
type tree =
| Leaf of score
| Node of
{ feature : string
; threshold : score
; left : tree
; right : tree
}
type gb_model =
{ init_value : score
; trees : tree list
}
type dt_model = tree
type t =
| GBModel of gb_model
| DTModel of dt_model
let rec pp_tree fmt = function
| Leaf f -> Fmt.pf fmt "Leaf (%a)" pp_score f
| Node { feature; threshold; left; right } ->
Fmt.pf fmt "Node { feature = %S; threshold = %a; left = %a; right = %a }"
feature pp_score threshold pp_tree left pp_tree right
let pp_gb_model fmt { init_value; trees } =
Fmt.pf fmt "{ init_value = %a; trees = [%a] }" pp_score init_value
(Fmt.list ~sep:(fun fmt () -> Fmt.pf fmt "; ") pp_tree)
trees
let pp fmt = function
| GBModel gb -> Fmt.pf fmt "GBModel (%a)" pp_gb_model gb
| DTModel dt -> Fmt.pf fmt "DTModel (%a)" pp_tree dt
let rec tree_of_json json =
match member "value" json with
| `Float f -> Leaf f
| `Int i -> Leaf (score_of_int i)
| `Null ->
Node
{ threshold = member "threshold" json |> to_score
; feature = member "feature" json |> to_string
; left = member "left" json |> tree_of_json
; right = member "right" json |> tree_of_json
}
| _ -> Fmt.failwith "Invalid tree structure in JSON"
let model_of_json json =
let is_gb = member "gradient_boost" json |> to_bool in
let model_data = member "model" json in
if is_gb then
GBModel
{
init_value = member "init_value" model_data |> to_score
; trees = member "trees" model_data |> to_list |> List.map tree_of_json
}
else DTModel (tree_of_json model_data)
let read_models_from_file filename =
let json = Yojson.Safe.from_file filename in
json |> to_assoc
|> List.map (fun (solver_name, solver_json) ->
(solver_name, model_of_json solver_json) )
let rec eval_tree (feats : int FeatMap.t) = function
| Leaf v -> v
| Node { feature; threshold; left; right } ->
let value = score_of_int (FeatMap.find_def0 feature feats) in
if compare_score value threshold <= 0 then eval_tree feats left
else eval_tree feats right
let choose_best scores =
match List.sort (fun (a, _) (b, _) -> compare_score a b) scores with
| [] | [ _ ] -> assert false
| (_, hd) :: _ -> hd
let predict (feats : int FeatMap.t) = function
| DTModel t -> eval_tree feats t
| GBModel gb ->
let sum =
List.fold_left (fun acc t -> acc +. eval_tree feats t) 0.0 gb.trees
in
gb.init_value +. sum