feat: OI nan 마스킹 / epsilon 통일 / 정밀도 우선 임계값 #1

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gihyeon merged 5 commits from feature/oi-nan-epsilon-precision-threshold into main 2026-03-01 23:57:32 +09:00
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@@ -118,8 +118,26 @@ def train_mlx(data_path: str, time_weight_decay: float = 2.0) -> float:
val_proba = model.predict_proba(X_val)
auc = roc_auc_score(y_val, val_proba)
print(f"\n검증 AUC: {auc:.4f}")
print(classification_report(y_val, (val_proba >= 0.60).astype(int)))
# 최적 임계값 탐색: 최소 재현율(0.15) 조건부 정밀도 최대화
from sklearn.metrics import precision_recall_curve
precisions, recalls, thresholds = precision_recall_curve(y_val, val_proba)
precisions, recalls = precisions[:-1], recalls[:-1]
MIN_RECALL = 0.15
valid_idx = np.where(recalls >= MIN_RECALL)[0]
if len(valid_idx) > 0:
best_idx = valid_idx[np.argmax(precisions[valid_idx])]
best_thr = float(thresholds[best_idx])
best_prec = float(precisions[best_idx])
best_rec = float(recalls[best_idx])
else:
best_thr, best_prec, best_rec = 0.50, 0.0, 0.0
print(f" [경고] recall >= {MIN_RECALL} 조건 만족 임계값 없음 → 기본값 0.50 사용")
print(f"\n검증 AUC: {auc:.4f} | 최적 임계값: {best_thr:.4f} "
f"(Precision={best_prec:.3f}, Recall={best_rec:.3f})")
print(classification_report(y_val, (val_proba >= best_thr).astype(int), zero_division=0))
MLX_MODEL_PATH.parent.mkdir(exist_ok=True)
model.save(MLX_MODEL_PATH)
@@ -133,6 +151,9 @@ def train_mlx(data_path: str, time_weight_decay: float = 2.0) -> float:
"date": datetime.now().isoformat(),
"backend": "mlx",
"auc": round(auc, 4),
"best_threshold": round(best_thr, 4),
"best_precision": round(best_prec, 3),
"best_recall": round(best_rec, 3),
"samples": len(dataset),
"train_sec": round(t3 - t2, 1),
"time_weight_decay": time_weight_decay,