Converting Esgpt caching to work for MEDS datasets

.github/workflows/tests.yaml

@@ -19,10 +19,10 @@ jobs:
       - name: Checkout
         uses: actions/checkout@v3
 
-      - name: Set up Python 3.11
+      - name: Set up Python 3.12
         uses: actions/setup-python@v3
         with:
-          python-version: "3.11"
+          python-version: "3.12"
 
       - name: Install packages
         run: |

.pre-commit-config.yaml

@@ -38,6 +38,7 @@ repos:
     rev: v2.2.0
     hooks:
       - id: autoflake
+        args: [--in-place, --remove-all-unused-imports]
 
   # python upgrading syntax to newer version
   - repo: https://github.com/asottile/pyupgrade

README.md

@@ -1,8 +1,10 @@
 # Scalable tabularization and tabular feature usage utilities over generic MEDS datasets
+
 This repository provides utilities and scripts to run limited automatic tabular ML pipelines for generic MEDS
 datasets.
 
 #### Q1: What do you mean "tabular pipelines"? Isn't _all_ structured EHR data already tabular?
+
 This is a common misconception. _Tabular_ data refers to data that can be organized in a consistent, logical
 set of rows/columns such that the entirety of a "sample" or "instance" for modeling or analysis is contained
 in a single row, and the set of columns possibly observed (there can be missingness) is consistent across all
@@ -15,28 +17,62 @@ or future windows in time to produce a single row per patient with a consistent,
 (though there may still be missingness).
 
 #### Q2: Why not other systems?
-  - [TemporAI](https://github.com/vanderschaarlab/temporai) is the most natural competitor, and already
-    supports AutoML capabilities. However, TemporAI (as of now) does not support generic MEDS datasets, and it
-    is not clear if their AutoML systems will scale to the size of datasets we need to support. But, further
-    investigation is needed, and it may be the case that the best solution here is simply to write a custom
-    data source for MEDS data within TemporAI and leverage their tools.
+
+- [TemporAI](https://github.com/vanderschaarlab/temporai) is the most natural competitor, and already
+  supports AutoML capabilities. However, TemporAI (as of now) does not support generic MEDS datasets, and it
+  is not clear if their AutoML systems will scale to the size of datasets we need to support. But, further
+  investigation is needed, and it may be the case that the best solution here is simply to write a custom
+  data source for MEDS data within TemporAI and leverage their tools.
 
 # Installation
+
 Clone this repository and install the requirements by running `pip install .` in the root directory.
 
 # Usage
+
 This repository consists of two key pieces:
-  1. Construction of and efficient loading of tabular (flat, non-longitudinal) summary features describing
-     patient records in MEDS over arbitrary time-windows (e.g. 1 year, 6 months, etc.) either backwards or
-     forwards in time from a given index date. Naturally, only "look-back" windows should be used for
-     future-event prediction tasks; however, the capability to summarize "look-ahead" windows is also useful
-     for characterizing and describing the differences between patient populations statistically.
-  2. Running basic AutoML pipelines over these tabular features to predict arbitrary binary classification
-     downstream tasks defined over these datasets. The "AutoML" part of this is not particularly advanced --
-     what is more advanced is the efficient construction, storage, and loading of tabular features for the
-     candidate AutoML models, enabling a far more extensive search over different featurization strategies.
+
+1. Construction of and efficient loading of tabular (flat, non-longitudinal) summary features describing
+   patient records in MEDS over arbitrary time-windows (e.g. 1 year, 6 months, etc.) either backwards or
+   forwards in time from a given index date. Naturally, only "look-back" windows should be used for
+   future-event prediction tasks; however, the capability to summarize "look-ahead" windows is also useful
+   for characterizing and describing the differences between patient populations statistically.
+2. Running basic AutoML pipelines over these tabular features to predict arbitrary binary classification
+   downstream tasks defined over these datasets. The "AutoML" part of this is not particularly advanced --
+   what is more advanced is the efficient construction, storage, and loading of tabular features for the
+   candidate AutoML models, enabling a far more extensive search over different featurization strategies.
+
+### Scripts and Examples
+
+See `tests/test_tabularize_integration.py` for an example of the end-to-end pipeline being run on synthetic data. This
+script is a functional test that is also run with `pytest` to verify the correctness of the algorithm.
+
+#### Core Scripts:
+
+1. `scripts/identify_columns.py` loads all training shard to identify which feature columns
+   to generate tabular data for.
+2. `scripts/tabularize_static.py` Iterates through shards and generates tabular vectors for
+   each patient. There is a single row per patient for each shard.
+3. `scripts/summarize_over_windows.py` For each shard, iterates through window sizes and aggregations to and
+   horizontally concatenates the outputs to generate the final tabular representations at every event time for
+   every patient.
+4. `scripts/tabularize_merge` Aligns the time-series window aggregations (generated in the previous step) with
+   the static tabular vectors and caches them for training.
+5. `scripts/hf_cohort/aces_task_extraction.py` Generates the task labels and caches them with the event_id
+   indexes which align them with the nearest prior event in the tabular data.
+6. `scripts/xgboost_sweep.py` Tunes XGboost on methods. Iterates through the labels and corresponding tabular data.
+
+We run this on an example dataset using the following bash scripts in sequence:
+
+```bash
+bash hf_cohort_shard.sh  # processes the dataset into meds format
+bash hf_cohort_e2e.sh  # performs (steps 1-4 above)
+bash hf_cohort/aces_task.sh  # generates labels (step 5)
+bash xgboost.sh  # trains xgboos (step 6)
+```
 
 ## Feature Construction, Storage, and Loading
+
 Tabularization of a (raw) MEDS dataset is done by running the `scripts/data/tabularize.py` script. This script
 must inherently do a base level of preprocessing over the MEDS data, then will construct a sharded tabular
 representation that respects the overall sharding of the raw data. This script uses [Hydra](https://hydra.cc/)
@@ -45,14 +81,39 @@ to manage configuration, and the configuration file is located at `configs/tabul
 ## AutoML Pipelines
 
 # TODOs
-  1. Leverage the "event bound aggregation" capabilities of [ESGPT Task
-     Select](https://github.com/justin13601/ESGPTTaskQuerying/) to construct tabular summary features for
-     event-bound historical windows (e.g., until the prior admission, until the last diagnosis of some type,
-     etc.).
-  2. Support more feature aggregation functions.
-  3. Probably rename this repository, as the focus is really more on the tabularization and feature usage
-     utilities than on the AutoML pipelines themselves.
-  4. Import, rather than reimplement, the mapper utilities from the MEDS preprocessing repository.
-  5. Investigate the feasibility of using TemporAI for this task.
-  6. Consider splitting the feature construction and AutoML pipeline parts of this repository into separate
-     repositories.
+
+1. Leverage the "event bound aggregation" capabilities of [ESGPT Task
+   Select](https://github.com/justin13601/ESGPTTaskQuerying/) to construct tabular summary features for
+   event-bound historical windows (e.g., until the prior admission, until the last diagnosis of some type,
+   etc.).
+2. Support more feature aggregation functions.
+3. Probably rename this repository, as the focus is really more on the tabularization and feature usage
+   utilities than on the AutoML pipelines themselves.
+4. Import, rather than reimplement, the mapper utilities from the MEDS preprocessing repository.
+5. Investigate the feasibility of using TemporAI for this task.
+6. Consider splitting the feature construction and AutoML pipeline parts of this repository into separate
+   repositories.
+
+# YAML Configuration File
+
+- `MEDS_cohort_dir`: directory of MEDS format dataset that is ingested.
+- `tabularized_data_dir`: output directory of tabularized data.
+- `min_code_inclusion_frequency`: The base feature inclusion frequency that should be used to dictate
+  what features can be included in the flat representation. It can either be a float, in which
+  case it applies across all measurements, or `None`, in which case no filtering is applied, or
+  a dictionary from measurement type to a float dictating a per-measurement-type inclusion
+  cutoff.
+- `window_sizes`: Beyond writing out a raw, per-event flattened representation, the dataset also has
+  the capability to summarize these flattened representations over the historical windows
+  specified in this argument. These are strings specifying time deltas, using this syntax:
+  `link`\_. Each window size will be summarized to a separate directory, and will share the same
+  subject file split as is used in the raw representation files.
+- `codes`: A list of codes to include in the flat representation. If `None`, all codes will be included
+  in the flat representation.
+- `aggs`: A list of aggregations to apply to the raw representation. Must have length greater than 0.
+- `n_patients_per_sub_shard`: The number of subjects that should be included in each output file.
+  Lowering this number increases the number of files written, making the process of creating and
+  leveraging these files slower but more memory efficient.
+- `do_overwrite`: If `True`, this function will overwrite the data already stored in the target save
+  directory.
+- `seed`: The seed to use for random number generation.

configs/tabularize.yaml

@@ -7,29 +7,27 @@ min_code_inclusion_frequency: ???
 window_sizes: ???
 codes: null
 aggs:
+  - "static/present"
+  - "static/first"
   - "code/count"
-  - "code/time_since_last"
-  - "code/time_since_first"
   - "value/count"
   - "value/sum"
   - "value/sum_sqd"
   - "value/min"
-  - "value/time_since_min"
   - "value/max"
-  - "value/time_since_max"
-  - "value/last"
-  - "value/slope"
-  - "value/intercept"
-  - "value/residual/sum"
-  - "value/residual/sum_sqd"
-
+dynamic_threshold: 0.01
+numerical_value_threshold: 0.1
 
 # Sharding
 n_patients_per_sub_shard: null
 
 # Misc
 do_overwrite: False
+do_update: True
 seed: 1
+tqdm: False
+worker: 1
+test: False
 
 # Hydra
 hydra:

configs/xgboost_sweep.yaml

@@ -0,0 +1,60 @@
+# Raw data
+MEDS_cohort_dir: ???
+tabularized_data_dir: ???
+model_dir: ${tabularized_data_dir}/model
+
+# Pre-processing
+min_code_inclusion_frequency: 1
+window_sizes: [1d]
+codes: null
+aggs:
+  - "code/count"
+  - "value/sum"
+
+dynamic_threshold: 0.01
+numerical_value_threshold: 0.1
+
+# Sharding
+n_patients_per_sub_shard: null
+
+# Misc
+do_overwrite: False
+do_update: True
+seed: 1
+tqdm: True
+
+model:
+  booster: gbtree
+  device: cpu
+  tree_method: hist
+  objective: reg:squarederror
+
+iterator:
+  keep_data_in_memory: False
+
+# Hydra settings for sweep
+defaults:
+  - override hydra/sweeper: optuna
+  - override hydra/sweeper/sampler: tpe
+
+hydra:
+  verbose: False
+  sweep:
+    dir: ${tabularized_data_dir}/.logs/etl/${now:%Y-%m-%d_%H-%M-%S}
+  run:
+    dir: ${tabularized_data_dir}/.logs/etl/${now:%Y-%m-%d_%H-%M-%S}
+
+  # Optuna Sweeper
+  sweeper:
+    sampler:
+      seed: 1
+    storage: null
+    study_name: tabularize_study_${now:%Y-%m-%d_%H-%M-%S}
+    direction: minimize
+    n_trials: 10
+
+    # Define search space for Optuna
+    params:
+      window_sizes: choice([30d, 365d, full], [30d, full], [30d])
+      # iterator.keep_static_data_in_memory: choice([True], [False])
+      # iterator.keep_data_in_memory: choice([True], [False])

hf_cohort/aces_task.sh

@@ -0,0 +1,13 @@
+#!/usr/bin/env bash
+
+MEDS_DIR=/storage/shared/meds_tabular_ml/ebcl_dataset/processed/final_cohort
+OUTPUT_DIR=/storage/shared/meds_tabular_ml/ebcl_dataset/processed/tabularize
+# N_PARALLEL_WORKERS="$1"
+WINDOW_SIZES="window_sizes=[1d]"
+AGGS="aggs=[code/count,value/sum]"
+
+python /home/nassim/projects/MEDS_Tabular_AutoML/hf_cohort/aces_task_extraction.py \
+    MEDS_cohort_dir=$MEDS_DIR \
+    tabularized_data_dir=$OUTPUT_DIR \
+    min_code_inclusion_frequency=1 do_overwrite=False \
+    "$WINDOW_SIZES" "$AGGS"

hf_cohort/aces_task_extraction.py

@@ -0,0 +1,51 @@
+"""
+Setup Conda environment as described here: https://github.com/justin13601/ACES
+"""
+from pathlib import Path
+
+import hydra
+import polars as pl
+from aces import config, predicates, query
+from tqdm import tqdm
+
+
+@hydra.main(version_base=None, config_path="../configs", config_name="tabularize")
+def main(cfg):
+    # create task configuration object
+    task_cfg = config.TaskExtractorConfig.load(config_path="hf_cohort/task.yaml")
+
+    # setup directories
+    med_dir = Path(cfg.tabularized_data_dir)
+
+    # location of MEDS format Data
+    cohort_dir = med_dir.parent / "final_cohort"
+    # output directory for tables with event_ids and labels
+    output_dir = med_dir / "task"
+
+    shard_fps = list(cohort_dir.glob("*/*.parquet"))
+
+    for in_fp in tqdm(shard_fps):
+        out_fp = output_dir / "/".join(in_fp.parts[-2:])
+        out_fp.parent.mkdir(parents=True, exist_ok=True)
+        # one of the following
+        predicates_df = predicates.generate_predicates_df(task_cfg, in_fp, "meds")
+
+        # execute query
+        df_result = query.query(task_cfg, predicates_df)
+        label_df = (
+            df_result.select(pl.col(["subject_id", "trigger", "label"]))
+            .rename({"trigger": "timestamp", "subject_id": "patient_id"})
+            .sort(by=["patient_id", "timestamp"])
+        )
+        data_df = pl.scan_parquet(in_fp)
+        data_df = data_df.unique(subset=["patient_id", "timestamp"]).sort(by=["patient_id", "timestamp"])
+        data_df = data_df.with_row_index("event_id")
+        data_df = data_df.drop(["code", "numerical_value"])
+        output_df = label_df.lazy().join_asof(other=data_df, by="patient_id", on="timestamp")
+
+        # store it
+        output_df.collect().write_parquet(out_fp)
+
+
+if __name__ == "__main__":
+    main()

hf_cohort/config.yaml

@@ -0,0 +1,21 @@
+# Path to the task configuration file
+config_path: task.yaml
+
+# Raw Data
+data:
+  # Path to the data file or directory
+  path: /storage/shared/meds_tabular_ml/ebcl_dataset/processed/final_cohort/train/0.parquet
+
+  # Data standard, one of (csv, meds, esgpt)
+  standard: meds
+
+# Output Directory (saves as .parquet file)
+output_dir: results/
+
+# Hydra
+hydra:
+  job:
+    name: ACES_${now:%Y-%m-%d_%H-%M-%S}
+  run:
+    dir: ${ACES_dir}/.logs/${hydra.job.name}
+# aces-cli --config-dir='./' --config-name='config.yaml'

hf_cohort/hf_cohort_e2e.sh

@@ -0,0 +1,32 @@
+#!/usr/bin/env bash
+
+MEDS_DIR=/storage/shared/meds_tabular_ml/ebcl_dataset/processed
+OUTPUT_DIR=/storage/shared/meds_tabular_ml/ebcl_dataset/processed/tabularize
+# N_PARALLEL_WORKERS="$1"
+WINDOW_SIZES="window_sizes=[1d]"
+AGGS="aggs=[code/count,value/sum]"
+# WINDOW_SIZES="window_sizes=[1d,7d,30d,365d,full]"
+# AGGS="aggs=[static/present,static/first,code/count,value/count,value/sum,value/sum_sqd,value/min,value/max]"
+
+echo "Running identify_columns.py: Caching feature names and frequencies."
+rm -rf $OUTPUT_DIR
+POLARS_MAX_THREADS=32 python scripts/identify_columns.py \
+    MEDS_cohort_dir=$MEDS_DIR \
+    tabularized_data_dir=$OUTPUT_DIR \
+    min_code_inclusion_frequency=1 "$WINDOW_SIZES" do_overwrite=False "$AGGS"
+
+echo "Running tabularize_static.py: tabularizing static data"
+POLARS_MAX_THREADS=32 python scripts/tabularize_static.py \
+    MEDS_cohort_dir=$MEDS_DIR \
+    tabularized_data_dir=$OUTPUT_DIR \
+    min_code_inclusion_frequency=1 "$WINDOW_SIZES" do_overwrite=False "$AGGS"
+
+echo "Running summarize_over_windows.py with $N_PARALLEL_WORKERS workers in parallel"
+POLARS_MAX_THREADS=1 python scripts/summarize_over_windows.py \
+    --multirun \
+    worker="range(0,$N_PARALLEL_WORKERS)" \
+    hydra/launcher=joblib \
+    MEDS_cohort_dir=$MEDS_DIR \
+    tabularized_data_dir=$OUTPUT_DIR \
+    min_code_inclusion_frequency=1 do_overwrite=False \
+    "$WINDOW_SIZES" "$AGGS"