Add multi-GPU support for age-bin evaluation and refactor aggregation logic

evaluate_age.py

@@ -4,13 +4,19 @@ import argparse
 import json
 import math
 import os
+import multiprocessing as mp
 from typing import List, Sequence, Tuple
 
+import pandas as pd
 import torch
 from torch.utils.data import DataLoader, random_split
 
 from dataset import HealthDataset, health_collate_fn
-from evaluation_age_time_dependent import EvalAgeConfig, evaluate_time_dependent_age_bins
+from evaluation_age_time_dependent import (
+    EvalAgeConfig,
+    aggregate_age_bin_results,
+    evaluate_time_dependent_age_bins,
+)
 from losses import DiscreteTimeCIFNLLLoss, ExponentialNLLLoss, PiecewiseExponentialCIFNLLLoss
 from model import DelphiFork, SapDelphi, SimpleHead
 
@@ -39,6 +45,144 @@ def _edges_to_bins(edges: Sequence[float]) -> List[Tuple[float, float]]:
     return [(float(edges[i]), float(edges[i + 1])) for i in range(len(edges) - 1)]
 
 
+def _parse_gpus(gpus: str | None) -> List[int]:
+    if gpus is None:
+        return []
+    s = gpus.strip()
+    if not s:
+        return []
+    parts = [p.strip() for p in s.split(",") if p.strip()]
+    out: List[int] = []
+    for p in parts:
+        out.append(int(p))
+    return out
+
+
+def _worker_eval_mcs_on_gpu(
+    queue: "mp.Queue",
+    *,
+    run_dir: str,
+    split: str,
+    data_prefix_override: str | None,
+    horizons: List[float],
+    age_bins: List[Tuple[float, float]],
+    topk_percents: List[float],
+    n_mc: int,
+    seed: int,
+    batch_size: int,
+    num_workers: int,
+    gpu_id: int,
+    mc_indices: List[int],
+    out_path: str,
+) -> None:
+    """Worker process: evaluate a subset of MC indices on a single GPU."""
+    try:
+        ckpt_path = os.path.join(run_dir, "best_model.pt")
+        cfg_path = os.path.join(run_dir, "train_config.json")
+        with open(cfg_path, "r") as f:
+            cfg = json.load(f)
+
+        data_prefix = (
+            data_prefix_override
+            if data_prefix_override is not None
+            else cfg.get("data_prefix", "ukb")
+        )
+
+        full_cov = bool(cfg.get("full_cov", False))
+        cov_list = None if full_cov else ["bmi", "smoking", "alcohol"]
+        dataset = HealthDataset(data_prefix=data_prefix,
+                                covariate_list=cov_list)
+
+        train_ratio = float(cfg.get("train_ratio", 0.7))
+        val_ratio = float(cfg.get("val_ratio", 0.15))
+        seed_split = int(cfg.get("random_seed", 42))
+
+        n_total = len(dataset)
+        n_train = int(n_total * train_ratio)
+        n_val = int(n_total * val_ratio)
+        n_test = n_total - n_train - n_val
+
+        train_ds, val_ds, test_ds = random_split(
+            dataset,
+            [n_train, n_val, n_test],
+            generator=torch.Generator().manual_seed(seed_split),
+        )
+
+        if split == "train":
+            ds = train_ds
+        elif split == "val":
+            ds = val_ds
+        elif split == "test":
+            ds = test_ds
+        else:
+            ds = dataset
+
+        loader = DataLoader(
+            ds,
+            batch_size=int(batch_size),
+            shuffle=False,
+            collate_fn=health_collate_fn,
+            num_workers=int(num_workers),
+            pin_memory=True,
+        )
+
+        criterion, out_dims = build_criterion_and_out_dims(
+            loss_type=str(cfg["loss_type"]),
+            n_disease=int(dataset.n_disease),
+            bin_edges=cfg.get("bin_edges", [0.0, 1.0, float("inf")]),
+            lambda_reg=float(cfg.get("lambda_reg", 0.0)),
+        )
+
+        model = build_model(str(cfg["model_type"]), dataset=dataset, cfg=cfg)
+        head = SimpleHead(n_embd=int(cfg["n_embd"]), out_dims=out_dims)
+
+        device = torch.device(f"cuda:{int(gpu_id)}")
+        checkpoint = torch.load(ckpt_path, map_location=device)
+
+        model.load_state_dict(checkpoint["model_state_dict"], strict=True)
+        head.load_state_dict(checkpoint["head_state_dict"], strict=True)
+        if "criterion_state_dict" in checkpoint:
+            try:
+                criterion.load_state_dict(
+                    checkpoint["criterion_state_dict"], strict=False)
+            except Exception:
+                pass
+
+        model.to(device)
+        head.to(device)
+        criterion.to(device)
+
+        frames: List[pd.DataFrame] = []
+        for mc_idx in mc_indices:
+            eval_cfg = EvalAgeConfig(
+                horizons_years=horizons,
+                age_bins=age_bins,
+                topk_percents=topk_percents,
+                n_mc=1,
+                seed=int(seed),
+                cause_ids=None,
+            )
+
+            df_by_bin, _df_agg_unused = evaluate_time_dependent_age_bins(
+                model=model,
+                head=head,
+                criterion=criterion,
+                dataloader=loader,
+                n_disease=int(dataset.n_disease),
+                cfg=eval_cfg,
+                device=device,
+                mc_offset=int(mc_idx),
+            )
+            frames.append(df_by_bin)
+
+        df_all = pd.concat(frames, ignore_index=True) if len(
+            frames) else pd.DataFrame()
+        df_all.to_csv(out_path, index=False)
+        queue.put({"ok": True, "out_path": out_path})
+    except Exception as e:
+        queue.put({"ok": False, "error": repr(e)})
+
+
 def build_criterion_and_out_dims(loss_type: str, n_disease: int, bin_edges, lambda_reg: float):
     if loss_type == "exponential":
         criterion = ExponentialNLLLoss(lambda_reg=lambda_reg)
@@ -134,6 +278,13 @@ def main() -> None:
     parser.add_argument("--n_mc", type=int, default=5)
     parser.add_argument("--seed", type=int, default=0)
 
+    parser.add_argument(
+        "--gpus",
+        type=str,
+        default=None,
+        help="Comma-separated GPU ids to parallelize MC runs (one worker per GPU; one MC per GPU at a time). Example: --gpus 0,1,3",
+    )
+
     parser.add_argument("--device", type=str,
                         default="cuda" if torch.cuda.is_available() else "cpu")
     parser.add_argument("--batch_size", type=int, default=256)
@@ -232,16 +383,6 @@ def main() -> None:
         cause_ids=None,
     )
 
-    df_by_bin, df_agg = evaluate_time_dependent_age_bins(
-        model=model,
-        head=head,
-        criterion=criterion,
-        dataloader=loader,
-        n_disease=int(dataset.n_disease),
-        cfg=eval_cfg,
-        device=device,
-    )
-
     if args.out_prefix is None:
         out_prefix = os.path.join(
             args.run_dir, f"age_bin_time_dependent_{args.split}")
@@ -251,9 +392,91 @@ def main() -> None:
     out_bin = out_prefix + "_by_bin.csv"
     out_agg = out_prefix + "_agg.csv"
 
+    gpus = _parse_gpus(args.gpus)
+    if len(gpus) <= 1:
+        df_by_bin, df_agg = evaluate_time_dependent_age_bins(
+            model=model,
+            head=head,
+            criterion=criterion,
+            dataloader=loader,
+            n_disease=int(dataset.n_disease),
+            cfg=eval_cfg,
+            device=device,
+        )
+
+        df_by_bin.to_csv(out_bin, index=False)
+        df_agg.to_csv(out_agg, index=False)
+        print(f"Wrote: {out_bin}")
+        print(f"Wrote: {out_agg}")
+        return
+
+    if not torch.cuda.is_available():
+        raise SystemExit("--gpus was provided but CUDA is not available")
+
+    # Multi-GPU path: run MC indices in parallel across GPUs (one worker per GPU).
+    mc_indices_all = list(range(int(args.n_mc)))
+    per_gpu: List[Tuple[int, List[int]]] = []
+    for pos, gpu_id in enumerate(gpus):
+        assigned = [i for i in mc_indices_all if (i % len(gpus)) == pos]
+        if assigned:
+            per_gpu.append((int(gpu_id), assigned))
+
+    ctx = mp.get_context("spawn")
+    queue: "mp.Queue" = ctx.Queue()
+    procs: List[mp.Process] = []
+    tmp_paths: List[str] = []
+
+    for gpu_id, mc_idxs in per_gpu:
+        tmp_path = f"{out_prefix}__tmp_gpu{gpu_id}.csv"
+        tmp_paths.append(tmp_path)
+        p = ctx.Process(
+            target=_worker_eval_mcs_on_gpu,
+            kwargs=dict(
+                queue=queue,
+                run_dir=str(args.run_dir),
+                split=str(args.split),
+                data_prefix_override=(
+                    str(args.data_prefix) if args.data_prefix is not None else None
+                ),
+                horizons=_parse_floats(args.horizons),
+                age_bins=age_bins,
+                topk_percents=[float(x) for x in args.topk_percent],
+                n_mc=int(args.n_mc),
+                seed=int(args.seed),
+                batch_size=int(args.batch_size),
+                num_workers=int(args.num_workers),
+                gpu_id=int(gpu_id),
+                mc_indices=mc_idxs,
+                out_path=tmp_path,
+            ),
+        )
+        p.start()
+        procs.append(p)
+
+    results = [queue.get() for _ in range(len(procs))]
+    for p in procs:
+        p.join()
+
+    for r in results:
+        if not r.get("ok", False):
+            raise SystemExit(f"Worker failed: {r.get('error')}")
+
+    frames = [pd.read_csv(p) for p in tmp_paths if os.path.exists(p)]
+    df_by_bin = pd.concat(frames, ignore_index=True) if len(
+        frames) else pd.DataFrame()
+    df_agg = aggregate_age_bin_results(df_by_bin)
+
     df_by_bin.to_csv(out_bin, index=False)
     df_agg.to_csv(out_agg, index=False)
 
+    # Best-effort cleanup.
+    for p in tmp_paths:
+        try:
+            if os.path.exists(p):
+                os.remove(p)
+        except Exception:
+            pass
+
     print(f"Wrote: {out_bin}")
     print(f"Wrote: {out_agg}")
 

evaluation_age_time_dependent.py

@@ -18,6 +18,158 @@ from utils import (
 )
 
 
+def aggregate_age_bin_results(df_by_bin: pd.DataFrame) -> pd.DataFrame:
+    """Aggregate per-bin age evaluation results.
+
+    Produces both:
+      - macro: unweighted mean over bins with n_samples>0
+      - weighted: weighted mean over bins using weights=n_samples
+
+    Then aggregates across MC repetitions (mean/std).
+
+    Requires df_by_bin to include:
+        mc_idx, horizon_tau, topk_percent, cause_id, age_bin_id,
+        n_samples, n_positives, auc, auprc, recall_at_K, precision_at_K, brier_score
+
+    Returns:
+        DataFrame keyed by (agg_type, horizon_tau, topk_percent, cause_id)
+    """
+    if df_by_bin is None or len(df_by_bin) == 0:
+        return pd.DataFrame(
+            columns=[
+                "agg_type",
+                "horizon_tau",
+                "topk_percent",
+                "cause_id",
+                "n_mc",
+                "n_bins_used_mean",
+                "n_samples_total_mean",
+                "n_positives_total_mean",
+                "auc_mean",
+                "auc_std",
+                "auprc_mean",
+                "auprc_std",
+                "recall_at_K_mean",
+                "recall_at_K_std",
+                "precision_at_K_mean",
+                "precision_at_K_std",
+                "brier_score_mean",
+                "brier_score_std",
+            ]
+        )
+
+    def _bin_aggregate(group: pd.DataFrame, *, weighted: bool) -> pd.Series:
+        g = group[group["n_samples"] > 0]
+        if len(g) == 0:
+            return pd.Series(
+                dict(
+                    n_bins_used=0,
+                    n_samples_total=0,
+                    n_positives_total=0,
+                    auc=float("nan"),
+                    auprc=float("nan"),
+                    recall_at_K=float("nan"),
+                    precision_at_K=float("nan"),
+                    brier_score=float("nan"),
+                )
+            )
+
+        n_bins_used = int(g["age_bin_id"].nunique())
+        n_samples_total = int(g["n_samples"].sum())
+        n_positives_total = int(g["n_positives"].sum())
+
+        if not weighted:
+            return pd.Series(
+                dict(
+                    n_bins_used=n_bins_used,
+                    n_samples_total=n_samples_total,
+                    n_positives_total=n_positives_total,
+                    auc=float(g["auc"].mean()),
+                    auprc=float(g["auprc"].mean()),
+                    recall_at_K=float(g["recall_at_K"].mean()),
+                    precision_at_K=float(g["precision_at_K"].mean()),
+                    brier_score=float(g["brier_score"].mean()),
+                )
+            )
+
+        w = g["n_samples"].to_numpy(dtype=float)
+        w_sum = float(w.sum())
+        if w_sum <= 0.0:
+            return pd.Series(
+                dict(
+                    n_bins_used=n_bins_used,
+                    n_samples_total=n_samples_total,
+                    n_positives_total=n_positives_total,
+                    auc=float("nan"),
+                    auprc=float("nan"),
+                    recall_at_K=float("nan"),
+                    precision_at_K=float("nan"),
+                    brier_score=float("nan"),
+                )
+            )
+
+        def _wavg(col: str) -> float:
+            return float(np.average(g[col].to_numpy(dtype=float), weights=w))
+
+        return pd.Series(
+            dict(
+                n_bins_used=n_bins_used,
+                n_samples_total=n_samples_total,
+                n_positives_total=n_positives_total,
+                auc=_wavg("auc"),
+                auprc=_wavg("auprc"),
+                recall_at_K=_wavg("recall_at_K"),
+                precision_at_K=_wavg("precision_at_K"),
+                brier_score=_wavg("brier_score"),
+            )
+        )
+
+    group_keys = ["mc_idx", "horizon_tau", "topk_percent", "cause_id"]
+
+    df_mc_macro = (
+        df_by_bin.groupby(group_keys)
+        .apply(lambda g: _bin_aggregate(g, weighted=False))
+        .reset_index()
+    )
+    df_mc_macro["agg_type"] = "macro"
+
+    df_mc_weighted = (
+        df_by_bin.groupby(group_keys)
+        .apply(lambda g: _bin_aggregate(g, weighted=True))
+        .reset_index()
+    )
+    df_mc_weighted["agg_type"] = "weighted"
+
+    df_mc_binagg = pd.concat([df_mc_macro, df_mc_weighted], ignore_index=True)
+
+    df_agg = (
+        df_mc_binagg.groupby(
+            ["agg_type", "horizon_tau", "topk_percent", "cause_id"], as_index=False
+        )
+        .agg(
+            n_mc=("mc_idx", "nunique"),
+            n_bins_used_mean=("n_bins_used", "mean"),
+            n_samples_total_mean=("n_samples_total", "mean"),
+            n_positives_total_mean=("n_positives_total", "mean"),
+            auc_mean=("auc", "mean"),
+            auc_std=("auc", "std"),
+            auprc_mean=("auprc", "mean"),
+            auprc_std=("auprc", "std"),
+            recall_at_K_mean=("recall_at_K", "mean"),
+            recall_at_K_std=("recall_at_K", "std"),
+            precision_at_K_mean=("precision_at_K", "mean"),
+            precision_at_K_std=("precision_at_K", "std"),
+            brier_score_mean=("brier_score", "mean"),
+            brier_score_std=("brier_score", "std"),
+        )
+        .sort_values(
+            ["agg_type", "horizon_tau", "topk_percent", "cause_id"],
+            ignore_index=True,
+        )
+    )
+    return df_agg
+
+
 def _binary_roc_auc(y_true: np.ndarray, y_score: np.ndarray) -> float:
     """Compute ROC AUC for binary labels with tie-aware ranking.
 
@@ -138,6 +290,7 @@ def evaluate_time_dependent_age_bins(
     n_disease: int,
     cfg: EvalAgeConfig,
     device: str | torch.device,
+    mc_offset: int = 0,
 ) -> Tuple[pd.DataFrame, pd.DataFrame]:
     """Delphi-2M-style age-bin evaluation with strict horizon alignment.
 
@@ -196,6 +349,7 @@ def evaluate_time_dependent_age_bins(
     ]
 
     for mc_idx in range(int(cfg.n_mc)):
+        global_mc_idx = int(mc_offset) + int(mc_idx)
         # tqdm over batches; include MC idx in description.
         for batch_idx, batch in enumerate(
             tqdm(dataloader,
@@ -216,7 +370,7 @@ def evaluate_time_dependent_age_bins(
                     # Diversify RNG stream across MC/tau/bin/batch to reduce correlation.
                     seed = (
                         int(cfg.seed)
-                        + (100_000 * int(mc_idx))
+                        + (100_000 * int(global_mc_idx))
                         + (1_000 * int(tau_idx))
                         + (10 * int(bin_idx))
                         + int(batch_idx)
@@ -277,6 +431,7 @@ def evaluate_time_dependent_age_bins(
     rows_by_bin: List[Dict[str, float | int]] = []
 
     for mc_idx in range(int(cfg.n_mc)):
+        global_mc_idx = int(mc_offset) + int(mc_idx)
         for h_idx, tau_y in enumerate(horizons_years):
             for bin_idx, (a_lo, a_hi) in enumerate(age_bins):
                 if len(y_true[mc_idx][h_idx][bin_idx]) == 0:
@@ -287,7 +442,7 @@ def evaluate_time_dependent_age_bins(
                         for k_percent in topk_percents:
                             rows_by_bin.append(
                                 dict(
-                                    mc_idx=mc_idx,
+                                    mc_idx=global_mc_idx,
                                     age_bin_id=bin_idx,
                                     age_bin_low=float(a_lo),
                                     age_bin_high=float(a_hi),
@@ -332,7 +487,7 @@ def evaluate_time_dependent_age_bins(
                             yk, pk, float(k_percent))
                         rows_by_bin.append(
                             dict(
-                                mc_idx=mc_idx,
+                                mc_idx=global_mc_idx,
                                 age_bin_id=bin_idx,
                                 age_bin_low=float(a_lo),
                                 age_bin_high=float(a_hi),
@@ -351,115 +506,6 @@ def evaluate_time_dependent_age_bins(
 
     df_by_bin = pd.DataFrame(rows_by_bin)
 
-    def _bin_aggregate(group: pd.DataFrame, *, weighted: bool) -> pd.Series:
-        g = group[group["n_samples"] > 0]
-        if len(g) == 0:
-            return pd.Series(
-                dict(
-                    n_bins_used=0,
-                    n_samples_total=0,
-                    n_positives_total=0,
-                    auc=float("nan"),
-                    auprc=float("nan"),
-                    recall_at_K=float("nan"),
-                    precision_at_K=float("nan"),
-                    brier_score=float("nan"),
-                )
-            )
-
-        n_bins_used = int(g["age_bin_id"].nunique())
-        n_samples_total = int(g["n_samples"].sum())
-        n_positives_total = int(g["n_positives"].sum())
-
-        if not weighted:
-            return pd.Series(
-                dict(
-                    n_bins_used=n_bins_used,
-                    n_samples_total=n_samples_total,
-                    n_positives_total=n_positives_total,
-                    auc=float(g["auc"].mean()),
-                    auprc=float(g["auprc"].mean()),
-                    recall_at_K=float(g["recall_at_K"].mean()),
-                    precision_at_K=float(g["precision_at_K"].mean()),
-                    brier_score=float(g["brier_score"].mean()),
-                )
-            )
-
-        w = g["n_samples"].to_numpy(dtype=float)
-        w_sum = float(w.sum())
-        if w_sum <= 0.0:
-            return pd.Series(
-                dict(
-                    n_bins_used=n_bins_used,
-                    n_samples_total=n_samples_total,
-                    n_positives_total=n_positives_total,
-                    auc=float("nan"),
-                    auprc=float("nan"),
-                    recall_at_K=float("nan"),
-                    precision_at_K=float("nan"),
-                    brier_score=float("nan"),
-                )
-            )
-
-        def _wavg(col: str) -> float:
-            return float(np.average(g[col].to_numpy(dtype=float), weights=w))
-
-        return pd.Series(
-            dict(
-                n_bins_used=n_bins_used,
-                n_samples_total=n_samples_total,
-                n_positives_total=n_positives_total,
-                auc=_wavg("auc"),
-                auprc=_wavg("auprc"),
-                recall_at_K=_wavg("recall_at_K"),
-                precision_at_K=_wavg("precision_at_K"),
-                brier_score=_wavg("brier_score"),
-            )
-        )
-
-    group_keys = ["mc_idx", "horizon_tau", "topk_percent", "cause_id"]
-
-    df_mc_macro = (
-        df_by_bin.groupby(group_keys)
-        .apply(lambda g: _bin_aggregate(g, weighted=False))
-        .reset_index()
-    )
-    df_mc_macro["agg_type"] = "macro"
-
-    df_mc_weighted = (
-        df_by_bin.groupby(group_keys)
-        .apply(lambda g: _bin_aggregate(g, weighted=True))
-        .reset_index()
-    )
-    df_mc_weighted["agg_type"] = "weighted"
-
-    df_mc_binagg = pd.concat([df_mc_macro, df_mc_weighted], ignore_index=True)
-
-    # Then average over MC repetitions.
-    df_agg = (
-        df_mc_binagg.groupby(
-            ["agg_type", "horizon_tau", "topk_percent", "cause_id"], as_index=False
-        )
-        .agg(
-            n_mc=("mc_idx", "nunique"),
-            n_bins_used_mean=("n_bins_used", "mean"),
-            n_samples_total_mean=("n_samples_total", "mean"),
-            n_positives_total_mean=("n_positives_total", "mean"),
-            auc_mean=("auc", "mean"),
-            auc_std=("auc", "std"),
-            auprc_mean=("auprc", "mean"),
-            auprc_std=("auprc", "std"),
-            recall_at_K_mean=("recall_at_K", "mean"),
-            recall_at_K_std=("recall_at_K", "std"),
-            precision_at_K_mean=("precision_at_K", "mean"),
-            precision_at_K_std=("precision_at_K", "std"),
-            brier_score_mean=("brier_score", "mean"),
-            brier_score_std=("brier_score", "std"),
-        )
-        .sort_values(
-            ["agg_type", "horizon_tau", "topk_percent", "cause_id"],
-            ignore_index=True,
-        )
-    )
+    df_agg = aggregate_age_bin_results(df_by_bin)
 
     return df_by_bin, df_agg