lipton bbse imported

lipton_bbse/labelshift.py

@@ -0,0 +1,72 @@
+import numpy as np
+
+#---------------------- utility functions used ----------------------------
+def idx2onehot(a,k):
+    a=a.astype(int)
+    b = np.zeros((a.size, k))
+    b[np.arange(a.size), a] = 1
+    return b
+
+
+def confusion_matrix(ytrue, ypred,k):
+    # C[i,j] denotes the frequency of ypred = i, ytrue = j.
+    n = ytrue.size
+    C = np.dot(idx2onehot(ypred,k).T,idx2onehot(ytrue,k))
+    return C/n
+
+def confusion_matrix_probabilistic(ytrue, ypred,k):
+    # Input is probabilistic classifiers in forms of n by k matrices
+    n,d = np.shape(ypred)
+    C = np.dot(ypred.T, idx2onehot(ytrue,k))
+    return C/n
+
+
+def calculate_marginal(y,k):
+    mu = np.zeros(shape=(k,1))
+    for i in range(k):
+        mu[i] = np.count_nonzero(y == i)
+    return mu/np.size(y)
+
+def calculate_marginal_probabilistic(y,k):
+    return np.mean(y,axis=0)
+
+def estimate_labelshift_ratio(ytrue_s, ypred_s, ypred_t,k):
+    if ypred_s.ndim == 2: # this indicates that it is probabilistic
+        C = confusion_matrix_probabilistic(ytrue_s,ypred_s,k)
+        mu_t = calculate_marginal_probabilistic(ypred_t, k)
+    else:
+        C = confusion_matrix(ytrue_s, ypred_s,k)
+        mu_t = calculate_marginal(ypred_t, k)
+    lamb = (1/min(len(ypred_s),len(ypred_t)))
+    wt = np.linalg.solve(np.dot(C.T, C)+lamb*np.eye(k), np.dot(C.T, mu_t))
+    return wt
+
+def estimate_target_dist(wt, ytrue_s,k):
+    ''' Input:
+    - wt:    This is the output of estimate_labelshift_ratio)
+    - ytrue_s:      This is the list of true labels from validation set
+
+    Output:
+    - An estimation of the true marginal distribution of the target set.
+    '''
+    mu_t = calculate_marginal(ytrue_s,k)
+    return wt*mu_t
+
+# functions that convert beta to w and converge w to a corresponding weight function.
+def beta_to_w(beta, y, k):
+    w = []
+    for i in range(k):
+        w.append(np.mean(beta[y.astype(int) == i]))
+    w = np.array(w)
+    return w
+
+# a function that converts w to beta.
+def w_to_beta(w,y):
+    return w[y.astype(int)]
+
+def w_to_weightfunc(w):
+    return lambda x, y: w[y.astype(int)]
+
+
+
+#----------------------------------------------------------------------------

quacc/baseline.py

@@ -1,16 +1,18 @@
 from statistics import mean
-from typing import Dict, assert_type
-from unittest.mock import Base
-from sklearn import clone
+from typing import Dict
+
+import numpy as np
+import quapy as qp
+from quapy.data import LabelledCollection
 from sklearn.base import BaseEstimator
 from sklearn.model_selection import cross_validate
-from quapy.data import LabelledCollection
-from elsahar19.rca import clone_fit
-import garg22_ATC.ATC_helper as atc
-import numpy as np
-import jiang18_trustscore.trustscore as trustscore
-import guillory21_doc.doc as doc
+
 import elsahar19_rca.rca as rca
+import garg22_ATC.ATC_helper as atc
+import guillory21_doc.doc as doc
+import jiang18_trustscore.trustscore as trustscore
+import lipton_bbse.labelshift as bbse
+
 
 def kfcv(c_model: BaseEstimator, validation: LabelledCollection) -> Dict:
     scoring = ["f1_macro"]
@@ -146,3 +148,18 @@ def rca_star_score(
     return rca.get_score(val2_pred1, val2_pred2, validation2.y)
 
     
+def bbse_score(
+    c_model: BaseEstimator,
+    validation: LabelledCollection,
+    test: LabelledCollection,
+    predict_method="predict_proba",
+):
+
+    c_model_predict = getattr(c_model, predict_method)
+    val_probs, val_labels = c_model_predict(validation.X), validation.y
+    test_probs = c_model_predict(test.X)
+
+    wt = bbse.estimate_labelshift_ratio(val_labels, val_probs, test_probs, 2)
+    estim_prev = bbse.estimate_target_dist(wt, val_labels, 2)
+    true_prev = test.prevalence()
+    return qp.error.ae(true_prev, estim_prev)