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QuaPy/quapy/method/aggregative.py

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from abc import abstractmethod
from copy import deepcopy
from typing import Union
import numpy as np
from joblib import Parallel, delayed
from sklearn.base import BaseEstimator
from sklearn.calibration import CalibratedClassifierCV
from sklearn.metrics import confusion_matrix
from sklearn.model_selection import StratifiedKFold
from tqdm import tqdm
import quapy as qp
import quapy.functional as F
from quapy.classification.svmperf import SVMperf
from quapy.data import LabelledCollection
from quapy.method.base import BaseQuantifier, BinaryQuantifier
# Abstract classes
# ------------------------------------
class AggregativeQuantifier(BaseQuantifier):
"""
Abstract class for quantification methods that base their estimations on the aggregation of classification
results. Aggregative Quantifiers thus implement a _classify_ method and maintain a _learner_ attribute.
"""
@abstractmethod
def fit(self, data: LabelledCollection, fit_learner=True): ...
@property
def learner(self):
return self.learner_
@learner.setter
def learner(self, value):
self.learner_ = value
def classify(self, instances):
return self.learner.predict(instances)
def quantify(self, instances):
classif_predictions = self.classify(instances)
return self.aggregate(classif_predictions)
@abstractmethod
def aggregate(self, classif_predictions:np.ndarray): ...
def get_params(self, deep=True):
return self.learner.get_params()
def set_params(self, **parameters):
self.learner.set_params(**parameters)
@property
def n_classes(self):
return len(self.classes)
@property
def classes(self):
return self.learner.classes_
class AggregativeProbabilisticQuantifier(AggregativeQuantifier):
"""
Abstract class for quantification methods that base their estimations on the aggregation of posterior probabilities
as returned by a probabilistic classifier. Aggregative Probabilistic Quantifiers thus extend Aggregative
Quantifiers by implementing a _posterior_probabilities_ method returning values in [0,1] -- the posterior
probabilities.
"""
def posterior_probabilities(self, instances):
return self.learner.predict_proba(instances)
def predict_proba(self, instances):
return self.posterior_probabilities(instances)
def quantify(self, instances):
classif_posteriors = self.posterior_probabilities(instances)
return self.aggregate(classif_posteriors)
def set_params(self, **parameters):
if isinstance(self.learner, CalibratedClassifierCV):
parameters={'base_estimator__'+k:v for k,v in parameters.items()}
self.learner.set_params(**parameters)
# Helper
# ------------------------------------
def training_helper(learner,
data: LabelledCollection,
fit_learner: bool = True,
ensure_probabilistic=False,
val_split:Union[LabelledCollection, float]=None):
"""
Training procedure common to all Aggregative Quantifiers.
:param learner: the learner to be fit
:param data: the data on which to fit the learner. If requested, the data will be split before fitting the learner.
:param fit_learner: whether or not to fit the learner (if False, then bypasses any action)
:param ensure_probabilistic: if True, guarantees that the resulting classifier implements predict_proba (if the
learner is not probabilistic, then a CalibratedCV instance of it is trained)
:param val_split: if specified as a float, indicates the proportion of training instances that will define the
validation split (e.g., 0.3 for using 30% of the training set as validation data); if specified as a
LabelledCollection, represents the validation split itself
:return: the learner trained on the training set, and the unused data (a _LabelledCollection_ if train_val_split>0
or None otherwise) to be used as a validation set for any subsequent parameter fitting
"""
if fit_learner:
if ensure_probabilistic:
if not hasattr(learner, 'predict_proba'):
print(f'The learner {learner.__class__.__name__} does not seem to be probabilistic. '
f'The learner will be calibrated.')
learner = CalibratedClassifierCV(learner, cv=5)
if val_split is not None:
if isinstance(val_split, float):
if not (0 < val_split < 1):
raise ValueError(f'train/val split {val_split} out of range, must be in (0,1)')
train, unused = data.split_stratified(train_prop=1-val_split)
elif isinstance(val_split, LabelledCollection):
train = data
unused = val_split
else:
raise ValueError('param "val_split" not understood; use either a float indicating the split '
'proportion, or a LabelledCollection indicating the validation split')
else:
train, unused = data, None
if isinstance(learner, BaseQuantifier):
learner.fit(train)
else:
learner.fit(train.instances, train.labels)
else:
if ensure_probabilistic:
if not hasattr(learner, 'predict_proba'):
raise AssertionError('error: the learner cannot be calibrated since fit_learner is set to False')
unused = data
return learner, unused
# Methods
# ------------------------------------
class CC(AggregativeQuantifier):
"""
The most basic Quantification method. One that simply classifies all instances and countes how many have been
attributed each of the classes in order to compute class prevalence estimates.
"""
def __init__(self, learner:BaseEstimator):
self.learner = learner
def fit(self, data: LabelledCollection, fit_learner=True):
"""
Trains the Classify & Count method unless _fit_learner_ is False, in which case it is assumed to be already fit.
:param data: training data
:param fit_learner: if False, the classifier is assumed to be fit
:return: self
"""
self.learner, _ = training_helper(self.learner, data, fit_learner)
return self
def aggregate(self, classif_predictions):
return F.prevalence_from_labels(classif_predictions, self.n_classes)
class ACC(AggregativeQuantifier):
def __init__(self, learner:BaseEstimator):
self.learner = learner
def fit(self, data: LabelledCollection, fit_learner=True, val_split:Union[float, int, LabelledCollection]=0.4):
"""
Trains a ACC quantifier
:param data: the training set
:param fit_learner: set to False to bypass the training (the learner is assumed to be already fit)
:param val_split: either a float in (0,1) indicating the proportion of training instances to use for
validation (e.g., 0.3 for using 30% of the training set as validation data), or a LabelledCollection
indicating the validation set itself, or an int indicating the number k of folds to be used in kFCV
to estimate the parameters
:return: self
"""
if isinstance(val_split, int):
# kFCV estimation of parameters
y, y_ = [], []
kfcv = StratifiedKFold(n_splits=val_split)
pbar = tqdm(kfcv.split(*data.Xy), total=val_split)
for k, (training_idx, validation_idx) in enumerate(pbar):
pbar.set_description(f'{self.__class__.__name__} fitting fold {k}')
training = data.sampling_from_index(training_idx)
validation = data.sampling_from_index(validation_idx)
learner, val_data = training_helper(self.learner, training, fit_learner, val_split=validation)
y_.append(learner.predict(val_data.instances))
y.append(val_data.labels)
y = np.concatenate(y)
y_ = np.concatenate(y_)
class_count = data.counts()
# fit the learner on all data
self.learner.fit(*data.Xy)
else:
self.learner, val_data = training_helper(self.learner, data, fit_learner, val_split=val_split)
y_ = self.learner.predict(val_data.instances)
y = val_data.labels
class_count = val_data.counts()
self.cc = CC(self.learner)
# estimate the matrix with entry (i,j) being the estimate of P(yi|yj), that is, the probability that a
# document that belongs to yj ends up being classified as belonging to yi
self.Pte_cond_estim_ = confusion_matrix(y, y_).T / class_count
return self
def classify(self, data):
return self.cc.classify(data)
def aggregate(self, classif_predictions):
prevs_estim = self.cc.aggregate(classif_predictions)
return ACC.solve_adjustment(self.Pte_cond_estim_, prevs_estim)
@classmethod
def solve_adjustment(cls, PteCondEstim, prevs_estim):
# solve for the linear system Ax = B with A=PteCondEstim and B = prevs_estim
A = PteCondEstim
B = prevs_estim
try:
adjusted_prevs = np.linalg.solve(A, B)
adjusted_prevs = np.clip(adjusted_prevs, 0, 1)
adjusted_prevs /= adjusted_prevs.sum()
except np.linalg.LinAlgError:
adjusted_prevs = prevs_estim # no way to adjust them!
return adjusted_prevs
class PCC(AggregativeProbabilisticQuantifier):
def __init__(self, learner: BaseEstimator):
self.learner = learner
def fit(self, data: LabelledCollection, fit_learner=True):
self.learner, _ = training_helper(self.learner, data, fit_learner, ensure_probabilistic=True)
return self
def aggregate(self, classif_posteriors):
return F.prevalence_from_probabilities(classif_posteriors, binarize=False)
class PACC(AggregativeProbabilisticQuantifier):
def __init__(self, learner:BaseEstimator):
self.learner = learner
def fit(self, data: LabelledCollection, fit_learner=True, val_split:Union[float, int, LabelledCollection]=0.4):
"""
Trains a PACC quantifier
:param data: the training set
:param fit_learner: set to False to bypass the training (the learner is assumed to be already fit)
:param val_split: either a float in (0,1) indicating the proportion of training instances to use for
validation (e.g., 0.3 for using 30% of the training set as validation data), or a LabelledCollection
indicating the validation set itself, or an int indicating the number k of folds to be used in kFCV
to estimate the parameters
:return: self
"""
if isinstance(val_split, int):
# kFCV estimation of parameters
y, y_ = [], []
kfcv = StratifiedKFold(n_splits=val_split)
pbar = tqdm(kfcv.split(*data.Xy), total=val_split)
for k, (training_idx, validation_idx) in enumerate(pbar):
pbar.set_description(f'{self.__class__.__name__} fitting fold {k}')
training = data.sampling_from_index(training_idx)
validation = data.sampling_from_index(validation_idx)
learner, val_data = training_helper(
self.learner, training, fit_learner, ensure_probabilistic=True, val_split=validation)
y_.append(learner.predict_proba(val_data.instances))
y.append(val_data.labels)
y = np.concatenate(y)
y_ = np.vstack(y_)
# fit the learner on all data
self.learner.fit(*data.Xy)
else:
self.learner, val_data = training_helper(
self.learner, data, fit_learner, ensure_probabilistic=True, val_split=val_split)
y_ = self.learner.predict_proba(val_data.instances)
y = val_data.labels
self.pcc = PCC(self.learner)
# estimate the matrix with entry (i,j) being the estimate of P(yi|yj), that is, the probability that a
# document that belongs to yj ends up being classified as belonging to yi
confusion = np.empty(shape=(data.n_classes, data.n_classes))
for yi in range(data.n_classes):
confusion[yi] = y_[y==yi].mean(axis=0)
self.Pte_cond_estim_ = confusion.T
return self
def aggregate(self, classif_posteriors):
prevs_estim = self.pcc.aggregate(classif_posteriors)
return ACC.solve_adjustment(self.Pte_cond_estim_, prevs_estim)
def classify(self, data):
return self.pcc.classify(data)
class EMQ(AggregativeProbabilisticQuantifier):
MAX_ITER = 1000
EPSILON = 1e-4
def __init__(self, learner: BaseEstimator):
self.learner = learner
def fit(self, data: LabelledCollection, fit_learner=True):
self.learner, _ = training_helper(self.learner, data, fit_learner, ensure_probabilistic=True)
self.train_prevalence = F.prevalence_from_labels(data.labels, self.n_classes)
return self
def aggregate(self, classif_posteriors, epsilon=EPSILON):
priors, posteriors = self.EM(self.train_prevalence, classif_posteriors, epsilon)
return priors
def predict_proba(self, instances, epsilon=EPSILON):
classif_posteriors = self.learner.predict_proba(instances)
priors, posteriors = self.EM(self.train_prevalence, classif_posteriors, epsilon)
return posteriors
@classmethod
def EM(cls, tr_prev, posterior_probabilities, epsilon=EPSILON):
Px = posterior_probabilities
Ptr = np.copy(tr_prev)
qs = np.copy(Ptr) # qs (the running estimate) is initialized as the training prevalence
s, converged = 0, False
qs_prev_ = None
while not converged and s < EMQ.MAX_ITER:
# E-step: ps is Ps(y=+1|xi)
ps_unnormalized = (qs / Ptr) * Px
ps = ps_unnormalized / ps_unnormalized.sum(axis=1).reshape(-1,1)
# M-step: qs_pos is Ps+1(y=+1)
qs = ps.mean(axis=0)
if qs_prev_ is not None and qp.error.mae(qs, qs_prev_) < epsilon and s>10:
converged = True
qs_prev_ = qs
s += 1
if not converged:
raise UserWarning('the method has reached the maximum number of iterations; it might have not converged')
return qs, ps
class HDy(AggregativeProbabilisticQuantifier, BinaryQuantifier):
"""
Implementation of the method based on the Hellinger Distance y (HDy) proposed by
González-Castro, V., Alaiz-Rodrı́guez, R., and Alegre, E. (2013). Class distribution
estimation based on the Hellinger distance. Information Sciences, 218:146164.
"""
def __init__(self, learner: BaseEstimator):
self.learner = learner
def fit(self, data: LabelledCollection, fit_learner=True, val_split: Union[float, LabelledCollection]=0.4):
"""
Trains a HDy quantifier
:param data: the training set
:param fit_learner: set to False to bypass the training (the learner is assumed to be already fit)
:param val_split: either a float in (0,1) indicating the proportion of training instances to use for
validation (e.g., 0.3 for using 30% of the training set as validation data), or a LabelledCollection
indicating the validation set itself
:return: self
"""
self._check_binary(data, self.__class__.__name__)
self.learner, validation = training_helper(
self.learner, data, fit_learner, ensure_probabilistic=True, val_split=val_split)
Px = self.posterior_probabilities(validation.instances)[:,1] # takes only the P(y=+1|x)
self.Pxy1 = Px[validation.labels == 1]
self.Pxy0 = Px[validation.labels == 0]
return self
def aggregate(self, classif_posteriors):
# "In this work, the number of bins b used in HDx and HDy was chosen from 10 to 110 in steps of 10,
# and the final estimated a priori probability was taken as the median of these 11 estimates."
# (González-Castro, et al., 2013).
Px = classif_posteriors[:,1] # takes only the P(y=+1|x)
prev_estimations = []
for bins in np.linspace(10, 110, 11, dtype=int): #[10, 20, 30, ..., 100, 110]
Pxy0_density, _ = np.histogram(self.Pxy0, bins=bins, range=(0, 1), density=True)
Pxy1_density, _ = np.histogram(self.Pxy1, bins=bins, range=(0, 1), density=True)
Px_test, _ = np.histogram(Px, bins=bins, range=(0, 1), density=True)
prev_selected, min_dist = None, None
for prev in F.prevalence_linspace(n_prevalences=100, repeat=1, smooth_limits_epsilon=0.0):
Px_train = prev*Pxy1_density + (1 - prev)*Pxy0_density
hdy = F.HellingerDistance(Px_train, Px_test)
if prev_selected is None or hdy < min_dist:
prev_selected, min_dist = prev, hdy
prev_estimations.append(prev_selected)
pos_class_prev = np.median(prev_estimations)
return np.asarray([1-pos_class_prev, pos_class_prev])
class ELM(AggregativeQuantifier, BinaryQuantifier):
def __init__(self, svmperf_base, loss, **kwargs):
self.svmperf_base = svmperf_base
self.loss = loss
self.kwargs = kwargs
self.learner = SVMperf(self.svmperf_base, loss=self.loss, **self.kwargs)
def fit(self, data: LabelledCollection, fit_learner=True):
self._check_binary(data, self.__class__.__name__)
assert fit_learner, 'the method requires that fit_learner=True'
self.learner.fit(data.instances, data.labels)
return self
def aggregate(self, classif_predictions:np.ndarray):
return F.prevalence_from_labels(classif_predictions, self.learner.n_classes_)
def classify(self, X, y=None):
return self.learner.predict(X)
class SVMQ(ELM):
def __init__(self, svmperf_base, **kwargs):
super(SVMQ, self).__init__(svmperf_base, loss='q', **kwargs)
class SVMKLD(ELM):
def __init__(self, svmperf_base, **kwargs):
super(SVMKLD, self).__init__(svmperf_base, loss='kld', **kwargs)
class SVMNKLD(ELM):
def __init__(self, svmperf_base, **kwargs):
super(SVMNKLD, self).__init__(svmperf_base, loss='nkld', **kwargs)
class SVMAE(ELM):
def __init__(self, svmperf_base, **kwargs):
super(SVMAE, self).__init__(svmperf_base, loss='mae', **kwargs)
class SVMRAE(ELM):
def __init__(self, svmperf_base, **kwargs):
super(SVMRAE, self).__init__(svmperf_base, loss='mrae', **kwargs)
ClassifyAndCount = CC
AdjustedClassifyAndCount = ACC
ProbabilisticClassifyAndCount = PCC
ProbabilisticAdjustedClassifyAndCount = PACC
ExpectationMaximizationQuantifier = EMQ
HellingerDistanceY = HDy
ExplicitLossMinimisation = ELM
class OneVsAll(AggregativeQuantifier):
"""
Allows any binary quantifier to perform quantification on single-label datasets. The method maintains one binary
quantifier for each class, and then l1-normalizes the outputs so that the class prevelences sum up to 1.
This variant was used, along with the ExplicitLossMinimization quantifier in
Gao, W., Sebastiani, F.: From classification to quantification in tweet sentiment analysis.
Social Network Analysis and Mining 6(19), 122 (2016)
"""
def __init__(self, binary_quantifier, n_jobs=-1):
self.binary_quantifier = binary_quantifier
self.n_jobs = n_jobs
def fit(self, data: LabelledCollection, fit_learner=True):
assert not data.binary, \
f'{self.__class__.__name__} expect non-binary data'
assert isinstance(self.binary_quantifier, BaseQuantifier), \
f'{self.binary_quantifier} does not seem to be a Quantifier'
assert fit_learner==True, 'fit_learner must be True'
if not isinstance(self.binary_quantifier, BinaryQuantifier):
raise ValueError(f'{self.binary_quantifier.__class__.__name__} does not seem to be an instance of '
f'{BinaryQuantifier.__class__.__name__}')
self.dict_binary_quantifiers = {c: deepcopy(self.binary_quantifier) for c in data.classes_}
self.__parallel(self._delayed_binary_fit, data)
return self
def classify(self, instances):
# returns a matrix of shape (n,m) with n the number of instances and m the number of classes. The entry
# (i,j) is a binary value indicating whether instance i belongs to class j. The binary classifications are
# independent of each other, meaning that an instance can end up be attributed to 0, 1, or more classes.
classif_predictions_bin = self.__parallel(self._delayed_binary_classification, instances)
return classif_predictions_bin.T
def aggregate(self, classif_predictions_bin):
assert set(np.unique(classif_predictions_bin)).issubset({0,1}), \
'param classif_predictions_bin does not seem to be a valid matrix (ndarray) of binary ' \
'predictions for each document (row) and class (columns)'
prevalences = self.__parallel(self._delayed_binary_aggregate, classif_predictions_bin)
#prevalences = []
#for c in self.classes:
# prevalences.append(self._delayed_binary_aggregate(c, classif_predictions_bin))
#prevalences = np.asarray(prevalences)
return F.normalize_prevalence(prevalences)
def quantify(self, X):
prevalences = self.__parallel(self._delayed_binary_quantify, X)
return F.normalize_prevalence(prevalences)
def __parallel(self, func, *args, **kwargs):
return np.asarray(
Parallel(n_jobs=self.n_jobs, backend='threading')(
delayed(func)(c, *args, **kwargs) for c in self.classes
)
)
@property
def classes(self):
return sorted(self.dict_binary_quantifiers.keys())
def set_params(self, **parameters):
self.binary_quantifier.set_params(**parameters)
def get_params(self, deep=True):
return self.binary_quantifier.get_params()
def _delayed_binary_classification(self, c, X):
return self.dict_binary_quantifiers[c].classify(X)
def _delayed_binary_quantify(self, c, X):
# the estimation for the positive class prevalence
return self.dict_binary_quantifiers[c].quantify(X)[1]
def _delayed_binary_aggregate(self, c, classif_predictions):
# the estimation for the positive class prevalence
return self.dict_binary_quantifiers[c].aggregate(classif_predictions[:, c])[1]
def _delayed_binary_fit(self, c, data):
bindata = LabelledCollection(data.instances, data.labels == c, n_classes=2)
self.dict_binary_quantifiers[c].fit(bindata)
def isaggregative(model:BaseQuantifier):
return isinstance(model, AggregativeQuantifier)
def isprobabilistic(model:BaseQuantifier):
return isinstance(model, AggregativeProbabilisticQuantifier)