adding exploration in CLR

BayesianKDEy/TODO.txt

@@ -0,0 +1,3 @@
+- Add other methods that natively provide uncertainty quantification methods?
+- Explore neighbourhood in the CLR space instead than in the simplex!
+-

BayesianKDEy/_bayeisan_kdey.py

@@ -1,7 +1,7 @@
 from sklearn.base import BaseEstimator
 import numpy as np
 from quapy.method._kdey import KDEBase
-from quapy.method.confidence import WithConfidenceABC, ConfidenceRegionABC
+from quapy.method.confidence import WithConfidenceABC, ConfidenceRegionABC, CLRtransformation
 from quapy.method.aggregative import AggregativeSoftQuantifier
 from tqdm import tqdm
 import quapy.functional as F
@@ -40,6 +40,8 @@ class BayesianKDEy(AggregativeSoftQuantifier, KDEBase, WithConfidenceABC):
                  mcmc_seed: int = 0,
                  confidence_level: float = 0.95,
                  region: str = 'intervals',
+                 explore_CLR=False,
+                 step_size=0.05,
                  verbose: bool = False):
 
         if num_warmup <= 0:
@@ -48,13 +50,15 @@ class BayesianKDEy(AggregativeSoftQuantifier, KDEBase, WithConfidenceABC):
             raise ValueError(f'parameter {num_samples=} must be a positive integer')
 
         super().__init__(classifier, fit_classifier, val_split)
-        self.bandwidth = KDEBase._check_bandwidth(bandwidth)
+        self.bandwidth = KDEBase._check_bandwidth(bandwidth, kernel)
         self.kernel = self._check_kernel(kernel)
         self.num_warmup = num_warmup
         self.num_samples = num_samples
         self.mcmc_seed = mcmc_seed
         self.confidence_level = confidence_level
         self.region = region
+        self.explore_CLR = explore_CLR
+        self.step_size = step_size
         self.verbose = verbose
 
     def aggregation_fit(self, classif_predictions, labels):
@@ -105,10 +109,19 @@ class BayesianKDEy(AggregativeSoftQuantifier, KDEBase, WithConfidenceABC):
         def log_prior(prev):
             return 0
 
-        def sample_neighbour(prev, step_size=0.05):
+        def sample_neighbour(prev, step_size):
             # random-walk Metropolis-Hastings
-            dir_noise = rng.normal(scale=step_size, size=len(prev))
-            neighbour = F.normalize_prevalence(prev + dir_noise, method='mapsimplex')
+            d = len(prev)
+            if not self.explore_CLR:
+                dir_noise = rng.normal(scale=step_size/np.sqrt(d), size=d)
+                neighbour = F.normalize_prevalence(prev + dir_noise, method='mapsimplex')
+            else:
+                clr = CLRtransformation()
+                clr_point = clr(prev)
+                dir_noise = rng.normal(scale=step_size, size=d)
+                clr_neighbour = clr_point+dir_noise
+                neighbour = clr.inverse(clr_neighbour)
+                assert in_simplex(neighbour), 'wrong CLR transformation'
             return neighbour
 
         n_classes = X_probs.shape[1]
@@ -116,9 +129,9 @@ class BayesianKDEy(AggregativeSoftQuantifier, KDEBase, WithConfidenceABC):
         current_likelihood = log_likelihood(current_prev) + log_prior(current_prev)
 
         # Metropolis-Hastings with adaptive rate
-        step_size = 0.05
+        step_size = self.step_size
         target_acceptance = 0.3
-        adapt_rate = 0.01
+        adapt_rate = 0.05
         acceptance_history = []
 
         samples = []
@@ -142,7 +155,13 @@ class BayesianKDEy(AggregativeSoftQuantifier, KDEBase, WithConfidenceABC):
             if i < self.num_warmup and i%10==0 and len(acceptance_history)>=100:
                 recent_accept_rate = np.mean(acceptance_history[-100:])
                 step_size *= np.exp(adapt_rate * (recent_accept_rate - target_acceptance))
+                # step_size = float(np.clip(step_size, min_step, max_step))
+                print(f'acceptance-rate={recent_accept_rate*100:.3f}%, step-size={step_size:.5f}')
 
         # remove "warmup" initial iterations
         samples = np.asarray(samples[self.num_warmup:])
-        return samples
+        return samples
+
+
+def in_simplex(x):
+    return np.all(x >= 0) and np.isclose(x.sum(), 1)

BayesianKDEy/full_experiments.py

@@ -9,8 +9,9 @@ from sklearn.model_selection import GridSearchCV, StratifiedKFold
 from copy import deepcopy as cp
 import quapy as qp
 from BayesianKDEy._bayeisan_kdey import BayesianKDEy
-from quapy.method.aggregative import DistributionMatchingY as DMy
-from quapy.method.base import BinaryQuantifier
+from build.lib.quapy.data import LabelledCollection
+from quapy.method.aggregative import DistributionMatchingY as DMy, AggregativeQuantifier
+from quapy.method.base import BinaryQuantifier, BaseQuantifier
 from quapy.model_selection import GridSearchQ
 from quapy.data import Dataset
 # from BayesianKDEy.plot_simplex import plot_prev_points, plot_prev_points_matplot
@@ -24,73 +25,95 @@ from tqdm import tqdm
 from scipy.stats import dirichlet
 from collections import defaultdict
 from time import time
-from sklearn.base import clone
+from sklearn.base import clone, BaseEstimator
 
 
-# def new_classifier(training):
-#     print('optimizing hyperparameters of Logistic Regression')
-#     mod_sel = GridSearchCV(
-#         estimator=LogisticRegression(),
-#         param_grid={
-#             'C': np.logspace(-4, 4, 9),
-#             'class_weight': ['balanced', None]
-#         },
-#         cv=StratifiedKFold(n_splits=10, shuffle=True, random_state=0),
-#         n_jobs=-1,
-#         refit=False,
-#     )
-#     mod_sel.fit(*training.Xy)
-#     # optim = LogisticRegression(**mod_sel.best_params_)
-#     print(f'Done: hyperparameters chosen={mod_sel.best_params_}')
-#     # calib = CalibratedClassifierCV(optim, cv=10, n_jobs=-1, ensemble=False).fit(*training.Xy)
-#     # return calib
-#     return LogisticRegression(**mod_sel.best_params_)
+class KDEyCLR(KDEyML):
+    def __init__(self, classifier: BaseEstimator=None, fit_classifier=True, val_split=5, bandwidth=1., random_state=None):
+        super().__init__(
+            classifier=classifier, fit_classifier=fit_classifier, val_split=val_split, bandwidth=bandwidth,
+            random_state=random_state, kernel='aitchison'
+        )
 
-def methods():
+def methods__():
     acc_hyper = {}
     hdy_hyper = {'nbins': [3,4,5,8,16,32]}
-    kdey_hyper = {'bandwidth': [0.001, 0.005, 0.01, 0.05, 0.1, 0.2]}
+    kdey_hyper = {'bandwidth': [0.001, 0.005, 0.01, 0.05, 0.1, 0.2], 'classifier__C':[1]}
     wrap_hyper = lambda dic: {f'quantifier__{k}':v for k,v in dic.items()}
     # yield 'BootstrapACC', AggregativeBootstrap(ACC(LR()), n_test_samples=1000, random_state=0), wrap_hyper(acc_hyper)
     # yield 'BootstrapHDy', AggregativeBootstrap(DMy(LR(), divergence='HD'), n_test_samples=1000, random_state=0), wrap_hyper(hdy_hyper)
-    # yield 'BootstrapKDEy', AggregativeBootstrap(KDEyML(LR()), n_test_samples=1000, random_state=0), wrap_hyper(kdey_hyper)
+    yield 'BootstrapKDEy', AggregativeBootstrap(KDEyML(LR()), n_test_samples=1000, random_state=0), wrap_hyper(kdey_hyper)
     # yield 'BayesianACC', BayesianCC(LR(), mcmc_seed=0), acc_hyper
-    yield 'BayesianHDy', PQ(LR(), stan_seed=0), hdy_hyper
+    # yield 'BayesianHDy', PQ(LR(), stan_seed=0), hdy_hyper
     # yield 'BayesianKDEy', BayesianKDEy(LR(), mcmc_seed=0), kdey_hyper
 
 
-def experiment(dataset: Dataset, method: WithConfidenceABC, grid: dict):
+def methods():
+    """
+    Returns a tuple (name, quantifier, hyperparams, bayesian/bootstrap_constructor), where:
+    - name: is a str representing the name of the method (e.g., 'BayesianKDEy')
+    - quantifier: is the base model (e.g., KDEyML())
+    - hyperparams: is a dictionary for the quantifier (e.g., {'bandwidth': [0.001, 0.005, 0.01, 0.05, 0.1, 0.2]})
+    - bayesian/bootstrap_constructor: is a function that instantiates the bayesian o bootstrap method with the
+        quantifier with optimized hyperparameters
+    """
+    acc_hyper = {}
+    hdy_hyper = {'nbins': [3,4,5,8,16,32]}
+    kdey_hyper = {'bandwidth': [0.001, 0.005, 0.01, 0.05, 0.1, 0.2]}
+    kdey_hyper_clr = {'bandwidth': [0.05, 0.1, 0.5, 1., 2., 5.]}
+
+    yield 'BootstrapACC', ACC(LR()), acc_hyper, lambda hyper: AggregativeBootstrap(ACC(LR()), n_test_samples=1000, random_state=0),
+    yield 'BayesianACC', ACC(LR()), acc_hyper, lambda hyper: BayesianCC(LR(), mcmc_seed=0)
+
+    yield 'BootstrapHDy', DMy(LR()), hdy_hyper, lambda hyper: AggregativeBootstrap(DMy(LR(), **hyper), n_test_samples=1000, random_state=0),
+
+    yield 'BootstrapKDEy', KDEyML(LR()), kdey_hyper, lambda hyper: AggregativeBootstrap(KDEyML(LR(), **hyper), n_test_samples=1000, random_state=0, verbose=True),
+    yield 'BayesianKDEy', KDEyML(LR()), kdey_hyper, lambda hyper: BayesianKDEy(mcmc_seed=0, **hyper),
+    yield 'BayesianKDEy*', KDEyCLR(LR()), kdey_hyper_clr, lambda hyper: BayesianKDEy(kernel='aitchison', mcmc_seed=0, **hyper),
+
+
+def model_selection(train: LabelledCollection, point_quantifier: AggregativeQuantifier, grid: dict):
     with qp.util.temp_seed(0):
+        print(f'performing model selection for {point_quantifier.__class__.__name__} with grid {grid}')
         # model selection
-        train, test = dataset.train_test
-        train_prevalence = train.prevalence()
         if len(grid)>0:
             train, val  = train.split_stratified(train_prop=0.6, random_state=0)
             mod_sel = GridSearchQ(
-                model=method,
+                model=point_quantifier,
                 param_grid=grid,
                 protocol=qp.protocol.UPP(val, repeats=250, random_state=0),
-                refit=True,
+                refit=False,
                 n_jobs=-1,
                 verbose=True
             ).fit(*train.Xy)
-            optim_quantifier = mod_sel.best_model()
             best_params = mod_sel.best_params_
-            best_score = mod_sel.best_score_
-            tr_time = mod_sel.refit_time_
         else:
-            t_init = time()
-            method.fit(*train.Xy)
-            tr_time = time() - t_init
-            best_params, best_score = {}, -1
-            optim_quantifier = method
+            best_params = {}
+
+        return best_params
+
+
+def experiment(dataset: Dataset, point_quantifier: AggregativeQuantifier, method_name:str, grid: dict, withconf_constructor, hyper_choice_path: Path):
+    with qp.util.temp_seed(0):
+
+        training, test = dataset.train_test
+
+        # model selection
+        best_hyperparams = qp.util.pickled_resource(
+            hyper_choice_path, model_selection, training, cp(point_quantifier), grid
+        )
+
+        t_init = time()
+        withconf_quantifier = withconf_constructor(best_hyperparams).fit(*training.Xy)
+        tr_time = time() - t_init
 
         # test
+        train_prevalence = training.prevalence()
         results = defaultdict(list)
-        test_generator = UPP(test, repeats=500, random_state=0)
+        test_generator = UPP(test, repeats=100, random_state=0)
         for i, (sample_X, true_prevalence) in tqdm(enumerate(test_generator()), total=test_generator.total(), desc=f'{method_name} predictions'):
             t_init = time()
-            point_estimate, region = optim_quantifier.predict_conf(sample_X)
+            point_estimate, region = withconf_quantifier.predict_conf(sample_X)
             ttime = time()-t_init
             results['true-prevs'].append(true_prevalence)
             results['point-estim'].append(point_estimate)
@@ -103,9 +126,8 @@ def experiment(dataset: Dataset, method: WithConfidenceABC, grid: dict):
             results['samples'].append(region.samples)
 
         report = {
-            'optim_hyper': best_params,
-            'optim_score': best_score,
-            'refit_time': tr_time,
+            'optim_hyper': best_hyperparams,
+            'train_time': tr_time,
             'train-prev': train_prevalence,
             'results': {k:np.asarray(v) for k,v in results.items()}
         }
@@ -134,26 +156,30 @@ if __name__ == '__main__':
 
     result_dir = Path('./results')
 
-    for setup in [binary, multiclass]:
+    for setup in [binary, multiclass]: # [binary, multiclass]:
         qp.environ['SAMPLE_SIZE'] = setup['sample_size']
         for data_name in setup['datasets']:
             print(f'dataset={data_name}')
-            if data_name=='breast-cancer' or data_name.startswith("cmc") or data_name.startswith("ctg"):
-                print(f'skipping dataset: {data_name}')
-                continue
+            # if data_name=='breast-cancer' or data_name.startswith("cmc") or data_name.startswith("ctg"):
+            #     print(f'skipping dataset: {data_name}')
+            #     continue
             data = setup['fetch_fn'](data_name)
             is_binary = data.n_classes==2
             result_subdir = result_dir / ('binary' if is_binary else 'multiclass')
-            for method_name, method, hyper_params in methods():
+            hyper_subdir  = result_dir / 'hyperparams' / ('binary' if is_binary else 'multiclass')
+            for method_name, method, hyper_params, withconf_constructor in methods():
                 if isinstance(method, BinaryQuantifier) and not is_binary:
                     continue
                 result_path = experiment_path(result_subdir, data_name, method_name)
-                report = qp.util.pickled_resource(result_path, experiment, data, method, hyper_params)
+                hyper_path  = experiment_path(hyper_subdir, data_name, method.__class__.__name__)
+                report = qp.util.pickled_resource(
+                    result_path, experiment, data, method, method_name, hyper_params, withconf_constructor, hyper_path
+                )
                 print(f'dataset={data_name}, '
                       f'method={method_name}: '
                       f'mae={report["results"]["ae"].mean():.3f}, '
-                      f'coverage={report["results"]["coverage"].mean():.3f}, '
-                      f'amplitude={report["results"]["amplitude"].mean():.3f}, ')
+                      f'coverage={report["results"]["coverage"].mean():.5f}, '
+                      f'amplitude={report["results"]["amplitude"].mean():.5f}, ')
 
 
 

BayesianKDEy/generate_results.py

@@ -1,31 +1,112 @@
 import pickle
 from collections import defaultdict
 
+from joblib import Parallel, delayed
+from tqdm import tqdm
 import pandas as pd
 from glob import glob
 from pathlib import Path
+import quapy as qp
+from quapy.method.confidence import ConfidenceEllipseSimplex, ConfidenceEllipseCLR
+
+pd.set_option('display.max_columns', None)
+pd.set_option('display.width', 2000)
+pd.set_option('display.max_rows', None)
+pd.set_option("display.expand_frame_repr", False)
+pd.set_option("display.precision", 4)
+pd.set_option("display.float_format", "{:.4f}".format)
+
+
+def compute_coverage_amplitude(region_constructor):
+    all_samples = results['samples']
+    all_true_prevs = results['true-prevs']
+
+    def process_one(samples, true_prevs):
+        ellipse = region_constructor(samples)
+        return ellipse.coverage(true_prevs), ellipse.montecarlo_proportion()
+
+    out = Parallel(n_jobs=3)(
+        delayed(process_one)(samples, true_prevs)
+        for samples, true_prevs in tqdm(
+            zip(all_samples, all_true_prevs),
+            total=len(all_samples),
+            desc='constructing ellipses'
+        )
+    )
+
+    # unzip results
+    coverage, amplitude = zip(*out)
+    return list(coverage), list(amplitude)
+
+
+def update_pickle(report, pickle_path, updated_dict:dict):
+    for k,v in updated_dict.items():
+        report[k]=v
+    pickle.dump(report, open(pickle_path, 'wb'), protocol=pickle.HIGHEST_PROTOCOL)
+
 
 for setup in ['binary', 'multiclass']:
     path = f'./results/{setup}/*.pkl'
     table = defaultdict(list)
-    for file in glob(path):
+    for file in tqdm(glob(path), desc='processing results', total=len(glob(path))):
         file = Path(file)
         dataset, method = file.name.replace('.pkl', '').split('__')
         report = pickle.load(open(file, 'rb'))
         results = report['results']
         n_samples = len(results['ae'])
-        table['method'].extend([method] * n_samples)
+        table['method'].extend([method.replace('Bayesian','Ba').replace('Bootstrap', 'Bo')] * n_samples)
         table['dataset'].extend([dataset] * n_samples)
         table['ae'].extend(results['ae'])
-        table['coverage'].extend(results['coverage'])
-        table['amplitude'].extend(results['amplitude'])
+        table['c-CI'].extend(results['coverage'])
+        table['a-CI'].extend(results['amplitude'])
+
+        if 'coverage-CE' not in report:
+            covCE, ampCE = compute_coverage_amplitude(ConfidenceEllipseSimplex)
+            covCLR, ampCLR = compute_coverage_amplitude(ConfidenceEllipseCLR)
+
+            update_fields = {
+                'coverage-CE': covCE,
+                'amplitude-CE': ampCE,
+                'coverage-CLR': covCLR,
+                'amplitude-CLR': ampCLR
+            }
+
+            update_pickle(report, file, update_fields)
+
+        table['c-CE'].extend(report['coverage-CE'])
+        table['a-CE'].extend(report['amplitude-CE'])
+
+        table['c-CLR'].extend(report['coverage-CLR'])
+        table['a-CLR'].extend(report['amplitude-CLR'])
+
 
-    pd.set_option('display.max_columns', None)
-    pd.set_option('display.width', 1000)
-    pd.set_option('display.max_rows', None)
     df = pd.DataFrame(table)
-    pv = pd.pivot_table(df, index='dataset', columns='method', values=['ae', 'coverage', 'amplitude'])
-    print(f'{setup=}')
-    print(pv)
-    print()
+
+    n_classes = {}
+    tr_size   = {}
+    for dataset in df['dataset'].unique():
+        fetch_fn = {
+            'binary': qp.datasets.fetch_UCIBinaryDataset,
+            'multiclass': qp.datasets.fetch_UCIMulticlassDataset
+        }[setup]
+        data = fetch_fn(dataset)
+        n_classes[dataset] = data.n_classes
+        tr_size[dataset] = len(data.training)
+
+    # remove datasets with more than max_classes classes
+    max_classes = 30
+    for data_name, n in n_classes.items():
+        if n > max_classes:
+            df = df[df["dataset"] != data_name]
+
+    for region in ['CI', 'CE', 'CLR']:
+        pv = pd.pivot_table(
+            df, index='dataset', columns='method', values=['ae', f'c-{region}', f'a-{region}'], margins=True
+        )
+        pv['n_classes'] = pv.index.map(n_classes).astype('Int64')
+        pv['tr_size'] = pv.index.map(tr_size).astype('Int64')
+        pv = pv.drop(columns=[col for col in pv.columns if col[-1] == "All"])
+        print(f'{setup=}')
+        print(pv)
+        print('-'*80)
 

BayesianKDEy/single_experiment_debug.py

@@ -0,0 +1,95 @@
+import os
+import warnings
+from os.path import join
+from pathlib import Path
+
+from sklearn.calibration import CalibratedClassifierCV
+from sklearn.linear_model import LogisticRegression as LR
+from sklearn.model_selection import GridSearchCV, StratifiedKFold
+from copy import deepcopy as cp
+import quapy as qp
+from BayesianKDEy._bayeisan_kdey import BayesianKDEy
+from BayesianKDEy.full_experiments import experiment, experiment_path, KDEyCLR
+from build.lib.quapy.data import LabelledCollection
+from quapy.method.aggregative import DistributionMatchingY as DMy, AggregativeQuantifier
+from quapy.method.base import BinaryQuantifier, BaseQuantifier
+from quapy.model_selection import GridSearchQ
+from quapy.data import Dataset
+# from BayesianKDEy.plot_simplex import plot_prev_points, plot_prev_points_matplot
+from quapy.method.confidence import ConfidenceIntervals, BayesianCC, PQ, WithConfidenceABC, AggregativeBootstrap
+from quapy.functional import strprev
+from quapy.method.aggregative import KDEyML, ACC
+from quapy.protocol import UPP
+import quapy.functional as F
+import numpy as np
+from tqdm import tqdm
+from scipy.stats import dirichlet
+from collections import defaultdict
+from time import time
+from sklearn.base import clone, BaseEstimator
+
+
+def method():
+    """
+    Returns a tuple (name, quantifier, hyperparams, bayesian/bootstrap_constructor), where:
+    - name: is a str representing the name of the method (e.g., 'BayesianKDEy')
+    - quantifier: is the base model (e.g., KDEyML())
+    - hyperparams: is a dictionary for the quantifier (e.g., {'bandwidth': [0.001, 0.005, 0.01, 0.05, 0.1, 0.2]})
+    - bayesian/bootstrap_constructor: is a function that instantiates the bayesian o bootstrap method with the
+        quantifier with optimized hyperparameters
+    """
+    acc_hyper = {}
+    hdy_hyper = {'nbins': [3,4,5,8,16,32]}
+    kdey_hyper = {'bandwidth': [0.001, 0.005, 0.01, 0.05, 0.1, 0.2]}
+    kdey_hyper_clr = {'bandwidth': [0.05, 0.1, 0.5, 1., 2., 5.]}
+
+    wrap_hyper = lambda dic: {f'quantifier__{k}':v for k,v in dic.items()}
+
+    # yield 'BootstrapKDEy', KDEyML(LR()), kdey_hyper, lambda hyper: AggregativeBootstrap(KDEyML(LR(), **hyper), n_test_samples=1000, random_state=0, verbose=True),
+    # yield 'BayesianKDEy', KDEyML(LR()), kdey_hyper, lambda hyper: BayesianKDEy(mcmc_seed=0, **hyper),
+    return 'BayKDE*CLR', KDEyCLR(LR()), kdey_hyper_clr, lambda hyper: BayesianKDEy(kernel='aitchison', mcmc_seed=0,
+                                                                                   explore_CLR=True,
+                                                                                   step_size=.15,
+                                                                                   # num_warmup = 5000,
+                                                                                   # num_samples = 10_000,
+                                                                                   # region='ellipse',
+                                                                                   **hyper),
+
+
+
+if __name__ == '__main__':
+
+    binary = {
+        'datasets': qp.datasets.UCI_BINARY_DATASETS,
+        'fetch_fn': qp.datasets.fetch_UCIBinaryDataset,
+        'sample_size': 500
+    }
+
+    multiclass = {
+        'datasets': qp.datasets.UCI_MULTICLASS_DATASETS,
+        'fetch_fn': qp.datasets.fetch_UCIMulticlassDataset,
+        'sample_size': 1000
+    }
+
+    result_dir = Path('./results')
+
+    setup = multiclass
+    qp.environ['SAMPLE_SIZE'] = setup['sample_size']
+    data_name = 'digits'
+    print(f'dataset={data_name}')
+    data = setup['fetch_fn'](data_name)
+    is_binary = data.n_classes==2
+    hyper_subdir  = result_dir / 'hyperparams' / ('binary' if is_binary else 'multiclass')
+    method_name, method, hyper_params, withconf_constructor = method()
+    hyper_path = experiment_path(hyper_subdir, data_name, method.__class__.__name__)
+    report = experiment(data, method, method_name, hyper_params, withconf_constructor, hyper_path)
+
+    print(f'dataset={data_name}, '
+          f'method={method_name}: '
+          f'mae={report["results"]["ae"].mean():.3f}, '
+          f'coverage={report["results"]["coverage"].mean():.5f}, '
+          f'amplitude={report["results"]["amplitude"].mean():.5f}, ')
+
+
+
+

quapy/functional.py

@@ -583,8 +583,8 @@ def solve_adjustment(
     """
     Function that tries to solve for :math:`p` the equation :math:`q = M p`, where :math:`q` is the vector of
     `unadjusted counts` (as estimated, e.g., via classify and count) with :math:`q_i` an estimate of
-    :math:`P(\hat{Y}=y_i)`, and where :math:`M` is the matrix of `class-conditional rates` with :math:`M_{ij}` an
-    estimate of :math:`P(\hat{Y}=y_i|Y=y_j)`.
+    :math:`P(\\hat{Y}=y_i)`, and where :math:`M` is the matrix of `class-conditional rates` with :math:`M_{ij}` an
+    estimate of :math:`P(\\hat{Y}=y_i|Y=y_j)`.
 
     :param class_conditional_rates: array of shape `(n_classes, n_classes,)` with entry `(i,j)` being the estimate
         of :math:`P(\hat{Y}=y_i|Y=y_j)`, that is, the probability that an instance that belongs to class :math:`y_j`

quapy/method/_kdey.py

@@ -33,7 +33,7 @@ class KDEBase:
 
 
     @classmethod
-    def _check_bandwidth(cls, bandwidth):
+    def _check_bandwidth(cls, bandwidth, kernel):
         """
         Checks that the bandwidth parameter is correct
 
@@ -43,8 +43,9 @@ class KDEBase:
         assert bandwidth in KDEBase.BANDWIDTH_METHOD or isinstance(bandwidth, float), \
             f'invalid bandwidth, valid ones are {KDEBase.BANDWIDTH_METHOD} or float values'
         if isinstance(bandwidth, float):
-            assert 0 < bandwidth < 1,  \
-                "the bandwidth for KDEy should be in (0,1), since this method models the unit simplex"
+            assert kernel!='gaussian' or (0 < bandwidth < 1),  \
+                ("the bandwidth for a Gaussian kernel in KDEy should be in (0,1), "
+                 "since this method models the unit simplex")
         return bandwidth
 
     @classmethod
@@ -166,7 +167,7 @@ class KDEyML(AggregativeSoftQuantifier, KDEBase):
     def __init__(self, classifier: BaseEstimator=None, fit_classifier=True, val_split=5, bandwidth=0.1, kernel='gaussian',
                  random_state=None):
         super().__init__(classifier, fit_classifier, val_split)
-        self.bandwidth = KDEBase._check_bandwidth(bandwidth)
+        self.bandwidth = KDEBase._check_bandwidth(bandwidth, kernel)
         self.kernel = self._check_kernel(kernel)
         self.random_state=random_state
 
@@ -246,7 +247,7 @@ class KDEyHD(AggregativeSoftQuantifier, KDEBase):
 
         super().__init__(classifier, fit_classifier, val_split)
         self.divergence = divergence
-        self.bandwidth = KDEBase._check_bandwidth(bandwidth)
+        self.bandwidth = KDEBase._check_bandwidth(bandwidth, kernel='gaussian')
         self.random_state=random_state
         self.montecarlo_trials = montecarlo_trials
 
@@ -333,7 +334,7 @@ class KDEyCS(AggregativeSoftQuantifier):
 
     def __init__(self, classifier: BaseEstimator=None, fit_classifier=True, val_split=5, bandwidth=0.1):
         super().__init__(classifier, fit_classifier, val_split)
-        self.bandwidth = KDEBase._check_bandwidth(bandwidth)
+        self.bandwidth = KDEBase._check_bandwidth(bandwidth, kernel='gaussian')
 
     def gram_matrix_mix_sum(self, X, Y=None):
         # this adapts the output of the rbf_kernel function (pairwise evaluations of Gaussian kernels k(x,y))

quapy/method/confidence.py

@@ -1,4 +1,5 @@
 import numpy as np
+from joblib import Parallel, delayed
 from sklearn.base import BaseEstimator
 from sklearn.metrics import confusion_matrix
 
@@ -13,6 +14,7 @@ from abc import ABC, abstractmethod
 from scipy.special import softmax, factorial
 import copy
 from functools import lru_cache
+from tqdm import tqdm
 
 """
 This module provides implementation of different types of confidence regions, and the implementation of Bootstrap
@@ -399,7 +401,8 @@ class AggregativeBootstrap(WithConfidenceABC, AggregativeQuantifier):
                  n_test_samples=500,
                  confidence_level=0.95,
                  region='intervals',
-                 random_state=None):
+                 random_state=None,
+                 verbose=False):
 
         assert isinstance(quantifier, AggregativeQuantifier), \
             f'base quantifier does not seem to be an instance of {AggregativeQuantifier.__name__}'
@@ -416,6 +419,7 @@ class AggregativeBootstrap(WithConfidenceABC, AggregativeQuantifier):
         self.confidence_level = confidence_level
         self.region = region
         self.random_state = random_state
+        self.verbose = verbose
 
     def aggregation_fit(self, classif_predictions, labels):
         data = LabelledCollection(classif_predictions, labels, classes=self.classes_)
@@ -441,6 +445,24 @@ class AggregativeBootstrap(WithConfidenceABC, AggregativeQuantifier):
         prev_mean, self.confidence = self.aggregate_conf(classif_predictions)
         return prev_mean
 
+    def aggregate_conf_sequential__(self, classif_predictions: np.ndarray, confidence_level=None):
+        if confidence_level is None:
+            confidence_level = self.confidence_level
+
+        n_samples = classif_predictions.shape[0]
+        prevs = []
+        with qp.util.temp_seed(self.random_state):
+            for quantifier in self.quantifiers:
+                for i in tqdm(range(self.n_test_samples), desc='resampling', total=self.n_test_samples, disable=not self.verbose):
+                    sample_i = resample(classif_predictions, n_samples=n_samples)
+                    prev_i = quantifier.aggregate(sample_i)
+                    prevs.append(prev_i)
+
+        conf = WithConfidenceABC.construct_region(prevs, confidence_level, method=self.region)
+        prev_estim = conf.point_estimate()
+
+        return prev_estim, conf
+
     def aggregate_conf(self, classif_predictions: np.ndarray, confidence_level=None):
         if confidence_level is None:
             confidence_level = self.confidence_level
@@ -449,10 +471,15 @@ class AggregativeBootstrap(WithConfidenceABC, AggregativeQuantifier):
         prevs = []
         with qp.util.temp_seed(self.random_state):
             for quantifier in self.quantifiers:
-                for i in range(self.n_test_samples):
-                    sample_i = resample(classif_predictions, n_samples=n_samples)
-                    prev_i = quantifier.aggregate(sample_i)
-                    prevs.append(prev_i)
+                results = Parallel(n_jobs=-1)(
+                    delayed(bootstrap_once)(i, classif_predictions, quantifier, n_samples)
+                    for i in range(self.n_test_samples)
+                )
+                prevs.extend(results)
+                # for i in tqdm(range(self.n_test_samples), desc='resampling', total=self.n_test_samples, disable=not self.verbose):
+                #     sample_i = resample(classif_predictions, n_samples=n_samples)
+                #     prev_i = quantifier.aggregate(sample_i)
+                #     prevs.append(prev_i)
 
         conf = WithConfidenceABC.construct_region(prevs, confidence_level, method=self.region)
         prev_estim = conf.point_estimate()
@@ -477,6 +504,13 @@ class AggregativeBootstrap(WithConfidenceABC, AggregativeQuantifier):
         return self.quantifier._classifier_method()
 
 
+def bootstrap_once(i, classif_predictions, quantifier, n_samples):
+    idx = np.random.randint(0, len(classif_predictions), n_samples)
+    sample = classif_predictions[idx]
+    prev = quantifier.aggregate(sample)
+    return prev
+
+
 class BayesianCC(AggregativeCrispQuantifier, WithConfidenceABC):
     """
     `Bayesian quantification <https://arxiv.org/abs/2302.09159>`_ method (by Albert Ziegler and Paweł Czyż),

quapy/model_selection.py

@@ -410,7 +410,7 @@ def group_params(param_grid: dict):
     """
     classifier_params, quantifier_params = {}, {}
     for key, values in param_grid.items():
-        if key.startswith('classifier__') or key == 'val_split':
+        if 'classifier__' in key or key == 'val_split':
             classifier_params[key] = values
         else:
             quantifier_params[key] = values