adding regressor for T3

LeQua2024/predict.py

@@ -7,6 +7,7 @@ from tqdm import tqdm
 from scripts.data import gen_load_samples
 from glob import glob
 from scripts import constants
+from regressor import KDEyRegressor, RegressionToSimplex
 
 """
 LeQua2024 prediction script 

LeQua2024/regressor.py

@@ -0,0 +1,107 @@
+import pickle
+
+import numpy as np
+from sklearn.base import BaseEstimator, TransformerMixin
+from sklearn.model_selection import GridSearchCV
+from sklearn.multioutput import MultiOutputRegressor
+from sklearn.pipeline import Pipeline
+from sklearn.svm import SVR
+
+from LeQua2024._lequa2024 import fetch_lequa2024
+from quapy.data import LabelledCollection
+from quapy.protocol import AbstractProtocol
+from quapy.method.base import BaseQuantifier
+import quapy.functional as F
+from tqdm import tqdm
+from scripts.evaluate import normalized_match_distance, match_distance
+
+
+def projection_simplex_sort(unnormalized_arr) -> np.ndarray:
+    """Projects a point onto the probability simplex.
+
+    The code is adapted from Mathieu Blondel's BSD-licensed
+    `implementation <https://gist.github.com/mblondel/6f3b7aaad90606b98f71>`_
+    (see function `projection_simplex_sort` in their repo) which is accompanying the paper
+
+    Mathieu Blondel, Akinori Fujino, and Naonori Ueda.
+    Large-scale Multiclass Support Vector Machine Training via Euclidean Projection onto the Simplex,
+    ICPR 2014, `URL <http://www.mblondel.org/publications/mblondel-icpr2014.pdf>`_
+
+    :param `unnormalized_arr`: point in n-dimensional space, shape `(n,)`
+    :return: projection of `unnormalized_arr` onto the (n-1)-dimensional probability simplex, shape `(n,)`
+    """
+    unnormalized_arr = np.asarray(unnormalized_arr)
+    n = len(unnormalized_arr)
+    u = np.sort(unnormalized_arr)[::-1]
+    cssv = np.cumsum(u) - 1.0
+    ind = np.arange(1, n + 1)
+    cond = u - cssv / ind > 0
+    rho = ind[cond][-1]
+    theta = cssv[cond][-1] / float(rho)
+    return np.maximum(unnormalized_arr - theta, 0)
+
+
+class RegressionToSimplex(BaseEstimator):
+    def __init__(self, C=1):
+        self.C = C
+
+    def fit(self, X, y):
+        self.reg = MultiOutputRegressor(SVR(C=self.C), n_jobs=-1)
+        self.reg.fit(X, y)
+        return self
+
+    def predict(self, X):
+        y_ = self.reg.predict(X)
+        # y_ = F.normalize_prevalence(y_)
+        y_ = np.asarray([projection_simplex_sort(y_i) for y_i in y_])
+        return y_
+
+
+class KDEyRegressor(BaseQuantifier):
+
+    def __init__(self, kde_path, Cs=np.logspace(-3,3,7)):
+        self.kde_path = kde_path
+        self.Cs = Cs
+
+    def fit(self, val_data: AbstractProtocol):
+        print(f'loading kde from {self.kde_path}')
+        self.kdey = pickle.load(open(self.kde_path, 'rb'))
+
+        print('representing val data with kde')
+        pbar = tqdm(val_data(), total=val_data.total())
+        Xs, Ys = [], []
+        for sample, prev in pbar:
+            prev_hat = self.kdey.quantify(sample)
+            Xs.append(prev_hat)
+            Ys.append(prev)
+
+        Xs = np.asarray(Xs)
+        Ys = np.asarray(Ys)
+
+        def scorer(estimator, X, y):
+            y_hat = estimator.predict(X)
+            md = normalized_match_distance(y, y_hat)
+            return (-md)
+
+        grid = {'C': self.Cs}
+        optim = GridSearchCV(
+            RegressionToSimplex(), param_grid=grid, scoring=scorer, verbose=0, cv=10, n_jobs=64
+        ).fit(Xs, Ys)
+        self.regressor = optim.best_estimator_
+        return self
+
+    def quantify(self, instances):
+        prev_hat = self.kdey.quantify(instances)
+        return self.regressor.predict([prev_hat])[0]
+
+
+if __name__ == '__main__':
+    train, gen_val, gen_test = fetch_lequa2024(task='T3', data_home='./data', merge_T3=True)
+    kdey_r = KDEyRegressor('./models/T3/KDEy-ML.pkl')
+    kdey_r.fit(gen_val)
+    prev_hat_tr = kdey_r.quantify(train.X)
+    print(prev_hat_tr)
+    print(train.prevalence())
+
+    pickle.dump(kdey_r, open('./models/T3/KDEyRegressor.pkl', 'wb'), protocol=pickle.HIGHEST_PROTOCOL)
+

LeQua2024/run_baselines.sh

@@ -23,7 +23,7 @@ else
 fi
 
 
-for task in  T1 T2 T3 T4 ; do
+for task in T1 T2 T3 T4 ; do
 
   PYTHONPATH=.:scripts/:.. python3 baselines.py $task data/