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aggregative methods adapted. Explicit loss minimization methods (SVMQ, SVMKLD, ...) added and with support to binary or single-label. HDy added

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Alejandro Moreo Fernandez 2020-12-04 19:32:08 +01:00
parent a882424eeb
commit 9c8d29156c
11 changed files with 244 additions and 64 deletions
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1
TODO.txt
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@ -1,3 +1,4 @@
Documentation with sphinx
Document methods with paper references
The parallel training in svmperf seems not to work
Add "prepare svmperf for quantification" script

13
quapy/classification/svmperf.py
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@ -20,12 +20,9 @@ class SVMperf(BaseEstimator, ClassifierMixin):
self.verbose = verbose
self.loss = loss
def set_c(self, C):
self.param_C = '-c ' + str(C)
def set_params(self, **parameters):
assert list(parameters.keys()) == ['C'], 'currently, only the C parameter is supported'
self.set_c(parameters['C'])
self.C = parameters['C']
def fit(self, X, y):
assert self.loss in SVMperf.valid_losses, \
@ -33,8 +30,8 @@ class SVMperf(BaseEstimator, ClassifierMixin):
self.svmperf_learn = join(self.svmperf_base, 'svm_perf_learn')
self.svmperf_classify = join(self.svmperf_base, 'svm_perf_classify')
self.loss_cmd = '-l ' + str(self.valid_losses[self.loss])
self.set_c(self.C)
self.loss_cmd = '-w 3 -l ' + str(self.valid_losses[self.loss])
self.c_cmd = '-c ' + str(self.C)
self.classes_ = sorted(np.unique(y))
self.n_classes_ = len(self.classes_)
@ -49,7 +46,7 @@ class SVMperf(BaseEstimator, ClassifierMixin):
dump_svmlight_file(X, y, traindat, zero_based=False)
cmd = ' '.join([self.svmperf_learn, self.param_C, self.loss_cmd, traindat, self.model])
cmd = ' '.join([self.svmperf_learn, self.c_cmd, self.loss_cmd, traindat, self.model])
if self.verbose:
print('[Running]', cmd)
p = subprocess.run(cmd.split(), stdout=PIPE, stderr=STDOUT)
@ -60,7 +57,7 @@ class SVMperf(BaseEstimator, ClassifierMixin):
return self
def predict(self, X, y=None):
def predict(self, X):
confidence_scores = self.decision_function(X)
predictions = (confidence_scores > 0) * 1
return predictions

4
quapy/dataset/base.py
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@ -43,13 +43,13 @@ class LabelledCollection:
@property
def binary(self):
return self.n_classes==2
return self.n_classes == 2
def sampling_index(self, size, *prevs, shuffle=True):
if len(prevs) == self.n_classes-1:
prevs = prevs + (1-sum(prevs),)
assert len(prevs) == self.n_classes, 'unexpected number of prevalences'
assert sum(prevs) == 1, f'prevalences ({prevs}) out of range (sum={sum(prevs)})'
assert sum(prevs) == 1, f'prevalences ({prevs}) wrong range (sum={sum(prevs)})'
taken = 0
indexes_sample = []

17
quapy/error.py
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@ -1,5 +1,6 @@
from sklearn.metrics import f1_score
from settings import SAMPLE_SIZE
SAMPLE_SIZE = None
def f1e(y_true, y_pred):
@ -20,11 +21,21 @@ def ae(p, p_hat):
return abs(p_hat-p).mean(axis=-1)
def mrae(p, p_hat, eps=1./(2. * SAMPLE_SIZE)):
def __check_eps(eps):
if eps is None:
if SAMPLE_SIZE is None:
raise ValueError('eps was not defined, and qp.error.SAMPLE_SIZE was not set')
else:
eps = 1. / (2. * SAMPLE_SIZE)
return eps
def mrae(p, p_hat, eps=None):
return rae(p, p_hat, eps).mean()
def rae(p, p_hat, eps=1./(2. * SAMPLE_SIZE)):
def rae(p, p_hat, eps=None):
eps = __check_eps(eps)
p = smooth(p, eps)
p_hat = smooth(p_hat, eps)
return (abs(p-p_hat)/p).mean(axis=-1)

30
quapy/functional.py
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@ -15,6 +15,26 @@ def artificial_prevalence_sampling(dimensions, n_prevalences=21, repeat=1, retur
return prevs
def prevalence_linspace(n_prevalences=21, repeat=1, smooth_limits_epsilon=0.01):
"""
Produces a uniformly separated values of prevalence. By default, produces an array 21 prevalences, with step 0.05
and with the limits smoothed, i.e.:
[0.01, 0.05, 0.10, 0.15, ..., 0.90, 0.95, 0.99]
:param n_prevalences: the number of prevalence values to sample from the [0,1] interval (default 21)
:param repeat: number of times each prevalence is to be repeated (defaults to 1)
:param smooth_limits_epsilon: the quantity to add and subtract to the limits 0 and 1
:return: an array of uniformly separated prevalence values
"""
p = np.linspace(0., 1., num=n_prevalences, endpoint=True)
p[0] += smooth_limits_epsilon
p[-1] -= smooth_limits_epsilon
if p[0] > p[1]:
raise ValueError(f'the smoothing in the limits is greater than the prevalence step')
if repeat > 1:
p = np.repeat(p, repeat)
return p
def prevalence_from_labels(labels, n_classes):
unique, counts = np.unique(labels, return_counts=True)
by_class = defaultdict(lambda:0, dict(zip(unique, counts)))
@ -47,3 +67,13 @@ def adjusted_quantification(prevalence_estim, tpr, fpr, clip=True):
return adjusted
def normalize_prevalence(prevalences):
assert prevalences.ndim==1, 'unexpected shape'
accum = prevalences.sum()
if accum > 0:
return prevalences / accum
else:
# if all classifiers are trivial rejectors
return np.ones_like(prevalences) / prevalences.size

7
quapy/method/__init__.py
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@ -9,6 +9,7 @@ AGGREGATIVE_METHODS = {
agg.ProbabilisticAdjustedClassifyAndCount,
agg.ExplicitLossMinimisation,
agg.ExpectationMaximizationQuantifier,
agg.HellingerDistanceY
}
NON_AGGREGATIVE_METHODS = {
@ -19,12 +20,6 @@ QUANTIFICATION_METHODS = AGGREGATIVE_METHODS | NON_AGGREGATIVE_METHODS
# common alisases
CC = agg.ClassifyAndCount
ACC = agg.AdjustedClassifyAndCount
PCC = agg.ProbabilisticClassifyAndCount
PACC = agg.ProbabilisticAdjustedClassifyAndCount
ELM = agg.ExplicitLossMinimisation
EMQ = agg.ExpectationMaximizationQuantifier
MLPE = nagg.MaximumLikelihoodPrevalenceEstimation

165
quapy/method/aggregative.py
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@ -9,6 +9,8 @@ from sklearn.calibration import CalibratedClassifierCV
from joblib import Parallel, delayed
# Abstract classes
# ------------------------------------
@ -21,8 +23,8 @@ class AggregativeQuantifier(BaseQuantifier):
@abstractmethod
def fit(self, data: LabelledCollection, fit_learner=True, *args): ...
def classify(self, documents):
return self.learner.predict(documents)
def classify(self, instances):
return self.learner.predict(instances)
def get_params(self, deep=True):
return self.learner.get_params()
@ -70,7 +72,7 @@ def training_helper(learner,
:param fit_learner: whether or not to fit the learner
: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 train_val_split: if specified, indicates the proportion of training documents on which to fit the learner
:param train_val_split: if specified, indicates the proportion of training instances on which to fit the learner
:return: the learner trained on the training set, and the unused data (a _LabelledCollection_ if train_val_split>0
or None otherwise)
"""
@ -118,8 +120,8 @@ class ClassifyAndCount(AggregativeQuantifier):
self.learner, _ = training_helper(self.learner, data, fit_learner)
return self
def quantify(self, documents, *args):
classification = self.classify(documents) # classify
def quantify(self, instances, *args):
classification = self.classify(instances) # classify
return F.prevalence_from_labels(classification, self.n_classes) # & count
@ -138,8 +140,8 @@ class AdjustedClassifyAndCount(AggregativeQuantifier):
self.Pte_cond_estim_ = confusion_matrix(y,y_).T / validation.counts()
return self
def quantify(self, documents, *args):
prevs_estim = self.cc.quantify(documents)
def quantify(self, instances, *args):
prevs_estim = self.cc.quantify(instances)
# solve for the linear system Ax = B with A=Pte_cond_estim and B = prevs_estim
A = self.Pte_cond_estim_
B = prevs_estim
@ -163,8 +165,8 @@ class ProbabilisticClassifyAndCount(AggregativeProbabilisticQuantifier):
self.learner, _ = training_helper(self.learner, data, fit_learner, ensure_probabilistic=True)
return self
def quantify(self, documents, *args):
posteriors = self.soft_classify(documents) # classify
def quantify(self, instances, *args):
posteriors = self.soft_classify(instances) # classify
prevalences = F.prevalence_from_probabilities(posteriors, binarize=False) # & count
return prevalences
@ -186,8 +188,8 @@ class ProbabilisticAdjustedClassifyAndCount(AggregativeQuantifier):
self.Pte_cond_estim_ = confusion_matrix(y, y_).T / validation.counts()
return self
def quantify(self, documents, *args):
prevs_estim = self.pcc.quantify(documents)
def quantify(self, instances, *args):
prevs_estim = self.pcc.quantify(instances)
A = self.Pte_cond_estim_
B = prevs_estim
try:
@ -252,53 +254,82 @@ class ExpectationMaximizationQuantifier(AggregativeProbabilisticQuantifier):
return qs
# todo: from here
def train_task(c, learners, data):
learners[c].fit(data.documents, data.labels == c)
class HellingerDistanceY(AggregativeProbabilisticQuantifier):
"""
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, 218:146–164.
"""
def __init__(self, learner):
self.learner = learner
def fit(self, data: LabelledCollection, fit_learner=True, train_val_split=0.6):
assert data.binary, f'{self.__class__.__name__} works only on problems of binary classification'
self.learner, validation = training_helper(
self.learner, data, fit_learner, ensure_probabilistic=True, train_val_split=train_val_split)
Px = self.soft_classify(validation.instances)
self.Pxy1 = Px[validation.labels == 1]
self.Pxy0 = Px[validation.labels == 0]
return self
def quantify(self, instances, *args):
# "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 = self.soft_classify(instances)
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 = HellingerDistanceY.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])
@classmethod
def HellingerDistance(cls, P, Q):
return np.sqrt(np.sum((np.sqrt(P) - np.sqrt(Q))**2))
def binary_quant_task(c, learners, X):
predictions_ci = learners[c].predict(X)
return predictions_ci.mean() # since the predictions array is binary
class OneVsAll(AggregativeQuantifier):
class OneVsAllELM(AggregativeQuantifier):
def __init__(self, svmperf_base, loss, n_jobs=-1, **kwargs):
self.svmperf_base = svmperf_base
self.loss = loss
def __init__(self, binary_method, n_jobs=-1, **kwargs):
self.binary_method = binary_method
self.n_jobs = n_jobs
self.kwargs = kwargs
def fit(self, data: LabelledCollection, fit_learner=True, *args):
assert fit_learner, 'the method requires that fit_learner=True'
self.learners = {c: SVMperf(self.svmperf_base, loss=self.loss, **self.kwargs) for c in data.classes_}
def fit(self, data: LabelledCollection, **kwargs):
assert not data.binary, f'{self.__class__.__name__} expect non-binary data'
self.class_method = {c: self.binary_method(**self.kwargs) for c in data.classes_}
Parallel(n_jobs=self.n_jobs, backend='threading')(
delayed(train_task)(c, self.learners, data) for c in self.learners.keys()
delayed(self._delayed_binary_fit)(c, self.class_method, data, **kwargs) for c in data.classes_
)
return self
def quantify(self, X, y=None):
def quantify(self, X, *args):
prevalences = np.asarray(
Parallel(n_jobs=self.n_jobs, backend='threading')(
delayed(binary_quant_task)(c, self.learners, X) for c in self.learners.keys()
delayed(self._delayed_binary_predict)(c, self.class_method, X) for c in self.classes
)
)
prevalences /= prevalences.sum()
return prevalences
print('one vs all: ', prevalences)
return F.normalize_prevalence(prevalences)
@property
def classes(self):
return sorted(self.learners.keys())
def preclassify_collection(self, data: LabelledCollection):
classifications = []
for class_ in data.classes_:
classifications.append(self.learners[class_].predict(data.instances))
classifications = np.vstack(classifications).T
precomputed = LabelledCollection(classifications, data.labels)
return precomputed
return sorted(self.class_method.keys())
def set_params(self, **parameters):
self.kwargs=parameters
@ -306,20 +337,57 @@ class OneVsAllELM(AggregativeQuantifier):
def get_params(self, deep=True):
return self.kwargs
def _delayed_binary_predict(self, c, learners, X):
return learners[c].classify(X).mean() # the mean is the estimation for the positive class prevalence
def _delayed_binary_fit(self, c, learners, data, **kwargs):
bindata = LabelledCollection(data.instances, data.labels == c, n_classes=2)
learners[c].fit(bindata, **kwargs)
class ExplicitLossMinimisation(AggregativeQuantifier):
def __init__(self, svmperf_base, loss, **kwargs):
self.learner = SVMperf(svmperf_base, loss=loss, **kwargs)
self.svmperf_base = svmperf_base
self.loss = loss
self.kwargs = kwargs
def fit(self, data: LabelledCollection, fit_learner=True, *args):
assert fit_learner, 'the method requires that fit_learner=True'
self.learner.fit(data.instances, data.labels)
if data.binary:
self.learner = ExplicitLossMinimisationBinary(self.svmperf_base, self.loss, **self.kwargs)
else:
self.learner = OneVsAll(
binary_method=ExplicitLossMinimisationBinary,
n_jobs=-1,
svmperf_base=self.svmperf_base,
loss=self.loss,
**self.kwargs
)
return self.learner.fit(data, *args)
def quantify(self, instances, *args):
return self.learner.quantify(instances, *args)
class ExplicitLossMinimisationBinary(AggregativeQuantifier):
def __init__(self, svmperf_base, loss, **kwargs):
self.svmperf_base = svmperf_base
self.loss = loss
self.kwargs = kwargs
def fit(self, data: LabelledCollection, fit_learner=True, *args):
assert data.binary, f'{self.__class__.__name__} works only on problems of binary classification'
assert fit_learner, 'the method requires that fit_learner=True'
self.learner = SVMperf(self.svmperf_base, loss=self.loss, **self.kwargs).fit(data.instances, data.labels)
return self
def quantify(self, X, y=None):
predictions = self.learner.predict(X)
return F.prevalence_from_labels(predictions, self.learner.n_classes_)
prev = F.prevalence_from_labels(predictions, self.learner.n_classes_)
print('binary: ', prev)
return prev
def classify(self, X, y=None):
return self.learner.predict(X)
@ -349,3 +417,12 @@ class SVMRAE(ExplicitLossMinimisation):
def __init__(self, svmperf_base, **kwargs):
super(SVMRAE, self).__init__(svmperf_base, loss='mrae', **kwargs)
CC = ClassifyAndCount
ACC = AdjustedClassifyAndCount
PCC = ProbabilisticClassifyAndCount
PACC = ProbabilisticAdjustedClassifyAndCount
ELM = ExplicitLossMinimisation
EMQ = ExpectationMaximizationQuantifier
HDy = HellingerDistanceY

2
quapy/method/base.py
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@ -10,7 +10,7 @@ class BaseQuantifier(metaclass=ABCMeta):
def fit(self, data: qp.LabelledCollection, *args): ...
@abstractmethod
def quantify(self, documents, *args): ...
def quantify(self, instances, *args): ...
@abstractmethod
def set_params(self, **parameters): ...

1
quapy/utils/__init__.py Normal file
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@ -0,0 +1 @@
from . import util

22
quapy/utils/util.py Normal file
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@ -0,0 +1,22 @@
import itertools
import multiprocessing
from joblib import Parallel, delayed
def get_parallel_slices(n_tasks, n_jobs=-1):
if n_jobs == -1:
n_jobs = multiprocessing.cpu_count()
batch = int(n_tasks / n_jobs)
remainder = n_tasks % n_jobs
return [slice(job * batch, (job + 1) * batch + (remainder if job == n_jobs - 1 else 0)) for job in
range(n_jobs)]
def parallelize(func, args, n_jobs):
slices = get_parallel_slices(len(args), n_jobs)
results = Parallel(n_jobs=n_jobs)(
delayed(func)(args[slice_i]) for slice_i in slices
)
return list(itertools.chain.from_iterable(results))

46
test.py Normal file
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@ -0,0 +1,46 @@
from sklearn.linear_model import LogisticRegression
from sklearn.svm import LinearSVC
import quapy as qp
import quapy.functional as F
# load a textual binary dataset and create a tfidf bag of words
train_path = './datasets/reviews/kindle/train.txt'
test_path = './datasets/reviews/kindle/test.txt'
dataset = qp.Dataset.load(train_path, test_path, qp.reader.from_text)
dataset.training = dataset.training.sampling(1000, 0.4, 0.6)
dataset.test = dataset.test.sampling(500, 0.6, 0.4)
qp.preprocessing.text2tfidf(dataset, inplace=True)
qp.preprocessing.reduce_columns(dataset, min_df=10, inplace=True)
# load a sparse matrix ternary dataset
#train_path = './datasets/twitter/train/sst.train+dev.feature.txt'
#test_path = './datasets/twitter/test/sst.test.feature.txt'
#dataset = qp.Dataset.load(train_path, test_path, qp.reader.from_sparse)
#dataset.training = dataset.training.sampling(500, 0.3, 0.2, 0.5)
#dataset.test = dataset.test.sampling(500, 0.2, 0.5, 0.3)
# training a quantifier
learner = LogisticRegression()
# q = qp.method.aggregative.ClassifyAndCount(learner)
# q = qp.method.aggregative.AdjustedClassifyAndCount(learner)
# q = qp.method.aggregative.AdjustedClassifyAndCount(learner)
# q = qp.method.aggregative.ProbabilisticClassifyAndCount(learner)
# q = qp.method.aggregative.ProbabilisticAdjustedClassifyAndCount(learner)
# q = qp.method.aggregative.ExpectationMaximizationQuantifier(learner)
# q = qp.method.aggregative.ExplicitLossMinimisation(svmperf_base='./svm_perf_quantification', loss='q', verbose=0, C=1000)
# q = qp.method.aggregative.SVMQ(svmperf_base='./svm_perf_quantification', verbose=0, C=1000)
q = qp.method.aggregative.HDy(learner)
q.fit(dataset.training)
# estimating class prevalences
prevalences_estim = q.quantify(dataset.test.instances)
prevalences_true = dataset.test.prevalence()
# evaluation (one single prediction)
error = qp.error.mae(prevalences_true, prevalences_estim)
print(f'method {q.__class__.__name__}')
print(f'true prevalence {F.strprev(prevalences_true)}')
print(f'estim prevalence {F.strprev(prevalences_estim)}')
print(f'MAE={error:.3f}')