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 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 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__(): 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], '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 'BayesianACC', BayesianCC(LR(), mcmc_seed=0), acc_hyper # yield 'BayesianHDy', PQ(LR(), stan_seed=0), hdy_hyper # yield 'BayesianKDEy', BayesianKDEy(LR(), mcmc_seed=0), kdey_hyper 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 if len(grid)>0: train, val = train.split_stratified(train_prop=0.6, random_state=0) mod_sel = GridSearchQ( model=point_quantifier, param_grid=grid, protocol=qp.protocol.UPP(val, repeats=250, random_state=0), refit=False, n_jobs=-1, verbose=True ).fit(*train.Xy) best_params = mod_sel.best_params_ else: 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=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 = withconf_quantifier.predict_conf(sample_X) ttime = time()-t_init results['true-prevs'].append(true_prevalence) results['point-estim'].append(point_estimate) results['shift'].append(qp.error.ae(true_prevalence, train_prevalence)) results['ae'].append(qp.error.ae(prevs_true=true_prevalence, prevs_hat=point_estimate)) results['rae'].append(qp.error.rae(prevs_true=true_prevalence, prevs_hat=point_estimate)) results['coverage'].append(region.coverage(true_prevalence)) results['amplitude'].append(region.montecarlo_proportion(n_trials=50_000)) results['test-time'].append(ttime) results['samples'].append(region.samples) report = { 'optim_hyper': best_hyperparams, 'train_time': tr_time, 'train-prev': train_prevalence, 'results': {k:np.asarray(v) for k,v in results.items()} } return report def experiment_path(dir:Path, dataset_name:str, method_name:str): os.makedirs(dir, exist_ok=True) return dir/f'{dataset_name}__{method_name}.pkl' 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') 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 data = setup['fetch_fn'](data_name) is_binary = data.n_classes==2 result_subdir = result_dir / ('binary' if is_binary else 'multiclass') 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) 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():.5f}, ' f'amplitude={report["results"]["amplitude"].mean():.5f}, ')