from cgi import test import os import sys from typing import Union, Callable import numpy as np from sklearn.base import BaseEstimator from sklearn.linear_model import LogisticRegression import pandas as pd from sklearn.model_selection import GridSearchCV from sklearn.neighbors import KernelDensity from scipy.stats import multivariate_normal import quapy as qp from quapy.data import LabelledCollection from quapy.protocol import APP, UPP from quapy.method.aggregative import AggregativeProbabilisticQuantifier, _training_helper, cross_generate_predictions, \ DistributionMatching, _get_divergence import scipy from scipy import optimize from statsmodels.nonparametric.kernel_density import KDEMultivariateConditional from time import time from sklearn.metrics.pairwise import rbf_kernel def gram_matrix_mix_sum(bandwidth, X, Y=None, reduce=True): # this adapts the output of the rbf_kernel function (pairwise evaluations of Gaussian kernels k(x,y)) # to contain pairwise evaluations of N(x|mu,Sigma1+Sigma2) with mu=y and Sigma1 and Sigma2 are # two "scalar matrices" (h^2) I each, so Sigma1+Sigma2 has scalar 2(h^2) (h is the bandwidth) variance = 2 * (bandwidth**2) nRows,nD = X.shape gamma = 1/(2*variance) gram = rbf_kernel(X, Y, gamma=gamma) norm_factor = 1/np.sqrt(((2*np.pi)**nD) * (variance**(nD))) gram *= norm_factor if Y is None: # ignores the diagonal aggr = (2 * np.triu(gram, 1)).sum() else: aggr = gram.sum() return aggr class KDEyclosed_efficient(AggregativeProbabilisticQuantifier): def __init__(self, classifier: BaseEstimator, val_split=0.4, bandwidth=0.1, n_jobs=None, random_state=0): self.classifier = classifier self.val_split = val_split self.bandwidth = bandwidth self.n_jobs = n_jobs self.random_state=random_state def fit(self, data: LabelledCollection, fit_classifier=True, val_split: Union[float, LabelledCollection] = None): """ :param data: the training set :param fit_classifier: 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 """ # print('[fit] enter') if val_split is None: val_split = self.val_split self.classifier, y, posteriors, classes, class_count = cross_generate_predictions( data, self.classifier, val_split, probabilistic=True, fit_classifier=fit_classifier, n_jobs=self.n_jobs ) assert all(sorted(np.unique(y)) == np.arange(data.n_classes)), \ 'label name gaps not allowed in current implementation' n = data.n_classes h = self.bandwidth P = posteriors counts_inv = 1 / (data.counts()) nD = P.shape[1] C = ((2 * np.pi) ** (-nD / 2)) * (self.bandwidth ** (-nD)) tr_tr_sums = np.zeros(shape=(n,n), dtype=float) self.tr_C = [] for i in range(n): for j in range(n): if i > j: tr_tr_sums[i,j] = tr_tr_sums[j,i] else: if i == j: tr_tr_sums[i, j] = gram_matrix_mix_sum(h, P[y == i]) self.tr_C.append(C * sum(y == i)) else: block = gram_matrix_mix_sum(h, P[y == i], P[y == j]) tr_tr_sums[i, j] = block self.tr_C = np.asarray(self.tr_C) self.Ptr = posteriors self.ytr = y self.tr_tr_sums = tr_tr_sums self.counts_inv = counts_inv return self def aggregate(self, posteriors: np.ndarray): # print('[aggregate] enter') Ptr = self.Ptr Pte = posteriors K,nD = Pte.shape Kinv = (1/K) h = self.bandwidth n = Ptr.shape[1] y = self.ytr tr_tr_sums = self.tr_tr_sums C = ((2 * np.pi) ** (-nD / 2)) * (self.bandwidth ** (-nD)) partC = 0.5*np.log(gram_matrix_mix_sum(h, Pte) * Kinv * Kinv + C*Kinv) tr_te_sums = np.zeros(shape=n, dtype=float) for i in range(n): tr_te_sums[i] = gram_matrix_mix_sum(h, Ptr[y==i], Pte) * self.counts_inv[i] * Kinv def match(alpha): partA = -np.log((alpha * tr_te_sums).sum()) alpha_l = alpha * self.counts_inv partB = 0.5 * np.log((alpha_l[:,np.newaxis] * tr_tr_sums * alpha_l).sum() + (self.tr_C*(alpha_l**2)).sum()) return partA + partB + partC # print('[aggregate] starts search') # the initial point is set as the uniform distribution uniform_distribution = np.full(fill_value=1 / n, shape=(n,)) # uniform_distribution = [0.2, 0.8] # solutions are bounded to those contained in the unit-simplex bounds = tuple((0, 1) for _ in range(n)) # values in [0,1] constraints = ({'type': 'eq', 'fun': lambda x: 1 - sum(x)}) # values summing up to 1 r = optimize.minimize(match, x0=uniform_distribution, method='SLSQP', bounds=bounds, constraints=constraints) # print('[aggregate] end') return r.x