from typing import Union, Callable import numpy as np from quapy.functional import get_divergence from quapy.data import LabelledCollection from quapy.method.base import BaseQuantifier, BinaryQuantifier import quapy.functional as F class MaximumLikelihoodPrevalenceEstimation(BaseQuantifier): """ The `Maximum Likelihood Prevalence Estimation` (MLPE) method is a lazy method that assumes there is no prior probability shift between training and test instances (put it other way, that the i.i.d. assumpion holds). The estimation of class prevalence values for any test sample is always (i.e., irrespective of the test sample itself) the class prevalence seen during training. This method is considered to be a lower-bound quantifier that any quantification method should beat. """ def __init__(self): self._classes_ = None def fit(self, data: LabelledCollection): """ Computes the training prevalence and stores it. :param data: the training sample :return: self """ self.estimated_prevalence = data.prevalence() return self def quantify(self, instances): """ Ignores the input instances and returns, as the class prevalence estimantes, the training prevalence. :param instances: array-like (ignored) :return: the class prevalence seen during training """ return self.estimated_prevalence class DMx(BaseQuantifier): """ Generic Distribution Matching quantifier for binary or multiclass quantification based on the space of covariates. This implementation takes the number of bins, the divergence, and the possibility to work on CDF as hyperparameters. :param nbins: number of bins used to discretize the distributions (default 8) :param divergence: a string representing a divergence measure (currently, "HD" and "topsoe" are implemented) or a callable function taking two ndarrays of the same dimension as input (default "HD", meaning Hellinger Distance) :param cdf: whether to use CDF instead of PDF (default False) :param n_jobs: number of parallel workers (default None) """ def __init__(self, nbins=8, divergence: Union[str, Callable]='HD', cdf=False, search='optim_minimize', n_jobs=None): self.nbins = nbins self.divergence = divergence self.cdf = cdf self.search = search self.n_jobs = n_jobs @classmethod def HDx(cls, n_jobs=None): """ `Hellinger Distance x `_ (HDx). HDx is a method for training binary quantifiers, that models quantification as the problem of minimizing the average divergence (in terms of the Hellinger Distance) across the feature-specific normalized histograms of two representations, one for the unlabelled examples, and another generated from the training examples as a mixture model of the class-specific representations. The parameters of the mixture thus represent the estimates of the class prevalence values. The method computes all matchings for nbins in [10, 20, ..., 110] and reports the mean of the median. The best prevalence is searched via linear search, from 0 to 1 stepping by 0.01. :param n_jobs: number of parallel workers :return: an instance of this class setup to mimick the performance of the HDx as originally proposed by González-Castro, Alaiz-Rodríguez, Alegre (2013) """ from quapy.method.meta import MedianEstimator dmx = DMx(divergence='HD', cdf=False, search='linear_search') nbins = {'nbins': np.linspace(10, 110, 11, dtype=int)} hdx = MedianEstimator(base_quantifier=dmx, param_grid=nbins, n_jobs=n_jobs) return hdx def __get_distributions(self, X): histograms = [] for feat_idx in range(self.nfeats): feature = X[:, feat_idx] feat_range = self.feat_ranges[feat_idx] hist = np.histogram(feature, bins=self.nbins, range=feat_range)[0] norm_hist = hist / hist.sum() histograms.append(norm_hist) distributions = np.vstack(histograms) if self.cdf: distributions = np.cumsum(distributions, axis=1) return distributions def fit(self, data: LabelledCollection): """ Generates the validation distributions out of the training data (covariates). The validation distributions have shape `(n, nfeats, nbins)`, with `n` the number of classes, `nfeats` the number of features, and `nbins` the number of bins. In particular, let `V` be the validation distributions; then `di=V[i]` are the distributions obtained from training data labelled with class `i`; while `dij = di[j]` is the discrete distribution for feature j in training data labelled with class `i`, and `dij[k]` is the fraction of instances with a value in the `k`-th bin. :param data: the training set """ X, y = data.Xy self.nfeats = X.shape[1] self.feat_ranges = _get_features_range(X) self.validation_distribution = np.asarray( [self.__get_distributions(X[y==cat]) for cat in range(data.n_classes)] ) return self def quantify(self, instances): """ Searches for the mixture model parameter (the sought prevalence values) that yields a validation distribution (the mixture) that best matches the test distribution, in terms of the divergence measure of choice. The matching is computed as the average dissimilarity (in terms of the dissimilarity measure of choice) between all feature-specific discrete distributions. :param instances: instances in the sample :return: a vector of class prevalence estimates """ assert instances.shape[1] == self.nfeats, f'wrong shape; expected {self.nfeats}, found {instances.shape[1]}' test_distribution = self.__get_distributions(instances) divergence = get_divergence(self.divergence) n_classes, n_feats, nbins = self.validation_distribution.shape def loss(prev): prev = np.expand_dims(prev, axis=0) mixture_distribution = (prev @ self.validation_distribution.reshape(n_classes,-1)).reshape(n_feats, -1) divs = [divergence(test_distribution[feat], mixture_distribution[feat]) for feat in range(n_feats)] return np.mean(divs) return F.argmin_prevalence(loss, n_classes, method=self.search) def _get_features_range(X): feat_ranges = [] ncols = X.shape[1] for col_idx in range(ncols): feature = X[:,col_idx] feat_ranges.append((np.min(feature), np.max(feature))) return feat_ranges #--------------------------------------------------------------- # aliases #--------------------------------------------------------------- DistributionMatchingX = DMx