import itertools import signal from copy import deepcopy from enum import Enum from typing import Union, Callable from functools import wraps import numpy as np from sklearn import clone import quapy as qp from quapy import evaluation from quapy.protocol import AbstractProtocol, OnLabelledCollectionProtocol from quapy.data.base import LabelledCollection from quapy.method.aggregative import BaseQuantifier, AggregativeQuantifier from quapy.util import timeout from time import time class Status(Enum): SUCCESS = 1 TIMEOUT = 2 INVALID = 3 ERROR = 4 class ConfigStatus: def __init__(self, params, status, msg=''): self.params = params self.status = status self.msg = msg def __str__(self): return f':params:{self.params} :status:{self.status} ' + self.msg def __repr__(self): return str(self) def success(self): return self.status == Status.SUCCESS def failed(self): return self.status != Status.SUCCESS class GridSearchQ(BaseQuantifier): """Grid Search optimization targeting a quantification-oriented metric. Optimizes the hyperparameters of a quantification method, based on an evaluation method and on an evaluation protocol for quantification. :param model: the quantifier to optimize :type model: BaseQuantifier :param param_grid: a dictionary with keys the parameter names and values the list of values to explore :param protocol: a sample generation protocol, an instance of :class:`quapy.protocol.AbstractProtocol` :param error: an error function (callable) or a string indicating the name of an error function (valid ones are those in :class:`quapy.error.QUANTIFICATION_ERROR` :param refit: whether to refit the model on the whole labelled collection (training+validation) with the best chosen hyperparameter combination. Ignored if protocol='gen' :param timeout: establishes a timer (in seconds) for each of the hyperparameters configurations being tested. Whenever a run takes longer than this timer, that configuration will be ignored. If all configurations end up being ignored, a TimeoutError exception is raised. If -1 (default) then no time bound is set. :param raise_errors: boolean, if True then raises an exception when a param combination yields any error, if otherwise is False (default), then the combination is marked with an error status, but the process goes on. However, if no configuration yields a valid model, then a ValueError exception will be raised. :param verbose: set to True to get information through the stdout """ def __init__(self, model: BaseQuantifier, param_grid: dict, protocol: AbstractProtocol, error: Union[Callable, str] = qp.error.mae, refit=True, timeout=-1, n_jobs=None, raise_errors=False, verbose=False): self.model = model self.param_grid = param_grid self.protocol = protocol self.refit = refit self.timeout = timeout self.n_jobs = qp._get_njobs(n_jobs) self.raise_errors = raise_errors self.verbose = verbose self.__check_error(error) assert isinstance(protocol, AbstractProtocol), 'unknown protocol' def _sout(self, msg): if self.verbose: print(f'[{self.__class__.__name__}:{self.model.__class__.__name__}]: {msg}') def __check_error(self, error): if error in qp.error.QUANTIFICATION_ERROR: self.error = error elif isinstance(error, str): self.error = qp.error.from_name(error) elif hasattr(error, '__call__'): self.error = error else: raise ValueError(f'unexpected error type; must either be a callable function or a str representing\n' f'the name of an error function in {qp.error.QUANTIFICATION_ERROR_NAMES}') def _prepare_classifier(self, cls_params): model = deepcopy(self.model) def job(cls_params): model.set_params(**cls_params) predictions = model.classifier_fit_predict(self._training) return predictions predictions, status, took = self._error_handler(job, cls_params) self._sout(f'[classifier fit] hyperparams={cls_params} [took {took:.3f}s]') return model, predictions, status, took def _prepare_aggregation(self, args): model, predictions, cls_took, cls_params, q_params = args model = deepcopy(model) params = {**cls_params, **q_params} def job(q_params): model.set_params(**q_params) model.aggregation_fit(predictions, self._training) score = evaluation.evaluate(model, protocol=self.protocol, error_metric=self.error) return score score, status, aggr_took = self._error_handler(job, q_params) self._print_status(params, score, status, aggr_took) return model, params, score, status, (cls_took+aggr_took) def _prepare_nonaggr_model(self, params): model = deepcopy(self.model) def job(params): model.set_params(**params) model.fit(self._training) score = evaluation.evaluate(model, protocol=self.protocol, error_metric=self.error) return score score, status, took = self._error_handler(job, params) self._print_status(params, score, status, took) return model, params, score, status, took def _compute_scores_aggregative(self, training): # break down the set of hyperparameters into two: classifier-specific, quantifier-specific cls_configs, q_configs = group_params(self.param_grid) # train all classifiers and get the predictions self._training = training cls_outs = qp.util.parallel( self._prepare_classifier, cls_configs, seed=qp.environ.get('_R_SEED', None), n_jobs=self.n_jobs ) # filter out classifier configurations that yielded any error success_outs = [] for (model, predictions, status, took), cls_config in zip(cls_outs, cls_configs): if status.success(): success_outs.append((model, predictions, took, cls_config)) else: self.error_collector.append(status) if len(success_outs) == 0: raise ValueError('No valid configuration found for the classifier!') # explore the quantifier-specific hyperparameters for each valid training configuration aggr_configs = [(*out, q_config) for out, q_config in itertools.product(success_outs, q_configs)] aggr_outs = qp.util.parallel( self._prepare_aggregation, aggr_configs, seed=qp.environ.get('_R_SEED', None), n_jobs=self.n_jobs ) return aggr_outs def _compute_scores_nonaggregative(self, training): configs = expand_grid(self.param_grid) self._training = training scores = qp.util.parallel( self._prepare_nonaggr_model, configs, seed=qp.environ.get('_R_SEED', None), n_jobs=self.n_jobs ) return scores def _print_status(self, params, score, status, took): if status.success(): self._sout(f'hyperparams=[{params}]\t got {self.error.__name__} = {score:.5f} [took {took:.3f}s]') else: self._sout(f'error={status}') def fit(self, training: LabelledCollection): """ Learning routine. Fits methods with all combinations of hyperparameters and selects the one minimizing the error metric. :param training: the training set on which to optimize the hyperparameters :return: self """ if self.refit and not isinstance(self.protocol, OnLabelledCollectionProtocol): raise RuntimeWarning( f'"refit" was requested, but the protocol does not implement ' f'the {OnLabelledCollectionProtocol.__name__} interface' ) tinit = time() self.error_collector = [] self._sout(f'starting model selection with n_jobs={self.n_jobs}') if isinstance(self.model, AggregativeQuantifier): results = self._compute_scores_aggregative(training) else: results = self._compute_scores_nonaggregative(training) self.param_scores_ = {} self.best_score_ = None for model, params, score, status, took in results: if status.success(): if self.best_score_ is None or score < self.best_score_: self.best_score_ = score self.best_params_ = params self.best_model_ = model self.param_scores_[str(params)] = score else: self.param_scores_[str(params)] = status.status self.error_collector.append(status) tend = time()-tinit if self.best_score_ is None: raise ValueError('no combination of hyperparameters seemed to work') self._sout(f'optimization finished: best params {self.best_params_} (score={self.best_score_:.5f}) ' f'[took {tend:.4f}s]') no_errors = len(self.error_collector) if no_errors>0: self._sout(f'warning: {no_errors} errors found') for err in self.error_collector: self._sout(f'\t{str(err)}') if self.refit: if isinstance(self.protocol, OnLabelledCollectionProtocol): tinit = time() self._sout(f'refitting on the whole development set') self.best_model_.fit(training + self.protocol.get_labelled_collection()) tend = time() - tinit self.refit_time_ = tend else: # already checked raise RuntimeWarning(f'the model cannot be refit on the whole dataset') return self def quantify(self, instances): """Estimate class prevalence values using the best model found after calling the :meth:`fit` method. :param instances: sample contanining the instances :return: a ndarray of shape `(n_classes)` with class prevalence estimates as according to the best model found by the model selection process. """ assert hasattr(self, 'best_model_'), 'quantify called before fit' return self.best_model().quantify(instances) def set_params(self, **parameters): """Sets the hyper-parameters to explore. :param parameters: a dictionary with keys the parameter names and values the list of values to explore """ self.param_grid = parameters def get_params(self, deep=True): """Returns the dictionary of hyper-parameters to explore (`param_grid`) :param deep: Unused :return: the dictionary `param_grid` """ return self.param_grid def best_model(self): """ Returns the best model found after calling the :meth:`fit` method, i.e., the one trained on the combination of hyper-parameters that minimized the error function. :return: a trained quantifier """ if hasattr(self, 'best_model_'): return self.best_model_ raise ValueError('best_model called before fit') def _error_handler(self, func, params): """ Endorses one job with two returned values: the status, and the time of execution :param func: the function to be called :param params: parameters of the function :return: `tuple(out, status, time)` where `out` is the function output, `status` is an enum value from `Status`, and `time` is the time it took to complete the call """ output = None def _handle(status, exception): if self.raise_errors: raise exception else: return ConfigStatus(params, status, str(e)) try: with timeout(self.timeout): tinit = time() output = func(params) status = ConfigStatus(params, Status.SUCCESS) except TimeoutError as e: status = _handle(Status.TIMEOUT, str(e)) except ValueError as e: status = _handle(Status.INVALID, str(e)) except Exception as e: status = _handle(Status.ERROR, str(e)) took = time() - tinit return output, status, took def cross_val_predict(quantifier: BaseQuantifier, data: LabelledCollection, nfolds=3, random_state=0): """ Akin to `scikit-learn's cross_val_predict `_ but for quantification. :param quantifier: a quantifier issuing class prevalence values :param data: a labelled collection :param nfolds: number of folds for k-fold cross validation generation :param random_state: random seed for reproducibility :return: a vector of class prevalence values """ total_prev = np.zeros(shape=data.n_classes) for train, test in data.kFCV(nfolds=nfolds, random_state=random_state): quantifier.fit(train) fold_prev = quantifier.quantify(test.X) rel_size = 1. * len(test) / len(data) total_prev += fold_prev*rel_size return total_prev def expand_grid(param_grid: dict): """ Expands a param_grid dictionary as a list of configurations. Example: >>> combinations = expand_grid({'A': [1, 10, 100], 'B': [True, False]}) >>> print(combinations) >>> [{'A': 1, 'B': True}, {'A': 1, 'B': False}, {'A': 10, 'B': True}, {'A': 10, 'B': False}, {'A': 100, 'B': True}, {'A': 100, 'B': False}] :param param_grid: dictionary with keys representing hyper-parameter names, and values representing the range to explore for that hyper-parameter :return: a list of configurations, i.e., combinations of hyper-parameter assignments in the grid. """ params_keys = list(param_grid.keys()) params_values = list(param_grid.values()) configs = [{k: combs[i] for i, k in enumerate(params_keys)} for combs in itertools.product(*params_values)] return configs def group_params(param_grid: dict): """ Partitions a param_grid dictionary as two lists of configurations, one for the classifier-specific hyper-parameters, and another for que quantifier-specific hyper-parameters :param param_grid: dictionary with keys representing hyper-parameter names, and values representing the range to explore for that hyper-parameter :return: two expanded grids of configurations, one for the classifier, another for the quantifier """ classifier_params, quantifier_params = {}, {} for key, values in param_grid.items(): if key.startswith('classifier__') or key == 'val_split': classifier_params[key] = values else: quantifier_params[key] = values classifier_configs = expand_grid(classifier_params) quantifier_configs = expand_grid(quantifier_params) return classifier_configs, quantifier_configs