from typing import Union, Callable import numpy as np from sklearn.base import BaseEstimator from sklearn.neighbors import KernelDensity from quapy.data import LabelledCollection from quapy.method.aggregative import AggregativeProbabilisticQuantifier, cross_generate_predictions import quapy as qp class KDEy(AggregativeProbabilisticQuantifier): def __init__(self, classifier: BaseEstimator, val_split=10, 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 get_kde_function(self, posteriors): return KernelDensity(bandwidth=self.bandwidth).fit(posteriors) def pdf(self, kde, posteriors): return np.exp(kde.score_samples(posteriors)) 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 """ if val_split is None: val_split = self.val_split with qp.util.temp_seed(self.random_state): 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 ) self.val_densities = [self.get_kde_function(posteriors[y == cat]) for cat in range(data.n_classes)] return self def aggregate(self, posteriors: np.ndarray): """ 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. :param instances: instances in the sample :return: a vector of class prevalence estimates """ eps = 1e-10 np.random.RandomState(self.random_state) n_classes = len(self.val_densities) test_densities = [self.pdf(kde_i, posteriors) for kde_i in self.val_densities] def neg_loglikelihood(prev): test_mixture_likelihood = sum(prev_i * dens_i for prev_i, dens_i in zip (prev, test_densities)) test_loglikelihood = np.log(test_mixture_likelihood + eps) return -np.sum(test_loglikelihood) return optim_minimize(neg_loglikelihood, n_classes) def optim_minimize(loss, n_classes): """ Searches for the optimal prevalence values, i.e., an `n_classes`-dimensional vector of the (`n_classes`-1)-simplex that yields the smallest lost. This optimization is carried out by means of a constrained search using scipy's SLSQP routine. :param loss: (callable) the function to minimize :param n_classes: (int) the number of classes, i.e., the dimensionality of the prevalence vector :return: (ndarray) the best prevalence vector found """ from scipy import optimize # the initial point is set as the uniform distribution uniform_distribution = np.full(fill_value=1 / n_classes, shape=(n_classes,)) # solutions are bounded to those contained in the unit-simplex bounds = tuple((0, 1) for _ in range(n_classes)) # values in [0,1] constraints = ({'type': 'eq', 'fun': lambda x: 1 - sum(x)}) # values summing up to 1 r = optimize.minimize(loss, x0=uniform_distribution, method='SLSQP', bounds=bounds, constraints=constraints) return r.x