forked from moreo/QuaPy
merging from pool request and adding documentation
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quapy/method
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@ -23,49 +23,109 @@ from quapy.method.base import BaseQuantifier, BinaryQuantifier
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class AggregativeQuantifier(BaseQuantifier):
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class AggregativeQuantifier(BaseQuantifier):
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"""
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"""
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Abstract class for quantification methods that base their estimations on the aggregation of classification
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Abstract class for quantification methods that base their estimations on the aggregation of classification
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results. Aggregative Quantifiers thus implement a _classify_ method and maintain a _learner_ attribute.
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results. Aggregative Quantifiers thus implement a :meth:`classify` method and maintain a :attr:`learner` attribute.
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Subclasses of this abstract class must implement the method :meth:`aggregate` which computes the aggregation
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of label predictions. The method :meth:`quantify` comes with a default implementation based on
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:meth:`classify` and :meth:`aggregate`.
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"""
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"""
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@abstractmethod
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@abstractmethod
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def fit(self, data: LabelledCollection, fit_learner=True): ...
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def fit(self, data: LabelledCollection, fit_learner=True):
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"""
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Trains the aggregative quantifier
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:param data: a :class:`quapy.data.base.LabelledCollection` consisting of the training data
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:param fit_learner: whether or not to train the learner (default is True). Set to False if the
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learner has been trained outside the quantifier.
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:return: self
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"""
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...
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@property
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@property
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def learner(self):
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def learner(self):
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"""
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Gives access to the classifier
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:return: the classifier (typically an sklearn's Estimator)
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"""
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return self.learner_
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return self.learner_
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@learner.setter
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@learner.setter
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def learner(self, value):
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def learner(self, classifier):
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self.learner_ = value
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"""
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Setter for the classifier
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def preclassify(self, instances):
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:param classifier: the classifier
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return self.classify(instances)
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"""
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self.learner_ = classifier
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def classify(self, instances):
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def classify(self, instances):
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"""
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Provides the label predictions for the given instances.
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:param instances: array-like
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:return: np.ndarray of shape `(n_instances,)` with label predictions
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"""
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return self.learner.predict(instances)
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return self.learner.predict(instances)
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def quantify(self, instances):
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def quantify(self, instances):
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"""
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Generate class prevalence estimates for the sample's instances by aggregating the label predictions generated
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by the classifier.
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:param instances: array-like
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:return: `np.ndarray` of shape `(self.n_classes_,)` with class prevalence estimates.
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"""
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classif_predictions = self.classify(instances)
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classif_predictions = self.classify(instances)
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return self.aggregate(classif_predictions)
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return self.aggregate(classif_predictions)
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@abstractmethod
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@abstractmethod
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def aggregate(self, classif_predictions: np.ndarray): ...
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def aggregate(self, classif_predictions: np.ndarray):
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"""
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Implements the aggregation of label predictions.
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:param classif_predictions: `np.ndarray` of label predictions
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:return: `np.ndarray` of shape `(self.n_classes_,)` with class prevalence estimates.
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"""
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...
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def get_params(self, deep=True):
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def get_params(self, deep=True):
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"""
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Return the current parameters of the quantifier.
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:param deep: for compatibility with sklearn
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:return: a dictionary of param-value pairs
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"""
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return self.learner.get_params()
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return self.learner.get_params()
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def set_params(self, **parameters):
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def set_params(self, **parameters):
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"""
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Set the parameters of the quantifier.
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:param parameters: dictionary of param-value pairs
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"""
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self.learner.set_params(**parameters)
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self.learner.set_params(**parameters)
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@property
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def n_classes(self):
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return len(self.classes_)
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@property
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@property
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def classes_(self):
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def classes_(self):
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"""
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Class labels, in the same order in which class prevalence values are to be computed.
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This default implementation actually returns the class labels of the learner.
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:return: array-like
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"""
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return self.learner.classes_
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return self.learner.classes_
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@property
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@property
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def aggregative(self):
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def aggregative(self):
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"""
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Returns True, indicating the quantifier is of type aggregative.
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:return: True
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"""
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return True
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return True
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@ -77,9 +137,6 @@ class AggregativeProbabilisticQuantifier(AggregativeQuantifier):
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probabilities.
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probabilities.
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"""
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"""
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def preclassify(self, instances):
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return self.predict_proba(instances)
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def posterior_probabilities(self, instances):
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def posterior_probabilities(self, instances):
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return self.learner.predict_proba(instances)
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return self.learner.predict_proba(instances)
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@ -102,13 +159,14 @@ class AggregativeProbabilisticQuantifier(AggregativeQuantifier):
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# Helper
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# Helper
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# ------------------------------------
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# ------------------------------------
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def training_helper(learner,
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def _training_helper(learner,
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data: LabelledCollection,
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data: LabelledCollection,
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fit_learner: bool = True,
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fit_learner: bool = True,
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ensure_probabilistic=False,
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ensure_probabilistic=False,
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val_split: Union[LabelledCollection, float] = None):
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val_split: Union[LabelledCollection, float] = None):
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"""
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"""
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Training procedure common to all Aggregative Quantifiers.
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Training procedure common to all Aggregative Quantifiers.
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:param learner: the learner to be fit
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:param learner: the learner to be fit
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:param data: the data on which to fit the learner. If requested, the data will be split before fitting the learner.
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:param data: the data on which to fit the learner. If requested, the data will be split before fitting the learner.
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:param fit_learner: whether or not to fit the learner (if False, then bypasses any action)
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:param fit_learner: whether or not to fit the learner (if False, then bypasses any action)
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@ -160,8 +218,10 @@ def training_helper(learner,
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# ------------------------------------
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# ------------------------------------
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class CC(AggregativeQuantifier):
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class CC(AggregativeQuantifier):
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"""
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"""
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The most basic Quantification method. One that simply classifies all instances and countes how many have been
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The most basic Quantification method. One that simply classifies all instances and counts how many have been
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attributed each of the classes in order to compute class prevalence estimates.
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attributed to each of the classes in order to compute class prevalence estimates.
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:param learner: a sklearn's Estimator that generates a classifier
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"""
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"""
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def __init__(self, learner: BaseEstimator):
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def __init__(self, learner: BaseEstimator):
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@ -169,19 +229,40 @@ class CC(AggregativeQuantifier):
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def fit(self, data: LabelledCollection, fit_learner=True):
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def fit(self, data: LabelledCollection, fit_learner=True):
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"""
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"""
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Trains the Classify & Count method unless _fit_learner_ is False, in which case it is assumed to be already fit.
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Trains the Classify & Count method unless `fit_learner` is False, in which case, the classifier is assumed to
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:param data: training data
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be already fit and there is nothing else to do.
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:param data: a :class:`quapy.data.base.LabelledCollection` consisting of the training data
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:param fit_learner: if False, the classifier is assumed to be fit
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:param fit_learner: if False, the classifier is assumed to be fit
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:return: self
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:return: self
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"""
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"""
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self.learner, _ = training_helper(self.learner, data, fit_learner)
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self.learner, _ = _training_helper(self.learner, data, fit_learner)
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return self
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return self
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def aggregate(self, classif_predictions):
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def aggregate(self, classif_predictions: np.ndarray):
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"""
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Computes class prevalence estimates by counting the prevalence of each of the predicted labels.
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:param classif_predictions: array-like with label predictions
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:return: `np.ndarray` of shape `(self.n_classes_,)` with class prevalence estimates.
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"""
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return F.prevalence_from_labels(classif_predictions, self.classes_)
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return F.prevalence_from_labels(classif_predictions, self.classes_)
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class ACC(AggregativeQuantifier):
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class ACC(AggregativeQuantifier):
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"""
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`Adjusted Classify & Count <https://link.springer.com/article/10.1007/s10618-008-0097-y>`_,
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the "adjusted" variant of :class:`CC`, that corrects the predictions of CC
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according to the `misclassification rates`.
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:param learner: a sklearn's Estimator that generates a classifier
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:param val_split: indicates the proportion of data to be used as a stratified held-out validation set in which the
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misclassification rates are to be estimated.
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This parameter can be indicated as a real value (between 0 and 1, default 0.4), representing a proportion of
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validation data, or as an integer, indicating that the misclassification rates should be estimated via
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`k`-fold cross validation (this integer stands for the number of folds `k`), or as a
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:class:`quapy.data.base.LabelledCollection` (the split itself).
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"""
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def __init__(self, learner: BaseEstimator, val_split=0.4):
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def __init__(self, learner: BaseEstimator, val_split=0.4):
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self.learner = learner
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self.learner = learner
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@ -189,13 +270,14 @@ class ACC(AggregativeQuantifier):
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def fit(self, data: LabelledCollection, fit_learner=True, val_split: Union[float, int, LabelledCollection] = None):
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def fit(self, data: LabelledCollection, fit_learner=True, val_split: Union[float, int, LabelledCollection] = None):
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"""
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"""
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Trains a ACC quantifier
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Trains a ACC quantifier.
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:param data: the training set
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:param data: the training set
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:param fit_learner: set to False to bypass the training (the learner is assumed to be already fit)
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:param fit_learner: set to False to bypass the training (the learner is assumed to be already fit)
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:param val_split: either a float in (0,1) indicating the proportion of training instances to use for
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:param val_split: either a float in (0,1) indicating the proportion of training instances to use for
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validation (e.g., 0.3 for using 30% of the training set as validation data), or a LabelledCollection
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validation (e.g., 0.3 for using 30% of the training set as validation data), or a LabelledCollection
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indicating the validation set itself, or an int indicating the number k of folds to be used in kFCV
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indicating the validation set itself, or an int indicating the number `k` of folds to be used in `k`-fold
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to estimate the parameters
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cross validation to estimate the parameters
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:return: self
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:return: self
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"""
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"""
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if val_split is None:
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if val_split is None:
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@ -211,7 +293,7 @@ class ACC(AggregativeQuantifier):
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pbar.set_description(f'{self.__class__.__name__} fitting fold {k}')
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pbar.set_description(f'{self.__class__.__name__} fitting fold {k}')
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training = data.sampling_from_index(training_idx)
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training = data.sampling_from_index(training_idx)
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validation = data.sampling_from_index(validation_idx)
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validation = data.sampling_from_index(validation_idx)
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learner, val_data = training_helper(self.learner, training, fit_learner, val_split=validation)
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learner, val_data = _training_helper(self.learner, training, fit_learner, val_split=validation)
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y_.append(learner.predict(val_data.instances))
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y_.append(learner.predict(val_data.instances))
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y.append(val_data.labels)
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y.append(val_data.labels)
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class_count = data.counts()
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class_count = data.counts()
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# fit the learner on all data
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# fit the learner on all data
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self.learner, _ = training_helper(self.learner, data, fit_learner, val_split=None)
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self.learner, _ = _training_helper(self.learner, data, fit_learner, val_split=None)
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else:
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else:
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self.learner, val_data = training_helper(self.learner, data, fit_learner, val_split=val_split)
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self.learner, val_data = _training_helper(self.learner, data, fit_learner, val_split=val_split)
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y_ = self.learner.predict(val_data.instances)
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y_ = self.learner.predict(val_data.instances)
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y = val_data.labels
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y = val_data.labels
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self.cc = CC(self.learner)
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self.cc = CC(self.learner)
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# estimate the matrix with entry (i,j) being the estimate of P(yi|yj), that is, the probability that a
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# document that belongs to yj ends up being classified as belonging to yi
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self.Pte_cond_estim_ = self.getPteCondEstim(data.classes_, y, y_)
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self.Pte_cond_estim_ = self.getPteCondEstim(data.classes_, y, y_)
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return self
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return self
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@classmethod
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@classmethod
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def solve_adjustment(cls, PteCondEstim, prevs_estim):
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def solve_adjustment(cls, PteCondEstim, prevs_estim):
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# solve for the linear system Ax = B with A=PteCondEstim and B = prevs_estim
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"""
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Solves the system linear system :math:`Ax = B` with :math:`A` = `PteCondEstim` and :math:`B` = `prevs_estim`
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:param PteCondEstim: a `np.ndarray` of shape `(n_classes,n_classes,)` with entry `(i,j)` being the estimate
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of :math:`P(y_i|y_j)`, that is, the probability that an instance that belongs to :math:`y_j` ends up being
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classified as belonging to :math:`y_i`
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:param prevs_estim: a `np.ndarray` of shape `(n_classes,)` with the class prevalence estimates
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:return: an adjusted `np.ndarray` of shape `(n_classes,)` with the corrected class prevalence estimates
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"""
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A = PteCondEstim
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A = PteCondEstim
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B = prevs_estim
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B = prevs_estim
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try:
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try:
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@ -271,11 +359,18 @@ class ACC(AggregativeQuantifier):
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class PCC(AggregativeProbabilisticQuantifier):
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class PCC(AggregativeProbabilisticQuantifier):
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"""
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`Probabilistic Classify & Count <https://ieeexplore.ieee.org/abstract/document/5694031>`_,
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the probabilistic variant of CC that relies on the posterior probabilities returned by a probabilistic classifier.
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:param learner: a sklearn's Estimator that generates a classifier
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"""
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def __init__(self, learner: BaseEstimator):
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def __init__(self, learner: BaseEstimator):
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self.learner = learner
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self.learner = learner
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def fit(self, data: LabelledCollection, fit_learner=True):
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def fit(self, data: LabelledCollection, fit_learner=True):
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self.learner, _ = training_helper(self.learner, data, fit_learner, ensure_probabilistic=True)
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self.learner, _ = _training_helper(self.learner, data, fit_learner, ensure_probabilistic=True)
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return self
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return self
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def aggregate(self, classif_posteriors):
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def aggregate(self, classif_posteriors):
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@ -283,6 +378,18 @@ class PCC(AggregativeProbabilisticQuantifier):
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class PACC(AggregativeProbabilisticQuantifier):
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class PACC(AggregativeProbabilisticQuantifier):
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"""
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`Probabilistic Adjusted Classify & Count <https://ieeexplore.ieee.org/abstract/document/5694031>`_,
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the probabilistic variant of ACC that relies on the posterior probabilities returned by a probabilistic classifier.
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:param learner: a sklearn's Estimator that generates a classifier
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:param val_split: indicates the proportion of data to be used as a stratified held-out validation set in which the
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misclassification rates are to be estimated.
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This parameter can be indicated as a real value (between 0 and 1, default 0.4), representing a proportion of
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validation data, or as an integer, indicating that the misclassification rates should be estimated via
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`k`-fold cross validation (this integer stands for the number of folds `k`), or as a
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:class:`quapy.data.base.LabelledCollection` (the split itself).
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"""
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def __init__(self, learner: BaseEstimator, val_split=0.4):
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def __init__(self, learner: BaseEstimator, val_split=0.4):
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self.learner = learner
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self.learner = learner
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@ -290,7 +397,8 @@ class PACC(AggregativeProbabilisticQuantifier):
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def fit(self, data: LabelledCollection, fit_learner=True, val_split: Union[float, int, LabelledCollection] = None):
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def fit(self, data: LabelledCollection, fit_learner=True, val_split: Union[float, int, LabelledCollection] = None):
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"""
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"""
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Trains a PACC quantifier
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Trains a PACC quantifier.
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:param data: the training set
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:param data: the training set
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:param fit_learner: set to False to bypass the training (the learner is assumed to be already fit)
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:param fit_learner: set to False to bypass the training (the learner is assumed to be already fit)
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:param val_split: either a float in (0,1) indicating the proportion of training instances to use for
|
:param val_split: either a float in (0,1) indicating the proportion of training instances to use for
|
||||||
|
@ -313,7 +421,7 @@ class PACC(AggregativeProbabilisticQuantifier):
|
||||||
pbar.set_description(f'{self.__class__.__name__} fitting fold {k}')
|
pbar.set_description(f'{self.__class__.__name__} fitting fold {k}')
|
||||||
training = data.sampling_from_index(training_idx)
|
training = data.sampling_from_index(training_idx)
|
||||||
validation = data.sampling_from_index(validation_idx)
|
validation = data.sampling_from_index(validation_idx)
|
||||||
learner, val_data = training_helper(
|
learner, val_data = _training_helper(
|
||||||
self.learner, training, fit_learner, ensure_probabilistic=True, val_split=validation)
|
self.learner, training, fit_learner, ensure_probabilistic=True, val_split=validation)
|
||||||
y_.append(learner.predict_proba(val_data.instances))
|
y_.append(learner.predict_proba(val_data.instances))
|
||||||
y.append(val_data.labels)
|
y.append(val_data.labels)
|
||||||
|
@ -322,12 +430,12 @@ class PACC(AggregativeProbabilisticQuantifier):
|
||||||
y_ = np.vstack(y_)
|
y_ = np.vstack(y_)
|
||||||
|
|
||||||
# fit the learner on all data
|
# fit the learner on all data
|
||||||
self.learner, _ = training_helper(self.learner, data, fit_learner, ensure_probabilistic=True,
|
self.learner, _ = _training_helper(self.learner, data, fit_learner, ensure_probabilistic=True,
|
||||||
val_split=None)
|
val_split=None)
|
||||||
classes = data.classes_
|
classes = data.classes_
|
||||||
|
|
||||||
else:
|
else:
|
||||||
self.learner, val_data = training_helper(
|
self.learner, val_data = _training_helper(
|
||||||
self.learner, data, fit_learner, ensure_probabilistic=True, val_split=val_split)
|
self.learner, data, fit_learner, ensure_probabilistic=True, val_split=val_split)
|
||||||
y_ = self.learner.predict_proba(val_data.instances)
|
y_ = self.learner.predict_proba(val_data.instances)
|
||||||
y = val_data.labels
|
y = val_data.labels
|
||||||
|
@ -335,6 +443,13 @@ class PACC(AggregativeProbabilisticQuantifier):
|
||||||
|
|
||||||
self.pcc = PCC(self.learner)
|
self.pcc = PCC(self.learner)
|
||||||
|
|
||||||
|
# estimate the matrix with entry (i,j) being the estimate of P(yi|yj), that is, the probability that a
|
||||||
|
# document that belongs to yj ends up being classified as belonging to yi
|
||||||
|
n_classes = len(classes)
|
||||||
|
confusion = np.empty(shape=(n_classes, n_classes))
|
||||||
|
for i, class_ in enumerate(classes):
|
||||||
|
confusion[i] = y_[y == class_].mean(axis=0)
|
||||||
|
|
||||||
self.Pte_cond_estim_ = self.getPteCondEstim(classes, y, y_)
|
self.Pte_cond_estim_ = self.getPteCondEstim(classes, y, y_)
|
||||||
|
|
||||||
return self
|
return self
|
||||||
|
@ -344,7 +459,6 @@ class PACC(AggregativeProbabilisticQuantifier):
|
||||||
# estimate the matrix with entry (i,j) being the estimate of P(yi|yj), that is, the probability that a
|
# estimate the matrix with entry (i,j) being the estimate of P(yi|yj), that is, the probability that a
|
||||||
# document that belongs to yj ends up being classified as belonging to yi
|
# document that belongs to yj ends up being classified as belonging to yi
|
||||||
n_classes = len(classes)
|
n_classes = len(classes)
|
||||||
# confusion = np.zeros(shape=(n_classes, n_classes))
|
|
||||||
confusion = np.eye(n_classes)
|
confusion = np.eye(n_classes)
|
||||||
for i, class_ in enumerate(classes):
|
for i, class_ in enumerate(classes):
|
||||||
idx = y == class_
|
idx = y == class_
|
||||||
|
@ -363,34 +477,59 @@ class PACC(AggregativeProbabilisticQuantifier):
|
||||||
|
|
||||||
class EMQ(AggregativeProbabilisticQuantifier):
|
class EMQ(AggregativeProbabilisticQuantifier):
|
||||||
"""
|
"""
|
||||||
The method is described in:
|
`Expectation Maximization for Quantification <https://ieeexplore.ieee.org/abstract/document/6789744>`_ (EMQ),
|
||||||
|
aka `Saerens-Latinne-Decaestecker` (SLD) algorithm.
|
||||||
|
EMQ consists of using the well-known `Expectation Maximization algorithm` to iteratively update the posterior
|
||||||
|
probabilities generated by a probabilistic classifier and the class prevalence estimates obtained via
|
||||||
|
maximum-likelihood estimation, in a mutually recursive way, until convergence.
|
||||||
|
The `transform_prior` callback allows you to introduce ad-hoc regularizations which are not part of the
|
||||||
|
original EMQ algorithm. This callback can, for instance, enhance or diminish small class prevalences if
|
||||||
|
sparse or dense solutions should be promoted.
|
||||||
|
|
||||||
|
The original method is described in:
|
||||||
Saerens, M., Latinne, P., and Decaestecker, C. (2002).
|
Saerens, M., Latinne, P., and Decaestecker, C. (2002).
|
||||||
Adjusting the outputs of a classifier to new a priori probabilities: A simple procedure.
|
Adjusting the outputs of a classifier to new a priori probabilities: A simple procedure.
|
||||||
Neural Computation, 14(1): 21–41.
|
Neural Computation, 14(1): 21–41.
|
||||||
|
|
||||||
|
:param learner: a sklearn's Estimator that generates a classifier
|
||||||
|
:param transform_prior: an optional function :math:`R^c -> R^c` that transforms each intermediate estimate
|
||||||
"""
|
"""
|
||||||
|
|
||||||
MAX_ITER = 1000
|
MAX_ITER = 1000
|
||||||
EPSILON = 1e-4
|
EPSILON = 1e-4
|
||||||
|
|
||||||
def __init__(self, learner: BaseEstimator):
|
def __init__(self, learner: BaseEstimator, transform_prior=None):
|
||||||
self.learner = learner
|
self.learner = learner
|
||||||
|
self.transform_prior = transform_prior
|
||||||
|
|
||||||
def fit(self, data: LabelledCollection, fit_learner=True):
|
def fit(self, data: LabelledCollection, fit_learner=True):
|
||||||
self.learner, _ = training_helper(self.learner, data, fit_learner, ensure_probabilistic=True)
|
self.learner, _ = _training_helper(self.learner, data, fit_learner, ensure_probabilistic=True)
|
||||||
self.train_prevalence = F.prevalence_from_labels(data.labels, self.classes_)
|
self.train_prevalence = F.prevalence_from_labels(data.labels, self.classes_)
|
||||||
return self
|
return self
|
||||||
|
|
||||||
def aggregate(self, classif_posteriors, epsilon=EPSILON):
|
def aggregate(self, classif_posteriors, epsilon=EPSILON):
|
||||||
priors, posteriors = self.EM(self.train_prevalence, classif_posteriors, epsilon)
|
priors, posteriors = self.EM(self.train_prevalence, classif_posteriors, epsilon, self.transform_prior)
|
||||||
return priors
|
return priors
|
||||||
|
|
||||||
def predict_proba(self, instances, epsilon=EPSILON):
|
def predict_proba(self, instances, epsilon=EPSILON):
|
||||||
classif_posteriors = self.learner.predict_proba(instances)
|
classif_posteriors = self.learner.predict_proba(instances)
|
||||||
priors, posteriors = self.EM(self.train_prevalence, classif_posteriors, epsilon)
|
priors, posteriors = self.EM(self.train_prevalence, classif_posteriors, epsilon, self.transform_prior)
|
||||||
return posteriors
|
return posteriors
|
||||||
|
|
||||||
@classmethod
|
@classmethod
|
||||||
def EM(cls, tr_prev, posterior_probabilities, epsilon=EPSILON):
|
def EM(cls, tr_prev, posterior_probabilities, epsilon=EPSILON, transform_prior=None):
|
||||||
|
"""
|
||||||
|
Computes the `Expectation Maximization` routine.
|
||||||
|
:param tr_prev: array-like, the training prevalence
|
||||||
|
:param posterior_probabilities: `np.ndarray` of shape `(n_instances, n_classes,)` with the
|
||||||
|
posterior probabilities
|
||||||
|
:param epsilon: float, the threshold different between two consecutive iterations
|
||||||
|
to reach before stopping the loop
|
||||||
|
:param transform_prior: an optional function :math:`R^c -> R^c` that transforms each intermediate estimate
|
||||||
|
:return: a tuple with the estimated prevalence values (shape `(n_classes,)`) and
|
||||||
|
the corrected posterior probabilities (shape `(n_instances, n_classes,)`)
|
||||||
|
"""
|
||||||
|
|
||||||
Px = posterior_probabilities
|
Px = posterior_probabilities
|
||||||
Ptr = np.copy(tr_prev)
|
Ptr = np.copy(tr_prev)
|
||||||
qs = np.copy(Ptr) # qs (the running estimate) is initialized as the training prevalence
|
qs = np.copy(Ptr) # qs (the running estimate) is initialized as the training prevalence
|
||||||
|
@ -411,17 +550,30 @@ class EMQ(AggregativeProbabilisticQuantifier):
|
||||||
qs_prev_ = qs
|
qs_prev_ = qs
|
||||||
s += 1
|
s += 1
|
||||||
|
|
||||||
|
# transformation of intermediate estimates
|
||||||
|
if transform_prior is not None and not converged:
|
||||||
|
qs = transform_prior(qs)
|
||||||
|
|
||||||
if not converged:
|
if not converged:
|
||||||
print('[warning] the method has reached the maximum number of iterations; it might have not converged')
|
print('[warning] the method has reached the maximum number of iterations; it might have not converged')
|
||||||
|
|
||||||
return qs, ps
|
return qs, ps
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
class HDy(AggregativeProbabilisticQuantifier, BinaryQuantifier):
|
class HDy(AggregativeProbabilisticQuantifier, BinaryQuantifier):
|
||||||
"""
|
"""
|
||||||
Implementation of the method based on the Hellinger Distance y (HDy) proposed by
|
`Hellinger Distance y <https://www.sciencedirect.com/science/article/pii/S0020025512004069>`_ (HDy).
|
||||||
González-Castro, V., Alaiz-Rodrı́guez, R., and Alegre, E. (2013). Class distribution
|
HDy is a probabilistic method for training binary quantifiers, that models quantification as the problem of
|
||||||
estimation based on the Hellinger distance. Information Sciences, 218:146–164.
|
minimizing the divergence (in terms of the Hellinger Distance) between two cumulative distributions of posterior
|
||||||
|
probabilities returned by the classifier. One of the distributions is generated from the unlabelled examples and
|
||||||
|
the other is generated from a validation set. This latter distribution is defined as a mixture of the
|
||||||
|
class-conditional distributions of the posterior probabilities returned for the positive and negative validation
|
||||||
|
examples, respectively. The parameters of the mixture thus represent the estimates of the class prevalence values.
|
||||||
|
|
||||||
|
:param learner: a sklearn's Estimator that generates a binary classifier
|
||||||
|
:param val_split: a float in range (0,1) indicating the proportion of data to be used as a stratified held-out
|
||||||
|
validation distribution, or a :class:`quapy.data.base.LabelledCollection` (the split itself).
|
||||||
"""
|
"""
|
||||||
|
|
||||||
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
||||||
|
@ -430,19 +582,20 @@ class HDy(AggregativeProbabilisticQuantifier, BinaryQuantifier):
|
||||||
|
|
||||||
def fit(self, data: LabelledCollection, fit_learner=True, val_split: Union[float, LabelledCollection] = None):
|
def fit(self, data: LabelledCollection, fit_learner=True, val_split: Union[float, LabelledCollection] = None):
|
||||||
"""
|
"""
|
||||||
Trains a HDy quantifier
|
Trains a HDy quantifier.
|
||||||
|
|
||||||
:param data: the training set
|
:param data: the training set
|
||||||
:param fit_learner: set to False to bypass the training (the learner is assumed to be already fit)
|
:param fit_learner: 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
|
: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
|
validation (e.g., 0.3 for using 30% of the training set as validation data), or a
|
||||||
indicating the validation set itself
|
:class:`quapy.data.base.LabelledCollection` indicating the validation set itself
|
||||||
:return: self
|
:return: self
|
||||||
"""
|
"""
|
||||||
if val_split is None:
|
if val_split is None:
|
||||||
val_split = self.val_split
|
val_split = self.val_split
|
||||||
|
|
||||||
self._check_binary(data, self.__class__.__name__)
|
self._check_binary(data, self.__class__.__name__)
|
||||||
self.learner, validation = training_helper(
|
self.learner, validation = _training_helper(
|
||||||
self.learner, data, fit_learner, ensure_probabilistic=True, val_split=val_split)
|
self.learner, data, fit_learner, ensure_probabilistic=True, val_split=val_split)
|
||||||
Px = self.posterior_probabilities(validation.instances)[:, 1] # takes only the P(y=+1|x)
|
Px = self.posterior_probabilities(validation.instances)[:, 1] # takes only the P(y=+1|x)
|
||||||
self.Pxy1 = Px[validation.labels == self.learner.classes_[1]]
|
self.Pxy1 = Px[validation.labels == self.learner.classes_[1]]
|
||||||
|
@ -473,7 +626,7 @@ class HDy(AggregativeProbabilisticQuantifier, BinaryQuantifier):
|
||||||
Px_test, _ = np.histogram(Px, bins=bins, range=(0, 1), density=True)
|
Px_test, _ = np.histogram(Px, bins=bins, range=(0, 1), density=True)
|
||||||
|
|
||||||
prev_selected, min_dist = None, None
|
prev_selected, min_dist = None, None
|
||||||
for prev in F.prevalence_linspace(n_prevalences=100, repeat=1, smooth_limits_epsilon=0.0):
|
for prev in F.prevalence_linspace(n_prevalences=100, repeats=1, smooth_limits_epsilon=0.0):
|
||||||
Px_train = prev * Pxy1_density + (1 - prev) * Pxy0_density
|
Px_train = prev * Pxy1_density + (1 - prev) * Pxy0_density
|
||||||
hdy = F.HellingerDistance(Px_train, Px_test)
|
hdy = F.HellingerDistance(Px_train, Px_test)
|
||||||
if prev_selected is None or hdy < min_dist:
|
if prev_selected is None or hdy < min_dist:
|
||||||
|
@ -485,6 +638,19 @@ class HDy(AggregativeProbabilisticQuantifier, BinaryQuantifier):
|
||||||
|
|
||||||
|
|
||||||
class ELM(AggregativeQuantifier, BinaryQuantifier):
|
class ELM(AggregativeQuantifier, BinaryQuantifier):
|
||||||
|
"""
|
||||||
|
Class of Explicit Loss Minimization (ELM) quantifiers.
|
||||||
|
Quantifiers based on ELM represent a family of methods based on structured output learning;
|
||||||
|
these quantifiers rely on classifiers that have been optimized using a quantification-oriented loss
|
||||||
|
measure. This implementation relies on
|
||||||
|
`Joachims’ SVM perf <https://www.cs.cornell.edu/people/tj/svm_light/svm_perf.html>`_ structured output
|
||||||
|
learning algorithm, which has to be installed and patched for the purpose (see this
|
||||||
|
`script <https://github.com/HLT-ISTI/QuaPy/blob/master/prepare_svmperf.sh>`_).
|
||||||
|
|
||||||
|
:param svmperf_base: path to the folder containing the binary files of `SVM perf`
|
||||||
|
:param loss: the loss to optimize (see :attr:`quapy.classification.svmperf.SVMperf.valid_losses`)
|
||||||
|
:param kwargs: rest of SVM perf's parameters
|
||||||
|
"""
|
||||||
|
|
||||||
def __init__(self, svmperf_base=None, loss='01', **kwargs):
|
def __init__(self, svmperf_base=None, loss='01', **kwargs):
|
||||||
self.svmperf_base = svmperf_base if svmperf_base is not None else qp.environ['SVMPERF_HOME']
|
self.svmperf_base = svmperf_base if svmperf_base is not None else qp.environ['SVMPERF_HOME']
|
||||||
|
@ -507,9 +673,15 @@ class ELM(AggregativeQuantifier, BinaryQuantifier):
|
||||||
|
|
||||||
class SVMQ(ELM):
|
class SVMQ(ELM):
|
||||||
"""
|
"""
|
||||||
Barranquero, J., Díez, J., and del Coz, J. J. (2015).
|
SVM(Q), which attempts to minimize the `Q` loss combining a classification-oriented loss and a
|
||||||
Quantification-oriented learning based on reliable classifiers.
|
quantification-oriented loss, as proposed by
|
||||||
Pattern Recognition, 48(2):591–604.
|
`Barranquero et al. 2015 <https://www.sciencedirect.com/science/article/pii/S003132031400291X>`_.
|
||||||
|
Equivalent to:
|
||||||
|
|
||||||
|
>>> ELM(svmperf_base, loss='q', **kwargs)
|
||||||
|
|
||||||
|
:param svmperf_base: path to the folder containing the binary files of `SVM perf`
|
||||||
|
:param kwargs: rest of SVM perf's parameters
|
||||||
"""
|
"""
|
||||||
|
|
||||||
def __init__(self, svmperf_base=None, **kwargs):
|
def __init__(self, svmperf_base=None, **kwargs):
|
||||||
|
@ -518,9 +690,14 @@ class SVMQ(ELM):
|
||||||
|
|
||||||
class SVMKLD(ELM):
|
class SVMKLD(ELM):
|
||||||
"""
|
"""
|
||||||
Esuli, A. and Sebastiani, F. (2015).
|
SVM(KLD), which attempts to minimize the Kullback-Leibler Divergence as proposed by
|
||||||
Optimizing text quantifiers for multivariate loss functions.
|
`Esuli et al. 2015 <https://dl.acm.org/doi/abs/10.1145/2700406>`_.
|
||||||
ACM Transactions on Knowledge Discovery and Data, 9(4):Article 27.
|
Equivalent to:
|
||||||
|
|
||||||
|
>>> ELM(svmperf_base, loss='kld', **kwargs)
|
||||||
|
|
||||||
|
:param svmperf_base: path to the folder containing the binary files of `SVM perf`
|
||||||
|
:param kwargs: rest of SVM perf's parameters
|
||||||
"""
|
"""
|
||||||
|
|
||||||
def __init__(self, svmperf_base=None, **kwargs):
|
def __init__(self, svmperf_base=None, **kwargs):
|
||||||
|
@ -529,9 +706,15 @@ class SVMKLD(ELM):
|
||||||
|
|
||||||
class SVMNKLD(ELM):
|
class SVMNKLD(ELM):
|
||||||
"""
|
"""
|
||||||
Esuli, A. and Sebastiani, F. (2015).
|
SVM(NKLD), which attempts to minimize a version of the the Kullback-Leibler Divergence normalized
|
||||||
Optimizing text quantifiers for multivariate loss functions.
|
via the logistic function, as proposed by
|
||||||
ACM Transactions on Knowledge Discovery and Data, 9(4):Article 27.
|
`Esuli et al. 2015 <https://dl.acm.org/doi/abs/10.1145/2700406>`_.
|
||||||
|
Equivalent to:
|
||||||
|
|
||||||
|
>>> ELM(svmperf_base, loss='nkld', **kwargs)
|
||||||
|
|
||||||
|
:param svmperf_base: path to the folder containing the binary files of `SVM perf`
|
||||||
|
:param kwargs: rest of SVM perf's parameters
|
||||||
"""
|
"""
|
||||||
|
|
||||||
def __init__(self, svmperf_base=None, **kwargs):
|
def __init__(self, svmperf_base=None, **kwargs):
|
||||||
|
@ -539,25 +722,60 @@ class SVMNKLD(ELM):
|
||||||
|
|
||||||
|
|
||||||
class SVMAE(ELM):
|
class SVMAE(ELM):
|
||||||
|
"""
|
||||||
|
SVM(AE), which attempts to minimize Absolute Error as first used by
|
||||||
|
`Moreo and Sebastiani, 2021 <https://arxiv.org/abs/2011.02552>`_.
|
||||||
|
Equivalent to:
|
||||||
|
|
||||||
|
>>> ELM(svmperf_base, loss='mae', **kwargs)
|
||||||
|
|
||||||
|
:param svmperf_base: path to the folder containing the binary files of `SVM perf`
|
||||||
|
:param kwargs: rest of SVM perf's parameters
|
||||||
|
"""
|
||||||
|
|
||||||
def __init__(self, svmperf_base=None, **kwargs):
|
def __init__(self, svmperf_base=None, **kwargs):
|
||||||
super(SVMAE, self).__init__(svmperf_base, loss='mae', **kwargs)
|
super(SVMAE, self).__init__(svmperf_base, loss='mae', **kwargs)
|
||||||
|
|
||||||
|
|
||||||
class SVMRAE(ELM):
|
class SVMRAE(ELM):
|
||||||
|
"""
|
||||||
|
SVM(RAE), which attempts to minimize Relative Absolute Error as first used by
|
||||||
|
`Moreo and Sebastiani, 2021 <https://arxiv.org/abs/2011.02552>`_.
|
||||||
|
Equivalent to:
|
||||||
|
|
||||||
|
>>> ELM(svmperf_base, loss='mrae', **kwargs)
|
||||||
|
|
||||||
|
:param svmperf_base: path to the folder containing the binary files of `SVM perf`
|
||||||
|
:param kwargs: rest of SVM perf's parameters
|
||||||
|
"""
|
||||||
|
|
||||||
def __init__(self, svmperf_base=None, **kwargs):
|
def __init__(self, svmperf_base=None, **kwargs):
|
||||||
super(SVMRAE, self).__init__(svmperf_base, loss='mrae', **kwargs)
|
super(SVMRAE, self).__init__(svmperf_base, loss='mrae', **kwargs)
|
||||||
|
|
||||||
|
|
||||||
class ThresholdOptimization(AggregativeQuantifier, BinaryQuantifier):
|
class ThresholdOptimization(AggregativeQuantifier, BinaryQuantifier):
|
||||||
|
"""
|
||||||
|
Abstract class of Threshold Optimization variants for :class:`ACC` as proposed by
|
||||||
|
`Forman 2006 <https://dl.acm.org/doi/abs/10.1145/1150402.1150423>`_ and
|
||||||
|
`Forman 2008 <https://link.springer.com/article/10.1007/s10618-008-0097-y>`_.
|
||||||
|
The goal is to bring improved stability to the denominator of the adjustment.
|
||||||
|
The different variants are based on different heuristics for choosing a decision threshold
|
||||||
|
that would allow for more true positives and many more false positives, on the grounds this
|
||||||
|
would deliver larger denominators.
|
||||||
|
|
||||||
|
:param learner: a sklearn's Estimator that generates a classifier
|
||||||
|
:param val_split: indicates the proportion of data to be used as a stratified held-out validation set in which the
|
||||||
|
misclassification rates are to be estimated.
|
||||||
|
This parameter can be indicated as a real value (between 0 and 1, default 0.4), representing a proportion of
|
||||||
|
validation data, or as an integer, indicating that the misclassification rates should be estimated via
|
||||||
|
`k`-fold cross validation (this integer stands for the number of folds `k`), or as a
|
||||||
|
:class:`quapy.data.base.LabelledCollection` (the split itself).
|
||||||
|
"""
|
||||||
|
|
||||||
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
||||||
self.learner = learner
|
self.learner = learner
|
||||||
self.val_split = val_split
|
self.val_split = val_split
|
||||||
|
|
||||||
@abstractmethod
|
|
||||||
def optimize_threshold(self, y, probabilities):
|
|
||||||
...
|
|
||||||
|
|
||||||
def fit(self, data: LabelledCollection, fit_learner=True, val_split: Union[float, int, LabelledCollection] = None):
|
def fit(self, data: LabelledCollection, fit_learner=True, val_split: Union[float, int, LabelledCollection] = None):
|
||||||
self._check_binary(data, "Threshold Optimization")
|
self._check_binary(data, "Threshold Optimization")
|
||||||
|
|
||||||
|
@ -574,7 +792,7 @@ class ThresholdOptimization(AggregativeQuantifier, BinaryQuantifier):
|
||||||
pbar.set_description(f'{self.__class__.__name__} fitting fold {k}')
|
pbar.set_description(f'{self.__class__.__name__} fitting fold {k}')
|
||||||
training = data.sampling_from_index(training_idx)
|
training = data.sampling_from_index(training_idx)
|
||||||
validation = data.sampling_from_index(validation_idx)
|
validation = data.sampling_from_index(validation_idx)
|
||||||
learner, val_data = training_helper(self.learner, training, fit_learner, val_split=validation)
|
learner, val_data = _training_helper(self.learner, training, fit_learner, val_split=validation)
|
||||||
probabilities.append(learner.predict_proba(val_data.instances))
|
probabilities.append(learner.predict_proba(val_data.instances))
|
||||||
y.append(val_data.labels)
|
y.append(val_data.labels)
|
||||||
|
|
||||||
|
@ -582,16 +800,16 @@ class ThresholdOptimization(AggregativeQuantifier, BinaryQuantifier):
|
||||||
probabilities = np.concatenate(probabilities)
|
probabilities = np.concatenate(probabilities)
|
||||||
|
|
||||||
# fit the learner on all data
|
# fit the learner on all data
|
||||||
self.learner, _ = training_helper(self.learner, data, fit_learner, val_split=None)
|
self.learner, _ = _training_helper(self.learner, data, fit_learner, val_split=None)
|
||||||
|
|
||||||
else:
|
else:
|
||||||
self.learner, val_data = training_helper(self.learner, data, fit_learner, val_split=val_split)
|
self.learner, val_data = _training_helper(self.learner, data, fit_learner, val_split=val_split)
|
||||||
probabilities = self.learner.predict_proba(val_data.instances)
|
probabilities = self.learner.predict_proba(val_data.instances)
|
||||||
y = val_data.labels
|
y = val_data.labels
|
||||||
|
|
||||||
self.cc = CC(self.learner)
|
self.cc = CC(self.learner)
|
||||||
|
|
||||||
self.tpr, self.fpr = self.optimize_threshold(y, probabilities)
|
self.tpr, self.fpr = self._optimize_threshold(y, probabilities)
|
||||||
|
|
||||||
return self
|
return self
|
||||||
|
|
||||||
|
@ -599,20 +817,32 @@ class ThresholdOptimization(AggregativeQuantifier, BinaryQuantifier):
|
||||||
def _condition(self, tpr, fpr) -> float:
|
def _condition(self, tpr, fpr) -> float:
|
||||||
"""
|
"""
|
||||||
Implements the criterion according to which the threshold should be selected.
|
Implements the criterion according to which the threshold should be selected.
|
||||||
This function should return a (float) score to be minimized.
|
This function should return the (float) score to be minimized.
|
||||||
|
|
||||||
|
:param tpr: float, true positive rate
|
||||||
|
:param fpr: float, false positive rate
|
||||||
|
:return: float, a score for the given `tpr` and `fpr`
|
||||||
"""
|
"""
|
||||||
...
|
...
|
||||||
|
|
||||||
def optimize_threshold(self, y, probabilities):
|
def _optimize_threshold(self, y, probabilities):
|
||||||
|
"""
|
||||||
|
Seeks for the best `tpr` and `fpr` according to the score obtained at different
|
||||||
|
decision thresholds. The scoring function is implemented in function `_condition`.
|
||||||
|
|
||||||
|
:param y: predicted labels for the validation set (or for the training set via `k`-fold cross validation)
|
||||||
|
:param probabilities: array-like with the posterior probabilities
|
||||||
|
:return: best `tpr` and `fpr` according to `_condition`
|
||||||
|
"""
|
||||||
best_candidate_threshold_score = None
|
best_candidate_threshold_score = None
|
||||||
best_tpr = 0
|
best_tpr = 0
|
||||||
best_fpr = 0
|
best_fpr = 0
|
||||||
candidate_thresholds = np.unique(probabilities[:, 1])
|
candidate_thresholds = np.unique(probabilities[:, 1])
|
||||||
for candidate_threshold in candidate_thresholds:
|
for candidate_threshold in candidate_thresholds:
|
||||||
y_ = [self.classes_[1] if p > candidate_threshold else self.classes_[0] for p in probabilities[:, 1]]
|
y_ = [self.classes_[1] if p > candidate_threshold else self.classes_[0] for p in probabilities[:, 1]]
|
||||||
TP, FP, FN, TN = self.compute_table(y, y_)
|
TP, FP, FN, TN = self._compute_table(y, y_)
|
||||||
tpr = self.compute_tpr(TP, FP)
|
tpr = self._compute_tpr(TP, FP)
|
||||||
fpr = self.compute_fpr(FP, TN)
|
fpr = self._compute_fpr(FP, TN)
|
||||||
condition_score = self._condition(tpr, fpr)
|
condition_score = self._condition(tpr, fpr)
|
||||||
if best_candidate_threshold_score is None or condition_score < best_candidate_threshold_score:
|
if best_candidate_threshold_score is None or condition_score < best_candidate_threshold_score:
|
||||||
best_candidate_threshold_score = condition_score
|
best_candidate_threshold_score = condition_score
|
||||||
|
@ -629,25 +859,40 @@ class ThresholdOptimization(AggregativeQuantifier, BinaryQuantifier):
|
||||||
adjusted_prevs_estim = np.array((1 - adjusted_prevs_estim, adjusted_prevs_estim))
|
adjusted_prevs_estim = np.array((1 - adjusted_prevs_estim, adjusted_prevs_estim))
|
||||||
return adjusted_prevs_estim
|
return adjusted_prevs_estim
|
||||||
|
|
||||||
def compute_table(self, y, y_):
|
def _compute_table(self, y, y_):
|
||||||
TP = np.logical_and(y == y_, y == self.classes_[1]).sum()
|
TP = np.logical_and(y == y_, y == self.classes_[1]).sum()
|
||||||
FP = np.logical_and(y != y_, y == self.classes_[0]).sum()
|
FP = np.logical_and(y != y_, y == self.classes_[0]).sum()
|
||||||
FN = np.logical_and(y != y_, y == self.classes_[1]).sum()
|
FN = np.logical_and(y != y_, y == self.classes_[1]).sum()
|
||||||
TN = np.logical_and(y == y_, y == self.classes_[0]).sum()
|
TN = np.logical_and(y == y_, y == self.classes_[0]).sum()
|
||||||
return TP, FP, FN, TN
|
return TP, FP, FN, TN
|
||||||
|
|
||||||
def compute_tpr(self, TP, FP):
|
def _compute_tpr(self, TP, FP):
|
||||||
if TP + FP == 0:
|
if TP + FP == 0:
|
||||||
return 0
|
return 0
|
||||||
return TP / (TP + FP)
|
return TP / (TP + FP)
|
||||||
|
|
||||||
def compute_fpr(self, FP, TN):
|
def _compute_fpr(self, FP, TN):
|
||||||
if FP + TN == 0:
|
if FP + TN == 0:
|
||||||
return 0
|
return 0
|
||||||
return FP / (FP + TN)
|
return FP / (FP + TN)
|
||||||
|
|
||||||
|
|
||||||
class T50(ThresholdOptimization):
|
class T50(ThresholdOptimization):
|
||||||
|
"""
|
||||||
|
Threshold Optimization variant for :class:`ACC` as proposed by
|
||||||
|
`Forman 2006 <https://dl.acm.org/doi/abs/10.1145/1150402.1150423>`_ and
|
||||||
|
`Forman 2008 <https://link.springer.com/article/10.1007/s10618-008-0097-y>`_ that looks
|
||||||
|
for the threshold that makes `tpr` cosest to 0.5.
|
||||||
|
The goal is to bring improved stability to the denominator of the adjustment.
|
||||||
|
|
||||||
|
:param learner: a sklearn's Estimator that generates a classifier
|
||||||
|
:param val_split: indicates the proportion of data to be used as a stratified held-out validation set in which the
|
||||||
|
misclassification rates are to be estimated.
|
||||||
|
This parameter can be indicated as a real value (between 0 and 1, default 0.4), representing a proportion of
|
||||||
|
validation data, or as an integer, indicating that the misclassification rates should be estimated via
|
||||||
|
`k`-fold cross validation (this integer stands for the number of folds `k`), or as a
|
||||||
|
:class:`quapy.data.base.LabelledCollection` (the split itself).
|
||||||
|
"""
|
||||||
|
|
||||||
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
||||||
super().__init__(learner, val_split)
|
super().__init__(learner, val_split)
|
||||||
|
@ -657,6 +902,21 @@ class T50(ThresholdOptimization):
|
||||||
|
|
||||||
|
|
||||||
class MAX(ThresholdOptimization):
|
class MAX(ThresholdOptimization):
|
||||||
|
"""
|
||||||
|
Threshold Optimization variant for :class:`ACC` as proposed by
|
||||||
|
`Forman 2006 <https://dl.acm.org/doi/abs/10.1145/1150402.1150423>`_ and
|
||||||
|
`Forman 2008 <https://link.springer.com/article/10.1007/s10618-008-0097-y>`_ that looks
|
||||||
|
for the threshold that maximizes `tpr-fpr`.
|
||||||
|
The goal is to bring improved stability to the denominator of the adjustment.
|
||||||
|
|
||||||
|
:param learner: a sklearn's Estimator that generates a classifier
|
||||||
|
:param val_split: indicates the proportion of data to be used as a stratified held-out validation set in which the
|
||||||
|
misclassification rates are to be estimated.
|
||||||
|
This parameter can be indicated as a real value (between 0 and 1, default 0.4), representing a proportion of
|
||||||
|
validation data, or as an integer, indicating that the misclassification rates should be estimated via
|
||||||
|
`k`-fold cross validation (this integer stands for the number of folds `k`), or as a
|
||||||
|
:class:`quapy.data.base.LabelledCollection` (the split itself).
|
||||||
|
"""
|
||||||
|
|
||||||
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
||||||
super().__init__(learner, val_split)
|
super().__init__(learner, val_split)
|
||||||
|
@ -667,6 +927,21 @@ class MAX(ThresholdOptimization):
|
||||||
|
|
||||||
|
|
||||||
class X(ThresholdOptimization):
|
class X(ThresholdOptimization):
|
||||||
|
"""
|
||||||
|
Threshold Optimization variant for :class:`ACC` as proposed by
|
||||||
|
`Forman 2006 <https://dl.acm.org/doi/abs/10.1145/1150402.1150423>`_ and
|
||||||
|
`Forman 2008 <https://link.springer.com/article/10.1007/s10618-008-0097-y>`_ that looks
|
||||||
|
for the threshold that yields `tpr=1-fpr`.
|
||||||
|
The goal is to bring improved stability to the denominator of the adjustment.
|
||||||
|
|
||||||
|
:param learner: a sklearn's Estimator that generates a classifier
|
||||||
|
:param val_split: indicates the proportion of data to be used as a stratified held-out validation set in which the
|
||||||
|
misclassification rates are to be estimated.
|
||||||
|
This parameter can be indicated as a real value (between 0 and 1, default 0.4), representing a proportion of
|
||||||
|
validation data, or as an integer, indicating that the misclassification rates should be estimated via
|
||||||
|
`k`-fold cross validation (this integer stands for the number of folds `k`), or as a
|
||||||
|
:class:`quapy.data.base.LabelledCollection` (the split itself).
|
||||||
|
"""
|
||||||
|
|
||||||
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
||||||
super().__init__(learner, val_split)
|
super().__init__(learner, val_split)
|
||||||
|
@ -676,41 +951,70 @@ class X(ThresholdOptimization):
|
||||||
|
|
||||||
|
|
||||||
class MS(ThresholdOptimization):
|
class MS(ThresholdOptimization):
|
||||||
|
"""
|
||||||
|
Median Sweep. Threshold Optimization variant for :class:`ACC` as proposed by
|
||||||
|
`Forman 2006 <https://dl.acm.org/doi/abs/10.1145/1150402.1150423>`_ and
|
||||||
|
`Forman 2008 <https://link.springer.com/article/10.1007/s10618-008-0097-y>`_ that generates
|
||||||
|
class prevalence estimates for all decision thresholds and returns the median of them all.
|
||||||
|
The goal is to bring improved stability to the denominator of the adjustment.
|
||||||
|
|
||||||
|
:param learner: a sklearn's Estimator that generates a classifier
|
||||||
|
:param val_split: indicates the proportion of data to be used as a stratified held-out validation set in which the
|
||||||
|
misclassification rates are to be estimated.
|
||||||
|
This parameter can be indicated as a real value (between 0 and 1, default 0.4), representing a proportion of
|
||||||
|
validation data, or as an integer, indicating that the misclassification rates should be estimated via
|
||||||
|
`k`-fold cross validation (this integer stands for the number of folds `k`), or as a
|
||||||
|
:class:`quapy.data.base.LabelledCollection` (the split itself).
|
||||||
|
"""
|
||||||
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
||||||
super().__init__(learner, val_split)
|
super().__init__(learner, val_split)
|
||||||
|
|
||||||
def _condition(self, tpr, fpr) -> float:
|
def _condition(self, tpr, fpr) -> float:
|
||||||
pass
|
pass
|
||||||
|
|
||||||
def optimize_threshold(self, y, probabilities):
|
def _optimize_threshold(self, y, probabilities):
|
||||||
tprs = []
|
tprs = []
|
||||||
fprs = []
|
fprs = []
|
||||||
candidate_thresholds = np.unique(probabilities[:, 1])
|
candidate_thresholds = np.unique(probabilities[:, 1])
|
||||||
for candidate_threshold in candidate_thresholds:
|
for candidate_threshold in candidate_thresholds:
|
||||||
y_ = [self.classes_[1] if p > candidate_threshold else self.classes_[0] for p in probabilities[:, 1]]
|
y_ = [self.classes_[1] if p > candidate_threshold else self.classes_[0] for p in probabilities[:, 1]]
|
||||||
TP, FP, FN, TN = self.compute_table(y, y_)
|
TP, FP, FN, TN = self._compute_table(y, y_)
|
||||||
tpr = self.compute_tpr(TP, FP)
|
tpr = self._compute_tpr(TP, FP)
|
||||||
fpr = self.compute_fpr(FP, TN)
|
fpr = self._compute_fpr(FP, TN)
|
||||||
tprs.append(tpr)
|
tprs.append(tpr)
|
||||||
fprs.append(fpr)
|
fprs.append(fpr)
|
||||||
return np.median(tprs), np.median(fprs)
|
return np.median(tprs), np.median(fprs)
|
||||||
|
|
||||||
|
|
||||||
class MS2(MS):
|
class MS2(MS):
|
||||||
|
"""
|
||||||
|
Median Sweep 2. Threshold Optimization variant for :class:`ACC` as proposed by
|
||||||
|
`Forman 2006 <https://dl.acm.org/doi/abs/10.1145/1150402.1150423>`_ and
|
||||||
|
`Forman 2008 <https://link.springer.com/article/10.1007/s10618-008-0097-y>`_ that generates
|
||||||
|
class prevalence estimates for all decision thresholds and returns the median of for cases in
|
||||||
|
which `tpr-fpr>0.25`
|
||||||
|
The goal is to bring improved stability to the denominator of the adjustment.
|
||||||
|
|
||||||
|
:param learner: a sklearn's Estimator that generates a classifier
|
||||||
|
:param val_split: indicates the proportion of data to be used as a stratified held-out validation set in which the
|
||||||
|
misclassification rates are to be estimated.
|
||||||
|
This parameter can be indicated as a real value (between 0 and 1, default 0.4), representing a proportion of
|
||||||
|
validation data, or as an integer, indicating that the misclassification rates should be estimated via
|
||||||
|
`k`-fold cross validation (this integer stands for the number of folds `k`), or as a
|
||||||
|
:class:`quapy.data.base.LabelledCollection` (the split itself).
|
||||||
|
"""
|
||||||
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
def __init__(self, learner: BaseEstimator, val_split=0.4):
|
||||||
super().__init__(learner, val_split)
|
super().__init__(learner, val_split)
|
||||||
|
|
||||||
def optimize_threshold(self, y, probabilities):
|
def _optimize_threshold(self, y, probabilities):
|
||||||
tprs = [0, 1]
|
tprs = [0, 1]
|
||||||
fprs = [0, 1]
|
fprs = [0, 1]
|
||||||
candidate_thresholds = np.unique(probabilities[:, 1])
|
candidate_thresholds = np.unique(probabilities[:, 1])
|
||||||
for candidate_threshold in candidate_thresholds:
|
for candidate_threshold in candidate_thresholds:
|
||||||
y_ = [self.classes_[1] if p > candidate_threshold else self.classes_[0] for p in probabilities[:, 1]]
|
y_ = [self.classes_[1] if p > candidate_threshold else self.classes_[0] for p in probabilities[:, 1]]
|
||||||
TP, FP, FN, TN = self.compute_table(y, y_)
|
TP, FP, FN, TN = self._compute_table(y, y_)
|
||||||
tpr = self.compute_tpr(TP, FP)
|
tpr = self._compute_tpr(TP, FP)
|
||||||
fpr = self.compute_fpr(FP, TN)
|
fpr = self._compute_fpr(FP, TN)
|
||||||
if (tpr - fpr) > 0.25:
|
if (tpr - fpr) > 0.25:
|
||||||
tprs.append(tpr)
|
tprs.append(tpr)
|
||||||
fprs.append(fpr)
|
fprs.append(fpr)
|
||||||
|
@ -722,6 +1026,7 @@ AdjustedClassifyAndCount = ACC
|
||||||
ProbabilisticClassifyAndCount = PCC
|
ProbabilisticClassifyAndCount = PCC
|
||||||
ProbabilisticAdjustedClassifyAndCount = PACC
|
ProbabilisticAdjustedClassifyAndCount = PACC
|
||||||
ExpectationMaximizationQuantifier = EMQ
|
ExpectationMaximizationQuantifier = EMQ
|
||||||
|
SLD = EMQ
|
||||||
HellingerDistanceY = HDy
|
HellingerDistanceY = HDy
|
||||||
ExplicitLossMinimisation = ELM
|
ExplicitLossMinimisation = ELM
|
||||||
MedianSweep = MS
|
MedianSweep = MS
|
||||||
|
@ -730,11 +1035,14 @@ MedianSweep2 = MS2
|
||||||
|
|
||||||
class OneVsAll(AggregativeQuantifier):
|
class OneVsAll(AggregativeQuantifier):
|
||||||
"""
|
"""
|
||||||
Allows any binary quantifier to perform quantification on single-label datasets. The method maintains one binary
|
Allows any binary quantifier to perform quantification on single-label datasets.
|
||||||
quantifier for each class, and then l1-normalizes the outputs so that the class prevelences sum up to 1.
|
The method maintains one binary quantifier for each class, and then l1-normalizes the outputs so that the
|
||||||
This variant was used, along with the ExplicitLossMinimization quantifier in
|
class prevelences sum up to 1.
|
||||||
Gao, W., Sebastiani, F.: From classification to quantification in tweet sentiment analysis.
|
This variant was used, along with the :class:`EMQ` quantifier, in
|
||||||
Social Network Analysis and Mining 6(19), 1–22 (2016)
|
`Gao and Sebastiani, 2016 <https://link.springer.com/content/pdf/10.1007/s13278-016-0327-z.pdf>`_.
|
||||||
|
|
||||||
|
:param learner: a sklearn's Estimator that generates a binary classifier
|
||||||
|
:param n_jobs: number of parallel workers
|
||||||
"""
|
"""
|
||||||
|
|
||||||
def __init__(self, binary_quantifier, n_jobs=-1):
|
def __init__(self, binary_quantifier, n_jobs=-1):
|
||||||
|
@ -753,18 +1061,30 @@ class OneVsAll(AggregativeQuantifier):
|
||||||
return self
|
return self
|
||||||
|
|
||||||
def classify(self, instances):
|
def classify(self, instances):
|
||||||
# returns a matrix of shape (n,m) with n the number of instances and m the number of classes. The entry
|
"""
|
||||||
# (i,j) is a binary value indicating whether instance i belongs to class j. The binary classifications are
|
Returns a matrix of shape `(n,m,)` with `n` the number of instances and `m` the number of classes. The entry
|
||||||
# independent of each other, meaning that an instance can end up be attributed to 0, 1, or more classes.
|
`(i,j)` is a binary value indicating whether instance `i `belongs to class `j`. The binary classifications are
|
||||||
|
independent of each other, meaning that an instance can end up be attributed to 0, 1, or more classes.
|
||||||
|
|
||||||
|
:param instances: array-like
|
||||||
|
:return: `np.ndarray`
|
||||||
|
"""
|
||||||
|
|
||||||
classif_predictions_bin = self.__parallel(self._delayed_binary_classification, instances)
|
classif_predictions_bin = self.__parallel(self._delayed_binary_classification, instances)
|
||||||
return classif_predictions_bin.T
|
return classif_predictions_bin.T
|
||||||
|
|
||||||
def posterior_probabilities(self, instances):
|
def posterior_probabilities(self, instances):
|
||||||
# returns a matrix of shape (n,m,2) with n the number of instances and m the number of classes. The entry
|
"""
|
||||||
# (i,j,1) (resp. (i,j,0)) is a value in [0,1] indicating the posterior probability that instance i belongs
|
Returns a matrix of shape `(n,m,2)` with `n` the number of instances and `m` the number of classes. The entry
|
||||||
# (resp. does not belong) to class j.
|
`(i,j,1)` (resp. `(i,j,0)`) is a value in [0,1] indicating the posterior probability that instance `i` belongs
|
||||||
# The posterior probabilities are independent of each other, meaning that, in general, they do not sum
|
(resp. does not belong) to class `j`.
|
||||||
# up to one.
|
The posterior probabilities are independent of each other, meaning that, in general, they do not sum
|
||||||
|
up to one.
|
||||||
|
|
||||||
|
:param instances: array-like
|
||||||
|
:return: `np.ndarray`
|
||||||
|
"""
|
||||||
|
|
||||||
if not self.binary_quantifier.probabilistic:
|
if not self.binary_quantifier.probabilistic:
|
||||||
raise NotImplementedError(f'{self.__class__.__name__} does not implement posterior_probabilities because '
|
raise NotImplementedError(f'{self.__class__.__name__} does not implement posterior_probabilities because '
|
||||||
f'the base quantifier {self.binary_quantifier.__class__.__name__} is not '
|
f'the base quantifier {self.binary_quantifier.__class__.__name__} is not '
|
||||||
|
@ -811,7 +1131,7 @@ class OneVsAll(AggregativeQuantifier):
|
||||||
return self.binary_quantifier.get_params()
|
return self.binary_quantifier.get_params()
|
||||||
|
|
||||||
def _delayed_binary_classification(self, c, X):
|
def _delayed_binary_classification(self, c, X):
|
||||||
return self.dict_binary_quantifiers[c].preclassify(X)
|
return self.dict_binary_quantifiers[c].classify(X)
|
||||||
|
|
||||||
def _delayed_binary_posteriors(self, c, X):
|
def _delayed_binary_posteriors(self, c, X):
|
||||||
return self.dict_binary_quantifiers[c].posterior_probabilities(X)
|
return self.dict_binary_quantifiers[c].posterior_probabilities(X)
|
||||||
|
@ -826,8 +1146,19 @@ class OneVsAll(AggregativeQuantifier):
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def binary(self):
|
def binary(self):
|
||||||
|
"""
|
||||||
|
Informs that the classifier is not binary
|
||||||
|
|
||||||
|
:return: False
|
||||||
|
"""
|
||||||
return False
|
return False
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def probabilistic(self):
|
def probabilistic(self):
|
||||||
|
"""
|
||||||
|
Indicates if the classifier is probabilistic or not (depending on the nature of the base classifier).
|
||||||
|
|
||||||
|
:return: boolean
|
||||||
|
"""
|
||||||
|
|
||||||
return self.binary_quantifier.probabilistic
|
return self.binary_quantifier.probabilistic
|
Loading…
Reference in New Issue