from copy import deepcopy import numpy as np from sklearn.base import BaseEstimator from sklearn.linear_model import LogisticRegression, LinearRegression import quapy as qp from sklearn import clone from sklearn.metrics import confusion_matrix import scipy from scipy.sparse import issparse, csr_matrix from data import LabelledCollection from abc import ABC, abstractmethod from sklearn.model_selection import cross_val_predict from quapy.protocol import UPP from quapy.method.base import BaseQuantifier from quapy.method.aggregative import PACC, AggregativeQuantifier import quapy.functional as F class ClassifierAccuracyPrediction(ABC): def __init__(self, h: BaseEstimator, acc: callable): self.h = h self.acc = acc @abstractmethod def fit(self, val: LabelledCollection): ... @abstractmethod def predict(self, X, oracle_prev=None): """ Evaluates the accuracy function on the predicted contingency table :param X: test data :param oracle_prev: np.ndarray with the class prevalence of the test set as estimated by an oracle. This is meant to test the effect of the errors in CAP that are explained by the errors in quantification performance :return: float """ return ... def true_acc(self, sample: LabelledCollection): y_pred = self.h.predict(sample.X) y_true = sample.y conf_table = confusion_matrix(y_true, y_pred=y_pred, labels=sample.classes_) return self.acc(conf_table) class CAPContingencyTable(ClassifierAccuracyPrediction): def __init__(self, h: BaseEstimator, acc: callable): self.h = h self.acc = acc def predict(self, X, oracle_prev=None): """ Evaluates the accuracy function on the predicted contingency table :param X: test data :param oracle_prev: np.ndarray with the class prevalence of the test set as estimated by an oracle. This is meant to test the effect of the errors in CAP that are explained by the errors in quantification performance :return: float """ cont_table = self.predict_ct(X, oracle) raw_acc = self.acc(cont_table) norm_acc = np.clip(raw_acc, 0, 1) return norm_acc @abstractmethod def predict_ct(self, X, oracle_prev=None): """ Predicts the contingency table for the test data :param X: test data :param oracle_prev: np.ndarray with the class prevalence of the test set as estimated by an oracle. This is meant to test the effect of the errors in CAP that are explained by the errors in quantification performance :return: a contingency table """ ... class NaiveCAP(CAPContingencyTable): """ The Naive CAP is a method that relies on the IID assumption, and thus uses the estimation in the validation data as an estimate for the test data. """ def __init__(self, h: BaseEstimator, acc: callable): super().__init__(h, acc) def fit(self, val: LabelledCollection): y_hat = self.h.predict(val.X) y_true = val.y self.cont_table = confusion_matrix(y_true, y_pred=y_hat, labels=val.classes_) return self def predict_ct(self, test, oracle_prev=None): """ This method disregards the test set, under the assumption that it is IID wrt the training. This meaning that the confusion matrix for the test data should coincide with the one computed for training (using any cross validation strategy). :param test: test collection (ignored) :param oracle_prev: ignored :return: a confusion matrix in the return format of `sklearn.metrics.confusion_matrix` """ return self.cont_table class CAPContingencyTableQ(CAPContingencyTable): def __init__(self, h: BaseEstimator, acc: callable, q_class: AggregativeQuantifier, reuse_h=False): super().__init__(h, acc) self.reuse_h = reuse_h if reuse_h: assert isinstance(q_class, AggregativeQuantifier), f'quantifier {q_class} is not of type aggregative' self.q = deepcopy(q_class) self.q.set_params(classifier=h) else: self.q = q_class def quantifier_fit(self, val: LabelledCollection): if self.reuse_h: self.q.fit(val, fit_classifier=False, val_split=val) else: self.q.fit(val) class ContTableTransferCAP(CAPContingencyTableQ): """ """ def __init__(self, h: BaseEstimator, acc: callable, q_class, reuse_h=False): super().__init__(h, acc, q_class, reuse_h) def fit(self, val: LabelledCollection): y_hat = self.h.predict(val.X) y_true = val.y self.cont_table = confusion_matrix(y_true, y_pred=y_hat, labels=val.classes_, normalize='all') self.train_prev = val.prevalence() self.quantifier_fit(val) return self def predict_ct(self, test, oracle_prev=None): """ :param test: test collection (ignored) :param oracle_prev: np.ndarray with the class prevalence of the test set as estimated by an oracle. This is meant to test the effect of the errors in CAP that are explained by the errors in quantification performance :return: a confusion matrix in the return format of `sklearn.metrics.confusion_matrix` """ if oracle_prev is None: prev_hat = self.q.quantify(test) else: prev_hat = oracle_prev adjustment = prev_hat / self.train_prev return self.cont_table * adjustment[:, np.newaxis] class NsquaredEquationsCAP(CAPContingencyTableQ): """ """ def __init__(self, h: BaseEstimator, acc: callable, q_class, reuse_h=False): super().__init__(h, acc, q_class, reuse_h) def fit(self, val: LabelledCollection): y_hat = self.h.predict(val.X) y_true = val.y self.cont_table = confusion_matrix(y_true, y_pred=y_hat, labels=val.classes_) self.quantifier_fit(val) self.A, self.partial_b = self._construct_equations() return self def _construct_equations(self): # we need a n x n matrix of unknowns n = self.cont_table.shape[1] # I is the matrix of indexes of unknowns. For example, if we need the counts of # all instances belonging to class i that have been classified as belonging to 0, 1, ..., n: # the indexes of the corresponding unknowns are given by I[i,:] I = np.arange(n * n).reshape(n, n) # system of equations: Ax=b, A.shape=(n*n, n*n,), b.shape=(n*n,) A = np.zeros(shape=(n * n, n * n)) b = np.zeros(shape=(n * n)) # first equation: the sum of all unknowns is 1 eq_no = 0 A[eq_no, :] = 1 b[eq_no] = 1 eq_no += 1 # (n-1)*(n-1) equations: the class cond rations should be the same in training and in test due to the # PPS assumptions. Example in three classes, a ratio: a/(a+b+c) [test] = ar [a ratio in training] # a / (a + b + c) = ar # a = (a + b + c) * ar # a = a ar + b ar + c ar # a - a ar - b ar - c ar = 0 # a (1-ar) + b (-ar) + c (-ar) = 0 class_cond_ratios_tr = self.cont_table / self.cont_table.sum(axis=1, keepdims=True) for i in range(1, n): for j in range(1, n): ratio_ij = class_cond_ratios_tr[i, j] A[eq_no, I[i, :]] = -ratio_ij A[eq_no, I[i, j]] = 1 - ratio_ij b[eq_no] = 0 eq_no += 1 # n-1 equations: the sum of class-cond counts must equal the C&C prevalence prediction for i in range(1, n): A[eq_no, I[:, i]] = 1 #b[eq_no] = cc_prev_estim[i] eq_no += 1 # n-1 equations: the sum of true true class-conditional positives must equal the class prev label in test for i in range(1, n): A[eq_no, I[i, :]] = 1 #b[eq_no] = q_prev_estim[i] eq_no += 1 return A, b def predict_ct(self, test, oracle_prev): """ :param test: test collection (ignored) :param oracle_prev: np.ndarray with the class prevalence of the test set as estimated by an oracle. This is meant to test the effect of the errors in CAP that are explained by the errors in quantification performance :return: a confusion matrix in the return format of `sklearn.metrics.confusion_matrix` """ n = self.cont_table.shape[1] h_label_preds = self.h.predict(test) cc_prev_estim = F.prevalence_from_labels(h_label_preds, self.h.classes_) if oracle_prev is None: q_prev_estim = self.q.quantify(test) else: q_prev_estim = oracle_prev A = self.A b = self.partial_b # b is partially filled; we finish the vector by plugin in the classify and count # prevalence estimates (n-1 values only), and the quantification estimates (n-1 values only) b[-2*(n-1):-(n-1)] = cc_prev_estim[1:] b[-(n-1):] = q_prev_estim[1:] # try the fast solution (may not be valid) x = np.linalg.solve(A, b) if any(x<0) or any(x>0) or not np.isclose(x.sum(), 1): print('L', end='') # try the iterative solution def loss(x): return np.linalg.norm(A @ x - b, ord=2) x = F.optim_minimize(loss, n_classes=n**2) else: print('.', end='') cont_table_test = x.reshape(n,n) return cont_table_test class SebastianiCAP(ClassifierAccuracyPrediction): def __init__(self, h, acc_fn, q_class, n_val_samples=500, alpha=0.3, predict_train_prev=True): self.h = h self.acc = acc_fn self.q = q_class(h) self.n_val_samples = n_val_samples self.alpha = alpha self.sample_size = qp.environ['SAMPLE_SIZE'] self.predict_train_prev = predict_train_prev def fit(self, val: LabelledCollection): v2, v1 = val.split_stratified(train_prop=0.5) self.q.fit(v1, fit_classifier=False, val_split=v1) # precompute classifier predictions on samples gen_samples = UPP(v2, repeats=self.n_val_samples, sample_size=self.sample_size, return_type='labelled_collection') self.sigma_acc = [self.true_acc(sigma_i) for sigma_i in gen_samples()] # precompute prevalence predictions on samples if self.predict_train_prev: gen_samples.on_preclassified_instances(self.q.classify(v2.X), in_place=True) self.sigma_pred_prevs = [self.q.aggregate(sigma_i.X) for sigma_i in gen_samples()] else: self.sigma_pred_prevs = [sigma_i.prevalence() for sigma_i in gen_samples()] def predict(self, X, oracle_prev=None): if oracle_prev is None: test_pred_prev = self.q.quantify(X) else: test_pred_prev = oracle_prev if self.alpha > 0: # select samples from V2 with predicted prevalence close to the predicted prevalence for U selected_accuracies = [] for pred_prev_i, acc_i in zip(self.sigma_pred_prevs, self.sigma_acc): max_discrepancy = np.max(np.abs(pred_prev_i - test_pred_prev)) if max_discrepancy < self.alpha: selected_accuracies.append(acc_i) return np.median(selected_accuracies) else: # mean average, weights samples from V2 according to the closeness of predicted prevalence in U accum_weight = 0 moving_mean = 0 epsilon = 10E-4 for pred_prev_i, acc_i in zip(self.sigma_pred_prevs, self.sigma_acc): max_discrepancy = np.max(np.abs(pred_prev_i - test_pred_prev)) weight = -np.log(max_discrepancy+epsilon) accum_weight += weight moving_mean += (weight*acc_i) return moving_mean/accum_weight class PabloCAP(ClassifierAccuracyPrediction): def __init__(self, h, acc_fn, q_class, n_val_samples=50, aggr='mean'): self.h = h self.acc = acc_fn self.q = q_class(h) self.n_val_samples = n_val_samples self.aggr = aggr assert aggr in ['mean', 'median'], 'unknown aggregation function, use mean or median' def fit(self, val: LabelledCollection): self.q.fit(val) label_predictions = self.h.predict(val.X) self.pre_classified = LabelledCollection(instances=label_predictions, labels=val.labels) def predict(self, X, oracle_prev=None): if oracle_prev is None: pred_prev = F.smooth(self.q.quantify(X)) else: pred_prev = oracle_prev X_size = X.shape[0] acc_estim = [] for _ in range(self.n_val_samples): sigma_i = self.pre_classified.sampling(X_size, *pred_prev[:-1]) y_pred, y_true = sigma_i.Xy conf_table = confusion_matrix(y_true, y_pred=y_pred, labels=sigma_i.classes_) acc_i = self.acc(conf_table) acc_estim.append(acc_i) if self.aggr == 'mean': return np.mean(acc_estim) elif self.aggr == 'median': return np.median(acc_estim) else: raise ValueError('unknown aggregation function') def get_posteriors_from_h(h, X): if hasattr(h, 'predict_proba'): P = h.predict_proba(X) else: n_classes = len(h.classes_) dec_scores = h.decision_function(X) if n_classes == 1: dec_scores = np.vstack([-dec_scores, dec_scores]).T P = scipy.special.softmax(dec_scores, axis=1) return P def max_conf(P, keepdims=False): mc = P.max(axis=1, keepdims=keepdims) return mc def neg_entropy(P, keepdims=False): ne = scipy.stats.entropy(P, axis=1) if keepdims: ne = ne.reshape(-1, 1) return ne class QuAcc: def _get_X_dot(self, X): h = self.h P = get_posteriors_from_h(h, X) add_covs = [] if self.add_posteriors: add_covs.append(P[:, 1:]) if self.add_maxconf: mc = max_conf(P, keepdims=True) add_covs.append(mc) if self.add_negentropy: ne = neg_entropy(P, keepdims=True) add_covs.append(ne) if self.add_maxinfsoft: lgP = np.log(P) mis = np.max(lgP -lgP.mean(axis=1, keepdims=True), axis=1, keepdims=True) add_covs.append(mis) if len(add_covs)>0: X_dot = np.hstack(add_covs) if self.add_X: X_dot = safehstack(X, X_dot) return X_dot class QuAcc1xN2(CAPContingencyTableQ, QuAcc): def __init__(self, h: BaseEstimator, acc: callable, q_class: AggregativeQuantifier, add_X=True, add_posteriors=True, add_maxconf=False, add_negentropy=False, add_maxinfsoft=False): self.h = h self.acc = acc self.q = EmptySaveQuantifier(q_class) self.add_X = add_X self.add_posteriors = add_posteriors self.add_maxconf = add_maxconf self.add_negentropy = add_negentropy self.add_maxinfsoft = add_maxinfsoft def fit(self, val: LabelledCollection): pred_labels = self.h.predict(val.X) true_labels = val.y n = val.n_classes classes_dot = np.arange(n**2) ct_class_idx = classes_dot.reshape(n, n) X_dot = self._get_X_dot(val.X) y_dot = ct_class_idx[true_labels, pred_labels] val_dot = LabelledCollection(X_dot, y_dot, classes=classes_dot) self.q.fit(val_dot) def predict_ct(self, X, oracle_prev=None): X_dot = self._get_X_dot(X) return self.q.quantify(X_dot) class QuAccNxN(CAPContingencyTableQ, QuAcc): def __init__(self, h: BaseEstimator, acc: callable, q_class: AggregativeQuantifier, add_X=True, add_posteriors=True, add_maxconf=False, add_negentropy=False, add_maxinfsoft=False): self.h = h self.acc = acc self.q_class = q_class self.add_X = add_X self.add_posteriors = add_posteriors self.add_maxconf = add_maxconf self.add_negentropy = add_negentropy self.add_maxinfsoft = add_maxinfsoft def fit(self, val: LabelledCollection): pred_labels = self.h.predict(val.X) true_labels = val.y X_dot = self._get_X_dot(val.X) self.q = [] for class_i in self.h.classes_: X_dot_i = X_dot[pred_labels==class_i] y_i = true_labels[pred_labels==class_i] data_i = LabelledCollection(X_dot_i, y_i, classes=val.classes_) q_i = EmptySaveQuantifier(deepcopy(self.q_class)) q_i.fit(data_i) self.q.append(q_i) def predict_ct(self, X, oracle_prev=None): classes = self.h.classes_ pred_labels = self.h.predict(X) X_dot = self._get_X_dot(X) pred_prev = F.prevalence_from_labels(pred_labels, classes) cont_table = [] for class_i, q_i, p_i in zip(classes, self.q, pred_prev): X_dot_i = X_dot[pred_labels==class_i] classcond_cond_table_prevs = q_i.quantify(X_dot_i) cond_table_prevs = p_i * classcond_cond_table_prevs cont_table.append(cond_table_prevs) cont_table = np.vstack(cont_table) return cont_table def safehstack(X, P): if issparse(X) or issparse(P): XP = scipy.sparse.hstack([X, P]) XP = csr_matrix(XP) else: XP = np.hstack([X,P]) return XP class EmptySaveQuantifier(BaseQuantifier): def __init__(self, surrogate_quantifier: BaseQuantifier): self.surrogate = surrogate_quantifier def fit(self, data: LabelledCollection): self.n_classes = data.n_classes class_compact_data, self.old_class_idx = data.compact_classes() if self.num_non_empty_classes() > 1: self.surrogate.fit(class_compact_data) return self def quantify(self, instances): num_instances = instances.shape[0] if self.num_non_empty_classes() == 0 or num_instances==0: # returns the uniform prevalence vector uniform = np.full(fill_value=1./self.n_classes, shape=self.n_classes, dtype=float) return uniform elif self.num_non_empty_classes() == 1: # returns a prevalence vector with 100% of the mass in the only non empty class prev_vector = np.full(fill_value=0., shape=self.n_classes, dtype=float) prev_vector[self.old_class_idx[0]] = 1 return prev_vector else: class_compact_prev = self.surrogate.quantify(instances) prev_vector = np.full(fill_value=0., shape=self.n_classes, dtype=float) prev_vector[self.old_class_idx] = class_compact_prev return prev_vector def num_non_empty_classes(self): return len(self.old_class_idx) # Baselines: class ATC(ClassifierAccuracyPrediction): VALID_FUNCTIONS = {'maxconf', 'neg_entropy'} def __init__(self, h, acc_fn, scoring_fn='maxconf'): assert scoring_fn in ATC.VALID_FUNCTIONS, \ f'unknown scoring function, use any from {ATC.VALID_FUNCTIONS}' #assert acc_fn == 'vanilla_accuracy', \ # 'use acc_fn=="vanilla_accuracy"; other metris are not yet tested in ATC' self.h = h self.acc_fn = acc_fn self.scoring_fn = scoring_fn def get_scores(self, P): if self.scoring_fn == 'maxconf': scores = max_conf(P) else: scores = neg_entropy(P) return scores def fit(self, val: LabelledCollection): P = get_posteriors_from_h(self.h, val.X) pred_labels = np.argmax(P, axis=1) true_labels = val.y scores = self.get_scores(P) _, self.threshold = self.__find_ATC_threshold(scores=scores, labels=(pred_labels==true_labels)) def predict(self, X, oracle_prev=None): P = get_posteriors_from_h(self.h, X) scores = self.get_scores(P) #assert self.acc_fn == 'vanilla_accuracy', \ # 'use acc_fn=="vanilla_accuracy"; other metris are not yet tested in ATC' return self.__get_ATC_acc(self.threshold, scores) def __find_ATC_threshold(self, scores, labels): # code copy-pasted from https://github.com/saurabhgarg1996/ATC_code/blob/master/ATC_helper.py sorted_idx = np.argsort(scores) sorted_scores = scores[sorted_idx] sorted_labels = labels[sorted_idx] fp = np.sum(labels == 0) fn = 0.0 min_fp_fn = np.abs(fp - fn) thres = 0.0 for i in range(len(labels)): if sorted_labels[i] == 0: fp -= 1 else: fn += 1 if np.abs(fp - fn) < min_fp_fn: min_fp_fn = np.abs(fp - fn) thres = sorted_scores[i] return min_fp_fn, thres def __get_ATC_acc(self, thres, scores): # code copy-pasted from https://github.com/saurabhgarg1996/ATC_code/blob/master/ATC_helper.py return np.mean(scores >= thres) class DoC(ClassifierAccuracyPrediction): def __init__(self, h, acc, sample_size, num_samples=500): self.h = h self.acc = acc self.sample_size = sample_size self.num_samples = num_samples def _get_post_stats(self, X, y): P = get_posteriors_from_h(self.h, X) mc = max_conf(P) pred_labels = np.argmax(P, axis=-1) acc = self.acc(y, pred_labels) return mc, acc def _doc(self, mc1, mc2): return mc2.mean() - mc1.mean() def train_regression(self, v2_mcs, v2_accs): docs = [self._doc(self.v1_mc, v2_mc_i) for v2_mc_i in v2_mcs] target = [self.v1_acc - v2_acc_i for v2_acc_i in v2_accs] docs = np.asarray(docs).reshape(-1,1) target = np.asarray(target) lin_reg = LinearRegression() return lin_reg.fit(docs, target) def predict_regression(self, test_mc): docs = np.asarray([self._doc(self.v1_mc, test_mc)]).reshape(-1, 1) pred_acc = self.reg_model.predict(docs) return self.v1_acc - pred_acc def fit(self, val: LabelledCollection): v1, v2 = val.split_stratified(train_prop=0.5, random_state=0) self.v1_mc, self.v1_acc = self._get_post_stats(*v1.Xy) v2_prot = UPP(v2, sample_size=self.sample_size, repeats=self.num_samples, return_type='labelled_collection') v2_stats = [self._get_post_stats(*sample.Xy) for sample in v2_prot()] v2_mcs, v2_accs = list(zip(*v2_stats)) self.reg_model = self.train_regression(v2_mcs, v2_accs) def predict(self, X, oracle_prev=None): P = get_posteriors_from_h(self.h, X) mc = max_conf(P) acc_pred = self.predict_regression(mc)[0] return acc_pred """ def doc(self, c_model: BaseEstimator, validation: LabelledCollection, protocol: AbstractStochasticSeededProtocol, predict_method="predict_proba"): c_model_predict = getattr(c_model, predict_method) f1_average = "binary" if validation.n_classes == 2 else "macro" val1, val2 = validation.split_stratified(train_prop=0.5, random_state=env._R_SEED) val1_probs = c_model_predict(val1.X) val1_mc = np.max(val1_probs, axis=-1) val1_preds = np.argmax(val1_probs, axis=-1) val1_acc = metrics.accuracy_score(val1.y, val1_preds) val1_f1 = metrics.f1_score(val1.y, val1_preds, average=f1_average) val2_protocol = APP( val2, n_prevalences=21, repeats=100, return_type="labelled_collection", ) val2_prot_mc = [] val2_prot_preds = [] val2_prot_y = [] for v2 in val2_protocol(): _probs = c_model_predict(v2.X) _mc = np.max(_probs, axis=-1) _preds = np.argmax(_probs, axis=-1) val2_prot_mc.append(_mc) val2_prot_preds.append(_preds) val2_prot_y.append(v2.y) val_scores = np.array([doclib.get_doc(val1_mc, v2_mc) for v2_mc in val2_prot_mc]) val_targets_acc = np.array( [ val1_acc - metrics.accuracy_score(v2_y, v2_preds) for v2_y, v2_preds in zip(val2_prot_y, val2_prot_preds) ] ) reg_acc = LinearRegression().fit(val_scores[:, np.newaxis], val_targets_acc) val_targets_f1 = np.array( [ val1_f1 - metrics.f1_score(v2_y, v2_preds, average=f1_average) for v2_y, v2_preds in zip(val2_prot_y, val2_prot_preds) ] ) reg_f1 = LinearRegression().fit(val_scores[:, np.newaxis], val_targets_f1) report = EvaluationReport(name="doc") for test in protocol(): test_probs = c_model_predict(test.X) test_preds = np.argmax(test_probs, axis=-1) test_mc = np.max(test_probs, axis=-1) acc_score = ( val1_acc - reg_acc.predict(np.array([[doclib.get_doc(val1_mc, test_mc)]]))[0] ) f1_score = ( val1_f1 - reg_f1.predict(np.array([[doclib.get_doc(val1_mc, test_mc)]]))[0] ) meta_acc = abs(acc_score - metrics.accuracy_score(test.y, test_preds)) meta_f1 = abs( f1_score - metrics.f1_score(test.y, test_preds, average=f1_average) ) report.append_row( test.prevalence(), acc=meta_acc, acc_score=acc_score, f1=meta_f1, f1_score=f1_score, ) return report def get_doc(probs1, probs2): return np.mean(probs2) - np.mean(probs1) """