def get_pos_stats(df, nIdx, cutoff=1, expt=1, letterorder=['C', 'A', 'T', 'G']):
# Get row of interest
data = df[[c for c in df.columns if not c == 'sequence']].iloc[nIdx]
nt = df['sequence'].iloc[nIdx]
total_n = float(data.sum())
# Set up dataframe
ntCols = ['N->'+c for c in letterorder] + ['N->!N']
outsCols = ['ct', '%', '%lb', '%ub']
cols = [x+'_'+out for x in ntCols for out in outsCols] + ['total_n', 'sequence']
out_df = pd.DataFrame(index=[expt], columns=cols)
out_df['sequence'] = nt
out_df['total_n'] = total_n
# Do individual nucleotide stats
for n in letterorder:
ct = data[nt+'->'+n]
rate = ct / total_n
lb, ub = proportion.proportion_confint(ct, total_n, method='jeffrey')
out_df['N->'+n+'_ct'] = ct
out_df['N->'+n+'_%'] = rate
out_df['N->'+n+'_%lb'] = lb
out_df['N->'+n+'_%ub'] = ub
# Do aggregate misincorporation stats
misinc_n = total_n - out_df['N->%c_ct' % nt]
lb, ub = proportion.proportion_confint(misinc_n, total_n, method='jeffrey')
out_df['N->!N_ct'] = misinc_n
out_df['N->!N_%'] = misinc_n / total_n
out_df['N->!N_%lb'] = lb
out_df['N->!N_%ub'] = ub
return out_df
def test_binom_test():
#> bt = binom.test(51,235,(1/6),alternative="less")
#> cat_items(bt, "binom_test_less.")
binom_test_less = Holder()
binom_test_less.statistic = 51
binom_test_less.parameter = 235
binom_test_less.p_value = 0.982022657605858
binom_test_less.conf_int = [0, 0.2659460862574313]
binom_test_less.estimate = 0.2170212765957447
binom_test_less.null_value = 1. / 6
binom_test_less.alternative = 'less'
binom_test_less.method = 'Exact binomial test'
binom_test_less.data_name = '51 and 235'
#> bt = binom.test(51,235,(1/6),alternative="greater")
#> cat_items(bt, "binom_test_greater.")
binom_test_greater = Holder()
binom_test_greater.statistic = 51
binom_test_greater.parameter = 235
binom_test_greater.p_value = 0.02654424571169085
binom_test_greater.conf_int = [0.1735252778065201, 1]
binom_test_greater.estimate = 0.2170212765957447
binom_test_greater.null_value = 1. / 6
binom_test_greater.alternative = 'greater'
binom_test_greater.method = 'Exact binomial test'
binom_test_greater.data_name = '51 and 235'
#> bt = binom.test(51,235,(1/6),alternative="t")
#> cat_items(bt, "binom_test_2sided.")
binom_test_2sided = Holder()
binom_test_2sided.statistic = 51
binom_test_2sided.parameter = 235
binom_test_2sided.p_value = 0.0437479701823997
binom_test_2sided.conf_int = [0.1660633298083073, 0.2752683640289254]
binom_test_2sided.estimate = 0.2170212765957447
binom_test_2sided.null_value = 1. / 6
binom_test_2sided.alternative = 'two.sided'
binom_test_2sided.method = 'Exact binomial test'
binom_test_2sided.data_name = '51 and 235'
alltests = [('larger', binom_test_greater),
('smaller', binom_test_less),
('two-sided', binom_test_2sided)]
for alt, res0 in alltests:
# only p-value is returned
res = smprop.binom_test(51, 235, prop=1. / 6, alternative=alt)
#assert_almost_equal(res[0], res0.statistic)
assert_almost_equal(res, res0.p_value, decimal=13)
# R binom_test returns Copper-Pearson confint
ci_2s = smprop.proportion_confint(51, 235, alpha=0.05, method='beta')
ci_low, ci_upp = smprop.proportion_confint(51, 235, alpha=0.1,
method='beta')
assert_almost_equal(ci_2s, binom_test_2sided.conf_int, decimal=13)
assert_almost_equal(ci_upp, binom_test_less.conf_int[1], decimal=13)
assert_almost_equal(ci_low, binom_test_greater.conf_int[0], decimal=13)
def evaluate(frame, subset='val'):
"""
Evaluate a DataFrame containing term vectors on its ability to predict term
relatedness, according to MEN-3000, RW, MTurk-771, and WordSim-353. Use a
VectorSpaceWrapper to fill missing vocabulary from ConceptNet.
Return a Series containing these labeled results.
"""
# Make subset names consistent with other datasets
if subset == 'dev':
subset = 'val'
elif subset == 'all':
# for the final evaluation, use just the test data
subset = 'test'
filename = get_support_data_filename('story-cloze/cloze_test_spring2016_%s.tsv' % subset)
vectors = VectorSpaceWrapper(frame=frame)
total = 0
correct = 0
for sentences, answers in read_cloze(filename):
text = ' '.join(sentences)
right_answer, wrong_answer = answers
probe_vec = vectors.text_to_vector('en', text)
right_vec = vectors.text_to_vector('en', right_answer)
wrong_vec = vectors.text_to_vector('en', wrong_answer)
right_sim = cosine_similarity(probe_vec, right_vec)
wrong_sim = cosine_similarity(probe_vec, wrong_vec)
if right_sim > wrong_sim:
correct += 1
total += 1
# print("%+4.2f %s / %s / %s" % (right_sim - wrong_sim, text, right_answer, wrong_answer))
low, high = proportion_confint(correct, total)
return pd.Series([correct / total, low, high], index=['acc', 'low', 'high'])
def eval_analogies(frame):
filename = get_support_data_filename('google-analogies/questions-words.txt')
quads = read_google_analogies(filename)
vocab = [
standardized_uri('en', word)
for word in wordfreq.top_n_list('en', 200000)
]
wrap = VectorSpaceWrapper(frame=frame)
vecs = np.vstack([wrap.get_vector(word) for word in vocab])
tframe = pd.DataFrame(vecs, index=vocab)
total = 0
correct = 0
seen_mistakes = set()
for quad in quads:
prompt = quad[:3]
answer = quad[3]
vector = analogy_func(frame, *prompt)
similar = similar_to_vec(tframe, vector)
result = None
for match in similar.index:
if match not in prompt:
result = match
break
if result == answer:
correct += 1
else:
if result not in seen_mistakes:
print(
"%s : %s :: %s : [%s] (should be %s)"
% (quad[0], quad[1], quad[2], result, answer)
)
seen_mistakes.add(result)
total += 1
low, high = proportion_confint(correct, total)
return pd.Series([correct / total, low, high], index=['acc', 'low', 'high'])
def print_survival_rate(df):
for domain_path, domain_group in df.groupby(["domainPath"]):
survival_results = DataFrame(columns="actionDuration algorithmName survival lbound rbound".split())
domain_name = re.search("[^/]+$", domain_path).group(0).rstrip(".track")
for fields, action_group in domain_group.groupby(['algorithmName', 'actionDuration']):
total_trials = len(action_group)
error_experiments = action_group[action_group["errorMessage"].notnull()]
deaths = len(error_experiments[error_experiments["errorMessage"] != "Timeout"])
timeouts = len(error_experiments) - deaths
successes = len(action_group[~action_group["errorMessage"].notnull()])
survival_confint = proportion_confint(successes, total_trials, 0.05)
survival_rate = (successes / (successes + deaths))
survival_results = add_row(survival_results,
[fields[1], fields[0], survival_rate, survival_confint[0], survival_confint[1]])
fig, ax = plt.subplots()
errors = []
for alg, alg_group in survival_results.groupby('algorithmName'):
errors.append([(alg_group['lbound'] - alg_group['survival']).values,
(alg_group['rbound'].values - alg_group['survival']).values])
errors = np.abs(errors)
print(errors)
survival = survival_results.pivot(index='actionDuration', columns='algorithmName', values='survival')
survival.plot(ax=ax, yerr=errors,
xlim=[0, 7000], ylim=[0, 1.0],
capsize=4, capthick=1, ecolor='black', cmap=plt.get_cmap("rainbow"), elinewidth=1)
plt.savefig('test.png', format='png')
def test_binom_tost():
# consistency check with two different implementation,
# proportion_confint is tested against R
# no reference case from other package available
ci = smprop.proportion_confint(10, 20, method='beta', alpha=0.1)
bt = smprop.binom_tost(10, 20, *ci)
assert_almost_equal(bt, [0.05] * 3, decimal=12)
ci = smprop.proportion_confint(5, 20, method='beta', alpha=0.1)
bt = smprop.binom_tost(5, 20, *ci)
assert_almost_equal(bt, [0.05] * 3, decimal=12)
# vectorized, TODO: observed proportion = 0 returns nan
ci = smprop.proportion_confint(np.arange(1, 20), 20, method='beta',
alpha=0.05)
bt = smprop.binom_tost(np.arange(1, 20), 20, *ci)
bt = np.asarray(bt)
assert_almost_equal(bt, 0.025 * np.ones(bt.shape), decimal=12)
def test_confidence_interval_estimation(self):
if "ci" not in self.config["modes"]:
print("Skipping CI")
return
runner = SingleProcessExperimentRunner()
sample_length = self.config["sample_length"]
samples = self.config["samples"]
alpha = self.config["alpha"]
method = "agresti_coull"
estimation_tolerance = 0.1
confidence_intervals = []
all_successes = 0
report_lines = []
""":type : list[dict]"""
fname = "smctest02_ci_{}.csv".format(datetime.now().strftime("%Y%m%d-%H_%M_%S_%f"))
with open(fname, "w") as f:
f.write("I;SUCCESSES;TRIALS\n")
f.flush()
for i in range(0, samples):
_, res, trial_infos = runner.run_trials(self.experiment,
number_of_trials=sample_length,
max_retrials=0)
print(trial_infos)
self.assertEqual(sample_length, len(res))
self.assertEqual(sample_length, len(trial_infos))
successes = sum(res)
all_successes += successes
ci_low, ci_up = proportion.proportion_confint(successes, len(res), alpha=alpha,
method=method)
confidence_intervals.append((ci_low, ci_up))
line = dict(i=i+1, successes=successes, trials=len(res))
f.write("{i};{successes};{trials}\n".format(**line))
f.flush()
print("Run #{}: {} successes, CI: [{}..{}]".format(i + 1, successes, ci_low, ci_up))
# self.experiment.world.printState()
estimated_prob = all_successes / (samples * sample_length)
real_prob = self.calc_real_prob()
print("estimated probability: {}".format(estimated_prob))
print("real probability: {}".format(real_prob))
interval_hit = 0
for cl, cu in confidence_intervals:
if cl <= real_prob <= cu:
interval_hit += 1
interval_hit_ratio = interval_hit / len(confidence_intervals)
print("interval hits: {} of {} = {} %".format(interval_hit, len(confidence_intervals),
interval_hit_ratio * 100.0))
self.assertAlmostEqual(real_prob, estimated_prob, delta=estimation_tolerance)
self.assertTrue(interval_hit_ratio >= (1.0 - alpha))
def _woe_confint(n, cnt, q):
"""
Считает 95%% доверительный интервал для WoE
Parameters
----------
n: кол-во просрочек в бакете
cnt: кол-во элементов в бакете
q: вероятность просрочки на всем корпусе
"""
p_low, p_high = proportion_confint(n, cnt, method='normal')
return _woe(p_low, q), _woe(p_high, q)
def print_survival_rate(df):
for domain_path, domain_group in df.groupby(["domainPath"]):
survival_results = DataFrame(
columns="actionDuration algorithmName survival lbound rbound".
split())
domain_name = re.search("[^/]+$",
domain_path).group(0).rstrip(".track")
for fields, action_group in domain_group.groupby(
['algorithmName', 'actionDuration']):
total_trials = len(action_group)
error_experiments = action_group[
action_group["errorMessage"].notnull()]
deaths = len(error_experiments[
error_experiments["errorMessage"] != "Timeout"])
timeouts = len(error_experiments) - deaths
successes = len(
action_group[~action_group["errorMessage"].notnull()])
survival_confint = proportion_confint(successes, total_trials,
0.05)
survival_rate = (successes / (successes + deaths))
survival_results = add_row(survival_results, [
fields[1], fields[0], survival_rate, survival_confint[0],
survival_confint[1]
])
fig, ax = plt.subplots()
errors = []
for alg, alg_group in survival_results.groupby('algorithmName'):
errors.append([
(alg_group['lbound'] - alg_group['survival']).values,
(alg_group['rbound'].values - alg_group['survival']).values
])
errors = np.abs(errors)
print(errors)
survival = survival_results.pivot(index='actionDuration',
columns='algorithmName',
values='survival')
survival.plot(
ax=ax,
yerr=errors,
# xlim=[0, 7000],
ylim=[0, 1.0],
capsize=4,
capthick=1,
ecolor='black',
cmap=plt.get_cmap("rainbow"),
elinewidth=1)
plt.savefig('test.png', format='png')
def main():
parser = argparse.ArgumentParser(description='extract and combine the kmer stats of multiple files')
parser.add_argument('alpha',type=float,nargs='?', default=0.05, help='alpha of confidence interval')
args = parser.parse_args()
for line in sys.stdin:
fields = line.split()
values = map(int,fields[-4:])
total = sum(values) * 1.0
ci = proportion_confint(values[-1], total, args.alpha, method="wilson")
print line[:-1], values[-1] / total, ci[0], ci[1]
def _lower_confidence_bound(self, NA: int, N: int, alpha: float) -> float:
""" Returns a (1 - alpha) lower confidence bound on a bernoulli proportion.
This function uses the Clopper-Pearson method.
:param NA: the number of "successes"
:param N: the number of total draws
:param alpha: the confidence level
:return: a lower bound on the binomial proportion which holds true w.p at least (1 - alpha) over the samples
"""
print(NA, N, alpha, "beta")
return proportion_confint(NA, N, alpha=2 * alpha, method="beta")[0]
def test_confint_proportion_ndim(method):
# check that it works with 1-D, 2-D and pandas
count = np.arange(6).reshape(2, 3)
nobs = 10 * np.ones((2, 3))
count_pd = pd.DataFrame(count)
nobs_pd = pd.DataFrame(nobs)
ci_arr = proportion_confint(count, nobs, alpha=0.05, method=method)
ci_pd = proportion_confint(count_pd, nobs_pd, alpha=0.05,
method=method)
assert_allclose(ci_arr, (ci_pd[0].values, ci_pd[1].values), rtol=1e-13)
# spot checking one value
ci12 = proportion_confint(count[1, 2], nobs[1, 2], alpha=0.05,
method=method)
assert_allclose((ci_pd[0].values[1, 2], ci_pd[1].values[1, 2]), ci12,
rtol=1e-13)
assert_allclose((ci_arr[0][1, 2], ci_arr[1][1, 2]), ci12, rtol=1e-13)
# check that lists work as input
ci_li = proportion_confint(count.tolist(), nobs.tolist(), alpha=0.05,
method=method)
assert_allclose(ci_arr, (ci_li[0], ci_li[1]), rtol=1e-13)
# check pandas Series, 1-D
ci_pds = proportion_confint(count_pd.iloc[0], nobs_pd.iloc[0],
alpha=0.05, method=method)
assert_allclose((ci_pds[0].values, ci_pds[1].values),
(ci_pd[0].values[0], ci_pd[1].values[0]), rtol=1e-13)
# check scalar nobs, verifying one value
ci_arr2 = proportion_confint(count, nobs[1, 2], alpha=0.05,
method=method)
assert_allclose((ci_arr2[0][1, 2], ci_arr[1][1, 2]), ci12, rtol=1e-13)
def get_num_player_win_rate(mongo_database, n):
query = [
{
'$group':
{
'_id': {'agent': '$agent'},
'wins': {'$sum': f'${n}p.wins'},
'losses': {'$sum': f'${n}p.losses'}
}
}
]
data = [
{
'Agent': doc['_id']['agent'], 'Number of Players': n, 'wins': doc['wins'], 'losses': doc['losses'],
'Win Rate': round(float(doc['wins']) / (doc['wins'] + doc['losses']), 3),
'error': round(sm.proportion_confint(count=doc['wins'], nobs=doc['wins'] + doc['losses'], alpha=0.05)[1]
- float(doc['wins']) / (doc['wins'] + doc['losses']), 3),
'conf_int': sm.proportion_confint(count=doc['wins'], nobs=doc['wins'] + doc['losses'], alpha=0.05)
}
for doc in mongo_database.agent_summaries.aggregate(query)
]
return pd.DataFrame(columns=['Agent', 'Number of Players', 'wins', 'losses', 'Win Rate', 'error', 'conf_int'], data=data)
def ci_for_df(odf, ci_method, ci_min=0.25):
df = odf.copy()
df['tot_reads'] = df.ip + df.input
df['avg'] = df.ip / df.tot_reads.astype(float)
assert ci_method in ('normal', 'agresti_coull',
'beta', 'wilson', 'jeffrey')
df['ci_low'], df['ci_high'] = proportion_confint(df.ip, df.tot_reads,
method=ci_method)
df['ci_diff'] = df.ci_high - df.ci_low
has_ip_and_ctr_reads = np.logical_and(df.ip > 0, df.input > 0)
small_CI = np.logical_and(df.ci_diff < ci_min, has_ip_and_ctr_reads)
df['score'] = logit(df.ix[small_CI].avg)
return df
def compLowUpCI(cls, number_samples, number_correct, significant_level):
"""
Description:
lower and upper bounds on the model classification'S accuracy
:param number_samples: size of data
:param number_correct: the number of corrected prediction on total samples/ data
:param significant_level: 90%, 95%, 98%, 99%
:return lower, upper
"""
lower, upper = proportion_confint(number_correct, number_samples,
1 - significant_level)
print('lower=%.3f, upper=%.3f' % (lower, upper))
return lower, upper
def get_overall_win_rates(mongo_database):
query = [{'$group':
{
'_id': {'agent': '$agent'},
'wins': {'$sum': '$total_wins'},
'losses': {'$sum': '$total_losses'}
}}]
data = [
{
'agent': doc['_id']['agent'], 'wins': doc['wins'], 'losses': doc['losses'],
'win_rate': round(float(doc['wins']) / (doc['wins'] + doc['losses']), 3),
'error': round(sm.proportion_confint(count=doc['wins'], nobs=doc['wins']+doc['losses'], alpha=0.05)[1]
- float(doc['wins']) / (doc['wins'] + doc['losses']), 3),
'conf_int': sm.proportion_confint(count=doc['wins'], nobs=doc['wins']+doc['losses'], alpha=0.05)
}
for doc in mongo_database.agent_summaries.aggregate(query)
]
df = pd.DataFrame(columns=['agent', 'wins', 'losses', 'win_rate', 'error', 'conf_int'], data=data)
df = df.replace(to_replace=r'SO-ISMCTS-10000 Agent', value='SO-ISMCTS Agent')
df.to_csv('data/latest_data_overall_win_rate.csv', index=False)
print(df, '\n')
def simulation():
number_of_red_balls_observed = 0
NUMBER_OF_TRIALS = 15
CONFIDENCE_LEVEL = 0.95
for i in range(NUMBER_OF_TRIALS):
random.shuffle(bowl)
ball = random.choice(bowl)
if ball == 'red':
number_of_red_balls_observed += 1
ci_low, ci_up = proportion_confint(number_of_red_balls_observed,
NUMBER_OF_TRIALS,
alpha=1.0 - CONFIDENCE_LEVEL)
return (ci_low, ci_up, number_of_red_balls_observed / NUMBER_OF_TRIALS)
def create_confint_df(count_df, ignored_cols=['Time']):
"""
"""
words = [c for c in count_df.columns if c not in ignored_cols]
ci_df = pd.DataFrame()
for w in words:
lb, ub = proportion.proportion_confint(counts_df[w], counts_df.sum(axis=1), method='jeffrey')
ci_df['%s_lb' % w] = lb
ci_df['%s_ub' % w] = ub
return ci_df
def get_all_recommendations(connection_string, my_id, my_trophies='high'):
#Set tables to collect from
ind_table = 'individual_aggs_' + my_trophies
pop_table = 'population_aggs_' + my_trophies
#Get player results
query = "SELECT mode, map, brawler,"
query += " SUM(wins) as wins,"
query += " SUM(matches_played) AS matches_played"
query += " FROM " + ind_table
query += " WHERE player_id = '" + my_id + "'"
query += " GROUP BY mode, map, brawler;"
#Get individual data
df = sql_get_results(connection_string, ind_table, '', '', '', my_id, custom_query = query)
#Calculate win rate confidence intervals
df['win_rate'] = df['wins'] / df['matches_played']
df['ci.lower'],df['ci.upper'] = zip(*df.apply(lambda row : proportion_confint(count = row['wins'], nobs = row['matches_played'], alpha = .1, method = 'agresti_coull'), axis = 1))
#Get population data
pop_query = "SELECT mode, map, brawler,"
pop_query += " SUM(wins) as wins,"
pop_query += " SUM(matches_played) AS matches_played"
pop_query += " FROM " + pop_table
pop_query += " GROUP BY mode, map, brawler;"
pop = sql_get_results(connection_string, pop_table, '', '', '', my_id, custom_query = pop_query)
pop['win_rate'] = pop['wins'] / pop['matches_played']
df = pop.merge(df, how = 'left', left_on = ['mode', 'map', 'brawler'], right_on = ['mode', 'map', 'brawler'])
#Compare population to individual history and inform recommendations
better = (df['win_rate_x'] < df['ci.lower']) & (df['matches_played_y'] >= 5)
worse = (df['win_rate_x'] > df['ci.upper']) & (df['matches_played_y'] >= 5)
df['reason'] = 'Population win rate'
df.loc[better,'reason'] = 'Outperforming population win rate'
df.loc[worse,'reason'] = 'Underperforming population win rate'
df['estimated_win_rate'] = df['win_rate_x']
df.loc[better,'estimated_win_rate'] = df.loc[better,'win_rate_y']
df.loc[worse,'estimated_win_rate'] = df.loc[worse,'win_rate_y']
df = df[['map', 'mode', 'brawler', 'estimated_win_rate', 'win_rate_x', 'win_rate_y', 'wins_y', 'matches_played_y', 'ci.lower', 'ci.upper', 'reason']].sort_values(by = 'win_rate_y',
ascending = False)
df.columns = ['Map', 'Mode', 'Brawler', 'Estimated Win Rate', 'Population Win Rate', 'Your Win Rate', 'Your Wins', 'Your Matches Played', 'Estimated Lower Bound', 'Estimated Upper Bound', 'Reason']
df = df.loc[df['Reason']!= 'Population win rate', :]
to_percent = ['Estimated Win Rate', 'Population Win Rate', 'Your Win Rate', 'Estimated Lower Bound', 'Estimated Upper Bound']
for col in to_percent:
df[col] = pd.Series(["{0:.2f}%".format(num * 100) for num in df[col]], index=df.index)
no_decimals = ['Your Wins', 'Your Matches Played']
for col in no_decimals:
df[col] = pd.Series(["{0:.0f}".format(num) for num in df[col]], index=df.index)
df = df.replace(to_replace='nan%', value='-').replace(to_replace='nan', value='-')
return(df)
def calculate_underestimate(country, dataframe, delay_func):
df = dataframe[dataframe.country == country].iloc[::-1].reset_index(
drop=True)
cumulative_known_t = 0
for ii in range(0, len(df)):
known_i = 0
for jj in range(0, ii + 1):
known_jj = df['new_cases'].loc[ii - jj] * delay_func(jj)
known_i = known_i + known_jj
cumulative_known_t = cumulative_known_t + known_i
cum_known_t = round(cumulative_known_t)
nCFR = df['new_deaths'].sum() / df['new_cases'].sum()
cCFR = df['new_deaths'].sum() / cum_known_t
total_deaths = df['new_deaths'].sum()
total_cases = df['new_cases'].sum()
nCFR_UQ, nCFR_LQ = proportion_confint(total_deaths, total_cases)
cCFR_UQ, cCFR_LQ = proportion_confint(total_deaths, cum_known_t)
quantile25, quantile75 = proportion_confint(total_deaths,
cum_known_t,
alpha=0.5)
row = {
'country': country,
'nCFR': nCFR,
'cCFR': cCFR,
'total_deaths': total_deaths,
'cum_known_t': cum_known_t,
'total_cases': total_cases,
'nCFR_UQ': round(nCFR_UQ, 8),
'nCFR_LQ': round(nCFR_LQ, 8),
'cCFR_UQ': round(cCFR_UQ, 8),
'cCFR_LQ': round(cCFR_LQ, 8),
'underreporting_estimate': cCFRBaseline / (100 * cCFR),
'lower': cCFREstimateRange[0] / (100 * cCFR_UQ),
'upper': cCFREstimateRange[1] / (100 * cCFR_LQ),
'quantile25': quantile25,
'quantile75': quantile75
}
return row
def massart_bound_check(model, inp, eps, cls, **kwargs):
delta = kwargs.get('delta', 0.3)
alpha = kwargs.get('alpha', 0.05)
confidence = kwargs.get('confidence', 0.95)
verbose = kwargs.get('verbose', False)
atk_locs = []
epsilon = 1 - confidence
chernoff_bound = math.ceil((1 / (2 * epsilon**2)) * math.log(2 / delta))
print("BayesKeras. Maximum sample bound = %s" % (chernoff_bound))
successes, iterations, misses = 0.0, 0.0, 0.0
halting_bound = chernoff_bound
I = [0, 1]
while (iterations <= halting_bound):
if (iterations > 0 and verbose):
print("Working on iteration: %s \t Bound: %s \t Param: %s" %
(iterations, halting_bound, successes / iterations))
model.set_weights(model.sample())
logit_l, logit_u = IBP(model,
inp,
model.model.get_weights(),
eps,
predict=False)
v1 = tf.one_hot(cls, depth=10)
v2 = 1 - tf.one_hot(cls, depth=10)
worst_case = tf.math.add(tf.math.multiply(v2, logit_u),
tf.math.multiply(v1, logit_l))
if (np.argmax(np.squeeze(worst_case)) != cls):
misses += 1
result = 0
else:
result = 1
successes += result
iterations += 1
# Final bounds computation below
lb, ub = proportion_confint(successes, iterations, method='beta')
if (math.isnan(lb)):
lb = 0.0 # Setting lb to zero if it is Nans
if (math.isnan(ub)):
ub = 1.0 # Setting ub to one if it is Nans
I = [lb, ub]
hb = absolute_massart_halting(successes, iterations, I, epsilon, delta,
alpha)
if (hb == -1):
halting_bound = chernoff_bound
else:
halting_bound = min(hb, chernoff_bound)
if (verbose):
print("Exited becuase %s >= %s" % (iterations, halting_bound))
return successes / iterations
def test_incidence_rate(self):
data = pd.read_csv("meerkat_analysis/test/test_data/univariate.csv")
variables = util.Variables.from_json_file(
"meerkat_analysis/test/test_data/variables.json")
incidence, ci = univariate.incidence_rate(data, var_id="gen_1")
self.assertEqual(incidence, 0.4)
self.assertEqual(ci,
proportion.proportion_confint(4, 10, method="wilson"))
incidence, ci = univariate.incidence_rate(data,
population=20,
var_id="gen_1")
self.assertEqual(incidence, 0.2)
self.assertEqual(ci,
proportion.proportion_confint(4, 20, method="wilson"))
incidence, ci = univariate.incidence_rate(data,
name="Female",
variables=variables)
self.assertEqual(incidence, 0.6)
self.assertEqual(ci,
proportion.proportion_confint(6, 10, method="wilson"))
def multi_ci(counts, alpha):
multi_list = []
n = np.sum(counts)
l = len(counts)
for i in range(l):
multi_list.append(
proportion_confint(
# counts[i],
min(max(counts[i], 1e-10), n - 1e-10),
n,
alpha=alpha / 2,
method="beta",
))
return np.array(multi_list)
def bn_mean_ci(df, groupby_col, feature, **kwargs):
"""
group df and extact mean and ci for binomial feature
"""
counts = df.groupby(by=groupby_col)[feature].value_counts().unstack(
level=1).fillna(0)
tot = counts[1] + counts[0]
lb, ub = proportion_confint(counts[1], tot, **kwargs)
ci = pd.concat((lb, ub), axis=1)
ci.columns = ['lb', 'ub']
ci['mean'] = counts[1] / (counts[1] + counts[0])
return (ci)
def __init__(self, mask, dataset):
self.dataset = dataset
self.good_cnt = sum(mask & dataset.target.good_mask)
self.bad_cnt = sum(mask & dataset.target.bad_mask)
self.proc_bad = self.bad_cnt / dataset.target.bad_cnt
self.proc_good = self.good_cnt / dataset.target.good_cnt
if self.good_cnt + self.bad_cnt > 0:
self.left, self.right = proportion_confint(self.good_cnt,
self.good_cnt + self.bad_cnt,
method='wilson')
self.event_rate = self.good_cnt / (self.good_cnt + self.bad_cnt)
else:
self.left, self.right = 0., 0.
self.event_rate = 0.
def _lower_confidence_bound(self, n_class_samples: int,
n_total_samples: int) -> float:
"""
Uses Clopper-Pearson method to return a (1-alpha) lower confidence bound on bernoulli proportion
:param n_class_samples: Number of samples of a specific class.
:param n_total_samples: Number of samples for certification.
:return: Lower bound on the binomial proportion w.p. (1-alpha) over samples.
"""
from statsmodels.stats.proportion import proportion_confint
return proportion_confint(n_class_samples,
n_total_samples,
alpha=2 * self.alpha,
method="beta")[0]
def create_confint_df(count_df, ignored_cols=['Time']):
"""
"""
words = [c for c in count_df.columns if c not in ignored_cols]
ci_df = pd.DataFrame()
for w in words:
lb, ub = proportion.proportion_confint(counts_df[w],
counts_df.sum(axis=1),
method='jeffrey')
ci_df['%s_lb' % w] = lb
ci_df['%s_ub' % w] = ub
return ci_df
def binomial_error_bars(N_pos, N):
# Return 95% confidence for binomial
# median = N_pos/N
err = np.array(proportion_confint(N_pos, N, method='beta'))
if np.sum(np.isnan(err)):
err[np.isnan(err)] = 0
# print("Binomial error bars for prevalence plot: ")
# print(err)
# errorbar wants not absolute values, but offsets. convert to that:
err_as_offset = err #copy?
err_as_offset[0] = np.abs(err[0] - (N_pos / N))
err_as_offset[1] = np.abs(err[1] - (N_pos / N))
return err_as_offset
def acceptable(self, classificationRecord_ind, class_inst_counter,
counter):
if classificationRecord_ind:
cr_correct = classificationRecord_ind['correct']
else:
return False
#class_accuracy = cr_correct / (counter+1)
correct_class_accuracy_interval = proportion_confint(
cr_correct, counter + 1)
class_freq_interval = proportion_confint(class_inst_counter,
counter + 1)
#rel_freq = classCounter_ind / (counter+1)
#if class_accuracy > rel_freq:
# If the accuracy interval's lower
# endpoint is greater than the class frequency interval's higher endpoint, then the instance
# is accepted.
if correct_class_accuracy_interval[0] > class_freq_interval[1]:
print('ATrue', correct_class_accuracy_interval,
class_freq_interval)
return True
else:
return False
def __init__(self, oracle):
# Create root node with constrains set equal to [], initial data equal to the entire training dataset
# and labels predicted by the oracle model
self.oracle = oracle
self.initial_data = oracle.X
self.initial_labels = oracle.y
self.num_examples = len(oracle.X)
# Improvement is the percentage by which gain should improve on addition of a new test. (Can be from 1.0+)
self.tree_params = {"tree_size": 15, "split_min": 1000, "num_feature_splits": 50, 'delta': 0.05, 'eps': 0.05}
self.conf_interval_low, _ = proportion_confint(self.tree_params['split_min'] * (1 - self.tree_params['eps']),
self.tree_params['split_min'],
alpha=self.tree_params['delta'])
self.num_nodes = 0
self.max_levels = 0
self.root = self.construct_node(self.initial_data, self.initial_labels, Constraint(), '', 'root')
def one_prop_conf_interval(values: np.ndarray,
conf_level: float = 0.95) -> tuple:
"""calculates confidence interval for a proportion
Args:
values (np.array): sample values (values are of values 0 and 1)
conf_level (float): confidence level
Returns:
tuple: lower and upper bounds of confidence interval
"""
ci = prop_stats.proportion_confint(values.sum(),
len(values),
alpha=1 - conf_level)
return ci
def cancel(data):
p = data['is_canceled'].mean()
n = len(data['is_canceled'])
print(p)
print(math.sqrt(p * (1 - p) / n))
print(sm.proportion_confint(data['is_canceled'].sum(), n))
dcancel = data[['number_of_paid_orders_before',
'is_canceled']].query('number_of_paid_orders_before <=10')
dcancel['is_canceled'].groupby(
dcancel['number_of_paid_orders_before']).mean().plot(
kind='bar', title='Cancel rate')
plt.show()
graph(data['is_canceled'].resample('M').mean(), 10,
'Cancel rate per month', 'Cancel rate')
def plot():
dic = pkl.load(
open(
"/users/global/cornkle/figs/LSTA-bullshit/scales/new_LSTA/dominant_scales_save/scales.p",
"rb"))
bin = np.array(dic['bin'])
center = bin[0:-1] + (bin[1::] - bin[0:-1])
pdb.set_trace()
data = dic['blob'] - (
np.sum(dic['blobc'], axis=0) / np.sum(dic['blobc'])
) #dic['scale']#(np.sum(dic['blobc'], axis=0)/np.sum(dic['blobc']))## (np.sum(dic['blobc'], axis=0)/np.sum(dic['blobc'])) #dic['scale'] #(np.sum(dic['blobc'], axis=0)/np.sum(dic['blobc']))
db = dic['blobc']
filler = np.zeros_like(db)
for i in range(db.shape[0]):
for j in range(db.shape[1]):
low, up = prop.proportion_confint(db[i, j], np.nansum(db[i, :]))
unrange = (db[i, j] / np.nansum(db[i, :])) - low
filler[i, j] = unrange
mask = np.zeros_like(db)
mask[filler > np.abs(data)] = 1
data[np.where(mask)] = 0
f = plt.figure()
ax = plt.subplot(111)
pmap = ax.pcolormesh(data * 100, vmin=-2, vmax=2, cmap='RdBu_r')
ax.set_xticks(np.arange(dic['blob'].shape[1]) + 1, minor=False)
ax.set_xticklabels(center)
cbar = plt.colorbar(pmap)
cbar.set_label('Difference in scale frequency | Blobs')
ax.set_yticks(np.arange(dic['blob'].shape[0]) + 1, minor=False)
ax.set_yticklabels(np.arange(0, 24))
ax.set_xlabel('Surface Scales of pos/neg deviation to surroundings')
ax.set_ylabel('Hours')
ax1 = ax.twinx()
ax1.set_yticks(np.arange(dic['blob'].shape[0]) + 1, minor=False)
ax1.set_yticklabels(dic['nblobs'])
print(np.sum(dic['blobc'] > 0) / np.sum(dic['nblobs']))
print(np.sum(np.isfinite(dic['blobc'])))
print(np.sum(data, axis=0))
def influence_ci(y_true, y_pred, ci='both'):
"""
:param ci:
if 'both': returns a tuple (ci_low, ci_high)
if 'low': returns only low confidence interval
if 'high': returns only high confidence interval
"""
[not_true_not_pred, not_true_pred], [true_not_pred, true_pred] = confusion_matrix(y_true, y_pred)
base_rate = (true_not_pred + true_pred) / (not_true_not_pred + not_true_pred + true_not_pred + true_pred)
ci_low, ci_high = proportion_confint(true_pred, (true_pred + not_true_pred))
if ci == 'low':
return ci_low / base_rate
elif ci == 'high':
return ci_high / base_rate
else:
return ci_low, ci_high / base_rate
def transpositions(data):
data = convert(data, 'melted').data.dropna()
y = data['recalled_pos'] - data.index.get_level_values('pos')
h, edges = np.histogram(
y.values, np.arange(min(y.values) - 0.5,
max(y.values) + 0.5))
x = np.asarray(edges[:-1] + 0.5 * np.diff(edges), dtype=int)
p = h / float(len(y))
ci_low, ci_upp = proportion_confint(h, len(y), method='beta')
return pd.DataFrame(
{
'p_transpose': p,
'ci_low': p - ci_low,
'ci_upp': ci_upp - p,
},
index=x)
def plot_fraction_asymptomatic(adf):
cols = ['num_positive', 'num_asymptomatic']
df = adf.groupby('delivery_date')[cols].agg(np.sum).reset_index()
df = df.sort_values(by='delivery_date')
df = df[df['num_positive'] > 0]
df['fraction_asymptomatic'] = df['num_asymptomatic'] / df['num_positive']
sns.set_style('whitegrid', {'axes.linewidth': 0.5})
fig = plt.figure(figsize=(8, 4))
ax = fig.gca()
palette = sns.color_palette('Set1')
formatter = mdates.DateFormatter("%m-%d")
# ax.scatter(df['delivery_date'].values, df['fraction_asymptomatic'].values, df['num_positive'], color=palette[1],
# label='daily')
df['moving_ave_frac'] = df['fraction_asymptomatic'].rolling(
window=7, center=True).mean()
ax.plot(df['delivery_date'], df['moving_ave_frac'], '-', color=palette[1])
df['moving_ave_asymp'] = df['num_asymptomatic'].rolling(window=7,
center=True).sum()
df['moving_ave_pos'] = df['num_positive'].rolling(window=7,
center=True).sum()
lows, highs = [], []
for r, row in df.iterrows():
low, high = proportion_confint(row['moving_ave_asymp'],
row['moving_ave_pos'])
lows.append(low)
highs.append(high)
ax.fill_between(df['delivery_date'].values,
lows,
highs,
color=palette[1],
linewidth=0,
alpha=0.3)
ax.set_ylabel('percent of positives who were asymptomatic at time of test')
ax.set_xlabel('date of delivery')
ax.xaxis.set_major_formatter(formatter)
ax.xaxis.set_major_locator(mdates.MonthLocator())
fig.savefig(os.path.join(plotdir, 'percent_asymptomatic.png'))
fig.savefig(os.path.join(plotdir, 'percent_asymptomatic.pdf'),
format='PDF')
def melted_to_serial_pos(data):
y = defaultdict(lambda: 0)
for _, x in data.iterrows():
if np.isfinite(x['recalled_pos']):
y[int(x['recalled_pos']) + 1] += 1
n = len(data.index.get_level_values('trial').unique())
y = np.array([y[k] for k in range(1, max(y.keys()) + 1)])
ci_low, ci_upp = proportion_confint(y, n, method='beta')
m = y / float(n)
return pd.DataFrame(
{
'correct': m,
'ci_low': m - ci_low,
'ci_upp': ci_upp - m,
},
index=np.arange(1,
len(y) + 1)).sort_index()
def CreateRocCurve(self, df, ref_roc=None):
n_wp = len(self.working_points)
wp_roc = None
if self.raw:
fpr, tpr, thresholds = metrics.roc_curve(
df['gen_tau'].values,
df[self.column].values,
sample_weight=df.weight.values)
roc = RocCurve(len(fpr), self.color, False, dashed=self.dashed)
roc.pr[0, :] = fpr
roc.pr[1, :] = tpr
roc.thresholds = thresholds
roc.auc_score = metrics.roc_auc_score(
df['gen_tau'].values,
df[self.column].values,
sample_weight=df.weight.values)
if n_wp > 0:
wp_roc = RocCurve(n_wp, self.color, not self.raw, self.raw)
for n in range(n_wp):
for kind in [0, 1]:
df_x = df[df['gen_tau'] == kind]
n_passed = self.CountPassed(df_x, self.working_points[n])
n_total = np.sum(df_x.weight.values)
eff = float(n_passed) / n_total
wp_roc.pr[kind, n_wp - n - 1] = eff
if not self.raw:
if sys.version_info.major > 2:
ci_low, ci_upp = proportion_confint(n_passed,
n_total,
alpha=1 - 0.68,
method='beta')
else:
err = math.sqrt(eff * (1 - eff) / n_total)
ci_low, ci_upp = eff - err, eff + err
wp_roc.pr_err[kind, 1, n_wp - n - 1] = ci_upp - eff
wp_roc.pr_err[kind, 0, n_wp - n - 1] = eff - ci_low
if not self.raw:
roc = wp_roc
wp_roc = None
if ref_roc is not None:
roc.ratio = create_roc_ratio(roc.pr[1], roc.pr[0], ref_roc.pr[1],
ref_roc.pr[0])
elif roc.pr[1].shape[0] > 0:
roc.ratio = np.array([[1, 1], [roc.pr[1][0], roc.pr[1][-1]]])
return roc, wp_roc
def test_confidence_interval_estimation(self):
runner = SingleProcessExperimentRunner()
sample_length = self.config["sample_length"]
samples = self.config["samples"]
alpha = self.config["alpha"]
method = "agresti_coull"
estimation_tolerance = 0.1
confidence_intervals = []
all_successes = 0
report_lines = []
""":type : list[dict]"""
for i in range(0, samples):
_, res, trial_infos = runner.run_trials(self.experiment,
number_of_trials=sample_length,
step_listeners=[report_step])
print(trial_infos)
self.assertEqual(sample_length, len(res))
self.assertEqual(sample_length, len(trial_infos))
successes = sum(res)
all_successes += successes
ci_low, ci_up = proportion.proportion_confint(successes, len(res), alpha=alpha,
method=method)
confidence_intervals.append((ci_low, ci_up))
report_lines.append(dict(i=i+1, successes=successes, trials=len(res)))
print("Run #{}: {} successes, CI: [{}..{}]".format(i + 1, successes, ci_low, ci_up))
estimated_prob = all_successes / (samples * sample_length)
real_prob = self.calc_real_prob()
print("estimated probability: {}".format(estimated_prob))
print("real probability: {}".format(real_prob))
interval_hit = 0
for cl, cu in confidence_intervals:
if cl <= real_prob <= cu:
interval_hit += 1
interval_hit_ratio = interval_hit / len(confidence_intervals)
print("interval hits: {} of {} = {} %".format(interval_hit, len(confidence_intervals),
interval_hit_ratio * 100.0))
with open("smctest01_ci.csv", "w") as f:
f.write("I;SUCCESSES;TRIALS\n")
for line in report_lines:
f.write("{i};{successes};{trials}\n".format(**line))
def _prop_confidence_interval(pair: PlayerPair[int]):
nobs = pair.one + pair.two
count = pair.one
ci_low, ci_upp = proportion_confint(count,
nobs,
alpha=0.05,
method='wilson')
begin = ""
if ci_low > 0.5:
begin = "\033[92m" # green
elif ci_upp < 0.5:
begin = "\033[91m" # red
end = "\033[0m" if begin != "" else ""
low = "{:.2%}".format(ci_low)
upp = "{:.2%}".format(ci_upp)
mean = "{:.2%}".format(count / nobs)
return f"{begin}{mean} [{low}, {upp}]{end}"
def BinomialErrors(nobs, Nsamp, alpha=0.05, method='jeffrey'):
"""
This is basically just statsmodels.stats.proportion.proportion_confint
with a different default method. It also returns the proportion nobs/Nsamp
Parameters:
===========
- nobs: integer
The number of "successes"
- Nsamp: integer
The total number of trials. Should be >= nobs.
- alpha: float in (0, 1)
Probability that the true value lies outside the
resulting error (or something like that).
alpha=0.05 is about 2-sigma.
- method: string
The calculation method. This is just passed to
`statsmodels.stats.proportion.proportion_confint`
Returns:
========
- prob: float
The estimate for the probability. prob = nobs / Nsamp
- low: float
The lower bound on the probability
- high: float
The upper bound on the probability
"""
low, high = proportion_confint(nobs, Nsamp, method=method, alpha=alpha)
if nobs == 0:
low = 0.0
p = 0.0
elif nobs == Nsamp:
high = 1.0
p = 1.0
else:
p = float(nobs) / float(Nsamp)
return p, low, high
def determine_p_est_by_interval(df, key, max_delay, search_confidence, search_max_p_rel_interval_len):
num_sample_cases = df.shape[0]
#Estimate probability of getting a max delay path from the entire MC sim
num_max_delay_cases = df.value_counts()[max_delay]
p_est = num_max_delay_cases / float(num_sample_cases)
print "P_est: {}".format(p_est)
#Calculate the interval to see if it has converged
#
#The 'beta' (Clopper-Pearson) method is a pessimistic interval which gaurentees
#to cover the alpha-significant interval, but it may be conservative (i.e. it may
#cover a more significant (smaller alpha)
alpha = 1. - search_confidence
ci = sms_sp.proportion_confint(num_max_delay_cases, num_sample_cases, alpha=alpha, method="beta")
#Convert tuple to array
ci = [ci[0], ci[1]]
if max_delay == 0 and math.isnan(ci[1]):
print "Warning: end of confidence interval was nan for max_delay 0; forcing to 1."
ci[1] = 1.
assert not math.isnan(ci[0])
assert not math.isnan(ci[1])
ci_len = ci[1] - ci[0]
ci_len_ratio = ci_len / p_est
print "P_est CI: [{:g}, {:g}] @ alpha={} ci_len/P_est={}".format(ci[0], ci[1], alpha, ci_len_ratio)
if p_est < ci[0] or p_est > ci[1]:
msg = "Estimate {:g} falls outside confidence interval [{:g}, {:g}]: NOT CONVERGED".format(p_est, ci[0], ci[1])
raise NotConvergedException(msg, num_sample_cases)
if ci_len_ratio > search_max_p_rel_interval_len:
msg = "Normalized CI delta (ci[1] - ci[0])/p_ext={:g} exceeds target={:g}: NOT CONVERGED".format(ci_len_ratio, search_max_p_rel_interval_len)
raise NotConvergedException(msg, num_sample_cases)
return p_est, ci
def plot():
dic = pkl.load( open(cnst.network_data + "figs/LSTA-bullshit/scales/new/dominant_scales_save/scales.p", "rb"))
bin = np.array(dic['bin'])
center = bin[0:-1] + (bin[1::]-bin[0:-1])
data = dic['blob']- (np.sum(dic['blobc'], axis=0)/np.sum(dic['blobc']))#dic['scale']#(np.sum(dic['blobc'], axis=0)/np.sum(dic['blobc']))## (np.sum(dic['blobc'], axis=0)/np.sum(dic['blobc'])) #dic['scale'] #(np.sum(dic['blobc'], axis=0)/np.sum(dic['blobc']))
db = dic['blobc']
filler = np.zeros_like(db)
for i in range(db.shape[0]):
for j in range(db.shape[1]):
low , up = prop.proportion_confint(db[i,j], np.nansum(db[i,:]))
unrange = (db[i,j] / np.nansum(db[i,:])) - low
filler[i,j] = unrange
mask = np.zeros_like(db)
mask[filler>np.abs(data)] = 1
data[np.where(mask)] = 0
f = plt.figure()
ax = plt.subplot(111)
pmap = ax.pcolormesh(data*100, vmin=-2, vmax=2, cmap='RdBu_r')
ax.set_xticks(np.arange(dic['blob'].shape[1])+1, minor=False)
ax.set_xticklabels(center)
cbar = plt.colorbar(pmap)
cbar.set_label('Difference in scale frequency | Blobs')
ax.set_yticks(np.arange(dic['blob'].shape[0]) + 1, minor=False)
ax.set_yticklabels(np.arange(0,24))
ax.set_xlabel('Surface Scales of pos/neg deviation to surroundings')
ax.set_ylabel('Hours')
ax1 = ax.twinx()
ax1.set_yticks(np.arange(dic['blob'].shape[0])+1, minor=False)
ax1.set_yticklabels(dic['nblobs'])
plt.show()
print(np.sum(dic['blobc']>0)/np.sum(dic['nblobs']))
print(np.sum(np.isfinite(dic['blobc'])))
print(np.sum(data, axis=0))
def BinomialErrors(nobs, Nsamp, alpha=0.05, method='jeffrey'):
"""
This is basically just statsmodels.stats.proportion.proportion_confint
with a different default method. It also returns the proportion nobs/Nsamp
"""
low, high = proportion_confint(nobs, Nsamp, method=method, alpha=alpha)
if nobs == 0:
low = 0.0
p = 0.0
elif nobs == Nsamp:
high = 1.0
p = 1.0
else:
p = float(nobs) / float(Nsamp)
return p, low, high
def get_stats(df, cutoff=1):
data = df[[c for c in df.columns if not c == 'sequence']]
total_n = data.sum(axis=1) # All non-corresponding data should be zero
correct_n = data[[n+'->'+n for n in ['A', 'C', 'T', 'G']]] # Get the columns that correspond to correct incorporations
misinc_n = total_n - correct_n.sum(axis=1) # Same as above.
#
rate = misinc_n / total_n
lb, ub = proportion.proportion_confint(misinc_n, total_n, method='jeffrey')
# Assemble output dataframe
simp_df = pd.DataFrame()
simp_df['rate'] = rate
simp_df['lb'] = lb
simp_df['ub'] = ub
simp_df['n'] = total_n
simp_df['sequence'] = df.sequence
return simp_df
def percent_correct_sound_type(bdata, soundType):
'''
DEPRECATED
Return the average percent correct for a behavior session, limited to a single sound type
'''
from statsmodels.stats.proportion import proportion_confint
correctChoiceVec = bdata['outcome']==bdata.labels['outcome']['correct']
trialsSoundType = bdata['soundType']==bdata.labels['soundType'][soundType]
correctSoundType = correctChoiceVec[trialsSoundType]
nRewardedSoundType = sum(correctSoundType)
valid = bdata['valid']
validSoundType = valid[trialsSoundType]
nValidSoundType = sum(validSoundType)
fractionCorrectSoundType = nRewardedSoundType/float(nValidSoundType)
ci = np.array(proportion_confint(nRewardedSoundType, nValidSoundType, method = 'wilson'))
return (fractionCorrectSoundType, nRewardedSoundType, nValidSoundType)
def plot_band_psychometric(validPerSNR, rightPerSNR, possibleSNRs, colour = 'k', linestyle='-', xlabel=True, ylabel=True):
from statsmodels.stats.proportion import proportion_confint
performance = []
upper = []
lower = []
for inds in range(len(possibleSNRs)):
CIthisSNR = np.array(proportion_confint(rightPerSNR[inds], validPerSNR[inds], method = 'wilson'))
performance.append(100.0*rightPerSNR[inds]/validPerSNR[inds])
upper.append(100.0*CIthisSNR[1]-performance[-1])
lower.append(performance[-1]-100.0*CIthisSNR[0])
plt.plot(np.arange(len(possibleSNRs)), performance, linestyle, marker='o', color=colour, mec=colour, lw=3, ms=10)
plt.errorbar(np.arange(len(possibleSNRs)), performance, yerr = [lower, upper], color=colour, lw=2, ls=linestyle)
if ylabel:
plt.ylabel("% rightward", fontsize=16)
if xlabel:
plt.xlabel('SNR (dB)', fontsize=16)
plt.xticks(np.arange(len(possibleSNRs)), possibleSNRs)
plt.ylim((0,100))
ax = plt.gca()
extraplots.boxoff(ax)
def compute_psycurve(bdata):
targetFrequency=bdata['targetFrequency']
valid=bdata['valid']
choice=bdata['choice']
intensities=bdata['targetIntensity']
choiceRight = choice==bdata.labels['choice']['right']
#Find trials at each frequency
possibleFreq = np.unique(targetFrequency)
nFreq = len(possibleFreq)
trialsEachFreq = behavioranalysis.find_trials_each_type(targetFrequency,possibleFreq)
#Preallocate arrays
fractionRightEachFreq=np.empty(nFreq)
confLimitsEachFreq=np.empty([2, nFreq]) #Upper and lower confidence limits
nTrialsEachFreq = np.empty(nFreq)
nRightwardEachFreq = np.empty(nFreq)
#Compute the number right and c.i for each freq.
for indf,thisFreq in enumerate(possibleFreq):
nTrialsThisFreq = sum(valid & trialsEachFreq[:,indf])
nRightwardThisFreq = sum(valid & choiceRight & trialsEachFreq[:,indf])
conf = np.array(proportion_confint(nRightwardThisFreq, nTrialsThisFreq, method = 'wilson'))
nTrialsEachFreq[indf] = nTrialsThisFreq
nRightwardEachFreq[indf] = nRightwardThisFreq
confLimitsEachFreq[0, indf] = conf[0] # Lower ci
confLimitsEachFreq[1, indf] = conf[1] # Upper ci
#Compute %right (c.i. are already in percent)
fractionRightEachFreq = nRightwardEachFreq/nTrialsEachFreq.astype(float)
#plot(possibleFreq,fractionRightEachFreq,'-o')
#gca().set_xscale('log')
#Find lengths of whiskers for plotting function
upperWhisker = confLimitsEachFreq[1, :] - fractionRightEachFreq
lowerWhisker = fractionRightEachFreq - confLimitsEachFreq[0,:]
return nRightwardEachFreq, nTrialsEachFreq, fractionRightEachFreq, upperWhisker, lowerWhisker
def test_confint_proportion():
from .results.results_proportion import res_binom, res_binom_methods
methods = {'agresti_coull' : 'agresti-coull',
'normal' : 'asymptotic',
'beta' : 'exact',
'wilson' : 'wilson',
'jeffrey' : 'bayes'
}
for case in res_binom:
count, nobs = case
for method in methods:
idx = res_binom_methods.index(methods[method])
res_low = res_binom[case].ci_low[idx]
res_upp = res_binom[case].ci_upp[idx]
if np.isnan(res_low) or np.isnan(res_upp):
continue
ci = proportion_confint(count, nobs, alpha=0.05, method=method)
assert_almost_equal(ci, [res_low, res_upp], decimal=6,
err_msg=repr(case) + method)
def eval_pairwise_analogies(frame, eval_filename, subset='all',
weight_direct=0.35, weight_transpose=0.65):
total = 0
correct = 0
wrap = VectorSpaceWrapper(frame=frame)
for idx, (prompt, choices, answer) in enumerate(read_turney_analogies(eval_filename)):
# Enable an artificial training/test split
if subset == 'all' or (subset == 'dev') == (idx % 2 == 0):
a1, b1 = prompt
choice_values = []
for choice in choices:
a2, b2 = choice
choice_values.append(
pairwise_analogy_func(wrap, a1, b1, a2, b2, weight_direct, weight_transpose)
)
our_answer = np.argmax(choice_values)
if our_answer == answer:
correct += 1
total += 1
low, high = proportion_confint(correct, total)
return pd.Series([correct / total, low, high], index=['acc', 'low', 'high'])
def confidence_interval(delta, metric):
"""Calculate a two-sided 95% confidence interval for differences."""
# Wilson score interval for sign test.
num_successes = np.count_nonzero(delta > 0)
num_trials = np.count_nonzero(delta != 0) # Exclude zero differences.
lower, upper = proportion.proportion_confint(
num_successes, num_trials, alpha=0.05, method='wilson')
median_delta = delta.median()
if metric == 'auc':
median = r'%.3f' % median_delta
ci = r'(%.2f, %.2f)' % (lower, upper)
else:
median = r'%.0f' % median_delta
ci = r'(%.2f, %.2f)' % (lower, upper)
if lower < 0.5 and upper < 0.5:
median = r'\bfseries \color{red} ' + median
ci = r'\bfseries \color{red} ' + ci
elif lower > 0.5 and upper > 0.5:
median = r'\bfseries ' + median
ci = r'\bfseries ' + ci
return median, ci
def calculate_psychometric(hitTrials,paramValueEachTrial,valid=None):
'''
Calculate fraction of hits for each parameter value (in vector param).
hitTrials: (boolean array of size nTrials) hit or miss
paramValueEachTrial: (array of size nTrials) parameter value for each trial
valid: (boolean array of size nTrials) trials to use in calculation
RETURNS:
possibleValues: array with possible values of the parameter
fractionHitsEachValue: array of same length as possibleValues
ciHitsEachValue: array of size [2,len(possibleValues)]
nTrialsEachValue: array of same length as possibleValues
nHitsEachValue: array of same length as possibleValues
'''
try:
from statsmodels.stats.proportion import proportion_confint #Used to compute confidence interval for the error bars.
useCI = True
except ImportError:
print 'To calculate confidence intervals, please install "statsmodels" module.'
useCI = False
nTrials = len(hitTrials)
if valid is None:
valid = ones(nTrials,dtype=bool)
possibleValues = np.unique(paramValueEachTrial)
nValues = len(possibleValues)
trialsEachValue = find_trials_each_type(paramValueEachTrial,possibleValues)
nTrialsEachValue = np.empty(nValues,dtype=int)
nHitsEachValue = np.empty(nValues,dtype=int)
for indv,thisValue in enumerate(possibleValues):
nTrialsEachValue[indv] = sum(valid & trialsEachValue[:,indv])
nHitsEachValue[indv] = sum(valid & hitTrials & trialsEachValue[:,indv])
fractionHitsEachValue = nHitsEachValue/nTrialsEachValue.astype(float)
if useCI:
ciHitsEachValue = np.array(proportion_confint(nHitsEachValue, nTrialsEachValue, method = 'wilson'))
else:
ciHitsEachValue = None
return (possibleValues,fractionHitsEachValue,ciHitsEachValue,nTrialsEachValue,nHitsEachValue)
def move_article(mongo_client, doc, from_table, to_table, dry_run = False):
if (not doc.has_key("docid")) or doc["docid"] == "":
return
editor_score = "0"
expiration_date = "NA"
if doc.has_key("editor_score"):
editor_score = doc["editor_score"]
if doc.has_key("expiration_date"):
expiration_date = doc["expiration_date"]
docid = doc["docid"]
if dry_run:
clicks = 0
imps = 0
if doc.has_key('all_clicks'):
clicks = doc["all_clicks"]
if doc.has_key('all_imps'):
imps = doc["all_imps"]
if imps >= 5:
(lb, ub) = proportion_confint(clicks, imps, (1 - CONFIDENCE), 'wilson')
print docid, clicks, imps, (clicks * 1.0 / imps), lb, ub, editor_score, expiration_date, from_table, to_table
else:
print docid, clicks, imps, 0.0, 0.0, 0.0, editor_score, expiration_date, from_table, to_table
return
from_db = get_table(mongo_client, from_table)
to_db = get_table(mongo_client, to_table)
docs = to_db.find({"docid": docid})
existing_size = 0
for doc in docs:
existing_size += 1
if existing_size > 0:
logging.warn("doc " + docid + " already exists in destination table: " + to_table)
else:
to_db.insert_one(doc)
from_db.delete_one({"docid": docid})
def test_confint_proportion():
from .results.results_proportion import res_binom, res_binom_methods
for case in res_binom:
count, nobs = case
for method in probci_methods:
idx = res_binom_methods.index(probci_methods[method])
res_low = res_binom[case].ci_low[idx]
res_upp = res_binom[case].ci_upp[idx]
if np.isnan(res_low) or np.isnan(res_upp):
continue
if (count == 0 or count == nobs) and method == 'jeffreys':
# maybe a bug or different corner case definition
continue
if method == 'jeffreys' and nobs == 30:
# something is strange in extreme case e.g 0/30 or 1/30
continue
ci = proportion_confint(count, nobs, alpha=0.05, method=method)
# we impose that confint is in [0, 1]
res_low = max(res_low, 0)
res_upp = min(res_upp, 1)
assert_almost_equal(ci, [res_low, res_upp], decimal=6,
err_msg=repr(case) + method)
oldlen = newlen
resultsVoiceAll = resultsAgg.loc[indVoiceAll]
# Color code for call type
callColor = {'Be': (0/255.0, 230/255.0, 255/255.0), 'LT': (0/255.0, 95/255.0, 255/255.0), 'Tu': (255/255.0, 200/255.0, 65/255.0), 'Th': (255/255.0, 150/255.0, 40/255.0),
'Di': (255/255.0, 105/255.0, 15/255.0), 'Ag': (255/255.0, 0/255.0, 0/255.0), 'Wh': (255/255.0, 180/255.0, 255/255.0), 'Ne': (255/255.0, 100/255.0, 255/255.0),
'Te': (140/255.0, 100/255.0, 185/255.0), 'DC': (100/255.0, 50/255.0, 200/255.0), 'So': (0/255.0, 0/255.0, 0/255.0)}
plt.figure()
xvals = np.arange(len(indCallerAll))
width = 0.75 # the width of the bars
numbars = 2 # Number of bars per group
plt.subplot(131)
yerr = np.asarray([ proportion_confint(count, nobs) for count, nobs in zip(resultsCallerAll.LDA_YES, resultsCallerAll.TestCount)])
b1=plt.bar(xvals*numbars, resultsCallerAll.LDA, width, color='k', yerr=yerr.T)
yerr = np.asarray([ proportion_confint(count, nobs) for count, nobs in zip(resultsVoiceAll.LDA_YES, resultsVoiceAll.TestCount)])
b2=plt.bar(np.array(xvalsV)*numbars + width, resultsVoiceAll.LDA, width, color='b', yerr=yerr.T)
plt.xticks(numbars*xvals + width*numbars/2., sortedCallTypes)
plt.legend((b1[0], b2[0]), ('Within CV', 'Across CV'))
plt.title('Within Call Type vs Across Call Type')
plt.ylabel('LDA Performance % ')
plt.xlabel('Call Type')
myAxis = plt.axis()
myAxis = (myAxis[0], myAxis[1], 40.0, myAxis[3])
plt.axis(myAxis)
plt.subplot(132)
def test_samplesize_confidenceinterval_prop():
#consistency test for samplesize to achieve confidence_interval
nobs = 20
ci = smprop.proportion_confint(12, nobs, alpha=0.05, method='normal')
res = smprop.samplesize_confint_proportion(12./nobs, (ci[1] - ci[0]) / 2)
assert_almost_equal(res, nobs, decimal=13)
BusinessLongAccepted = len(data[((data.Segment == "BusinessLong") & (data.Accept == 1))])
BusinessShortAccepted = len(data[((data.Segment == "BusinessShort") & (data.Accept == 1))])
ConferenceAccepted = len(data[((data.Segment == "Conference") & (data.Accept == 1))])
OtherAccepted = len(data[((data.Segment == "Other") & (data.Accept == 1))])
VacationAccepted = len(data[((data.Segment == "Vacation") & (data.Accept == 1))])
TotalAccepted = len(data[(data.Accept == 1)])
import statsmodels.stats.proportion as sm
TotalAcceptedPercent = TotalAccepted / Total
print("BusinessLong")
print("Average: " + str(BusinessLongAccepted / BusinessLong))
BusinessLongCI = sm.proportion_confint(BusinessLongAccepted, BusinessLong)
print("Lower: " + str(BusinessLongCI[0]))
print("Upper: " + str(BusinessLongCI[1]))
print(sm.proportions_ztest(BusinessLongAccepted, BusinessLong, TotalAcceptedPercent)[1])
print("BusinessShort")
print("Average: " + str(BusinessShortAccepted / BusinessShort))
BusinessShortCI = sm.proportion_confint(BusinessShortAccepted, BusinessShort)
print("Lower: " + str(BusinessShortCI[0]))
print("Upper: " + str(BusinessShortCI[1]))
print(sm.proportions_ztest(BusinessShortAccepted, BusinessShort, TotalAcceptedPercent)[1])
print("Conference")
print("Average: " + str(ConferenceAccepted / Conference))
ConferenceCI = sm.proportion_confint(ConferenceAccepted, Conference)
print("Lower: " + str(ConferenceCI[0]))
def get_proportion_confint_report(num_successes, num_trials, alpha=0.05, do_normal=True, do_agresti_coull=True,
do_beta=False, do_wilson=True, do_jeffrey=False, do_binom_test=False):
""" Get confidence intervals of proportion num_successes / num_trials using different methods in JSON-friendly form.
:param num_successes: number of successes
:type num_successes: int
:param num_trials: number of trials or attempts
:type num_trials: int
:param alpha: significance used in statistical inferences
:type alpha: float
:param do_normal: True to get a confidence interval using the normal approximation method
:type do_normal: bool
:param do_agresti_coull: True to get a confidence interval using the Agresti-Coull method
:type do_agresti_coull: bool
:param do_beta: True to get a confidence interval using the beta method
:type do_beta: bool
:param do_wilson: True to get a confidence interval using the Wilson method
:type do_wilson: bool
:param do_jeffrey: True to get a confidence interval using the Jeffrey method
:type do_jeffrey: bool
:param do_binom_test: True to get a confidence interval using the binomial test method
:type do_binom_test: bool
:return: JSON-able dict report
:rtype: dict
Why do I use normal, agresti_coull and wilson by default?
1) Normal, because it is the widely-used but flawed option.
2) AgrestiCoull & Wilson, because Lawrence D. Brown, T. Tony Cai and Anirban DasGupta in their paper
`Interval Estimation for a Binomial Proportion` say 'we recommend the Wilson interval for small n and the
interval suggested in Agresti and Coull for larger n'
Call to proportion_confint allows methods:
- `normal` : asymptotic normal approximation
- `agresti_coull` : Agresti-Coull interval
- `beta` : Clopper-Pearson interval based on Beta distribution
- `wilson` : Wilson Score interval
- `jeffrey` : Jeffrey's Bayesian Interval
- `binom_test`
"""
from statsmodels.stats.proportion import proportion_confint
conf_int_reports = OrderedDict()
if do_normal:
conf_int = proportion_confint(num_successes, num_trials, alpha=alpha, method='normal')
conf_int_report = OrderedDict()
conf_int_report['Lower'] = conf_int[0]
conf_int_report['Upper'] = conf_int[1]
conf_int_report['Alpha'] = alpha
conf_int_report['Method'] = 'Normal'
conf_int_reports['Normal'] = conf_int_report
if do_agresti_coull:
conf_int = proportion_confint(num_successes, num_trials, alpha=alpha, method='agresti_coull')
conf_int_report = OrderedDict()
conf_int_report['Lower'] = conf_int[0]
conf_int_report['Upper'] = conf_int[1]
conf_int_report['Alpha'] = alpha
conf_int_report['Method'] = 'AgrestiCoull'
conf_int_reports['AgrestiCoull'] = conf_int_report
if do_beta:
conf_int = proportion_confint(num_successes, num_trials, alpha=alpha, method='beta')
conf_int_report = OrderedDict()
conf_int_report['Lower'] = conf_int[0]
conf_int_report['Upper'] = conf_int[1]
conf_int_report['Alpha'] = alpha
conf_int_report['Method'] = 'Beta'
conf_int_reports['Beta'] = conf_int_report
if do_wilson:
conf_int = proportion_confint(num_successes, num_trials, alpha=alpha, method='wilson')
conf_int_report = OrderedDict()
conf_int_report['Lower'] = conf_int[0]
conf_int_report['Upper'] = conf_int[1]
conf_int_report['Alpha'] = alpha
conf_int_report['Method'] = 'Wilson'
conf_int_reports['Wilson'] = conf_int_report
if do_jeffrey:
conf_int = proportion_confint(num_successes, num_trials, alpha=alpha, method='jeffrey')
conf_int_report = OrderedDict()
conf_int_report['Lower'] = conf_int[0]
conf_int_report['Upper'] = conf_int[1]
conf_int_report['Alpha'] = alpha
conf_int_report['Method'] = 'Jeffrey'
conf_int_reports['Jeffrey'] = conf_int_report
if do_binom_test:
conf_int = proportion_confint(num_successes, num_trials, alpha=alpha, method='binom_test')
conf_int_report = OrderedDict()
conf_int_report['Lower'] = conf_int[0]
conf_int_report['Upper'] = conf_int[1]
conf_int_report['Alpha'] = alpha
conf_int_report['Method'] = 'BinomTest'
conf_int_reports['BinomTest'] = conf_int_report
return conf_int_reports
print("Conducted tests: {}".format(len(results)))
print("Successes: {} of {}".format(sum(results), len(results)))
print("Hypothesis accepted: {}".format(accepted_hypothesis))
print_timing_info(info)
elif _MODE == ESTIMATION:
print("len: ", len(sc1.world.getDomain("plcs")))
_, results, info = runner.run_trials(sc1, number_of_trials=NUM_REPETITIONS)
successes = sum(results)
nobs = len(results)
ratio = successes / nobs
print("ESTIMATION")
print("Successes: {} of {}".format(successes, nobs))
print("Ratio: {}".format(ratio))
alpha = 0.05
print("Confidence intervals, alpha={}: ".format(alpha))
for method in ["normal", "agresti_coull", "beta", "wilson", "jeffrey"]:
ci_low, ci_upp = proportion.proportion_confint(successes, nobs, alpha=alpha, method=method)
print(" {} => [{}..{}]".format(method, ci_low, ci_upp))
print_timing_info(info)
elif _MODE == VISUALIZE:
print("Visualize")
verdict, info = sc1.run()
print("Verdict: {}".format(verdict))
print("Info: {}".format(info))
