def plot_perm_diffs(samps, actual=None, bka=2, bkb=1, subplt=1, xlabel=None):
t = ('Simulated and actual difference between books {bka} and {bkb}'
'\nPermutation pvalue: {pv:.3%}; N={N:,.0f}'
.format(bka=bka, bkb=bkb, pv=ut.pvalue(actual, samps), N=len(samps)))
plt.subplot(1, 2, subplt, title=t)
samps.hist(bins=50)
plt.vlines(actual, *plt.ylim())
plt.legend(['Actual\ndifference'], loc=2)
if xlabel is not None:
plt.xlabel(xlabel)
def get_trueFIs(exp_res_filename, eval_res_filename, min_freq, delta, pvalue_mode, first_epsilon=1.0):
""" Compute the True Frequent Itemsets using the 'holdout-VC' method with
the binomial test
TODO Add more details."""
stats = dict()
with open(exp_res_filename) as FILE:
size_line = FILE.readline()
try:
size_str = size_line.split("(")[1].split(")")[0]
except IndexError:
utils.error_exit("Cannot compute size of the explore dataset: '{}' is not in the recognized format\n".format(size_line))
try:
stats['exp_size'] = int(size_str)
except ValueError:
utils.error_exit("Cannot compute size of the explore dataset: {} is not a number\n".format(size_str))
with open(eval_res_filename) as FILE:
size_line = FILE.readline()
try:
size_str = size_line.split("(")[1].split(")")[0]
except IndexError:
utils.error_exit("Cannot compute size of the eval dataset: '{}' is not in the recognized format\n".format(size_line))
try:
stats['eval_size'] = int(size_str)
except ValueError:
utils.error_exit("Cannot compute size of the eval dataset: '{}' is not a number\n".format(size_str))
stats['orig_size'] = stats['exp_size'] + stats['eval_size']
exp_res = utils.create_results(exp_res_filename, min_freq)
stats['exp_res'] = len(exp_res)
exp_res_set = set(exp_res.keys())
eval_res = utils.create_results(eval_res_filename, min_freq)
stats['eval_res'] = len(eval_res)
eval_res_set = set(eval_res.keys())
intersection = exp_res_set & eval_res_set
stats['holdout_intersection'] = len(intersection)
stats['holdout_false_negatives'] = len(exp_res_set - eval_res_set)
stats['holdout_false_positives'] = len(eval_res_set - exp_res_set)
stats['holdout_jaccard'] = len(intersection) / len(exp_res_set | eval_res_set)
# One may want to play with giving different values for the different error
# probabilities, but there isn't really much point in it.
stats['lowered_delta'] = 1.0 - math.sqrt(1 - delta)
stats['filter_epsilon'] = first_epsilon
sys.stderr.write("Computing candidates...")
sys.stderr.flush()
freq_bound = min_freq + stats['filter_epsilon']
exp_res_filtered = set()
exp_res_filtered_items = set()
trueFIs = dict()
for itemset in exp_res:
if exp_res[itemset] < freq_bound:
exp_res_filtered.add(itemset)
exp_res_filtered_items |= itemset
else:
# Add itemsets with frequency at last freq_bound to the TFIs
trueFIs[itemset] = exp_res[itemset]
sys.stderr.write("done: {} exp_res_filtered ({} items)\n".format(len(exp_res_filtered),
len(exp_res_filtered_items)))
sys.stderr.flush()
stats['tfis_from_exp'] = len(trueFIs)
stats['exp_res_filtered'] = len(exp_res_filtered)
supposed_freq = (math.ceil( stats['orig_size'] * min_freq) - 1) / stats['orig_size']
if stats['exp_res_filtered'] > 0:
eval_res = utils.create_results(eval_res_filename, min_freq)
eval_res_set = set(eval_res.keys())
stats['eval_res'] = len(eval_res)
intersection = exp_res_filtered & eval_res_set
stats['holdout_intersection'] = len(intersection)
stats['holdout_false_negatives'] = len(exp_res_filtered - eval_res_set)
# Bonferroni correction (Union bound). We work in the log space.
stats['critical_value'] = math.log(stats['lowered_delta']) - math.log(stats['exp_res_filtered'])
# Add TFIs from eval
last_accepted_freq = 1.0
last_non_accepted_freq = min_freq
for itemset in sorted(intersection, key=lambda x : eval_res[x], reverse=True):
p_value = utils.pvalue(pvalue_mode, eval_res[itemset],
stats['eval_size'], supposed_freq)
if p_value <= stats['critical_value']:
trueFIs[itemset] = eval_res[itemset]
last_accepted_freq = eval_res[itemset]
else:
last_non_accepted_freq = eval_res[itemset]
break
# Compute epsilon for the binomial
min_diff = 5e-6 # controls when to stop the binary search
while last_accepted_freq - last_non_accepted_freq > min_diff:
mid_point = (last_accepted_freq - last_non_accepted_freq) / 2
test_freq = last_non_accepted_freq + mid_point
p_value = utils.pvalue(pvalue_mode, test_freq,
stats['eval_size'], supposed_freq)
if p_value <= stats['critical_value']:
last_accepted_freq = test_freq
else:
last_non_accepted_freq = test_freq
stats['epsilon'] = last_non_accepted_freq + ((last_accepted_freq -
last_non_accepted_freq) / 2) - min_freq
stats['removed'] = len(intersection) - len(trueFIs)
else: # stats['exp_res_filtered'] == 0
stats['eval_res'] = 0
stats['holdout_false_negatives'] = 0
stats['holdout_intersection'] = 0
stats['critical_value'] = 0
stats['epsilon'] = 0
stats['removed'] = 0
return (trueFIs, stats)
def get_trueFIs(ds_stats,
res_filename,
min_freq,
delta,
pvalue_mode,
use_additional_knowledge=False):
""" Compute the True Frequent Itemsets using the Binomial test with a
Bonferroni correction.
The p-values for the Binomial tests are computed using the mode specified
by pvalue_mode: 'c' for Chernoff, 'e' for exact, 'w' for weak Chernoff. The
parameter 'use_additional_knowledge' can be used to incorporate additional
knowledge about the data generation process.
Returns a pair (trueFIs, stats).
'trueFIs' is a dict whose keys are itemsets (frozensets) and values are
frequencies. This collection of itemsets contains only TFIs with
probability at least 1 - delta.
'stats' is a dict containing various statistics used in computing the
collection of itemsets."""
stats = dict()
sample_res = utils.create_results(res_filename, min_freq)
# We work in the log-space
stats['union_bound_factor'] = ds_stats['numitems'] * math.log(2.0)
if use_additional_knowledge and \
ds_stats['numitems'] > 2 * ds_stats['maxlen']:
stats['union_bound_factor'] = \
utils.get_union_bound_factor(ds_stats['numitems'],
2 * ds_stats['maxlen'])
# Bonferroni correction (Union bound)
stats['critical_value'] = math.log(delta) - stats['union_bound_factor']
supposed_freq = (math.ceil(ds_stats['size'] * min_freq) - 1) / \
ds_stats['size']
trueFIs = dict()
last_accepted_freq = 1.0
last_non_accepted_freq = min_freq
for itemset in sorted(sample_res.keys(),
key=lambda x: sample_res[x],
reverse=True):
p_value = utils.pvalue(pvalue_mode, sample_res[itemset],
ds_stats['size'], supposed_freq)
if p_value <= stats['critical_value']:
trueFIs[itemset] = sample_res[itemset]
last_accepted_freq = sample_res[itemset]
else:
# Compute epsilon for the binomial
last_non_accepted_freq = sample_res[itemset]
break
min_diff = 1e-5 # controls when to stop the binary search
while last_accepted_freq - last_non_accepted_freq > min_diff:
mid_point = (last_accepted_freq - last_non_accepted_freq) / 2
test_freq = last_non_accepted_freq + mid_point
p_value = utils.pvalue(pvalue_mode, test_freq, ds_stats['size'],
supposed_freq)
if p_value <= stats['critical_value']:
last_accepted_freq = test_freq
else:
last_non_accepted_freq = test_freq
stats['epsilon'] = last_non_accepted_freq + \
((last_accepted_freq - last_non_accepted_freq) / 2) - min_freq
stats['removed'] = len(sample_res) - len(trueFIs)
return (trueFIs, stats)
def get_trueFIs(exp_res_filename,
eval_res_filename,
min_freq,
delta,
pvalue_mode,
first_epsilon=1.0):
""" Compute the True Frequent Itemsets using the 'holdout-VC' method with
the binomial test
TODO Add more details."""
stats = dict()
with open(exp_res_filename) as FILE:
size_line = FILE.readline()
try:
size_str = size_line.split("(")[1].split(")")[0]
except IndexError:
utils.error_exit(
"Cannot compute size of the explore dataset: '{}' is not in the recognized format\n"
.format(size_line))
try:
stats['exp_size'] = int(size_str)
except ValueError:
utils.error_exit(
"Cannot compute size of the explore dataset: {} is not a number\n"
.format(size_str))
with open(eval_res_filename) as FILE:
size_line = FILE.readline()
try:
size_str = size_line.split("(")[1].split(")")[0]
except IndexError:
utils.error_exit(
"Cannot compute size of the eval dataset: '{}' is not in the recognized format\n"
.format(size_line))
try:
stats['eval_size'] = int(size_str)
except ValueError:
utils.error_exit(
"Cannot compute size of the eval dataset: '{}' is not a number\n"
.format(size_str))
stats['orig_size'] = stats['exp_size'] + stats['eval_size']
exp_res = utils.create_results(exp_res_filename, min_freq)
stats['exp_res'] = len(exp_res)
exp_res_set = set(exp_res.keys())
eval_res = utils.create_results(eval_res_filename, min_freq)
stats['eval_res'] = len(eval_res)
eval_res_set = set(eval_res.keys())
intersection = exp_res_set & eval_res_set
stats['holdout_intersection'] = len(intersection)
stats['holdout_false_negatives'] = len(exp_res_set - eval_res_set)
stats['holdout_false_positives'] = len(eval_res_set - exp_res_set)
stats['holdout_jaccard'] = len(intersection) / len(exp_res_set
| eval_res_set)
# One may want to play with giving different values for the different error
# probabilities, but there isn't really much point in it.
stats['lowered_delta'] = 1.0 - math.sqrt(1 - delta)
stats['filter_epsilon'] = first_epsilon
sys.stderr.write("Computing candidates...")
sys.stderr.flush()
freq_bound = min_freq + stats['filter_epsilon']
exp_res_filtered = set()
exp_res_filtered_items = set()
trueFIs = dict()
for itemset in exp_res:
if exp_res[itemset] < freq_bound:
exp_res_filtered.add(itemset)
exp_res_filtered_items |= itemset
else:
# Add itemsets with frequency at last freq_bound to the TFIs
trueFIs[itemset] = exp_res[itemset]
sys.stderr.write("done: {} exp_res_filtered ({} items)\n".format(
len(exp_res_filtered), len(exp_res_filtered_items)))
sys.stderr.flush()
stats['tfis_from_exp'] = len(trueFIs)
stats['exp_res_filtered'] = len(exp_res_filtered)
supposed_freq = (math.ceil(stats['orig_size'] * min_freq) -
1) / stats['orig_size']
if stats['exp_res_filtered'] > 0:
eval_res = utils.create_results(eval_res_filename, min_freq)
eval_res_set = set(eval_res.keys())
stats['eval_res'] = len(eval_res)
intersection = exp_res_filtered & eval_res_set
stats['holdout_intersection'] = len(intersection)
stats['holdout_false_negatives'] = len(exp_res_filtered - eval_res_set)
# Bonferroni correction (Union bound). We work in the log space.
stats['critical_value'] = math.log(stats['lowered_delta']) - math.log(
stats['exp_res_filtered'])
# Add TFIs from eval
last_accepted_freq = 1.0
last_non_accepted_freq = min_freq
for itemset in sorted(intersection,
key=lambda x: eval_res[x],
reverse=True):
p_value = utils.pvalue(pvalue_mode, eval_res[itemset],
stats['eval_size'], supposed_freq)
if p_value <= stats['critical_value']:
trueFIs[itemset] = eval_res[itemset]
last_accepted_freq = eval_res[itemset]
else:
last_non_accepted_freq = eval_res[itemset]
break
# Compute epsilon for the binomial
min_diff = 5e-6 # controls when to stop the binary search
while last_accepted_freq - last_non_accepted_freq > min_diff:
mid_point = (last_accepted_freq - last_non_accepted_freq) / 2
test_freq = last_non_accepted_freq + mid_point
p_value = utils.pvalue(pvalue_mode, test_freq, stats['eval_size'],
supposed_freq)
if p_value <= stats['critical_value']:
last_accepted_freq = test_freq
else:
last_non_accepted_freq = test_freq
stats['epsilon'] = last_non_accepted_freq + (
(last_accepted_freq - last_non_accepted_freq) / 2) - min_freq
stats['removed'] = len(intersection) - len(trueFIs)
else: # stats['exp_res_filtered'] == 0
stats['eval_res'] = 0
stats['holdout_false_negatives'] = 0
stats['holdout_intersection'] = 0
stats['critical_value'] = 0
stats['epsilon'] = 0
stats['removed'] = 0
return (trueFIs, stats)
def get_trueFIs(ds_stats, res_filename, min_freq, delta, pvalue_mode,
use_additional_knowledge=False):
""" Compute the True Frequent Itemsets using the Binomial test with a
Bonferroni correction.
The p-values for the Binomial tests are computed using the mode specified
by pvalue_mode: 'c' for Chernoff, 'e' for exact, 'w' for weak Chernoff. The
parameter 'use_additional_knowledge' can be used to incorporate additional
knowledge about the data generation process.
Returns a pair (trueFIs, stats).
'trueFIs' is a dict whose keys are itemsets (frozensets) and values are
frequencies. This collection of itemsets contains only TFIs with
probability at least 1 - delta.
'stats' is a dict containing various statistics used in computing the
collection of itemsets."""
stats = dict()
sample_res = utils.create_results(res_filename, min_freq)
# We work in the log-space
stats['union_bound_factor'] = ds_stats['numitems'] * math.log(2.0)
if use_additional_knowledge and \
ds_stats['numitems'] > 2 * ds_stats['maxlen']:
stats['union_bound_factor'] = \
utils.get_union_bound_factor(ds_stats['numitems'],
2 * ds_stats['maxlen'])
# Bonferroni correction (Union bound)
stats['critical_value'] = math.log(delta) - stats['union_bound_factor']
supposed_freq = (math.ceil(ds_stats['size'] * min_freq) - 1) / \
ds_stats['size']
trueFIs = dict()
last_accepted_freq = 1.0
last_non_accepted_freq = min_freq
for itemset in sorted(sample_res.keys(), key=lambda x: sample_res[x],
reverse=True):
p_value = utils.pvalue(pvalue_mode, sample_res[itemset],
ds_stats['size'], supposed_freq)
if p_value <= stats['critical_value']:
trueFIs[itemset] = sample_res[itemset]
last_accepted_freq = sample_res[itemset]
else:
# Compute epsilon for the binomial
last_non_accepted_freq = sample_res[itemset]
break
min_diff = 1e-5 # controls when to stop the binary search
while last_accepted_freq - last_non_accepted_freq > min_diff:
mid_point = (last_accepted_freq - last_non_accepted_freq) / 2
test_freq = last_non_accepted_freq + mid_point
p_value = utils.pvalue(pvalue_mode, test_freq,
ds_stats['size'], supposed_freq)
if p_value <= stats['critical_value']:
last_accepted_freq = test_freq
else:
last_non_accepted_freq = test_freq
stats['epsilon'] = last_non_accepted_freq + \
((last_accepted_freq - last_non_accepted_freq) / 2) - min_freq
stats['removed'] = len(sample_res) - len(trueFIs)
return (trueFIs, stats)
def get_trueFIs(exp_res_filename, eval_res_filename, min_freq, delta,
pvalue_mode, do_filter=0):
""" Compute the True Frequent Itemsets using the holdout method.
The holdout method is described in Geoffrey I. Webb, "Discovering
significant patterns" in Machine Learning, Vol. 68, Issue (1), pp. 1-3,
2007.
The dataset is split in two parts, an exploratory part and an evaluation
part. Each are mined separately at frequency 'min_freq'. The results are
contained in 'exp_res_filename' and 'eval_res_filename' respectively.
The parameter 'do_filter' controls a variant of the algorithm where the
results from the exploratory part are filtered more.
The p-values for the Binomial tests are computed using the mode specified
by pvalue_mode: 'c' for Chernoff, 'e' for exact, or 'w' for weak Chernoff.
The parameter 'use_additional_knowledge' can be used to incorporate
additional knowledge about the data generation process.
Returns a pair (trueFIs, stats).
'trueFIs' is a dict whose keys are itemsets (frozensets) and values are
frequencies. This collection of itemsets contains only TFIs with
probability at least 1 - delta.
'stats' is a dict containing various statistics used in computing the
collection of itemsets."""
stats = dict()
with open(exp_res_filename) as FILE:
size_line = FILE.readline()
try:
size_str = size_line.split("(")[1].split(")")[0]
except IndexError:
utils.error_exit(
" ".join(
("Cannot compute size of the explore dataset:",
"'{}' is not in a recognized format\n".format(
size_line))))
try:
stats['exp_size'] = int(size_str)
except ValueError:
utils.error_exit(
" ".join(
("Cannot compute size of the explore dataset:",
"'{}' is not a number\n".format(size_str))))
with open(eval_res_filename) as FILE:
size_line = FILE.readline()
try:
size_str = size_line.split("(")[1].split(")")[0]
except IndexError:
utils.error_exit(
" ".join(
("Cannot compute size of the eval dataset:",
"'{}' is not in a recognized format\n".format(
size_line))))
try:
stats['eval_size'] = int(size_str)
except ValueError:
utils.error_exit(
" ".join(
"Cannot compute size of the eval dataset:",
"'{}' is not a number\n".format(size_str)))
stats['orig_size'] = stats['exp_size'] + stats['eval_size']
exp_res = utils.create_results(exp_res_filename, min_freq)
stats['exp_res'] = len(exp_res)
trueFIs = dict()
supposed_freq = (math.ceil( stats['orig_size'] * min_freq) - 1) / stats['orig_size']
stats['filter_critical_value'] = 0
if do_filter > 0:
stats['lowered_delta'] = 1 - math.sqrt(1 - delta)
exp_res_filtered = dict()
stats['filter_critical_value'] = math.log(stats['lowered_delta']) - do_filter
last_accepted_freq = 1.0
last_non_accepted_freq = 0.0
for itemset in exp_res:
if utils.pvalue(pvalue_mode, exp_res[itemset], stats['exp_size'],
supposed_freq) <= stats['filter_critical_value']:
trueFIs[itemset] = exp_res[itemset]
if exp_res[itemset] < last_accepted_freq:
last_accepted_freq = exp_res[itemset]
else:
exp_res_filtered[itemset] = exp_res[itemset]
if exp_res[itemset] > last_non_accepted_freq:
last_non_accepted_freq = exp_res[itemset]
# Compute epsilon for the binomial
min_diff = 5e-6 # controls when to stop the binary search
while last_accepted_freq - last_non_accepted_freq > min_diff:
mid_point = (last_accepted_freq - last_non_accepted_freq) / 2
test_freq = last_non_accepted_freq + mid_point
p_value = utils.pvalue(pvalue_mode, test_freq,
stats['eval_size'], supposed_freq)
if p_value <= stats['filter_critical_value']:
last_accepted_freq = test_freq
else:
last_non_accepted_freq = test_freq
stats['filter_epsilon'] = last_non_accepted_freq + ((last_accepted_freq - last_non_accepted_freq) / 2) - min_freq
else:
stats['lowered_delta'] = delta
exp_res_filtered = exp_res
stats['filter_epsilon'] = 1.0
exp_res_filtered_set = set(exp_res_filtered.keys())
stats['exp_res_filtered'] = len(exp_res_filtered_set)
stats['tfis_from_exp'] = len(trueFIs)
sys.stderr.write("do_filter: {}, tfis_from_exp: {}, exp_res_filtered: {}\n".format(do_filter, stats['tfis_from_exp'], stats['exp_res_filtered']))
if stats['exp_res_filtered'] > 0:
eval_res = utils.create_results(eval_res_filename, min_freq)
eval_res_set = set(eval_res.keys())
stats['eval_res'] = len(eval_res)
intersection = exp_res_filtered_set & eval_res_set
stats['holdout_intersection'] = len(intersection)
stats['holdout_false_negatives'] = len(exp_res_filtered_set - eval_res_set)
# Bonferroni correction (Union bound). We work in the log space.
stats['critical_value'] = math.log(stats['lowered_delta']) - math.log(stats['exp_res_filtered'])
# Add TFIs from eval
last_accepted_freq = 1.0
last_non_accepted_freq = min_freq
for itemset in sorted(intersection, key=lambda x : eval_res[x], reverse=True):
p_value = utils.pvalue(pvalue_mode, eval_res[itemset],
stats['eval_size'], supposed_freq)
if p_value <= stats['critical_value']:
trueFIs[itemset] = eval_res[itemset]
last_accepted_freq = eval_res[itemset]
else:
last_non_accepted_freq = eval_res[itemset]
break
# Compute epsilon for the binomial
min_diff = 5e-6 # controls when to stop the binary search
while last_accepted_freq - last_non_accepted_freq > min_diff:
mid_point = (last_accepted_freq - last_non_accepted_freq) / 2
test_freq = last_non_accepted_freq + mid_point
p_value = utils.pvalue(pvalue_mode, test_freq,
stats['eval_size'], supposed_freq)
if p_value <= stats['critical_value']:
last_accepted_freq = test_freq
else:
last_non_accepted_freq = test_freq
stats['epsilon'] = last_non_accepted_freq + ((last_accepted_freq -
last_non_accepted_freq) / 2) - min_freq
stats['removed'] = len(intersection) - len(trueFIs)
else: # stats['exp_res_filtered'] == 0
stats['eval_res'] = 0
stats['holdout_false_negatives'] = 0
stats['holdout_intersection'] = 0
stats['critical_value'] = 0
stats['epsilon'] = 0
stats['removed'] = 0
return (trueFIs, stats)
