def test_over_time(project_dir, subset, config_file, model_type, field, train_start, train_end, test_start, test_end, n_train=None, n_calib=0, penalty='l2', suffix='', loss='log', objective='f1', do_ensemble=True, dh=300, label='label', intercept=True, n_dev_folds=5, average='micro', seed=None, alpha_min=0.01, alpha_max=1000.0, n_alphas=8, sample_labels=False, group_identical=False, annotated_subset=None, nonlinearity='tanh', init_lr=1e-2, min_epochs=2, max_epochs=50, patience=5, tol=1e-4, list_size=1, repeats=1, oracle=False, lower=None, interactive=False, stoplist_file=None, cshift=False, n_cshift=None, do_cfm=True, do_platt=True, dropout=0.0, min_test=None, test_prop=None, verbose=False):
# Just run a regular model, one per year, training on the past, and save the reults
if seed is not None:
seed = int(seed)
np.random.seed(seed)
log = {
'project': project_dir,
'subset': subset,
'config_file': config_file,
'model_type': model_type,
'field': field,
'train_start': train_start,
'train_end': train_end,
'test_start': test_start,
'test_end': test_end,
'n_train': n_train,
'n_calib': n_calib,
'penalty': penalty,
'cshift': cshift,
'n_cshift': n_cshift,
'suffix': suffix,
'loss': loss,
'objective': objective,
'do_ensemble': do_ensemble,
'dh': dh,
'label': label,
'intercept': intercept,
'n_dev_folds': n_dev_folds,
'average': average,
'seed': seed,
'alpha_min': alpha_min,
'alpha_max': alpha_max,
'n_alphas': n_alphas,
'sample_labels': sample_labels,
'group_identical': group_identical,
'annotated_subset': annotated_subset,
'nonlinearity': nonlinearity,
'init_lr': init_lr,
'min_epochs': min_epochs,
'max_epochs': max_epochs,
'patience': patience,
'tol': tol,
'interactive': interactive,
'stoplist_file': stoplist_file,
'list_size': list_size
}
model_basename = make_model_basename(log)
# save the experiment parameters to a log file
logfile = os.path.join(dirs.dir_logs(project_dir), model_basename + '.json')
fh.makedirs(dirs.dir_logs(project_dir))
fh.write_to_json(log, logfile)
# load the features specified in the config file
config = fh.read_json(config_file)
feature_defs = []
for f in config['feature_defs']:
feature_defs.append(features.parse_feature_string(f))
# load the file that contains metadata about each item
metadata_file = os.path.join(dirs.dir_subset(project_dir, subset), 'metadata.csv')
metadata = fh.read_csv_to_df(metadata_file)
field_vals = list(set(metadata[field].values))
field_vals.sort()
print("Splitting data according to %s", field)
print("Values:", field_vals)
print("\nTesting on %s to %s" % (test_start, test_end))
# first, split into training and non-train data based on the field of interest
all_items = list(metadata.index)
test_selector_all = (metadata[field] >= int(test_start)) & (metadata[field] <= int(test_end))
test_subset_all = metadata[test_selector_all]
test_items_all = test_subset_all.index.tolist()
n_test_all = len(test_items_all)
if min_test is not None:
if n_test_all < min_test:
print("Not enough test samples; exiting")
return
if train_end is None:
if train_start is None:
train_selector_all = metadata[field] < int(test_start)
else:
train_selector_all = (metadata[field] < int(test_start)) & (metadata[field] >= train_start)
else:
if train_start is None:
train_selector_all = metadata[field] <= int(train_end)
else:
train_selector_all = (metadata[field] <= int(train_end)) & (metadata[field] >= train_start)
train_subset_all = metadata[train_selector_all]
train_items_all = list(train_subset_all.index)
n_train_all = len(train_items_all)
# only keep the items in the train and test sets
all_items = train_items_all + test_items_all
print("Train: %d, Test: %d (labeled and unlabeled)" % (n_train_all, n_test_all))
# load all labels
label_dir = dirs.dir_labels(project_dir, subset)
labels_df = fh.read_csv_to_df(os.path.join(label_dir, label + '.csv'), index_col=0, header=0)
labels_df = labels_df.loc[all_items]
# if desired, attempt to learn weights for the training data using techniques for covariate shift
if cshift:
print("Training a classifier for covariate shift")
# start by learning to discriminate train from non-train data
# Label items based on whether they come from train or test
train_test_labels = np.zeros((len(all_items), 2), dtype=int)
train_test_labels[:n_train_all, 0] = 1
train_test_labels[n_train_all:, 1] = 1
if np.sum(train_test_labels[:, 0]) < np.sum(train_test_labels[:, 1]):
cshift_pos_label = 0
else:
cshift_pos_label = 1
train_test_labels_df = pd.DataFrame(train_test_labels, index=all_items, columns=[0, 1])
if n_cshift is not None and len(all_items) >= n_cshift:
print("Taking a random sample of %d items for reweighting" % n_cshift)
#np.random.shuffle(all_items)
cshift_items = np.random.choice(all_items, size=n_cshift, replace=False)
else:
print("Using all train items")
cshift_items = all_items
print(train_test_labels_df.loc[cshift_items].mean(axis=0))
# create a cshift model using the same specifiction as our model below (e.g. LR/MLP, etc.)
model_name = model_basename + '_' + str(test_start) + '-' + str(test_end) + 'cshift'
model, dev_f1, dev_acc, dev_cal, dev_cal_overall = train.train_model_with_labels(project_dir, model_type, loss, model_name, subset, train_test_labels_df, feature_defs, items_to_use=cshift_items, penalty=penalty, alpha_min=alpha_min, alpha_max=alpha_max, n_alphas=n_alphas, intercept=intercept, n_dev_folds=n_dev_folds, save_model=True, do_ensemble=False, dh=dh, seed=seed, pos_label=cshift_pos_label, verbose=False)
print("cshift results: %0.4f f1, %0.4f acc" % (dev_f1, dev_acc))
#X_cshift, features_concat = predict.load_data(project_dir, model_name, subset, items_to_use=all_items)
X_cshift, features_concat = predict.load_data(project_dir, model_name, subset, items_to_use=all_items)
cshift_pred_probs = model.predict_probs(X_cshift)
f_items = features_concat.get_items()
assert len(f_items) == len(all_items)
for i in range(len(all_items)):
assert all_items[i] == f_items[i]
cshift_pred_probs_df = pd.DataFrame(cshift_pred_probs, index=features_concat.get_items(), columns=range(2))
# display the min and max probs
print("Min: %0.6f" % cshift_pred_probs_df[1].values[:n_train_all].min())
print("Mean: %0.6f" % cshift_pred_probs_df[1].values[:n_train_all].mean())
print("Max: %0.6f" % cshift_pred_probs_df[1].values[:n_train_all].max())
# HACK: need to prevent 0s in prob(y=0|x)
p_train_values = cshift_pred_probs_df[0].values
threshold = 0.01
p_train_values[p_train_values < threshold] = threshold
print("After thresholding")
print("Min: %0.6f" % p_train_values[:n_train_all].min())
print("Mean: %0.6f" % p_train_values[:n_train_all].mean())
print("Max: %0.6f" % p_train_values[:n_train_all].max())
# use the estimated probability of each item being a training item to compute item weights
weights = n_train_all / float(n_test_all) * (1.0/p_train_values - 1)
weights_df_all = pd.DataFrame(weights, index=all_items)
# print a summary of the weights from just the training items
print("Min weight: %0.4f" % weights[:n_train_all].min())
print("Ave weight: %0.4f" % weights[:n_train_all].mean())
print("Max weight: %0.4f" % weights[:n_train_all].max())
# print a summary of all weights
#print("Min weight: %0.4f" % weights.min())
#print("Ave weight: %0.4f" % weights.mean())
#print("Max weight: %0.4f" % weights.max())
# create a data frame with this information
else:
weights_df_all = None
# find the labeled items
print("Subsetting items with labels")
label_sums_df = labels_df.sum(axis=1)
labeled_item_selector = label_sums_df > 0
labels_df = labels_df[labeled_item_selector]
n_labeled_items, n_classes = labels_df.shape
print("%d labeled items" % n_labeled_items)
labeled_items = set(labels_df.index)
train_items_labeled = [i for i in train_items_all if i in labeled_items]
test_items = [i for i in test_items_all if i in labeled_items]
#n_train = len(train_items)
n_test = len(test_items)
for r in range(repeats):
# set seed very explicily here to make sure experiments are comparable
if seed is not None:
seed += 1
np.random.seed(seed)
print("* Starting repetition %d *" % r)
model_name = model_basename + '_' + str(test_start) + '-' + str(test_end) + '_' + str(r)
if n_train is not None and len(train_items_labeled) >= n_train:
np.random.shuffle(train_items_labeled)
train_items = np.random.choice(train_items_labeled, size=n_train, replace=False)
else:
print("Using all train items")
train_items = train_items_labeled
n_train_r = len(train_items)
# now, choose a calibration set
if n_calib > 0 and n_test >= n_calib:
np.random.shuffle(test_items)
calib_items = np.random.choice(test_items, size=n_calib, replace=False)
elif n_test < n_calib:
print("Error: Only %d labeled test instances available" % n_test)
calib_items = test_items
else:
calib_items = []
if weights_df_all is not None:
weights_df = weights_df_all[labeled_item_selector]
else:
weights_df = None
print("Labeled train: %d, test: %d" % (n_train_r, n_test))
# create a data frame to hold a summary of the results
output_df = pd.DataFrame([], columns=['N', 'training data', 'test data', 'cal', 'estimate', 'MAE', '95lcl', '95ucl', 'contains_test'])
test_labels_df = labels_df.loc[test_items]
# do a fake adjustment of the test label proportions
if test_prop is not None:
test_prop = float(test_prop)
test_label_values = test_labels_df.values
test_label_props = test_label_values[:, 1] / (test_label_values[:, 1] + test_label_values[:, 0])
order = list(np.argsort(test_label_props))
true_prop = np.mean(test_label_props)
if test_prop < true_prop:
i = 0
running = test_label_props[order[i]]
new_test_items = [test_items[order[i]]]
i += 1
while (running / i) <= test_prop:
running += test_label_props[order[i]]
new_test_items.append(test_items[order[i]])
i += 1
print("Taking %d test_items" % len(new_test_items))
test_items = new_test_items[:]
else:
order.reverse()
i = 0
running = test_label_props[order[i]]
new_test_items = [test_items[order[i]]]
i += 1
while (running / i) >= test_prop:
running += test_label_props[order[i]]
new_test_items.append(test_items[order[i]])
i += 1
print("Taking %d test_items" % len(new_test_items))
test_items = new_test_items[:]
test_labels_df = labels_df.loc[test_items]
test_label_values = test_labels_df.values
test_label_props = test_label_values[:, 1] / (test_label_values[:, 1] + test_label_values[:, 0])
print("New props = %0.3f" % np.mean(test_label_props))
# if instructed, sample labels in proportion to annotations (to simulate having one label per item)
if sample_labels:
print("Sampling labels")
# normalize the labels
temp = labels_df.values / np.array(labels_df.values.sum(axis=1).reshape((n_labeled_items, 1)), dtype=float)
samples = np.zeros([n_labeled_items, n_classes], dtype=int)
for i in range(n_labeled_items):
index = np.random.choice(np.arange(n_classes), size=1, p=temp[i, :])
samples[i, index] = 1
sampled_labels_df = pd.DataFrame(samples, index=labels_df.index, columns=labels_df.columns)
else:
sampled_labels_df = labels_df
train_labels_df = sampled_labels_df.loc[train_items].copy()
if n_calib > 0:
calib_labels_df = sampled_labels_df.loc[calib_items].copy()
else:
calib_labels_df = None
# get the true proportion of labels in the test OR non-training data (calibration and test combined)
target_props, target_estimate, target_std = get_estimate_and_std(test_labels_df, use_n_annotations=True)
output_df.loc['target'] = [n_test, 'test', 'test', 'n/a', target_estimate, 0, target_estimate - 2 * target_std, target_estimate + 2 * target_std, np.nan]
# get the same estimate from training data
train_props, train_estimate, train_std = get_estimate_and_std(train_labels_df, use_n_annotations=True)
print("Train props:", train_props, train_estimate)
train_rmse = np.abs(train_estimate - target_estimate)
train_contains_test = target_estimate > train_estimate - 2 * train_std and target_estimate < train_estimate + 2 * train_std
output_df.loc['train'] = [n_train_r, 'train', 'test', 'n/a', train_estimate, train_rmse, train_estimate - 2 * train_std, train_estimate + 2 * train_std, train_contains_test]
# get the same estimate from training data
if n_calib > 0:
calib_props, calib_estimate, calib_std = get_estimate_and_std(calib_labels_df, use_n_annotations=True)
# compute the error of this estimate
calib_rmse = np.abs(calib_estimate - target_estimate)
calib_contains_test = target_estimate > calib_estimate - 2 * calib_std and target_estimate < calib_estimate + 2 * calib_std
output_df.loc['calib'] = [n_calib, 'calib', 'test', 'n/a', calib_estimate, calib_rmse, calib_estimate - 2 * calib_std, calib_estimate + 2 * calib_std, calib_contains_test]
else:
calib_estimate = 0.0
calib_std = 1.0
output_df.loc['calib'] = [n_calib, 'calib', 'test', 'n/a', np.nan, np.nan, np.nan, np.nan, np.nan]
if train_estimate > 0.5:
pos_label = 0
else:
pos_label = 1
print("Using %d as the positive label" % pos_label)
results_df = pd.DataFrame([], columns=['f1', 'acc', 'mae', 'estimated calibration'])
# Now train a model on the training data, saving the calibration data for calibration
if stoplist_file is not None:
stoplist = fh.read_text(stoplist_file)
stoplist = {s.strip() for s in stoplist}
print(stoplist)
else:
stoplist = None
print("Training a LR model")
model, dev_f1, dev_acc, dev_cal_mae, dev_cal_est = train.train_model_with_labels(project_dir, model_type, 'log', model_name, subset, sampled_labels_df, feature_defs, weights_df=weights_df, items_to_use=train_items, penalty=penalty, alpha_min=alpha_min, alpha_max=alpha_max, n_alphas=n_alphas, intercept=intercept, objective=objective, n_dev_folds=n_dev_folds, do_ensemble=do_ensemble, dh=dh, seed=seed, pos_label=pos_label, vocab=None, group_identical=group_identical, nonlinearity=nonlinearity, init_lr=init_lr, min_epochs=min_epochs, max_epochs=max_epochs, patience=patience, do_cfm=do_cfm, do_platt=do_platt, lower=lower, stoplist=stoplist, dropout=dropout, verbose=verbose)
results_df.loc['cross_val'] = [dev_f1, dev_acc, dev_cal_mae, dev_cal_est]
X_test, features_concat = predict.load_data(project_dir, model_name, subset, items_to_use=test_items)
test_predictions = model.predict(X_test)
test_predictions_df = pd.DataFrame(test_predictions, index=features_concat.get_items(), columns=[label])
test_pred_probs = model.predict_probs(X_test)
_, n_labels = test_pred_probs.shape
test_pred_probs_df = pd.DataFrame(test_pred_probs, index=features_concat.get_items(), columns=range(n_labels))
f1_test, acc_test = evaluate_predictions.evaluate_predictions(test_labels_df, test_predictions_df, test_pred_probs_df, pos_label=pos_label, average=average)
true_test_vector = np.argmax(test_labels_df.as_matrix(), axis=1)
test_cal_est = evaluation.evaluate_calibration_rmse(true_test_vector, test_pred_probs_df.as_matrix(), min_bins=1, max_bins=1)
test_cc_estimate, test_pcc_estimate = model.predict_proportions(X_test)
test_cc_mae = np.mean(np.abs(test_cc_estimate[1] - target_estimate))
test_pcc_mae = np.mean(np.abs(test_pcc_estimate[1] - target_estimate))
results_df.loc['test'] = [f1_test, acc_test, test_pcc_mae, test_cal_est]
output_df.loc['CC'] = [n_train_r, 'train', 'test', 'n/a', test_cc_estimate[1], test_cc_mae, np.nan, np.nan, np.nan]
output_df.loc['PCC'] = [n_train_r, 'train', 'test', 'n/a', test_pcc_estimate[1], test_pcc_mae, np.nan, np.nan, np.nan]
test_acc_estimate_internal, test_acc_ms_estimate_internal = model.predict_proportions(X_test, do_cfm=do_cfm)
test_acc_rmse_internal = np.abs(test_acc_estimate_internal[1] - target_estimate)
test_acc_ms_rmse_internal = np.abs(test_acc_ms_estimate_internal[1] - target_estimate)
output_df.loc['ACC_internal'] = [n_train_r, 'train', 'test', 'n/a', test_acc_estimate_internal[1], test_acc_rmse_internal, np.nan, np.nan, np.nan]
output_df.loc['MS_internal'] = [n_train_r, 'train', 'nontrain', 'predicted', test_acc_ms_estimate_internal[1], test_acc_ms_rmse_internal, np.nan, np.nan, np.nan]
test_platt1_estimate, test_platt2_estimate = model.predict_proportions(X_test, do_platt=do_platt)
test_platt1_rmse = np.abs(test_platt1_estimate[1] - target_estimate)
test_platt2_rmse = np.abs(test_platt2_estimate[1] - target_estimate)
output_df.loc['PCC_platt1'] = [n_train_r, 'train', 'test', 'n/a', test_platt1_estimate[1], test_platt1_rmse, np.nan, np.nan, np.nan]
output_df.loc['PCC_platt2'] = [n_train_r, 'train', 'nontrain', 'predicted', test_platt2_estimate[1], test_platt2_rmse, np.nan, np.nan, np.nan]
if n_calib > 0:
cc_plus_cal_estimate = (test_cc_estimate[1] + calib_estimate) / 2.0
pcc_plus_cal_estimate = (test_pcc_estimate[1] + calib_estimate) / 2.0
cc_plus_cal_mae = np.mean(np.abs(cc_plus_cal_estimate - target_estimate))
pcc_plus_cal_mae = np.mean(np.abs(pcc_plus_cal_estimate - target_estimate))
#output_df.loc['CC_plus_cal'] = [n_train, 'train', 'test', 'n/a', cc_plus_cal_estimate, cc_plus_cal_mae, np.nan, np.nan, np.nan]
output_df.loc['PCC_plus_cal'] = [n_train_r, 'train', 'test', 'n/a', pcc_plus_cal_estimate, pcc_plus_cal_mae, np.nan, np.nan, np.nan]
results_df.to_csv(os.path.join(dirs.dir_models(project_dir), model_name, 'accuracy.csv'))
output_df.to_csv(os.path.join(dirs.dir_models(project_dir), model_name, 'results.csv'))
"""
def cross_train_and_eval(project_dir,
reference_model_dir,
subset,
field_name,
config_file,
n_train=100,
field_val=None,
vocab_file=None,
group_identical=False,
suffix='',
model_type='MLP',
loss='log',
do_ensemble=True,
dh=100,
label='label',
n_dev_folds=5,
repeats=1,
verbose=False,
average='micro',
objective='calibration',
seed=None,
init_lr=1e-4,
min_epochs=2,
max_epochs=50,
early_stopping=False,
tol=1e-4,
patience=8):
n_calib = 0
model_basename = subset + '_' + label + '_' + field_name + '_' + model_type
if model_type == 'MLP':
model_basename += '_' + str(dh)
model_basename += '_' + str(n_train) + '_' + str(n_calib) + '_' + objective
model_basename += suffix
# save the experiment parameters to a log file
logfile = os.path.join(dirs.dir_logs(project_dir),
model_basename + '.json')
fh.makedirs(dirs.dir_logs(project_dir))
log = {
'project': project_dir,
'subset': subset,
'field_name': field_name,
'config_file': config_file,
'n_calib': n_calib,
'n_train': n_train,
'suffix': suffix,
'model_type': model_type,
'loss': loss,
'dh': dh,
'do_ensemble': do_ensemble,
'label': label,
'field_val': field_val,
'n_dev_folds': n_dev_folds,
'repeats': repeats,
'average': average,
'objective': objective,
}
fh.write_to_json(log, logfile)
# load the features specified in the config file
config = fh.read_json(config_file)
feature_defs = []
for f in config['feature_defs']:
feature_defs.append(features.parse_feature_string(f))
# load the file that contains metadata about each item
metadata_file = os.path.join(dirs.dir_subset(project_dir, subset),
'metadata.csv')
metadata = fh.read_csv_to_df(metadata_file)
field_vals = list(set(metadata[field_name].values))
field_vals.sort()
print("Splitting data according to :", field_vals)
print(field_vals)
if field_val is not None:
field_vals = [field_val]
# repeat the following value for each fold of the partition of interest (up to max_folds, if given)
for v_i, v in enumerate(field_vals):
print("\nTesting on %s" % v)
# first, split into training and non-train data based on the field of interest
train_selector = metadata[field_name] != v
train_subset = metadata[train_selector]
train_items = list(train_subset.index)
n_train_cshift = len(train_items)
non_train_selector = metadata[field_name] == v
non_train_subset = metadata[non_train_selector]
non_train_items = non_train_subset.index.tolist()
n_non_train_cshift = len(non_train_items)
print("Train: %d, non-train: %d" %
(n_train_cshift, n_non_train_cshift))
# load all labels
label_dir = dirs.dir_labels(project_dir, subset)
labels_df = fh.read_csv_to_df(os.path.join(label_dir, label + '.csv'),
index_col=0,
header=0)
n_items, n_classes = labels_df.shape
weights_df = None
# add in a stage to eliminate items with no labels?
print("Subsetting items with labels")
label_sums_df = labels_df.sum(axis=1)
labeled_item_selector = label_sums_df > 0
labels_df = labels_df[labeled_item_selector]
n_items, n_classes = labels_df.shape
labeled_items = set(labels_df.index)
train_items = [i for i in train_items if i in labeled_items]
non_train_items = [i for i in non_train_items if i in labeled_items]
n_non_train = len(non_train_items)
if weights_df is not None:
weights_df = weights_df[labeled_item_selector]
print("Starting repeats")
# repeat the following process multiple times with different random splits of train / calibration / test data
for r in range(repeats):
print("* Repetition %d *" % r)
# next, take a random subset of the training data (and ignore the rest), to simulate fewer annotated items
if n_train > 0:
np.random.shuffle(train_items)
train_items_r = np.random.choice(train_items,
size=n_train,
replace=False)
else:
train_items_r = train_items
n_train_r = len(train_items_r)
# create a data frame to hold a summary of the results
output_df = pd.DataFrame([],
columns=[
'N', 'training data', 'test data',
'cal', 'estimate', 'RMSE', '95lcl',
'95ucl', 'contains_test'
])
# create a unique name ofr this model
model_name = model_basename + '_' + str(v) + '_' + str(r)
# now, divide the non-train data into a calibration and a test set
#n_calib = int(calib_prop * n_non_train)
np.random.shuffle(non_train_items)
if n_calib > n_non_train:
n_calib = int(n_non_train / 2)
print(
"Warning!!: only %d non-train items; using 1/2 for calibration"
% n_non_train)
calib_items = non_train_items[:n_calib]
test_items = non_train_items[n_calib:]
n_test = len(test_items)
print("Train: %d, calibration: %d, test: %d" %
(n_train_r, n_calib, n_test))
test_labels_df = labels_df.loc[test_items]
non_train_labels_df = labels_df.loc[non_train_items]
sampled_labels_df = labels_df
train_labels_r_df = sampled_labels_df.loc[train_items_r].copy()
calib_labels_df = sampled_labels_df.loc[calib_items].copy()
# get the true proportion of labels in the test OR non-training data (calibration and test combined)
target_props, target_estimate, target_std = get_estimate_and_std(
non_train_labels_df)
output_df.loc['target'] = [
n_test, 'nontrain', 'nontrain', 'given', target_estimate, 0,
target_estimate - 2 * target_std,
target_estimate + 2 * target_std, np.nan
]
# get the same estimate from training data
train_props, train_estimate, train_std = get_estimate_and_std(
train_labels_r_df)
# compute the error of this estimate
train_rmse = np.sqrt((train_estimate - target_estimate)**2)
train_contains_test = target_estimate > train_estimate - 2 * train_std and target_estimate < train_estimate + 2 * train_std
output_df.loc['train'] = [
n_train_r, 'train', 'train', 'n/a', train_estimate, train_rmse,
np.nan, np.nan, np.nan
]
print(
"target proportions: (%0.3f, %0.3f); train proportions: %0.3f"
% (target_estimate - 2 * target_std,
target_estimate + 2 * target_std, train_estimate))
if train_estimate > 0.5:
pos_label = 0
else:
pos_label = 1
print("Using %d as the positive label" % pos_label)
# repeat for labeled calibration data
if n_calib > 0:
calib_props, calib_estimate, calib_std = get_estimate_and_std(
calib_labels_df)
calib_rmse = np.sqrt((calib_estimate - target_estimate)**2)
# check if the test estimate is within 2 standard deviations of the estimate
calib_contains_test = target_estimate > calib_estimate - 2 * calib_std and calib_estimate < calib_estimate + 2 * calib_std
output_df.loc['calibration'] = [
n_calib, 'calibration', 'nontrain', 'given',
calib_estimate, calib_rmse, calib_estimate - 2 * calib_std,
calib_estimate + 2 * calib_std, calib_contains_test
]
# do a test using the number of annotations rather than the number of items
calib_props2, calib_estimate2, calib_std2 = get_estimate_and_std(
calib_labels_df, use_n_annotations=True)
calib_rmse2 = np.sqrt((calib_estimate2 - target_estimate)**2)
calib_contains_test2 = target_estimate > calib_estimate2 - 2 * calib_std2 and calib_estimate < calib_estimate2 + 2 * calib_std2
output_df.loc['calibration_n_annotations'] = [
n_calib, 'calibration', 'nontrain', 'given',
calib_estimate2, calib_rmse2,
calib_estimate2 - 2 * calib_std2,
calib_estimate2 + 2 * calib_std2, calib_contains_test2
]
results_df = pd.DataFrame(
[], columns=['f1', 'acc', 'calibration', 'calib overall'])
# Now train a model on the training data, saving the calibration data for calibration
print("Training model on training data only")
model, dev_f1, dev_acc, dev_cal, dev_cal_overall = train.train_brier_grouped(
project_dir,
model_name,
subset,
sampled_labels_df,
feature_defs,
weights_df=weights_df,
vocab_file=vocab_file,
group_identical=group_identical,
items_to_use=train_items_r,
intercept=True,
n_dev_folds=n_dev_folds,
do_ensemble=do_ensemble,
dh=dh,
seed=seed,
pos_label=pos_label,
verbose=verbose,
init_lr=init_lr,
min_epochs=min_epochs,
max_epochs=max_epochs,
early_stopping=early_stopping,
tol=tol,
patience=patience)
results_df.loc['cross_val'] = [
dev_f1, dev_acc, dev_cal, dev_cal_overall
]
# predict on calibration data
if n_calib > 0:
calib_predictions_df, calib_pred_probs_df, calib_pred_proportions = predict.predict(
project_dir,
model,
model_name,
subset,
label,
items_to_use=calib_items,
verbose=verbose,
force_dense=True)
calib_cc, calib_pcc, calib_acc, calib_pvc = calib_pred_proportions
f1_cal, acc_cal = evaluate_predictions.evaluate_predictions(
calib_labels_df,
calib_predictions_df,
calib_pred_probs_df,
pos_label=pos_label,
average=average,
verbose=False)
true_calib_vector = np.argmax(calib_labels_df.as_matrix(),
axis=1)
calib_cal_rmse = evaluation.evaluate_calibration_rmse(
true_calib_vector, calib_pred_probs_df.as_matrix())
calib_cal_rmse_overall = evaluation.evaluate_calibration_rmse(
true_calib_vector,
calib_pred_probs_df.as_matrix(),
min_bins=1,
max_bins=1)
results_df.loc['calibration'] = [
f1_cal, acc_cal, calib_cal_rmse, calib_cal_rmse_overall
]
# predict on test data
test_predictions_df, test_pred_probs_df, test_pred_proportions = predict.predict(
project_dir,
model,
model_name,
subset,
label,
items_to_use=test_items,
verbose=verbose,
force_dense=True)
f1_test, acc_test = evaluate_predictions.evaluate_predictions(
test_labels_df,
test_predictions_df,
test_pred_probs_df,
pos_label=pos_label,
average=average)
true_test_vector = np.argmax(test_labels_df.as_matrix(), axis=1)
test_cal_rmse = evaluation.evaluate_calibration_rmse(
true_test_vector, test_pred_probs_df.as_matrix())
test_cal_rmse_overall = evaluation.evaluate_calibration_rmse(
true_test_vector,
test_pred_probs_df.as_matrix(),
min_bins=1,
max_bins=1)
results_df.loc['test'] = [
f1_test, acc_test, test_cal_rmse, test_cal_rmse_overall
]
test_cc_estimate, test_pcc_estimate, test_acc_estimate_internal, test_pvc_estimate_internal = test_pred_proportions
# predict on calibration and test data combined
nontrain_predictions_df, nontrain_pred_probs_df, nontrain_pred_proportions = predict.predict(
project_dir,
model,
model_name,
subset,
label,
items_to_use=non_train_items,
verbose=verbose,
force_dense=True)
nontrain_cc_estimate, nontrain_pcc_estimate, nontrain_acc_estimate_internal, nontrain_pvc_estimate_internal = nontrain_pred_proportions
if n_calib > 0:
cc_calib_rmse = np.sqrt((calib_cc[1] - calib_estimate)**2)
output_df.loc['CC_cal'] = [
n_non_train, 'train', 'calibration', 'predicted',
calib_cc[1], cc_calib_rmse, np.nan, np.nan, np.nan
]
pcc_calib_rmse = np.sqrt((calib_pcc[1] - calib_estimate)**2)
output_df.loc['PCC_cal'] = [
n_non_train, 'train', 'calibration', 'predicted',
calib_pcc[1], pcc_calib_rmse, np.nan, np.nan, np.nan
]
cc_rmse = np.sqrt((nontrain_cc_estimate[1] - target_estimate)**2)
pcc_rmse = np.sqrt((nontrain_pcc_estimate[1] - target_estimate)**2)
output_df.loc['CC_nontrain'] = [
n_non_train, 'train', 'nontrain', 'predicted',
nontrain_cc_estimate[1], cc_rmse, np.nan, np.nan, np.nan
]
output_df.loc['PCC_nontrain'] = [
n_non_train, 'train', 'nontrain', 'predicted',
nontrain_pcc_estimate[1], pcc_rmse, np.nan, np.nan, np.nan
]
if n_calib > 0:
averaged_cc_estimate = (
test_cc_estimate[1] * n_test +
calib_estimate * n_calib) / float(n_test + n_calib)
averaged_pcc_estimate = (
test_pcc_estimate[1] * n_test +
calib_estimate * n_calib) / float(n_test + n_calib)
averaged_cc_rmse = np.sqrt(
(averaged_cc_estimate - target_estimate)**2)
averaged_pcc_rmse = np.sqrt(
(averaged_pcc_estimate - target_estimate)**2)
output_df.loc['CC_nontrain_averaged'] = [
n_non_train, 'train', 'nontrain', 'given',
averaged_cc_estimate, averaged_cc_rmse, np.nan, np.nan,
np.nan
]
output_df.loc['PCC_nontrain_averaged'] = [
n_non_train, 'train', 'nontrain', 'given',
averaged_pcc_estimate, averaged_pcc_rmse, np.nan, np.nan,
np.nan
]
"""
nontrain_acc_rmse_internal = np.sqrt((nontrain_acc_estimate_internal[1] - target_estimate) ** 2)
nontrain_pvc_rmse_internal = np.sqrt((nontrain_pvc_estimate_internal[1] - target_estimate) ** 2)
output_df.loc['ACC_internal'] = [n_non_train, 'train', 'nontrain', 'predicted', nontrain_acc_estimate_internal[1], nontrain_acc_rmse_internal, np.nan, np.nan, np.nan]
output_df.loc['PVC_internal'] = [n_non_train, 'train', 'nontrain', 'predicted', nontrain_pvc_estimate_internal[1], nontrain_pvc_rmse_internal, np.nan, np.nan, np.nan]
if n_calib > 0:
averaged_acc_estimate_internal = (test_acc_estimate_internal[1] * n_test + calib_estimate * n_calib) / float(n_test + n_calib)
averaged_pvc_estimate_internal = (test_pvc_estimate_internal[1] * n_test + calib_estimate * n_calib) / float(n_test + n_calib)
averaged_acc_rmse_internal = np.sqrt((averaged_acc_estimate_internal - target_estimate) ** 2)
averaged_pvc_rmse_internal = np.sqrt((averaged_pvc_estimate_internal - target_estimate) ** 2)
output_df.loc['ACC_internal_averaged'] = [n_non_train, 'train', 'nontrain', 'given', averaged_acc_estimate_internal, averaged_acc_rmse_internal, np.nan, np.nan, np.nan]
output_df.loc['PVC_internal_averaged'] = [n_non_train, 'train', 'nontrain', 'given', averaged_pvc_estimate_internal, averaged_pvc_rmse_internal, np.nan, np.nan, np.nan]
# do calibration here using calibration data
if n_calib > 0:
# expand the data so as to only have singly-labeled, weighted items
_, calib_labels, calib_weights, calib_predictions = train.prepare_data(np.zeros([n_calib, 2]), calib_labels_df.values, predictions=calib_predictions_df.values)
#calib_labels_expanded, calib_weights_expanded, calib_predictions_expanded = expand_labels(calib_labels.values, calib_predictions.values)
acc = calibration.compute_acc(calib_labels, calib_predictions, n_classes, weights=calib_weights)
acc_corrected = calibration.apply_acc_binary(nontrain_predictions_df.values, acc)
acc_estimate = acc_corrected[1]
acc_rmse = np.sqrt((acc_estimate - target_estimate) ** 2)
output_df.loc['ACC'] = [n_non_train, 'train', 'nontrain', 'predicted', acc_estimate, acc_rmse, np.nan, np.nan, np.nan]
pvc = calibration.compute_pvc(calib_labels, calib_predictions, n_classes, weights=calib_weights)
pvc_corrected = calibration.apply_pvc(nontrain_predictions_df.values, pvc)
pvc_estimate = pvc_corrected[1]
pvc_rmse = np.sqrt((pvc_estimate - target_estimate) ** 2)
output_df.loc['PVC'] = [n_non_train, 'train', 'nontrain', 'predicted', pvc_estimate, pvc_rmse, np.nan, np.nan, np.nan]
acc_corrected = calibration.apply_acc_binary(test_predictions_df.values, acc)
acc_estimate = acc_corrected[1]
averaged_acc_estimate = (acc_estimate * n_test + calib_estimate * n_calib) / float(n_test + n_calib)
averaged_acc_rmse = np.sqrt((acc_estimate - target_estimate) ** 2)
output_df.loc['ACC_averaged'] = [n_non_train, 'train', 'nontrain', 'given', averaged_acc_estimate, averaged_acc_rmse, np.nan, np.nan, np.nan]
pvc_corrected = calibration.apply_pvc(test_predictions_df.values, pvc)
pvc_estimate = pvc_corrected[1]
averaged_pvc_estimate = (pvc_estimate * n_test + calib_estimate * n_calib) / float(n_test + n_calib)
averaged_pvc_rmse = np.sqrt((pvc_estimate - target_estimate) ** 2)
output_df.loc['PVC_averaged'] = [n_non_train, 'train', 'nontrain', 'given', averaged_pvc_estimate, averaged_pvc_rmse, np.nan, np.nan, np.nan]
print("Venn internal nontrain")
#models = list(model._models.values())
nontrain_pred_ranges_internal, nontrain_preds_internal = ivap.estimate_probs_from_labels_internal(project_dir, model, model_name, subset, non_train_items)
pred_range = np.mean(nontrain_pred_ranges_internal, axis=0)
venn_estimate = np.mean(nontrain_preds_internal)
venn_rmse = np.sqrt((venn_estimate - target_estimate)**2)
venn_contains_test = pred_range[0] < target_estimate < pred_range[1]
output_df.loc['Venn_internal'] = [n_non_train, 'train', 'nontrain', 'predicted', venn_estimate, venn_rmse, pred_range[0], pred_range[1], venn_contains_test]
if n_calib > 0:
print("Venn internal test")
test_pred_ranges_internal, test_preds_internal = ivap.estimate_probs_from_labels_internal(project_dir, model, model_name, subset, test_items)
pred_range = np.mean(test_pred_ranges_internal, axis=0)
venn_estimate = (np.mean(test_preds_internal) * n_test + calib_estimate * n_calib) / float(n_test + n_calib)
venn_rmse = np.sqrt((venn_estimate - target_estimate)**2)
averaged_lower = (pred_range[0] * n_test + (calib_estimate - 2 * calib_std) * n_calib) / float(n_test + n_calib)
averaged_upper = (pred_range[1] * n_test + (calib_estimate + 2 * calib_std) * n_calib) / float(n_test + n_calib)
venn_contains_test = averaged_lower < target_estimate < averaged_upper
output_df.loc['Venn_internal_averaged'] = [n_non_train, 'train', 'nontrain', 'given', venn_estimate, venn_rmse, averaged_lower, averaged_upper, venn_contains_test]
# Venn prediction using proper calibration data
print("Venn calibration")
calib_pred_ranges, calib_preds, calib_props_in_range, list_of_n_levels = ivap.estimate_probs_from_labels_cv(project_dir, model, model_name, sampled_labels_df, subset, calib_items=calib_items)
print("Venn test")
test_pred_ranges, test_preds = ivap.estimate_probs_from_labels(project_dir, model, model_name, sampled_labels_df, subset, subset, calib_items=calib_items, test_items=test_items)
nontrain_pred_ranges = np.vstack([calib_pred_ranges, test_pred_ranges])
nontrain_preds = np.r_[calib_preds, test_preds]
nontrain_pred_range = np.mean(nontrain_pred_ranges, axis=0)
nontrain_venn_estimate = np.mean(nontrain_preds)
nontrain_venn_rmse = np.sqrt((nontrain_venn_estimate - target_estimate)**2)
nontrain_contains_test = nontrain_pred_range[0] < target_estimate < nontrain_pred_range[1]
output_df.loc['Venn'] = [n_non_train, 'train', 'nontrain', 'predicted', nontrain_venn_estimate, nontrain_venn_rmse, nontrain_pred_range[0], nontrain_pred_range[1], nontrain_contains_test]
test_pred_range = np.mean(test_pred_ranges, axis=0)
averaged_venn_estimate = (np.mean(test_preds) * n_test + calib_estimate * n_calib) / float(n_test + n_calib)
averaged_venn_rmse = np.sqrt((averaged_venn_estimate - target_estimate)**2)
averaged_lower = (test_pred_range[0] * n_test + (calib_estimate - 2 * calib_std) * n_calib) / float(n_test + n_calib)
averaged_upper = (test_pred_range[1] * n_test + (calib_estimate + 2 * calib_std) * n_calib) / float(n_test + n_calib)
venn_contains_test = averaged_lower < target_estimate < averaged_upper
output_df.loc['Venn_averaged'] = [n_non_train, 'train', 'nontrain', 'given', averaged_venn_estimate, averaged_venn_rmse, averaged_lower, averaged_upper, venn_contains_test]
fh.write_list_to_text(calib_props_in_range, os.path.join(dirs.dir_models(project_dir), model_name, 'venn_calib_props_in_range.csv'))
fh.write_list_to_text(list_of_n_levels, os.path.join(dirs.dir_models(project_dir), model_name, 'list_of_n_levels.csv'))
results_df.to_csv(os.path.join(dirs.dir_models(project_dir), model_name, 'accuracy.csv'))
# now train a model on the training and calibration data combined
if run_all:
print("Training model on all labeled data")
calib_and_train_items_r = np.array(list(calib_items) + list(train_items_r))
model, dev_f1, dev_acc, dev_cal, dev_cal_overall = train.train_model_with_labels(project_dir, model_type, loss, model_name, subset, sampled_labels_df, feature_defs, weights_df=weights_df, items_to_use=calib_and_train_items_r, penalty=penalty, alpha_min=alpha_min, alpha_max=alpha_max, intercept=intercept, objective=objective, n_dev_folds=n_dev_folds, do_ensemble=do_ensemble, dh=dh, seed=seed, pos_label=pos_label, verbose=verbose)
results_df.loc['cross_val_all'] = [dev_f1, dev_acc, dev_cal, dev_cal_overall]
# get labels for test data
test_predictions_df, test_pred_probs_df, test_pred_proportions = predict.predict(project_dir, model, model_name, subset, label, items_to_use=test_items, verbose=verbose)
f1_test, acc_test = evaluate_predictions.evaluate_predictions(test_labels_df, test_predictions_df, test_pred_probs_df, pos_label=pos_label, average=average)
test_cc_estimate, test_pcc_estimate, test_acc_estimate_internal, test_pvc_estimate_internal = test_pred_proportions
true_test_vector = np.argmax(test_labels_df.as_matrix(), axis=1)
test_cal_rmse = evaluation.evaluate_calibration_rmse(true_test_vector, test_pred_probs_df.as_matrix())
results_df.loc['test'] = [f1_test, acc_test, test_cal_rmse, 0]
results_df.loc['test_all'] = [f1_test, acc_test, test_cal_rmse, 0]
nontrain_predictions_df, nontrain_pred_probs_df, nontrain_pred_proportions = predict.predict(project_dir, model, model_name, subset, label, items_to_use=non_train_items, verbose=verbose)
nontrain_cc_estimate, nontrain_pcc_estimate, nontrain_acc_estimate_internal, nontrain_pvc_estimate_internal = nontrain_pred_proportions
cc_rmse = np.sqrt((nontrain_cc_estimate[1] - target_estimate)**2)
pcc_rmse = np.sqrt((nontrain_pcc_estimate[1] - target_estimate)**2)
output_df.loc['CC_nontrain_all'] = [n_non_train, 'nontest', 'nontrain', 'predicted', nontrain_cc_estimate[1], cc_rmse, np.nan, np.nan, np.nan]
output_df.loc['PCC_nontrain_all'] = [n_non_train, 'nontest', 'nontrain', 'predicted', nontrain_pcc_estimate[1], pcc_rmse, np.nan, np.nan, np.nan]
if n_calib > 0:
averaged_cc_estimate = (test_cc_estimate[1] * n_test + calib_estimate * n_calib) / float(n_test + n_calib)
averaged_pcc_estimate = (test_pcc_estimate[1] * n_test + calib_estimate * n_calib) / float(n_test + n_calib)
averaged_cc_rmse = np.sqrt((averaged_cc_estimate - target_estimate)**2)
averaged_pcc_rmse = np.sqrt((averaged_pcc_estimate - target_estimate)**2)
output_df.loc['CC_nontrain_averaged_all'] = [n_non_train, 'nontest', 'nontrain', 'given', averaged_cc_estimate, averaged_cc_rmse, np.nan, np.nan, np.nan]
output_df.loc['PCC_nontrain_averaged_all'] = [n_non_train, 'nontest', 'nontrain', 'given', averaged_pcc_estimate, averaged_pcc_rmse, np.nan, np.nan, np.nan]
nontrain_acc_rmse_internal = np.sqrt((nontrain_acc_estimate_internal[1] - target_estimate) ** 2)
nontrain_pvc_rmse_internal = np.sqrt((nontrain_pvc_estimate_internal[1] - target_estimate) ** 2)
output_df.loc['ACC_internal_all'] = [n_non_train, 'nontest', 'nontrain', 'predicted', nontrain_acc_estimate_internal[1], nontrain_acc_rmse_internal, np.nan, np.nan, np.nan]
output_df.loc['PVC_internal_all'] = [n_non_train, 'nontest', 'nontrain', 'predicted', nontrain_pvc_estimate_internal[1], nontrain_pvc_rmse_internal, np.nan, np.nan, np.nan]
if n_calib > 0:
averaged_acc_estimate_internal = (test_acc_estimate_internal[1] * n_test + calib_estimate * n_calib) / float(n_test + n_calib)
averaged_pvc_estimate_internal = (test_pvc_estimate_internal[1] * n_test + calib_estimate * n_calib) / float(n_test + n_calib)
averaged_acc_rmse_internal = np.sqrt((averaged_acc_estimate_internal - target_estimate) ** 2)
averaged_pvc_rmse_internal = np.sqrt((averaged_pvc_estimate_internal - target_estimate) ** 2)
output_df.loc['ACC_internal_averaged_all'] = [n_non_train, 'nontest', 'nontrain', 'given', averaged_acc_estimate_internal, averaged_acc_rmse_internal, np.nan, np.nan, np.nan]
output_df.loc['PVC_internal_averaged_all'] = [n_non_train, 'nontest', 'nontrain', 'given', averaged_pvc_estimate_internal, averaged_pvc_rmse_internal, np.nan, np.nan, np.nan]
print("Venn internal nontrain")
nontrain_pred_ranges_internal, nontrain_preds_internal = ivap.estimate_probs_from_labels_internal(project_dir, model, model_name, subset, non_train_items)
pred_range = np.mean(nontrain_pred_ranges_internal, axis=0)
venn_estimate = np.mean(nontrain_preds_internal)
venn_rmse = np.sqrt((venn_estimate - target_estimate)**2)
venn_contains_test = pred_range[0] < target_estimate < pred_range[1]
output_df.loc['Venn_internal_all'] = [n_non_train, 'nontest', 'nontrain', 'predicted', venn_estimate, venn_rmse, pred_range[0], pred_range[1], venn_contains_test]
if n_calib > 0:
print("Venn internal test")
test_pred_ranges_internal, test_preds_internal = ivap.estimate_probs_from_labels_internal(project_dir, model, model_name, subset, test_items)
pred_range = np.mean(test_pred_ranges_internal, axis=0)
venn_estimate = (np.mean(test_preds_internal) * n_test + calib_estimate * n_calib) / float(n_test + n_calib)
venn_rmse = np.sqrt((venn_estimate - target_estimate)**2)
averaged_lower = (pred_range[0] * n_test + (calib_estimate - 2 * calib_std) * n_calib) / float(n_test + n_calib)
averaged_upper = (pred_range[1] * n_test + (calib_estimate + 2 * calib_std) * n_calib) / float(n_test + n_calib)
venn_contains_test = averaged_lower < target_estimate < averaged_upper
output_df.loc['Venn_internal_averaged_all'] = [n_non_train, 'nontest', 'nontrain', 'given', venn_estimate, venn_rmse, averaged_lower, averaged_upper, venn_contains_test]
"""
results_df.to_csv(
os.path.join(dirs.dir_models(project_dir), model_name,
'accuracy.csv'))
output_df.to_csv(
os.path.join(dirs.dir_models(project_dir), model_name,
'results.csv'))
def test_over_time(project_dir,
subset,
config_file,
first_year,
stage1_logfile=None,
penalty='l2',
suffix='',
model_type='LR',
loss='log',
objective='f1',
do_ensemble=True,
dh=100,
label='label',
intercept=True,
n_dev_folds=5,
verbose=False,
average='micro',
seed=None,
alpha_min=0.01,
alpha_max=1000.0,
n_alphas=8,
sample_labels=False,
group_identical=False,
annotated_subset=None,
n_terms=0,
nonlinearity='tanh',
init_lr=1e-4,
min_epochs=2,
max_epochs=100,
patience=8,
tol=1e-4,
early_stopping=False,
DL=False):
# Just run a regular model, one per year, training on the past, and save the reults
log = {
'project': project_dir,
'subset': subset,
'config_file': config_file,
'first_year': first_year,
'stage1_logfile': stage1_logfile,
'penalty': penalty,
'suffix': suffix,
'model_type': model_type,
'loss': loss,
'objective': objective,
'do_ensemble': do_ensemble,
'dh': dh,
'label': label,
'intercept': intercept,
'n_dev_folds': n_dev_folds,
'average': average,
'seed': seed,
'alpha_min': alpha_min,
'alpha_max': alpha_max,
'n_alphas': n_alphas,
'sample_labels': sample_labels,
'group_identical': group_identical,
'annotated_subset': annotated_subset,
'n_terms': n_terms,
'nonlinearity': nonlinearity,
'init_lr': init_lr,
'min_epochs': min_epochs,
'max_epochs': max_epochs,
'patience': patience,
'tol': tol,
'early_stopping': early_stopping
}
model_basename = make_model_basename(log)
stage1_model_basename = ''
if stage1_logfile is not None:
stage1_log = fh.read_json(stage1_logfile)
stage1_model_basename = make_model_basename(stage1_log)
# save the experiment parameters to a log file
logfile = os.path.join(dirs.dir_logs(project_dir),
model_basename + '.json')
fh.makedirs(dirs.dir_logs(project_dir))
fh.write_to_json(log, logfile)
# load the features specified in the config file
config = fh.read_json(config_file)
feature_defs = []
for f in config['feature_defs']:
feature_defs.append(features.parse_feature_string(f))
# load the file that contains metadata about each item
metadata_file = os.path.join(dirs.dir_subset(project_dir, subset),
'metadata.csv')
metadata = fh.read_csv_to_df(metadata_file)
field_vals = list(set(metadata['year'].values))
field_vals.sort()
print("Splitting data according to :", field_vals)
# DEBUG:
field_vals = ['2009']
for target_year in field_vals:
if int(target_year) >= first_year:
print("\nTesting on %s" % target_year)
model_name = model_basename + '_' + str(target_year)
stage1_model_name = stage1_model_basename + '_' + str(target_year)
# first, split into training and non-train data based on the field of interest
## DEBUG!
test_selector_all = metadata['year'] >= int(target_year)
test_subset_all = metadata[test_selector_all]
test_items_all = test_subset_all.index.tolist()
n_test_all = len(test_items_all)
train_selector_all = metadata['year'] < int(target_year)
train_subset_all = metadata[train_selector_all]
train_items_all = list(train_subset_all.index)
n_train_all = len(train_items_all)
print("Test year: %d Train: %d, Test: %d (labeled and unlabeled)" %
(int(target_year), n_train_all, n_test_all))
# load all labels
label_dir = dirs.dir_labels(project_dir, subset)
labels_df = fh.read_csv_to_df(os.path.join(label_dir,
label + '.csv'),
index_col=0,
header=0)
n_items, n_classes = labels_df.shape
vocab = None
if stage1_logfile is not None:
fightin_lexicon = None
if annotated_subset is not None:
print("Determining fightin' words")
fightin_words.find_most_annotated_features(
project_dir,
annotated_subset,
subset,
config_file,
items_to_use=train_items_all,
remove_stopwords=False)
fightin_lexicon, scores = fightin_words.load_from_config_files(
project_dir,
annotated_subset,
subset,
config_file,
items_to_use=train_items_all,
n=n_terms,
remove_stopwords=True)
fightin_lexicon_test, scores = fightin_words.load_from_config_files(
project_dir,
annotated_subset,
subset,
config_file,
items_to_use=test_items_all,
n=n_terms,
remove_stopwords=True)
print(fightin_lexicon)
#print(fightin_lexicon_test)
#vocab = list(fightin_lexicon)
#vocab.sort()
print("Loading feature from stage 1")
# load features from previous model
top_features = get_top_features.get_top_features(
os.path.join(dirs.dir_models(project_dir),
stage1_model_name), n_terms)
lr_features, weights = zip(*top_features)
vocab = list(lr_features)
#if annotated_subset is not None:
# print("\nTaking intersection:")
# intersection = set(lr_features).intersection(set(fightin_lexicon))
# vocab = list(intersection)
# vocab.sort()
# for w in vocab:
# print(w)
#vocab = [w for w in vocab if w not in stopwords]
for w in vocab:
print(w)
vocab.sort()
#if annotated_subset is not None:
# print("Missing:")
# print(set(fightin_lexicon_test) - set(vocab))
# add in a stage to eliminate items with no labels
print("Subsetting items with labels")
label_sums_df = labels_df.sum(axis=1)
labeled_item_selector = label_sums_df > 0
labels_df = labels_df[labeled_item_selector]
n_items, n_classes = labels_df.shape
labeled_items = set(labels_df.index)
train_items = [i for i in train_items_all if i in labeled_items]
test_items = [i for i in test_items_all if i in labeled_items]
n_train = len(train_items)
n_test = len(test_items)
weights_df = None
if weights_df is not None:
weights_df = weights_df[labeled_item_selector]
print("Labeled train: %d, test: %d" % (n_train, n_test))
# create a data frame to hold a summary of the results
output_df = pd.DataFrame([],
columns=[
'N', 'training data', 'test data',
'cal', 'estimate', 'MAE', '95lcl',
'95ucl', 'contains_test'
])
test_labels_df = labels_df.loc[test_items]
# if instructed, sample labels in proportion to annotations (to simulate having one label per item)
if sample_labels:
print("Sampling labels")
# normalize the labels
temp = labels_df.values / np.array(
labels_df.values.sum(axis=1).reshape((n_items, 1)),
dtype=float)
samples = np.zeros([n_items, n_classes], dtype=int)
for i in range(n_items):
index = np.random.choice(np.arange(n_classes),
size=1,
p=temp[i, :])
samples[i, index] = 1
sampled_labels_df = pd.DataFrame(samples,
index=labels_df.index,
columns=labels_df.columns)
else:
sampled_labels_df = labels_df
train_labels_df = sampled_labels_df.loc[train_items].copy()
# get the true proportion of labels in the test OR non-training data (calibration and test combined)
target_props, target_estimate, target_std = get_estimate_and_std(
test_labels_df, use_n_annotations=True)
output_df.loc['target'] = [
n_test, 'test', 'test', 'n/a', target_estimate, 0,
target_estimate - 2 * target_std,
target_estimate + 2 * target_std, np.nan
]
# get the same estimate from training data
train_props, train_estimate, train_std = get_estimate_and_std(
train_labels_df, use_n_annotations=True)
# compute the error of this estimate
train_rmse = np.sqrt((train_estimate - target_estimate)**2)
train_contains_test = target_estimate > train_estimate - 2 * train_std and target_estimate < train_estimate + 2 * train_std
output_df.loc['train'] = [
n_train, 'train', 'test', 'n/a', train_estimate, train_rmse,
train_estimate - 2 * train_std, train_estimate + 2 * train_std,
train_contains_test
]
#print("target proportions: (%0.3f, %0.3f); train proportions: %0.3f" % (target_estimate - 2 * target_std, target_estimate + 2 * target_std, train_estimate))
if train_estimate > 0.5:
pos_label = 0
else:
pos_label = 1
print("Using %d as the positive label" % pos_label)
results_df = pd.DataFrame(
[], columns=['f1', 'acc', 'mae', 'estimated calibration'])
# Now train a model on the training data, saving the calibration data for calibration
print("Training a model")
model, dev_f1, dev_acc, dev_cal_mae, dev_cal_est = train.train_model_with_labels(
project_dir,
model_type,
loss,
model_name,
subset,
sampled_labels_df,
feature_defs,
weights_df=weights_df,
items_to_use=train_items,
penalty='l2',
alpha_min=alpha_min,
alpha_max=alpha_max,
n_alphas=n_alphas,
intercept=intercept,
objective=objective,
n_dev_folds=n_dev_folds,
do_ensemble=do_ensemble,
dh=dh,
seed=seed,
pos_label=pos_label,
vocab=vocab,
group_identical=group_identical,
nonlinearity=nonlinearity,
init_lr=init_lr,
min_epochs=min_epochs,
max_epochs=max_epochs,
patience=patience,
tol=tol,
early_stopping=early_stopping,
verbose=verbose)
results_df.loc['cross_val'] = [
dev_f1, dev_acc, dev_cal_mae, dev_cal_est
]
# predict on test data
force_dense = False
if model_type == 'MLP':
force_dense = True
test_predictions_df, test_pred_probs_df, test_pred_proportions = predict.predict(
project_dir,
model,
model_name,
subset,
label,
items_to_use=test_items,
verbose=verbose,
force_dense=force_dense,
group_identical=group_identical)
f1_test, acc_test = evaluate_predictions.evaluate_predictions(
test_labels_df,
test_predictions_df,
test_pred_probs_df,
pos_label=pos_label,
average=average)
true_test_vector = np.argmax(test_labels_df.as_matrix(), axis=1)
#test_cal_mae = evaluation.eval_proportions_mae(test_labels_df.as_matrix(), test_pred_probs_df.as_matrix())
test_cal_est = evaluation.evaluate_calibration_rmse(
true_test_vector,
test_pred_probs_df.as_matrix(),
min_bins=1,
max_bins=1)
test_cc_estimate, test_pcc_estimate, test_acc_estimate_internal, test_pvc_estimate_internal = test_pred_proportions
test_cc_mae = np.mean(np.abs(test_cc_estimate[1] -
target_estimate))
test_pcc_mae = np.mean(
np.abs(test_pcc_estimate[1] - target_estimate))
results_df.loc['test'] = [
f1_test, acc_test, test_pcc_mae, test_cal_est
]
output_df.loc['CC_test'] = [
n_train, 'train', 'test', 'n/a', test_cc_estimate[1],
test_cc_mae, np.nan, np.nan, np.nan
]
output_df.loc['PCC_test'] = [
n_train, 'train', 'test', 'n/a', test_pcc_estimate[1],
test_pcc_mae, np.nan, np.nan, np.nan
]
test_acc_rmse_internal = np.sqrt(
(test_acc_estimate_internal[1] - target_estimate)**2)
test_pvc_rmse_internal = np.sqrt(
(test_pvc_estimate_internal[1] - target_estimate)**2)
output_df.loc['ACC_internal'] = [
n_train, 'train', 'test', 'n/a', test_acc_estimate_internal[1],
test_acc_rmse_internal, np.nan, np.nan, np.nan
]
output_df.loc['PVC_internal'] = [
n_train, 'train', 'nontrain', 'predicted',
test_pvc_estimate_internal[1], test_pvc_rmse_internal, np.nan,
np.nan, np.nan
]
"""
if DL:
print("Training a model")
model_type = 'DL'
DL_model_name = model_name + '_DL'
model, _, _, _, _ = train.train_model_with_labels(project_dir, model_type, loss, DL_model_name, subset, sampled_labels_df, feature_defs, weights_df=weights_df, items_to_use=train_items, penalty='l2', alpha_min=alpha_min, alpha_max=alpha_max, n_alphas=n_alphas, intercept=intercept, objective=objective, n_dev_folds=n_dev_folds, do_ensemble=do_ensemble, dh=dh, seed=seed, pos_label=pos_label, vocab=vocab, group_identical=group_identical, nonlinearity=nonlinearity, init_lr=init_lr, min_epochs=min_epochs, max_epochs=max_epochs, patience=patience, tol=tol, early_stopping=early_stopping, verbose=verbose)
# predict on test data
force_dense = False
if model_type == 'MLP':
force_dense = True
test_predictions_df, test_pred_probs_df, test_pred_proportions = predict.predict(project_dir, model, DL_model_name, subset, label, items_to_use=test_items, verbose=verbose, force_dense=force_dense, group_identical=group_identical)
f1_test, acc_test = evaluate_predictions.evaluate_predictions(test_labels_df, test_predictions_df, test_pred_probs_df, pos_label=pos_label, average=average)
true_test_vector = np.argmax(test_labels_df.as_matrix(), axis=1)
#test_cal_mae = evaluation.eval_proportions_mae(test_labels_df.as_matrix(), test_pred_probs_df.as_matrix())
test_cal_est = evaluation.evaluate_calibration_rmse(true_test_vector, test_pred_probs_df.as_matrix(), min_bins=1, max_bins=1)
test_cc_estimate, test_pcc_estimate, test_acc_estimate_internal, test_pvc_estimate_internal = test_pred_proportions
test_cc_mae = np.mean(np.abs(test_cc_estimate[1] - target_estimate))
test_pcc_mae = np.mean(np.abs(test_pcc_estimate[1] - target_estimate))
output_df.loc['CC_test_DL'] = [n_train, 'train', 'test', 'n/a', test_cc_estimate[1], test_cc_mae, np.nan, np.nan, np.nan]
output_df.loc['PCC_test_DL'] = [n_train, 'train', 'test', 'n/a', test_pcc_estimate[1], test_pcc_mae, np.nan, np.nan, np.nan]
"""
results_df.to_csv(
os.path.join(dirs.dir_models(project_dir), model_name,
'accuracy.csv'))
output_df.to_csv(
os.path.join(dirs.dir_models(project_dir), model_name,
'results.csv'))
def cross_train_and_eval(project_dir, subset, field_name, config_file, calib_prop=0.33, train_prop=1.0, prefix=None, max_folds=None, min_val=None, max_val=None, model_type='LR', loss='log', do_ensemble=False, dh=0, label='label', penalty='l1', cshift=None, intercept=True, n_dev_folds=5, repeats=1, verbose=False, pos_label=1, average='micro', objective='f1', seed=None, use_calib_pred=False, exclude_calib=False, alpha_min=0.01, alpha_max=1000, sample_labels=False):
model_basename = subset + '_' + field_name
if prefix is not None:
model_basename = prefix + '_' + model_basename
# save the experiment parameters to a log file
logfile = os.path.join(dirs.dir_logs(project_dir), model_basename + '.json')
fh.makedirs(dirs.dir_logs(project_dir))
log = {
'project': project_dir,
'subset': subset,
'field_name': field_name,
'config_file': config_file,
'calib_prop': calib_prop,
'train_prop': train_prop,
'prefix': prefix,
'max_folds': max_folds,
'model_type': model_type,
'loss': loss,
'dh': dh,
'alpha_min': alpha_min,
'alpha_max': alpha_max,
'do_ensemble': do_ensemble,
'label': label,
'penalty': penalty,
'cshift': cshift,
'intercept': intercept,
'objective': objective,
'n_dev_folds': n_dev_folds,
'repeats': repeats,
'pos_label': pos_label,
'average': average,
'use_calib_pred': use_calib_pred,
'exclude_calib': exclude_calib
}
fh.write_to_json(log, logfile)
# load the features specified in the config file
config = fh.read_json(config_file)
feature_defs = []
for f in config['feature_defs']:
feature_defs.append(features.parse_feature_string(f))
# load the file that contains metadata about each item
metadata_file = os.path.join(dirs.dir_subset(project_dir, subset), 'metadata.csv')
metadata = fh.read_csv_to_df(metadata_file)
field_vals = list(set(metadata[field_name].values))
field_vals.sort()
print(field_vals)
# exclude certain values of the partition if desired
if min_val is not None:
field_vals = [v for v in field_vals if v >= float(min_val)]
if max_val is not None:
field_vals = [v for v in field_vals if v <= float(max_val)]
if max_folds is None:
max_folds = len(field_vals)
# repeat the following value for each fold of the partition of interest (up to max_folds, if given)
for v_i, v in enumerate(field_vals[:max_folds]):
print("\nTesting on %s" % v)
# first, split into training and non-train data based on the field of interest
train_selector = metadata[field_name] != v
train_subset = metadata[train_selector]
train_items = list(train_subset.index)
n_train = len(train_items)
non_train_selector = metadata[field_name] == v
non_train_subset = metadata[non_train_selector]
non_train_items = non_train_subset.index.tolist()
n_non_train = len(non_train_items)
print("Train: %d, non-train: %d" % (n_train, n_non_train))
# load all labels
label_dir = dirs.dir_labels(project_dir, subset)
labels_df = fh.read_csv_to_df(os.path.join(label_dir, label + '.csv'), index_col=0, header=0)
n_items, n_classes = labels_df.shape
train_labels = labels_df.loc[train_items]
# if desired, attempt to learn weights for the training data using techniques for covariate shift
if cshift is not None:
print("Training a classifier for covariate shift")
# start by learning to discriminate train from non-train data
train_test_labels = np.zeros((n_items, 2), dtype=int)
train_test_labels[train_selector, 0] = 1
train_test_labels[non_train_selector, 1] = 1
train_test_labels_df = pd.DataFrame(train_test_labels, index=labels_df.index, columns=[0, 1])
# create a cshift model using the same specifiction as our model below (e.g. LR/MLP, etc.)
model_name = model_basename + '_' + str(v) + '_' + 'cshift'
model, dev_f1, dev_acc, dev_cal, _, _ = train.train_model_with_labels(project_dir, model_type, loss, model_name, subset, train_test_labels_df, feature_defs, penalty=penalty, alpha_min=alpha_min, alpha_max=alpha_max, intercept=intercept, n_dev_folds=n_dev_folds, save_model=True, do_ensemble=do_ensemble, dh=dh, seed=seed, verbose=False)
print("cshift results: %0.4f f1, %0.4f acc" % (dev_f1, dev_acc))
# take predictions from model on the training data
train_test_pred_df, train_test_probs_df = predict.predict(project_dir, model, model_name, subset, label, verbose=verbose)
# display the min and max probs
print("Min: %0.4f" % train_test_probs_df[1].min())
print("Max: %0.4f" % train_test_probs_df[1].max())
# use the estimated probability of each item being a training item to compute item weights
weights = n_train / float(n_non_train) * (1.0/train_test_probs_df[0].values - 1)
# print a summary of the weights from just the training items
print("Min weight: %0.4f" % weights[train_selector].min())
print("Ave weight: %0.4f" % weights[train_selector].mean())
print("Max weight: %0.4f" % weights[train_selector].max())
# print a summary of all weights
print("Min weight: %0.4f" % weights.min())
print("Ave weight: %0.4f" % weights.mean())
print("Max weight: %0.4f" % weights.max())
# create a data frame with this information
weights_df = pd.DataFrame(weights, index=labels_df.index)
else:
weights_df = None
# repeat the following process multiple times with different random splits of train / calibration / test data
for r in range(repeats):
# next, take a random subset of the training data (and ignore the rest), to simulate fewer annotated items
if train_prop < 1.0:
np.random.shuffle(train_items)
train_items_r = np.random.choice(train_items, size=int(n_train * train_prop), replace=False)
n_train_r = len(train_items_r)
# create a data frame to hold a summary of the results
output_df = pd.DataFrame([], columns=['N', 'estimate', 'RMSE', '95lcl', '95ucl', 'contains_test'])
# create a unique name ofr this model
model_name = model_basename + '_' + str(v) + '_' + str(r)
# now, divide the non-train data into a calibration and a test set
n_calib = int(calib_prop * n_non_train)
np.random.shuffle(non_train_items)
calib_items = non_train_items[:n_calib]
test_items = non_train_items[n_calib:]
n_test = len(test_items)
print("%d %d %d" % (n_train_r, n_calib, n_test))
test_labels_df = labels_df.loc[test_items]
non_train_labels_df = labels_df.loc[non_train_items]
# if instructed, sample labels in proportion to annotations (to simulate having one label per item)
if sample_labels:
print("Sampling labels")
# normalize the labels
temp = labels_df.values / np.array(labels_df.values.sum(axis=1).reshape((n_items, 1)), dtype=float)
samples = np.zeros([n_items, n_classes], dtype=int)
for i in range(n_items):
index = np.random.choice(np.arange(n_classes), size=1, p=temp[i, :])
samples[i, index] = 1
sampled_labels_df = pd.DataFrame(samples, index=labels_df.index, columns=labels_df.columns)
else:
sampled_labels_df = labels_df
train_labels_r_df = sampled_labels_df.loc[train_items_r].copy()
calib_labels_df = sampled_labels_df.loc[calib_items].copy()
# get the true proportion of labels in the test OR non-training data (calibration and test combined)
if exclude_calib:
test_props, test_estimate, test_std = get_estimate_and_std(test_labels_df)
else:
test_props, test_estimate, test_std = get_estimate_and_std(non_train_labels_df)
output_df.loc['test'] = [n_test, test_estimate, 0, test_estimate - 2 * test_std, test_estimate + 2 * test_std, 1]
# get the same estimate from training data
train_props, train_estimate, train_std = get_estimate_and_std(train_labels_r_df)
# compute the error of this estimate
train_rmse = np.sqrt((train_estimate - test_estimate)**2)
train_contains_test = test_estimate > train_estimate - 2 * train_std and test_estimate < train_estimate + 2 * train_std
output_df.loc['train'] = [n_train_r, train_estimate, train_rmse, train_estimate - 2 * train_std, train_estimate + 2 * train_std, train_contains_test]
# repeat for calibration data
calib_props, calib_estimate, calib_std = get_estimate_and_std(calib_labels_df)
calib_rmse = np.sqrt((calib_estimate - test_estimate)**2)
# check if the test estimate is within 2 standard deviations of the estimate
calib_contains_test = test_estimate > calib_estimate - 2 * calib_std and calib_estimate < calib_estimate + 2 * calib_std
output_df.loc['calibration'] = [n_calib, calib_estimate, calib_rmse, calib_estimate - 2 * calib_std, calib_estimate + 2 * calib_std, calib_contains_test]
results_df = pd.DataFrame([], columns=['f1', 'acc', 'cal'])
print("Training model on all labeled data")
# first train a model on the training and calibration data combined
calib_and_train_items_r = np.array(list(calib_items) + list(train_items_r))
model, dev_f1, dev_acc, dev_cal, acc_cfm, pvc_cfm = train.train_model_with_labels(project_dir, model_type, loss, model_name, subset, sampled_labels_df, feature_defs, weights_df=weights_df, items_to_use=calib_and_train_items_r, penalty=penalty, alpha_min=alpha_min, alpha_max=alpha_max, intercept=intercept, objective=objective, n_dev_folds=n_dev_folds, do_ensemble=do_ensemble, dh=dh, seed=seed, verbose=verbose)
results_df.loc['cross_val_all'] = [dev_f1, dev_acc, dev_cal]
# get labels for test data
test_predictions_df, test_pred_probs_df = predict.predict(project_dir, model, model_name, subset, label, items_to_use=test_items, verbose=verbose)
f1_test, acc_test = evaluate_predictions.evaluate_predictions(test_labels_df, test_predictions_df, test_pred_probs_df, pos_label=pos_label, average=average)
results_df.loc['test_all'] = [f1_test, acc_test, 0.0]
# combine the predictions on the test and calibration data (unless excluding calibration data from this)
if exclude_calib:
test_predictions = test_predictions_df.values
test_pred_probs = test_pred_probs_df.values
else:
# get labels for calibration data
if use_calib_pred:
calib_predictions_df, calib_pred_probs_df = predict.predict(project_dir, model, model_name, subset, label, items_to_use=calib_items, verbose=verbose)
else:
calib_predictions_df = pd.DataFrame(np.argmax(calib_labels_df.values, axis=1), index=calib_labels_df.index)
# normalize labels to get (questionable) estimates of probabilities
calib_pred_probs_df = pd.DataFrame(calib_labels_df.values / np.array(np.sum(calib_labels_df.values, axis=1).reshape((n_calib, 1)), dtype=float), index=calib_labels_df.index)
test_predictions = np.r_[test_predictions_df.values, calib_predictions_df.values]
test_pred_probs = np.vstack([test_pred_probs_df.values, calib_pred_probs_df.values])
# get the basic error estimates for this model
cc_estimate = np.mean(test_predictions)
cc_rmse = np.sqrt((cc_estimate - test_estimate)**2)
# average the predicted probabilities for the positive label (assuming binary labels)
pcc_estimate = np.mean(test_pred_probs[:, 1])
pcc_rmse = np.sqrt((pcc_estimate - test_estimate)**2)
output_df.loc['CC_all'] = [n_test, cc_estimate, cc_rmse, np.nan, np.nan, np.nan]
output_df.loc['PCC_all'] = [n_test, pcc_estimate, pcc_rmse, np.nan, np.nan, np.nan]
# Now repeat for a model trained on the training data, saving the calibration data for calibration
print("Training model on training data only")
model, dev_f1, dev_acc, dev_cal, acc_cfm, pvc_cfm = train.train_model_with_labels(project_dir, model_type, loss, model_name, subset, sampled_labels_df, feature_defs, weights_df=weights_df, items_to_use=train_items_r, penalty=penalty, alpha_min=alpha_min, alpha_max=alpha_max, intercept=intercept, objective=objective, n_dev_folds=n_dev_folds, do_ensemble=do_ensemble, dh=dh, seed=seed, verbose=verbose)
results_df.loc['cross_val'] = [dev_f1, dev_acc, dev_cal]
# predict on calibration data
calib_predictions_df, calib_pred_probs_df = predict.predict(project_dir, model, model_name, subset, label, items_to_use=calib_items, verbose=verbose)
f1_cal, acc_cal = evaluate_predictions.evaluate_predictions(calib_labels_df, calib_predictions_df, calib_pred_probs_df, pos_label=pos_label, average=average, verbose=False)
results_df.loc['calibration'] = [f1_cal, acc_cal, calib_rmse]
# predict on test data
test_predictions_df, test_pred_probs_df = predict.predict(project_dir, model, model_name, subset, label, items_to_use=test_items, verbose=verbose)
f1_test, acc_test = evaluate_predictions.evaluate_predictions(test_labels_df, test_predictions_df, test_pred_probs_df, pos_label=pos_label, average=average)
results_df.loc['test'] = [f1_test, acc_test, 0.0]
results_df.to_csv(os.path.join(dirs.dir_models(project_dir), model_name, 'results.csv'))
# combine the predictions on the test and calibration data (unless excluding calibration data from this)
if exclude_calib:
test_predictions = test_predictions_df.values
test_pred_probs = test_pred_probs_df.values
else:
if not use_calib_pred:
calib_predictions_df = pd.DataFrame(np.argmax(calib_labels_df.values, axis=1), index=calib_labels_df.index)
# normalize labels to get (questionable) estimates of probabilities
calib_pred_probs_df = pd.DataFrame(calib_labels_df.values / np.array(np.sum(calib_labels_df.values, axis=1).reshape((n_calib, 1)), dtype=float), index=calib_labels_df.index)
test_predictions = np.r_[test_predictions_df.values, calib_predictions_df.values]
test_pred_probs = np.vstack([test_pred_probs_df.values, calib_pred_probs_df.values])
# now evaluate in terms of predicted proportions
# average the predictions (assuming binary labels)
cc_estimate = np.mean(test_predictions)
cc_rmse = np.sqrt((cc_estimate - test_estimate)**2)
# average the predicted probabilities for the positive label (assuming binary labels)
pcc_estimate = np.mean(test_pred_probs[:, 1])
pcc_rmse = np.sqrt((pcc_estimate - test_estimate)**2)
pcc_calib_estimate = np.mean(calib_pred_probs_df.values[:, 1])
pcc_calib_rmse = np.sqrt((pcc_calib_estimate - calib_estimate)**2)
output_df.loc['PCC_cal'] = [n_calib, pcc_calib_estimate, pcc_calib_rmse, np.nan, np.nan, np.nan]
output_df.loc['CC'] = [n_test, cc_estimate, cc_rmse, np.nan, np.nan, np.nan]
output_df.loc['PCC'] = [n_test, pcc_estimate, pcc_rmse, np.nan, np.nan, np.nan]
# expand the data so as to only have singly-labeled, weighted items
_, calib_labels, calib_weights, calib_predictions = train.prepare_data(np.zeros([n_calib, 2]), calib_labels_df.values, predictions=calib_predictions_df.values)
# do some sort of calibration here (ACC, PACC, PVC)
print("ACC correction")
#calib_labels_expanded, calib_weights_expanded, calib_predictions_expanded = expand_labels(calib_labels.values, calib_predictions.values)
acc = calibration.compute_acc(calib_labels, calib_predictions, n_classes, weights=calib_weights)
acc_corrected = calibration.apply_acc_binary(test_predictions, acc)
acc_estimate = acc_corrected[1]
acc_rmse = np.sqrt((acc_estimate - test_estimate) ** 2)
output_df.loc['ACC'] = [n_calib, acc_estimate, acc_rmse, np.nan, np.nan, np.nan]
print("ACC internal")
acc_corrected = calibration.apply_acc_binary(test_predictions, acc_cfm)
acc_estimate = acc_corrected[1]
acc_rmse = np.sqrt((acc_estimate - test_estimate) ** 2)
output_df.loc['ACC_int'] = [n_calib, acc_estimate, acc_rmse, np.nan, np.nan, np.nan]
print("PVC correction")
pvc = calibration.compute_pvc(calib_labels, calib_predictions, n_classes, weights=calib_weights)
pvc_corrected = calibration.apply_pvc(test_predictions, pvc)
pvc_estimate = pvc_corrected[1]
pvc_rmse = np.sqrt((pvc_estimate - test_estimate) ** 2)
output_df.loc['PVC'] = [n_calib, pvc_estimate, pvc_rmse, np.nan, np.nan, np.nan]
print("PVC internal")
pvc_corrected = calibration.apply_pvc(test_predictions, pvc_cfm)
pvc_estimate = pvc_corrected[1]
pvc_rmse = np.sqrt((pvc_estimate - test_estimate) ** 2)
output_df.loc['PVC_int'] = [n_calib, pvc_estimate, pvc_rmse, np.nan, np.nan, np.nan]
print("Venn")
test_pred_ranges, calib_pred_ranges = ivap.estimate_probs_from_labels(project_dir, model, model_name, subset, subset, sampled_labels_df, calib_items, test_items, weights_df=None)
if not exclude_calib:
test_pred_ranges = np.vstack([test_pred_ranges, calib_pred_ranges])
combo = test_pred_ranges[:, 1] / (1.0 - test_pred_ranges[:, 0] + test_pred_ranges[:, 1])
pred_range = np.mean(test_pred_ranges, axis=0)
venn_estimate = np.mean(combo)
venn_rmse = np.sqrt((venn_estimate - test_estimate)**2)
venn_contains_test = pred_range[0] < test_estimate < pred_range[1]
output_df.loc['Venn'] = [n_calib, venn_estimate, venn_rmse, pred_range[0], pred_range[1], venn_contains_test]
output_filename = os.path.join(dirs.dir_models(project_dir), model_name, field_name + '_' + str(v) + '.csv')
output_df.to_csv(output_filename)
def cross_train_and_eval(project_dir, subset, config_file, n_train=500, suffix='', model_type='LR', loss='log', do_ensemble=True, dh=100, label='label', penalty='l1', intercept=True, n_dev_folds=5, repeats=1, verbose=False, average='micro', objective='f1', seed=None, alpha_min=0.01, alpha_max=1000.0, sample_labels=False, run_all=False):
field_name = 'nosplit'
model_basename = subset + '_' + label + '_' + field_name + '_' + model_type + '_' + penalty
if model_type == 'MLP':
model_basename += '_' + str(dh)
model_basename += '_' + str(n_train) + '_' + objective
if sample_labels:
model_basename += '_sampled'
model_basename += suffix
# save the experiment parameters to a log file
logfile = os.path.join(dirs.dir_logs(project_dir), model_basename + '.json')
fh.makedirs(dirs.dir_logs(project_dir))
log = {
'project': project_dir,
'subset': subset,
'field_name': 'nosplit',
'config_file': config_file,
'n_train': n_train,
'suffix': suffix,
'model_type': model_type,
'loss': loss,
'dh': dh,
'alpha_min': alpha_min,
'alpha_max': alpha_max,
'do_ensemble': do_ensemble,
'label': label,
'penalty': penalty,
'intercept': intercept,
'objective': objective,
'n_dev_folds': n_dev_folds,
'repeats': repeats,
'average': average,
#'use_calib_pred': use_calib_pred,
#'exclude_calib': exclude_calib,
'sample_labels': sample_labels
}
fh.write_to_json(log, logfile)
# load the features specified in the config file
config = fh.read_json(config_file)
feature_defs = []
for f in config['feature_defs']:
feature_defs.append(features.parse_feature_string(f))
# load all labels
label_dir = dirs.dir_labels(project_dir, subset)
labels_df = fh.read_csv_to_df(os.path.join(label_dir, label + '.csv'), index_col=0, header=0)
n_items, n_classes = labels_df.shape
weights_df = None
# eliminate items with no labels
print("Subsetting items with labels")
label_sums_df = labels_df.sum(axis=1)
labeled_item_selector = label_sums_df > 0
labels_df = labels_df[labeled_item_selector]
n_items, n_classes = labels_df.shape
labeled_items = list(set(labels_df.index))
print("Starting repeats")
# repeat the following process multiple times with different random splits of train / calibration / test data
for r in range(repeats):
print("* Repetition %d *" % r)
# take a random subset of the training data
np.random.shuffle(labeled_items)
train_items = labeled_items[:n_train]
test_items = labeled_items[n_train:]
n_test = len(test_items)
n_calib = 0
# create a data frame to hold a summary of the results
output_df = pd.DataFrame([], columns=['N', 'training data', 'test data', 'cal', 'estimate', 'RMSE', '95lcl', '95ucl', 'contains_test'])
# create a unique name ofr this model
model_name = model_basename + '_' + 'nosplit' + '_' + str(r)
print("Train: %d, calibration: %d, test: %d" % (n_train, n_calib, n_test))
test_labels_df = labels_df.loc[test_items]
# if instructed, sample labels in proportion to annotations (to simulate having one label per item)
if sample_labels:
print("Sampling labels")
# normalize the labels
temp = labels_df.values / np.array(labels_df.values.sum(axis=1).reshape((n_items, 1)), dtype=float)
samples = np.zeros([n_items, n_classes], dtype=int)
for i in range(n_items):
index = np.random.choice(np.arange(n_classes), size=1, p=temp[i, :])
samples[i, index] = 1
sampled_labels_df = pd.DataFrame(samples, index=labels_df.index, columns=labels_df.columns)
else:
sampled_labels_df = labels_df
train_labels_df = sampled_labels_df.loc[train_items].copy()
# get the true proportion of labels in the test OR non-training data (calibration and test combined)
target_props, target_estimate, target_std = combo.get_estimate_and_std(labels_df)
output_df.loc['target'] = [n_test, 'n/a', 'all', 'given', target_estimate, 0, target_estimate - 2 * target_std, target_estimate + 2 * target_std, np.nan]
# get the same estimate from training data
train_props, train_estimate, train_std = combo.get_estimate_and_std(train_labels_df)
# compute the error of this estimate
train_rmse = np.sqrt((train_estimate - target_estimate)**2)
train_contains_test = target_estimate > train_estimate - 2 * train_std and target_estimate < train_estimate + 2 * train_std
output_df.loc['train'] = [n_train, 'train', 'train', 'n/a', train_estimate, train_rmse, train_estimate - 2 * train_std, train_estimate + 2 * train_std, train_contains_test]
# do a test using the number of annotations rather than the number of items
train_props2, train_estimate2, train_std2 = combo.get_estimate_and_std(train_labels_df, use_n_annotations=True)
# compute the error of this estimate
train_rmse2 = np.sqrt((train_estimate2 - target_estimate)**2)
train_contains_test2 = target_estimate > train_estimate2 - 2 * train_std2 and target_estimate < train_estimate2 + 2 * train_std2
output_df.loc['train_n_annotations'] = [n_train, 'train', 'train', 'n/a', train_estimate2, train_rmse2, train_estimate2 - 2 * train_std2, train_estimate2 + 2 * train_std2, train_contains_test2]
print("target proportions: (%0.3f, %0.3f); train proportions: %0.3f" % (target_estimate - 2 * target_std, target_estimate + 2 * target_std, train_estimate))
if train_estimate > 0.5:
pos_label = 0
else:
pos_label = 1
print("Using %d as the positive label" % pos_label)
results_df = pd.DataFrame([], columns=['f1', 'acc', 'calibration', 'calib overall'])
# Now train a model on the training data, saving the calibration data for calibration
print("Training model on training data only")
model, dev_f1, dev_acc, dev_cal, dev_cal_overall = train.train_model_with_labels(project_dir, model_type, loss, model_name, subset, sampled_labels_df, feature_defs, weights_df=weights_df, items_to_use=train_items, penalty=penalty, alpha_min=alpha_min, alpha_max=alpha_max, intercept=intercept, objective=objective, n_dev_folds=n_dev_folds, do_ensemble=do_ensemble, dh=dh, seed=seed, pos_label=pos_label, verbose=verbose)
results_df.loc['cross_val'] = [dev_f1, dev_acc, dev_cal, dev_cal_overall]
# predict on test data
test_predictions_df, test_pred_probs_df, test_pred_proportions = predict.predict(project_dir, model, model_name, subset, label, items_to_use=test_items, verbose=verbose)
f1_test, acc_test = evaluate_predictions.evaluate_predictions(test_labels_df, test_predictions_df, test_pred_probs_df, pos_label=pos_label, average=average)
true_test_vector = np.argmax(test_labels_df.as_matrix(), axis=1)
test_cal_rmse = evaluation.evaluate_calibration_rmse(true_test_vector, test_pred_probs_df.as_matrix())
test_cal_rmse_overall = evaluation.evaluate_calibration_rmse(true_test_vector, test_pred_probs_df.as_matrix(), min_bins=1, max_bins=1)
results_df.loc['test'] = [f1_test, acc_test, test_cal_rmse, test_cal_rmse_overall]
test_cc_estimate, test_pcc_estimate, test_acc_estimate_internal, test_pvc_estimate_internal = test_pred_proportions
# predict on calibration and test data combined
all_predictions_df, all_pred_probs_df, all_pred_proportions = predict.predict(project_dir, model, model_name, subset, label, items_to_use=labeled_items, verbose=verbose)
all_cc_estimate, all_pcc_estimate, all_acc_estimate_internal, all_pvc_estimate_internal = all_pred_proportions
cc_rmse = np.sqrt((all_cc_estimate[1] - target_estimate)**2)
pcc_rmse = np.sqrt((all_pcc_estimate[1] - target_estimate)**2)
output_df.loc['CC_all'] = [n_items, 'train', 'all', 'predicted', all_cc_estimate[1], cc_rmse, np.nan, np.nan, np.nan]
output_df.loc['PCC_all'] = [n_items, 'train', 'all', 'predicted', all_pcc_estimate[1], pcc_rmse, np.nan, np.nan, np.nan]
averaged_cc_estimate = (test_cc_estimate[1] * n_test + train_estimate * n_train) / float(n_test + n_train)
averaged_pcc_estimate = (test_pcc_estimate[1] * n_test + train_estimate * n_train) / float(n_test + n_train)
averaged_cc_rmse = np.sqrt((averaged_cc_estimate - target_estimate)**2)
averaged_pcc_rmse = np.sqrt((averaged_pcc_estimate - target_estimate)**2)
output_df.loc['CC_nontrain_averaged'] = [n_items, 'train', 'all', 'given', averaged_cc_estimate, averaged_cc_rmse, np.nan, np.nan, np.nan]
output_df.loc['PCC_nontrain_averaged'] = [n_items, 'train', 'all', 'given', averaged_pcc_estimate, averaged_pcc_rmse, np.nan, np.nan, np.nan]
all_acc_rmse_internal = np.sqrt((all_acc_estimate_internal[1] - target_estimate) ** 2)
all_pvc_rmse_internal = np.sqrt((all_pvc_estimate_internal[1] - target_estimate) ** 2)
output_df.loc['ACC_internal'] = [n_items, 'train', 'all', 'predicted', all_acc_estimate_internal[1], all_acc_rmse_internal, np.nan, np.nan, np.nan]
output_df.loc['PVC_internal'] = [n_items, 'train', 'all', 'predicted', all_pvc_estimate_internal[1], all_pvc_rmse_internal, np.nan, np.nan, np.nan]
print("Venn internal all")
all_pred_ranges_internal, all_preds_internal = ivap.estimate_probs_from_labels_internal(project_dir, model, model_name, subset, labeled_items, plot=False)
pred_range = np.mean(all_pred_ranges_internal, axis=0)
venn_estimate = np.mean(all_preds_internal)
venn_rmse = np.sqrt((venn_estimate - target_estimate)**2)
venn_contains_test = pred_range[0] < target_estimate < pred_range[1]
output_df.loc['Venn_internal'] = [n_items, 'train', 'all', 'predicted', venn_estimate, venn_rmse, pred_range[0], pred_range[1], venn_contains_test]
print("Venn internal test")
test_pred_ranges_internal, test_preds_internal = ivap.estimate_probs_from_labels_internal(project_dir, model, model_name, subset, test_items)
pred_range = np.mean(test_pred_ranges_internal, axis=0)
venn_estimate = (np.mean(test_preds_internal) * n_test + train_estimate * n_train) / float(n_test + n_train)
venn_rmse = np.sqrt((venn_estimate - target_estimate)**2)
averaged_lower = (pred_range[0] * n_test + (train_estimate - 2 * train_std) * n_train) / float(n_test + n_train)
averaged_upper = (pred_range[1] * n_test + (train_estimate + 2 * train_std) * n_train) / float(n_test + n_train)
venn_contains_test = averaged_lower < target_estimate < averaged_upper
output_df.loc['Venn_internal_averaged'] = [n_items, 'train', 'all', 'given', venn_estimate, venn_rmse, averaged_lower, averaged_upper, venn_contains_test]
results_df.to_csv(os.path.join(dirs.dir_models(project_dir), model_name, 'accuracy.csv'))
output_df.to_csv(os.path.join(dirs.dir_models(project_dir), model_name, 'results.csv'))
def cross_train_and_eval(project_dir,
subset,
field_name,
config_file,
calib_prop=0.33,
nontest_prop=1.0,
prefix=None,
max_folds=None,
model_type='LR',
label='label',
penalty='l2',
cshift=None,
intercept=True,
n_dev_folds=5,
repeats=1,
verbose=False,
pos_label=1,
average='micro',
objective='f1'):
model_basename = subset + '_' + field_name
if prefix is not None:
model_basename = prefix + '_' + model_basename
logfile = os.path.join(dirs.dir_logs(project_dir),
model_basename + '.json')
fh.makedirs(dirs.dir_logs(project_dir))
log = {
'project': project_dir,
'subset': subset,
'field_name': field_name,
'config_file': config_file,
'calib_prop': calib_prop,
'train_prop': nontest_prop,
'prefix': prefix,
'max_folds': max_folds,
'model_type': model_type,
'label': label,
'penalty': penalty,
'cshift': cshift,
'intercept': intercept,
'objective': objective,
'n_dev_folds': n_dev_folds,
'repeats': repeats,
'pos_label': pos_label,
'average': average
}
fh.write_to_json(log, logfile)
config = fh.read_json(config_file)
feature_defs = []
for f in config['feature_defs']:
feature_defs.append(features.parse_feature_string(f))
weights_file = None
metadata_file = os.path.join(dirs.dir_subset(project_dir, subset),
'metadata.csv')
metadata = fh.read_csv_to_df(metadata_file)
field_vals = list(set(metadata[field_name].values))
field_vals.sort()
print(field_vals)
if max_folds is None:
max_folds = len(field_vals)
for v_i, v in enumerate(field_vals[:max_folds]):
print("\nTesting on %s" % v)
nontest_selector = metadata[field_name] != v
nontest_subset = metadata[nontest_selector]
nontest_items = list(nontest_subset.index)
n_nontest = len(nontest_items)
test_selector = metadata[field_name] == v
test_subset = metadata[test_selector]
test_items = test_subset.index.tolist()
n_test = len(test_items)
# load all labels
label_dir = dirs.dir_labels(project_dir, subset)
labels_df = fh.read_csv_to_df(os.path.join(label_dir, label + '.csv'),
index_col=0,
header=0)
n_items, n_classes = labels_df.shape
# subsample the non-test items if desired
if nontest_prop < 1.0:
np.random.shuffle(nontest_items)
nontest_items = np.random.choice(nontest_items,
size=int(n_nontest *
nontest_prop),
replace=False)
n_nontest = len(nontest_items)
nontest_labels = labels_df.loc[nontest_items]
if cshift is not None:
print("Training a classifier for covariate shift")
# start by learning to discriminate test from non-test data
train_test_labels = np.zeros((n_items, 2), dtype=int)
train_test_labels[nontest_selector, 0] = 1
train_test_labels[test_selector, 1] = 1
train_test_labels_df = pd.DataFrame(train_test_labels,
index=labels_df.index,
columns=[0, 1])
model_name = model_basename + '_' + str(v) + '_' + 'cshift'
model, dev_f1, dev_cal, _, _ = train.train_model_with_labels(
project_dir,
model_type,
model_name,
subset,
train_test_labels_df,
feature_defs,
penalty=penalty,
intercept=intercept,
n_dev_folds=n_dev_folds,
verbose=False)
train_test_pred_df, train_test_probs_df = predict.predict(
project_dir, model, model_name, subset, label, verbose=verbose)
print("Min: %0.4f" % train_test_probs_df[1].min())
print("Max: %0.4f" % train_test_probs_df[1].max())
# base the weights on the probability of each item being a training item
weights = n_nontest / float(n_test) * (
1.0 / train_test_probs_df[0].values - 1)
print("Min weight: %0.4f" % weights[nontest_selector].min())
print("Ave weight: %0.4f" % weights[nontest_selector].mean())
print("Max weight: %0.4f" % weights[nontest_selector].max())
print("Min weight: %0.4f" % weights.min())
print("Ave weight: %0.4f" % weights.mean())
print("Max weight: %0.4f" % weights.max())
weights_df = pd.DataFrame(weights, index=labels_df.index)
else:
weights_df = None
# repeat the following process multiple times with different random splits of calibration / test data
for r in range(repeats):
output_df = pd.DataFrame([],
columns=[
'N', 'estimate', 'RMSE', '95lcl',
'95ucl', 'contains_test'
])
model_name = model_basename + '_' + str(v) + '_' + str(r)
# split the non-test items into train and calibration
n_calib = int(n_nontest * calib_prop)
np.random.shuffle(nontest_items)
calib_items = nontest_items[:n_calib]
train_items = nontest_items[n_calib:]
train_labels = labels_df.loc[train_items]
calib_labels = labels_df.loc[calib_items]
test_labels = labels_df.loc[test_items]
# get the label proportions from the test and non-test data
test_props, test_estimate, test_std = get_estimate_and_std(
test_labels)
output_df.loc['test'] = [
n_test, test_estimate, 0, test_estimate - 2 * test_std,
test_estimate + 2 * test_std, 1
]
nontest_props, nontest_estimate, nontest_std = get_estimate_and_std(
nontest_labels)
nontest_rmse = np.sqrt((nontest_estimate - test_estimate)**2)
nontest_contains_test = test_estimate > nontest_estimate - 2 * nontest_std and test_estimate < nontest_estimate + 2 * nontest_std
output_df.loc['nontest'] = [
n_nontest, nontest_estimate, nontest_rmse,
nontest_estimate - 2 * nontest_std,
nontest_estimate + 2 * nontest_std, nontest_contains_test
]
# train a model
print("Doing training")
model, dev_f1, dev_cal, acc_cfm, pvc_cfm = train.train_model_with_labels(
project_dir,
model_type,
model_name,
subset,
labels_df,
feature_defs,
weights_df=weights_df,
items_to_use=train_items,
penalty=penalty,
intercept=intercept,
objective=objective,
n_dev_folds=n_dev_folds,
verbose=verbose)
# predict on the calibration and test sets
print("Doing prediction on calibration items")
calib_predictions, calib_pred_probs = predict.predict(
project_dir,
model,
model_name,
subset,
label,
items_to_use=calib_items,
verbose=verbose)
print("Doing prediction on test items")
test_predictions, test_pred_probs = predict.predict(
project_dir,
model,
model_name,
subset,
label,
items_to_use=test_items,
verbose=verbose)
# evaluate the model on the calibration and test data
print("Doing evaluation")
f1_cal, acc_cal = evaluate_predictions.evaluate_predictions(
calib_labels,
calib_predictions,
pos_label=pos_label,
average=average)
f1_test, acc_test = evaluate_predictions.evaluate_predictions(
test_labels,
test_predictions,
pos_label=pos_label,
average=average)
results_df = pd.DataFrame([], columns=['f1', 'acc'])
results_df.loc['calibration'] = [f1_cal, acc_cal]
results_df.loc['test'] = [f1_test, acc_test]
results_df.to_csv(
os.path.join(dirs.dir_models(project_dir), model_name,
'results.csv'))
# first check results without any correction
# average the preditions (assuming binary labels)
cc_estimate = np.mean(test_predictions[label].values)
cc_rmse = np.sqrt((cc_estimate - test_estimate)**2)
# average the predicted probabilities for the positive label (assuming binary labels)
pcc_estimate = np.mean(test_pred_probs[1].values)
pcc_rmse = np.sqrt((pcc_estimate - test_estimate)**2)
output_df.loc['CC'] = [n_test, cc_estimate, cc_rmse, 0, 1, np.nan]
output_df.loc['PCC'] = [
n_test, pcc_estimate, pcc_rmse, 0, 1, np.nan
]
# do the two basic corrections, based on the calibration data
print("ACC internal")
calib_labels_expanded, calib_weights_expanded, calib_predictions_expanded = expand_labels(
calib_labels.values, calib_predictions.values)
acc = calibration.compute_acc(calib_labels_expanded,
calib_predictions_expanded,
n_classes, calib_weights_expanded)
acc_corrected = calibration.apply_acc_binary(
test_predictions.values, acc)
acc_estimate = acc_corrected[1]
acc_rmse = np.sqrt((acc_estimate - test_estimate)**2)
output_df.loc['ACC_int'] = [
n_calib, acc_estimate, acc_rmse, 0, 1, np.nan
]
print("PVC internal")
pvc = calibration.compute_pvc(calib_labels_expanded,
calib_predictions_expanded,
n_classes,
weights=calib_weights_expanded)
pvc_corrected = calibration.apply_pvc(test_predictions.values, pvc)
pvc_estimate = pvc_corrected[1]
pvc_rmse = np.sqrt((pvc_estimate - test_estimate)**2)
output_df.loc['PVC_int'] = [
n_calib, pvc_estimate, pvc_rmse, 0, 1, np.nan
]
# do IVAP for calibration
print("Venn")
test_pred_ranges = ivap.estimate_probs_from_labels(
project_dir,
model,
model_name,
subset,
subset,
labels_df,
calib_items,
test_items,
weights_df=weights_df)
combo = test_pred_ranges[:, 1] / (1.0 - test_pred_ranges[:, 0] +
test_pred_ranges[:, 1])
pred_range = np.mean(test_pred_ranges, axis=0)
venn_estimate = np.mean(combo)
venn_rmse = np.sqrt((venn_estimate - test_estimate)**2)
venn_contains_test = pred_range[0] < test_estimate < pred_range[1]
output_df.loc['Venn'] = [
n_calib, venn_estimate, venn_rmse, pred_range[0],
pred_range[1], venn_contains_test
]
output_filename = os.path.join(dirs.dir_models(project_dir),
model_name,
field_name + '_' + str(v) + '.csv')
output_df.to_csv(output_filename)