def test_mcc():
    import wbia.plottool as pt
    import sklearn.metrics

    num = 100
    xdata = np.linspace(0, 1, num * 2)
    ydata = np.linspace(1, -1, num * 2)
    pt.plt.plot(xdata, ydata, '--k', label='linear')

    y_true = [1] * num + [0] * num
    y_pred = y_true[:]
    xs = []
    for i in range(0, len(y_true)):
        y_pred[-i] = 1 - y_pred[-i]
        xs.append(sklearn.metrics.matthews_corrcoef(y_true, y_pred))

    pt.plot(xdata, xs, label='change one class at a time')

    y_true = ut.flatten(zip([1] * num, [0] * num))
    y_pred = y_true[:]
    xs = []
    for i in range(0, len(y_true)):
        y_pred[-i] = 1 - y_pred[-i]
        xs.append(sklearn.metrics.matthews_corrcoef(y_true, y_pred))

    pt.plot(xdata, xs, label='change classes evenly')
    pt.gca().legend()
    def choose_thresh(self):
        # prob_annots /= prob_annots.sum(axis=1)[:, None]
        # Find connected components
        # thresh = .25
        # thresh = 1 / (1.2 * np.sqrt(prob_names.shape[1]))
        unique_nids, prob_names = self.make_prob_names()

        if len(unique_nids) <= 2:
            return 0.5

        nscores = np.sort(prob_names.flatten())
        # x = np.gradient(nscores).argmax()
        # x = (np.gradient(np.gradient(nscores)) ** 2).argmax()
        # thresh = nscores[x]

        curve = nscores
        idx1 = vt.find_elbow_point(curve)
        idx2 = vt.find_elbow_point(curve[idx1:]) + idx1
        if False:
            import wbia.plottool as pt

            idx3 = vt.find_elbow_point(curve[idx1:idx2 + 1]) + idx1
            pt.plot(curve)
            pt.plot(idx1, curve[idx1], 'bo')
            pt.plot(idx2, curve[idx2], 'ro')
            pt.plot(idx3, curve[idx3], 'go')
        thresh = nscores[idx2]
        # logger.info('thresh = %r' % (thresh,))
        # thresh = .999
        # thresh = .1
        return thresh
def gridsearch_ratio_thresh(matches):
    import sklearn
    import sklearn.metrics
    import vtool as vt

    # Param search for vsone
    import wbia.plottool as pt

    pt.qt4ensure()

    skf = sklearn.model_selection.StratifiedKFold(n_splits=10, random_state=119372)

    y = np.array([m.annot1['nid'] == m.annot2['nid'] for m in matches])

    basis = {'ratio_thresh': np.linspace(0.6, 0.7, 50).tolist()}
    grid = ut.all_dict_combinations(basis)
    xdata = np.array(ut.take_column(grid, 'ratio_thresh'))

    def _ratio_thresh(y_true, match_list):
        # Try and find optional ratio threshold
        auc_list = []
        for cfgdict in ut.ProgIter(grid, lbl='gridsearch'):
            y_score = [
                match.fs.compress(match.ratio_test_flags(cfgdict)).sum()
                for match in match_list
            ]
            auc = sklearn.metrics.roc_auc_score(y_true, y_score)
            auc_list.append(auc)
        auc_list = np.array(auc_list)
        return auc_list

    auc_list = _ratio_thresh(y, matches)
    pt.plot(xdata, auc_list)
    subx, suby = vt.argsubmaxima(auc_list, xdata)
    best_ratio_thresh = subx[suby.argmax()]

    skf_results = []
    y_true = y
    for train_idx, test_idx in skf.split(matches, y):
        match_list_ = ut.take(matches, train_idx)
        y_true = y.take(train_idx)
        auc_list = _ratio_thresh(y_true, match_list_)
        subx, suby = vt.argsubmaxima(auc_list, xdata, maxima_thresh=0.8)
        best_ratio_thresh = subx[suby.argmax()]
        skf_results.append(best_ratio_thresh)
    logger.info('skf_results.append = %r' % (np.mean(skf_results),))
    import utool

    utool.embed()
def compare_data(Y_list_):
    import wbia

    qreq_ = wbia.testdata_qreq_(
        defaultdb='Oxford',
        a='oxford',
        p=
        'smk:nWords=[64000],nAssign=[1],SV=[False],can_match_sameimg=True,dim_size=None',
    )
    qreq_.ensure_data()

    gamma1s = []
    gamma2s = []

    logger.info(len(Y_list_))
    logger.info(len(qreq_.daids))

    dinva = qreq_.dinva
    bady = []
    for Y in Y_list_:
        aid = Y.aid
        gamma1 = Y.gamma
        if aid in dinva.aid_to_idx:
            idx = dinva.aid_to_idx[aid]
            gamma2 = dinva.gamma_list[idx]
            gamma1s.append(gamma1)
            gamma2s.append(gamma2)
        else:
            bady += [Y]
            logger.info(Y.nid)
            # logger.info(Y.qual)

    # ibs = qreq_.ibs
    # z = ibs.annots([a.aid for a in bady])

    import wbia.plottool as pt

    ut.qtensure()
    gamma1s = np.array(gamma1s)
    gamma2s = np.array(gamma2s)
    sortx = gamma1s.argsort()
    pt.plot(gamma1s[sortx], label='script')
    pt.plot(gamma2s[sortx], label='pipe')
    pt.legend()
Exemple #5
0
def _dev_iters_until_threshold():
    """
    INTERACTIVE DEVELOPMENT FUNCTION

    How many iterations of ewma until you hit the poisson / biniomal threshold

    This establishes a principled way to choose the threshold for the refresh
    criterion in my thesis. There are paramters --- moving parts --- that we
    need to work with: `a` the patience, `s` the span, and `mu` our ewma.

    `s` is a span paramter indicating how far we look back.

    `mu` is the average number of label-changing reviews in roughly the last
    `s` manual decisions.

    These numbers are used to estimate the probability that any of the next `a`
    manual decisions will be label-chanigng. When that probability falls below
    a threshold we terminate. The goal is to choose `a`, `s`, and the threshold
    `t`, such that the probability will fall below the threshold after a maximum
    of `a` consecutive non-label-chaning reviews. IE we want to tie the patience
    paramter (how far we look ahead) to how far we actually are willing to go.
    """
    import numpy as np
    import utool as ut
    import sympy as sym

    i = sym.symbols('i', integer=True, nonnegative=True, finite=True)
    # mu_i = sym.symbols('mu_i', integer=True, nonnegative=True, finite=True)
    s = sym.symbols('s', integer=True, nonnegative=True, finite=True)  # NOQA
    thresh = sym.symbols('tau', real=True, nonnegative=True, finite=True)  # NOQA
    alpha = sym.symbols('alpha', real=True, nonnegative=True, finite=True)  # NOQA
    c_alpha = sym.symbols('c_alpha', real=True, nonnegative=True, finite=True)
    # patience
    a = sym.symbols('a', real=True, nonnegative=True, finite=True)

    available_subs = {
        a: 20,
        s: a,
        alpha: 2 / (s + 1),
        c_alpha: (1 - alpha),
    }

    def subs(expr, d=available_subs):
        """ recursive expression substitution """
        expr1 = expr.subs(d)
        if expr == expr1:
            return expr1
        else:
            return subs(expr1, d=d)

    # mu is either the support for the poisson distribution
    # or is is the p in the binomial distribution
    # It is updated at timestep i based on ewma, assuming each incoming responce is 0
    mu_0 = 1.0
    mu_i = c_alpha ** i

    # Estimate probability that any event will happen in the next `a` reviews
    # at time `i`.
    poisson_i = 1 - sym.exp(-mu_i * a)
    binom_i = 1 - (1 - mu_i) ** a

    # Expand probabilities to be a function of i, s, and a
    part = ut.delete_dict_keys(available_subs.copy(), [a, s])
    mu_i = subs(mu_i, d=part)
    poisson_i = subs(poisson_i, d=part)
    binom_i = subs(binom_i, d=part)

    if True:
        # ewma of mu at time i if review is always not label-changing (meaningful)
        mu_1 = c_alpha * mu_0  # NOQA
        mu_2 = c_alpha * mu_1  # NOQA

    if True:
        i_vals = np.arange(0, 100)
        mu_vals = np.array([subs(mu_i).subs({i: i_}).evalf() for i_ in i_vals])  # NOQA
        binom_vals = np.array(
            [subs(binom_i).subs({i: i_}).evalf() for i_ in i_vals]
        )  # NOQA
        poisson_vals = np.array(
            [subs(poisson_i).subs({i: i_}).evalf() for i_ in i_vals]
        )  # NOQA

        # Find how many iters it actually takes my expt to terminate
        thesis_draft_thresh = np.exp(-2)
        np.where(mu_vals < thesis_draft_thresh)[0]
        np.where(binom_vals < thesis_draft_thresh)[0]
        np.where(poisson_vals < thesis_draft_thresh)[0]

    sym.pprint(sym.simplify(mu_i))
    sym.pprint(sym.simplify(binom_i))
    sym.pprint(sym.simplify(poisson_i))

    # Find the thresholds that force termination after `a` reviews have passed
    # do this by setting i=a
    poisson_thresh = poisson_i.subs({i: a})
    binom_thresh = binom_i.subs({i: a})

    logger.info('Poisson thresh')
    logger.info(sym.latex(sym.Eq(thresh, poisson_thresh)))
    logger.info(sym.latex(sym.Eq(thresh, sym.simplify(poisson_thresh))))

    poisson_thresh.subs({a: 115, s: 30}).evalf()

    sym.pprint(sym.Eq(thresh, poisson_thresh))
    sym.pprint(sym.Eq(thresh, sym.simplify(poisson_thresh)))

    logger.info('Binomial thresh')
    sym.pprint(sym.simplify(binom_thresh))

    sym.pprint(sym.simplify(poisson_thresh.subs({s: a})))

    def taud(coeff):
        return coeff * 360

    if 'poisson_cache' not in vars():
        poisson_cache = {}
        binom_cache = {}

    S, A = np.meshgrid(np.arange(1, 150, 1), np.arange(0, 150, 1))

    import wbia.plottool as pt

    SA_coords = list(zip(S.ravel(), A.ravel()))
    for sval, aval in ut.ProgIter(SA_coords):
        if (sval, aval) not in poisson_cache:
            poisson_cache[(sval, aval)] = float(
                poisson_thresh.subs({a: aval, s: sval}).evalf()
            )
    poisson_zdata = np.array(
        [poisson_cache[(sval, aval)] for sval, aval in SA_coords]
    ).reshape(A.shape)
    fig = pt.figure(fnum=1, doclf=True)
    pt.gca().set_axis_off()
    pt.plot_surface3d(
        S,
        A,
        poisson_zdata,
        xlabel='s',
        ylabel='a',
        rstride=3,
        cstride=3,
        zlabel='poisson',
        mode='wire',
        contour=True,
        title='poisson3d',
    )
    pt.gca().set_zlim(0, 1)
    pt.gca().view_init(elev=taud(1 / 16), azim=taud(5 / 8))
    fig.set_size_inches(10, 6)
    fig.savefig(
        'a-s-t-poisson3d.png',
        dpi=300,
        bbox_inches=pt.extract_axes_extents(fig, combine=True),
    )

    for sval, aval in ut.ProgIter(SA_coords):
        if (sval, aval) not in binom_cache:
            binom_cache[(sval, aval)] = float(
                binom_thresh.subs({a: aval, s: sval}).evalf()
            )
    binom_zdata = np.array(
        [binom_cache[(sval, aval)] for sval, aval in SA_coords]
    ).reshape(A.shape)
    fig = pt.figure(fnum=2, doclf=True)
    pt.gca().set_axis_off()
    pt.plot_surface3d(
        S,
        A,
        binom_zdata,
        xlabel='s',
        ylabel='a',
        rstride=3,
        cstride=3,
        zlabel='binom',
        mode='wire',
        contour=True,
        title='binom3d',
    )
    pt.gca().set_zlim(0, 1)
    pt.gca().view_init(elev=taud(1 / 16), azim=taud(5 / 8))
    fig.set_size_inches(10, 6)
    fig.savefig(
        'a-s-t-binom3d.png',
        dpi=300,
        bbox_inches=pt.extract_axes_extents(fig, combine=True),
    )

    # Find point on the surface that achieves a reasonable threshold

    # Sympy can't solve this
    # sym.solve(sym.Eq(binom_thresh.subs({s: 50}), .05))
    # sym.solve(sym.Eq(poisson_thresh.subs({s: 50}), .05))
    # Find a numerical solution
    def solve_numeric(expr, target, want, fixed, method=None, bounds=None):
        """
        Args:
            expr (Expr): symbolic expression
            target (float): numberic value
            fixed (dict): fixed values of the symbol

        expr = poisson_thresh
        expr.free_symbols
        fixed = {s: 10}

        solve_numeric(poisson_thresh, .05, {s: 30}, method=None)
        solve_numeric(poisson_thresh, .05, {s: 30}, method='Nelder-Mead')
        solve_numeric(poisson_thresh, .05, {s: 30}, method='BFGS')
        """
        import scipy.optimize

        # Find the symbol you want to solve for
        want_symbols = expr.free_symbols - set(fixed.keys())
        # TODO: can probably extend this to multiple params
        assert len(want_symbols) == 1, 'specify all but one var'
        assert want == list(want_symbols)[0]
        fixed_expr = expr.subs(fixed)

        def func(a1):
            expr_value = float(fixed_expr.subs({want: a1}).evalf())
            return (expr_value - target) ** 2

        # if method is None:
        #     method = 'Nelder-Mead'
        #     method = 'Newton-CG'
        #     method = 'BFGS'
        # Use one of the other params the startin gpoing
        a1 = list(fixed.values())[0]
        result = scipy.optimize.minimize(func, x0=a1, method=method, bounds=bounds)
        if not result.success:
            logger.info('\n')
            logger.info(result)
            logger.info('\n')
        return result

    # Numeric measurments of thie line

    thresh_vals = [0.001, 0.01, 0.05, 0.1, 0.135]
    svals = np.arange(1, 100)

    target_poisson_plots = {}
    for target in ut.ProgIter(thresh_vals, bs=False, freq=1):
        poisson_avals = []
        for sval in ut.ProgIter(svals, 'poisson', freq=1):
            expr = poisson_thresh
            fixed = {s: sval}
            want = a
            aval = solve_numeric(expr, target, want, fixed, method='Nelder-Mead').x[0]
            poisson_avals.append(aval)
        target_poisson_plots[target] = (svals, poisson_avals)

    fig = pt.figure(fnum=3)
    for target, dat in target_poisson_plots.items():
        pt.plt.plot(*dat, label='prob={}'.format(target))
    pt.gca().set_xlabel('s')
    pt.gca().set_ylabel('a')
    pt.legend()
    pt.gca().set_title('poisson')
    fig.set_size_inches(5, 3)
    fig.savefig(
        'a-vs-s-poisson.png',
        dpi=300,
        bbox_inches=pt.extract_axes_extents(fig, combine=True),
    )

    target_binom_plots = {}
    for target in ut.ProgIter(thresh_vals, bs=False, freq=1):
        binom_avals = []
        for sval in ut.ProgIter(svals, 'binom', freq=1):
            aval = solve_numeric(
                binom_thresh, target, a, {s: sval}, method='Nelder-Mead'
            ).x[0]
            binom_avals.append(aval)
        target_binom_plots[target] = (svals, binom_avals)

    fig = pt.figure(fnum=4)
    for target, dat in target_binom_plots.items():
        pt.plt.plot(*dat, label='prob={}'.format(target))
    pt.gca().set_xlabel('s')
    pt.gca().set_ylabel('a')
    pt.legend()
    pt.gca().set_title('binom')
    fig.set_size_inches(5, 3)
    fig.savefig(
        'a-vs-s-binom.png',
        dpi=300,
        bbox_inches=pt.extract_axes_extents(fig, combine=True),
    )

    # ----
    if True:

        fig = pt.figure(fnum=5, doclf=True)
        s_vals = [1, 2, 3, 10, 20, 30, 40, 50]
        for sval in s_vals:
            pp = poisson_thresh.subs({s: sval})

            a_vals = np.arange(0, 200)
            pp_vals = np.array(
                [float(pp.subs({a: aval}).evalf()) for aval in a_vals]
            )  # NOQA

            pt.plot(a_vals, pp_vals, label='s=%r' % (sval,))
        pt.legend()
        pt.gca().set_xlabel('a')
        pt.gca().set_ylabel('poisson prob after a reviews')
        fig.set_size_inches(5, 3)
        fig.savefig(
            'a-vs-thresh-poisson.png',
            dpi=300,
            bbox_inches=pt.extract_axes_extents(fig, combine=True),
        )

        fig = pt.figure(fnum=6, doclf=True)
        s_vals = [1, 2, 3, 10, 20, 30, 40, 50]
        for sval in s_vals:
            pp = binom_thresh.subs({s: sval})
            a_vals = np.arange(0, 200)
            pp_vals = np.array(
                [float(pp.subs({a: aval}).evalf()) for aval in a_vals]
            )  # NOQA
            pt.plot(a_vals, pp_vals, label='s=%r' % (sval,))
        pt.legend()
        pt.gca().set_xlabel('a')
        pt.gca().set_ylabel('binom prob after a reviews')
        fig.set_size_inches(5, 3)
        fig.savefig(
            'a-vs-thresh-binom.png',
            dpi=300,
            bbox_inches=pt.extract_axes_extents(fig, combine=True),
        )

        # -------

        fig = pt.figure(fnum=5, doclf=True)
        a_vals = [1, 2, 3, 10, 20, 30, 40, 50]
        for aval in a_vals:
            pp = poisson_thresh.subs({a: aval})
            s_vals = np.arange(1, 200)
            pp_vals = np.array(
                [float(pp.subs({s: sval}).evalf()) for sval in s_vals]
            )  # NOQA
            pt.plot(s_vals, pp_vals, label='a=%r' % (aval,))
        pt.legend()
        pt.gca().set_xlabel('s')
        pt.gca().set_ylabel('poisson prob')
        fig.set_size_inches(5, 3)
        fig.savefig(
            's-vs-thresh-poisson.png',
            dpi=300,
            bbox_inches=pt.extract_axes_extents(fig, combine=True),
        )

        fig = pt.figure(fnum=5, doclf=True)
        a_vals = [1, 2, 3, 10, 20, 30, 40, 50]
        for aval in a_vals:
            pp = binom_thresh.subs({a: aval})
            s_vals = np.arange(1, 200)
            pp_vals = np.array(
                [float(pp.subs({s: sval}).evalf()) for sval in s_vals]
            )  # NOQA
            pt.plot(s_vals, pp_vals, label='a=%r' % (aval,))
        pt.legend()
        pt.gca().set_xlabel('s')
        pt.gca().set_ylabel('binom prob')
        fig.set_size_inches(5, 3)
        fig.savefig(
            's-vs-thresh-binom.png',
            dpi=300,
            bbox_inches=pt.extract_axes_extents(fig, combine=True),
        )

    # ---------------------
    # Plot out a table

    mu_i.subs({s: 75, a: 75}).evalf()
    poisson_thresh.subs({s: 75, a: 75}).evalf()

    sval = 50
    for target, dat in target_poisson_plots.items():
        slope = np.median(np.diff(dat[1]))
        aval = int(np.ceil(sval * slope))
        thresh = float(poisson_thresh.subs({s: sval, a: aval}).evalf())
        logger.info(
            'aval={}, sval={}, thresh={}, target={}'.format(aval, sval, thresh, target)
        )

    for target, dat in target_binom_plots.items():
        slope = np.median(np.diff(dat[1]))
        aval = int(np.ceil(sval * slope))