def train_onehot_model(info):
"""
trains linear classifier with a one-hot encoding
:param info:
:return:
"""
assert info['method_name'] in ONEHOT_CLF_METHODS
data, cvindices = load_processed_data(info['data_file'])
data = split_data_by_cvindices(data,
cvindices,
fold_id=info['fold_id'],
fold_num=1,
fold_num_test=-1)
data, groups = split_groups_from_data(data=data,
group_names=data['partitions'])
data = convert_remaining_groups_to_rules(data)
data = cast_numeric_fields(data)
# group stuff
splits = groups_to_splits(groups, drop_missing=True)
group_names, group_values = groups_to_group_data(groups,
stat_field='train')
split_values, group_indicators = np.unique(group_values,
axis=0,
return_inverse=True)
if info['method_name'] == 'onehot_svm':
training_handle = lambda data: train_svm(
data, settings=None, normalize_variables=False)
else: #info['method_name'] == 'onehot_lr':
training_handle = lambda data: train_logreg(
data, settings=None, normalize_variables=False)
if info['attr_id'] == 'none':
S = np.zeros_like(group_indicators)
elif info['attr_id'] == 'all':
S = group_indicators
training_splits = split_values
else:
matched_attr = np.flatnonzero(
[info['attr_id'].lower() == g.lower() for g in group_names])
training_splits, S = np.unique(group_values[:, matched_attr],
axis=0,
return_inverse=True)
# train blind classifier
pooled_model = training_handle({
'X': data['X'],
'Y': data['Y'],
'variable_names': data['variable_names']
})
# train group-specific models
model_dict = {}
groups_to_models = {}
if info['attr_id'] == 'none':
model_dict[0] = deepcopy(pooled_model)
for k, s in enumerate(splits):
groups_to_models[s] = 0
else:
coefficient_idx = get_variable_indices(data, include_intercept=False)
# find majority group
model_ids, subgroup_counts = np.unique(S, return_counts=True)
majority_group_id = np.argmax(subgroup_counts)
minority_group_ids = np.delete(model_ids, majority_group_id)
# create group indicator variables
Z = np.vstack([np.isin(S, s)
for s in model_ids]).transpose().astype('float')
assert np.isclose(Z.sum(axis=1), 1.0).all()
Z = Z[:, minority_group_ids]
Z_names = [
'Subgroup_is_%s' % ''.join(training_splits[s])
for s in minority_group_ids
]
ZX = np.concatenate((Z, data['X']), axis=1)
ZX_names = Z_names + data['variable_names']
# setup parameters for model object
baseline_model = training_handle({
'X': ZX,
'Y': data['Y'],
'variable_names': ZX_names
})
baseline_intercept = float(baseline_model._intercept)
baseline_coefficients = np.array(
baseline_model._coefficients).flatten()
coef_idx = np.arange(len(ZX_names))
Z_coef_idx = np.arange(len(Z_names))
X_coef_idx = np.setdiff1d(coef_idx, Z_coef_idx)
baseline_coefs = np.copy(baseline_coefficients[X_coef_idx])
subgroup_coefs = np.copy(baseline_coefficients[Z_coef_idx])
subgroup_coefs = np.insert(arr=subgroup_coefs,
obj=majority_group_id,
values=0.0)
if info['attr_id'] == 'all':
subgroup_intercepts = np.array(subgroup_coefs)
else:
subgroup_intercepts = np.repeat(np.nan, len(splits))
for model_id, s in enumerate(training_splits):
matched_subgroups = np.flatnonzero(
np.isin(split_values[:, matched_attr], s).flatten())
if model_id == majority_group_id:
subgroup_intercepts[matched_subgroups] = 0.0
else:
subgroup_intercepts[matched_subgroups] = subgroup_coefs[
model_id]
assert np.isfinite(subgroup_intercepts).all()
assert np.any(subgroup_intercepts == 0.0)
# create new models for each group
for k, s in enumerate(splits):
model_info = {
'intercept':
float(baseline_intercept + subgroup_intercepts[k]),
'coefficients': np.copy(baseline_coefs),
'coefficient_idx': coefficient_idx,
}
training_info = dict(baseline_model.training_info)
training_info['split'] = s
model = ClassificationModel(predict_handle=lambda X: np.sign(
X.dot(model_info['coefficients']) + model_info['intercept']),
model_type=ClassificationModel.
LINEAR_MODEL_TYPE,
model_info=model_info,
training_info=training_info)
model_dict[k] = model
groups_to_models[s] = k
decoupled_models = [model_dict[k] for k in range(len(model_dict))]
assert check_model_assignment(groups_to_models, groups, decoupled_models)
clf_set = DecoupledClassifierSet(data=data,
groups=groups,
pooled_model=pooled_model,
decoupled_models=decoupled_models,
groups_to_models=groups_to_models)
info.update({'clf_set': clf_set})
return info
def train_decoupled_models(info):
assert info['method_name'] in DECOUPLED_CLF_METHODS
data, cvindices = load_processed_data(info['data_file'])
data = split_data_by_cvindices(data,
cvindices,
fold_id=info['fold_id'],
fold_num=1,
fold_num_test=-1)
data, groups = split_groups_from_data(data=data,
group_names=data['partitions'])
data = convert_remaining_groups_to_rules(data)
data = cast_numeric_fields(data)
# group stuff
splits = groups_to_splits(groups, drop_missing=True)
group_names, group_values = groups_to_group_data(groups,
stat_field='train')
split_values, group_indicators = np.unique(group_values,
axis=0,
return_inverse=True)
# set method
if info['method_name'] == 'dcp_svm':
training_handle = lambda data: train_svm(
data, settings=None, normalize_variables=False)
else: #info['method_name'] == 'dcp_lr':
training_handle = lambda data: train_logreg(
data, settings=None, normalize_variables=False)
if info['attr_id'] == 'none':
S = np.zeros_like(group_indicators)
elif info['attr_id'] == 'all':
S = group_indicators
sensitive_splits = split_values
else:
matched_attr = np.flatnonzero(
[info['attr_id'].lower() == g.lower() for g in group_names])
sensitive_splits, S = np.unique(group_values[:, matched_attr],
axis=0,
return_inverse=True)
# train pooled classifier
pooled_model = training_handle({
'X': data['X'],
'Y': data['Y'],
'variable_names': data['variable_names']
})
# train decoupled classifiers
model_ids = np.unique(S)
groups_to_models = {}
model_dict = {}
if info['attr_id'] == 'none':
model_dict[0] = deepcopy(pooled_model)
for k, s in enumerate(splits):
groups_to_models[s] = 0
elif info['attr_id'] == 'all':
for group_id in model_ids:
idx = S == group_id
split = tuple(zip(group_names, sensitive_splits[group_id]))
groups_to_models[split] = group_id
model = training_handle({
'X': data['X'][idx, :],
'Y': data['Y'][idx],
'variable_names': data['variable_names']
})
model_dict[group_id] = model
else:
for model_id, s in enumerate(sensitive_splits):
idx = S == model_id
model_dict[model_id] = training_handle({
'X':
data['X'][idx, :],
'Y':
data['Y'][idx],
'variable_names':
data['variable_names']
})
assignment_idx = np.isin(split_values[:, matched_attr],
s).flatten()
matched_full_values = split_values[assignment_idx, :]
for vals in matched_full_values:
split = tuple([(g, z) for g, z in zip(group_names, vals)])
groups_to_models[split] = model_id
decoupled_models = [model_dict[k] for k in range(len(model_dict))]
assert check_model_assignment(groups_to_models, groups, decoupled_models)
clf_set = DecoupledClassifierSet(data=data,
groups=groups,
pooled_model=pooled_model,
decoupled_models=decoupled_models,
groups_to_models=groups_to_models)
info.update({
'clf_set': clf_set,
})
return info
def train_coupled_model(info):
assert info['method_name'] in COUPLED_CLF_METHODS
data, cvindices = load_processed_data(info['data_file'])
data = split_data_by_cvindices(data,
cvindices,
fold_id=info['fold_id'],
fold_num=1,
fold_num_test=-1)
data, groups = split_groups_from_data(data=data,
group_names=data['partitions'])
data = convert_remaining_groups_to_rules(data)
data = cast_numeric_fields(data)
# group stuff
splits = groups_to_splits(groups, drop_missing=True)
group_names, group_values = groups_to_group_data(groups,
stat_field='train')
split_values, group_indicators = np.unique(group_values,
axis=0,
return_inverse=True)
# add intercept
data = add_intercept(data)
method_specs = info['method_name'].split('_')
pooled_model_type = method_specs[1]
if method_specs[2] == 'svm':
loss_function = CoupledRiskMinimizer.LOSS_SVM
else:
loss_function = CoupledRiskMinimizer.LOSS_LOGISTIC
pooled_params = {
'EPS':
1e-3,
'cons_type':
CoupledRiskMinimizer.CONSTRAINT_PARITY if pooled_model_type == 'parity'
else CoupledRiskMinimizer.CONSTRAINT_NONE,
}
decoupled_params = cons_params = {
'cons_type': CoupledRiskMinimizer.CONSTRAINT_PREFERED_BOTH,
'tau': 0.1,
'print_flag': True
}
if info['attr_id'] == 'all':
S = group_indicators
sensitive_splits = split_values
elif info['attr_id'] == 'none':
S = np.zeros_like(group_indicators)
else:
matched_attr = np.flatnonzero(
[info['attr_id'].lower() == g.lower() for g in group_names])
sensitive_splits, S = np.unique(group_values[:, matched_attr],
axis=0,
return_inverse=True)
# train pooled classifier
pooled_clf = CoupledRiskMinimizer(loss_function,
lam=1e-5,
train_multiple=False,
sparse_formulation=True)
pooled_clf.fit(X=data['X'],
y=data['Y'],
x_sensitive=S,
cons_params=pooled_params)
pooled_model = pooled_clf.classifier()
debug = {'pooled_clf': pooled_clf}
# train preference based classifier
groups_to_models = {}
if info['attr_id'] == 'none':
for s in splits:
groups_to_models[tuple(s)] = 0
decoupled_models = [deepcopy(pooled_model)]
else:
_, dist_dict = pooled_clf.get_distance_boundary(X=data['X'],
x_sensitive=S)
switch_margins = pooled_clf.switch_margins(dist_dict)
lam = {k: 1e-3 for k in np.unique(S)}
decoupled_params['s_val_to_cons_sum'] = switch_margins
clf = CoupledRiskMinimizer(loss_function,
lam=lam,
train_multiple=True,
sparse_formulation=True)
clf.fit(X=data['X'],
y=data['Y'],
x_sensitive=S,
cons_params=cons_params)
group_models = clf.classifier()
if info['attr_id'] == 'all':
for group_id in group_models.keys():
split = tuple(zip(group_names, sensitive_splits[group_id]))
groups_to_models[split] = group_id
else:
for s in split_values:
# determine split
split = tuple([(g, z) for g, z in zip(group_names, s)])
# find model
sensitive_values = s[matched_attr]
model_id = int(
np.flatnonzero(sensitive_values == sensitive_splits))
groups_to_models[split] = model_id
# build classifier sets
decoupled_models = [group_models[i] for i in range(len(group_models))]
for k, w in clf.w.items():
assert np.isclose(decoupled_models[k].coefficients, w[1:]).all()
assert np.isclose(decoupled_models[k].intercept, w[0])
debug.update({'clf': clf})
assert check_model_assignment(groups_to_models, groups, decoupled_models)
clf_set = DecoupledClassifierSet(data=data,
groups=groups,
pooled_model=pooled_model,
decoupled_models=decoupled_models,
groups_to_models=groups_to_models)
info.update({'clf_set': clf_set, 'debug': debug})
return info