# base calibration metric # https://github.com/JonathanWenger/pycalib/blob/master/pycalib/scoring.py # https://github.com/google-research/robustness_metrics/blob/master/robustness_metrics/metrics/uncertainty.py # https://github.com/kjdhfg/fd-shifts from __future__ import annotations import scipy import sklearn.utils.validation from dataclasses import dataclass from functools import cached_property from typing import Any import pandas as pd import numpy as np import numpy.typing as npt from collections import OrderedDict from sklearn import metrics as skm import evaluate as HF_evaluate ArrayType = npt.NDArray[np.floating] ## https://github.com/IML-DKFZ/fd-shifts/blob/main/fd_shifts/analysis/confid_scores.py#L20 # ----------------------------------- general metrics with consistent metric(y_true, p_hat) API ----------------------------------- def f1_w(y_true, p_hat, y_hat=None): if y_hat is None: y_hat = np.argmax(p_hat, axis=-1) return skm.f1_score(y_true, y_hat, average="weighted") def f1_micro(y_true, p_hat, y_hat=None): if y_hat is None: y_hat = np.argmax(p_hat, axis=-1) return skm.f1_score(y_true, y_hat, average="micro") def f1_macro(y_true, p_hat, y_hat=None): if y_hat is None: y_hat = np.argmax(p_hat, axis=-1) return skm.f1_score(y_true, y_hat, average="macro") # Pure numpy and TF implementations of proper losses (as metrics) ----------------------------------- def brier_loss(y_true, p_hat): r"""Brier score. If the true label is k, while the predicted vector of probabilities is [y_1, ..., y_n], then the Brier score is equal to \sum_{i != k} y_i^2 + (y_k - 1)^2. The smaller the Brier score, the better, hence the naming with "loss". Across all items in a set N predictions, the Brier score measures the mean squared difference between (1) the predicted probability assigned to the possible outcomes for item i, and (2) the actual outcome. Therefore, the lower the Brier score is for a set of predictions, the better the predictions are calibrated. Note that the Brier score always takes on a value between zero and one, since this is the largest possible difference between a predicted probability (which must be between zero and one) and the actual outcome (which can take on values of only 0 and 1). The Brier loss is composed of refinement loss and calibration loss. """ N = len(y_true) K = p_hat.shape[-1] if y_true.shape != p_hat.shape: zeros = scipy.sparse.lil_matrix((N, K)) for i in range(N): zeros[i, y_true[i]] = 1 if not np.isclose(np.sum(p_hat), len(p_hat)): p_hat = scipy.special.softmax(p_hat, axis=-1) return np.mean(np.sum(np.array(p_hat - zeros) ** 2, axis=1)) def nll(y_true, p_hat): r"""Multi-class negative log likelihood. If the true label is k, while the predicted vector of probabilities is [p_1, ..., p_K], then the negative log likelihood is -log(p_k). Does not require onehot encoding """ labels = np.arange(p_hat.shape[-1]) return skm.log_loss(y_true, p_hat, labels=labels) def accuracy(y_true, p_hat): y_pred = np.argmax(p_hat, axis=-1) return sklearn.metrics.accuracy_score(y_true=y_true, y_pred=y_pred) AURC_DISPLAY_SCALE = 1 # 1000 """ From: https://web.stanford.edu/class/archive/cs/cs224n/cs224n.1204/reports/custom/report52.pdf The risk-coverage (RC) curve [28, 16] is a measure of the trade-off between the coverage (the proportion of test data encountered), and the risk (the error rate under this coverage). Since each prediction comes with a confidence score, given a list of prediction correctness Z paired up with the confidence scores C, we sort C in reverse order to obtain sorted C' , and its corresponding correctness Z' . Note that the correctness is computed based on Exact Match (EM) as described in [22]. The RC curve is then obtained by computing the risk of the coverage from the beginning of Z' (most confident) to the end (least confident). In particular, these metrics evaluate the relative order of the confidence score, which means that we want wrong answers have lower confidence score than the correct ones, ignoring their absolute values. Source: https://github.com/kjdhfg/fd-shifts References: ----------- [1] Jaeger, P.F., Lüth, C.T., Klein, L. and Bungert, T.J., 2022. A Call to Reflect on Evaluation Practices for Failure Detection in Image Classification. arXiv preprint arXiv:2211.15259. [2] Kamath, A., Jia, R. and Liang, P., 2020. Selective Question Answering under Domain Shift. In Proceedings of the 58th Annual Meeting of the Association for Computational Linguistics (pp. 5684-5696). """ @dataclass class StatsCache: """Cache for stats computed by scikit used by multiple metrics. Attributes: confids (array_like): Confidence values correct (array_like): Boolean array (best converted to int) where predictions were correct """ confids: npt.NDArray[Any] correct: npt.NDArray[Any] @cached_property def roc_curve_stats(self) -> tuple[npt.NDArray[Any], npt.NDArray[Any]]: fpr, tpr, _ = skm.roc_curve(self.correct, self.confids) return fpr, tpr @property def residuals(self) -> npt.NDArray[Any]: return 1 - self.correct @cached_property def rc_curve_stats(self) -> tuple[list[float], list[float], list[float]]: coverages = [] risks = [] n_residuals = len(self.residuals) idx_sorted = np.argsort(self.confids) coverage = n_residuals error_sum = sum(self.residuals[idx_sorted]) coverages.append(coverage / n_residuals) risks.append(error_sum / n_residuals) weights = [] tmp_weight = 0 for i in range(0, len(idx_sorted) - 1): coverage = coverage - 1 error_sum = error_sum - self.residuals[idx_sorted[i]] selective_risk = error_sum / (n_residuals - 1 - i) tmp_weight += 1 if i == 0 or self.confids[idx_sorted[i]] != self.confids[idx_sorted[i - 1]]: coverages.append(coverage / n_residuals) risks.append(selective_risk) weights.append(tmp_weight / n_residuals) tmp_weight = 0 # add a well-defined final point to the RC-curve. if tmp_weight > 0: coverages.append(0) risks.append(risks[-1]) weights.append(tmp_weight / n_residuals) return coverages, risks, weights def aurc(stats_cache: StatsCache): """auc metric function Args: stats_cache (StatsCache): StatsCache object Returns: metric value Important for assessment: LOWER is better! """ _, risks, weights = stats_cache.rc_curve_stats return sum([(risks[i] + risks[i + 1]) * 0.5 * weights[i] for i in range(len(weights))]) * AURC_DISPLAY_SCALE def aurc_logits(references, predictions, plot=False, get_cache=False, use_as_is=False): if not use_as_is: if not np.isclose(np.sum(references), len(references)): references = (np.argmax(predictions, -1) == references).astype(int) # correctness if not np.isclose(np.sum(predictions), len(predictions)): predictions = scipy.special.softmax(predictions, axis=-1) if predictions.ndim == 2: predictions = np.max(predictions, -1) cache = StatsCache(confids=predictions, correct=references) if plot: coverages, risks, weights = cache.rc_curve_stats pd.options.plotting.backend = "plotly" df = pd.DataFrame(zip(coverages, risks, weights), columns=["% Coverage", "% Risk", "weights"]) fig = df.plot(x="% Coverage", y="% Risk") fig.show() if get_cache: return {"aurc": aurc(cache), "cache": cache} return aurc(cache) def multi_aurc_plot(caches, names, aurcs=None, verbose=False): pd.options.plotting.backend = "plotly" df = pd.DataFrame() for cache, name in zip(caches, names): coverages, risks, weights = cache.rc_curve_stats df[name] = pd.Series(risks, index=coverages) if verbose: print(df.head(), df.index, df.columns) fig = df.plot() title = "" if aurcs is not None: title = "AURC: " + " - ".join([str(round(aurc, 4)) for aurc in aurcs]) fig.update_layout(title=title, xaxis_title="% Coverage", yaxis_title="% Risk") fig.show() def ece_logits(references, predictions, use_as_is=False): if not use_as_is: if not np.isclose(np.sum(predictions), len(predictions)): predictions = scipy.special.softmax(predictions, axis=-1) metric = HF_evaluate.load("jordyvl/ece") kwargs = dict( n_bins=min(len(predictions) - 1, 100), scheme="equal-mass", bin_range=[0, 1], proxy="upper-edge", p=1, detail=False, ) ece_result = metric.compute( references=references, predictions=predictions, **kwargs, ) return ece_result["ECE"] METRICS = [accuracy, brier_loss, nll, f1_w, f1_macro, ece_logits, aurc_logits] def apply_metrics(y_true, y_probs, metrics=METRICS): predictive_performance = OrderedDict() for metric in metrics: try: predictive_performance[f"{metric.__name__.replace('_logits', '')}"] = metric(y_true, y_probs) except Exception as e: print(e) # print(json.dumps(predictive_performance, indent=4)) return predictive_performance def evaluate_coverages( logits, labels, confidence, coverages=[100, 99, 98, 97, 95, 90, 85, 80, 75, 70, 60, 50, 40, 30, 20, 10] ): correctness = np.equal(logits.argmax(-1), labels) abstention_results = list(zip(list(confidence), list(correctness))) # sort the abstention results according to their reservations, from high to low abstention_results.sort(key=lambda x: x[0]) # get the "correct or not" list for the sorted results sorted_correct = list(map(lambda x: int(x[1]), abstention_results)) size = len(sorted_correct) print("Abstention Logit: accuracy of coverage ") # 1-risk for coverage in coverages: covered_correct = sorted_correct[: round(size / 100 * coverage)] print("{:.0f}: {:.3f}, ".format(coverage, sum(covered_correct) / len(covered_correct) * 100.0), end="") print("") sr_results = list(zip(list(logits.max(-1)), list(correctness))) # sort the abstention results according to Softmax Response scores, from high to low sr_results.sort(key=lambda x: -x[0]) # get the "correct or not" list for the sorted results sorted_correct = list(map(lambda x: int(x[1]), sr_results)) size = len(sorted_correct) print("Softmax Response: accuracy of coverage ") for coverage in coverages: covered_correct = sorted_correct[: round(size / 100 * coverage)] print("{:.0f}: {:.3f}, ".format(coverage, sum(covered_correct) / len(covered_correct) * 100.0), end="") print("") def compute_metrics(eval_preds): logits, labels = eval_preds # output of forward if isinstance(logits, tuple): confidence = logits[1] logits = logits[0] if confidence.size == logits.shape[0]: evaluate_coverages(logits, labels, confidence) results = apply_metrics(labels, logits) return results