FairTargetSim / utils.py
Dalia Gala
Add application file
686717d
#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on Thu May 25 15:04:19 2023
@author: daliagala
"""
### IMPORT LIBRARIES ###
import streamlit as st
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import plotly.express as px
import seaborn as sns
import math
from sklearn.decomposition import PCA
from numpy import random
from sklearn.metrics import confusion_matrix
from sklearn import svm
from sklearn import metrics
from sklearn.metrics import accuracy_score
from statkit.non_parametric import bootstrap_score
import plotly.graph_objects as go
### FUNCTIONS ###
# Function: add labels by probabilities
def assign_labels_by_probabilities(df, scores_col, label_col, probs_col, quantile=0.85, num_samples=100):
# Sort the dataframe by scores column in descending order
annotated = df.sort_values(by=scores_col, ascending=False)
annotated.reset_index(drop=True, inplace=True)
# Assign probability of 0 to bottom whatever quantile of scores
annotated.loc[annotated[scores_col] < annotated[scores_col].quantile(quantile), probs_col] = 0
# Count the number of NaN values in the probabilities column - how many scores left
num_nans = annotated[probs_col].isna().sum()
# Write a linear function to assign increasing probabilities
function = np.linspace(start=0.99, stop=0.01, num=num_nans)
sum_func = np.sum(function)
function = function/sum_func
function = pd.Series(function)
# Assign increasing probabilities to all NaNs
annotated[probs_col].fillna(value=function, inplace=True)
# Randomly select users based on assigned probabilities
selected = random.choice(annotated["user_id"], size=num_samples,replace=False, p=annotated[probs_col])
annotated[label_col] = 0
annotated.loc[annotated['user_id'].isin(selected), label_col] = 1
return annotated
# A function to remove protected characteristics and useless data
def drop_data(df):
labels_to_drop = ["user_id", "age", "gender", "education level", "country", "test_run_id", "battery_id", "time_of_day",
"model_A_scores", "model_B_scores", "Model_A_probabilities", "Model_B_probabilities"]
clean = df.drop(labels_to_drop, axis = 1)
return clean
# A function to train an SVM
def train_and_predict(name, X_train, X_test, y_train, y_test, kernel='poly'):
# Define X and Y data
name=name
# Create a svm Classifier
clf = svm.SVC(kernel=kernel, probability = True) # Polynomial Kernel
# Train the model using the training sets
model = clf.fit(X_train, y_train.values.ravel())
# Predict the response for test dataset
y_pred = clf.predict(X_test)
cm = confusion_matrix(y_pred, y_test)
# Predict the probabilities for test dataset
y_pred_proba = clf.predict_proba(X_test)
# Change class probabilities into 2 flat numpy arrays
array1 = y_pred_proba[:, 0].reshape(-1, 1).flatten()
array2 = y_pred_proba[:, 1].reshape(-1, 1).flatten()
# Append predictions to X_test dataframe
X_eval = X_test.copy(deep=True)
X_eval[f"Predicted_%s" % name] = y_pred
# Append probability predictions to X_test dataframe
X_eval[f"Prob_0_%s" % name] = array1
X_eval[f"Prob_1_%s" % name] = array2
# Mark which data was used for training
X_tr = X_train.copy(deep = True)
X_tr[f"Predicted_%s" % name] = "train"
# Concatenate training and test data
X_full = pd.concat([X_eval, X_tr])
# Reset index and retain old index to be able to get back to sensitive data
X_full = X_full.reset_index()
# Calculate accuracy
accuracy = metrics.accuracy_score(y_test, y_pred)
# Calculate precision
precision = metrics.precision_score(y_test, y_pred)
# Calculate recall
recall = metrics.recall_score(y_test, y_pred)
baseline_accuracy = bootstrap_score(y_test, y_pred, metric=accuracy_score, random_state=5)
return accuracy, precision, recall, X_full, cm, baseline_accuracy
# A function to display proportional representation of protected characteristics
def display_proportional(data, protected_characteristic, which_model):
if protected_characteristic == 'age':
bins= [18,20,30,40,50,60,70,80,90]
labels = ['18-20','21-30','31-40','41-50','51-60','61-70','71-80','81-90']
data['age_bins'] = pd.cut(data['age'], bins=bins, labels=labels, right=False)
data_all = data.loc[data[which_model] != "train"]
info_all = data_all["age_bins"].value_counts()
data_sel = data.loc[data[which_model] == 1]
info_sel = data_sel["age_bins"].value_counts()
dict_all = dict(info_all)
dict_sel = dict(info_sel)
for key in dict_all.keys():
if key not in dict_sel.keys():
dict_sel[key] = 0
dict_percentage = {k: round(((dict_sel[k] / dict_all[k])*100), 2) for k in dict_all if k in dict_sel}
values = []
for label in labels:
values.append(dict_percentage[label])
fig = px.bar(x = labels, y = values, text_auto='.2s')
fig.update_layout(yaxis_title="percentage value", xaxis_title="category")
st.plotly_chart(fig, use_container_width=True)
else:
data_all = data.loc[data[which_model] != "train"]
info_all = data_all[protected_characteristic].value_counts()
data_sel = data.loc[data[which_model] == 1]
info_sel = data_sel[protected_characteristic].value_counts()
dict_all = dict(info_all)
dict_sel = dict(info_sel)
for key in dict_all.keys():
if key not in dict_sel.keys():
dict_sel[key] = 0
dict_percentage = {k: round(((dict_sel[k] / dict_all[k])*100), 2) for k in dict_all if k in dict_sel}
names = list(dict_percentage.keys())
values = list(dict_percentage.values())
fig = px.bar(x = names, y = values, text_auto='.2s')
fig.update_layout(yaxis_title="percentage value", xaxis_title="category")
st.plotly_chart(fig, use_container_width=True)
# A function to plot data depending on data type
def plot_data(data, protected_characteristic, colour_code):
if protected_characteristic == 'age':
mean = data.loc[:, 'age'].mean().round(2)
st.markdown(f':green[The mean age for this group is %s years.]' % mean)
bin_width= 1
nbins = math.ceil((data["age"].max() - data["age"].min()) / bin_width)
fig = px.histogram(data, x='age', nbins=nbins)
fig.update_layout(margin=dict(l=20, r=20, t=30, b=0))
st.plotly_chart(fig, use_container_width=True)
elif protected_characteristic == 'education level':
data = data[protected_characteristic].value_counts().to_frame().reset_index()
fig = px.bar(data, x=data.iloc[:,1], y=data.iloc[:,0], orientation='h',color=data.iloc[:,1])
fig.update_layout(margin=dict(l=20, r=20, t=30, b=0))
fig.update_coloraxes(showscale=False)
fig.update_layout(yaxis_title=None)
fig.update_layout(xaxis_title=None)
st.plotly_chart(fig, use_container_width=True)
else:
data = data[protected_characteristic].value_counts().to_frame().reset_index()
fig = px.pie(data, values=data.iloc[:,1], names=data.iloc[:,0], color = data.iloc[:,0],
height=300, width=200, color_discrete_map=colour_code)
fig.update_layout(margin=dict(l=20, r=20, t=30, b=0))
st.plotly_chart(fig, use_container_width=True)
# A function to run PCA with custom no of components using sklearn
def run_PCA(df, drop_1, retain_this, n):
df_clean = df.drop(columns = [drop_1, retain_this, "index"])
labels = list(df_clean.columns)
pca = PCA(n_components=n)
principalComponents = pca.fit_transform(df_clean)
if n == 2:
principalDf = pd.DataFrame(data = principalComponents, columns = ['principal component 1', 'principal component 2'])
else:
principalDf = pd.DataFrame(data = principalComponents, columns = ['principal component 1', 'principal component 2', 'principal component 3'])
finalDf = pd.concat([principalDf, df[[retain_this]]], axis = 1)
finalDf2 = finalDf.rename(columns = {retain_this : 'target'})
coeff = np.transpose(pca.components_[0:2, :])
return pca, finalDf2, labels, coeff, principalComponents
# Plot confusion matrices as heatmaps
def create_confusion_matrix_heatmap(confusion_matrix, model):
group_names = ['True Negative (TN)','False Positive (FP)','False Negative (FN)','True Positive (TP)']
group_counts = ["{0:0.0f}".format(value) for value in confusion_matrix.flatten()]
group_percentages = ["{0:.2%}".format(value) for value in confusion_matrix.flatten()/np.sum(confusion_matrix)]
labels = [f"{v1}<br>{v2}<br>{v3}" for v1, v2, v3 in zip(group_names,group_counts,group_percentages)]
labels = np.asarray(labels).reshape(2,2)
layout = {
"title": f"Confusion Matrix, {model}",
"xaxis": {
"title": "Predicted value",
"tickmode" : 'array',
"tickvals" : [0, 1],
"ticktext" : ["0", "1"]},
"yaxis": {
"title": "Actual value",
"tickmode" : 'array',
"tickvals" : [0, 1],
"ticktext" : ["0", "1"]},
}
fig = go.Figure(data=go.Heatmap(
z=confusion_matrix,
text=labels,
texttemplate="%{text}",
textfont={"size":15}), layout = layout)
st.plotly_chart(fig, use_container_width = True)
# Display model metrics as tables
def plot_conf_rates(confusion_matrix):
TN = confusion_matrix[0,0]
TP = confusion_matrix[1,1]
FP = confusion_matrix[0,1]
FN = confusion_matrix[1,0]
# Sensitivity, hit rate, recall, or true positive rate
TPR = TP/(TP+FN)
# Specificity or true negative rate
TNR = TN/(TN+FP)
# Precision or positive predictive value
PPV = TP/(TP+FP)
# Negative predictive value
NPV = TN/(TN+FN)
# Fall out or false positive rate
FPR = FP/(FP+TN)
# False negative rate
FNR = FN/(TP+FN)
# False discovery rate
FDR = FP/(TP+FP)
# Overall accuracy
ACC = (TP+TN)/(TP+FP+FN+TN)
d = {'Measure': ['True Positive Rate', 'True Negative Rate', 'Positive Predictive Value', 'Negative Predictive Value', 'False Positive Rate', 'False Negative Rate', 'False Discovery Rate'],
'Equation' : ['TPR = TP/(TP+FN)', 'TNR = TN/(TN+FP)', 'PPV = TP/(TP+FP)', 'NPV = TN/(TN+FN)', 'FPR = FP/(FP+TN)', 'FNR = FN/(TP+FN)', 'FDR = FP/(TP+FP)'],
'Score': [TPR, TNR, PPV, NPV, FPR, FNR, FDR]}
return d