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#!/usr/local/bin/python3
# avenir-python: Machine Learning
# Author: Pranab Ghosh
#
# Licensed under the Apache License, Version 2.0 (the "License"); you
# may not use this file except in compliance with the License. You may
# obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
# implied. See the License for the specific language governing
# permissions and limitations under the License.
# Package imports
import os
import sys
import matplotlib.pyplot as plt
import numpy as np
import sklearn as sk
from sklearn.neighbors import KDTree
import matplotlib
import random
import jprops
from random import randint
import statistics
sys.path.append(os.path.abspath("../lib"))
from util import *
from mlutil import *
from tnn import *
from stats import *
"""
neural model calibration
"""
class ModelCalibration(object):
def __init__(self):
pass
@staticmethod
def findModelCalibration(model):
"""
pmodel calibration
"""
FeedForwardNetwork.prepValidate(model)
FeedForwardNetwork.validateModel(model)
yPred = model.yPred.flatten()
yActual = model.validOutData.flatten()
nsamp = len(yActual)
#print(yPred.shape)
#print(yActual.shape)
nBins = model.config.getIntConfig("calibrate.num.bins")[0]
prThreshhold = model.config.getFloatConfig("calibrate.pred.prob.thresh")[0]
minConf = yPred.min()
maxConf = yPred.max()
bsize = (maxConf - minConf) / nBins
#print("minConf {:.3f} maxConf {:.3f} bsize {:.3f}".format(minConf, maxConf, bsize))
blist = list(map(lambda i : None, range(nBins)))
#binning
for yp, ya in zip(yPred, yActual):
indx = int((yp - minConf) / bsize)
if indx == nBins:
indx = nBins - 1
#print("yp {:.3f} indx {}".format(yp, indx))
pair = (yp, ya)
plist = blist[indx]
if plist is None:
plist = list()
blist[indx] = plist
plist.append(pair)
x = list()
y = list()
yideal = list()
ece = 0
mce = 0
# per bin confidence and accuracy
b = 0
for plist in blist:
if plist is not None:
#confidence
ypl = list(map(lambda p : p[0], plist))
ypm = statistics.mean(ypl)
x.append(ypm)
#accuracy
ypcount = 0
for p in plist:
yp = 1 if p[0] > prThreshhold else 0
if (yp == 1 and p[1] == 1):
ypcount += 1
acc = ypcount / len(plist)
y.append(acc)
yideal.append(ypm)
ce = abs(ypm - acc)
ece += len(plist) * ce
if ce > mce:
mce = ce
else:
ypm = minConf + (b + 0.5) * bsize
x.append(ypm)
yideal.append(ypm)
y.append(0)
b += 1
#calibration plot
drawPairPlot(x, y, yideal, "confidence", "accuracy", "actual", "ideal")
print("confidence\taccuracy")
for z in zip(x,y):
print("{:.3f}\t{:.3f}".format(z[0], z[1]))
#expected calibration error
ece /= nsamp
print("expected calibration error\t{:.3f}".format(ece))
print("maximum calibration error\t{:.3f}".format(mce))
@staticmethod
def findModelCalibrationLocal(model):
"""
pmodel calibration based k nearest neghbors
"""
FeedForwardNetwork.prepValidate(model)
FeedForwardNetwork.validateModel(model)
yPred = model.yPred.flatten()
yActual = model.validOutData.flatten()
nsamp = len(yActual)
neighborCnt = model.config.getIntConfig("calibrate.num.nearest.neighbors")[0]
prThreshhold = model.config.getFloatConfig("calibrate.pred.prob.thresh")[0]
fData = model.validFeatData.numpy()
tree = KDTree(fData, leaf_size=4)
dist, ind = tree.query(fData, k=neighborCnt)
calibs = list()
#all data
for si, ni in enumerate(ind):
conf = 0
ypcount = 0
#all neighbors
for i in ni:
conf += yPred[i]
yp = 1 if yPred[i] > prThreshhold else 0
if (yp == 1 and yActual[i] == 1):
ypcount += 1
conf /= neighborCnt
acc = ypcount / neighborCnt
calib = (si, conf, acc)
calibs.append(calib)
#descending sort by difference between confidence and accuracy
calibs = sorted(calibs, key=lambda c : abs(c[1] - c[2]), reverse=True)
print("local calibration")
print("conf\taccu\trecord")
for i in range(19):
si, conf, acc = calibs[i]
rec = toStrFromList(fData[si], 3)
print("{:.3f}\t{:.3f}\t{}".format(conf, acc, rec))
@staticmethod
def findModelSharpness(model):
"""
pmodel calibration
"""
FeedForwardNetwork.prepValidate(model)
FeedForwardNetwork.validateModel(model)
yPred = model.yPred.flatten()
yActual = model.validOutData.flatten()
nsamp = len(yActual)
#print(yPred.shape)
#print(yActual.shape)
nBins = model.config.getIntConfig("calibrate.num.bins")[0]
prThreshhold = model.config.getFloatConfig("calibrate.pred.prob.thresh")[0]
minConf = yPred.min()
maxConf = yPred.max()
bsize = (maxConf - minConf) / nBins
#print("minConf {:.3f} maxConf {:.3f} bsize {:.3f}".format(minConf, maxConf, bsize))
blist = list(map(lambda i : None, range(nBins)))
#binning
for yp, ya in zip(yPred, yActual):
indx = int((yp - minConf) / bsize)
if indx == nBins:
indx = nBins - 1
#print("yp {:.3f} indx {}".format(yp, indx))
pair = (yp, ya)
plist = blist[indx]
if plist is None:
plist = list()
blist[indx] = plist
plist.append(pair)
y = list()
ypgcount = 0
# per bin confidence and accuracy
for plist in blist:
#ypl = list(map(lambda p : p[0], plist))
#ypm = statistics.mean(ypl)
#x.append(ypm)
ypcount = 0
for p in plist:
yp = 1 if p[0] > prThreshhold else 0
if (yp == 1 and p[1] == 1):
ypcount += 1
ypgcount += 1
acc = ypcount / len(plist)
y.append(acc)
print("{} {}".format(ypgcount, nsamp))
accg = ypgcount / nsamp
accgl = [accg] * nBins
x = list(range(nBins))
drawPairPlot(x, y, accgl, "discretized confidence", "accuracy", "local", "global")
contrast = list(map(lambda acc : abs(acc - accg), y))
contrast = statistics.mean(contrast)
print("contrast {:.3f}".format(contrast))
"""
neural model robustness
"""
class ModelRobustness(object):
def __init__(self):
pass
def localPerformance(self, model, fpath, nsamp, neighborCnt):
"""
local performnance sampling
"""
#load data
fData, oData = FeedForwardNetwork.prepData(model, fpath)
#print(type(fData))
#print(type(oData))
#print(fData.shape)
dsize = fData.shape[0]
ncol = fData.shape[1]
#kdd
tree = KDTree(fData, leaf_size=4)
scores = list()
indices = list()
for _ in range(nsamp):
indx = randomInt(0, dsize - 1)
indices.append(indx)
frow = fData[indx]
frow = np.reshape(frow, (1, ncol))
dist, ind = tree.query(frow, k=neighborCnt)
ind = ind[0]
vfData = fData[ind]
voData = oData[ind]
#print(type(vfData))
#print(vfData.shape)
#print(type(voData))
#print(voData.shape)
model.setValidationData((vfData, voData), False)
score = FeedForwardNetwork.validateModel(model)
scores.append(score)
#performance distribution
m, s = basicStat(scores)
print("model performance: mean {:.3f}\tstd dev {:.3f}".format(m,s))
drawHist(scores, "model accuracy", "accuracy", "frequency")
#worst performance
lscores = sorted(zip(indices, scores), key=lambda s : s[1])
print(lscores[:5])
lines = getFileLines(fpath, None)
print("worst performing features regions")
for i,s in lscores[:5]:
print("score {:.3f}\t{}".format(s, lines[i]))
"""
conformal prediction for regression
"""
class ConformalRegressionPrediction(object):
def __init__(self):
self.calibration = dict()
def calibrate(self, ypair, confBound):
""" n
calibration for conformal prediction
"""
cscores = list()
ymax = None
ymin = None
for yp, ya in ypair:
cscore = abs(yp - ya)
cscores.append(cscore)
if ymax is None:
ymax = ya
ymin = ya
else:
ymax = ya if ya > ymax else ymax
ymin = ya if ya < ymin else ymin
cscores.sort()
drawHist(cscores, "conformal score distribution", "conformal score", "frequency", 20)
cbi = int(confBound * len(cscores))
scoreConfBound = cscores[cbi]
self.calibration["scoreConfBound"] = scoreConfBound
self.calibration["ymin"] = ymin
self.calibration["ymax"] = ymax
print(self.calibration)
def saveCalib(self, fPath):
"""
saves scoformal score calibration
"""
saveObject(self.calibration, fPath)
def restoreCalib(self, fPath):
"""
saves scoformal score calibration
"""
self.calibration = restoreObject(fPath)
print(self.calibration)
def getPredRange(self, yp, nstep=100):
"""
get prediction range and related data
"""
ymin = self.calibration["ymin"]
ymax = self.calibration["ymax"]
step = (ymax - ymin) / nstep
scoreConfBound = self.calibration["scoreConfBound"]
rmin = None
rmax = None
rcount = 0
#print(ymin, ymax, step)
for ya in np.arange(ymin, ymax, step):
cscore = abs(yp - ya)
if cscore < scoreConfBound:
if rmin is None:
#lower bound
rmin = ya
rmax = ya
else:
#keep updating upper bound
rmax = ya if ya > rmax else rmax
rcount += 1
else:
if rmax is not None and rcount > 0:
#past upper bound
break
res = dict()
res["predRangeMin"] = rmin
res["predRangeMax"] = rmax
accepted = yp >= rmin and yp <= rmax
res["status"] = "accepted" if accepted else "rejected"
conf = 1.0 - (rmax - rmin) / (ymax - ymin)
res["confidence"] = conf
return res