Source code for gemseo.mlearning.quality_measures.error_measure

# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
#
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License version 3 as published by the Free Software Foundation.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
# Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with this program; if not, write to the Free Software Foundation,
# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
# Contributors:
#    INITIAL AUTHORS - initial API and implementation and/or initial
#                         documentation
#        :author: Syver Doving Agdestein
#    OTHER AUTHORS   - MACROSCOPIC CHANGES
"""Here is the baseclass to measure the error of machine learning algorithms.

The concept of error measure is implemented with the :class:`.MLErrorMeasure` class and
proposes different evaluation methods.
"""
from __future__ import annotations

from abc import abstractmethod
from copy import deepcopy
from typing import Final
from typing import Sequence

from numpy import arange
from numpy import atleast_1d
from numpy import delete as npdelete
from numpy import ndarray
from numpy import unique

from gemseo.datasets.io_dataset import IODataset
from gemseo.mlearning.core.supervised import MLSupervisedAlgo
from gemseo.mlearning.quality_measures.quality_measure import MeasureType
from gemseo.mlearning.quality_measures.quality_measure import MLQualityMeasure
from gemseo.utils.data_conversion import split_array_to_dict_of_arrays


[docs]class MLErrorMeasure(MLQualityMeasure): """An abstract error measure for machine learning.""" __OUTPUT_NAME_SEPARATOR: Final[str] = "#" """A string to join output names.""" _GEMSEO_MULTIOUTPUT_TO_SKLEARN_MULTIOUTPUT: Final[dict[bool, str]] = { True: "raw_values", False: "uniform_average", } """Map from the argument "multioutput" of |g| to that of sklearn.""" def __init__( self, algo: MLSupervisedAlgo, fit_transformers: bool = MLQualityMeasure._FIT_TRANSFORMERS, ) -> None: """ Args: algo: A machine learning algorithm for supervised learning. """ super().__init__(algo, fit_transformers=fit_transformers)
[docs] def compute_learning_measure( self, samples: Sequence[int] | None = None, multioutput: bool = True, as_dict: bool = False, ) -> MeasureType: """ Args: as_dict: Whether the full quality measure is returned as a mapping from ``algo.output names`` to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order of ``algo.output_names``. """ self._train_algo(samples) return self._post_process_measure( self._compute_measure( self.algo.output_data, self.algo.predict(self.algo.input_data), multioutput, ), multioutput, as_dict, )
[docs] def compute_test_measure( self, test_data: IODataset, samples: Sequence[int] | None = None, multioutput: bool = True, as_dict: bool = False, ) -> MeasureType: """ Args: as_dict: Whether the full quality measure is returned as a mapping from ``algo.output names`` to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order of ``algo.output_names``. """ self._train_algo(samples) return self._post_process_measure( self._compute_measure( test_data.get_view( group_names=test_data.OUTPUT_GROUP, variable_names=self.algo.output_names, ).to_numpy(), self.algo.predict( test_data.get_view( group_names=test_data.INPUT_GROUP, variable_names=self.algo.input_names, ).to_numpy() ), multioutput, ), multioutput, as_dict, )
[docs] def compute_leave_one_out_measure( self, samples: Sequence[int] | None = None, multioutput: bool = True, as_dict: bool = False, ) -> MeasureType: """ as_dict: Whether the full quality measure is returned as a mapping from ``algo.output names`` to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order of ``algo.output_names``. """ return self.compute_cross_validation_measure( samples=samples, n_folds=self.algo.learning_set.n_samples, multioutput=multioutput, as_dict=as_dict, )
[docs] def compute_cross_validation_measure( self, n_folds: int = 5, samples: Sequence[int] | None = None, multioutput: bool = True, randomize: bool = MLQualityMeasure._RANDOMIZE, seed: int | None = None, as_dict: bool = False, ) -> MeasureType: """ as_dict: Whether the full quality measure is returned as a mapping from ``algo.output names`` to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order of ``algo.output_names``. """ self._train_algo(samples) samples = self._assure_samples(samples) folds, samples = self._compute_folds(samples, n_folds, randomize, seed) input_data = self.algo.input_data output_data = self.algo.output_data algo = deepcopy(self.algo) qualities = [] for fold in folds: algo.learn( samples=npdelete(samples, fold), fit_transformers=self._fit_transformers ) expected = output_data[fold] predicted = algo.predict(input_data[fold]) quality = self._compute_measure(expected, predicted, multioutput) qualities.append(quality) return self._post_process_measure( sum(qualities) / len(qualities), multioutput, as_dict )
[docs] def compute_bootstrap_measure( self, n_replicates: int = 100, samples: Sequence[int] | None = None, multioutput: bool = True, seed: None | None = None, as_dict: bool = False, ) -> MeasureType: """ Args: as_dict: Whether the full quality measure is returned as a mapping from ``algo.output names`` to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order of ``algo.output_names``. """ samples = self._assure_samples(samples) self._train_algo(samples) n_samples = samples.size input_data = self.algo.input_data output_data = self.algo.output_data all_indices = arange(n_samples) algo = deepcopy(self.algo) qualities = [] generator = self._get_rng(seed) for _ in range(n_replicates): training_indices = unique(generator.choice(n_samples, n_samples)) test_indices = npdelete(all_indices, training_indices) algo.learn( [samples[index] for index in training_indices], fit_transformers=self._fit_transformers, ) test_samples = [samples[index] for index in test_indices] quality = self._compute_measure( output_data[test_samples], algo.predict(input_data[test_samples]), multioutput, ) qualities.append(quality) return self._post_process_measure( sum(qualities) / len(qualities), multioutput, as_dict )
@abstractmethod def _compute_measure( self, outputs: ndarray, predictions: ndarray, multioutput: bool = True, ) -> MeasureType: """Compute the quality measure. Args: outputs: The reference data. predictions: The predicted labels. multioutput: Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure. Returns: The value of the quality measure. """ def _post_process_measure( self, measure: float | ndarray, multioutput: bool, as_dict: bool ) -> MeasureType: """Post-process a measure. Args: measure: The measure to post-process. multioutput: Whether the quality measure is returned for each component of the outputs. Otherwise, the average quality measure. as_dict: Whether the full quality measure is returned as a mapping from ``algo.output names`` to quality measures. Otherwise, the full quality measure as an array stacking these quality measures according to the order of ``algo.output_names``. Returns: The post-processed measure. """ if not as_dict: return measure data = atleast_1d(measure) names = self.algo.output_names if not multioutput: return {self.__OUTPUT_NAME_SEPARATOR.join(names): data} return split_array_to_dict_of_arrays( data, self.algo.learning_set.variable_names_to_n_components, names ) # TODO: API: remove these aliases in the next major release. evaluate_learn = compute_learning_measure evaluate_test = compute_test_measure evaluate_kfolds = compute_cross_validation_measure evaluate_loo = compute_leave_one_out_measure evaluate_bootstrap = compute_bootstrap_measure