|
a |
|
b/src/iterpretability/simulators.py |
|
|
1 |
# stdlib |
|
|
2 |
import random |
|
|
3 |
from typing import Tuple |
|
|
4 |
import src.iterpretability.logger as log |
|
|
5 |
|
|
|
6 |
# third party |
|
|
7 |
import numpy as np |
|
|
8 |
import torch |
|
|
9 |
from scipy.special import expit |
|
|
10 |
from scipy.stats import zscore |
|
|
11 |
from omegaconf import DictConfig, OmegaConf |
|
|
12 |
from src.iterpretability.utils import enable_reproducible_results |
|
|
13 |
from abc import ABC, abstractmethod |
|
|
14 |
DEVICE = torch.device("cuda" if torch.cuda.is_available() else "cpu") |
|
|
15 |
|
|
|
16 |
# For computing the propensities from scores |
|
|
17 |
from scipy.special import softmax |
|
|
18 |
from scipy.stats import zscore |
|
|
19 |
from sklearn.model_selection import train_test_split |
|
|
20 |
|
|
|
21 |
EPS = 0 |
|
|
22 |
class SimulatorBase(ABC): |
|
|
23 |
""" |
|
|
24 |
Base class for simulators. |
|
|
25 |
""" |
|
|
26 |
@abstractmethod |
|
|
27 |
def simulate(self, X: np.ndarray, outcomes: np.ndarray = None) -> Tuple: |
|
|
28 |
raise NotImplementedError |
|
|
29 |
|
|
|
30 |
@abstractmethod |
|
|
31 |
def get_simulated_data(self, train_ratio: float) -> Tuple: |
|
|
32 |
raise NotImplementedError |
|
|
33 |
|
|
|
34 |
@property |
|
|
35 |
@abstractmethod |
|
|
36 |
def selective_features(self) -> np.ndarray: |
|
|
37 |
raise NotImplementedError |
|
|
38 |
|
|
|
39 |
@property |
|
|
40 |
@abstractmethod |
|
|
41 |
def prognostic_features(self) -> np.ndarray: |
|
|
42 |
raise NotImplementedError |
|
|
43 |
|
|
|
44 |
@property |
|
|
45 |
@abstractmethod |
|
|
46 |
def predictive_features(self) -> np.ndarray: |
|
|
47 |
raise NotImplementedError |
|
|
48 |
|
|
|
49 |
class TYSimulator(SimulatorBase): |
|
|
50 |
""" |
|
|
51 |
Data generation process class for simulating treatment selection and outcomes (and effects) |
|
|
52 |
""" |
|
|
53 |
nonlinear_fcts = [ |
|
|
54 |
#lambda x: np.abs(x), |
|
|
55 |
lambda x: np.exp(-(x**2) / 2), |
|
|
56 |
# lambda x: 1 / (1 + x**2), |
|
|
57 |
# lambda x: np.sqrt(x)*(1+x), |
|
|
58 |
#lambda x: np.cos(5*x), |
|
|
59 |
#lambda x: x**2, |
|
|
60 |
# lambda x: np.arctan(x), |
|
|
61 |
# lambda x: np.tanh(x), |
|
|
62 |
# lambda x: np.sin(x), |
|
|
63 |
# lambda x: np.log(1 + x**2), |
|
|
64 |
#lambda x: np.sqrt(0.02 + x**2), |
|
|
65 |
#lambda x: np.cosh(x), |
|
|
66 |
] |
|
|
67 |
|
|
|
68 |
def __init__( |
|
|
69 |
self, |
|
|
70 |
# Data dimensionality |
|
|
71 |
dim_X: int, |
|
|
72 |
|
|
|
73 |
# Seed |
|
|
74 |
seed: int = 42, |
|
|
75 |
|
|
|
76 |
# Simulation type |
|
|
77 |
simulation_type: str = "ty", |
|
|
78 |
|
|
|
79 |
# Dimensionality of treatments and outcome |
|
|
80 |
num_binary_outcome: int = 0, |
|
|
81 |
outcome_unbalancedness_ratio: float = 0, |
|
|
82 |
standardize_outcome: bool = False, |
|
|
83 |
num_T: int = 3, |
|
|
84 |
dim_Y: int = 3, |
|
|
85 |
|
|
|
86 |
# Scale parameters |
|
|
87 |
predictive_scale: float = 1, |
|
|
88 |
prognostic_scale: float = 1, |
|
|
89 |
propensity_scale: float = 1, |
|
|
90 |
unbalancedness_exp: float = 0, |
|
|
91 |
nonlinearity_scale: float = 1, |
|
|
92 |
propensity_type: str = "prog_pred", |
|
|
93 |
alpha: float = 0.5, |
|
|
94 |
enforce_balancedness: bool = False, |
|
|
95 |
|
|
|
96 |
# Control |
|
|
97 |
include_control: bool = False, |
|
|
98 |
|
|
|
99 |
# Important features |
|
|
100 |
num_pred_features: int = 5, |
|
|
101 |
num_prog_features: int = 5, |
|
|
102 |
num_select_features: int = 5, |
|
|
103 |
feature_type_overlap: str = "sel_none", |
|
|
104 |
treatment_feature_overlap: bool = False, |
|
|
105 |
|
|
|
106 |
# Feature selection |
|
|
107 |
random_feature_selection: bool = False, |
|
|
108 |
nonlinearity_selection_type: bool = True, |
|
|
109 |
|
|
|
110 |
# Noise |
|
|
111 |
noise: bool = True, |
|
|
112 |
noise_std: float = 0.1, |
|
|
113 |
|
|
|
114 |
) -> None: |
|
|
115 |
# Number of features |
|
|
116 |
self.dim_X = dim_X |
|
|
117 |
|
|
|
118 |
# Make sure results are reproducible by setting seed for np, torch, random |
|
|
119 |
self.seed = seed |
|
|
120 |
enable_reproducible_results(seed=self.seed) |
|
|
121 |
|
|
|
122 |
# Simulation type |
|
|
123 |
self.simulation_type = simulation_type |
|
|
124 |
|
|
|
125 |
# Store dimensions |
|
|
126 |
self.num_binary_outcome = num_binary_outcome |
|
|
127 |
self.outcome_unbalancedness_ratio = outcome_unbalancedness_ratio |
|
|
128 |
self.standardize_outcome = standardize_outcome |
|
|
129 |
self.num_T = num_T |
|
|
130 |
self.dim_Y = dim_Y |
|
|
131 |
|
|
|
132 |
# Scale parameters |
|
|
133 |
self.predictive_scale = predictive_scale |
|
|
134 |
self.prognostic_scale = prognostic_scale |
|
|
135 |
self.propensity_scale = propensity_scale |
|
|
136 |
self.unbalancedness_exp = unbalancedness_exp |
|
|
137 |
self.nonlinearity_scale = nonlinearity_scale |
|
|
138 |
self.propensity_type = propensity_type |
|
|
139 |
self.alpha = alpha |
|
|
140 |
self.enforce_balancedness = enforce_balancedness |
|
|
141 |
|
|
|
142 |
# Control |
|
|
143 |
self.include_control = include_control |
|
|
144 |
|
|
|
145 |
# Important features |
|
|
146 |
self.num_pred_features = num_pred_features |
|
|
147 |
self.num_prog_features = num_prog_features |
|
|
148 |
self.num_select_features = num_select_features |
|
|
149 |
self.num_important_features = self.num_T*(num_pred_features + num_select_features) + num_prog_features |
|
|
150 |
self.feature_type_overlap = feature_type_overlap |
|
|
151 |
self.treatment_feature_overlap = treatment_feature_overlap |
|
|
152 |
|
|
|
153 |
# Feature selection |
|
|
154 |
self.random_feature_selection = random_feature_selection |
|
|
155 |
self.nonlinearity_selection_type = nonlinearity_selection_type |
|
|
156 |
|
|
|
157 |
# Noise |
|
|
158 |
self.noise = noise |
|
|
159 |
self.noise_std = noise_std |
|
|
160 |
|
|
|
161 |
# Setup variables |
|
|
162 |
self.nonlinearities = None |
|
|
163 |
self.prog_mask, self.pred_masks, self.select_masks = None, None, None |
|
|
164 |
self.prog_weights, self.pred_weights, self.select_weights = None, None, None |
|
|
165 |
|
|
|
166 |
# Setup |
|
|
167 |
self.setup() |
|
|
168 |
|
|
|
169 |
# Simulation variables |
|
|
170 |
self.X = None |
|
|
171 |
self.prog_scores, self.pred_scores, self.select_scores = None, None, None |
|
|
172 |
self.select_scores_pred_overlap = None |
|
|
173 |
self.select_scores_prog_overlap = None |
|
|
174 |
self.propensities, self.outcomes, self.T, self.Y = None, None, None, None |
|
|
175 |
|
|
|
176 |
def get_simulated_data(self): |
|
|
177 |
""" |
|
|
178 |
Extract results and split into training and test set. Include counterfactual outcomes and propensities. |
|
|
179 |
""" |
|
|
180 |
return self.X, self.T, self.Y, self.outcomes, self.propensities |
|
|
181 |
|
|
|
182 |
## OLD CODE |
|
|
183 |
# Split data |
|
|
184 |
# train_size = int(train_ratio * self.X.shape[0]) |
|
|
185 |
|
|
|
186 |
# if self.num_binary_outcome > 0: |
|
|
187 |
# ( |
|
|
188 |
# X_train, X_test, |
|
|
189 |
# Y_train, Y_test, |
|
|
190 |
# T_train, T_test, |
|
|
191 |
# outcomes_train, outcomes_test, |
|
|
192 |
# propensities_train, propensities_test, |
|
|
193 |
# ) = train_test_split(self.X, self.Y, self.T, self.outcomes, self.propensities, train_size=train_size, stratify=self.Y) |
|
|
194 |
# else: |
|
|
195 |
# X_train, X_test = self.X[:train_size], self.X[train_size:] |
|
|
196 |
# T_train, T_test = self.T[:train_size], self.T[train_size:] |
|
|
197 |
# Y_train, Y_test = self.Y[:train_size], self.Y[train_size:] |
|
|
198 |
|
|
|
199 |
# outcomes_train, outcomes_test = self.outcomes[:train_size,:,:], self.outcomes[train_size:,:,:] |
|
|
200 |
# propensities_train, propensities_test = self.propensities[:train_size], self.propensities[train_size:] |
|
|
201 |
|
|
|
202 |
# if train_ratio == 1: |
|
|
203 |
# return self.X, self.T, self.Y, self.outcomes, self.propensities |
|
|
204 |
|
|
|
205 |
# return X_train, X_test, T_train, T_test, Y_train, Y_test, outcomes_train, outcomes_test, propensities_train, propensities_test |
|
|
206 |
|
|
|
207 |
def simulate(self, X, outcomes=None) -> Tuple: |
|
|
208 |
""" |
|
|
209 |
Simulate treatment and outcome for a dataset based on the configuration. |
|
|
210 |
""" |
|
|
211 |
log.debug( |
|
|
212 |
f'Simulating treatment and outcome for a dataset with:' |
|
|
213 |
f'\n===================================================================' |
|
|
214 |
f'\nDim X: {self.dim_X}' |
|
|
215 |
f'\nDim T: {self.num_T}' |
|
|
216 |
f'\nDim Y: {self.dim_Y}' |
|
|
217 |
f'\nPredictive Scale: {self.predictive_scale}' |
|
|
218 |
f'\nPrognostic Scale: {self.prognostic_scale}' |
|
|
219 |
f'\nPropensity Scale: {self.propensity_scale}' |
|
|
220 |
f'\nUnbalancedness Exponent: {self.unbalancedness_exp}' |
|
|
221 |
f'\nNonlinearity Scale: {self.nonlinearity_scale}' |
|
|
222 |
f'\nNum Pred Features: {self.num_pred_features}' |
|
|
223 |
f'\nNum Prog Features: {self.num_prog_features}' |
|
|
224 |
f'\nNum Select Features: {self.num_select_features}' |
|
|
225 |
f'\nFeature Overlap: {self.treatment_feature_overlap}' |
|
|
226 |
f'\nRandom Feature Selection: {self.random_feature_selection}' |
|
|
227 |
f'\nNonlinearity Selection Type: {self.nonlinearity_selection_type}' |
|
|
228 |
f'\nNoise: {self.noise}' |
|
|
229 |
f'\nNoise Std: {self.noise_std}' |
|
|
230 |
f'\n===================================================================\n' |
|
|
231 |
) |
|
|
232 |
|
|
|
233 |
# 1. Store data with min max scaling to range [0, 1] |
|
|
234 |
self.X = X |
|
|
235 |
# self.X = (X - X.min(axis=0)) / (X.max(axis=0) - X.min(axis=0) + EPS) |
|
|
236 |
|
|
|
237 |
# 2. Compute scores for prognostic, predictive, and selective features |
|
|
238 |
self.compute_scores() |
|
|
239 |
|
|
|
240 |
# 3. Compute factual and counterfactual outcomes based on the data and the predictive and prognostic scores |
|
|
241 |
self.compute_all_outcomes() |
|
|
242 |
|
|
|
243 |
# 4. Compute propensities based on the data and the selective scores |
|
|
244 |
self.compute_propensities() |
|
|
245 |
|
|
|
246 |
# 5. Sample treatment assignment based on the propensities |
|
|
247 |
self.sample_T() |
|
|
248 |
|
|
|
249 |
# 6. Extract the outcome based on the treatment assignment |
|
|
250 |
self.extract_Y() |
|
|
251 |
|
|
|
252 |
return None |
|
|
253 |
|
|
|
254 |
def setup(self) -> None: |
|
|
255 |
""" |
|
|
256 |
Setup the simulator by defining variables which remain the same across simulations with different samples but the same configuration. |
|
|
257 |
""" |
|
|
258 |
# 1. Sample nonlinearities used |
|
|
259 |
num_nonlinearities = 2 + self.dim_Y # Different non-linearities for each outcome (predictive), same for all treatments |
|
|
260 |
self.nonlinearities = self.sample_nonlinearities(num_nonlinearities) |
|
|
261 |
|
|
|
262 |
# 2. Set important feature masks - determine which features should be used for treatment selection, outcome prediction |
|
|
263 |
self.sample_important_feature_masks() |
|
|
264 |
|
|
|
265 |
# 3. Sample weights for features |
|
|
266 |
self.sample_uniform_weights() |
|
|
267 |
|
|
|
268 |
def get_true_cates(self, |
|
|
269 |
X: np.ndarray, |
|
|
270 |
T: np.ndarray, |
|
|
271 |
outcomes: np.ndarray) -> np.ndarray: |
|
|
272 |
""" |
|
|
273 |
Compute true CATEs for each treatment based on the data and the outcomes. |
|
|
274 |
Always use the selected treatment as the base treatment. |
|
|
275 |
""" |
|
|
276 |
# Compute CATEs for each treatment |
|
|
277 |
cates = np.zeros((X.shape[0], self.num_T, self.dim_Y)) |
|
|
278 |
|
|
|
279 |
for i in range(X.shape[0]): |
|
|
280 |
for j in range(self.num_T): |
|
|
281 |
cates[i,j,:] = outcomes[i,j,:] - outcomes[i,int(T[i]),:] |
|
|
282 |
|
|
|
283 |
log.debug( |
|
|
284 |
f'\nCheck if true CATEs are computed correctly:' |
|
|
285 |
f'\n===================================================================' |
|
|
286 |
f'\nOutcomes: {outcomes.shape}' |
|
|
287 |
f'\n{outcomes}' |
|
|
288 |
f'\n\nTreatment Assignment: {T.shape}' |
|
|
289 |
f'\n{T}' |
|
|
290 |
f'\n\nTrue CATEs: {cates.shape}' |
|
|
291 |
f'\n{cates}' |
|
|
292 |
f'\n===================================================================\n' |
|
|
293 |
) |
|
|
294 |
|
|
|
295 |
return cates |
|
|
296 |
|
|
|
297 |
def extract_Y(self) -> None: |
|
|
298 |
""" |
|
|
299 |
Extract the outcome based on the treatment assignment. |
|
|
300 |
""" |
|
|
301 |
self.Y = self.outcomes[np.arange(self.X.shape[0]), self.T] |
|
|
302 |
|
|
|
303 |
log.debug( |
|
|
304 |
f'\nCheck if outcomes are extracted correctly:' |
|
|
305 |
f'\n===================================================================' |
|
|
306 |
f'\nOutcomes' |
|
|
307 |
f'\n{self.outcomes}' |
|
|
308 |
f'\n{self.outcomes.shape}' |
|
|
309 |
f'\n\nTreatment Assignment' |
|
|
310 |
f'\n{self.T}' |
|
|
311 |
f'\n{self.T.shape}' |
|
|
312 |
f'\n\nExtracted Outcomes' |
|
|
313 |
f'\n{self.Y}' |
|
|
314 |
f'\n{self.Y.shape}' |
|
|
315 |
f'\n===================================================================\n' |
|
|
316 |
) |
|
|
317 |
|
|
|
318 |
return None |
|
|
319 |
|
|
|
320 |
def compute_all_outcomes_toy(self) -> None: |
|
|
321 |
# Compute outcomes for each treatment and outcome |
|
|
322 |
outcomes = np.zeros((self.X.shape[0], self.num_T, self.dim_Y)) |
|
|
323 |
X0 = self.X[:,0] |
|
|
324 |
X1 = self.X[:,1] |
|
|
325 |
|
|
|
326 |
k=20 |
|
|
327 |
nonlinearity = lambda x: 1 / (1 + np.exp(-k * (x - 0.5))) #logistic |
|
|
328 |
|
|
|
329 |
if self.propensity_type.startswith("toy1") or self.propensity_type.startswith("toy3") or self.propensity_type.startswith("toy4"): |
|
|
330 |
fun_y0 = lambda X0, X1: X0 |
|
|
331 |
fun_y1 = lambda X0, X1: 1-X0 |
|
|
332 |
|
|
|
333 |
elif self.propensity_type.startswith("toy2"): |
|
|
334 |
fun_y0 = lambda X0, X1: X0 |
|
|
335 |
fun_y1 = lambda X0, X1: 1-X1 |
|
|
336 |
|
|
|
337 |
elif self.propensity_type.startswith("toy6"): |
|
|
338 |
fun_y0 = lambda X0, X1: X0 |
|
|
339 |
fun_y1 = lambda X0, X1: X1 |
|
|
340 |
|
|
|
341 |
elif self.propensity_type.startswith("toy5"): |
|
|
342 |
fun_y0 = lambda X0, X1: np.sin(X0*10*np.pi) |
|
|
343 |
fun_y1 = lambda X0, X1: np.sin((1-X0)*10*np.pi) |
|
|
344 |
|
|
|
345 |
elif self.propensity_type.startswith("toy7"): |
|
|
346 |
fun_y0 = lambda X0, X1: nonlinearity(X0)-nonlinearity(X1) |
|
|
347 |
fun_y1 = lambda X0, X1: nonlinearity(X0)+nonlinearity(X1) |
|
|
348 |
|
|
|
349 |
elif self.propensity_type.startswith("toy8"): |
|
|
350 |
fun_y0 = lambda X0, X1: X0 |
|
|
351 |
fun_y1 = lambda X0, X1: 1-X0 |
|
|
352 |
|
|
|
353 |
Y = np.array([fun_y0(X0, X1),fun_y1(X0, X1)]).T |
|
|
354 |
|
|
|
355 |
if self.propensity_type.endswith("nonlinear"): |
|
|
356 |
Y = nonlinearity(Y) |
|
|
357 |
|
|
|
358 |
Y = zscore(Y, axis=None) |
|
|
359 |
|
|
|
360 |
outcomes[:,:,0] = Y |
|
|
361 |
|
|
|
362 |
|
|
|
363 |
return outcomes |
|
|
364 |
|
|
|
365 |
def compute_all_outcomes(self) -> None: |
|
|
366 |
""" |
|
|
367 |
Compute factual and counterfactual outcomes based on the data and the predictive and prognostic scores. |
|
|
368 |
""" |
|
|
369 |
if self.propensity_type.startswith("toy"): |
|
|
370 |
outcomes = self.compute_all_outcomes_toy() |
|
|
371 |
|
|
|
372 |
else: |
|
|
373 |
# Compute outcomes for each treatment and outcome |
|
|
374 |
outcomes = np.zeros((self.X.shape[0], self.num_T, self.dim_Y)) |
|
|
375 |
|
|
|
376 |
for i in range(self.num_T): |
|
|
377 |
for j in range(self.dim_Y): |
|
|
378 |
if self.include_control and i == 0: |
|
|
379 |
outcomes[:,i,j] = self.prognostic_scale*self.prog_scores[:,j] |
|
|
380 |
|
|
|
381 |
else: |
|
|
382 |
outcomes[:,i,j] = self.prognostic_scale*self.prog_scores[:,j] + self.predictive_scale*self.pred_scores[:,i,j] |
|
|
383 |
|
|
|
384 |
# Add gaussian noise to outcomes |
|
|
385 |
if self.noise: |
|
|
386 |
outcomes = outcomes + np.random.normal(0, self.noise_std, size=outcomes.shape) |
|
|
387 |
|
|
|
388 |
# Create binary outcomes and introduce unbalancedness |
|
|
389 |
if int(self.num_binary_outcome) > 0: |
|
|
390 |
for j in range(self.num_binary_outcome): |
|
|
391 |
scores = zscore(outcomes[:,:,j], axis=0) |
|
|
392 |
prob = expit(scores) |
|
|
393 |
outcomes[:,:,j] = prob > self.outcome_unbalancedness_ratio |
|
|
394 |
|
|
|
395 |
self.outcomes = outcomes |
|
|
396 |
|
|
|
397 |
# Standardize outcomes |
|
|
398 |
if self.standardize_outcome: |
|
|
399 |
# normalize outcomes per outcome |
|
|
400 |
self.outcomes = zscore(self.outcomes, axis=0) |
|
|
401 |
|
|
|
402 |
log.debug( |
|
|
403 |
f'\nCheck if outcomes are computed correctly:' |
|
|
404 |
f'\n===================================================================' |
|
|
405 |
f'\nProg Scores' |
|
|
406 |
f'\n{self.prog_scores}' |
|
|
407 |
f'\n{self.prog_scores.shape}' |
|
|
408 |
f'\n\nPred Scores' |
|
|
409 |
f'\n{self.pred_scores}' |
|
|
410 |
f'\n{self.pred_scores.shape}' |
|
|
411 |
f'\n\nOutcomes' |
|
|
412 |
f'\n{self.outcomes}' |
|
|
413 |
f'\n{self.outcomes.shape}' |
|
|
414 |
f'\n\nMean Outcomes' |
|
|
415 |
f'\n{self.outcomes.mean(axis=0)}' |
|
|
416 |
f'\n\nVariance Outcomes' |
|
|
417 |
f'\n{self.outcomes.var(axis=0)}' |
|
|
418 |
f'\n===================================================================\n' |
|
|
419 |
) |
|
|
420 |
|
|
|
421 |
return None |
|
|
422 |
|
|
|
423 |
|
|
|
424 |
def sample_T(self) -> None: |
|
|
425 |
""" |
|
|
426 |
Sample treatment assignment based on the propensities. |
|
|
427 |
""" |
|
|
428 |
# Sample from the resulting categorical distribution per row |
|
|
429 |
self.T = np.array([np.random.choice([tre for tre in range(self.propensities.shape[1])], p=row) for row in self.propensities]) |
|
|
430 |
|
|
|
431 |
log.debug( |
|
|
432 |
f'\nCheck if treatment assignment is sampled correctly:' |
|
|
433 |
f'\n===================================================================' |
|
|
434 |
f'\nPropensities' |
|
|
435 |
f'\n{self.propensities}' |
|
|
436 |
f'\n{self.propensities.shape}' |
|
|
437 |
f'\n\nTreatment Assignment' |
|
|
438 |
f'\n{self.T}' |
|
|
439 |
f'\n{self.T.shape}' |
|
|
440 |
f'\n\nUnique Treatment Counts' |
|
|
441 |
f'\n{np.unique(self.T, return_counts=True)}' |
|
|
442 |
f'\n===================================================================\n' |
|
|
443 |
) |
|
|
444 |
|
|
|
445 |
return None |
|
|
446 |
|
|
|
447 |
def get_unbalancedness_weights(self, size: int) -> np.ndarray: |
|
|
448 |
""" |
|
|
449 |
Create weights for introducing unbalancedness for class probabilities. |
|
|
450 |
""" |
|
|
451 |
# Sample initial distribution of treatment assignment |
|
|
452 |
unb_weights = np.random.uniform(0, 1, size=size) |
|
|
453 |
unb_weights = unb_weights / unb_weights.sum() |
|
|
454 |
|
|
|
455 |
# Standardize the weights and make sure that a treatment doesn't completely disappear for small unbalancedness exponents |
|
|
456 |
min_val = unb_weights.min() |
|
|
457 |
range_val = unb_weights.max() - min_val |
|
|
458 |
unb_weights = (unb_weights - min_val) / range_val |
|
|
459 |
unb_weights = 0.01 + unb_weights * 0.98 |
|
|
460 |
|
|
|
461 |
return unb_weights |
|
|
462 |
|
|
|
463 |
def compute_propensity_scores_toy(self) -> np.ndarray: |
|
|
464 |
X0 = self.X[:,0] |
|
|
465 |
X1 = self.X[:,1] |
|
|
466 |
|
|
|
467 |
if self.propensity_type.startswith("toy1"): |
|
|
468 |
fun_t0 = lambda X0, X1: X0 |
|
|
469 |
fun_t1 = lambda X0, X1: 1-X0 |
|
|
470 |
|
|
|
471 |
elif self.propensity_type.startswith("toy2"): |
|
|
472 |
fun_t0 = lambda X0, X1: X0 |
|
|
473 |
fun_t1 = lambda X0, X1: 1-X1 |
|
|
474 |
|
|
|
475 |
elif self.propensity_type.startswith("toy3"): |
|
|
476 |
fun_t0 = lambda X0, X1: X1 |
|
|
477 |
fun_t1 = lambda X0, X1: 1-X1 |
|
|
478 |
|
|
|
479 |
elif self.propensity_type.startswith("toy4"): |
|
|
480 |
fun_t0 = lambda X0, X1: np.sin(X0*10*np.pi) |
|
|
481 |
fun_t1 = lambda X0, X1: np.sin((1-X0)*10*np.pi) |
|
|
482 |
|
|
|
483 |
elif self.propensity_type.startswith("toy5"): |
|
|
484 |
fun_t0 = lambda X0, X1: 1-X0 |
|
|
485 |
fun_t1 = lambda X0, X1: X0 |
|
|
486 |
|
|
|
487 |
elif self.propensity_type.startswith("toy6"): |
|
|
488 |
fun_t0 = lambda X0, X1: 1-X0 |
|
|
489 |
fun_t1 = lambda X0, X1: X0 |
|
|
490 |
|
|
|
491 |
elif self.propensity_type.startswith("toy7"): |
|
|
492 |
fun_t0 = lambda X0, X1: 1-X0 |
|
|
493 |
fun_t1 = lambda X0, X1: X0 |
|
|
494 |
|
|
|
495 |
elif self.propensity_type.startswith("toy8"): |
|
|
496 |
fun_t0 = lambda X0, X1: 1-X0 |
|
|
497 |
fun_t1 = lambda X0, X1: X0 |
|
|
498 |
|
|
|
499 |
scores = np.array([fun_t0(X0, X1),fun_t1(X0, X1)]).T |
|
|
500 |
|
|
|
501 |
return scores |
|
|
502 |
|
|
|
503 |
|
|
|
504 |
def compute_propensities(self) -> None: |
|
|
505 |
""" |
|
|
506 |
Compute propensities based on the data and the selective scores. |
|
|
507 |
""" |
|
|
508 |
|
|
|
509 |
select_scores_pred_overlap = zscore(self.select_scores_pred_overlap, axis=0) # Comment for Predictive Epertise |
|
|
510 |
select_scores_prog_overlap = zscore(self.select_scores_prog_overlap, axis=0) # Comment for Predictive Epertise |
|
|
511 |
select_scores_none = zscore(self.select_scores, axis=0) # Comment for Predictive Epertise |
|
|
512 |
|
|
|
513 |
select_scores_pred = np.zeros((self.X.shape[0], self.num_T)) |
|
|
514 |
select_scores_pred_flipped = np.zeros((self.X.shape[0], self.num_T)) |
|
|
515 |
select_scores_prog = np.zeros((self.X.shape[0], self.num_T)) |
|
|
516 |
select_scores_tre = np.zeros((self.X.shape[0], self.num_T)) |
|
|
517 |
|
|
|
518 |
select_scores_pred[:,0] = self.outcomes[:,0,0] - self.outcomes[:,1,0] |
|
|
519 |
select_scores_pred[:,1] = self.outcomes[:,1,0] - self.outcomes[:,0,0] |
|
|
520 |
|
|
|
521 |
select_scores_pred_flipped[:,0] = self.outcomes[:,1,0] - self.outcomes[:,0,0] |
|
|
522 |
select_scores_pred_flipped[:,1] = self.outcomes[:,0,0] - self.outcomes[:,1,0] |
|
|
523 |
|
|
|
524 |
select_scores_prog[:,0] = self.outcomes[:,0,0] |
|
|
525 |
select_scores_prog[:,1] = -self.outcomes[:,0,0] |
|
|
526 |
|
|
|
527 |
select_scores_tre[:,0] = -self.outcomes[:,1,0] |
|
|
528 |
select_scores_tre[:,1] = self.outcomes[:,1,0] |
|
|
529 |
|
|
|
530 |
if self.propensity_type == "prog_tre": |
|
|
531 |
scores = self.alpha * select_scores_tre + (1 - self.alpha) * select_scores_prog |
|
|
532 |
|
|
|
533 |
# Standardize all scores |
|
|
534 |
select_scores_pred = zscore(select_scores_pred, axis=0) |
|
|
535 |
select_scores_pred_flipped = zscore(select_scores_pred_flipped, axis=0) |
|
|
536 |
select_scores_prog = zscore(select_scores_prog, axis=0) |
|
|
537 |
select_scores_tre = zscore(select_scores_tre, axis=0) |
|
|
538 |
|
|
|
539 |
if self.propensity_type == "prog_pred": |
|
|
540 |
scores = self.alpha * select_scores_pred + (1 - self.alpha) * select_scores_prog |
|
|
541 |
|
|
|
542 |
elif self.propensity_type == "prog_tre": |
|
|
543 |
pass |
|
|
544 |
|
|
|
545 |
elif self.propensity_type == "none_prog": |
|
|
546 |
scores = self.alpha * select_scores_prog + (1 - self.alpha) * select_scores_none |
|
|
547 |
|
|
|
548 |
elif self.propensity_type == "none_pred": |
|
|
549 |
scores = self.alpha * select_scores_pred + (1 - self.alpha) * select_scores_none |
|
|
550 |
|
|
|
551 |
elif self.propensity_type == "none_tre": |
|
|
552 |
scores = self.alpha * select_scores_tre + (1 - self.alpha) * select_scores_none |
|
|
553 |
|
|
|
554 |
elif self.propensity_type == "none_pred_flipped": |
|
|
555 |
scores = self.alpha * select_scores_pred_flipped + (1 - self.alpha) * select_scores_none |
|
|
556 |
|
|
|
557 |
elif self.propensity_type == "pred_pred_flipped": |
|
|
558 |
scores = self.alpha * select_scores_pred_flipped + (1 - self.alpha) * select_scores_pred |
|
|
559 |
|
|
|
560 |
elif self.propensity_type == "none_pred_overlap": |
|
|
561 |
scores = self.alpha * select_scores_pred_overlap + (1 - self.alpha) * select_scores_none |
|
|
562 |
|
|
|
563 |
elif self.propensity_type == "none_prog_overlap": |
|
|
564 |
scores = self.alpha * select_scores_prog_overlap + (1 - self.alpha) * select_scores_none |
|
|
565 |
|
|
|
566 |
elif self.propensity_type == "pred_overalp_prog_overlap": |
|
|
567 |
scores = self.alpha * select_scores_prog_overlap + (1 - self.alpha) * select_scores_pred_overlap |
|
|
568 |
|
|
|
569 |
elif self.propensity_type == "rct_none": |
|
|
570 |
scores = select_scores_none |
|
|
571 |
|
|
|
572 |
elif self.propensity_type.startswith("toy"): |
|
|
573 |
scores = self.compute_propensity_scores_toy() |
|
|
574 |
|
|
|
575 |
else: |
|
|
576 |
raise ValueError(f"Unknown propensity type {self.propensity_type}.") |
|
|
577 |
|
|
|
578 |
if self.enforce_balancedness: |
|
|
579 |
scores = zscore(scores, axis=0) |
|
|
580 |
|
|
|
581 |
if self.propensity_type == "rct_none": |
|
|
582 |
scores = self.alpha * select_scores_none |
|
|
583 |
|
|
|
584 |
# Introduce unbalancedness and manipulate unbalancedness weights for comparable experiments with different seeds |
|
|
585 |
unb_weights = self.get_unbalancedness_weights(size=scores.shape[1]) |
|
|
586 |
|
|
|
587 |
# Apply the softmax function to each row to get probabilities |
|
|
588 |
p = softmax(self.propensity_scale*scores, axis=1) |
|
|
589 |
|
|
|
590 |
# Scale probabilities to introduce unbalancedness |
|
|
591 |
p = p * (1 - unb_weights) ** self.unbalancedness_exp |
|
|
592 |
|
|
|
593 |
# Make sure rows add up to one again |
|
|
594 |
row_sums = p.sum(axis=1, keepdims=True) |
|
|
595 |
p = p / row_sums |
|
|
596 |
self.propensities = p |
|
|
597 |
|
|
|
598 |
log.debug( |
|
|
599 |
f'\nCheck if propensities are computed correctly:' |
|
|
600 |
f'\n===================================================================' |
|
|
601 |
f'\nSelect Scores' |
|
|
602 |
f'\n{self.select_scores}' |
|
|
603 |
f'\n{self.select_scores.shape}' |
|
|
604 |
f'\n\nPropensities' |
|
|
605 |
f'\n{self.propensities}' |
|
|
606 |
f'\n{self.propensities.shape}' |
|
|
607 |
f'\n===================================================================\n' |
|
|
608 |
) |
|
|
609 |
|
|
|
610 |
return None |
|
|
611 |
|
|
|
612 |
def compute_scores(self) -> None: |
|
|
613 |
""" |
|
|
614 |
Compute scores for prognostic, predictive, and selective features based on the data and the feature weights. |
|
|
615 |
""" |
|
|
616 |
# Each column of the score matrix corresponds to the score for a specific outcome. Rows correspond to samples. |
|
|
617 |
prog_lin = self.X @ self.prog_weights.T |
|
|
618 |
select_lin = self.X @ self.select_weights.T |
|
|
619 |
select_lin_pred = self.X @ self.select_weights_pred.T |
|
|
620 |
select_lin_prog = self.X @ self.select_weights_prog.T |
|
|
621 |
|
|
|
622 |
log.debug( |
|
|
623 |
f'\nCheck if linear scores are computed correctly for selective features:' |
|
|
624 |
f'\n===================================================================' |
|
|
625 |
f'\nself.X' |
|
|
626 |
f'\n{self.X}' |
|
|
627 |
f'\n{self.X.shape}' |
|
|
628 |
f'\n\nSelect Weights' |
|
|
629 |
f'\n{self.select_weights}' |
|
|
630 |
f'\n{self.select_weights.shape}' |
|
|
631 |
f'\n\nSelect Lin' |
|
|
632 |
f'\n{select_lin}' |
|
|
633 |
f'\n{select_lin.shape}' |
|
|
634 |
f'\n===================================================================\n' |
|
|
635 |
) |
|
|
636 |
|
|
|
637 |
# Compute scores for predictive and selective features for each treatment and outcome |
|
|
638 |
pred_lin = np.zeros((self.X.shape[0], self.num_T, self.dim_Y)) |
|
|
639 |
|
|
|
640 |
# This creates a score for each treatment and outcome for each sample |
|
|
641 |
for i in range(self.num_T): |
|
|
642 |
pred_lin[:,i,:] = self.X @ self.pred_weights[i].T |
|
|
643 |
|
|
|
644 |
# Introduce non-linearity and get final scores |
|
|
645 |
prog_scores = (1 - self.nonlinearity_scale) * prog_lin + self.nonlinearity_scale * self.nonlinearities[0](prog_lin) |
|
|
646 |
select_scores = (1 - self.nonlinearity_scale) * select_lin + self.nonlinearity_scale * self.nonlinearities[1](select_lin) |
|
|
647 |
select_scores_pred_overlap = (1 - self.nonlinearity_scale) * select_lin_pred + self.nonlinearity_scale * self.nonlinearities[1](select_lin_pred) |
|
|
648 |
select_scores_prog_overlap = (1 - self.nonlinearity_scale) * select_lin_prog + self.nonlinearity_scale * self.nonlinearities[1](select_lin_prog) |
|
|
649 |
|
|
|
650 |
pred_scores = np.zeros((self.X.shape[0], self.num_T, self.dim_Y)) |
|
|
651 |
for i in range(self.dim_Y): |
|
|
652 |
pred_scores[:,:,i] = (1 - self.nonlinearity_scale) * pred_lin[:,:,i] + self.nonlinearity_scale * self.nonlinearities[i+2](pred_lin[:,:,i]) |
|
|
653 |
|
|
|
654 |
log.debug( |
|
|
655 |
f'\nCheck if all scores are computed correctly for predictive features:' |
|
|
656 |
f'\n===================================================================' |
|
|
657 |
f'\nself.X' |
|
|
658 |
f'\n{self.X}' |
|
|
659 |
f'\n{self.X.shape}' |
|
|
660 |
f'\n\nPred Weights' |
|
|
661 |
f'\n{self.pred_weights}' |
|
|
662 |
f'\n{self.pred_weights.shape}' |
|
|
663 |
f'\n\nPred Lin' |
|
|
664 |
f'\n{pred_lin}' |
|
|
665 |
f'\n{pred_lin.shape}' |
|
|
666 |
f'\n\nPred Scores' |
|
|
667 |
f'\n{pred_scores}' |
|
|
668 |
f'\n{pred_scores.shape}' |
|
|
669 |
f'\n===================================================================\n' |
|
|
670 |
) |
|
|
671 |
|
|
|
672 |
self.prog_scores = prog_scores |
|
|
673 |
self.select_scores = select_scores |
|
|
674 |
self.select_scores_pred_overlap = select_scores_pred_overlap |
|
|
675 |
self.select_scores_prog_overlap = select_scores_prog_overlap |
|
|
676 |
|
|
|
677 |
self.pred_scores = pred_scores |
|
|
678 |
|
|
|
679 |
return None |
|
|
680 |
|
|
|
681 |
@property |
|
|
682 |
def weights(self) -> Tuple: |
|
|
683 |
""" |
|
|
684 |
Return weights for prognostic, predictive, and selective features. |
|
|
685 |
""" |
|
|
686 |
return self.prog_weights, self.pred_weights, self.select_weights |
|
|
687 |
|
|
|
688 |
def sample_uniform_weights(self) -> None: |
|
|
689 |
""" |
|
|
690 |
sample uniform weights for the features. |
|
|
691 |
""" |
|
|
692 |
if self.propensity_type.startswith("toy"): |
|
|
693 |
self.prog_weights = np.zeros((self.dim_Y, self.dim_X)) |
|
|
694 |
self.pred_weights = np.zeros((self.num_T, self.dim_Y, self.dim_X)) |
|
|
695 |
self.select_weights = np.zeros((self.num_T, self.dim_X)) |
|
|
696 |
self.select_weights_pred = np.zeros((self.num_T, self.dim_X)) |
|
|
697 |
self.select_weights_prog = np.zeros((self.num_T, self.dim_X)) |
|
|
698 |
return None |
|
|
699 |
|
|
|
700 |
|
|
|
701 |
# Sample weights for prognostic features, a weight for every outcome |
|
|
702 |
prog_weights = np.random.uniform(-1, 1, size=(self.dim_Y, self.dim_X)) * self.prog_mask |
|
|
703 |
|
|
|
704 |
# Sample weights for predictive and selective features, a weight for every dimension for every treatment and outcome |
|
|
705 |
pred_weights = np.random.uniform(-1, 1, size=(self.num_T, self.dim_Y, self.dim_X)) |
|
|
706 |
select_weights = np.random.uniform(-1, 1, size=(self.num_T, self.dim_X)) |
|
|
707 |
select_weights_pred = select_weights.copy() |
|
|
708 |
select_weights_prog = select_weights.copy() |
|
|
709 |
|
|
|
710 |
# # Sample weights for prognostic features, a weight for every outcome |
|
|
711 |
# prog_weights = np.random.uniform(0, 1, size=(self.dim_Y, self.dim_X)) * self.prog_mask |
|
|
712 |
|
|
|
713 |
# # Sample weights for predictive and selective features, a weight for every dimension for every treatment and outcome |
|
|
714 |
# pred_weights = np.random.uniform(0, 1, size=(self.num_T, self.dim_Y, self.dim_X)) |
|
|
715 |
# select_weights = np.random.uniform(0, 1, size=(self.num_T, self.dim_X)) |
|
|
716 |
|
|
|
717 |
# # Make sure treatments are different |
|
|
718 |
# pred_weights[0] = -pred_weights[0] |
|
|
719 |
# select_weights[0] = -select_weights[0] |
|
|
720 |
|
|
|
721 |
# # Ones as weights |
|
|
722 |
# prog_weights = np.ones((self.dim_Y, self.dim_X)) * self.prog_mask#/ self.prog_mask.sum() |
|
|
723 |
# pred_weights = np.ones((self.num_T, self.dim_Y, self.dim_X)) #/ self.pred_masks.sum(axis=1, keepdims=True) |
|
|
724 |
# select_weights = np.ones((self.num_T, self.dim_X)) #/ self.select_masks.sum(axis=1, keepdims=True) |
|
|
725 |
|
|
|
726 |
# Mask weights for features that are not important |
|
|
727 |
for i in range(self.num_T): |
|
|
728 |
pred_weights[i] = pred_weights[i] * self.pred_masks[:,i] |
|
|
729 |
select_weights[i] = select_weights[i] * self.select_masks[:,i] |
|
|
730 |
select_weights_pred[i] = select_weights_pred[i] * self.select_masks_pred[:,i] |
|
|
731 |
select_weights_prog[i] = select_weights_prog[i] * self.select_masks_prog[:,i] |
|
|
732 |
|
|
|
733 |
# for i in range(self.num_T): |
|
|
734 |
# row_sums = pred_weights[i].sum(axis=1, keepdims=True) |
|
|
735 |
# pred_weights[i] = pred_weights[i] / row_sums |
|
|
736 |
|
|
|
737 |
# row_sums = select_weights[i].sum() |
|
|
738 |
# select_weights[i] = select_weights[i] / row_sums |
|
|
739 |
|
|
|
740 |
# # Make sure that prog weights sum to one per outcome |
|
|
741 |
# row_sums = prog_weights.sum(axis=1, keepdims=True) |
|
|
742 |
# prog_weights = prog_weights / row_sums |
|
|
743 |
|
|
|
744 |
log.debug( |
|
|
745 |
f'\nCheck if masks are applied correctly:' |
|
|
746 |
f'\n===================================================================' |
|
|
747 |
f'\nSelect Weights' |
|
|
748 |
f'\n{select_weights}' |
|
|
749 |
f'\n{select_weights.shape}' |
|
|
750 |
f'\n\nSelect Masks' |
|
|
751 |
f'\n{self.select_masks}' |
|
|
752 |
f'\n{self.select_masks.shape}' |
|
|
753 |
f'\n\nPred Weights' |
|
|
754 |
f'\n{pred_weights}' |
|
|
755 |
f'\n{pred_weights.shape}' |
|
|
756 |
f'\n\nPred Masks' |
|
|
757 |
f'\n{self.pred_masks}' |
|
|
758 |
f'\n{self.pred_masks.shape}' |
|
|
759 |
f'\n===================================================================\n' |
|
|
760 |
) |
|
|
761 |
|
|
|
762 |
self.prog_weights = prog_weights |
|
|
763 |
self.pred_weights = pred_weights |
|
|
764 |
self.select_weights = select_weights |
|
|
765 |
self.select_weights_pred = select_weights_pred |
|
|
766 |
self.select_weights_prog = select_weights_prog |
|
|
767 |
|
|
|
768 |
return None |
|
|
769 |
|
|
|
770 |
@property |
|
|
771 |
def all_important_features(self) -> np.ndarray: |
|
|
772 |
""" |
|
|
773 |
Return all important feature indices. |
|
|
774 |
""" |
|
|
775 |
all_important_features = np.union1d(self.predictive_features, self.prognostic_features) |
|
|
776 |
all_important_features = np.union1d(all_important_features, self.selective_features) |
|
|
777 |
|
|
|
778 |
log.debug( |
|
|
779 |
f'\nCheck if all important features are computed correctly:' |
|
|
780 |
f'\n===================================================================' |
|
|
781 |
f'\nProg Features' |
|
|
782 |
f'\n{self.prognostic_features}' |
|
|
783 |
f'\n\nPred Features' |
|
|
784 |
f'\n{self.predictive_features}' |
|
|
785 |
f'\n\nSelect Features' |
|
|
786 |
f'\n{self.selective_features}' |
|
|
787 |
f'\n\nAll Important Features' |
|
|
788 |
f'\n{all_important_features}' |
|
|
789 |
f'\n===================================================================\n' |
|
|
790 |
) |
|
|
791 |
|
|
|
792 |
return all_important_features |
|
|
793 |
|
|
|
794 |
@property |
|
|
795 |
def prognostic_features(self) -> np.ndarray: |
|
|
796 |
""" |
|
|
797 |
Return prognostic feature indices. |
|
|
798 |
""" |
|
|
799 |
prog_features = np.where((self.prog_mask).astype(np.int32) != 0) |
|
|
800 |
return prog_features |
|
|
801 |
|
|
|
802 |
@property |
|
|
803 |
def predictive_features(self) -> np.ndarray: |
|
|
804 |
""" |
|
|
805 |
Return predictive feature indices. |
|
|
806 |
""" |
|
|
807 |
pred_features = np.where((self.pred_masks.sum(axis=1)).astype(np.int32) != 0) |
|
|
808 |
return pred_features |
|
|
809 |
|
|
|
810 |
@property |
|
|
811 |
def selective_features(self) -> np.ndarray: |
|
|
812 |
""" |
|
|
813 |
Return selective feature indices. |
|
|
814 |
""" |
|
|
815 |
select_features = np.where((self.select_masks.sum(axis=1)).astype(np.int32) != 0) |
|
|
816 |
return select_features |
|
|
817 |
|
|
|
818 |
def sample_important_feature_masks(self) -> None: |
|
|
819 |
""" |
|
|
820 |
Pick features that are important for treatment selection, outcome prediction, and prognostic prediction based on the configuration. |
|
|
821 |
""" |
|
|
822 |
if self.propensity_type.startswith("toy"): |
|
|
823 |
self.prog_mask = np.zeros(shape=(self.dim_X)) |
|
|
824 |
self.pred_masks = np.zeros(shape=(self.dim_X, self.num_T)) |
|
|
825 |
self.select_masks = np.zeros(shape=(self.dim_X, self.num_T)) |
|
|
826 |
|
|
|
827 |
self.prog_mask[0] = 1 |
|
|
828 |
self.pred_masks[0,0] = 1 |
|
|
829 |
self.pred_masks[1,1] = 1 |
|
|
830 |
self.select_masks[0,0] = 1 |
|
|
831 |
self.select_masks[1,1] = 1 |
|
|
832 |
|
|
|
833 |
return None |
|
|
834 |
|
|
|
835 |
# Get indices for features and shuffle if random_feature_selection is True |
|
|
836 |
all_indices = np.arange(self.dim_X) |
|
|
837 |
n = self.num_pred_features |
|
|
838 |
|
|
|
839 |
if self.random_feature_selection: |
|
|
840 |
np.random.shuffle(all_indices) |
|
|
841 |
|
|
|
842 |
# Initialize masks |
|
|
843 |
prog_mask = np.zeros(shape=(self.dim_X)) |
|
|
844 |
pred_masks = np.zeros(shape=(self.dim_X, self.num_T)) |
|
|
845 |
select_masks = np.zeros(shape=(self.dim_X, self.num_T)) |
|
|
846 |
|
|
|
847 |
# Handle case with feature overlap |
|
|
848 |
if self.feature_type_overlap == "sel_pred": |
|
|
849 |
|
|
|
850 |
prog_indices = all_indices[:n] |
|
|
851 |
prog_mask[prog_indices] = 1 |
|
|
852 |
|
|
|
853 |
if self.treatment_feature_overlap: |
|
|
854 |
assert 2*n <= int(self.dim_X) |
|
|
855 |
pred_indices = np.array(self.num_T * [all_indices[n:2*n]]) |
|
|
856 |
select_indices = np.array(self.num_T * [all_indices[n:2*n]]) |
|
|
857 |
|
|
|
858 |
prog_mask[prog_indices] = 1 |
|
|
859 |
pred_masks[pred_indices] = 1 |
|
|
860 |
select_masks[select_indices] = 1 |
|
|
861 |
|
|
|
862 |
else: |
|
|
863 |
assert n*(1+self.num_T) <= int(self.dim_X) |
|
|
864 |
for i in range(self.num_T): |
|
|
865 |
pred_indices = all_indices[(i+1)*n: (i+2)*n] |
|
|
866 |
select_indices = all_indices[(i+1)*n: (i+2)*n] |
|
|
867 |
|
|
|
868 |
pred_masks[pred_indices,i] = 1 |
|
|
869 |
select_masks[select_indices,i] = 1 |
|
|
870 |
|
|
|
871 |
elif self.feature_type_overlap == "sel_prog": |
|
|
872 |
|
|
|
873 |
if self.treatment_feature_overlap: |
|
|
874 |
assert 2*n <= int(self.dim_X) |
|
|
875 |
prog_indices = all_indices[:n] |
|
|
876 |
prog_mask[prog_indices] = 1 |
|
|
877 |
pred_indices = np.array(self.num_T * [all_indices[n:2*n]]) |
|
|
878 |
select_indices = np.array(self.num_T * [all_indices[:n]]) |
|
|
879 |
|
|
|
880 |
prog_mask[prog_indices] = 1 |
|
|
881 |
pred_masks[pred_indices] = 1 |
|
|
882 |
select_masks[select_indices] = 1 |
|
|
883 |
|
|
|
884 |
else: |
|
|
885 |
assert 2*n*self.num_T <= int(self.dim_X) |
|
|
886 |
prog_indices = all_indices[:n*self.num_T:self.num_T] |
|
|
887 |
prog_mask[prog_indices] = 1 |
|
|
888 |
for i in range(self.num_T): |
|
|
889 |
select_indices = all_indices[i*n: (i+1)*n] |
|
|
890 |
pred_indices = all_indices[(i+self.num_T+1)*n: (i+self.num_T+2)*n] |
|
|
891 |
|
|
|
892 |
pred_masks[pred_indices,i] = 1 |
|
|
893 |
select_masks[select_indices,i] = 1 |
|
|
894 |
|
|
|
895 |
elif self.feature_type_overlap == "sel_none": |
|
|
896 |
prog_indices = all_indices[:n] |
|
|
897 |
prog_mask[prog_indices] = 1 |
|
|
898 |
|
|
|
899 |
if self.treatment_feature_overlap: |
|
|
900 |
assert 3*n <= int(self.dim_X) |
|
|
901 |
pred_indices = np.array(self.num_T * [all_indices[n:2*n]]) |
|
|
902 |
select_indices = np.array(self.num_T * [all_indices[2*n:3*n]]) |
|
|
903 |
|
|
|
904 |
prog_mask[prog_indices] = 1 |
|
|
905 |
pred_masks[pred_indices] = 1 |
|
|
906 |
select_masks[select_indices] = 1 |
|
|
907 |
|
|
|
908 |
else: |
|
|
909 |
#assert n+2*n*self.num_T <= int(self.dim_X) |
|
|
910 |
for i in range(1,self.num_T+1): |
|
|
911 |
select_indices = all_indices[i*n: (i+1)*n] |
|
|
912 |
pred_indices = all_indices[(i+self.num_T)*n: (i+self.num_T+1)*n] |
|
|
913 |
pred_masks[pred_indices,i-1] = 1 |
|
|
914 |
select_masks[select_indices,i-1] = 1 |
|
|
915 |
|
|
|
916 |
# # Handle case with feature overlap |
|
|
917 |
# if self.feature_overlap: |
|
|
918 |
# assert max(self.num_pred_features, self.num_prog_features, self.num_select_features) <= int(self.dim_X) |
|
|
919 |
|
|
|
920 |
# prog_indices = all_indices[:self.num_prog_features] |
|
|
921 |
# pred_indices = np.array(self.num_T * [all_indices[:self.num_pred_features]]) |
|
|
922 |
# select_indices = np.array(self.num_T * [all_indices[:self.num_select_features]]) |
|
|
923 |
|
|
|
924 |
# prog_mask[prog_indices] = 1 |
|
|
925 |
# pred_masks[pred_indices] = 1 |
|
|
926 |
# select_masks[select_indices] = 1 |
|
|
927 |
|
|
|
928 |
# # Handle case without feature overlap |
|
|
929 |
# else: |
|
|
930 |
# assert (self.num_prog_features + self.num_T * (self.num_pred_features + self.num_select_features)) <= int(self.dim_X) |
|
|
931 |
|
|
|
932 |
# prog_indices = all_indices[:self.num_prog_features] |
|
|
933 |
# prog_mask[prog_indices] = 1 |
|
|
934 |
# pred_indices = all_indices[self.num_prog_features : (self.num_prog_features + self.num_T*self.num_pred_features)] |
|
|
935 |
# select_indices = all_indices[(self.num_prog_features + self.num_T*self.num_pred_features):(self.num_prog_features + self.num_T*(self.num_pred_features+self.num_select_features))] |
|
|
936 |
|
|
|
937 |
# # Mask features for every treatment |
|
|
938 |
# for i in range(self.num_T): |
|
|
939 |
# pred_masks[pred_indices[i*self.num_pred_features:(i+1)*self.num_pred_features],i] = 1 |
|
|
940 |
# select_masks[select_indices[i*self.num_select_features:(i+1)*self.num_select_features],i] = 1 |
|
|
941 |
|
|
|
942 |
self.prog_mask = prog_mask |
|
|
943 |
self.pred_masks = pred_masks |
|
|
944 |
self.select_masks = select_masks |
|
|
945 |
self.select_masks_pred = pred_masks.copy() |
|
|
946 |
self.select_masks_prog = select_masks.copy() |
|
|
947 |
|
|
|
948 |
log.debug( |
|
|
949 |
f'\nCheck if important features are sampled correctly:' |
|
|
950 |
f'\n===================================================================' |
|
|
951 |
f'\nProg Indices' |
|
|
952 |
f'\n{prog_indices}' |
|
|
953 |
f'\n\nPred Indices' |
|
|
954 |
f'\n{pred_indices}' |
|
|
955 |
f'\n\nSelect Indices' |
|
|
956 |
f'\n{select_indices}' |
|
|
957 |
f'\n\nProg Mask' |
|
|
958 |
f'\n{prog_mask}' |
|
|
959 |
f'\n\nPred Masks' |
|
|
960 |
f'\n{pred_masks}' |
|
|
961 |
f'\n\nSelect Masks' |
|
|
962 |
f'\n{select_masks}' |
|
|
963 |
f'\n===================================================================\n' |
|
|
964 |
) |
|
|
965 |
return None |
|
|
966 |
|
|
|
967 |
def sample_nonlinearities(self, num_nonlinearities: int): |
|
|
968 |
""" |
|
|
969 |
Sample non-linearities for each outcome. |
|
|
970 |
""" |
|
|
971 |
if self.nonlinearity_selection_type == "random": |
|
|
972 |
# pick num_nonlinearities |
|
|
973 |
return random.choices(population=self.nonlinear_fcts, k=num_nonlinearities) |
|
|
974 |
|
|
|
975 |
else: |
|
|
976 |
raise ValueError(f"Unknown nonlinearity selection type {self.selection_type}.") |
|
|
977 |
|
|
|
978 |
|
|
|
979 |
class TSimulator(SimulatorBase): |
|
|
980 |
""" |
|
|
981 |
Data generation process class for simulating treatment selection only, when counterfactual outcomes are available (as for in-vitro/pharmacoscopy data). |
|
|
982 |
""" |
|
|
983 |
nonlinear_fcts = [ |
|
|
984 |
lambda x: np.abs(x), |
|
|
985 |
lambda x: np.exp(-(x**2) / 2), |
|
|
986 |
lambda x: 1 / (1 + x**2), |
|
|
987 |
lambda x: np.cos(x), |
|
|
988 |
lambda x: np.arctan(x), |
|
|
989 |
lambda x: np.tanh(x), |
|
|
990 |
lambda x: np.sin(x), |
|
|
991 |
lambda x: np.log(1 + x**2), |
|
|
992 |
lambda x: np.sqrt(1 + x**2), |
|
|
993 |
lambda x: np.cosh(x), |
|
|
994 |
] |
|
|
995 |
|
|
|
996 |
def __init__( |
|
|
997 |
self, |
|
|
998 |
# Data dimensionality |
|
|
999 |
dim_X: int, |
|
|
1000 |
|
|
|
1001 |
# Seed |
|
|
1002 |
seed: int = 42, |
|
|
1003 |
|
|
|
1004 |
# Simulation type |
|
|
1005 |
simulation_type: str = "T", |
|
|
1006 |
|
|
|
1007 |
# Dimensionality of treatments and outcome |
|
|
1008 |
num_binary_outcome: int = 0, |
|
|
1009 |
standardize_outcome: bool = False, |
|
|
1010 |
standardize_per_outcome: bool = False, |
|
|
1011 |
num_T: int = 3, |
|
|
1012 |
dim_Y: int = 3, |
|
|
1013 |
|
|
|
1014 |
# Scale parameters |
|
|
1015 |
propensity_scale: float = 1, |
|
|
1016 |
unbalancedness_exp: float = 0, |
|
|
1017 |
nonlinearity_scale: float = 1, |
|
|
1018 |
propensity_type: str = "prog_pred", |
|
|
1019 |
alpha: float = 0.5, |
|
|
1020 |
enforce_balancedness: bool = False, |
|
|
1021 |
|
|
|
1022 |
# Important features |
|
|
1023 |
num_select_features: int = 5, |
|
|
1024 |
treatment_feature_overlap: bool = False, |
|
|
1025 |
|
|
|
1026 |
# Feature selection |
|
|
1027 |
random_feature_selection: bool = True, |
|
|
1028 |
nonlinearity_selection_type: bool = True, |
|
|
1029 |
|
|
|
1030 |
|
|
|
1031 |
) -> None: |
|
|
1032 |
# Number of features |
|
|
1033 |
self.dim_X = dim_X |
|
|
1034 |
|
|
|
1035 |
# Make sure results are reproducible by setting seed for np, torch, random |
|
|
1036 |
self.seed = seed |
|
|
1037 |
enable_reproducible_results(seed=self.seed) |
|
|
1038 |
|
|
|
1039 |
# Simulation type |
|
|
1040 |
self.simulation_type = simulation_type |
|
|
1041 |
|
|
|
1042 |
# Store dimensions |
|
|
1043 |
self.num_binary_outcome = num_binary_outcome |
|
|
1044 |
self.standardize_outcome = standardize_outcome |
|
|
1045 |
self.standardize_per_outcome = standardize_per_outcome |
|
|
1046 |
self.num_T = num_T |
|
|
1047 |
self.dim_Y = dim_Y |
|
|
1048 |
|
|
|
1049 |
# Scale parameters |
|
|
1050 |
self.propensity_scale = propensity_scale |
|
|
1051 |
self.unbalancedness_exp = unbalancedness_exp |
|
|
1052 |
self.nonlinearity_scale = nonlinearity_scale |
|
|
1053 |
self.propensity_type = propensity_type |
|
|
1054 |
self.alpha = alpha |
|
|
1055 |
self.enforce_balancedness = enforce_balancedness |
|
|
1056 |
|
|
|
1057 |
# Important features |
|
|
1058 |
self.num_select_features = num_select_features |
|
|
1059 |
self.treatment_feature_overlap = treatment_feature_overlap |
|
|
1060 |
self.num_important_features = num_select_features |
|
|
1061 |
|
|
|
1062 |
# Feature selection |
|
|
1063 |
self.random_feature_selection = random_feature_selection |
|
|
1064 |
self.nonlinearity_selection_type = nonlinearity_selection_type |
|
|
1065 |
|
|
|
1066 |
# Setup variables |
|
|
1067 |
self.nonlinearities = None |
|
|
1068 |
self.select_masks = None |
|
|
1069 |
self.select_weights = None |
|
|
1070 |
|
|
|
1071 |
# Setup |
|
|
1072 |
self.setup() |
|
|
1073 |
|
|
|
1074 |
# Simulation variables |
|
|
1075 |
self.X = None |
|
|
1076 |
self.select_scores = None |
|
|
1077 |
self.propensities, self.outcomes, self.T, self.Y = None, None, None, None |
|
|
1078 |
|
|
|
1079 |
def get_simulated_data(self, train_ratio: float = 0.8): |
|
|
1080 |
""" |
|
|
1081 |
Extract results and split into training and test set. Include counterfactual outcomes and propensities. |
|
|
1082 |
""" |
|
|
1083 |
return self.X, self.T, self.Y, self.outcomes, self.propensities |
|
|
1084 |
# Split data |
|
|
1085 |
# train_size = int(train_ratio * self.X.shape[0]) |
|
|
1086 |
# X_train, X_test = self.X[:train_size], self.X[train_size:] |
|
|
1087 |
# T_train, T_test = self.T[:train_size], self.T[train_size:] |
|
|
1088 |
# Y_train, Y_test = self.Y[:train_size], self.Y[train_size:] |
|
|
1089 |
# outcomes_train, outcomes_test = self.outcomes[:train_size,:,:], self.outcomes[train_size:,:,:] |
|
|
1090 |
# propensities_train, propensities_test = self.propensities[:train_size], self.propensities[train_size:] |
|
|
1091 |
|
|
|
1092 |
# if train_ratio == 1: |
|
|
1093 |
# return self.X, self.T, self.Y, self.outcomes, self.propensities |
|
|
1094 |
|
|
|
1095 |
# return X_train, X_test, T_train, T_test, Y_train, Y_test, outcomes_train, outcomes_test, propensities_train, propensities_test |
|
|
1096 |
|
|
|
1097 |
def simulate(self, X, outcomes=None) -> Tuple: |
|
|
1098 |
""" |
|
|
1099 |
Simulate treatment and outcome for a dataset based on the configuration. |
|
|
1100 |
""" |
|
|
1101 |
log.debug( |
|
|
1102 |
f'Simulating treatment and outcome for a dataset with:' |
|
|
1103 |
f'\n===================================================================' |
|
|
1104 |
f'\nDim X: {self.dim_X}' |
|
|
1105 |
f'\nDim T: {self.num_T}' |
|
|
1106 |
f'\nDim Y: {self.dim_Y}' |
|
|
1107 |
f'\nPropensity Scale: {self.propensity_scale}' |
|
|
1108 |
f'\nUnbalancedness Exponent: {self.unbalancedness_exp}' |
|
|
1109 |
f'\nNonlinearity Scale: {self.nonlinearity_scale}' |
|
|
1110 |
f'\nNum Select Features: {self.num_select_features}' |
|
|
1111 |
f'\nFeature Overlap: {self.treatment_feature_overlap}' |
|
|
1112 |
f'\nRandom Feature Selection: {self.random_feature_selection}' |
|
|
1113 |
f'\nNonlinearity Selection Type: {self.nonlinearity_selection_type}' |
|
|
1114 |
f'\n===================================================================\n' |
|
|
1115 |
) |
|
|
1116 |
|
|
|
1117 |
# 1. Store data |
|
|
1118 |
self.X = X |
|
|
1119 |
|
|
|
1120 |
# 2. Compute scores for prognostic, predictive, and selective features |
|
|
1121 |
self.compute_scores() |
|
|
1122 |
|
|
|
1123 |
# 3. Retrieve factual and counterfactual outcomes based on the data and the predictive and prognostic scores |
|
|
1124 |
self.outcomes = outcomes |
|
|
1125 |
assert self.outcomes.shape == (self.X.shape[0], self.num_T, self.dim_Y) |
|
|
1126 |
|
|
|
1127 |
if self.standardize_outcome: |
|
|
1128 |
if self.standardize_per_outcome: |
|
|
1129 |
self.outcomes = zscore(self.outcomes, axis=0) #, axis=None) # add axis=None to make problem easier again |
|
|
1130 |
else: |
|
|
1131 |
self.outcomes = zscore(self.outcomes, axis=None) #, axis=None) # add axis=None to make problem easier again |
|
|
1132 |
|
|
|
1133 |
log.debug( |
|
|
1134 |
f'\nCheck if outcomes are processed correctly:' |
|
|
1135 |
f'\n===================================================================' |
|
|
1136 |
f'\n\nOutcomes' |
|
|
1137 |
f'\n{self.outcomes}' |
|
|
1138 |
f'\n{self.outcomes.shape}' |
|
|
1139 |
f'\n\nMean Outcomes' |
|
|
1140 |
f'\n{self.outcomes.mean(axis=0)}' |
|
|
1141 |
f'\n\nVariance Outcomes' |
|
|
1142 |
f'\n{self.outcomes.var(axis=0)}' |
|
|
1143 |
f'\n===================================================================\n' |
|
|
1144 |
) |
|
|
1145 |
|
|
|
1146 |
# 4. Compute propensities based on the data and the selective scores |
|
|
1147 |
self.compute_propensities() |
|
|
1148 |
|
|
|
1149 |
# 5. Sample treatment assignment based on the propensities |
|
|
1150 |
self.sample_T() |
|
|
1151 |
|
|
|
1152 |
# 6. Extract the outcome based on the treatment assignment |
|
|
1153 |
self.extract_Y() |
|
|
1154 |
|
|
|
1155 |
return None |
|
|
1156 |
|
|
|
1157 |
def setup(self) -> None: |
|
|
1158 |
""" |
|
|
1159 |
Setup the simulator by defining variables which remain the same across simulations with different samples but the same configuration. |
|
|
1160 |
""" |
|
|
1161 |
# 1. Sample nonlinearities used |
|
|
1162 |
num_nonlinearities = 1 # Same non-linearity for all treatment selection mechanisms |
|
|
1163 |
self.nonlinearities = self.sample_nonlinearities(num_nonlinearities) |
|
|
1164 |
|
|
|
1165 |
# 2. Set important feature masks - determine which features should be used for treatment selection, outcome prediction |
|
|
1166 |
self.sample_important_feature_masks() |
|
|
1167 |
|
|
|
1168 |
# 3. Sample weights for features |
|
|
1169 |
self.sample_uniform_weights() |
|
|
1170 |
|
|
|
1171 |
def get_true_cates(self, |
|
|
1172 |
X: np.ndarray, |
|
|
1173 |
T: np.ndarray, |
|
|
1174 |
outcomes: np.ndarray) -> np.ndarray: |
|
|
1175 |
""" |
|
|
1176 |
Compute true CATEs for each treatment based on the data and the outcomes. |
|
|
1177 |
Always use the selected treatment as the base treatment. |
|
|
1178 |
""" |
|
|
1179 |
# Compute CATEs for each treatment |
|
|
1180 |
cates = np.zeros((X.shape[0], self.num_T, self.dim_Y)) |
|
|
1181 |
|
|
|
1182 |
for i in range(X.shape[0]): |
|
|
1183 |
for j in range(self.num_T): |
|
|
1184 |
cates[i,j,:] = outcomes[i,j,:] - outcomes[i,int(T[i]),:] |
|
|
1185 |
|
|
|
1186 |
log.debug( |
|
|
1187 |
f'\nCheck if true CATEs are computed correctly:' |
|
|
1188 |
f'\n===================================================================' |
|
|
1189 |
f'\nOutcomes: {outcomes.shape}' |
|
|
1190 |
f'\n{outcomes}' |
|
|
1191 |
f'\n\nTreatment Assignment: {T.shape}' |
|
|
1192 |
f'\n{T}' |
|
|
1193 |
f'\n\nTrue CATEs: {cates.shape}' |
|
|
1194 |
f'\n{cates}' |
|
|
1195 |
f'\n===================================================================\n' |
|
|
1196 |
) |
|
|
1197 |
|
|
|
1198 |
return cates |
|
|
1199 |
|
|
|
1200 |
def extract_Y(self) -> None: |
|
|
1201 |
""" |
|
|
1202 |
Extract the outcome based on the treatment assignment. |
|
|
1203 |
""" |
|
|
1204 |
self.Y = self.outcomes[np.arange(self.X.shape[0]), self.T] |
|
|
1205 |
|
|
|
1206 |
log.debug( |
|
|
1207 |
f'\nCheck if outcomes are extracted correctly:' |
|
|
1208 |
f'\n===================================================================' |
|
|
1209 |
f'\nOutcomes' |
|
|
1210 |
f'\n{self.outcomes}' |
|
|
1211 |
f'\n{self.outcomes.shape}' |
|
|
1212 |
f'\n\nTreatment Assignment' |
|
|
1213 |
f'\n{self.T}' |
|
|
1214 |
f'\n{self.T.shape}' |
|
|
1215 |
f'\n\nExtracted Outcomes' |
|
|
1216 |
f'\n{self.Y}' |
|
|
1217 |
f'\n{self.Y.shape}' |
|
|
1218 |
f'\n===================================================================\n' |
|
|
1219 |
) |
|
|
1220 |
|
|
|
1221 |
return None |
|
|
1222 |
|
|
|
1223 |
def sample_T(self) -> None: |
|
|
1224 |
""" |
|
|
1225 |
Sample treatment assignment based on the propensities. |
|
|
1226 |
""" |
|
|
1227 |
# Sample from the resulting categorical distribution per row |
|
|
1228 |
self.T = np.array([np.random.choice([tre for tre in range(self.propensities.shape[1])], p=row) for row in self.propensities]) |
|
|
1229 |
|
|
|
1230 |
log.debug( |
|
|
1231 |
f'\nCheck if treatment assignment is sampled correctly:' |
|
|
1232 |
f'\n===================================================================' |
|
|
1233 |
f'\nPropensities' |
|
|
1234 |
f'\n{self.propensities}' |
|
|
1235 |
f'\n{self.propensities.shape}' |
|
|
1236 |
f'\n\nTreatment Assignment' |
|
|
1237 |
f'\n{self.T}' |
|
|
1238 |
f'\n{self.T.shape}' |
|
|
1239 |
f'\n\nUnique Treatment Counts' |
|
|
1240 |
f'\n{np.unique(self.T, return_counts=True)}' |
|
|
1241 |
f'\n===================================================================\n' |
|
|
1242 |
) |
|
|
1243 |
|
|
|
1244 |
return None |
|
|
1245 |
|
|
|
1246 |
def get_unbalancedness_weights(self, size: int) -> np.ndarray: |
|
|
1247 |
""" |
|
|
1248 |
Create weights for introducing unbalancedness for class probabilities. |
|
|
1249 |
""" |
|
|
1250 |
# Sample initial distribution of treatment assignment |
|
|
1251 |
unb_weights = np.random.uniform(0, 1, size=size) |
|
|
1252 |
unb_weights = unb_weights / unb_weights.sum() |
|
|
1253 |
|
|
|
1254 |
# Standardize the weights and make sure that a treatment doesn't completely disappear for small unbalancedness exponents |
|
|
1255 |
min_val = unb_weights.min() |
|
|
1256 |
range_val = unb_weights.max() - min_val |
|
|
1257 |
unb_weights = (unb_weights - min_val) / range_val |
|
|
1258 |
unb_weights = 0.01 + unb_weights * 0.98 |
|
|
1259 |
|
|
|
1260 |
return unb_weights |
|
|
1261 |
|
|
|
1262 |
def compute_propensities(self) -> None: |
|
|
1263 |
""" |
|
|
1264 |
Compute propensities based on the data and the selective scores. |
|
|
1265 |
""" |
|
|
1266 |
select_scores_none = zscore(self.select_scores, axis=0) # Comment for Predictive Epertise |
|
|
1267 |
|
|
|
1268 |
select_scores_pred = np.zeros((self.X.shape[0], self.num_T)) |
|
|
1269 |
select_scores_pred_flipped = np.zeros((self.X.shape[0], self.num_T)) |
|
|
1270 |
select_scores_prog = np.zeros((self.X.shape[0], self.num_T)) |
|
|
1271 |
select_scores_tre = np.zeros((self.X.shape[0], self.num_T)) |
|
|
1272 |
|
|
|
1273 |
select_scores_pred[:,0] = self.outcomes[:,0,0] - self.outcomes[:,1,0] |
|
|
1274 |
select_scores_pred[:,1] = self.outcomes[:,1,0] - self.outcomes[:,0,0] |
|
|
1275 |
|
|
|
1276 |
select_scores_pred_flipped[:,0] = self.outcomes[:,1,0] - self.outcomes[:,0,0] |
|
|
1277 |
select_scores_pred_flipped[:,1] = self.outcomes[:,0,0] - self.outcomes[:,1,0] |
|
|
1278 |
|
|
|
1279 |
select_scores_prog[:,0] = self.outcomes[:,0,0] |
|
|
1280 |
select_scores_prog[:,1] = -self.outcomes[:,0,0] |
|
|
1281 |
|
|
|
1282 |
select_scores_tre[:,0] = -self.outcomes[:,1,0] |
|
|
1283 |
select_scores_tre[:,1] = self.outcomes[:,1,0] |
|
|
1284 |
|
|
|
1285 |
if self.propensity_type == "prog_tre": |
|
|
1286 |
scores = self.alpha * select_scores_tre + (1 - self.alpha) * select_scores_prog |
|
|
1287 |
|
|
|
1288 |
# Standardize all scores |
|
|
1289 |
select_scores_pred = zscore(select_scores_pred, axis=0) |
|
|
1290 |
select_scores_pred_flipped = zscore(select_scores_pred_flipped, axis=0) |
|
|
1291 |
select_scores_prog = zscore(select_scores_prog, axis=0) |
|
|
1292 |
select_scores_tre = zscore(select_scores_tre, axis=0) |
|
|
1293 |
|
|
|
1294 |
if self.propensity_type == "prog_pred": |
|
|
1295 |
scores = self.alpha * select_scores_pred + (1 - self.alpha) * select_scores_prog |
|
|
1296 |
|
|
|
1297 |
elif self.propensity_type == "prog_tre": |
|
|
1298 |
pass |
|
|
1299 |
|
|
|
1300 |
elif self.propensity_type == "none_prog": |
|
|
1301 |
scores = self.alpha * select_scores_prog + (1 - self.alpha) * select_scores_none |
|
|
1302 |
|
|
|
1303 |
elif self.propensity_type == "none_pred": |
|
|
1304 |
scores = self.alpha * select_scores_pred + (1 - self.alpha) * select_scores_none |
|
|
1305 |
|
|
|
1306 |
elif self.propensity_type == "none_tre": |
|
|
1307 |
scores = self.alpha * select_scores_tre + (1 - self.alpha) * select_scores_none |
|
|
1308 |
|
|
|
1309 |
elif self.propensity_type == "none_pred_flipped": |
|
|
1310 |
scores = self.alpha * select_scores_pred_flipped + (1 - self.alpha) * select_scores_none |
|
|
1311 |
|
|
|
1312 |
elif self.propensity_type == "pred_pred_flipped": |
|
|
1313 |
scores = self.alpha * select_scores_pred_flipped + (1 - self.alpha) * select_scores_pred |
|
|
1314 |
|
|
|
1315 |
elif self.propensity_type == "rct_none": |
|
|
1316 |
scores = select_scores_none |
|
|
1317 |
|
|
|
1318 |
else: |
|
|
1319 |
raise ValueError(f"Unknown propensity type {self.propensity_type}.") |
|
|
1320 |
|
|
|
1321 |
if self.enforce_balancedness: |
|
|
1322 |
scores = zscore(scores, axis=0) |
|
|
1323 |
|
|
|
1324 |
if self.propensity_type == "rct_none": |
|
|
1325 |
scores = self.alpha * select_scores_none |
|
|
1326 |
|
|
|
1327 |
# Introduce unbalancedness and manipulate unbalancedness weights for comparable experiments with different seeds |
|
|
1328 |
unb_weights = self.get_unbalancedness_weights(size=scores.shape[1]) |
|
|
1329 |
|
|
|
1330 |
# Apply the softmax function to each row to get probabilities |
|
|
1331 |
p = softmax(self.propensity_scale*scores, axis=1) |
|
|
1332 |
|
|
|
1333 |
# Scale probabilities to introduce unbalancedness |
|
|
1334 |
p = p * (1 - unb_weights) ** self.unbalancedness_exp |
|
|
1335 |
|
|
|
1336 |
# Make sure rows add up to one again |
|
|
1337 |
row_sums = p.sum(axis=1, keepdims=True) |
|
|
1338 |
p = p / row_sums |
|
|
1339 |
self.propensities = p |
|
|
1340 |
|
|
|
1341 |
log.debug( |
|
|
1342 |
f'\nCheck if propensities are computed correctly:' |
|
|
1343 |
f'\n===================================================================' |
|
|
1344 |
f'\nSelect Scores' |
|
|
1345 |
f'\n{self.select_scores}' |
|
|
1346 |
f'\n{self.select_scores.shape}' |
|
|
1347 |
f'\n\nPropensities' |
|
|
1348 |
f'\n{self.propensities}' |
|
|
1349 |
f'\n{self.propensities.shape}' |
|
|
1350 |
f'\n===================================================================\n' |
|
|
1351 |
) |
|
|
1352 |
|
|
|
1353 |
return None |
|
|
1354 |
|
|
|
1355 |
def compute_scores(self) -> None: |
|
|
1356 |
""" |
|
|
1357 |
Compute scores for prognostic, predictive, and selective features based on the data and the feature weights. |
|
|
1358 |
""" |
|
|
1359 |
# Each column of the score matrix corresponds to the score for a specific outcome. Rows correspond to samples. |
|
|
1360 |
select_lin = self.X @ self.select_weights.T |
|
|
1361 |
|
|
|
1362 |
log.debug( |
|
|
1363 |
f'\nCheck if linear scores are computed correctly for selective features:' |
|
|
1364 |
f'\n===================================================================' |
|
|
1365 |
f'\nself.X' |
|
|
1366 |
f'\n{self.X}' |
|
|
1367 |
f'\n{self.X.shape}' |
|
|
1368 |
f'\n\nSelect Weights' |
|
|
1369 |
f'\n{self.select_weights}' |
|
|
1370 |
f'\n{self.select_weights.shape}' |
|
|
1371 |
f'\n\nSelect Lin' |
|
|
1372 |
f'\n{select_lin}' |
|
|
1373 |
f'\n{select_lin.shape}' |
|
|
1374 |
f'\n===================================================================\n' |
|
|
1375 |
) |
|
|
1376 |
|
|
|
1377 |
# Introduce non-linearity and get final scores |
|
|
1378 |
select_scores = (1 - self.nonlinearity_scale) * select_lin + self.nonlinearity_scale * self.nonlinearities[0](select_lin) |
|
|
1379 |
self.select_scores = select_scores |
|
|
1380 |
|
|
|
1381 |
return None |
|
|
1382 |
|
|
|
1383 |
@property |
|
|
1384 |
def weights(self) -> Tuple: |
|
|
1385 |
""" |
|
|
1386 |
Return weights for prognostic, predictive, and selective features. |
|
|
1387 |
""" |
|
|
1388 |
return None, None, self.select_weights |
|
|
1389 |
|
|
|
1390 |
def sample_uniform_weights(self) -> None: |
|
|
1391 |
""" |
|
|
1392 |
sample uniform weights for the features. |
|
|
1393 |
""" |
|
|
1394 |
# Sample weights for selective features, a weight for every dimension for every treatment and outcome |
|
|
1395 |
select_weights = np.random.uniform(-1, 1, size=(self.num_T, self.dim_X)) |
|
|
1396 |
|
|
|
1397 |
|
|
|
1398 |
# Mask weights for features that are not important |
|
|
1399 |
for i in range(self.num_T): |
|
|
1400 |
select_weights[i] = select_weights[i] * self.select_masks[:,i] |
|
|
1401 |
|
|
|
1402 |
log.debug( |
|
|
1403 |
f'\nCheck if masks are applied correctly:' |
|
|
1404 |
f'\n===================================================================' |
|
|
1405 |
f'\nSelect Weights' |
|
|
1406 |
f'\n{select_weights}' |
|
|
1407 |
f'\n{select_weights.shape}' |
|
|
1408 |
f'\n\nSelect Masks' |
|
|
1409 |
f'\n{self.select_masks}' |
|
|
1410 |
f'\n{self.select_masks.shape}' |
|
|
1411 |
f'\n===================================================================\n' |
|
|
1412 |
) |
|
|
1413 |
|
|
|
1414 |
self.select_weights = select_weights |
|
|
1415 |
|
|
|
1416 |
return None |
|
|
1417 |
@property |
|
|
1418 |
def all_important_features(self) -> np.ndarray: |
|
|
1419 |
""" |
|
|
1420 |
Return all important feature indices. |
|
|
1421 |
""" |
|
|
1422 |
all_important_features = self.selective_features |
|
|
1423 |
log.debug( |
|
|
1424 |
f'\nCheck if all important features are computed correctly:' |
|
|
1425 |
f'\n===================================================================' |
|
|
1426 |
f'\n\nSelect Features' |
|
|
1427 |
f'\n{self.selective_features}' |
|
|
1428 |
f'\n\nAll Important Features' |
|
|
1429 |
f'\n{all_important_features}' |
|
|
1430 |
f'\n===================================================================\n' |
|
|
1431 |
) |
|
|
1432 |
|
|
|
1433 |
return all_important_features |
|
|
1434 |
|
|
|
1435 |
@property |
|
|
1436 |
def predictive_features(self) -> np.ndarray: |
|
|
1437 |
""" |
|
|
1438 |
Return predictive feature indices. |
|
|
1439 |
""" |
|
|
1440 |
return None |
|
|
1441 |
|
|
|
1442 |
@property |
|
|
1443 |
def prognostic_features(self) -> np.ndarray: |
|
|
1444 |
""" |
|
|
1445 |
Return prognostic feature indices. |
|
|
1446 |
""" |
|
|
1447 |
return None |
|
|
1448 |
|
|
|
1449 |
@property |
|
|
1450 |
def selective_features(self) -> np.ndarray: |
|
|
1451 |
""" |
|
|
1452 |
Return selective feature indices. |
|
|
1453 |
""" |
|
|
1454 |
select_features = np.where((self.select_masks.sum(axis=1)).astype(np.int32) != 0) |
|
|
1455 |
return select_features |
|
|
1456 |
|
|
|
1457 |
def sample_important_feature_masks(self) -> None: |
|
|
1458 |
""" |
|
|
1459 |
Pick features that are important for treatment selection based on the configuration. |
|
|
1460 |
""" |
|
|
1461 |
# Get indices for features and shuffle if random_feature_selection is True |
|
|
1462 |
all_indices = np.arange(self.dim_X) |
|
|
1463 |
|
|
|
1464 |
if self.random_feature_selection: |
|
|
1465 |
np.random.shuffle(all_indices) |
|
|
1466 |
|
|
|
1467 |
# Initialize masks |
|
|
1468 |
select_masks = np.zeros(shape=(self.dim_X, self.num_T)) |
|
|
1469 |
|
|
|
1470 |
# Handle case with feature overlap |
|
|
1471 |
if self.treatment_feature_overlap: |
|
|
1472 |
assert self.num_select_features <= int(self.dim_X) |
|
|
1473 |
select_indices = np.array(self.num_T * [all_indices[:self.num_select_features]]) |
|
|
1474 |
select_masks[select_indices] = 1 |
|
|
1475 |
|
|
|
1476 |
# Handle case without feature overlap |
|
|
1477 |
else: |
|
|
1478 |
assert (self.num_T * self.num_select_features) <= int(self.dim_X) |
|
|
1479 |
select_indices = all_indices[:self.num_select_features*self.num_T] |
|
|
1480 |
|
|
|
1481 |
# Mask features for every treatment |
|
|
1482 |
for i in range(self.num_T): |
|
|
1483 |
select_masks[select_indices[i*self.num_select_features:(i+1)*self.num_select_features],i] = 1 |
|
|
1484 |
|
|
|
1485 |
self.select_masks = select_masks |
|
|
1486 |
|
|
|
1487 |
return None |
|
|
1488 |
|
|
|
1489 |
def sample_nonlinearities(self, num_nonlinearities: int): |
|
|
1490 |
""" |
|
|
1491 |
Sample non-linearities for each outcome. |
|
|
1492 |
""" |
|
|
1493 |
if self.nonlinearity_selection_type == "random": |
|
|
1494 |
# pick num_nonlinearities |
|
|
1495 |
return random.choices(population=self.nonlinear_fcts, k=num_nonlinearities) |
|
|
1496 |
|
|
|
1497 |
else: |
|
|
1498 |
raise ValueError(f"Unknown nonlinearity selection type {self.selection_type}.") |