--- a +++ b/src/iterpretability/simulators.py @@ -0,0 +1,1498 @@ +# stdlib +import random +from typing import Tuple +import src.iterpretability.logger as log + +# third party +import numpy as np +import torch +from scipy.special import expit +from scipy.stats import zscore +from omegaconf import DictConfig, OmegaConf +from src.iterpretability.utils import enable_reproducible_results +from abc import ABC, abstractmethod +DEVICE = torch.device("cuda" if torch.cuda.is_available() else "cpu") + +# For computing the propensities from scores +from scipy.special import softmax +from scipy.stats import zscore +from sklearn.model_selection import train_test_split + +EPS = 0 +class SimulatorBase(ABC): + """ + Base class for simulators. + """ + @abstractmethod + def simulate(self, X: np.ndarray, outcomes: np.ndarray = None) -> Tuple: + raise NotImplementedError + + @abstractmethod + def get_simulated_data(self, train_ratio: float) -> Tuple: + raise NotImplementedError + + @property + @abstractmethod + def selective_features(self) -> np.ndarray: + raise NotImplementedError + + @property + @abstractmethod + def prognostic_features(self) -> np.ndarray: + raise NotImplementedError + + @property + @abstractmethod + def predictive_features(self) -> np.ndarray: + raise NotImplementedError + +class TYSimulator(SimulatorBase): + """ + Data generation process class for simulating treatment selection and outcomes (and effects) + """ + nonlinear_fcts = [ + #lambda x: np.abs(x), + lambda x: np.exp(-(x**2) / 2), + # lambda x: 1 / (1 + x**2), + # lambda x: np.sqrt(x)*(1+x), + #lambda x: np.cos(5*x), + #lambda x: x**2, + # lambda x: np.arctan(x), + # lambda x: np.tanh(x), + # lambda x: np.sin(x), + # lambda x: np.log(1 + x**2), + #lambda x: np.sqrt(0.02 + x**2), + #lambda x: np.cosh(x), + ] + + def __init__( + self, + # Data dimensionality + dim_X: int, + + # Seed + seed: int = 42, + + # Simulation type + simulation_type: str = "ty", + + # Dimensionality of treatments and outcome + num_binary_outcome: int = 0, + outcome_unbalancedness_ratio: float = 0, + standardize_outcome: bool = False, + num_T: int = 3, + dim_Y: int = 3, + + # Scale parameters + predictive_scale: float = 1, + prognostic_scale: float = 1, + propensity_scale: float = 1, + unbalancedness_exp: float = 0, + nonlinearity_scale: float = 1, + propensity_type: str = "prog_pred", + alpha: float = 0.5, + enforce_balancedness: bool = False, + + # Control + include_control: bool = False, + + # Important features + num_pred_features: int = 5, + num_prog_features: int = 5, + num_select_features: int = 5, + feature_type_overlap: str = "sel_none", + treatment_feature_overlap: bool = False, + + # Feature selection + random_feature_selection: bool = False, + nonlinearity_selection_type: bool = True, + + # Noise + noise: bool = True, + noise_std: float = 0.1, + + ) -> None: + # Number of features + self.dim_X = dim_X + + # Make sure results are reproducible by setting seed for np, torch, random + self.seed = seed + enable_reproducible_results(seed=self.seed) + + # Simulation type + self.simulation_type = simulation_type + + # Store dimensions + self.num_binary_outcome = num_binary_outcome + self.outcome_unbalancedness_ratio = outcome_unbalancedness_ratio + self.standardize_outcome = standardize_outcome + self.num_T = num_T + self.dim_Y = dim_Y + + # Scale parameters + self.predictive_scale = predictive_scale + self.prognostic_scale = prognostic_scale + self.propensity_scale = propensity_scale + self.unbalancedness_exp = unbalancedness_exp + self.nonlinearity_scale = nonlinearity_scale + self.propensity_type = propensity_type + self.alpha = alpha + self.enforce_balancedness = enforce_balancedness + + # Control + self.include_control = include_control + + # Important features + self.num_pred_features = num_pred_features + self.num_prog_features = num_prog_features + self.num_select_features = num_select_features + self.num_important_features = self.num_T*(num_pred_features + num_select_features) + num_prog_features + self.feature_type_overlap = feature_type_overlap + self.treatment_feature_overlap = treatment_feature_overlap + + # Feature selection + self.random_feature_selection = random_feature_selection + self.nonlinearity_selection_type = nonlinearity_selection_type + + # Noise + self.noise = noise + self.noise_std = noise_std + + # Setup variables + self.nonlinearities = None + self.prog_mask, self.pred_masks, self.select_masks = None, None, None + self.prog_weights, self.pred_weights, self.select_weights = None, None, None + + # Setup + self.setup() + + # Simulation variables + self.X = None + self.prog_scores, self.pred_scores, self.select_scores = None, None, None + self.select_scores_pred_overlap = None + self.select_scores_prog_overlap = None + self.propensities, self.outcomes, self.T, self.Y = None, None, None, None + + def get_simulated_data(self): + """ + Extract results and split into training and test set. Include counterfactual outcomes and propensities. + """ + return self.X, self.T, self.Y, self.outcomes, self.propensities + + ## OLD CODE + # Split data + # train_size = int(train_ratio * self.X.shape[0]) + + # if self.num_binary_outcome > 0: + # ( + # X_train, X_test, + # Y_train, Y_test, + # T_train, T_test, + # outcomes_train, outcomes_test, + # propensities_train, propensities_test, + # ) = train_test_split(self.X, self.Y, self.T, self.outcomes, self.propensities, train_size=train_size, stratify=self.Y) + # else: + # X_train, X_test = self.X[:train_size], self.X[train_size:] + # T_train, T_test = self.T[:train_size], self.T[train_size:] + # Y_train, Y_test = self.Y[:train_size], self.Y[train_size:] + + # outcomes_train, outcomes_test = self.outcomes[:train_size,:,:], self.outcomes[train_size:,:,:] + # propensities_train, propensities_test = self.propensities[:train_size], self.propensities[train_size:] + + # if train_ratio == 1: + # return self.X, self.T, self.Y, self.outcomes, self.propensities + + # return X_train, X_test, T_train, T_test, Y_train, Y_test, outcomes_train, outcomes_test, propensities_train, propensities_test + + def simulate(self, X, outcomes=None) -> Tuple: + """ + Simulate treatment and outcome for a dataset based on the configuration. + """ + log.debug( + f'Simulating treatment and outcome for a dataset with:' + f'\n===================================================================' + f'\nDim X: {self.dim_X}' + f'\nDim T: {self.num_T}' + f'\nDim Y: {self.dim_Y}' + f'\nPredictive Scale: {self.predictive_scale}' + f'\nPrognostic Scale: {self.prognostic_scale}' + f'\nPropensity Scale: {self.propensity_scale}' + f'\nUnbalancedness Exponent: {self.unbalancedness_exp}' + f'\nNonlinearity Scale: {self.nonlinearity_scale}' + f'\nNum Pred Features: {self.num_pred_features}' + f'\nNum Prog Features: {self.num_prog_features}' + f'\nNum Select Features: {self.num_select_features}' + f'\nFeature Overlap: {self.treatment_feature_overlap}' + f'\nRandom Feature Selection: {self.random_feature_selection}' + f'\nNonlinearity Selection Type: {self.nonlinearity_selection_type}' + f'\nNoise: {self.noise}' + f'\nNoise Std: {self.noise_std}' + f'\n===================================================================\n' + ) + + # 1. Store data with min max scaling to range [0, 1] + self.X = X + # self.X = (X - X.min(axis=0)) / (X.max(axis=0) - X.min(axis=0) + EPS) + + # 2. Compute scores for prognostic, predictive, and selective features + self.compute_scores() + + # 3. Compute factual and counterfactual outcomes based on the data and the predictive and prognostic scores + self.compute_all_outcomes() + + # 4. Compute propensities based on the data and the selective scores + self.compute_propensities() + + # 5. Sample treatment assignment based on the propensities + self.sample_T() + + # 6. Extract the outcome based on the treatment assignment + self.extract_Y() + + return None + + def setup(self) -> None: + """ + Setup the simulator by defining variables which remain the same across simulations with different samples but the same configuration. + """ + # 1. Sample nonlinearities used + num_nonlinearities = 2 + self.dim_Y # Different non-linearities for each outcome (predictive), same for all treatments + self.nonlinearities = self.sample_nonlinearities(num_nonlinearities) + + # 2. Set important feature masks - determine which features should be used for treatment selection, outcome prediction + self.sample_important_feature_masks() + + # 3. Sample weights for features + self.sample_uniform_weights() + + def get_true_cates(self, + X: np.ndarray, + T: np.ndarray, + outcomes: np.ndarray) -> np.ndarray: + """ + Compute true CATEs for each treatment based on the data and the outcomes. + Always use the selected treatment as the base treatment. + """ + # Compute CATEs for each treatment + cates = np.zeros((X.shape[0], self.num_T, self.dim_Y)) + + for i in range(X.shape[0]): + for j in range(self.num_T): + cates[i,j,:] = outcomes[i,j,:] - outcomes[i,int(T[i]),:] + + log.debug( + f'\nCheck if true CATEs are computed correctly:' + f'\n===================================================================' + f'\nOutcomes: {outcomes.shape}' + f'\n{outcomes}' + f'\n\nTreatment Assignment: {T.shape}' + f'\n{T}' + f'\n\nTrue CATEs: {cates.shape}' + f'\n{cates}' + f'\n===================================================================\n' + ) + + return cates + + def extract_Y(self) -> None: + """ + Extract the outcome based on the treatment assignment. + """ + self.Y = self.outcomes[np.arange(self.X.shape[0]), self.T] + + log.debug( + f'\nCheck if outcomes are extracted correctly:' + f'\n===================================================================' + f'\nOutcomes' + f'\n{self.outcomes}' + f'\n{self.outcomes.shape}' + f'\n\nTreatment Assignment' + f'\n{self.T}' + f'\n{self.T.shape}' + f'\n\nExtracted Outcomes' + f'\n{self.Y}' + f'\n{self.Y.shape}' + f'\n===================================================================\n' + ) + + return None + + def compute_all_outcomes_toy(self) -> None: + # Compute outcomes for each treatment and outcome + outcomes = np.zeros((self.X.shape[0], self.num_T, self.dim_Y)) + X0 = self.X[:,0] + X1 = self.X[:,1] + + k=20 + nonlinearity = lambda x: 1 / (1 + np.exp(-k * (x - 0.5))) #logistic + + if self.propensity_type.startswith("toy1") or self.propensity_type.startswith("toy3") or self.propensity_type.startswith("toy4"): + fun_y0 = lambda X0, X1: X0 + fun_y1 = lambda X0, X1: 1-X0 + + elif self.propensity_type.startswith("toy2"): + fun_y0 = lambda X0, X1: X0 + fun_y1 = lambda X0, X1: 1-X1 + + elif self.propensity_type.startswith("toy6"): + fun_y0 = lambda X0, X1: X0 + fun_y1 = lambda X0, X1: X1 + + elif self.propensity_type.startswith("toy5"): + fun_y0 = lambda X0, X1: np.sin(X0*10*np.pi) + fun_y1 = lambda X0, X1: np.sin((1-X0)*10*np.pi) + + elif self.propensity_type.startswith("toy7"): + fun_y0 = lambda X0, X1: nonlinearity(X0)-nonlinearity(X1) + fun_y1 = lambda X0, X1: nonlinearity(X0)+nonlinearity(X1) + + elif self.propensity_type.startswith("toy8"): + fun_y0 = lambda X0, X1: X0 + fun_y1 = lambda X0, X1: 1-X0 + + Y = np.array([fun_y0(X0, X1),fun_y1(X0, X1)]).T + + if self.propensity_type.endswith("nonlinear"): + Y = nonlinearity(Y) + + Y = zscore(Y, axis=None) + + outcomes[:,:,0] = Y + + + return outcomes + + def compute_all_outcomes(self) -> None: + """ + Compute factual and counterfactual outcomes based on the data and the predictive and prognostic scores. + """ + if self.propensity_type.startswith("toy"): + outcomes = self.compute_all_outcomes_toy() + + else: + # Compute outcomes for each treatment and outcome + outcomes = np.zeros((self.X.shape[0], self.num_T, self.dim_Y)) + + for i in range(self.num_T): + for j in range(self.dim_Y): + if self.include_control and i == 0: + outcomes[:,i,j] = self.prognostic_scale*self.prog_scores[:,j] + + else: + outcomes[:,i,j] = self.prognostic_scale*self.prog_scores[:,j] + self.predictive_scale*self.pred_scores[:,i,j] + + # Add gaussian noise to outcomes + if self.noise: + outcomes = outcomes + np.random.normal(0, self.noise_std, size=outcomes.shape) + + # Create binary outcomes and introduce unbalancedness + if int(self.num_binary_outcome) > 0: + for j in range(self.num_binary_outcome): + scores = zscore(outcomes[:,:,j], axis=0) + prob = expit(scores) + outcomes[:,:,j] = prob > self.outcome_unbalancedness_ratio + + self.outcomes = outcomes + + # Standardize outcomes + if self.standardize_outcome: + # normalize outcomes per outcome + self.outcomes = zscore(self.outcomes, axis=0) + + log.debug( + f'\nCheck if outcomes are computed correctly:' + f'\n===================================================================' + f'\nProg Scores' + f'\n{self.prog_scores}' + f'\n{self.prog_scores.shape}' + f'\n\nPred Scores' + f'\n{self.pred_scores}' + f'\n{self.pred_scores.shape}' + f'\n\nOutcomes' + f'\n{self.outcomes}' + f'\n{self.outcomes.shape}' + f'\n\nMean Outcomes' + f'\n{self.outcomes.mean(axis=0)}' + f'\n\nVariance Outcomes' + f'\n{self.outcomes.var(axis=0)}' + f'\n===================================================================\n' + ) + + return None + + + def sample_T(self) -> None: + """ + Sample treatment assignment based on the propensities. + """ + # Sample from the resulting categorical distribution per row + self.T = np.array([np.random.choice([tre for tre in range(self.propensities.shape[1])], p=row) for row in self.propensities]) + + log.debug( + f'\nCheck if treatment assignment is sampled correctly:' + f'\n===================================================================' + f'\nPropensities' + f'\n{self.propensities}' + f'\n{self.propensities.shape}' + f'\n\nTreatment Assignment' + f'\n{self.T}' + f'\n{self.T.shape}' + f'\n\nUnique Treatment Counts' + f'\n{np.unique(self.T, return_counts=True)}' + f'\n===================================================================\n' + ) + + return None + + def get_unbalancedness_weights(self, size: int) -> np.ndarray: + """ + Create weights for introducing unbalancedness for class probabilities. + """ + # Sample initial distribution of treatment assignment + unb_weights = np.random.uniform(0, 1, size=size) + unb_weights = unb_weights / unb_weights.sum() + + # Standardize the weights and make sure that a treatment doesn't completely disappear for small unbalancedness exponents + min_val = unb_weights.min() + range_val = unb_weights.max() - min_val + unb_weights = (unb_weights - min_val) / range_val + unb_weights = 0.01 + unb_weights * 0.98 + + return unb_weights + + def compute_propensity_scores_toy(self) -> np.ndarray: + X0 = self.X[:,0] + X1 = self.X[:,1] + + if self.propensity_type.startswith("toy1"): + fun_t0 = lambda X0, X1: X0 + fun_t1 = lambda X0, X1: 1-X0 + + elif self.propensity_type.startswith("toy2"): + fun_t0 = lambda X0, X1: X0 + fun_t1 = lambda X0, X1: 1-X1 + + elif self.propensity_type.startswith("toy3"): + fun_t0 = lambda X0, X1: X1 + fun_t1 = lambda X0, X1: 1-X1 + + elif self.propensity_type.startswith("toy4"): + fun_t0 = lambda X0, X1: np.sin(X0*10*np.pi) + fun_t1 = lambda X0, X1: np.sin((1-X0)*10*np.pi) + + elif self.propensity_type.startswith("toy5"): + fun_t0 = lambda X0, X1: 1-X0 + fun_t1 = lambda X0, X1: X0 + + elif self.propensity_type.startswith("toy6"): + fun_t0 = lambda X0, X1: 1-X0 + fun_t1 = lambda X0, X1: X0 + + elif self.propensity_type.startswith("toy7"): + fun_t0 = lambda X0, X1: 1-X0 + fun_t1 = lambda X0, X1: X0 + + elif self.propensity_type.startswith("toy8"): + fun_t0 = lambda X0, X1: 1-X0 + fun_t1 = lambda X0, X1: X0 + + scores = np.array([fun_t0(X0, X1),fun_t1(X0, X1)]).T + + return scores + + + def compute_propensities(self) -> None: + """ + Compute propensities based on the data and the selective scores. + """ + + select_scores_pred_overlap = zscore(self.select_scores_pred_overlap, axis=0) # Comment for Predictive Epertise + select_scores_prog_overlap = zscore(self.select_scores_prog_overlap, axis=0) # Comment for Predictive Epertise + select_scores_none = zscore(self.select_scores, axis=0) # Comment for Predictive Epertise + + select_scores_pred = np.zeros((self.X.shape[0], self.num_T)) + select_scores_pred_flipped = np.zeros((self.X.shape[0], self.num_T)) + select_scores_prog = np.zeros((self.X.shape[0], self.num_T)) + select_scores_tre = np.zeros((self.X.shape[0], self.num_T)) + + select_scores_pred[:,0] = self.outcomes[:,0,0] - self.outcomes[:,1,0] + select_scores_pred[:,1] = self.outcomes[:,1,0] - self.outcomes[:,0,0] + + select_scores_pred_flipped[:,0] = self.outcomes[:,1,0] - self.outcomes[:,0,0] + select_scores_pred_flipped[:,1] = self.outcomes[:,0,0] - self.outcomes[:,1,0] + + select_scores_prog[:,0] = self.outcomes[:,0,0] + select_scores_prog[:,1] = -self.outcomes[:,0,0] + + select_scores_tre[:,0] = -self.outcomes[:,1,0] + select_scores_tre[:,1] = self.outcomes[:,1,0] + + if self.propensity_type == "prog_tre": + scores = self.alpha * select_scores_tre + (1 - self.alpha) * select_scores_prog + + # Standardize all scores + select_scores_pred = zscore(select_scores_pred, axis=0) + select_scores_pred_flipped = zscore(select_scores_pred_flipped, axis=0) + select_scores_prog = zscore(select_scores_prog, axis=0) + select_scores_tre = zscore(select_scores_tre, axis=0) + + if self.propensity_type == "prog_pred": + scores = self.alpha * select_scores_pred + (1 - self.alpha) * select_scores_prog + + elif self.propensity_type == "prog_tre": + pass + + elif self.propensity_type == "none_prog": + scores = self.alpha * select_scores_prog + (1 - self.alpha) * select_scores_none + + elif self.propensity_type == "none_pred": + scores = self.alpha * select_scores_pred + (1 - self.alpha) * select_scores_none + + elif self.propensity_type == "none_tre": + scores = self.alpha * select_scores_tre + (1 - self.alpha) * select_scores_none + + elif self.propensity_type == "none_pred_flipped": + scores = self.alpha * select_scores_pred_flipped + (1 - self.alpha) * select_scores_none + + elif self.propensity_type == "pred_pred_flipped": + scores = self.alpha * select_scores_pred_flipped + (1 - self.alpha) * select_scores_pred + + elif self.propensity_type == "none_pred_overlap": + scores = self.alpha * select_scores_pred_overlap + (1 - self.alpha) * select_scores_none + + elif self.propensity_type == "none_prog_overlap": + scores = self.alpha * select_scores_prog_overlap + (1 - self.alpha) * select_scores_none + + elif self.propensity_type == "pred_overalp_prog_overlap": + scores = self.alpha * select_scores_prog_overlap + (1 - self.alpha) * select_scores_pred_overlap + + elif self.propensity_type == "rct_none": + scores = select_scores_none + + elif self.propensity_type.startswith("toy"): + scores = self.compute_propensity_scores_toy() + + else: + raise ValueError(f"Unknown propensity type {self.propensity_type}.") + + if self.enforce_balancedness: + scores = zscore(scores, axis=0) + + if self.propensity_type == "rct_none": + scores = self.alpha * select_scores_none + + # Introduce unbalancedness and manipulate unbalancedness weights for comparable experiments with different seeds + unb_weights = self.get_unbalancedness_weights(size=scores.shape[1]) + + # Apply the softmax function to each row to get probabilities + p = softmax(self.propensity_scale*scores, axis=1) + + # Scale probabilities to introduce unbalancedness + p = p * (1 - unb_weights) ** self.unbalancedness_exp + + # Make sure rows add up to one again + row_sums = p.sum(axis=1, keepdims=True) + p = p / row_sums + self.propensities = p + + log.debug( + f'\nCheck if propensities are computed correctly:' + f'\n===================================================================' + f'\nSelect Scores' + f'\n{self.select_scores}' + f'\n{self.select_scores.shape}' + f'\n\nPropensities' + f'\n{self.propensities}' + f'\n{self.propensities.shape}' + f'\n===================================================================\n' + ) + + return None + + def compute_scores(self) -> None: + """ + Compute scores for prognostic, predictive, and selective features based on the data and the feature weights. + """ + # Each column of the score matrix corresponds to the score for a specific outcome. Rows correspond to samples. + prog_lin = self.X @ self.prog_weights.T + select_lin = self.X @ self.select_weights.T + select_lin_pred = self.X @ self.select_weights_pred.T + select_lin_prog = self.X @ self.select_weights_prog.T + + log.debug( + f'\nCheck if linear scores are computed correctly for selective features:' + f'\n===================================================================' + f'\nself.X' + f'\n{self.X}' + f'\n{self.X.shape}' + f'\n\nSelect Weights' + f'\n{self.select_weights}' + f'\n{self.select_weights.shape}' + f'\n\nSelect Lin' + f'\n{select_lin}' + f'\n{select_lin.shape}' + f'\n===================================================================\n' + ) + + # Compute scores for predictive and selective features for each treatment and outcome + pred_lin = np.zeros((self.X.shape[0], self.num_T, self.dim_Y)) + + # This creates a score for each treatment and outcome for each sample + for i in range(self.num_T): + pred_lin[:,i,:] = self.X @ self.pred_weights[i].T + + # Introduce non-linearity and get final scores + prog_scores = (1 - self.nonlinearity_scale) * prog_lin + self.nonlinearity_scale * self.nonlinearities[0](prog_lin) + select_scores = (1 - self.nonlinearity_scale) * select_lin + self.nonlinearity_scale * self.nonlinearities[1](select_lin) + select_scores_pred_overlap = (1 - self.nonlinearity_scale) * select_lin_pred + self.nonlinearity_scale * self.nonlinearities[1](select_lin_pred) + select_scores_prog_overlap = (1 - self.nonlinearity_scale) * select_lin_prog + self.nonlinearity_scale * self.nonlinearities[1](select_lin_prog) + + pred_scores = np.zeros((self.X.shape[0], self.num_T, self.dim_Y)) + for i in range(self.dim_Y): + pred_scores[:,:,i] = (1 - self.nonlinearity_scale) * pred_lin[:,:,i] + self.nonlinearity_scale * self.nonlinearities[i+2](pred_lin[:,:,i]) + + log.debug( + f'\nCheck if all scores are computed correctly for predictive features:' + f'\n===================================================================' + f'\nself.X' + f'\n{self.X}' + f'\n{self.X.shape}' + f'\n\nPred Weights' + f'\n{self.pred_weights}' + f'\n{self.pred_weights.shape}' + f'\n\nPred Lin' + f'\n{pred_lin}' + f'\n{pred_lin.shape}' + f'\n\nPred Scores' + f'\n{pred_scores}' + f'\n{pred_scores.shape}' + f'\n===================================================================\n' + ) + + self.prog_scores = prog_scores + self.select_scores = select_scores + self.select_scores_pred_overlap = select_scores_pred_overlap + self.select_scores_prog_overlap = select_scores_prog_overlap + + self.pred_scores = pred_scores + + return None + + @property + def weights(self) -> Tuple: + """ + Return weights for prognostic, predictive, and selective features. + """ + return self.prog_weights, self.pred_weights, self.select_weights + + def sample_uniform_weights(self) -> None: + """ + sample uniform weights for the features. + """ + if self.propensity_type.startswith("toy"): + self.prog_weights = np.zeros((self.dim_Y, self.dim_X)) + self.pred_weights = np.zeros((self.num_T, self.dim_Y, self.dim_X)) + self.select_weights = np.zeros((self.num_T, self.dim_X)) + self.select_weights_pred = np.zeros((self.num_T, self.dim_X)) + self.select_weights_prog = np.zeros((self.num_T, self.dim_X)) + return None + + + # Sample weights for prognostic features, a weight for every outcome + prog_weights = np.random.uniform(-1, 1, size=(self.dim_Y, self.dim_X)) * self.prog_mask + + # Sample weights for predictive and selective features, a weight for every dimension for every treatment and outcome + pred_weights = np.random.uniform(-1, 1, size=(self.num_T, self.dim_Y, self.dim_X)) + select_weights = np.random.uniform(-1, 1, size=(self.num_T, self.dim_X)) + select_weights_pred = select_weights.copy() + select_weights_prog = select_weights.copy() + + # # Sample weights for prognostic features, a weight for every outcome + # prog_weights = np.random.uniform(0, 1, size=(self.dim_Y, self.dim_X)) * self.prog_mask + + # # Sample weights for predictive and selective features, a weight for every dimension for every treatment and outcome + # pred_weights = np.random.uniform(0, 1, size=(self.num_T, self.dim_Y, self.dim_X)) + # select_weights = np.random.uniform(0, 1, size=(self.num_T, self.dim_X)) + + # # Make sure treatments are different + # pred_weights[0] = -pred_weights[0] + # select_weights[0] = -select_weights[0] + + # # Ones as weights + # prog_weights = np.ones((self.dim_Y, self.dim_X)) * self.prog_mask#/ self.prog_mask.sum() + # pred_weights = np.ones((self.num_T, self.dim_Y, self.dim_X)) #/ self.pred_masks.sum(axis=1, keepdims=True) + # select_weights = np.ones((self.num_T, self.dim_X)) #/ self.select_masks.sum(axis=1, keepdims=True) + + # Mask weights for features that are not important + for i in range(self.num_T): + pred_weights[i] = pred_weights[i] * self.pred_masks[:,i] + select_weights[i] = select_weights[i] * self.select_masks[:,i] + select_weights_pred[i] = select_weights_pred[i] * self.select_masks_pred[:,i] + select_weights_prog[i] = select_weights_prog[i] * self.select_masks_prog[:,i] + + # for i in range(self.num_T): + # row_sums = pred_weights[i].sum(axis=1, keepdims=True) + # pred_weights[i] = pred_weights[i] / row_sums + + # row_sums = select_weights[i].sum() + # select_weights[i] = select_weights[i] / row_sums + + # # Make sure that prog weights sum to one per outcome + # row_sums = prog_weights.sum(axis=1, keepdims=True) + # prog_weights = prog_weights / row_sums + + log.debug( + f'\nCheck if masks are applied correctly:' + f'\n===================================================================' + f'\nSelect Weights' + f'\n{select_weights}' + f'\n{select_weights.shape}' + f'\n\nSelect Masks' + f'\n{self.select_masks}' + f'\n{self.select_masks.shape}' + f'\n\nPred Weights' + f'\n{pred_weights}' + f'\n{pred_weights.shape}' + f'\n\nPred Masks' + f'\n{self.pred_masks}' + f'\n{self.pred_masks.shape}' + f'\n===================================================================\n' + ) + + self.prog_weights = prog_weights + self.pred_weights = pred_weights + self.select_weights = select_weights + self.select_weights_pred = select_weights_pred + self.select_weights_prog = select_weights_prog + + return None + + @property + def all_important_features(self) -> np.ndarray: + """ + Return all important feature indices. + """ + all_important_features = np.union1d(self.predictive_features, self.prognostic_features) + all_important_features = np.union1d(all_important_features, self.selective_features) + + log.debug( + f'\nCheck if all important features are computed correctly:' + f'\n===================================================================' + f'\nProg Features' + f'\n{self.prognostic_features}' + f'\n\nPred Features' + f'\n{self.predictive_features}' + f'\n\nSelect Features' + f'\n{self.selective_features}' + f'\n\nAll Important Features' + f'\n{all_important_features}' + f'\n===================================================================\n' + ) + + return all_important_features + + @property + def prognostic_features(self) -> np.ndarray: + """ + Return prognostic feature indices. + """ + prog_features = np.where((self.prog_mask).astype(np.int32) != 0) + return prog_features + + @property + def predictive_features(self) -> np.ndarray: + """ + Return predictive feature indices. + """ + pred_features = np.where((self.pred_masks.sum(axis=1)).astype(np.int32) != 0) + return pred_features + + @property + def selective_features(self) -> np.ndarray: + """ + Return selective feature indices. + """ + select_features = np.where((self.select_masks.sum(axis=1)).astype(np.int32) != 0) + return select_features + + def sample_important_feature_masks(self) -> None: + """ + Pick features that are important for treatment selection, outcome prediction, and prognostic prediction based on the configuration. + """ + if self.propensity_type.startswith("toy"): + self.prog_mask = np.zeros(shape=(self.dim_X)) + self.pred_masks = np.zeros(shape=(self.dim_X, self.num_T)) + self.select_masks = np.zeros(shape=(self.dim_X, self.num_T)) + + self.prog_mask[0] = 1 + self.pred_masks[0,0] = 1 + self.pred_masks[1,1] = 1 + self.select_masks[0,0] = 1 + self.select_masks[1,1] = 1 + + return None + + # Get indices for features and shuffle if random_feature_selection is True + all_indices = np.arange(self.dim_X) + n = self.num_pred_features + + if self.random_feature_selection: + np.random.shuffle(all_indices) + + # Initialize masks + prog_mask = np.zeros(shape=(self.dim_X)) + pred_masks = np.zeros(shape=(self.dim_X, self.num_T)) + select_masks = np.zeros(shape=(self.dim_X, self.num_T)) + + # Handle case with feature overlap + if self.feature_type_overlap == "sel_pred": + + prog_indices = all_indices[:n] + prog_mask[prog_indices] = 1 + + if self.treatment_feature_overlap: + assert 2*n <= int(self.dim_X) + pred_indices = np.array(self.num_T * [all_indices[n:2*n]]) + select_indices = np.array(self.num_T * [all_indices[n:2*n]]) + + prog_mask[prog_indices] = 1 + pred_masks[pred_indices] = 1 + select_masks[select_indices] = 1 + + else: + assert n*(1+self.num_T) <= int(self.dim_X) + for i in range(self.num_T): + pred_indices = all_indices[(i+1)*n: (i+2)*n] + select_indices = all_indices[(i+1)*n: (i+2)*n] + + pred_masks[pred_indices,i] = 1 + select_masks[select_indices,i] = 1 + + elif self.feature_type_overlap == "sel_prog": + + if self.treatment_feature_overlap: + assert 2*n <= int(self.dim_X) + prog_indices = all_indices[:n] + prog_mask[prog_indices] = 1 + pred_indices = np.array(self.num_T * [all_indices[n:2*n]]) + select_indices = np.array(self.num_T * [all_indices[:n]]) + + prog_mask[prog_indices] = 1 + pred_masks[pred_indices] = 1 + select_masks[select_indices] = 1 + + else: + assert 2*n*self.num_T <= int(self.dim_X) + prog_indices = all_indices[:n*self.num_T:self.num_T] + prog_mask[prog_indices] = 1 + for i in range(self.num_T): + select_indices = all_indices[i*n: (i+1)*n] + pred_indices = all_indices[(i+self.num_T+1)*n: (i+self.num_T+2)*n] + + pred_masks[pred_indices,i] = 1 + select_masks[select_indices,i] = 1 + + elif self.feature_type_overlap == "sel_none": + prog_indices = all_indices[:n] + prog_mask[prog_indices] = 1 + + if self.treatment_feature_overlap: + assert 3*n <= int(self.dim_X) + pred_indices = np.array(self.num_T * [all_indices[n:2*n]]) + select_indices = np.array(self.num_T * [all_indices[2*n:3*n]]) + + prog_mask[prog_indices] = 1 + pred_masks[pred_indices] = 1 + select_masks[select_indices] = 1 + + else: + #assert n+2*n*self.num_T <= int(self.dim_X) + for i in range(1,self.num_T+1): + select_indices = all_indices[i*n: (i+1)*n] + pred_indices = all_indices[(i+self.num_T)*n: (i+self.num_T+1)*n] + pred_masks[pred_indices,i-1] = 1 + select_masks[select_indices,i-1] = 1 + + # # Handle case with feature overlap + # if self.feature_overlap: + # assert max(self.num_pred_features, self.num_prog_features, self.num_select_features) <= int(self.dim_X) + + # prog_indices = all_indices[:self.num_prog_features] + # pred_indices = np.array(self.num_T * [all_indices[:self.num_pred_features]]) + # select_indices = np.array(self.num_T * [all_indices[:self.num_select_features]]) + + # prog_mask[prog_indices] = 1 + # pred_masks[pred_indices] = 1 + # select_masks[select_indices] = 1 + + # # Handle case without feature overlap + # else: + # assert (self.num_prog_features + self.num_T * (self.num_pred_features + self.num_select_features)) <= int(self.dim_X) + + # prog_indices = all_indices[:self.num_prog_features] + # prog_mask[prog_indices] = 1 + # pred_indices = all_indices[self.num_prog_features : (self.num_prog_features + self.num_T*self.num_pred_features)] + # 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))] + + # # Mask features for every treatment + # for i in range(self.num_T): + # pred_masks[pred_indices[i*self.num_pred_features:(i+1)*self.num_pred_features],i] = 1 + # select_masks[select_indices[i*self.num_select_features:(i+1)*self.num_select_features],i] = 1 + + self.prog_mask = prog_mask + self.pred_masks = pred_masks + self.select_masks = select_masks + self.select_masks_pred = pred_masks.copy() + self.select_masks_prog = select_masks.copy() + + log.debug( + f'\nCheck if important features are sampled correctly:' + f'\n===================================================================' + f'\nProg Indices' + f'\n{prog_indices}' + f'\n\nPred Indices' + f'\n{pred_indices}' + f'\n\nSelect Indices' + f'\n{select_indices}' + f'\n\nProg Mask' + f'\n{prog_mask}' + f'\n\nPred Masks' + f'\n{pred_masks}' + f'\n\nSelect Masks' + f'\n{select_masks}' + f'\n===================================================================\n' + ) + return None + + def sample_nonlinearities(self, num_nonlinearities: int): + """ + Sample non-linearities for each outcome. + """ + if self.nonlinearity_selection_type == "random": + # pick num_nonlinearities + return random.choices(population=self.nonlinear_fcts, k=num_nonlinearities) + + else: + raise ValueError(f"Unknown nonlinearity selection type {self.selection_type}.") + + +class TSimulator(SimulatorBase): + """ + Data generation process class for simulating treatment selection only, when counterfactual outcomes are available (as for in-vitro/pharmacoscopy data). + """ + nonlinear_fcts = [ + lambda x: np.abs(x), + lambda x: np.exp(-(x**2) / 2), + lambda x: 1 / (1 + x**2), + lambda x: np.cos(x), + lambda x: np.arctan(x), + lambda x: np.tanh(x), + lambda x: np.sin(x), + lambda x: np.log(1 + x**2), + lambda x: np.sqrt(1 + x**2), + lambda x: np.cosh(x), + ] + + def __init__( + self, + # Data dimensionality + dim_X: int, + + # Seed + seed: int = 42, + + # Simulation type + simulation_type: str = "T", + + # Dimensionality of treatments and outcome + num_binary_outcome: int = 0, + standardize_outcome: bool = False, + standardize_per_outcome: bool = False, + num_T: int = 3, + dim_Y: int = 3, + + # Scale parameters + propensity_scale: float = 1, + unbalancedness_exp: float = 0, + nonlinearity_scale: float = 1, + propensity_type: str = "prog_pred", + alpha: float = 0.5, + enforce_balancedness: bool = False, + + # Important features + num_select_features: int = 5, + treatment_feature_overlap: bool = False, + + # Feature selection + random_feature_selection: bool = True, + nonlinearity_selection_type: bool = True, + + + ) -> None: + # Number of features + self.dim_X = dim_X + + # Make sure results are reproducible by setting seed for np, torch, random + self.seed = seed + enable_reproducible_results(seed=self.seed) + + # Simulation type + self.simulation_type = simulation_type + + # Store dimensions + self.num_binary_outcome = num_binary_outcome + self.standardize_outcome = standardize_outcome + self.standardize_per_outcome = standardize_per_outcome + self.num_T = num_T + self.dim_Y = dim_Y + + # Scale parameters + self.propensity_scale = propensity_scale + self.unbalancedness_exp = unbalancedness_exp + self.nonlinearity_scale = nonlinearity_scale + self.propensity_type = propensity_type + self.alpha = alpha + self.enforce_balancedness = enforce_balancedness + + # Important features + self.num_select_features = num_select_features + self.treatment_feature_overlap = treatment_feature_overlap + self.num_important_features = num_select_features + + # Feature selection + self.random_feature_selection = random_feature_selection + self.nonlinearity_selection_type = nonlinearity_selection_type + + # Setup variables + self.nonlinearities = None + self.select_masks = None + self.select_weights = None + + # Setup + self.setup() + + # Simulation variables + self.X = None + self.select_scores = None + self.propensities, self.outcomes, self.T, self.Y = None, None, None, None + + def get_simulated_data(self, train_ratio: float = 0.8): + """ + Extract results and split into training and test set. Include counterfactual outcomes and propensities. + """ + return self.X, self.T, self.Y, self.outcomes, self.propensities + # Split data + # train_size = int(train_ratio * self.X.shape[0]) + # X_train, X_test = self.X[:train_size], self.X[train_size:] + # T_train, T_test = self.T[:train_size], self.T[train_size:] + # Y_train, Y_test = self.Y[:train_size], self.Y[train_size:] + # outcomes_train, outcomes_test = self.outcomes[:train_size,:,:], self.outcomes[train_size:,:,:] + # propensities_train, propensities_test = self.propensities[:train_size], self.propensities[train_size:] + + # if train_ratio == 1: + # return self.X, self.T, self.Y, self.outcomes, self.propensities + + # return X_train, X_test, T_train, T_test, Y_train, Y_test, outcomes_train, outcomes_test, propensities_train, propensities_test + + def simulate(self, X, outcomes=None) -> Tuple: + """ + Simulate treatment and outcome for a dataset based on the configuration. + """ + log.debug( + f'Simulating treatment and outcome for a dataset with:' + f'\n===================================================================' + f'\nDim X: {self.dim_X}' + f'\nDim T: {self.num_T}' + f'\nDim Y: {self.dim_Y}' + f'\nPropensity Scale: {self.propensity_scale}' + f'\nUnbalancedness Exponent: {self.unbalancedness_exp}' + f'\nNonlinearity Scale: {self.nonlinearity_scale}' + f'\nNum Select Features: {self.num_select_features}' + f'\nFeature Overlap: {self.treatment_feature_overlap}' + f'\nRandom Feature Selection: {self.random_feature_selection}' + f'\nNonlinearity Selection Type: {self.nonlinearity_selection_type}' + f'\n===================================================================\n' + ) + + # 1. Store data + self.X = X + + # 2. Compute scores for prognostic, predictive, and selective features + self.compute_scores() + + # 3. Retrieve factual and counterfactual outcomes based on the data and the predictive and prognostic scores + self.outcomes = outcomes + assert self.outcomes.shape == (self.X.shape[0], self.num_T, self.dim_Y) + + if self.standardize_outcome: + if self.standardize_per_outcome: + self.outcomes = zscore(self.outcomes, axis=0) #, axis=None) # add axis=None to make problem easier again + else: + self.outcomes = zscore(self.outcomes, axis=None) #, axis=None) # add axis=None to make problem easier again + + log.debug( + f'\nCheck if outcomes are processed correctly:' + f'\n===================================================================' + f'\n\nOutcomes' + f'\n{self.outcomes}' + f'\n{self.outcomes.shape}' + f'\n\nMean Outcomes' + f'\n{self.outcomes.mean(axis=0)}' + f'\n\nVariance Outcomes' + f'\n{self.outcomes.var(axis=0)}' + f'\n===================================================================\n' + ) + + # 4. Compute propensities based on the data and the selective scores + self.compute_propensities() + + # 5. Sample treatment assignment based on the propensities + self.sample_T() + + # 6. Extract the outcome based on the treatment assignment + self.extract_Y() + + return None + + def setup(self) -> None: + """ + Setup the simulator by defining variables which remain the same across simulations with different samples but the same configuration. + """ + # 1. Sample nonlinearities used + num_nonlinearities = 1 # Same non-linearity for all treatment selection mechanisms + self.nonlinearities = self.sample_nonlinearities(num_nonlinearities) + + # 2. Set important feature masks - determine which features should be used for treatment selection, outcome prediction + self.sample_important_feature_masks() + + # 3. Sample weights for features + self.sample_uniform_weights() + + def get_true_cates(self, + X: np.ndarray, + T: np.ndarray, + outcomes: np.ndarray) -> np.ndarray: + """ + Compute true CATEs for each treatment based on the data and the outcomes. + Always use the selected treatment as the base treatment. + """ + # Compute CATEs for each treatment + cates = np.zeros((X.shape[0], self.num_T, self.dim_Y)) + + for i in range(X.shape[0]): + for j in range(self.num_T): + cates[i,j,:] = outcomes[i,j,:] - outcomes[i,int(T[i]),:] + + log.debug( + f'\nCheck if true CATEs are computed correctly:' + f'\n===================================================================' + f'\nOutcomes: {outcomes.shape}' + f'\n{outcomes}' + f'\n\nTreatment Assignment: {T.shape}' + f'\n{T}' + f'\n\nTrue CATEs: {cates.shape}' + f'\n{cates}' + f'\n===================================================================\n' + ) + + return cates + + def extract_Y(self) -> None: + """ + Extract the outcome based on the treatment assignment. + """ + self.Y = self.outcomes[np.arange(self.X.shape[0]), self.T] + + log.debug( + f'\nCheck if outcomes are extracted correctly:' + f'\n===================================================================' + f'\nOutcomes' + f'\n{self.outcomes}' + f'\n{self.outcomes.shape}' + f'\n\nTreatment Assignment' + f'\n{self.T}' + f'\n{self.T.shape}' + f'\n\nExtracted Outcomes' + f'\n{self.Y}' + f'\n{self.Y.shape}' + f'\n===================================================================\n' + ) + + return None + + def sample_T(self) -> None: + """ + Sample treatment assignment based on the propensities. + """ + # Sample from the resulting categorical distribution per row + self.T = np.array([np.random.choice([tre for tre in range(self.propensities.shape[1])], p=row) for row in self.propensities]) + + log.debug( + f'\nCheck if treatment assignment is sampled correctly:' + f'\n===================================================================' + f'\nPropensities' + f'\n{self.propensities}' + f'\n{self.propensities.shape}' + f'\n\nTreatment Assignment' + f'\n{self.T}' + f'\n{self.T.shape}' + f'\n\nUnique Treatment Counts' + f'\n{np.unique(self.T, return_counts=True)}' + f'\n===================================================================\n' + ) + + return None + + def get_unbalancedness_weights(self, size: int) -> np.ndarray: + """ + Create weights for introducing unbalancedness for class probabilities. + """ + # Sample initial distribution of treatment assignment + unb_weights = np.random.uniform(0, 1, size=size) + unb_weights = unb_weights / unb_weights.sum() + + # Standardize the weights and make sure that a treatment doesn't completely disappear for small unbalancedness exponents + min_val = unb_weights.min() + range_val = unb_weights.max() - min_val + unb_weights = (unb_weights - min_val) / range_val + unb_weights = 0.01 + unb_weights * 0.98 + + return unb_weights + + def compute_propensities(self) -> None: + """ + Compute propensities based on the data and the selective scores. + """ + select_scores_none = zscore(self.select_scores, axis=0) # Comment for Predictive Epertise + + select_scores_pred = np.zeros((self.X.shape[0], self.num_T)) + select_scores_pred_flipped = np.zeros((self.X.shape[0], self.num_T)) + select_scores_prog = np.zeros((self.X.shape[0], self.num_T)) + select_scores_tre = np.zeros((self.X.shape[0], self.num_T)) + + select_scores_pred[:,0] = self.outcomes[:,0,0] - self.outcomes[:,1,0] + select_scores_pred[:,1] = self.outcomes[:,1,0] - self.outcomes[:,0,0] + + select_scores_pred_flipped[:,0] = self.outcomes[:,1,0] - self.outcomes[:,0,0] + select_scores_pred_flipped[:,1] = self.outcomes[:,0,0] - self.outcomes[:,1,0] + + select_scores_prog[:,0] = self.outcomes[:,0,0] + select_scores_prog[:,1] = -self.outcomes[:,0,0] + + select_scores_tre[:,0] = -self.outcomes[:,1,0] + select_scores_tre[:,1] = self.outcomes[:,1,0] + + if self.propensity_type == "prog_tre": + scores = self.alpha * select_scores_tre + (1 - self.alpha) * select_scores_prog + + # Standardize all scores + select_scores_pred = zscore(select_scores_pred, axis=0) + select_scores_pred_flipped = zscore(select_scores_pred_flipped, axis=0) + select_scores_prog = zscore(select_scores_prog, axis=0) + select_scores_tre = zscore(select_scores_tre, axis=0) + + if self.propensity_type == "prog_pred": + scores = self.alpha * select_scores_pred + (1 - self.alpha) * select_scores_prog + + elif self.propensity_type == "prog_tre": + pass + + elif self.propensity_type == "none_prog": + scores = self.alpha * select_scores_prog + (1 - self.alpha) * select_scores_none + + elif self.propensity_type == "none_pred": + scores = self.alpha * select_scores_pred + (1 - self.alpha) * select_scores_none + + elif self.propensity_type == "none_tre": + scores = self.alpha * select_scores_tre + (1 - self.alpha) * select_scores_none + + elif self.propensity_type == "none_pred_flipped": + scores = self.alpha * select_scores_pred_flipped + (1 - self.alpha) * select_scores_none + + elif self.propensity_type == "pred_pred_flipped": + scores = self.alpha * select_scores_pred_flipped + (1 - self.alpha) * select_scores_pred + + elif self.propensity_type == "rct_none": + scores = select_scores_none + + else: + raise ValueError(f"Unknown propensity type {self.propensity_type}.") + + if self.enforce_balancedness: + scores = zscore(scores, axis=0) + + if self.propensity_type == "rct_none": + scores = self.alpha * select_scores_none + + # Introduce unbalancedness and manipulate unbalancedness weights for comparable experiments with different seeds + unb_weights = self.get_unbalancedness_weights(size=scores.shape[1]) + + # Apply the softmax function to each row to get probabilities + p = softmax(self.propensity_scale*scores, axis=1) + + # Scale probabilities to introduce unbalancedness + p = p * (1 - unb_weights) ** self.unbalancedness_exp + + # Make sure rows add up to one again + row_sums = p.sum(axis=1, keepdims=True) + p = p / row_sums + self.propensities = p + + log.debug( + f'\nCheck if propensities are computed correctly:' + f'\n===================================================================' + f'\nSelect Scores' + f'\n{self.select_scores}' + f'\n{self.select_scores.shape}' + f'\n\nPropensities' + f'\n{self.propensities}' + f'\n{self.propensities.shape}' + f'\n===================================================================\n' + ) + + return None + + def compute_scores(self) -> None: + """ + Compute scores for prognostic, predictive, and selective features based on the data and the feature weights. + """ + # Each column of the score matrix corresponds to the score for a specific outcome. Rows correspond to samples. + select_lin = self.X @ self.select_weights.T + + log.debug( + f'\nCheck if linear scores are computed correctly for selective features:' + f'\n===================================================================' + f'\nself.X' + f'\n{self.X}' + f'\n{self.X.shape}' + f'\n\nSelect Weights' + f'\n{self.select_weights}' + f'\n{self.select_weights.shape}' + f'\n\nSelect Lin' + f'\n{select_lin}' + f'\n{select_lin.shape}' + f'\n===================================================================\n' + ) + + # Introduce non-linearity and get final scores + select_scores = (1 - self.nonlinearity_scale) * select_lin + self.nonlinearity_scale * self.nonlinearities[0](select_lin) + self.select_scores = select_scores + + return None + + @property + def weights(self) -> Tuple: + """ + Return weights for prognostic, predictive, and selective features. + """ + return None, None, self.select_weights + + def sample_uniform_weights(self) -> None: + """ + sample uniform weights for the features. + """ + # Sample weights for selective features, a weight for every dimension for every treatment and outcome + select_weights = np.random.uniform(-1, 1, size=(self.num_T, self.dim_X)) + + + # Mask weights for features that are not important + for i in range(self.num_T): + select_weights[i] = select_weights[i] * self.select_masks[:,i] + + log.debug( + f'\nCheck if masks are applied correctly:' + f'\n===================================================================' + f'\nSelect Weights' + f'\n{select_weights}' + f'\n{select_weights.shape}' + f'\n\nSelect Masks' + f'\n{self.select_masks}' + f'\n{self.select_masks.shape}' + f'\n===================================================================\n' + ) + + self.select_weights = select_weights + + return None + @property + def all_important_features(self) -> np.ndarray: + """ + Return all important feature indices. + """ + all_important_features = self.selective_features + log.debug( + f'\nCheck if all important features are computed correctly:' + f'\n===================================================================' + f'\n\nSelect Features' + f'\n{self.selective_features}' + f'\n\nAll Important Features' + f'\n{all_important_features}' + f'\n===================================================================\n' + ) + + return all_important_features + + @property + def predictive_features(self) -> np.ndarray: + """ + Return predictive feature indices. + """ + return None + + @property + def prognostic_features(self) -> np.ndarray: + """ + Return prognostic feature indices. + """ + return None + + @property + def selective_features(self) -> np.ndarray: + """ + Return selective feature indices. + """ + select_features = np.where((self.select_masks.sum(axis=1)).astype(np.int32) != 0) + return select_features + + def sample_important_feature_masks(self) -> None: + """ + Pick features that are important for treatment selection based on the configuration. + """ + # Get indices for features and shuffle if random_feature_selection is True + all_indices = np.arange(self.dim_X) + + if self.random_feature_selection: + np.random.shuffle(all_indices) + + # Initialize masks + select_masks = np.zeros(shape=(self.dim_X, self.num_T)) + + # Handle case with feature overlap + if self.treatment_feature_overlap: + assert self.num_select_features <= int(self.dim_X) + select_indices = np.array(self.num_T * [all_indices[:self.num_select_features]]) + select_masks[select_indices] = 1 + + # Handle case without feature overlap + else: + assert (self.num_T * self.num_select_features) <= int(self.dim_X) + select_indices = all_indices[:self.num_select_features*self.num_T] + + # Mask features for every treatment + for i in range(self.num_T): + select_masks[select_indices[i*self.num_select_features:(i+1)*self.num_select_features],i] = 1 + + self.select_masks = select_masks + + return None + + def sample_nonlinearities(self, num_nonlinearities: int): + """ + Sample non-linearities for each outcome. + """ + if self.nonlinearity_selection_type == "random": + # pick num_nonlinearities + return random.choices(population=self.nonlinear_fcts, k=num_nonlinearities) + + else: + raise ValueError(f"Unknown nonlinearity selection type {self.selection_type}.")