[6ac965]: / src / iterpretability / experiments / data_dimensionality_sensitivity.py

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from src.iterpretability.experiments.experiments_base import ExperimentBase
from pathlib import Path
import os
import catenets.models as cate_models
import numpy as np
import pandas as pd
import wandb
import random
from PIL import Image
import src.iterpretability.logger as log
from src.plotting import (
plot_results_datasets_compare,
merge_pngs
)
from src.iterpretability.explain import Explainer
from src.iterpretability.datasets.data_loader import load
from src.iterpretability.simulators import (
TYSimulator,
TSimulator
)
from src.iterpretability.utils import (
attribution_accuracy,
)
# For contour plotting
import umap
from sklearn.decomposition import PCA
from sklearn.manifold import TSNE
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import KFold, StratifiedKFold
from sklearn.metrics import mean_squared_error
import matplotlib.pyplot as plt
import matplotlib.tri as tri
import matplotlib.gridspec as gridspec
from matplotlib.colors import Normalize
from matplotlib.ticker import FuncFormatter
import imageio
import torch
import shap
# Hydra for configuration
import hydra
from omegaconf import DictConfig, OmegaConf
class DataDimensionalitySensitivity(ExperimentBase):
"""
Sensitivity analysis for varying number data dimensions. This experiment will generate a .csv with the recorded metrics.
It will also compare different sample sizes.
NOTE: Make sure that when using specific features, that the demensions work out!
"""
def __init__(
self, cfg: DictConfig
) -> None:
super().__init__(cfg)
# Experiment specific settings
self.data_dims = cfg.data_dims
self.sample_sizes = cfg.sample_sizes
self.propensity_scales = cfg.propensity_scales
self.sim_alpha = cfg.sim_alpha
self.sim_propensity_type = cfg.sim_propensity_type
self.important_feature_nums = cfg.important_feature_nums
self.compare_axis = cfg.compare_axis
def run(self) -> None:
"""
Run the experiment.
"""
# Log
log.info(
f"Starting cohort size sensitivity experiment for dataset {self.cfg.dataset}."
)
if self.compare_axis == "propensity":
# Main Loop
results_data = []
for seed in self.seeds:
for propensity_scale in self.propensity_scales:
for data_dim in self.data_dims:
# Initialize the simulator
random.seed(seed)
population = list(range(self.X.shape[1]))
if self.simulation_type == "TY":
X_curr = self.X[:,:data_dim]
elif self.simulation_type == "T":
features_to_keep = random.sample(population, data_dim)
X_curr = self.X[:,features_to_keep]
if self.simulation_type == "TY":
sim = TYSimulator(dim_X = X_curr.shape[1], **self.cfg.simulator, seed=seed)
elif self.simulation_type == "T":
sim = TSimulator(dim_X = X_curr.shape[1], **self.cfg.simulator, seed=seed)
sim.propensity_scale = propensity_scale
# sim.unbalancedness_exp = unbalancedness_exp
# sim.nonlinearity_scale = nonlinearity_scale
sim.propensity_type = self.sim_propensity_type
sim.alpha = self.sim_alpha
# Retrieve important features
self.all_important_features = sim.all_important_features
self.pred_features = sim.predictive_features
self.prog_features = sim.prognostic_features
self.select_features = sim.selective_features
# Check whether dimensions match
num_important_features = sim.num_important_features
if num_important_features > min(self.data_dims):
raise ValueError(
f"Number of important features {num_important_features} is larger than the smallest data dimension {min(self.data_dims)}."
)
# Simulate outcomes and treatment assignments
sim.simulate(X=X_curr, outcomes=self.outcomes)
(
X,
T,
Y,
outcomes,
propensities
) = sim.get_simulated_data()
# Get splits for cross validation
if self.discrete_outcome:
Y = Y.astype(bool)
kf = StratifiedKFold(n_splits=self.n_splits)
else:
kf = KFold(n_splits=self.n_splits) # Change n_splits to the number of folds you want
# Repeat everything for each fold
for split_id, (train_index, test_index) in enumerate(kf.split(X, Y)):
# Extract the data and split it into train and test
train_size = len(train_index)
test_size = len(test_index)
X_train, X_test = X[train_index], X[test_index]
T_train, T_test = T[train_index], T[test_index]
Y_train, Y_test = Y[train_index], Y[test_index]
outcomes_train, outcomes_test = outcomes[train_index], outcomes[test_index]
propensities_train, propensities_test = propensities[train_index], propensities[test_index]
# # Simulate outcomes and treatment assignments
# sim.simulate(X=X_curr, outcomes=self.outcomes)
# (
# X_full,
# T_full,
# Y_full,
# outcomes_full,
# propensities_full
# ) = sim.get_simulated_data()
# # Get splits for cross validation
# if self.discrete_outcome:
# kf = StratifiedKFold(n_splits=self.n_splits)
# else:
# kf = KFold(n_splits=self.n_splits) # Change n_splits to the number of folds you want
# # Repeat everything for each fold
# for split_id, (train_index, test_index) in enumerate(kf.split(X_full,Y_full)):
# # Extract the data and split it into train and test
# train_size_full = len(train_index)
# test_size_full = len(test_index)
# X_train_full, X_test_full = X_full[train_index], X_full[test_index]
# T_train_full, T_test_full = T_full[train_index], T_full[test_index]
# Y_train_full, Y_test_full = Y_full[train_index], Y_full[test_index]
# outcomes_train_full, outcomes_test_full = outcomes_full[train_index], outcomes_full[test_index]
# propensities_train_full, propensities_test_full = propensities_full[train_index], propensities_full[test_index]
# log.debug(
# f'Check simulated data for seed: {seed}:'
# f'============================================'
# f'X_train_full: {X_train_full.shape}'
# f'{X_train_full}'
# f'\nX_test_full: {X_test_full.shape}'
# f'{X_test_full}'
# f'\nT_train_full: {T_train_full.shape}'
# f'{T_train_full}'
# f'\nT_test_full: {T_test_full.shape}'
# f'{T_test_full}'
# f'\nY_train_full: {Y_train_full.shape}'
# f'{Y_train_full}'
# f'\nY_test_full: {Y_test_full.shape}'
# f'{Y_test_full}'
# f'\noutcomes_train_full: {outcomes_train_full.shape}'
# f'{outcomes_train_full}'
# f'\noutcomes_test_full: {outcomes_test_full.shape}'
# f'{outcomes_test_full}'
# f'\npropensities_train_full: {propensities_train_full.shape}'
# f'{propensities_train_full}'
# f'\npropensities_test_full: {propensities_test_full.shape}'
# f'{propensities_test_full}'
# f'\n============================================\n\n'
# )
# for sample_size in self.sample_sizes:
# log.info(
# f"Running experiment for seed {seed} and sample size {sample_size}."
# )
# # Define train and test sets
# train_size = int(sample_size * train_size_full)
# test_size = int(sample_size * test_size_full)
# # Extract current training data
# X_train = X_train_full[:train_size]
# Y_train = Y_train_full[:train_size]
# T_train = T_train_full[:train_size]
# outcomes_train = outcomes_train_full[:train_size]
# X_test = X_test_full[:test_size]
# Y_test = Y_test_full[:test_size]
# T_test = T_test_full[:test_size]
# outcomes_test = outcomes_test_full[:test_size]
metrics_df = self.compute_metrics(
results_data,
sim,
X_train,
Y_train,
T_train,
X_test,
Y_test,
T_test,
outcomes_train,
outcomes_test,
propensities_train,
propensities_test,
data_dim,
"Data Dimension",
propensity_scale,
"Propensity Scale",
seed,
split_id
)
# Save results and plot
self.save_results(metrics_df, compare_axis="Propensity Scale")
elif self.compare_axis == "num_features":
# Main Loop
results_data = []
for seed in self.seeds:
for important_feature_num in self.important_feature_nums:
for data_dim in self.data_dims:
# Initialize the simulator
random.seed(seed)
population = list(range(self.X.shape[1]))
# Overwrite the number of important features
# self.cfg.simulator.treatment_feature_overlap = treatment_feature_overlap
self.cfg.simulator.num_select_features = important_feature_num
if self.simulation_type == "TY":
self.cfg.simulator.num_pred_features = important_feature_num
self.cfg.simulator.num_prog_features = important_feature_num
X_curr = self.X[:,:data_dim]
elif self.simulation_type == "T":
features_to_keep = random.sample(population, data_dim)
X_curr = self.X[:,features_to_keep]
if self.simulation_type == "TY":
sim = TYSimulator(dim_X = X_curr.shape[1], **self.cfg.simulator, seed=seed)
elif self.simulation_type == "T":
sim = TSimulator(dim_X = X_curr.shape[1], **self.cfg.simulator, seed=seed)
# Retrieve important features
self.all_important_features = sim.all_important_features
self.pred_features = sim.predictive_features
self.prog_features = sim.prognostic_features
self.select_features = sim.selective_features
# Check whether dimensions match
num_important_features = sim.num_important_features
if num_important_features > min(self.data_dims):
raise ValueError(
f"Number of important features {num_important_features} is larger than the smallest data dimension {min(self.data_dims)}."
)
# Simulate outcomes and treatment assignments
sim.simulate(X=X_curr, outcomes=self.outcomes)
(
X,
T,
Y,
outcomes,
propensities
) = sim.get_simulated_data()
# Get splits for cross validation
if self.discrete_outcome:
kf = StratifiedKFold(n_splits=self.n_splits)
else:
kf = KFold(n_splits=self.n_splits) # Change n_splits to the number of folds you want
# Repeat everything for each fold
for split_id, (train_index, test_index) in enumerate(kf.split(X, Y)):
# Extract the data and split it into train and test
train_size = len(train_index)
test_size = len(test_index)
X_train, X_test = X[train_index], X[test_index]
T_train, T_test = T[train_index], T[test_index]
Y_train, Y_test = Y[train_index], Y[test_index]
outcomes_train, outcomes_test = outcomes[train_index], outcomes[test_index]
propensities_train, propensities_test = propensities[train_index], propensities[test_index]
# # Simulate outcomes and treatment assignments
# sim.simulate(X=X_curr, outcomes=self.outcomes)
# (
# X_full,
# T_full,
# Y_full,
# outcomes_full,
# propensities_full
# ) = sim.get_simulated_data()
# # Get splits for cross validation
# if self.discrete_outcome:
# kf = StratifiedKFold(n_splits=self.n_splits)
# else:
# kf = KFold(n_splits=self.n_splits) # Change n_splits to the number of folds you want
# # Repeat everything for each fold
# for split_id, (train_index, test_index) in enumerate(kf.split(X_full,Y_full)):
# # Extract the data and split it into train and test
# train_size_full = len(train_index)
# test_size_full = len(test_index)
# X_train_full, X_test_full = X_full[train_index], X_full[test_index]
# T_train_full, T_test_full = T_full[train_index], T_full[test_index]
# Y_train_full, Y_test_full = Y_full[train_index], Y_full[test_index]
# outcomes_train_full, outcomes_test_full = outcomes_full[train_index], outcomes_full[test_index]
# propensities_train_full, propensities_test_full = propensities_full[train_index], propensities_full[test_index]
# log.debug(
# f'Check simulated data for seed: {seed}:'
# f'============================================'
# f'X_train_full: {X_train_full.shape}'
# f'{X_train_full}'
# f'\nX_test_full: {X_test_full.shape}'
# f'{X_test_full}'
# f'\nT_train_full: {T_train_full.shape}'
# f'{T_train_full}'
# f'\nT_test_full: {T_test_full.shape}'
# f'{T_test_full}'
# f'\nY_train_full: {Y_train_full.shape}'
# f'{Y_train_full}'
# f'\nY_test_full: {Y_test_full.shape}'
# f'{Y_test_full}'
# f'\noutcomes_train_full: {outcomes_train_full.shape}'
# f'{outcomes_train_full}'
# f'\noutcomes_test_full: {outcomes_test_full.shape}'
# f'{outcomes_test_full}'
# f'\npropensities_train_full: {propensities_train_full.shape}'
# f'{propensities_train_full}'
# f'\npropensities_test_full: {propensities_test_full.shape}'
# f'{propensities_test_full}'
# f'\n============================================\n\n'
# )
# for sample_size in self.sample_sizes:
# log.info(
# f"Running experiment for seed {seed} and sample size {sample_size}."
# )
# # Define train and test sets
# train_size = int(sample_size * train_size_full)
# test_size = int(sample_size * test_size_full)
# # Extract current training data
# X_train = X_train_full[:train_size]
# Y_train = Y_train_full[:train_size]
# T_train = T_train_full[:train_size]
# outcomes_train = outcomes_train_full[:train_size]
# X_test = X_test_full[:test_size]
# Y_test = Y_test_full[:test_size]
# T_test = T_test_full[:test_size]
# outcomes_test = outcomes_test_full[:test_size]
metrics_df = self.compute_metrics(
results_data,
sim,
X_train,
Y_train,
T_train,
X_test,
Y_test,
T_test,
outcomes_train,
outcomes_test,
propensities_train,
propensities_test,
data_dim,
"Data Dimension",
important_feature_num,
"Num Important Features",
seed,
split_id
)
# Save results and plot
self.save_results(metrics_df, compare_axis="Num Important Features")
else:
raise ValueError(
f"Invalid compare_axis: {self.compare_axis}."
)