204 lines (203 with data), 5.8 kB

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pickle\n",
    "import pandas as pd\n",
    "import numpy as np\n",
    "import scipy\n",
    "import joblib"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Load ensemble of models\n",
    "\n",
    "models_dict = joblib.load('models_dict.joblib')\n",
    "models_dict.keys()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Load data: Data should be formatted as sample cohort. See README for example\n",
    "\n",
    "df_cohort = pd.read_csv('sample_cohort.csv')\n",
    "test_hosp, test_window, test_y = df_cohort['hosp_id'], df_cohort['window_id'], df_cohort['y']\n",
    "cohort_IDs = df_cohort.set_index('ID')[[]]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_cohort"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Functions to assist with evaluation \n",
    "\n",
    "from sklearn import metrics, utils\n",
    "from joblib import Parallel, delayed\n",
    "\n",
    "\n",
    "def bootstrap_func(i, y_true, y_score):\n",
    "    # Bootstrap resample to calculate AUROC\n",
    "    yte_true_b, yte_pred_b = utils.resample(y_true, y_score, replace=True, random_state=i)\n",
    "    return metrics.roc_curve(yte_true_b, yte_pred_b), metrics.roc_auc_score(yte_true_b, yte_pred_b)\n",
    "\n",
    "def get_roc_CI(y_true, y_score):\n",
    "    # Bootstrap confidence intervals \n",
    "    roc_curves, auc_scores = zip(*Parallel(n_jobs=4)(delayed(bootstrap_func)(i, y_true, y_score) for i in range(1000)))\n",
    "    print('Test AUC: ({:.3f}, {:.3f}) percentile 95% CI'.format(np.percentile(auc_scores, 2.5), np.percentile(auc_scores, 97.5)))\n",
    "\n",
    "    tprs = []\n",
    "    aucs = []\n",
    "    mean_fpr = np.linspace(0, 1, 100)\n",
    "    for fpr, tpr, _ in roc_curves:\n",
    "        tprs.append(np.interp(mean_fpr, fpr, tpr))\n",
    "        tprs[-1][0] = 0.0\n",
    "        aucs.append(metrics.auc(fpr, tpr))\n",
    "\n",
    "    mean_tpr = np.mean(tprs, axis=0)\n",
    "    std_tpr = np.std(tprs, axis=0)\n",
    "    tprs_upper = np.minimum(mean_tpr + 1.96 * std_tpr, 1)\n",
    "    tprs_lower = np.maximum(mean_tpr - 1.96 * std_tpr, 0)\n",
    "    return roc_curves, auc_scores, mean_fpr, tprs_lower, tprs_upper\n",
    "\n",
    "def eval3():\n",
    "    # Calculate hospital admission level AUROC for every complete window\n",
    "    df_Yte = df_Yte_all.copy()\n",
    "    df_Yte = df_Yte[df_Yte['window_id'] >= 1]\n",
    "    df_Yte_agg = df_Yte.groupby(['hosp_id']).max()\n",
    "    return df_Yte_agg"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## M-CURES model performance and scores"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Load exact model and features of patients. Features should be generated from preprocessing script. \n",
    "\n",
    "mcures_clfs = models_dict['M-CURES']\n",
    "df_mcures = pd.read_csv('../preprocessing/sample_output/mcures.csv').set_index('ID')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_mcures"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "### AUROC on given dataset\n",
    "\n",
    "# Calculate model outputs for all patients, average over all models\n",
    "eval_matrix = scipy.sparse.csr_matrix(cohort_IDs.join(df_mcures).values.astype(float))\n",
    "all_y = np.array([clf.predict_proba(eval_matrix)[:,1] for clf in mcures_clfs])\n",
    "y_scores = all_y.mean(0)\n",
    "\n",
    "# To evaluate models, take maximum over all windows\n",
    "df_Yte_all = pd.DataFrame({'hosp_id': test_hosp, 'window_id': test_window, 'y': test_y, 'y_score': y_scores})\n",
    "df_Yte_agg = eval3()\n",
    "y_score = df_Yte_agg['y_score']\n",
    "y_true = df_Yte_agg['y']\n",
    "fpr, tpr, thresholds = metrics.roc_curve(y_true, y_score)\n",
    "print('Test AUC: {:.3f}'.format(metrics.roc_auc_score(y_true, y_score)))\n",
    "\n",
    "# # Optionally: Generate 95% CI\n",
    "# try:\n",
    "#     roc_curves, auc_scores, mean_fpr, tprs_lower, tprs_upper = get_roc_CI(y_true, y_score)\n",
    "# except:\n",
    "#     pass"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Generate list of scores for each example \n",
    "\n",
    "y_score_lst = df_Yte_all.groupby(['hosp_id'])['y_score'].apply(list)\n",
    "df1 = pd.DataFrame({'y_scores_mcures_lst':  y_score_lst})\n",
    "df2 = pd.DataFrame({'id': df_Yte_agg.index, 'y_scores_mcures': y_score})\n",
    "\n",
    "outcome_outputs = df1.merge(df2, left_index=True, right_index=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "outcome_outputs "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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