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b/multipit/multi_model/latefusion.py |
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from itertools import combinations |
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import numpy as np |
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import pandas as pd |
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from joblib import Parallel, delayed |
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from lifelines.statistics import logrank_test |
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from sklearn.base import clone, BaseEstimator |
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from sklearn.linear_model import LogisticRegression |
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from sklearn.model_selection import GridSearchCV, RandomizedSearchCV, cross_val_score |
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class LateFusionClassifier(BaseEstimator): |
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""" |
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Late fusion classifier for multimodal integration. |
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Parameters |
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---------- |
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estimators: list of (str, estimator, list, dict) tuples. |
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List of unimodal estimators to fit and fuse. Each unimodal estimator is associate with a tuple |
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(`name`, `estimator` , `features`, `tune_dict`) where `name` is a string and corresponds to the name of the |
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estimator, `estimator` ia scikit-learn estimator inheriting from BaseEstimator (can be a Pipeline), `features` |
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is a list of indexes corresponding to the columns of the data associated with the modality of intereset, and |
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`tune_dict` is either a dictionnary or a tuple (dict, n_iterations) for hyperparameter tuning and GridSearch or |
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RandomSearch strategy respectively. |
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cv: cross-validation generator |
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cross-validation scheme for hyperparameter tuning (if `tuning` is not None) and/or calibration (if `calibration` |
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is not None). The default is None |
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score: str or callable. |
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Score to use for tuning the unimodal models or weighting them at the late fusion step (i.e. sum of the unimodal |
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predictions weighted by the performance of each unimodal model estimated with cross-validation). |
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See sklearn.model_selection.cross_val_score for more details. The default is None. |
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random_score: float. |
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Random score for classification. Used when weighting the unimodal models with their estimated score. Weights |
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will be max(score - random_score, 0). Unimodal models whose estimated performance is below the random_score |
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will not be taken into account. The default is 0.5 |
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sup_weights: bool. |
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Whether to use weights associated with the cross-validation performance of each unimodal model. If false no |
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weights are used when fusing the unimodal predictions. The default is False. |
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missing_threshold: float in ]0, 1]. |
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Minimum frequency of missing values to consider a whole modality missing (e.g., if `missing_threshold = 0.9` it |
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means that for each sample and each modality at least 90% of the features associated with this modality must be |
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missing to consider the whole modality missing). The default is 0.9. |
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tuning: str or None. |
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Strategy for tuning each model. Either 'gridsearch' for GridSearchCV or 'randomsearch' for RandomSearchCV. If |
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None no hyperparameter tuning will be performed. The default is None. |
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n_jobs: int. |
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Number of jobs to run in parallel for hyperparameter tuning, collecting the predictions for calibration, or |
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estimating the performance of each unimodal model with cross-validation. The default is None. |
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calibration: str or None. |
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Calibration strategy. |
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* `calibration = 'late'` means that the fusion is made before calibration. The predictions of each |
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multimodal combination are collected with cross-validation and a univariate logistic regression model is |
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fitted to these predictions. |
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* `calibration = 'early'` means that each unimodal model is calibrated prior to the late fusion. The |
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unimodal predictions are collected with a cross-validation scheme and univariate logistic regression models |
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are fitted. |
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* `calibration = None` means that no calibration is performed. |
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Attributes |
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---------- |
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best_params_: list of dict or empty list. |
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List of best parameters for each unimodal predictor (output of GridSearchCV or RandomSearchCV). It follows the |
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same order as the one of `estimators` list. If `tuning` is None returns an empty list (i.e., no hyperparameter |
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tuning is performed). |
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weights_: list of float. |
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List of the weights associated to each modality and used at the late fusion stage for weighted sum. |
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fitted_estimators_: list of estimators. |
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List of fitted unimodal estimators. |
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fitted_meta_estimators_: dictionary of estimators. |
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Dictionary of meta-estimators for calibration. If `calibration = "early"` the keys correspond to the indexes of |
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each unimodal estimator (i.e., from 0 to n_estimators-1) and the values correspond to the logistic regression |
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estimators fitted to calibrate the unimodal models. If `calibration = "late"` the keys correspond to tuples |
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characterizing each multimodal combination (e.g., (1, 3, 5)) and the values correspond th the logistic regression |
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estimators fitted to clibrate the multimodal models. |
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""" |
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def __init__( |
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self, |
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estimators, |
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cv=None, |
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score=None, |
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random_score=0.5, |
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sup_weights=False, |
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missing_threshold=0.9, |
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tuning=None, |
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n_jobs=None, |
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calibration="late", |
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): |
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self.estimators = estimators |
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self.cv = cv |
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self.score = score |
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self.random_score = random_score |
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self.sup_weights = sup_weights |
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self.missing_threshold = missing_threshold |
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self.tuning = tuning |
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self.n_jobs = n_jobs |
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self.calibration = calibration |
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self.best_params_ = [] |
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self.weights_ = [] |
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self.fitted_estimators_ = [] |
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self.fitted_meta_estimators_ = {} |
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def fit(self, X, y): |
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""" |
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Fit the latefusion classifier. |
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Parameters |
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---------- |
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X: array of shape (n_samples, n_features) |
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Multimodal array, concatenation of the features from the different modalities. Missing modalities are filled |
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with NaNs values for each sample. |
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y: array of shape (n_samples,) |
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Target to predict. |
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Returns |
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------- |
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self : object |
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Returns the instance itself. |
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""" |
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predictions = np.zeros((X.shape[0], len(self.estimators))) |
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weights = np.zeros((X.shape[0], len(self.estimators))) |
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i = 0 |
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for name, estim, features, grid in self.estimators: |
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Xnew = X[:, features] |
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# bool_mask = ~(np.sum(np.isnan(Xnew), axis=1) > self.missing_threshold * len(features)) |
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bool_mask = ~( |
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np.sum(pd.isnull(Xnew), axis=1) > self.missing_threshold * len(features) |
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) |
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Xnew, ynew = Xnew[bool_mask, :], y[bool_mask] |
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# Fit unimodal estimator |
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self._fit_estim( |
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Xnew, ynew, estim=estim, features=features, grid=grid, name=name |
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) |
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# Collect predictions and weights for further calibration |
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if self.calibration is not None: |
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weights[bool_mask, i] = max(self.weights_[-1] - self.random_score, 0) |
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parallel = Parallel(n_jobs=self.n_jobs) |
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collected_predictions = parallel( |
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delayed(_collect)( |
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Xdata=X, |
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ydata=y, |
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estimator=estim, |
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bmask=bool_mask, |
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feat=features, |
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train=train, |
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test=test, |
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) |
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for train, test in self.cv.split(X, y) |
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) |
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for indexes, preds in collected_predictions: |
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predictions[indexes, i] = preds |
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i += 1 |
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# Calibrate models |
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if self.calibration is not None: |
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if self.calibration == "early": |
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self._fit_early_calibration(predictions=predictions, y=y) |
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elif self.calibration == "late": |
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self._fit_late_calibration( |
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predictions=predictions, weights=weights, y=y |
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) |
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else: |
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raise ValueError( |
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"'early', 'late' or None are the only values available for calibration parameter" |
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) |
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self.weights_ = np.array(self.weights_) - self.random_score |
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self.weights_ = np.where(self.weights_ > 0, self.weights_, 0) |
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return self |
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def _fit_estim(self, X, y, estim, features, grid, name): |
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""" |
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Fit a unimodal estimator. |
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""" |
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if (self.tuning is not None) and (len(grid) > 0): |
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if self.tuning == "gridsearch": |
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search = GridSearchCV( |
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estimator=clone(estim), |
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param_grid=grid, |
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cv=self.cv, |
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scoring=self.score, |
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n_jobs=self.n_jobs, |
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) |
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elif self.tuning == "randomsearch": |
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search = RandomizedSearchCV( |
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estimator=clone(estim), |
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param_distributions=grid[1], |
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n_iter=grid[0], |
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scoring=self.score, |
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n_jobs=self.n_jobs, |
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cv=self.cv, |
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) |
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search.fit(X, y) |
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if self.sup_weights: |
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self.weights_.append(search.best_score_) |
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else: |
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self.weights_.append(1.0) |
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temp = search.best_estimator_ |
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self.best_params_.append(search.best_params_) |
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# print("Best params " + name + " :", search.best_params_) |
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# print("Best score " + name + " :", search.best_score_) |
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else: |
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if self.sup_weights: |
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self.weights_.append( |
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np.mean( |
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cross_val_score( |
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estimator=clone(estim), |
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X=X, |
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y=y, |
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cv=self.cv, |
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scoring=self.score, |
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n_jobs=self.n_jobs, |
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) |
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) |
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) |
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else: |
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self.weights_.append(1.0) |
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temp = clone(estim).fit(X, y) |
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self.fitted_estimators_.append((name, temp, features)) |
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return |
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def _fit_early_calibration(self, predictions, y): |
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""" |
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Calibrate only each unimodal predictor. |
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""" |
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for i in range(len(self.estimators)): |
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probas = predictions[:, i] |
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mask = (probas > 0).reshape(-1) |
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self.fitted_meta_estimators_[i] = LogisticRegression( |
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class_weight="balanced" |
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).fit(probas[mask].reshape(-1, 1), y[mask]) |
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return |
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def _fit_late_calibration(self, predictions, weights, y): |
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""" |
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Calibrate each combination of modalities. |
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""" |
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for i in range(1, len(self.estimators) + 1): |
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for comb in combinations(range(len(self.estimators)), i): |
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probas = predictions[:, np.array(comb)] |
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if len(comb) == 1: |
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mask = (probas > 0).reshape(-1) |
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else: |
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w = weights[:, np.array(comb)] |
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mask = np.any(probas > 0, axis=1).reshape(-1) |
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temp = np.sum(w, axis=1) |
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w[temp > 0] = w[temp > 0] / (temp[temp > 0].reshape(-1, 1)) |
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probas = np.sum(probas * w, axis=1) |
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self.fitted_meta_estimators_[comb] = LogisticRegression( |
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class_weight="balanced" |
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).fit(probas[mask].reshape(-1, 1), y[mask]) |
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return |
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def predict_proba(self, X, estim_ind=None): |
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""" |
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Late fusion probability estimates |
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Parameters |
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---------- |
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X: array of shape (n_samples, n_features) |
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Multimodal array, concatenation of the features from the different modalities. Missing modalities are filled |
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with NaNs values for each sample. |
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estim_ind: tuple of integers. |
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Tuple representing a multimodal combination (e.g. (i, j, k) corresponds to the combination of the ith, the |
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jth and the kth estimators in self.fitted_estimators_). If None all the multimodal combination with all the |
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fitted unimodal predictors is considered. |
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Returns |
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------- |
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probas: array of shape (n_samples, 2). |
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Probability of the samples for each class. If no modality are availbale for the sample, returns 0.5 for |
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both classes. |
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""" |
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fitted_estimators = ( |
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[self.fitted_estimators_[i] for i in estim_ind] |
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if estim_ind is not None |
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else self.fitted_estimators_ |
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) |
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fitted_weights = ( |
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np.array([self.weights_[i] for i in estim_ind]) |
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if estim_ind is not None |
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else self.weights_ |
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) |
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# Collect predictions for each modality |
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preds = np.zeros((X.shape[0], len(fitted_estimators))) |
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weights = np.zeros((X.shape[0], len(fitted_weights))) |
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for j, item in enumerate(fitted_estimators): |
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Xpred = X[:, item[2]].copy() |
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# bool_mask = ~(np.sum(np.isnan(Xpred), axis=1) > self.missing_threshold * len(item[2])) |
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bool_mask = ~( |
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np.sum(pd.isnull(Xpred), axis=1) > self.missing_threshold * len(item[2]) |
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) |
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weights[:, j] = np.where(bool_mask, fitted_weights[j], 0) |
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preds[bool_mask, j] = item[1].predict_proba(Xpred[bool_mask, :])[:, 1] |
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# Calibrate the predictions and predict probas |
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if self.calibration is not None: |
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if self.calibration == "late": |
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probas = self._predict_calibrate_late(preds, weights, estim_ind) |
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elif self.calibration == "early": |
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probas = self._predict_calibrate_early(preds, weights, estim_ind) |
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else: |
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raise ValueError( |
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"'early', 'late' or None are the only values available for calibration parameter" |
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) |
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else: |
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probas = self._predict_uncalibrated(preds, weights) |
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return np.hstack([1 - probas, probas]) |
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@staticmethod |
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def _predict_uncalibrated(preds, weights): |
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""" |
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Return weighted sum of available unimodal predictions |
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""" |
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temp = np.sum(weights, axis=1) |
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weights[temp > 0] = weights[temp > 0] / (temp[temp > 0].reshape(-1, 1)) |
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probas = np.sum(preds * weights, axis=1) |
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return np.where(temp == 0, 0.5, probas).reshape(-1, 1) |
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def _predict_calibrate_early(self, preds, weights, estim_ind): |
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""" |
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Return weighted sum of available and calibrated unimodal predictions |
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""" |
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temp = np.sum(weights, axis=1) |
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weights[temp > 0] = weights[temp > 0] / (temp[temp > 0].reshape(-1, 1)) |
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list_meta_estimators = ( |
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[self.fitted_meta_estimators_[i] for i in estim_ind] |
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if estim_ind is not None |
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else list(self.fitted_meta_estimators_.values()) |
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) |
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for j, meta in enumerate(list_meta_estimators): |
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preds[:, j] = np.where( |
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weights[:, j] != 0, |
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meta.predict_proba(preds[:, j].reshape(-1, 1))[:, 1], |
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0, |
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) |
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probas = np.sum(preds * weights, axis=1) |
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return np.where(temp == 0, 0.5, probas).reshape(-1, 1) |
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def _predict_calibrate_late(self, preds, weights, estim_ind): |
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""" |
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Return calibrated weighted sum of availbale unimodal predictions |
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""" |
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|
365 |
temp = np.sum(weights, axis=1) |
|
|
366 |
weights[temp > 0] = weights[temp > 0] / (temp[temp > 0].reshape(-1, 1)) |
|
|
367 |
probas = np.sum(preds * weights, axis=1) |
|
|
368 |
meta_estimator = ( |
|
|
369 |
self.fitted_meta_estimators_[estim_ind] |
|
|
370 |
if estim_ind is not None |
|
|
371 |
else list(self.fitted_meta_estimators_.values())[-1] |
|
|
372 |
) |
|
|
373 |
return np.where( |
|
|
374 |
temp == 0, 0.5, meta_estimator.predict_proba(probas.reshape(-1, 1))[:, 1] |
|
|
375 |
).reshape(-1, 1) |
|
|
376 |
|
|
|
377 |
def find_logrank_threshold( |
|
|
378 |
self, X, ysurv, estim_ind, percentile_min=30, percentile_max=70 |
|
|
379 |
): |
|
|
380 |
""" |
|
|
381 |
Find the best cutoff that optimize the stratification of samples with respect to survival data (using logrank |
|
|
382 |
test). |
|
|
383 |
|
|
|
384 |
Parameters |
|
|
385 |
---------- |
|
|
386 |
X: array of shape (n_samples, n_features) |
|
|
387 |
Multimodal array, concatenation of the features from the different modalities. Missing modalities are filled |
|
|
388 |
with NaNs values for each sample. |
|
|
389 |
|
|
|
390 |
ysurv: structured array of shape (n_samples,) see sksurv.util.Surv (from scikit-survival) |
|
|
391 |
Structured array for survival data associated with X. |
|
|
392 |
|
|
|
393 |
estim_ind: tuple of integers. |
|
|
394 |
Tuple representing a multimodal combination (e.g. (i, j, k) corresponds to the combination of the ith, the |
|
|
395 |
jth and the kth estimators in self.fitted_estimators_). If None all the multimodal combination with all the |
|
|
396 |
fitted unimodal predictors is considered. |
|
|
397 |
|
|
|
398 |
percentile_min: int in [0, 100] |
|
|
399 |
Minimum value of the percentile range used to explore various cutoff values for predicted probabilities |
|
|
400 |
|
|
|
401 |
percentile_max: int in [0, 100] |
|
|
402 |
Maximum value of the percentile range used to explore various cutoff values for predicted probabilities |
|
|
403 |
|
|
|
404 |
Returns |
|
|
405 |
------- |
|
|
406 |
cutoff: float. |
|
|
407 |
Best cutoff for the predicted probabilities that otpimize the log-rank test. |
|
|
408 |
""" |
|
|
409 |
risk_score = self.predict_proba(X, estim_ind=estim_ind)[:, 1] |
|
|
410 |
bool_mask = risk_score == 0.5 |
|
|
411 |
cutoffs, pvals = [], [] |
|
|
412 |
risk_score_new, y_new = risk_score[~bool_mask], ysurv[~bool_mask] |
|
|
413 |
for p in np.arange(percentile_min, percentile_max + 1): |
|
|
414 |
c = np.percentile(risk_score_new, p) |
|
|
415 |
group1 = risk_score_new <= c |
|
|
416 |
group2 = risk_score_new > c |
|
|
417 |
test = logrank_test( |
|
|
418 |
durations_A=y_new[group1]["time"], |
|
|
419 |
durations_B=y_new[group2]["time"], |
|
|
420 |
event_observed_A=1 * (y_new[group1]["event"]), |
|
|
421 |
event_observed_B=1 * (y_new[group2]["event"]), |
|
|
422 |
) |
|
|
423 |
cutoffs.append(c) |
|
|
424 |
pvals.append(test.summary["p"].values[0]) |
|
|
425 |
return cutoffs[np.argmin(pvals)] |
|
|
426 |
|
|
|
427 |
|
|
|
428 |
def _collect(Xdata, ydata, estimator, bmask, feat, train, test): |
|
|
429 |
Xtrain, Xtest, ytrain, ytest = ( |
|
|
430 |
Xdata[np.intersect1d(np.where(bmask)[0], train), :], |
|
|
431 |
Xdata[np.intersect1d(np.where(bmask)[0], test), :], |
|
|
432 |
ydata[np.intersect1d(np.where(bmask)[0], train)], |
|
|
433 |
ydata[np.intersect1d(np.where(bmask)[0], test)], |
|
|
434 |
) |
|
|
435 |
tempbis = clone(estimator).fit(Xtrain[:, feat], ytrain) |
|
|
436 |
return ( |
|
|
437 |
np.intersect1d(np.where(bmask)[0], test), |
|
|
438 |
tempbis.predict_proba(Xtest[:, feat])[:, 1], |
|
|
439 |
) |
|
|
440 |
|
|
|
441 |
|
|
|
442 |
class LateFusionSurvival(BaseEstimator): |
|
|
443 |
""" |
|
|
444 |
Late fusion survival model for multimodal integration. |
|
|
445 |
|
|
|
446 |
Parameters |
|
|
447 |
---------- |
|
|
448 |
estimators: list of (str, estimator, list, dict) tuples. |
|
|
449 |
List of unimodal estimators to fit and fuse. Each unimodal estimator is associate with a tuple |
|
|
450 |
(`name`, `estimator` , `features`, `tune_dict`) where `name` is a string and corresponds to the name of the |
|
|
451 |
estimator, `estimator` ia scikit-learn estimator inheriting from BaseEstimator (can be a Pipeline), `features` |
|
|
452 |
is a list of indexes corresponding to the columns of the data associated with the modality of intereset, and |
|
|
453 |
`tune_dict` is either a dictionnary or a tuple (dict, n_iterations) for hyperparameter tuning and GridSearch or |
|
|
454 |
RandomSearch strategy respectively. |
|
|
455 |
|
|
|
456 |
cv: cross-validation generator |
|
|
457 |
cross-validation scheme for hyperparameter tuning (if `tuning` is not None) and/or calibration (if `calibration` |
|
|
458 |
is not None). The default is None |
|
|
459 |
|
|
|
460 |
score: str or callable. |
|
|
461 |
Score to use for tuning the unimodal models or weighting them at the late fusion step (i.e. sum of the unimodal |
|
|
462 |
predictions weighted by the performance of each unimodal model estimated with cross-validation). |
|
|
463 |
See sklearn.model_selection.cross_val_score for more details. The default is None. |
|
|
464 |
|
|
|
465 |
random_score: float. |
|
|
466 |
Random score for classification. Used when weighting the unimodal models with their estimated score. Weights |
|
|
467 |
will be max(score - random_score, 0). Unimodal models whose estimated performance is below the random_score |
|
|
468 |
will not be taken into account. The default is 0.5 |
|
|
469 |
|
|
|
470 |
sup_weights: bool. |
|
|
471 |
Whether to use weights associated with the cross-validation performance of each unimodal model. If false no |
|
|
472 |
weights are used when fusing the unimodal predictions. The default is False. |
|
|
473 |
|
|
|
474 |
missing_threshold: float in ]0, 1]. |
|
|
475 |
Minimum frequency of missing values to consider a whole modality missing (e.g., if `missing_threshold = 0.9` it |
|
|
476 |
means that for each sample and each modality at least 90% of the features associated with this modality must be |
|
|
477 |
missing to consider the whole modality missing). The default is 0.9. |
|
|
478 |
|
|
|
479 |
tuning: str or None. |
|
|
480 |
Strategy for tuning each model. Either 'gridsearch' for GridSearchCV or 'randomsearch' for RandomSearchCV. If |
|
|
481 |
None no hyperparameter tuning will be performed. The default is None. |
|
|
482 |
|
|
|
483 |
n_jobs: int. |
|
|
484 |
Number of jobs to run in parallel for hyperparameter tuning, collecting the predictions for calibration, or |
|
|
485 |
estimating the performance of each unimodal model with cross-validation. The default is None. |
|
|
486 |
|
|
|
487 |
calibration: bool. |
|
|
488 |
If True each unimodal model is associated with a tuple (mean, std) estimated on predictions collected with |
|
|
489 |
cross-validation. The predictions of each unimodal model are then standardized before the late fusion step. |
|
|
490 |
|
|
|
491 |
Attributes |
|
|
492 |
---------- |
|
|
493 |
best_params_: list of dict or empty list. |
|
|
494 |
List of best parameters for each unimodal predictor (output of GridSearchCV or RandomSearchCV). It follows the |
|
|
495 |
same order as the one of `estimators` list. If `tuning` is None returns an empty list (i.e., no hyperparameter |
|
|
496 |
tuning is performed). |
|
|
497 |
|
|
|
498 |
weights_: list of float. |
|
|
499 |
List of the weights associated to each modality and used at the late fusion stage for weighted sum. |
|
|
500 |
|
|
|
501 |
fitted_estimators_: list of estimators. |
|
|
502 |
List of fitted unimodal estimators. |
|
|
503 |
""" |
|
|
504 |
|
|
|
505 |
def __init__( |
|
|
506 |
self, |
|
|
507 |
estimators, |
|
|
508 |
cv, |
|
|
509 |
score=None, |
|
|
510 |
random_score=0.5, |
|
|
511 |
sup_weights=True, |
|
|
512 |
missing_threshold=0.9, |
|
|
513 |
tuning=None, |
|
|
514 |
n_jobs=None, |
|
|
515 |
calibration=True, |
|
|
516 |
): |
|
|
517 |
self.estimators = estimators |
|
|
518 |
self.cv = cv |
|
|
519 |
self.score = score |
|
|
520 |
self.random_score = random_score |
|
|
521 |
self.sup_weights = sup_weights |
|
|
522 |
self.missing_threshold = missing_threshold |
|
|
523 |
self.tuning = tuning |
|
|
524 |
self.n_jobs = n_jobs |
|
|
525 |
self.calibration = calibration |
|
|
526 |
|
|
|
527 |
self.weights_ = [] |
|
|
528 |
self.fitted_estimators_ = [] |
|
|
529 |
self.best_params_ = [] |
|
|
530 |
|
|
|
531 |
def _fit_estim(self, X, y, estim, features, grid, name): |
|
|
532 |
|
|
|
533 |
if (self.tuning is not None) and (len(grid) > 0): |
|
|
534 |
if self.tuning == "gridsearch": |
|
|
535 |
search = GridSearchCV( |
|
|
536 |
estimator=clone(estim), |
|
|
537 |
param_grid=grid, |
|
|
538 |
cv=self.cv, |
|
|
539 |
scoring=self.score, |
|
|
540 |
n_jobs=self.n_jobs, |
|
|
541 |
) |
|
|
542 |
|
|
|
543 |
elif self.tuning == "randomsearch": |
|
|
544 |
search = RandomizedSearchCV( |
|
|
545 |
estimator=clone(estim), |
|
|
546 |
param_distributions=grid[1], |
|
|
547 |
n_iter=grid[0], |
|
|
548 |
scoring=self.score, |
|
|
549 |
n_jobs=self.n_jobs, |
|
|
550 |
cv=self.cv, |
|
|
551 |
) |
|
|
552 |
|
|
|
553 |
search.fit(X, y) |
|
|
554 |
|
|
|
555 |
if self.sup_weights: |
|
|
556 |
self.weights_.append(search.best_score_) |
|
|
557 |
else: |
|
|
558 |
self.weights_.append(1.0) |
|
|
559 |
|
|
|
560 |
temp = search.best_estimator_ |
|
|
561 |
self.best_params_.append(search.best_params_) |
|
|
562 |
# print("Best params " + name + " :", search.best_params_) |
|
|
563 |
# print("Best score " + name + " :", search.best_score_) |
|
|
564 |
else: |
|
|
565 |
if self.sup_weights: |
|
|
566 |
self.weights_.append( |
|
|
567 |
np.mean( |
|
|
568 |
cross_val_score( |
|
|
569 |
estimator=clone(estim), |
|
|
570 |
X=X, |
|
|
571 |
y=y, |
|
|
572 |
cv=self.cv, |
|
|
573 |
scoring=self.score, |
|
|
574 |
) |
|
|
575 |
) |
|
|
576 |
) |
|
|
577 |
else: |
|
|
578 |
self.weights_.append(1.0) |
|
|
579 |
temp = clone(estim).fit(X, y) |
|
|
580 |
|
|
|
581 |
# self.fitted_estimators_.append((name, temp, features)) |
|
|
582 |
return temp |
|
|
583 |
|
|
|
584 |
def fit(self, X, y): |
|
|
585 |
""" |
|
|
586 |
Fit the latefusion survival model. |
|
|
587 |
|
|
|
588 |
Parameters |
|
|
589 |
---------- |
|
|
590 |
X: array of shape (n_samples, n_features) |
|
|
591 |
Multimodal array, concatenation of the features from the different modalities. Missing modalities are filled |
|
|
592 |
with NaNs values for each sample. |
|
|
593 |
|
|
|
594 |
y: structured array of shape (n_samples, ) see sksurv.util.Surv (from scikit-survival). |
|
|
595 |
Structured array for survival target/outcome |
|
|
596 |
|
|
|
597 |
Returns |
|
|
598 |
------- |
|
|
599 |
self : object |
|
|
600 |
Returns the instance itself. |
|
|
601 |
""" |
|
|
602 |
for name, estim, features, grid in self.estimators: |
|
|
603 |
Xnew = X[:, features] |
|
|
604 |
bool_mask = ~( |
|
|
605 |
np.sum(np.isnan(Xnew), axis=1) > self.missing_threshold * len(features) |
|
|
606 |
) |
|
|
607 |
Xnew, ynew = Xnew[bool_mask, :], y[bool_mask] |
|
|
608 |
|
|
|
609 |
fitted_estim = self._fit_estim( |
|
|
610 |
Xnew, ynew, estim=estim, features=features, grid=grid, name=name |
|
|
611 |
) |
|
|
612 |
if self.calibration: |
|
|
613 |
parallel = Parallel(n_jobs=self.n_jobs) |
|
|
614 |
collected_predictions = parallel( |
|
|
615 |
delayed(_collect_surv)( |
|
|
616 |
Xdata=X, |
|
|
617 |
ydata=y, |
|
|
618 |
estimator=estim, |
|
|
619 |
bmask=bool_mask, |
|
|
620 |
feat=features, |
|
|
621 |
train=train, |
|
|
622 |
test=test, |
|
|
623 |
) |
|
|
624 |
for train, test in self.cv.split(X, y) |
|
|
625 |
) |
|
|
626 |
temp = np.concatenate(collected_predictions) |
|
|
627 |
mean, std = np.mean(temp), np.std(temp) |
|
|
628 |
else: |
|
|
629 |
mean, std = None, None |
|
|
630 |
self.fitted_estimators_.append((name, fitted_estim, features, (mean, std))) |
|
|
631 |
|
|
|
632 |
self.weights_ = np.array(self.weights_) - self.random_score |
|
|
633 |
self.weights_ = np.where(self.weights_ > 0, self.weights_, 0) |
|
|
634 |
# if np.sum(self.weights_) > 0: |
|
|
635 |
# self.weights_ = self.weights_/np.sum(self.weights_) |
|
|
636 |
return self |
|
|
637 |
|
|
|
638 |
def predict(self, X, estim_ind=None): |
|
|
639 |
""" |
|
|
640 |
Predict risk scores |
|
|
641 |
|
|
|
642 |
Parameters |
|
|
643 |
---------- |
|
|
644 |
X: array of shape (n_samples, n_features) |
|
|
645 |
Multimodal array, concatenation of the features from the different modalities. Missing modalities are filled |
|
|
646 |
with NaNs values for each sample. |
|
|
647 |
|
|
|
648 |
estim_ind: tuple of integers. |
|
|
649 |
Tuple representing a multimodal combination (e.g. (i, j, k) corresponds to the combination of the ith, the |
|
|
650 |
jth and the kth estimators in self.fitted_estimators_). If None all the multimodal combination with all the |
|
|
651 |
fitted unimodal predictors is considered. |
|
|
652 |
|
|
|
653 |
Returns |
|
|
654 |
------- |
|
|
655 |
risk_scores: array of shape (n_samples,). |
|
|
656 |
Predictied risk scores. If no modality are availbale for the sample, returns 0. |
|
|
657 |
""" |
|
|
658 |
if estim_ind is not None: |
|
|
659 |
fitted_estimators = [self.fitted_estimators_[i] for i in estim_ind] |
|
|
660 |
else: |
|
|
661 |
fitted_estimators = self.fitted_estimators_ |
|
|
662 |
|
|
|
663 |
preds = np.zeros((X.shape[0], len(fitted_estimators))) |
|
|
664 |
weights = np.zeros((X.shape[0], len(fitted_estimators))) |
|
|
665 |
for j, item in enumerate(fitted_estimators): |
|
|
666 |
Xpred = X[:, item[2]].copy() |
|
|
667 |
bool_mask = ~( |
|
|
668 |
np.sum(np.isnan(Xpred), axis=1) > self.missing_threshold * len(item[2]) |
|
|
669 |
) |
|
|
670 |
weights[:, j] = np.where(bool_mask, self.weights_[j], 0) |
|
|
671 |
if self.calibration: |
|
|
672 |
mean = item[3][0] |
|
|
673 |
std = item[3][1] if item[3][1] != 0 else 1 |
|
|
674 |
preds[bool_mask, j] = ( |
|
|
675 |
item[1].predict(Xpred[bool_mask, :]) - mean |
|
|
676 |
) / std |
|
|
677 |
else: |
|
|
678 |
preds[bool_mask, j] = item[1].predict(Xpred[bool_mask, :]) |
|
|
679 |
temp = np.sum(weights, axis=1) |
|
|
680 |
weights[temp > 0] = weights[temp > 0] / (temp[temp > 0].reshape(-1, 1)) |
|
|
681 |
return np.sum(preds * weights, axis=1) |
|
|
682 |
|
|
|
683 |
def find_logrank_threshold( |
|
|
684 |
self, X, y, estim_ind, percentile_min=30, percentile_max=70 |
|
|
685 |
): |
|
|
686 |
""" |
|
|
687 |
Find the best cutoff that optimize the stratification of samples with respect to survival data (using logrank |
|
|
688 |
test). |
|
|
689 |
|
|
|
690 |
Parameters |
|
|
691 |
---------- |
|
|
692 |
X: array of shape (n_samples, n_features) |
|
|
693 |
Multimodal array, concatenation of the features from the different modalities. Missing modalities are filled |
|
|
694 |
with NaNs values for each sample. |
|
|
695 |
|
|
|
696 |
y: structured array of shape (n_samples,) see sksurv.util.Surv (from scikit-survival) |
|
|
697 |
Structured array for survival data associated with X. |
|
|
698 |
|
|
|
699 |
estim_ind: tuple of integers. |
|
|
700 |
Tuple representing a multimodal combination (e.g. (i, j, k) corresponds to the combination of the ith, the |
|
|
701 |
jth and the kth estimators in self.fitted_estimators_). If None all the multimodal combination with all the |
|
|
702 |
fitted unimodal predictors is considered. |
|
|
703 |
|
|
|
704 |
percentile_min: int in [0, 100] |
|
|
705 |
Minimum value of the percentile range used to explore various cutoff values for predicted probabilities |
|
|
706 |
|
|
|
707 |
percentile_max: int in [0, 100] |
|
|
708 |
Maximum value of the percentile range used to explore various cutoff values for predicted probabilities |
|
|
709 |
|
|
|
710 |
Returns |
|
|
711 |
------- |
|
|
712 |
cutoff: float. |
|
|
713 |
Best cutoff for the predicted probabilities that otpimize the log-rank test. |
|
|
714 |
""" |
|
|
715 |
risk_score = self.predict(X, estim_ind=estim_ind) |
|
|
716 |
bool_mask = risk_score == 0 |
|
|
717 |
cutoffs, pvals = [], [] |
|
|
718 |
risk_score_new, y_new = risk_score[~bool_mask], y[~bool_mask] |
|
|
719 |
for p in np.arange(percentile_min, percentile_max + 1): |
|
|
720 |
c = np.percentile(risk_score_new, p) |
|
|
721 |
group1 = risk_score_new <= c |
|
|
722 |
group2 = risk_score_new > c |
|
|
723 |
test = logrank_test( |
|
|
724 |
durations_A=y_new[group1]["time"], |
|
|
725 |
durations_B=y_new[group2]["time"], |
|
|
726 |
event_observed_A=1 * (y_new[group1]["event"]), |
|
|
727 |
event_observed_B=1 * (y_new[group2]["event"]), |
|
|
728 |
) |
|
|
729 |
cutoffs.append(c) |
|
|
730 |
pvals.append(test.summary["p"].values[0]) |
|
|
731 |
return cutoffs[np.argmin(pvals)] |
|
|
732 |
|
|
|
733 |
|
|
|
734 |
def _collect_surv(Xdata, ydata, estimator, bmask, feat, train, test): |
|
|
735 |
Xtrain, Xtest, ytrain, ytest = ( |
|
|
736 |
Xdata[np.intersect1d(np.where(bmask)[0], train), :], |
|
|
737 |
Xdata[np.intersect1d(np.where(bmask)[0], test), :], |
|
|
738 |
ydata[np.intersect1d(np.where(bmask)[0], train)], |
|
|
739 |
ydata[np.intersect1d(np.where(bmask)[0], test)], |
|
|
740 |
) |
|
|
741 |
tempbis = clone(estimator).fit(Xtrain[:, feat], ytrain) |
|
|
742 |
return tempbis.predict(Xtest[:, feat]) |