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""" |
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Post-processing fairness intervension by choosing thresholds. |
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There are multiple definitions for choosing the thresholds: |
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1. Single threshold for all the sensitive attribute values |
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that minimizes cost. |
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2. A threshold for each sensitive attribute value |
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that minimize cost. |
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3. A threshold for each sensitive attribute value |
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that achieve independence and minimize cost. |
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4. A threshold for each sensitive attribute value |
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that achieve equal FNR (equal opportunity) and minimize cost. |
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5. A threshold for each sensitive attribute value |
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that achieve separation (equalized odds) and minimize cost. |
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The code is based on `fairmlbook repository <https://github.com/fairmlbook/fairmlbook.github.io>`_. |
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References: |
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- Hardt, M., Price, E., & Srebro, N. (2016). |
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`Equality of opportunity in supervised learning |
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<https://arxiv.org/abs/1610.02413>`_ |
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In Advances in neural information processing systems |
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(pp. 3315-3323). |
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- `Attacking discrimination with |
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smarter machine learning by Google |
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<https://research.google.com/bigpicture/attacking-discrimination-in-ml/>`_. |
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""" |
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# pylint: disable=no-name-in-module,ungrouped-imports |
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from collections import Counter |
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import matplotlib.pylab as plt |
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import numpy as np |
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import pandas as pd |
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import seaborn as sns |
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from matplotlib.ticker import AutoMinorLocator |
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from scipy.spatial import Delaunay |
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from responsibly.fairness.metrics.score import roc_curve_by_attr |
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from responsibly.fairness.metrics.utils import _groupby_y_x_sens |
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from responsibly.fairness.metrics.visualization import plot_roc_curves |
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TRINARY_SEARCH_TOL = 1e-3 |
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def _strictly_increasing(arr): |
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return (np.diff(arr) >= 0).all() |
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def _titlify(text): |
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text = text.replace('_', ' ').title() |
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if text == 'Fnr': |
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text = 'FNR' |
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return text |
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def _ternary_search_float(f, left, right, tol): |
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"""Trinary search: minimize f(x) over [left, right], to within +/-tol in x. |
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Works assuming f is quasiconvex. |
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""" |
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while right - left > tol: |
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left_third = (2 * left + right) / 3 |
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right_third = (left + 2 * right) / 3 |
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if f(left_third) < f(right_third): |
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right = right_third |
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else: |
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left = left_third |
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return (right + left) / 2 |
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def _ternary_search_domain(f, domain): |
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"""Trinary search: minimize f(x) over a domain (sequence). |
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Works assuming f is quasiconvex and domain is ascending sorted. |
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BUGGY, DO NOT USE |
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>>> arr = np.concatenate([np.arange(10, 2, -1), np.arange(2, 20)]) |
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>>> t1 = _ternary_search_domain(lambda t: arr[t], range(len(arr))) |
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>>> t2 = np.argmin(arr) |
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>>> assert t1 == t2 |
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>>> assert arr[t1] == arr[t2] |
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""" |
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left = 0 |
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right = len(domain) - 1 |
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changed = True |
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while changed and left != right: |
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changed = False |
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left_third = (2 * left + right) // 3 |
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right_third = (left + 2 * right) // 3 |
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if f(domain[left_third]) < f(domain[right_third]): |
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right = right_third - 1 |
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changed = True |
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else: |
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left = left_third + 1 |
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changed = True |
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return domain[(left + right) // 2] |
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def _cost_function(fpr, tpr, base_rate, cost_matrix): |
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"""Compute the cost of given (fpr, tpr). |
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[[tn, fp], [fn, tp]] |
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""" |
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fp = fpr * (1 - base_rate) |
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tn = (1 - base_rate) - fp |
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tp = tpr * base_rate |
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fn = base_rate - tp |
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conf_matrix = np.array([tn, fp, fn, tp]) |
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return (conf_matrix * np.array(cost_matrix).ravel()).sum() |
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def _extract_threshold(roc_curves): |
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return next(iter(roc_curves.values()))[2] |
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def _first_index_above(arr, value): |
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"""Find the smallest index i for which array[i] > value. |
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If no such value exists, return len(array). |
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""" |
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assert _strictly_increasing(arr), ( |
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'arr should be stricktly increasing.') |
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arr = np.array(arr) |
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v = np.concatenate([arr > value, [1]]) |
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return np.argmax(v, axis=0) |
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def _calc_acceptance_rate(fpr, tpr, base_rate): |
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return (fpr * (1 - base_rate) |
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+ tpr * base_rate) |
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def find_single_threshold(roc_curves, base_rates, proportions, |
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cost_matrix): |
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"""Compute single threshold that minimizes cost. |
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:param roc_curves: Receiver operating characteristic (ROC) |
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by attribute. |
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:type roc_curves: dict |
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:param base_rates: Base rate by attribute. |
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:type base_rates: dict |
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:param proportions: Proportion of each attribute value. |
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:type proportions: dict |
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:param cost_matrix: Cost matrix by [[tn, fp], [fn, tp]]. |
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:type cost_matrix: sequence |
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:return: Threshold, FPR and TPR by attribute and cost value. |
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:rtype: tuple |
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""" |
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def total_cost_function(index): |
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total_cost = 0 |
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for group, roc in roc_curves.items(): |
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fpr = roc[0][index] |
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tpr = roc[1][index] |
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group_cost = _cost_function(fpr, tpr, |
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base_rates[group], cost_matrix) |
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group_cost *= proportions[group] |
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total_cost += group_cost |
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return -total_cost |
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thresholds = _extract_threshold(roc_curves) |
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cost_per_threshold = [total_cost_function(index) |
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for index in range(len(thresholds))] |
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cutoff_index = np.argmin(cost_per_threshold) |
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fpr_tpr = {group: (roc[0][cutoff_index], roc[1][cutoff_index]) |
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for group, roc in roc_curves.items()} |
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cost = total_cost_function(cutoff_index) |
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return thresholds[cutoff_index], fpr_tpr, cost |
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def find_min_cost_thresholds(roc_curves, base_rates, proportions, cost_matrix): |
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"""Compute thresholds by attribute values that minimize cost. |
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:param roc_curves: Receiver operating characteristic (ROC) |
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by attribute. |
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:type roc_curves: dict |
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:param base_rates: Base rate by attribute. |
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:type base_rates: dict |
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:param proportions: Proportion of each attribute value. |
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:type proportions: dict |
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:param cost_matrix: Cost matrix by [[tn, fp], [fn, tp]]. |
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:type cost_matrix: sequence |
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:return: Thresholds, FPR and TPR by attribute and cost value. |
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:rtype: tuple |
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""" |
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# pylint: disable=cell-var-from-loop |
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cutoffs = {} |
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fpr_tpr = {} |
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cost = 0 |
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thresholds = _extract_threshold(roc_curves) |
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for group, roc in roc_curves.items(): |
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def group_cost_function(index): |
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fpr = roc[0][index] |
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tpr = roc[1][index] |
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return -_cost_function(fpr, tpr, |
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base_rates[group], cost_matrix) |
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cost_per_threshold = [group_cost_function(index) |
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for index in range(len(thresholds))] |
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cutoff_index = np.argmin(cost_per_threshold) |
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cutoffs[group] = thresholds[cutoff_index] |
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fpr_tpr[group] = (roc[0][cutoff_index], |
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roc[1][cutoff_index]) |
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|
240
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cost += group_cost_function(cutoff_index) * proportions[group] |
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return cutoffs, fpr_tpr, cost |
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def get_acceptance_rate_indices(roc_curves, base_rates, |
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acceptance_rate_value): |
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indices = {} |
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for group, roc in roc_curves.items(): |
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# can be calculated outside the function |
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acceptance_rates = _calc_acceptance_rate(fpr=roc[0], |
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tpr=roc[1], |
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base_rate=base_rates[group]) |
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index = _first_index_above(acceptance_rates, |
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acceptance_rate_value) |
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indices[group] = index |
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return indices |
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View Code Duplication |
def find_independence_thresholds(roc_curves, base_rates, proportions, |
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cost_matrix): |
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"""Compute thresholds that achieve independence and minimize cost. |
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267
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:param roc_curves: Receiver operating characteristic (ROC) |
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by attribute. |
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:type roc_curves: dict |
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:param base_rates: Base rate by attribute. |
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:type base_rates: dict |
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:param proportions: Proportion of each attribute value. |
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:type proportions: dict |
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:param cost_matrix: Cost matrix by [[tn, fp], [fn, tp]]. |
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:type cost_matrix: sequence |
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:return: Thresholds, FPR and TPR by attribute and cost value. |
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:rtype: tuple |
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""" |
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281
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cutoffs = {} |
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283
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def total_cost_function(acceptance_rate_value): |
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# todo: move demo here + multiple cost |
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|
# + refactor - use threshold to calculate |
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|
# acceptance_rate_value |
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indices = get_acceptance_rate_indices(roc_curves, base_rates, |
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acceptance_rate_value) |
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290
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total_cost = 0 |
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292
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for group, roc in roc_curves.items(): |
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index = indices[group] |
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fpr = roc[0][index] |
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tpr = roc[1][index] |
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|
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group_cost = _cost_function(fpr, tpr, |
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base_rates[group], |
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cost_matrix) |
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group_cost *= proportions[group] |
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304
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total_cost += group_cost |
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|
306
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return -total_cost |
307
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|
308
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|
|
acceptance_rate_min_cost = _ternary_search_float(total_cost_function, |
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|
|
0, 1, TRINARY_SEARCH_TOL) |
310
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|
311
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|
cost = total_cost_function(acceptance_rate_min_cost) |
312
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|
|
313
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|
|
threshold_indices = get_acceptance_rate_indices(roc_curves, base_rates, |
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acceptance_rate_min_cost) |
315
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|
thresholds = _extract_threshold(roc_curves) |
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|
317
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|
cutoffs = {group: thresholds[threshold_index] |
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for group, threshold_index |
319
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in threshold_indices.items()} |
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|
321
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fpr_tpr = {group: (roc[0][threshold_indices[group]], |
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roc[1][threshold_indices[group]]) |
323
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|
for group, roc in roc_curves.items()} |
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|
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|
return cutoffs, fpr_tpr, cost, acceptance_rate_min_cost |
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|
327
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|
328
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|
def get_fnr_indices(roc_curves, fnr_value): |
329
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|
|
indices = {} |
330
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|
|
|
331
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|
|
tpr_value = 1 - fnr_value |
332
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|
333
|
|
|
for group, roc in roc_curves.items(): |
334
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|
|
tprs = roc[1] |
335
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|
|
index = _first_index_above(tprs, |
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|
|
tpr_value) - 1 |
337
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|
|
index = max(0, index) |
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|
|
indices[group] = index |
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|
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return indices |
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|
343
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|
View Code Duplication |
def find_fnr_thresholds(roc_curves, base_rates, proportions, |
|
|
|
|
344
|
|
|
cost_matrix): |
345
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|
|
"""Compute thresholds that achieve equal FNRs and minimize cost. |
346
|
|
|
|
347
|
|
|
Also known as **equal opportunity**. |
348
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|
|
|
349
|
|
|
:param roc_curves: Receiver operating characteristic (ROC) |
350
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|
by attribute. |
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|
|
|
:type roc_curves: dict |
352
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|
:param base_rates: Base rate by attribute. |
353
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|
:type base_rates: dict |
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|
|
:param proportions: Proportion of each attribute value. |
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|
|
:type proportions: dict |
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|
|
:param cost_matrix: Cost matrix by [[tn, fp], [fn, tp]]. |
357
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|
|
:type cost_matrix: sequence |
358
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|
|
:return: Thresholds, FPR and TPR by attribute and cost value. |
359
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|
|
:rtype: tuple |
360
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|
|
|
361
|
|
|
""" |
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|
|
363
|
|
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cutoffs = {} |
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|
365
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|
|
def total_cost_function(fnr_value): |
366
|
|
|
# todo: move demo here + multiple cost |
367
|
|
|
indices = get_fnr_indices(roc_curves, fnr_value) |
368
|
|
|
|
369
|
|
|
total_cost = 0 |
370
|
|
|
|
371
|
|
|
for group, roc in roc_curves.items(): |
372
|
|
|
index = indices[group] |
373
|
|
|
|
374
|
|
|
fpr = roc[0][index] |
375
|
|
|
tpr = roc[1][index] |
376
|
|
|
|
377
|
|
|
group_cost = _cost_function(fpr, tpr, |
378
|
|
|
base_rates[group], |
379
|
|
|
cost_matrix) |
380
|
|
|
group_cost *= proportions[group] |
381
|
|
|
|
382
|
|
|
total_cost += group_cost |
383
|
|
|
|
384
|
|
|
return -total_cost |
385
|
|
|
|
386
|
|
|
fnr_value_min_cost = _ternary_search_float(total_cost_function, |
387
|
|
|
0, 1, |
388
|
|
|
TRINARY_SEARCH_TOL) |
389
|
|
|
|
390
|
|
|
threshold_indices = get_fnr_indices(roc_curves, fnr_value_min_cost) |
391
|
|
|
|
392
|
|
|
cost = total_cost_function(fnr_value_min_cost) |
393
|
|
|
|
394
|
|
|
fpr_tpr = {group: (roc[0][threshold_indices[group]], |
395
|
|
|
roc[1][threshold_indices[group]]) |
396
|
|
|
for group, roc in roc_curves.items()} |
397
|
|
|
|
398
|
|
|
thresholds = _extract_threshold(roc_curves) |
399
|
|
|
cutoffs = {group: thresholds[threshold_index] |
400
|
|
|
for group, threshold_index |
401
|
|
|
in threshold_indices.items()} |
402
|
|
|
|
403
|
|
|
return cutoffs, fpr_tpr, cost, fnr_value_min_cost |
404
|
|
|
|
405
|
|
|
|
406
|
|
|
def _find_feasible_roc(roc_curves): |
407
|
|
|
polygons = [Delaunay(list(zip(fprs, tprs))) |
408
|
|
|
for group, (fprs, tprs, _) in roc_curves.items()] |
409
|
|
|
|
410
|
|
|
feasible_points = [] |
411
|
|
|
|
412
|
|
|
for poly in polygons: |
413
|
|
|
for p in poly.points: |
414
|
|
|
|
415
|
|
|
if all(poly2.find_simplex(p) != -1 for poly2 in polygons): |
416
|
|
|
feasible_points.append(p) |
417
|
|
|
|
418
|
|
|
return np.array(feasible_points) |
419
|
|
|
|
420
|
|
|
|
421
|
|
|
def find_separation_thresholds(roc_curves, base_rate, cost_matrix): |
422
|
|
|
"""Compute thresholds that achieve separation and minimize cost. |
423
|
|
|
|
424
|
|
|
Also known as **equalized odds**. |
425
|
|
|
|
426
|
|
|
:param roc_curves: Receiver operating characteristic (ROC) |
427
|
|
|
by attribute. |
428
|
|
|
:type roc_curves: dict |
429
|
|
|
:param base_rate: Overall base rate. |
430
|
|
|
:type base_rate: float |
431
|
|
|
:param cost_matrix: Cost matrix by [[tn, fp], [fn, tp]]. |
432
|
|
|
:type cost_matrix: sequence |
433
|
|
|
:return: Thresholds, FPR and TPR by attribute and cost value. |
434
|
|
|
:rtype: tuple |
435
|
|
|
|
436
|
|
|
""" |
437
|
|
|
|
438
|
|
|
feasible_points = _find_feasible_roc(roc_curves) |
439
|
|
|
|
440
|
|
|
cost, (best_fpr, best_tpr) = max((_cost_function(fpr, tpr, base_rate, |
441
|
|
|
cost_matrix), |
442
|
|
|
(fpr, tpr)) |
443
|
|
|
for fpr, tpr in feasible_points) |
444
|
|
|
cost = - cost |
445
|
|
|
|
446
|
|
|
return {}, {'': (best_fpr, best_tpr)}, cost |
447
|
|
|
|
448
|
|
|
|
449
|
|
|
def find_thresholds(roc_curves, proportions, base_rate, |
450
|
|
|
base_rates, cost_matrix, |
451
|
|
|
with_single=True, with_min_cost=True, |
452
|
|
|
with_independence=True, with_fnr=True, |
453
|
|
|
with_separation=True): |
454
|
|
|
"""Compute thresholds that achieve various criteria and minimize cost. |
455
|
|
|
|
456
|
|
|
:param roc_curves: Receiver operating characteristic (ROC) |
457
|
|
|
by attribute. |
458
|
|
|
:type roc_curves: dict |
459
|
|
|
:param proportions: Proportion of each attribute value. |
460
|
|
|
:type proportions: dict |
461
|
|
|
:param base_rate: Overall base rate. |
462
|
|
|
:type base_rate: float |
463
|
|
|
:param base_rates: Base rate by attribute. |
464
|
|
|
:type base_rates: dict |
465
|
|
|
:param cost_matrix: Cost matrix by [[tn, fp], [fn, tp]]. |
466
|
|
|
:type cost_matrix: sequence |
467
|
|
|
|
468
|
|
|
:param with_single: Compute single threshold. |
469
|
|
|
:type with_single: bool |
470
|
|
|
:param with_min_cost: Compute minimum cost thresholds. |
471
|
|
|
:type with_min_cost: bool |
472
|
|
|
:param with_independence: Compute independence thresholds. |
473
|
|
|
:type with_independence: bool |
474
|
|
|
:param with_fnr: Compute FNR thresholds. |
475
|
|
|
:type with_fnr: bool |
476
|
|
|
:param with_separation: Compute separation thresholds. |
477
|
|
|
:type with_separation: bool |
478
|
|
|
|
479
|
|
|
:return: Dictionary of threshold criteria, |
480
|
|
|
and for each criterion: |
481
|
|
|
thresholds, FPR and TPR by attribute and cost value. |
482
|
|
|
:rtype: dict |
483
|
|
|
|
484
|
|
|
""" |
485
|
|
|
|
486
|
|
|
thresholds = {} |
487
|
|
|
|
488
|
|
|
if with_single: |
489
|
|
|
thresholds['single'] = find_single_threshold(roc_curves, |
490
|
|
|
base_rates, |
491
|
|
|
proportions, |
492
|
|
|
cost_matrix) |
493
|
|
|
|
494
|
|
|
if with_min_cost: |
495
|
|
|
thresholds['min_cost'] = find_min_cost_thresholds(roc_curves, |
496
|
|
|
base_rates, |
497
|
|
|
proportions, |
498
|
|
|
cost_matrix) |
499
|
|
|
|
500
|
|
|
if with_independence: |
501
|
|
|
thresholds['independence'] = find_independence_thresholds(roc_curves, |
502
|
|
|
base_rates, |
503
|
|
|
proportions, |
504
|
|
|
cost_matrix) |
505
|
|
|
|
506
|
|
|
if with_fnr: |
507
|
|
|
thresholds['fnr'] = find_fnr_thresholds(roc_curves, |
508
|
|
|
base_rates, |
509
|
|
|
proportions, |
510
|
|
|
cost_matrix) |
511
|
|
|
|
512
|
|
|
if with_separation: |
513
|
|
|
thresholds['separation'] = find_separation_thresholds(roc_curves, |
514
|
|
|
base_rate, |
515
|
|
|
cost_matrix) |
516
|
|
|
|
517
|
|
|
return thresholds |
518
|
|
|
|
519
|
|
|
|
520
|
|
|
def find_thresholds_by_attr(y_true, y_score, x_sens, |
521
|
|
|
cost_matrix, |
522
|
|
|
with_single=True, with_min_cost=True, |
523
|
|
|
with_independence=True, with_fnr=True, |
524
|
|
|
with_separation=True, |
525
|
|
|
pos_label=None, sample_weight=None, |
526
|
|
|
drop_intermediate=False): |
527
|
|
|
""" |
528
|
|
|
Compute thresholds that achieve various criteria and minimize cost. |
529
|
|
|
|
530
|
|
|
:param y_true: Binary ground truth (correct) target values. |
531
|
|
|
:param y_score: Estimated target score as returned by a classifier. |
532
|
|
|
:param x_sens: Sensitive attribute values corresponded to each |
533
|
|
|
estimated target. |
534
|
|
|
:param cost_matrix: Cost matrix by [[tn, fp], [fn, tp]]. |
535
|
|
|
:type cost_matrix: sequence |
536
|
|
|
|
537
|
|
|
:param pos_label: Label considered as positive and others |
538
|
|
|
are considered negative. |
539
|
|
|
:param sample_weight: Sample weights. |
540
|
|
|
:param drop_intermediate: Whether to drop some suboptimal |
541
|
|
|
thresholds which would not appear on |
542
|
|
|
a plotted ROC curve. |
543
|
|
|
This is useful in order to create |
544
|
|
|
lighter ROC curves. |
545
|
|
|
|
546
|
|
|
:param with_single: Compute single threshold. |
547
|
|
|
:type with_single: bool |
548
|
|
|
:param with_min_cost: Compute minimum cost thresholds. |
549
|
|
|
:type with_min_cost: bool |
550
|
|
|
:param with_independence: Compute independence thresholds. |
551
|
|
|
:type with_independence: bool |
552
|
|
|
:param with_fnr: Compute FNR thresholds. |
553
|
|
|
:type with_fnr: bool |
554
|
|
|
:param with_separation: Compute separation thresholds. |
555
|
|
|
:type with_separation: bool |
556
|
|
|
|
557
|
|
|
:return: Dictionary of threshold criteria, |
558
|
|
|
and for each criterion: |
559
|
|
|
thresholds, FPR and TPR by attribute and cost value. |
560
|
|
|
:rtype: dict |
561
|
|
|
""" |
562
|
|
|
# pylint: disable=too-many-locals |
563
|
|
|
|
564
|
|
|
roc_curves = roc_curve_by_attr(y_true, y_score, x_sens, |
565
|
|
|
pos_label, sample_weight, |
566
|
|
|
drop_intermediate) |
567
|
|
|
|
568
|
|
|
proportions = {value: count / len(x_sens) |
569
|
|
|
for value, count in Counter(x_sens).items()} |
570
|
|
|
|
571
|
|
|
if pos_label is None: |
572
|
|
|
pos_label = 1 |
573
|
|
|
|
574
|
|
|
base_rate = np.mean(y_true == pos_label) |
575
|
|
|
grouped = _groupby_y_x_sens(y_true, y_score, x_sens) |
576
|
|
|
|
577
|
|
|
base_rates = {x_sens_value: np.mean(group['y_true'] == pos_label) |
578
|
|
|
for x_sens_value, group in grouped} |
579
|
|
|
|
580
|
|
|
thresholds_data = find_thresholds(roc_curves, |
581
|
|
|
proportions, |
582
|
|
|
base_rate, |
583
|
|
|
base_rates, |
584
|
|
|
cost_matrix, |
585
|
|
|
with_single, with_min_cost, |
586
|
|
|
with_independence, with_fnr, |
587
|
|
|
with_separation) |
588
|
|
|
|
589
|
|
|
return thresholds_data |
590
|
|
|
|
591
|
|
|
|
592
|
|
|
def plot_roc_curves_thresholds(roc_curves, thresholds_data, |
593
|
|
|
aucs=None, |
594
|
|
|
title='ROC Curves by Attribute', |
595
|
|
|
ax=None, figsize=None, |
596
|
|
|
title_fontsize='large', |
597
|
|
|
text_fontsize='medium'): |
598
|
|
|
"""Generate the ROC curves by attribute with thresholds. |
599
|
|
|
|
600
|
|
|
Based on :func:`skplt.metrics.plot_roc` |
601
|
|
|
|
602
|
|
|
:param roc_curves: Receiver operating characteristic (ROC) |
603
|
|
|
by attribute. |
604
|
|
|
:type roc_curves: dict |
605
|
|
|
:param thresholds_data: Thresholds by attribute from the |
606
|
|
|
function |
607
|
|
|
:func:`~responsibly.interventions |
608
|
|
|
.threshold.find_thresholds`. |
609
|
|
|
:type thresholds_data: dict |
610
|
|
|
:param aucs: Area Under the ROC (AUC) by attribute. |
611
|
|
|
:type aucs: dict |
612
|
|
|
:param str title: Title of the generated plot. |
613
|
|
|
:param ax: The axes upon which to plot the curve. |
614
|
|
|
If `None`, the plot is drawn on a new set of axes. |
615
|
|
|
:param tuple figsize: Tuple denoting figure size of the plot |
616
|
|
|
e.g. (6, 6). |
617
|
|
|
:param title_fontsize: Matplotlib-style fontsizes. |
618
|
|
|
Use e.g. 'small', 'medium', 'large' |
619
|
|
|
or integer-values. |
620
|
|
|
:param text_fontsize: Matplotlib-style fontsizes. |
621
|
|
|
Use e.g. 'small', 'medium', 'large' |
622
|
|
|
or integer-values. |
623
|
|
|
:return: The axes on which the plot was drawn. |
624
|
|
|
:rtype: :class:`matplotlib.axes.Axes` |
625
|
|
|
|
626
|
|
|
""" |
627
|
|
|
|
628
|
|
|
ax = plot_roc_curves(roc_curves, aucs, |
629
|
|
|
title, ax, figsize, title_fontsize, text_fontsize) |
630
|
|
|
|
631
|
|
|
MARKERS = ['o', '^', 'x', '+', 'p'] |
632
|
|
|
|
633
|
|
|
for (name, data), marker in zip(thresholds_data.items(), MARKERS): |
634
|
|
|
label = _titlify(name) |
635
|
|
|
ax.scatter(*zip(*data[1].values()), |
636
|
|
|
marker=marker, color='k', label=label, |
637
|
|
|
zorder=float('inf')) |
638
|
|
|
|
639
|
|
|
plt.legend() |
640
|
|
|
|
641
|
|
|
return ax |
642
|
|
|
|
643
|
|
|
|
644
|
|
|
def plot_fpt_tpr(roc_curves, |
645
|
|
|
title='FPR-TPR Curves by Attribute', |
646
|
|
|
ax=None, figsize=None, |
647
|
|
|
title_fontsize='large', text_fontsize='medium'): |
648
|
|
|
"""Generate FPR and TPR curves by thresholds and by attribute. |
649
|
|
|
|
650
|
|
|
Based on :func:`skplt.metrics.plot_roc` |
651
|
|
|
|
652
|
|
|
:param roc_curves: Receiver operating characteristic (ROC) |
653
|
|
|
by attribute. |
654
|
|
|
:type roc_curves: dict |
655
|
|
|
:param str title: Title of the generated plot. |
656
|
|
|
:param ax: The axes upon which to plot the curve. |
657
|
|
|
If `None`, the plot is drawn on a new set of axes. |
658
|
|
|
:param tuple figsize: Tuple denoting figure size of the plot |
659
|
|
|
e.g. (6, 6). |
660
|
|
|
:param title_fontsize: Matplotlib-style fontsizes. |
661
|
|
|
Use e.g. 'small', 'medium', 'large' |
662
|
|
|
or integer-values. |
663
|
|
|
:param text_fontsize: Matplotlib-style fontsizes. |
664
|
|
|
Use e.g. 'small', 'medium', 'large' |
665
|
|
|
or integer-values. |
666
|
|
|
:return: The axes on which the plot was drawn. |
667
|
|
|
:rtype: :class:`matplotlib.axes.Axes` |
668
|
|
|
|
669
|
|
|
""" |
670
|
|
|
|
671
|
|
|
if ax is None: |
672
|
|
|
fig, ax = plt.subplots(1, 1, figsize=figsize) # pylint: disable=unused-variable |
673
|
|
|
|
674
|
|
|
ax.set_title(title, fontsize=title_fontsize) |
675
|
|
|
|
676
|
|
|
thresholds = _extract_threshold(roc_curves) |
677
|
|
|
|
678
|
|
|
prop_cycle = plt.rcParams['axes.prop_cycle'] |
679
|
|
|
colors = prop_cycle.by_key()['color'] |
680
|
|
|
|
681
|
|
|
for (group, roc), color in zip(roc_curves.items(), colors): |
682
|
|
|
plt.plot(thresholds, roc[0], '-', |
683
|
|
|
label='{} - FPR'.format(group), color=color) |
684
|
|
|
plt.plot(thresholds, roc[1], '--', |
685
|
|
|
label='{} - TPR'.format(group), color=color) |
686
|
|
|
plt.legend() |
687
|
|
|
|
688
|
|
|
ax.set_ylim([0.0, 1.05]) |
689
|
|
|
ax.set_xlabel('Threshold', fontsize=text_fontsize) |
690
|
|
|
ax.set_ylabel('Probability', fontsize=text_fontsize) |
691
|
|
|
ax.tick_params(labelsize=text_fontsize) |
692
|
|
|
ax.legend(fontsize=text_fontsize) |
693
|
|
|
|
694
|
|
|
return ax |
695
|
|
|
|
696
|
|
|
|
697
|
|
|
def plot_costs(thresholds_data, |
698
|
|
|
title='Cost by Threshold Strategy', |
699
|
|
|
ax=None, figsize=None, |
700
|
|
|
title_fontsize='large', text_fontsize='medium'): |
701
|
|
|
"""Plot cost by threshold definition and by attribute. |
702
|
|
|
|
703
|
|
|
Based on :func:`skplt.metrics.plot_roc` |
704
|
|
|
|
705
|
|
|
:param thresholds_data: Thresholds by attribute from the |
706
|
|
|
function |
707
|
|
|
:func:`~responsibly.interventions |
708
|
|
|
.threshold.find_thresholds`. |
709
|
|
|
:type thresholds_data: dict |
710
|
|
|
:param str title: Title of the generated plot. |
711
|
|
|
:param ax: The axes upon which to plot the curve. |
712
|
|
|
If `None`, the plot is drawn on a new set of axes. |
713
|
|
|
:param tuple figsize: Tuple denoting figure size of the plot |
714
|
|
|
e.g. (6, 6). |
715
|
|
|
:param title_fontsize: Matplotlib-style fontsizes. |
716
|
|
|
Use e.g. 'small', 'medium', 'large' |
717
|
|
|
or integer-values. |
718
|
|
|
:param text_fontsize: Matplotlib-style fontsizes. |
719
|
|
|
Use e.g. 'small', 'medium', 'large' |
720
|
|
|
or integer-values. |
721
|
|
|
:return: The axes on which the plot was drawn. |
722
|
|
|
:rtype: :class:`matplotlib.axes.Axes` |
723
|
|
|
""" |
724
|
|
|
|
725
|
|
|
if ax is None: |
726
|
|
|
fig, ax = plt.subplots(1, 1, figsize=figsize) # pylint: disable=unused-variable |
727
|
|
|
|
728
|
|
|
ax.set_title(title, fontsize=title_fontsize) |
729
|
|
|
|
730
|
|
|
costs = {_titlify(group): cost |
731
|
|
|
for group, (_, _, cost, *_) in thresholds_data.items()} |
732
|
|
|
|
733
|
|
|
(pd.Series(costs) |
734
|
|
|
.sort_values(ascending=False) |
735
|
|
|
.plot(kind='barh', ax=ax)) |
736
|
|
|
|
737
|
|
|
ax.set_xlabel('Cost', fontsize=text_fontsize) |
738
|
|
|
ax.set_ylabel('Threshold', fontsize=text_fontsize) |
739
|
|
|
ax.tick_params(labelsize=text_fontsize) |
740
|
|
|
|
741
|
|
|
return ax |
742
|
|
|
|
743
|
|
|
|
744
|
|
|
def plot_thresholds(thresholds_data, |
745
|
|
|
markersize=7, |
746
|
|
|
title='Thresholds by Strategy and Attribute', |
747
|
|
|
xlim=None, |
748
|
|
|
ax=None, figsize=None, |
749
|
|
|
title_fontsize='large', text_fontsize='medium'): |
750
|
|
|
"""Plot thresholds by strategy and by attribute. |
751
|
|
|
|
752
|
|
|
Based on :func:`skplt.metrics.plot_roc` |
753
|
|
|
|
754
|
|
|
:param thresholds_data: Thresholds by attribute from the |
755
|
|
|
function |
756
|
|
|
:func:`~responsibly.interventions |
757
|
|
|
.threshold.find_thresholds`. |
758
|
|
|
:type thresholds_data: dict |
759
|
|
|
:param int markersize: Marker size. |
760
|
|
|
:param str title: Title of the generated plot. |
761
|
|
|
:param tuple xlim: Set the data limits for the x-axis. |
762
|
|
|
:param ax: The axes upon which to plot the curve. |
763
|
|
|
If `None`, the plot is drawn on a new set of axes. |
764
|
|
|
:param tuple figsize: Tuple denoting figure size of the plot |
765
|
|
|
e.g. (6, 6). |
766
|
|
|
:param title_fontsize: Matplotlib-style fontsizes. |
767
|
|
|
Use e.g. 'small', 'medium', 'large' |
768
|
|
|
or integer-values. |
769
|
|
|
:param text_fontsize: Matplotlib-style fontsizes. |
770
|
|
|
Use e.g. 'small', 'medium', 'large' |
771
|
|
|
or integer-values. |
772
|
|
|
:return: The axes on which the plot was drawn. |
773
|
|
|
:rtype: :class:`matplotlib.axes.Axes` |
774
|
|
|
""" |
775
|
|
|
|
776
|
|
|
if ax is None: |
777
|
|
|
fig, ax = plt.subplots(1, 1, figsize=figsize) # pylint: disable=unused-variable |
778
|
|
|
|
779
|
|
|
ax.set_title(title, fontsize=title_fontsize) |
780
|
|
|
|
781
|
|
|
# TODO: refactor! |
782
|
|
|
df = pd.DataFrame({_titlify(key): thresholds |
783
|
|
|
for key, (thresholds, *_) in thresholds_data.items() |
784
|
|
|
if key != 'separation'}) |
785
|
|
|
melted_df = pd.melt(df, var_name='Strategy', value_name='Threshold') |
786
|
|
|
melted_df['Attribute'] = list(df.index) * len(df.columns) |
787
|
|
|
|
788
|
|
|
sns.stripplot(y='Strategy', x='Threshold', hue='Attribute', data=melted_df, |
789
|
|
|
jitter=False, dodge=True, size=markersize, ax=ax) |
790
|
|
|
|
791
|
|
|
minor_locator = AutoMinorLocator(2) |
792
|
|
|
fig.gca().yaxis.set_minor_locator(minor_locator) |
|
|
|
|
793
|
|
|
ax.grid(which='minor') |
794
|
|
|
|
795
|
|
|
if xlim is not None: |
796
|
|
|
ax.set_xlim(*xlim) |
797
|
|
|
|
798
|
|
|
ax.set_xlabel('Threshold', fontsize=text_fontsize) |
799
|
|
|
ax.set_ylabel('Strategy', fontsize=text_fontsize) |
800
|
|
|
ax.tick_params(labelsize=text_fontsize) |
801
|
|
|
|
802
|
|
|
return ax |
803
|
|
|
|