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Fix various bugs related to univariate probability simulations #47

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Sep 8, 2020
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5 changes: 3 additions & 2 deletions src/facet/simulation/_simulation.py
Original file line number Diff line number Diff line change
Expand Up @@ -417,8 +417,9 @@ class UnivariateProbabilitySimulator(BaseUnivariateSimulator[ClassifierPipelineD
@property
def values_label(self) -> str:
"""[see superclass]"""
return f"{self._positive_class()} probability"
return f"probability({self._positive_class()})"

@property
def baseline(self) -> float:
"""
Calculate the actual observed frequency of the positive class as the baseline
Expand All @@ -428,7 +429,7 @@ def baseline(self) -> float:
actual_target: pd.Series = self.crossfit.sample.target
assert isinstance(actual_target, pd.Series), "sample has one single target"

return actual_target.loc[actual_target == self._positive_class()] / len(
return actual_target.loc[actual_target == self._positive_class()].sum() / len(
actual_target
)

Expand Down
63 changes: 43 additions & 20 deletions src/facet/simulation/partition/_partition.py
Original file line number Diff line number Diff line change
Expand Up @@ -45,7 +45,7 @@


class Partitioner(
FittableMixin[Sequence[T_Value]], Generic[T_Value], metaclass=ABCMeta
FittableMixin[Iterable[T_Value]], Generic[T_Value], metaclass=ABCMeta
):
"""
Abstract base class of all partitioners.
Expand Down Expand Up @@ -77,7 +77,7 @@ def max_partitions(self) -> int:
return self._max_partitions

@abstractmethod
def fit(self: T, values: Sequence[T_Value], **fit_params) -> T:
def fit(self: T, values: Iterable[T_Value], **fit_params) -> T:
"""
Calculate the partitioning for the given observed values.
:param values: a sequence of observed values as the empirical basis for \
Expand Down Expand Up @@ -177,7 +177,7 @@ def upper_bound(self) -> T_Number:
# noinspection PyMissingOrEmptyDocstring
def fit(
self: T,
values: Sequence[T_Value],
values: Iterable[T_Value],
lower_bound: Optional[T_Number] = None,
upper_bound: Optional[T_Number] = None,
**fit_params,
Expand All @@ -186,14 +186,26 @@ def fit(

self: RangePartitioner # support type hinting in PyCharm

# ensure arg values is an array
if not isinstance(values, np.ndarray):
if isinstance(values, pd.Series):
values = values.values
else:
if not isinstance(values, Sequence):
try:
values = iter(values)
except TypeError:
raise TypeError("arg values must be iterable")
values = np.array(values)

lower_bound = self._lower_bound
upper_bound = self._upper_bound

if lower_bound is None:
lower_bound = np.quantile(values, q=0.025)
lower_bound = np.nanquantile(values, q=0.025)

if upper_bound is None:
upper_bound = np.quantile(values, q=0.975)
upper_bound = np.nanquantile(values, q=0.975)
if upper_bound < lower_bound:
upper_bound = lower_bound
elif upper_bound < lower_bound:
Expand All @@ -213,19 +225,20 @@ def fit(
int(round((self._last_partition - self._first_partition) / self._step)) + 1
)

def _frequencies() -> List[int]:
# Return the number of elements in each partitions
partition_indices = [
int(round(value - first_partition) / step) for value in values
]
frequencies = [0] * n_partitions
for idx in partition_indices:
if 0 <= idx < n_partitions:
frequencies[idx] += 1
# Return the number of elements in each partitions

# create the bins, starting with the lower bound of the first partition
partition_bins = (first_partition - step / 2) + np.arange(
n_partitions + 1
) * step
partition_indices = np.digitize(values, bins=partition_bins)

return frequencies
# frequency counts will include left and right outliers, hence n_partitions + 2
# and we exclude the first and last element of the result
frequencies = np.bincount(partition_indices, minlength=n_partitions + 2)[1:-1]

self._frequencies = frequencies

self._frequencies = _frequencies()
return self

def is_fitted(self) -> bool:
Expand All @@ -238,9 +251,11 @@ def partitions(self) -> Sequence[T_Number]:

:return: for each partition, a central value representing the partition
"""
offset = self._first_partition
step = self._step
return [offset + (idx * step) for idx in range(self._n_partitions)]
return np.round(
self._first_partition + np.arange(self._n_partitions) * self._step,
# round to the nearest power of 10 of the step variable
int(-np.floor(np.log10(self._step))),
)

def frequencies(self) -> Sequence[int]:
"""
Expand Down Expand Up @@ -396,7 +411,15 @@ def fit(self: T, values: Sequence[T_Value], **fit_params) -> T:

self: CategoryPartitioner # support type hinting in PyCharm

value_counts = pd.Series(data=values).value_counts(ascending=False)
if not isinstance(values, pd.Series):
if not (isinstance(values, np.ndarray) or isinstance(values, Sequence)):
try:
values = iter(values)
except TypeError:
raise TypeError("arg values must be iterable")
values = pd.Series(data=values)

value_counts = values.value_counts(ascending=False)
max_partitions = self.max_partitions
self._partitions = value_counts.index.values[:max_partitions]
self._frequencies = value_counts.values[:max_partitions]
Expand Down
14 changes: 6 additions & 8 deletions src/facet/simulation/viz/_style.py
Original file line number Diff line number Diff line change
Expand Up @@ -96,15 +96,14 @@ def draw_histogram(
pass

@staticmethod
def _legend(
percentile_lower: float, percentile_upper: float
) -> Tuple[str, str, str]:
def _legend(percentile_lower: float, percentile_upper: float) -> Tuple[str, ...]:
# generate a triple with legend names for the min percentile, median, and max
# percentile
return (
f"{percentile_lower}th percentile",
"Median",
f"{percentile_upper}th percentile",
"Baseline",
)


Expand Down Expand Up @@ -154,12 +153,14 @@ def draw_uplift(
line_min, = ax.plot(x, values_min, color=self._COLOR_CONFIDENCE)
line_median, = ax.plot(x, values_median, color=self._COLOR_MEDIAN_UPLIFT)
line_max, = ax.plot(x, values_max, color=self._COLOR_CONFIDENCE)
# add a horizontal line at y=0
line_base = ax.axhline(y=values_baseline, linewidth=0.5)

# add a legend
labels = self._legend(
percentile_lower=percentile_lower, percentile_upper=percentile_upper
)
handles = [line_max, line_median, line_min]
handles = (line_max, line_median, line_min, line_base)
ax.legend(handles, labels)

# label the y axis
Expand All @@ -176,9 +177,6 @@ def draw_uplift(
ax.set_xticks(x)
ax.set_xticklabels(labels=partitions)

# add a horizontal line at y=0
ax.axhline(y=values_baseline, linewidth=0.5)

# remove the top and right spines
for pos in ["top", "right"]:
ax.spines[pos].set_visible(False)
Expand Down Expand Up @@ -337,7 +335,7 @@ def draw_uplift(
*self._legend(
percentile_lower=percentile_lower,
percentile_upper=percentile_upper,
),
)[:3],
],
formats=[
self._partition_format(is_categorical_feature),
Expand Down