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First approach to Platt scaling
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@@ -52,6 +52,7 @@ class Stree(BaseEstimator, ClassifierMixin):
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if self.__use_predictions:
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yp = node._clf.predict(data)
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down = (yp == 1).reshape(-1, 1)
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res = node._clf.decision_function(data)
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else:
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# doesn't work with multiclass as each sample has to do inner product with its own coeficients
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# computes positition of every sample is w.r.t. the hyperplane
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@@ -60,9 +61,15 @@ class Stree(BaseEstimator, ClassifierMixin):
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up = ~down
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data_down = data[down[:, 0]] if any(down) else None
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indices_down = indices[down[:, 0]] if any(down) else None
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res_down = res[down[:, 0]] if any(down) else None
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data_up = data[up[:, 0]] if any(up) else None
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indices_up = indices[up[:, 0]] if any(up) else None
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return [data_down, indices_down, data_up, indices_up]
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res_up = res[up[:, 0]] if any(up) else None
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#if any(up):
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# print("+++++up", data_up.shape, indices_up.shape, res_up.shape)
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#if any(down):
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# print("+++++down", data_down.shape, indices_down.shape, res_down.shape )
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return [data_up, indices_up, data_down, indices_down, res_up, res_down]
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def fit(self, X: np.ndarray, y: np.ndarray, title: str = 'root') -> 'Stree':
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X, y = check_X_y(X, y.ravel())
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@@ -92,7 +99,7 @@ class Stree(BaseEstimator, ClassifierMixin):
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random_state=self._random_state)
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clf.fit(X, y)
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tree = Snode(clf, X, y, title)
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X_U, y_u, X_D, y_d = self._split_data(tree, X, y)
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X_U, y_u, X_D, y_d, _, _ = self._split_data(tree, X, y)
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if X_U is None or X_D is None:
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# didn't part anything
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return Snode(clf, X, y, title + ', <cgaf>')
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@@ -100,20 +107,22 @@ class Stree(BaseEstimator, ClassifierMixin):
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tree.set_down(self.train(X_D, y_d, title + ' - Down'))
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return tree
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def _predict_values(self, X: np.array) -> np.array:
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def _reorder_results(self, y: np.array, indices: np.array) -> np.array:
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y_ordered = np.zeros(y.shape, dtype=int if y.ndim == 1 else float)
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indices = indices.astype(int)
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for i, index in enumerate(indices):
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y_ordered[index] = y[i]
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return y_ordered
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def predict(self, X: np.array) -> np.array:
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def predict_class(xp: np.array, indices: np.array, node: Snode) -> np.array:
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if xp is None:
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return [], []
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if node.is_leaf():
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# set a class for every sample in dataset
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prediction = np.full((xp.shape[0], 1), node._class)
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if self.__proba:
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prediction_proba = np.full((xp.shape[0], 1), node._belief)
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#prediction_proba = self._linear_function(xp, node)
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return np.append(prediction, prediction_proba, axis=1), indices
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else:
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return prediction, indices
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u, i_u, d, i_d = self._split_data(node, xp, indices)
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return prediction, indices
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u, i_u, d, i_d, _, _ = self._split_data(node, xp, indices)
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k, l = predict_class(d, i_d, node.get_down())
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m, n = predict_class(u, i_u, node.get_up())
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return np.append(k, m), np.append(l, n)
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@@ -123,22 +132,30 @@ class Stree(BaseEstimator, ClassifierMixin):
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X = check_array(X)
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# setup prediction & make it happen
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indices = np.arange(X.shape[0])
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return predict_class(X, indices, self._tree)
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def _reorder_results(self, y: np.array, indices: np.array) -> np.array:
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y_ordered = np.zeros(y.shape, dtype=int if y.ndim == 1 else float)
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indices = indices.astype(int)
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for i, index in enumerate(indices):
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y_ordered[index] = y[i]
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return y_ordered
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def predict(self, X: np.array) -> np.array:
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return self._reorder_results(*self._predict_values(X))
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return self._reorder_results(*predict_class(X, indices, self._tree))
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def predict_proba(self, X: np.array) -> np.array:
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self.__proba = True
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result, indices = self._predict_values(X)
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self.__proba = False
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def predict_class(xp: np.array, indices: np.array, dist: np.array, node: Snode) -> np.array:
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if xp is None:
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return [], []
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if node.is_leaf():
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# set a class for every sample in dataset
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prediction = np.full((xp.shape[0], 1), node._class)
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prediction_proba = np.full((xp.shape[0], 1), node._belief)
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#prediction_proba = dist
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#print("******", prediction.shape, prediction_proba.shape)
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return np.append(prediction, prediction_proba, axis=1), indices
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u, i_u, d, i_d, r_u, r_d = self._split_data(node, xp, indices)
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k, l = predict_class(d, i_d, r_u, node.get_down())
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m, n = predict_class(u, i_u, r_d, node.get_up())
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return np.append(k, m), np.append(l, n)
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# sklearn check
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check_is_fitted(self)
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# Input validation
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X = check_array(X)
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# setup prediction & make it happen
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indices = np.arange(X.shape[0])
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result, indices = predict_class(X, indices, [], self._tree)
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result = result.reshape(X.shape[0], 2)
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# Sigmoidize distance like in sklearn based on Platt(1999)
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#result[:, 1] = 1 / (1 + np.exp(-result[:, 1]))
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