adding CoTraining class implementation

models/SSML/CoTraining.py

@@ -0,0 +1,335 @@
+import numpy as np
+import matplotlib.pyplot as plt
+# For hyperopt (parameter optimization)
+from hyperopt import STATUS_OK
+# sklearn models
+from sklearn import linear_model
+# diagnostics
+from sklearn.metrics import balanced_accuracy_score
+from scripts.utils import run_hyperopt
+import joblib
+
+
+class CoTraining:
+    '''
+    Methods for deploying a basic co-training with logistic
+    regression implementation with hyperparameter optimization.
+    Data agnostic (i.e. user supplied data inputs).
+    TODO: Currently only supports binary classification.
+        Add multinomial functions and unit tests.
+        Add functionality for regression(?)
+    Inputs:
+    params: dictionary of logistic regression input functions.
+        keys max_iter, tol, and C supported.
+    random_state: int/float for reproducible intiailization.
+    '''
+
+    # only binary so far
+    def __init__(self, params=None, random_state=0):
+        # defaults to a fixed value for reproducibility
+        self.random_state = random_state
+        # dictionary of parameters for logistic regression model
+        self.params = params
+        if self.params is None:
+            self.model1 = linear_model.LogisticRegression(
+                            random_state=self.random_state)
+            self.model2 = linear_model.LogisticRegression(
+                            random_state=self.random_state)
+            # default needed for training
+            self.params = {'n_samples': 1}
+        else:
+            self.model1 = linear_model.LogisticRegression(
+                            random_state=self.random_state,
+                            max_iter=params['max_iter'],
+                            tol=params['tol'],
+                            C=params['C']
+                        )
+            self.model2 = linear_model.LogisticRegression(
+                            random_state=self.random_state,
+                            max_iter=params['max_iter'],
+                            tol=params['tol'],
+                            C=params['C']
+                        )
+
+    def training_loop(self, slr1, slr2, L_lr1, L_lr2,
+                      Ly_lr1, Ly_lr2, U_lr, n_samples,
+                      testx=None, testy=None):
+        '''
+        Main training iteration for co-training.
+        Given two models, labeled training data, and unlabeled training data:
+        - Train both models using their respective labeled datasets
+        - Randomly sample n_samples number of unlabeled
+            instances for model 1 and 2 each.
+        - Label the sampled unlabeled instances using
+            model 1 (u1) and model 2 (u2).
+        - Remove u1 and u2 from the unlabeled dataset and
+            include in each model's respective labeled dataset
+            with their associated labels for future training.
+        Inputs:
+        slr1: logistic regression co-training model #1
+        slr2: logistic regression co-training model #2
+        L_lr1: feature training data for co-training model #1
+        L_lr2: feature training data for co-training model #2
+        Ly_lr1: labels for input data for co-training model #1
+        Ly_lr2: labels for input data for co-training model #2
+        U_lr: unlabeled feature training data used by both models
+        n_samples: the number of instances to sample and
+            predict from Ux at one time
+        testx: feature vector/matrix used for testing the performance
+            of each model at every iteration.
+        testy: label vector used for testing the performance
+            of each model at every iteration.
+        '''
+
+        model1_accs, model2_accs = np.array([]), np.array([])
+        # should stay false but if true,
+        # the same unalbeled instance could be sampled multiple times
+        rep = False
+        while U_lr.shape[0] > 1:
+            slr1.fit(L_lr1, Ly_lr1)
+            slr2.fit(L_lr2, Ly_lr2)
+
+            # pull u1
+            # ensuring there is enough instances to sample for each model
+            if U_lr.shape[0] < n_samples*2:
+                n_samples = int(U_lr.shape[0]/2)
+            uidx1 = np.random.choice(range(U_lr.shape[0]),
+                                     n_samples,
+                                     replace=rep)
+            u1 = U_lr[uidx1].copy()
+            # remove instances that will be labeled
+            U_lr = np.delete(U_lr, uidx1, axis=0)
+
+            # pull u2
+            uidx2 = np.random.choice(range(U_lr.shape[0]),
+                                     n_samples,
+                                     replace=rep)
+            u2 = U_lr[uidx2].copy()
+            # remove instances that will be labeled
+            U_lr = np.delete(U_lr, uidx2, axis=0)
+
+            # predict unlabeled samples
+            u1y = slr1.predict(u1)
+            u2y = slr2.predict(u2)
+
+            if testx is not None and testy is not None:
+                # test and save model(s) accuracy over all training iterations
+                model1_accs = np.append(model1_accs,
+                                        balanced_accuracy_score(testy,
+                                                                slr1.predict(
+                                                                    testx)))
+                model2_accs = np.append(model2_accs,
+                                        balanced_accuracy_score(testy,
+                                                                slr2.predict(
+                                                                    testx)))
+
+            # add predictions to cotrained model(s) labeled samples
+            L_lr1 = np.append(L_lr1, u2, axis=0)
+            L_lr2 = np.append(L_lr2, u1, axis=0)
+            Ly_lr1 = np.append(Ly_lr1, u2y, axis=0)
+            Ly_lr2 = np.append(Ly_lr2, u1y, axis=0)
+
+        return slr1, slr2, model1_accs, model2_accs
+
+    def fresh_start(self, params, data_dict):
+        '''
+        Required method for hyperopt optimization.
+        Trains and tests a fresh co-training model
+        with given input parameters.
+        This method does not overwrite self.model (self.optimize() does).
+        Inputs:
+        params: dictionary of logistic regression input functions.
+            keys n_samples, max_iter, tol, and C supported.
+        data_dict: compact data representation with the four requisite
+            data structures used for training and testing a model.
+            keys trainx, trainy, testx, testy, and Ux required.
+            NOTE: Uy is not needed since labels for unlabeled data
+            instances is not used.
+        '''
+
+        # unpack data
+        trainx = data_dict['trainx']
+        trainy = data_dict['trainy']
+        testx = data_dict['testx']
+        testy = data_dict['testy']
+        # unlabeled co-training data
+        Ux = data_dict['Ux']
+
+        clf = CoTraining(params=params, random_state=self.random_state)
+        # training and testing
+        model1_accs, model2_accs = clf.train(trainx, trainy, Ux, testx, testy)
+        # uses balanced_accuracy accounts for class imbalanced data
+        pred1, acc, pred2, model1_acc, model2_acc = clf.predict(testx, testy)
+
+        return {'loss': 1-acc,
+                'status': STATUS_OK,
+                'model': clf.model1,
+                'model2': clf.model2,
+                'model1_acc_history': model1_accs,
+                'model2_acc_history': model2_accs,
+                'params': params,
+                'accuracy': acc}
+
+    def optimize(self, space, data_dict, max_evals=50, verbose=True):
+        '''
+        Wrapper method for using hyperopt (see utils.run_hyperopt
+        for more details). After hyperparameter optimization, results
+        are stored, the best model -overwrites- self.model, and the
+        best params -overwrite- self.params.
+        Inputs:
+        space: a hyperopt compliant dictionary with defined optimization
+            spaces. For example:
+                # quniform returns float, some parameters require int;
+                # use this to force int
+                space = {'max_iter' : scope.int(hp.quniform('max_iter',
+                                                            10,
+                                                            10000,
+                                                            10)),
+                        'tol'       : hp.loguniform('tol', 1e-5, 1e-3),
+                        'C'         : hp.uniform('C', 1.0, 1000.0),
+                        'n_samples' : scope.int(hp.quniform('n_samples',
+                                                            1,
+                                                            20,
+                                                            1))
+                        }
+            See hyperopt docs for more information.
+        data_dict: compact data representation with the five requisite
+            data structures used for training and testing an SSML model.
+            keys trainx, trainy, testx, testy, and Ux required.
+            NOTE: Uy is not needed since labels for unlabeled data
+            instances is not used.
+        max_evals: the number of epochs for hyperparameter optimization.
+            Each iteration is one set of hyperparameters trained
+            and tested on a fresh model. Convergence for simpler
+            models like logistic regression typically happens well
+            before 50 epochs, but can increase as more complex models,
+            more hyperparameters, and a larger hyperparameter space is tested.
+        verbose: boolean. If true, print results of hyperopt.
+            If false, print only the progress bar for optimization.
+        '''
+
+        best, worst = run_hyperopt(space=space,
+                                   model=self.fresh_start,
+                                   data_dict=data_dict,
+                                   max_evals=max_evals,
+                                   verbose=verbose)
+
+        # save the results of hyperparameter optimization
+        self.best = best
+        self.model = best['model']
+        self.params = best['params']
+        self.worst = worst
+
+    def train(self, trainx, trainy, Ux,
+              testx=None, testy=None):
+        '''
+        Wrapper method for a basic co-training with logistic regression
+        implementation training method.
+        Inputs:
+        trainx: nxm feature vector/matrix for training model.
+        trainy: nxk class label vector/matrix for training model.
+        Ux: feature vector/matrix like labeled trainx but unlabeled data.
+        testx: feature vector/matrix used for testing the performance
+            of each model at every iteration.
+        testy: label vector used for testing the performance
+            of each model at every iteration.
+        '''
+
+        # avoid overwriting when deleting in co-training loop
+        U_lr = Ux.copy()
+
+        # set the random seed of training splits for reproducibility
+        # This can be ignored by excluding params['seed']
+        # in the hyperopt space dictionary
+        if 'seed' in self.params.keys():
+            np.random.seed(self.params['seed'])
+
+        # TODO: allow a user to specify uneven splits between the two models
+        split_frac = 0.5
+        # labeled training data
+        idx = np.random.choice(range(trainy.shape[0]),
+                               size=int(split_frac * trainy.shape[0]),
+                               replace=False)
+
+        # avoid overwriting when deleting in co-training loop
+        L_lr1 = trainx[idx].copy()
+        L_lr2 = trainx[~idx].copy()
+        Ly_lr1 = trainy[idx].copy()
+        Ly_lr2 = trainy[~idx].copy()
+
+        self.model1, self.model2, model1_accs, model2_accs = \
+            self.training_loop(
+                                self.model1, self.model2,
+                                L_lr1, L_lr2,
+                                Ly_lr1, Ly_lr2,
+                                U_lr, self.params['n_samples'],
+                                testx, testy,
+                                )
+
+        # optional returns if a user is interested in training diagnostics
+        return model1_accs, model2_accs
+
+    def predict(self, testx, testy=None):
+        '''
+        Wrapper method for sklearn's Label Propagation predict method.
+        Inputs:
+        testx: nxm feature vector/matrix for testing model.
+        testy: nxk class label vector/matrix for training model.
+            optional: if included, the predicted classes -and-
+            the resulting classification accuracy will be returned.
+        '''
+
+        pred1 = self.model1.predict(testx)
+        pred2 = self.model2.predict(testx)
+
+        acc = None
+        if testy is not None:
+            # balanced_accuracy accounts for class imbalanced data
+            # could alternatively use pure accuracy
+            # for a more traditional hyperopt
+            model1_acc = balanced_accuracy_score(testy, pred1)
+            model2_acc = balanced_accuracy_score(testy, pred2)
+            # select best accuracy for hyperparameter optimization
+            acc = max(model1_acc, model2_acc)
+
+        return pred1, acc, pred2, model1_acc, model2_acc
+
+    def plot_cotraining(self, model1_accs=None, model2_accs=None,
+                        filename='lr-cotraining-learningcurves.png'):
+        '''
+        Plots the training error curves for two co-training models.
+        NOTE: The user must provide the curves to plot, but each curve is
+            saved by the class under self.best and self.worst models.
+        Inputs:
+        filename: name to store picture under.
+            Must end in .png (or will be added if missing).
+        model1_accs: the accuracy scores over training epochs for model 1
+        model2_accs: the accuracy scores over training epochs for model 2
+        '''
+
+        fig, ax = plt.subplots(figsize=(10, 8), dpi=300)
+        ax.plot(np.arange(len(model1_accs)), model1_accs,
+                color='tab:blue', label='Model 1')
+        ax.plot(np.arange(len(model2_accs)), model2_accs,
+                color='tab:orange', label='Model 2')
+        ax.legend()
+        ax.set_xlabel('Co-Training Iteration')
+        ax.set_ylabel('Test Accuracy')
+        ax.grid()
+
+        if filename[-4:] != '.png':
+            filename += '.png'
+        fig.savefig(filename)
+
+    def save(self, filename):
+        '''
+        Save class instance to file using joblib.
+        Inputs:
+        filename: string filename to save object to file under.
+            The file must be saved with extension .joblib.
+            Added to filename if not included as input.
+        '''
+
+        if filename[-7:] != '.joblib':
+            filename += '.joblib'
+        joblib.dump(self, filename)