-
Notifications
You must be signed in to change notification settings - Fork 72
/
main.py
executable file
·384 lines (319 loc) · 12.6 KB
/
main.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
# Author: Hassan Ismail Fawaz <hassan.ismail-fawaz@uha.fr>
# Germain Forestier <germain.forestier@uha.fr>
# Jonathan Weber <jonathan.weber@uha.fr>
# Lhassane Idoumghar <lhassane.idoumghar@uha.fr>
# Pierre-Alain Muller <pierre-alain.muller@uha.fr>
# License: GPL3
import numpy as np
import pandas as pd
import matplotlib
matplotlib.use('agg')
import matplotlib.pyplot as plt
matplotlib.rcParams['font.family'] = 'sans-serif'
matplotlib.rcParams['font.sans-serif'] = 'Arial'
import operator
import math
from scipy.stats import wilcoxon
from scipy.stats import friedmanchisquare
import networkx
# inspired from orange3 https://docs.orange.biolab.si/3/data-mining-library/reference/evaluation.cd.html
def graph_ranks(avranks, names, p_values, cd=None, cdmethod=None, lowv=None, highv=None,
width=6, textspace=1, reverse=False, filename=None, labels=False, **kwargs):
"""
Draws a CD graph, which is used to display the differences in methods'
performance. See Janez Demsar, Statistical Comparisons of Classifiers over
Multiple Data Sets, 7(Jan):1--30, 2006.
Needs matplotlib to work.
The image is ploted on `plt` imported using
`import matplotlib.pyplot as plt`.
Args:
avranks (list of float): average ranks of methods.
names (list of str): names of methods.
cd (float): Critical difference used for statistically significance of
difference between methods.
cdmethod (int, optional): the method that is compared with other methods
If omitted, show pairwise comparison of methods
lowv (int, optional): the lowest shown rank
highv (int, optional): the highest shown rank
width (int, optional): default width in inches (default: 6)
textspace (int, optional): space on figure sides (in inches) for the
method names (default: 1)
reverse (bool, optional): if set to `True`, the lowest rank is on the
right (default: `False`)
filename (str, optional): output file name (with extension). If not
given, the function does not write a file.
labels (bool, optional): if set to `True`, the calculated avg rank
values will be displayed
"""
try:
import matplotlib
import matplotlib.pyplot as plt
from matplotlib.backends.backend_agg import FigureCanvasAgg
except ImportError:
raise ImportError("Function graph_ranks requires matplotlib.")
width = float(width)
textspace = float(textspace)
def nth(l, n):
"""
Returns only nth elemnt in a list.
"""
n = lloc(l, n)
return [a[n] for a in l]
def lloc(l, n):
"""
List location in list of list structure.
Enable the use of negative locations:
-1 is the last element, -2 second last...
"""
if n < 0:
return len(l[0]) + n
else:
return n
def mxrange(lr):
"""
Multiple xranges. Can be used to traverse matrices.
This function is very slow due to unknown number of
parameters.
>>> mxrange([3,5])
[(0, 0), (0, 1), (0, 2), (1, 0), (1, 1), (1, 2)]
>>> mxrange([[3,5,1],[9,0,-3]])
[(3, 9), (3, 6), (3, 3), (4, 9), (4, 6), (4, 3)]
"""
if not len(lr):
yield ()
else:
# it can work with single numbers
index = lr[0]
if isinstance(index, int):
index = [index]
for a in range(*index):
for b in mxrange(lr[1:]):
yield tuple([a] + list(b))
def print_figure(fig, *args, **kwargs):
canvas = FigureCanvasAgg(fig)
canvas.print_figure(*args, **kwargs)
sums = avranks
nnames = names
ssums = sums
if lowv is None:
lowv = min(1, int(math.floor(min(ssums))))
if highv is None:
highv = max(len(avranks), int(math.ceil(max(ssums))))
cline = 0.4
k = len(sums)
lines = None
linesblank = 0
scalewidth = width - 2 * textspace
def rankpos(rank):
if not reverse:
a = rank - lowv
else:
a = highv - rank
return textspace + scalewidth / (highv - lowv) * a
distanceh = 0.25
cline += distanceh
# calculate height needed height of an image
minnotsignificant = max(2 * 0.2, linesblank)
height = cline + ((k + 1) / 2) * 0.2 + minnotsignificant
fig = plt.figure(figsize=(width, height))
fig.set_facecolor('white')
ax = fig.add_axes([0, 0, 1, 1]) # reverse y axis
ax.set_axis_off()
hf = 1. / height # height factor
wf = 1. / width
def hfl(l):
return [a * hf for a in l]
def wfl(l):
return [a * wf for a in l]
# Upper left corner is (0,0).
ax.plot([0, 1], [0, 1], c="w")
ax.set_xlim(0, 1)
ax.set_ylim(1, 0)
def line(l, color='k', **kwargs):
"""
Input is a list of pairs of points.
"""
ax.plot(wfl(nth(l, 0)), hfl(nth(l, 1)), color=color, **kwargs)
def text(x, y, s, *args, **kwargs):
ax.text(wf * x, hf * y, s, *args, **kwargs)
line([(textspace, cline), (width - textspace, cline)], linewidth=2)
bigtick = 0.3
smalltick = 0.15
linewidth = 2.0
linewidth_sign = 4.0
tick = None
for a in list(np.arange(lowv, highv, 0.5)) + [highv]:
tick = smalltick
if a == int(a):
tick = bigtick
line([(rankpos(a), cline - tick / 2),
(rankpos(a), cline)],
linewidth=2)
for a in range(lowv, highv + 1):
text(rankpos(a), cline - tick / 2 - 0.05, str(a),
ha="center", va="bottom", size=16)
k = len(ssums)
def filter_names(name):
return name
space_between_names = 0.24
for i in range(math.ceil(k / 2)):
chei = cline + minnotsignificant + i * space_between_names
line([(rankpos(ssums[i]), cline),
(rankpos(ssums[i]), chei),
(textspace - 0.1, chei)],
linewidth=linewidth)
if labels:
text(textspace + 0.3, chei - 0.075, format(ssums[i], '.4f'), ha="right", va="center", size=10)
text(textspace - 0.2, chei, filter_names(nnames[i]), ha="right", va="center", size=16)
for i in range(math.ceil(k / 2), k):
chei = cline + minnotsignificant + (k - i - 1) * space_between_names
line([(rankpos(ssums[i]), cline),
(rankpos(ssums[i]), chei),
(textspace + scalewidth + 0.1, chei)],
linewidth=linewidth)
if labels:
text(textspace + scalewidth - 0.3, chei - 0.075, format(ssums[i], '.4f'), ha="left", va="center", size=10)
text(textspace + scalewidth + 0.2, chei, filter_names(nnames[i]),
ha="left", va="center", size=16)
# no-significance lines
def draw_lines(lines, side=0.05, height=0.1):
start = cline + 0.2
for l, r in lines:
line([(rankpos(ssums[l]) - side, start),
(rankpos(ssums[r]) + side, start)],
linewidth=linewidth_sign)
start += height
print('drawing: ', l, r)
# draw_lines(lines)
start = cline + 0.2
side = -0.02
height = 0.1
# draw no significant lines
# get the cliques
cliques = form_cliques(p_values, nnames)
i = 1
achieved_half = False
print(nnames)
for clq in cliques:
if len(clq) == 1:
continue
print(clq)
min_idx = np.array(clq).min()
max_idx = np.array(clq).max()
if min_idx >= len(nnames) / 2 and achieved_half == False:
start = cline + 0.25
achieved_half = True
line([(rankpos(ssums[min_idx]) - side, start),
(rankpos(ssums[max_idx]) + side, start)],
linewidth=linewidth_sign)
start += height
def form_cliques(p_values, nnames):
"""
This method forms the cliques
"""
# first form the numpy matrix data
m = len(nnames)
g_data = np.zeros((m, m), dtype=np.int64)
for p in p_values:
if p[3] == False:
i = np.where(nnames == p[0])[0][0]
j = np.where(nnames == p[1])[0][0]
min_i = min(i, j)
max_j = max(i, j)
g_data[min_i, max_j] = 1
g = networkx.Graph(g_data)
return networkx.find_cliques(g)
def draw_cd_diagram(df_perf=None, alpha=0.05, title=None, labels=False):
"""
Draws the critical difference diagram given the list of pairwise classifiers that are
significant or not
"""
p_values, average_ranks, _ = wilcoxon_holm(df_perf=df_perf, alpha=alpha)
print(average_ranks)
for p in p_values:
print(p)
graph_ranks(average_ranks.values, average_ranks.keys(), p_values,
cd=None, reverse=True, width=9, textspace=1.5, labels=labels)
font = {'family': 'sans-serif',
'color': 'black',
'weight': 'normal',
'size': 22,
}
if title:
plt.title(title,fontdict=font, y=0.9, x=0.5)
plt.savefig('cd-diagram.png',bbox_inches='tight')
def wilcoxon_holm(alpha=0.05, df_perf=None):
"""
Applies the wilcoxon signed rank test between each pair of algorithm and then use Holm
to reject the null's hypothesis
"""
print(pd.unique(df_perf['classifier_name']))
# count the number of tested datasets per classifier
df_counts = pd.DataFrame({'count': df_perf.groupby(
['classifier_name']).size()}).reset_index()
# get the maximum number of tested datasets
max_nb_datasets = df_counts['count'].max()
# get the list of classifiers who have been tested on nb_max_datasets
classifiers = list(df_counts.loc[df_counts['count'] == max_nb_datasets]
['classifier_name'])
# test the null hypothesis using friedman before doing a post-hoc analysis
friedman_p_value = friedmanchisquare(*(
np.array(df_perf.loc[df_perf['classifier_name'] == c]['accuracy'])
for c in classifiers))[1]
if friedman_p_value >= alpha:
# then the null hypothesis over the entire classifiers cannot be rejected
print('the null hypothesis over the entire classifiers cannot be rejected')
exit()
# get the number of classifiers
m = len(classifiers)
# init array that contains the p-values calculated by the Wilcoxon signed rank test
p_values = []
# loop through the algorithms to compare pairwise
for i in range(m - 1):
# get the name of classifier one
classifier_1 = classifiers[i]
# get the performance of classifier one
perf_1 = np.array(df_perf.loc[df_perf['classifier_name'] == classifier_1]['accuracy']
, dtype=np.float64)
for j in range(i + 1, m):
# get the name of the second classifier
classifier_2 = classifiers[j]
# get the performance of classifier one
perf_2 = np.array(df_perf.loc[df_perf['classifier_name'] == classifier_2]
['accuracy'], dtype=np.float64)
# calculate the p_value
p_value = wilcoxon(perf_1, perf_2, zero_method='pratt')[1]
# appen to the list
p_values.append((classifier_1, classifier_2, p_value, False))
# get the number of hypothesis
k = len(p_values)
# sort the list in acsending manner of p-value
p_values.sort(key=operator.itemgetter(2))
# loop through the hypothesis
for i in range(k):
# correct alpha with holm
new_alpha = float(alpha / (k - i))
# test if significant after holm's correction of alpha
if p_values[i][2] <= new_alpha:
p_values[i] = (p_values[i][0], p_values[i][1], p_values[i][2], True)
else:
# stop
break
# compute the average ranks to be returned (useful for drawing the cd diagram)
# sort the dataframe of performances
sorted_df_perf = df_perf.loc[df_perf['classifier_name'].isin(classifiers)]. \
sort_values(['classifier_name', 'dataset_name'])
# get the rank data
rank_data = np.array(sorted_df_perf['accuracy']).reshape(m, max_nb_datasets)
# create the data frame containg the accuracies
df_ranks = pd.DataFrame(data=rank_data, index=np.sort(classifiers), columns=
np.unique(sorted_df_perf['dataset_name']))
# number of wins
dfff = df_ranks.rank(ascending=False)
print(dfff[dfff == 1.0].sum(axis=1))
# average the ranks
average_ranks = df_ranks.rank(ascending=False).mean(axis=1).sort_values(ascending=False)
# return the p-values and the average ranks
return p_values, average_ranks, max_nb_datasets
df_perf = pd.read_csv('example.csv', index_col=False)
draw_cd_diagram(df_perf=df_perf, title='Accuracy', labels=True)