"""Model Understanding for decision boundary on Binary Classification problems."""
import json
import numpy as np
import pandas as pd
from evalml.pipelines import BinaryClassificationPipeline
from evalml.utils import infer_feature_types
# these are helper functions to help us calculate the objective values
def _accuracy(val_list):
"""Helper function to help us find the accuracy.
Args:
val_list (list): The confusion matrix input, expected format is [tp, tn, fp, fn].
Returns:
float: Accuracy.
"""
acc = sum(val_list[:2]) / sum(val_list)
return acc
def _balanced_accuracy(val_list):
"""Helper function to help us find the balanced accuracy.
Args:
val_list (list): The confusion matrix input, expected format is [tp, tn, fp, fn].
Returns:
float: Balanced Accuracy.
"""
sens = _recall(val_list)
if val_list[1] == 0:
spec = 0
else:
spec = val_list[1] / (val_list[1] + val_list[2])
return (sens + spec) / 2
def _precision(val_list):
"""Helper function to help us find the precision.
Args:
val_list (list): The confusion matrix input, expected format is [tp, tn, fp, fn].
Returns:
float: Precision.
"""
if val_list[0] == 0:
return 0
return val_list[0] / (val_list[0] + val_list[2])
def _recall(val_list):
"""Helper function to help us find the recall.
Args:
val_list (list): The confusion matrix input, expected format is [tp, tn, fp, fn].
Returns:
float: Recall.
"""
if val_list[0] == 0:
return 0
return val_list[0] / (val_list[0] + val_list[3])
def _f1(val_list):
"""Helper function to help us find the F1 score.
Args:
val_list (list): The confusion matrix input, expected format is [tp, tn, fp, fn].
Returns:
float: F1 Score.
"""
prec = _precision(val_list)
rec = _recall(val_list)
if prec * rec == 0:
return 0
return 2 * (prec * rec) / (prec + rec)
def _find_confusion_matrix_objective_threshold(pos_skew, neg_skew, ranges):
"""Iterates through the arrays and determines the ideal objective thresholds and confusion matrix values for each threshold value.
Args:
pos_skew (list): The number of rows per bin value for the actual postive values.
neg_skew (list): The number of rows per bin value for the actual negative values.
ranges (list): The bin ranges, spanning from 0.0 to 1.0. The length of this list - 1 is equal to the number of bins.
Returns:
tuple: The first element is a list of confusion matrix values at each threshold bin, and the second element
is a dictionary with the ideal objective thresholds and associated objective scores.
"""
thresh_conf_matrix_list = []
num_fn, num_tn = 0, 0
total_pos, total_neg = sum(pos_skew), sum(neg_skew)
objective_dict = {
"accuracy": [{"objective score": 0, "threshold value": 0}, _accuracy],
"balanced_accuracy": [
{"objective score": 0, "threshold value": 0},
_balanced_accuracy,
],
"precision": [{"objective score": 0, "threshold value": 0}, _precision],
"f1": [{"objective score": 0, "threshold value": 0}, _f1],
}
for i, thresh_val in enumerate(ranges[1:]):
num_fn += pos_skew[i]
num_tn += neg_skew[i]
num_tp = total_pos - num_fn
num_fp = total_neg - num_tn
# this is also the confusion matrix
val_list = [num_tp, num_tn, num_fp, num_fn]
thresh_conf_matrix_list.append(val_list)
# let's iterate through the list to find the vals
for k, v in objective_dict.items():
obj_val = v[1](val_list)
if obj_val > v[0]["objective score"]:
v[0]["objective score"] = obj_val
v[0]["threshold value"] = thresh_val
if num_fn == total_pos and num_tn == total_pos and i < len(ranges) - 1:
# finished iterating through, there are no other changes
v_extension = [val_list for _ in range(i + 1, len(ranges) - 1)]
thresh_conf_matrix_list.extend(v_extension)
break
return (thresh_conf_matrix_list, objective_dict)
def _find_data_between_ranges(data, ranges, top_k):
"""Finds the rows of the data that fall between each range.
Args:
data (pd.Series): The predicted probability values for the postive class.
ranges (list): The threshold ranges defining the bins. Should include 0 and 1 as the first and last value.
top_k (int): The number of row indices per bin to include as samples.
Returns:
list(list): Each list corresponds to the row indices that fall in the range provided.
"""
results = []
for i in range(1, len(ranges)):
mask = data[(data >= ranges[i - 1]) & (data < ranges[i])]
if top_k != -1:
results.append(mask.index.tolist()[: min(len(mask), top_k)])
else:
results.append(mask.index.tolist())
return results
[docs]def find_confusion_matrix_per_thresholds(
pipeline,
X,
y,
n_bins=None,
top_k=5,
to_json=False,
):
"""Gets the confusion matrix and histogram bins for each threshold as well as the best threshold per objective. Only works with Binary Classification Pipelines.
Args:
pipeline (PipelineBase): A fitted Binary Classification Pipeline to get the confusion matrix with.
X (pd.DataFrame): The input features.
y (pd.Series): The input target.
n_bins (int): The number of bins to use to calculate the threshold values. Defaults to None, which will default to using Freedman-Diaconis rule.
top_k (int): The maximum number of row indices per bin to include as samples. -1 includes all row indices that fall between the bins. Defaults to 5.
to_json (bool): Whether or not to return a json output. If False, returns the (DataFrame, dict) tuple, otherwise returns a json.
Returns:
(tuple(pd.DataFrame, dict)), json): The dataframe has the actual positive histogram, actual negative histogram,
the confusion matrix, and a sample of rows that fall in the bin, all for each threshold value. The threshold value, represented through the dataframe index, represents the cutoff threshold at that value.
The dictionary contains the ideal threshold and score per objective, keyed by objective name.
If json, returns the info for both the dataframe and dictionary as a json output.
Raises:
ValueError: If the pipeline isn't a binary classification pipeline or isn't yet fitted on data.
"""
if not pipeline._is_fitted or not isinstance(
pipeline,
BinaryClassificationPipeline,
):
raise ValueError("Expected a fitted binary classification pipeline")
X = infer_feature_types(X)
y = infer_feature_types(y)
pipeline_thresh = 0.5 if pipeline.threshold is None else pipeline.threshold
proba = pipeline.predict_proba(X)
pos_preds = proba.iloc[:, -1]
pos_preds.index = y.index.tolist()
neg_class, pos_class = 0, 1
if pipeline._encoder is not None:
pos_class = pipeline._encoder.inverse_mapping[1]
neg_class = pipeline._encoder.inverse_mapping[0]
true_pos = y[y == pos_class]
true_neg = y[y == neg_class]
# separate the positive and negative predictions
true_pos_preds = pos_preds.loc[true_pos.index]
true_neg_preds = pos_preds.loc[true_neg.index]
# get the histograms for the predictions
if n_bins is not None:
bins = [i / n_bins for i in range(n_bins + 1)]
else:
bins = np.histogram_bin_edges(pos_preds, bins="fd", range=(0, 1))
if pipeline_thresh not in bins:
bins = np.sort(np.append(bins, pipeline_thresh))
pos_skew, _ = np.histogram(true_pos_preds, bins=bins)
neg_skew, _ = np.histogram(true_neg_preds, bins=bins)
data_ranges = _find_data_between_ranges(pos_preds, bins, top_k)
conf_matrix_list, objective_dict = _find_confusion_matrix_objective_threshold(
pos_skew,
neg_skew,
bins,
)
conf_matrix_list = np.array(conf_matrix_list)
final_obj_dict = {k: v[0] for k, v in objective_dict.items()}
res = {
"true_pos_count": pos_skew.tolist(),
"true_neg_count": neg_skew.tolist(),
"true_positives": conf_matrix_list[:, 0].tolist(),
"true_negatives": conf_matrix_list[:, 1].tolist(),
"false_positives": conf_matrix_list[:, 2].tolist(),
"false_negatives": conf_matrix_list[:, 3].tolist(),
"data_in_bins": data_ranges,
}
if to_json:
final_res = {
"results": res,
"thresholds": bins[1:].tolist(),
"objectives": final_obj_dict,
}
return json.dumps(final_res)
result_df = pd.DataFrame(
res,
index=bins[1:],
)
return (result_df, final_obj_dict)
