@elaraai/east-py-datascience 0.0.2-beta.6 → 0.0.2-beta.61

package/dist/mapie/mapie.d.ts.map

@@ -0,0 +1 @@
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package/dist/mapie/mapie.js

@@ -0,0 +1,411 @@
+/**
+ * Copyright (c) 2025 Elara AI Pty Ltd
+ * Dual-licensed under AGPL-3.0 and commercial license. See LICENSE for details.
+ */
+/**
+ * MAPIE conformal prediction intervals for East.
+ *
+ * Provides prediction intervals with coverage guarantees using
+ * conformal prediction methods (MAPIE 1.2.0 API).
+ *
+ * @packageDocumentation
+ */
+import { East, StructType, VariantType, OptionType, ArrayType, IntegerType, FloatType, BlobType, NullType, } from "@elaraai/east";
+import { VectorType, MatrixType, LabelVectorType } from "../types.js";
+import { XGBoostConfigType } from "../xgboost/xgboost.js";
+import { LightGBMConfigType } from "../lightgbm/lightgbm.js";
+// Re-export shared types for convenience
+export { VectorType, MatrixType, LabelVectorType } from "../types.js";
+export { XGBoostConfigType } from "../xgboost/xgboost.js";
+export { LightGBMConfigType } from "../lightgbm/lightgbm.js";
+// ============================================================================
+// Config Types
+// ============================================================================
+/**
+ * Conformal prediction method for regression.
+ */
+export const ConformalMethodType = VariantType({
+    /** Split conformal - requires separate calibration set */
+    split: NullType,
+    /** Cross conformal - uses CV for calibration (combines train + calib) */
+    cross: NullType,
+});
+/**
+ * Base model type for MAPIE regression.
+ * Uses full XGBoost/LightGBM config types for complete parameter support.
+ */
+export const BaseModelType = VariantType({
+    /** XGBoost regressor as base model */
+    xgboost: XGBoostConfigType,
+    /** LightGBM regressor as base model */
+    lightgbm: LightGBMConfigType,
+});
+/**
+ * Configuration for MAPIE conformal prediction.
+ */
+export const MAPIEConfigType = StructType({
+    /** Base model configuration */
+    base_model: BaseModelType,
+    /** Conformal method (default: split) */
+    method: OptionType(ConformalMethodType),
+    /** Confidence level: coverage probability (default 0.9 = 90% intervals) */
+    confidence_level: OptionType(FloatType),
+    /** Number of CV folds for cross method (default 5) */
+    cv_folds: OptionType(IntegerType),
+    /** Random seed for reproducibility */
+    random_state: OptionType(IntegerType),
+    /** Conformity score consistency check tolerance (default 1e-04) */
+    conformity_eps: OptionType(FloatType),
+});
+/**
+ * Configuration for CQR (Conformalized Quantile Regression).
+ * Requires a base model that supports quantile regression (XGBoost).
+ */
+export const MAPIECQRConfigType = StructType({
+    /** XGBoost config for the base quantile model */
+    xgboost_config: XGBoostConfigType,
+    /** Confidence level: coverage probability (default 0.9 = 90% intervals) */
+    confidence_level: OptionType(FloatType),
+    /** Random seed for reproducibility */
+    random_state: OptionType(IntegerType),
+});
+// ============================================================================
+// Classification Config Types
+// ============================================================================
+/**
+ * Classification conformal method (conformity score).
+ */
+export const ClassificationMethodType = VariantType({
+    /** Least Ambiguous set-valued Classifier - smallest sets */
+    lac: NullType,
+    /** Adaptive Prediction Sets - adapts to probabilities */
+    aps: NullType,
+});
+/**
+ * Base classifier type for MAPIE classification.
+ * Uses full XGBoost/LightGBM config types for complete parameter support.
+ */
+export const BaseClassifierType = VariantType({
+    /** XGBoost classifier as base model */
+    xgboost: XGBoostConfigType,
+    /** LightGBM classifier as base model */
+    lightgbm: LightGBMConfigType,
+});
+/**
+ * Configuration for MAPIE conformal classification.
+ */
+export const MAPIEClassifierConfigType = StructType({
+    /** Base classifier configuration */
+    base_model: BaseClassifierType,
+    /** Classification conformity score method (default: lac) */
+    method: OptionType(ClassificationMethodType),
+    /** Confidence level: coverage probability (default 0.9 = 90% coverage) */
+    confidence_level: OptionType(FloatType),
+    /** Random seed for reproducibility */
+    random_state: OptionType(IntegerType),
+});
+// ============================================================================
+// Model Blob Types
+// ============================================================================
+/**
+ * Tagged model data - variant tag indicates base model type, value is the serialized blob.
+ * This pattern encodes the model type in the variant tag rather than a separate field.
+ */
+export const MAPIEBaseModelDataType = VariantType({
+    /** XGBoost-based model (cloudpickle serialized) */
+    xgboost: BlobType,
+    /** LightGBM-based model (cloudpickle serialized) */
+    lightgbm: BlobType,
+    /** Histogram-based model (sklearn HistGradientBoosting, used by CQR) */
+    histogram: BlobType,
+});
+/**
+ * Model blob for MAPIE conformal regressor.
+ */
+export const MAPIERegressorBlobType = VariantType({
+    /** MAPIE regressor with split conformal */
+    mapie_split: StructType({
+        /** Serialized model - variant tag indicates base model type (xgboost/lightgbm) */
+        data: MAPIEBaseModelDataType,
+        /** Number of input features */
+        n_features: IntegerType,
+        /** Confidence level used during calibration */
+        confidence_level: FloatType,
+    }),
+    /** MAPIE regressor with cross conformal */
+    mapie_cross: StructType({
+        /** Serialized model - variant tag indicates base model type (xgboost/lightgbm) */
+        data: MAPIEBaseModelDataType,
+        /** Number of input features */
+        n_features: IntegerType,
+        /** Confidence level used during calibration */
+        confidence_level: FloatType,
+    }),
+    /** MAPIE CQR regressor (uses HistGradientBoosting internally) */
+    mapie_cqr: StructType({
+        /** Serialized model - variant tag indicates base model type */
+        data: MAPIEBaseModelDataType,
+        /** Number of input features */
+        n_features: IntegerType,
+        /** Confidence level used during calibration */
+        confidence_level: FloatType,
+    }),
+});
+/**
+ * Model blob for MAPIE conformal classifier.
+ * Uses single-case variant for consistency with MAPIERegressorBlobType and AnyModelBlobType.
+ */
+export const MAPIEClassifierBlobType = VariantType({
+    /** MAPIE classifier with split conformal */
+    mapie_classifier: StructType({
+        /** Serialized model - variant tag indicates base model type (xgboost/lightgbm) */
+        data: MAPIEBaseModelDataType,
+        /** Number of input features */
+        n_features: IntegerType,
+        /** Number of classes */
+        n_classes: IntegerType,
+        /** Class labels */
+        classes: ArrayType(IntegerType),
+        /** Confidence level used during calibration */
+        confidence_level: FloatType,
+    }),
+});
+// ============================================================================
+// Uncertainty Predictor Types (for SHAP integration)
+// ============================================================================
+/**
+ * Uncertainty predictor blob type.
+ * Wraps MAPIE model to predict uncertainty measure (interval width or set size).
+ * Compatible with SHAP's KernelExplainer for explaining uncertainty.
+ */
+export const UncertaintyPredictorType = VariantType({
+    /** Predicts interval width (upper - lower) from MAPIE regressor */
+    mapie_interval_width: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+    }),
+    /** Predicts prediction set size from MAPIE classifier */
+    mapie_set_size: StructType({
+        data: BlobType,
+        n_features: IntegerType,
+    }),
+});
+// ============================================================================
+// Result Types
+// ============================================================================
+/**
+ * Prediction interval result (regression).
+ */
+export const IntervalResultType = StructType({
+    /** Lower bound of prediction interval */
+    lower: VectorType,
+    /** Point prediction (median/mean) */
+    pred: VectorType,
+    /** Upper bound of prediction interval */
+    upper: VectorType,
+});
+/**
+ * Prediction set result (classification).
+ * For each sample, contains the set of classes included in the prediction set.
+ */
+export const PredictionSetResultType = StructType({
+    /** Predicted class (argmax of probabilities) */
+    pred: ArrayType(IntegerType),
+    /** Prediction set membership matrix (n_samples x n_classes, 1 if class in set) */
+    sets: ArrayType(ArrayType(IntegerType)),
+    /** Class probabilities (n_samples x n_classes) */
+    probabilities: MatrixType,
+    /** Size of each prediction set */
+    set_sizes: ArrayType(IntegerType),
+});
+// ============================================================================
+// Platform Functions
+// ============================================================================
+// --------------------------------
+// Regression Functions
+// --------------------------------
+/**
+ * Train a MAPIE conformal regressor.
+ *
+ * For split conformal, uses X_calib/y_calib for calibration.
+ * For cross conformal, combines train and calib data, uses CV for calibration.
+ *
+ * @param X_train - Training feature matrix
+ * @param y_train - Training target vector
+ * @param X_calib - Calibration feature matrix
+ * @param y_calib - Calibration target vector
+ * @param config - MAPIE configuration
+ * @returns Model blob containing calibrated MAPIE regressor
+ */
+export const mapie_train_conformal_regressor = East.platform("mapie_train_conformal_regressor", [MatrixType, VectorType, MatrixType, VectorType, MAPIEConfigType], MAPIERegressorBlobType);
+/**
+ * Train a MAPIE CQR (Conformalized Quantile Regression) model.
+ *
+ * CQR combines quantile regression with conformal prediction for
+ * adaptive intervals that are wider where uncertainty is higher.
+ *
+ * @param X_train - Training feature matrix
+ * @param y_train - Training target vector
+ * @param X_calib - Calibration feature matrix
+ * @param y_calib - Calibration target vector
+ * @param config - CQR configuration
+ * @returns Model blob containing calibrated CQR model
+ */
+export const mapie_train_cqr = East.platform("mapie_train_cqr", [MatrixType, VectorType, MatrixType, VectorType, MAPIECQRConfigType], MAPIERegressorBlobType);
+/**
+ * Predict with intervals using a MAPIE regressor.
+ *
+ * Returns intervals at the confidence level specified during training.
+ *
+ * @param model - Trained MAPIE regressor blob
+ * @param X - Feature matrix to predict
+ * @returns Prediction intervals (lower, pred, upper)
+ */
+export const mapie_predict_interval = East.platform("mapie_predict_interval", [MAPIERegressorBlobType, MatrixType], IntervalResultType);
+// --------------------------------
+// Classification Functions
+// --------------------------------
+/**
+ * Train a MAPIE conformal classifier.
+ *
+ * Uses split conformal prediction with calibration set for classification.
+ *
+ * @param X_train - Training feature matrix
+ * @param y_train - Training labels (integers)
+ * @param X_calib - Calibration feature matrix
+ * @param y_calib - Calibration labels
+ * @param config - Classifier configuration
+ * @returns Model blob containing calibrated MAPIE classifier
+ */
+export const mapie_train_conformal_classifier = East.platform("mapie_train_conformal_classifier", [MatrixType, LabelVectorType, MatrixType, LabelVectorType, MAPIEClassifierConfigType], MAPIEClassifierBlobType);
+/**
+ * Predict with prediction sets using a MAPIE classifier.
+ *
+ * Returns prediction sets at the confidence level specified during training.
+ *
+ * @param model - Trained MAPIE classifier blob
+ * @param X - Feature matrix to predict
+ * @returns Prediction sets (pred, sets, probabilities, set_sizes)
+ */
+export const mapie_predict_set = East.platform("mapie_predict_set", [MAPIEClassifierBlobType, MatrixType], PredictionSetResultType);
+// --------------------------------
+// SHAP Integration Functions
+// --------------------------------
+/**
+ * Create an uncertainty predictor from a MAPIE regressor.
+ *
+ * Returns a model that predicts interval width (upper - lower) instead of
+ * point predictions. Use with SHAP KernelExplainer to explain what drives
+ * prediction uncertainty.
+ *
+ * @param model - MAPIE regressor blob
+ * @returns Uncertainty predictor blob for use with SHAP KernelExplainer
+ */
+export const mapie_uncertainty_predictor_regressor = East.platform("mapie_uncertainty_predictor_regressor", [MAPIERegressorBlobType], UncertaintyPredictorType);
+/**
+ * Create an uncertainty predictor from a MAPIE classifier.
+ *
+ * Returns a model that predicts prediction set size instead of class labels.
+ * Use with SHAP KernelExplainer to explain what drives prediction uncertainty.
+ *
+ * @param model - MAPIE classifier blob
+ * @returns Uncertainty predictor blob for use with SHAP KernelExplainer
+ */
+export const mapie_uncertainty_predictor_classifier = East.platform("mapie_uncertainty_predictor_classifier", [MAPIEClassifierBlobType], UncertaintyPredictorType);
+// ============================================================================
+// Grouped Export
+// ============================================================================
+/**
+ * Type definitions for MAPIE functions.
+ */
+export const MAPIETypes = {
+    // Config types
+    ConformalMethodType,
+    XGBoostConfigType,
+    LightGBMConfigType,
+    BaseModelType,
+    MAPIEConfigType,
+    MAPIECQRConfigType,
+    ClassificationMethodType,
+    BaseClassifierType,
+    MAPIEClassifierConfigType,
+    // Model blob types
+    MAPIEBaseModelDataType,
+    MAPIERegressorBlobType,
+    MAPIEClassifierBlobType,
+    // Uncertainty predictor type (for SHAP)
+    UncertaintyPredictorType,
+    // Result types
+    IntervalResultType,
+    PredictionSetResultType,
+    // Shared types
+    VectorType,
+    MatrixType,
+    LabelVectorType,
+};
+/**
+ * MAPIE conformal prediction.
+ *
+ * Provides prediction intervals with coverage guarantees using
+ * conformal prediction methods (MAPIE 1.2.0 API).
+ *
+ * @example
+ * ```ts
+ * import { East, variant } from "@elaraai/east";
+ * import { MAPIE } from "@elaraai/east-py-datascience";
+ *
+ * const train = East.function([], MAPIE.Types.MAPIERegressorBlobType, $ => {
+ *     const X_train = $.let([[1.0], [2.0], [3.0], [4.0], [5.0]]);
+ *     const y_train = $.let([1.5, 2.5, 3.5, 4.5, 5.5]);
+ *     const X_calib = $.let([[2.5], [4.5]]);
+ *     const y_calib = $.let([3.0, 5.0]);
+ *     const config = $.let({
+ *         base_model: variant('xgboost', {
+ *             n_estimators: variant('some', 50n),
+ *             max_depth: variant('some', 3n),
+ *             learning_rate: variant('some', 0.1),
+ *             min_child_weight: variant('none', null),
+ *             subsample: variant('none', null),
+ *             colsample_bytree: variant('none', null),
+ *             reg_alpha: variant('none', null),
+ *             reg_lambda: variant('none', null),
+ *             gamma: variant('none', null),
+ *             random_state: variant('some', 42n),
+ *             n_jobs: variant('none', null),
+ *             sample_weight: variant('none', null),
+ *             categorical_features: variant('none', null),
+ *             max_cat_to_onehot: variant('none', null),
+ *             max_cat_threshold: variant('none', null),
+ *         }),
+ *         method: variant('some', variant('split', null)),
+ *         confidence_level: variant('some', 0.9),
+ *         cv_folds: variant('none', null),
+ *         random_state: variant('some', 42n),
+ *         conformity_eps: variant('none', null),
+ *     });
+ *     return $.return(MAPIE.trainConformalRegressor(X_train, y_train, X_calib, y_calib, config));
+ * });
+ * ```
+ */
+export const MAPIE = {
+    // Regression
+    /** Train MAPIE conformal regressor */
+    trainConformalRegressor: mapie_train_conformal_regressor,
+    /** Train MAPIE CQR (Conformalized Quantile Regression) */
+    trainCQR: mapie_train_cqr,
+    /** Predict with intervals */
+    predictInterval: mapie_predict_interval,
+    // Classification
+    /** Train MAPIE conformal classifier */
+    trainConformalClassifier: mapie_train_conformal_classifier,
+    /** Predict with prediction sets */
+    predictSet: mapie_predict_set,
+    // SHAP integration (uncertainty explanation)
+    /** Create uncertainty predictor from MAPIE regressor for SHAP */
+    uncertaintyPredictorRegressor: mapie_uncertainty_predictor_regressor,
+    /** Create uncertainty predictor from MAPIE classifier for SHAP */
+    uncertaintyPredictorClassifier: mapie_uncertainty_predictor_classifier,
+    /** Type definitions */
+    Types: MAPIETypes,
+};
+//# sourceMappingURL=mapie.js.map

package/dist/mapie/mapie.js.map

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