@elaraai/east-py-datascience 0.0.2-beta.8 → 0.0.2-beta.80
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +58 -1
- package/dist/src/alns/alns.d.ts +528 -0
- package/dist/src/alns/alns.d.ts.map +1 -0
- package/dist/src/alns/alns.js +238 -0
- package/dist/src/alns/alns.js.map +1 -0
- package/dist/src/google_or/google_or.d.ts +2422 -0
- package/dist/src/google_or/google_or.d.ts.map +1 -0
- package/dist/src/google_or/google_or.js +542 -0
- package/dist/src/google_or/google_or.js.map +1 -0
- package/dist/{gp → src/gp}/gp.d.ts +185 -136
- package/dist/src/gp/gp.d.ts.map +1 -0
- package/dist/{gp → src/gp}/gp.js +64 -12
- package/dist/src/gp/gp.js.map +1 -0
- package/dist/src/index.d.ts +34 -0
- package/dist/src/index.d.ts.map +1 -0
- package/dist/src/index.js +57 -0
- package/dist/src/index.js.map +1 -0
- package/dist/src/lightgbm/lightgbm.d.ts +575 -0
- package/dist/src/lightgbm/lightgbm.d.ts.map +1 -0
- package/dist/{lightgbm → src/lightgbm}/lightgbm.js +104 -18
- package/dist/src/lightgbm/lightgbm.js.map +1 -0
- package/dist/src/lightning/lightning.d.ts +1594 -0
- package/dist/src/lightning/lightning.d.ts.map +1 -0
- package/dist/src/lightning/lightning.js +468 -0
- package/dist/src/lightning/lightning.js.map +1 -0
- package/dist/{mads → src/mads}/mads.d.ts +109 -112
- package/dist/src/mads/mads.d.ts.map +1 -0
- package/dist/{mads → src/mads}/mads.js +6 -8
- package/dist/src/mads/mads.js.map +1 -0
- package/dist/src/mapie/mapie.d.ts +3680 -0
- package/dist/src/mapie/mapie.d.ts.map +1 -0
- package/dist/src/mapie/mapie.js +616 -0
- package/dist/src/mapie/mapie.js.map +1 -0
- package/dist/{ngboost → src/ngboost}/ngboost.d.ts +192 -142
- package/dist/src/ngboost/ngboost.d.ts.map +1 -0
- package/dist/{ngboost → src/ngboost}/ngboost.js +67 -14
- package/dist/src/ngboost/ngboost.js.map +1 -0
- package/dist/src/optimization/optimization.d.ts +420 -0
- package/dist/src/optimization/optimization.d.ts.map +1 -0
- package/dist/src/optimization/optimization.js +257 -0
- package/dist/src/optimization/optimization.js.map +1 -0
- package/dist/{optuna → src/optuna}/optuna.d.ts +374 -314
- package/dist/src/optuna/optuna.d.ts.map +1 -0
- package/dist/{optuna → src/optuna}/optuna.js +2 -0
- package/dist/src/optuna/optuna.js.map +1 -0
- package/dist/src/pymc/pymc.d.ts +2932 -0
- package/dist/src/pymc/pymc.d.ts.map +1 -0
- package/dist/src/pymc/pymc.js +688 -0
- package/dist/src/pymc/pymc.js.map +1 -0
- package/dist/src/scipy/scipy.d.ts +2205 -0
- package/dist/src/scipy/scipy.d.ts.map +1 -0
- package/dist/src/scipy/scipy.js +884 -0
- package/dist/src/scipy/scipy.js.map +1 -0
- package/dist/src/shap/shap.d.ts +2988 -0
- package/dist/src/shap/shap.d.ts.map +1 -0
- package/dist/src/shap/shap.js +500 -0
- package/dist/src/shap/shap.js.map +1 -0
- package/dist/{simanneal → src/simanneal}/simanneal.d.ts +257 -160
- package/dist/src/simanneal/simanneal.d.ts.map +1 -0
- package/dist/{simanneal → src/simanneal}/simanneal.js +105 -8
- package/dist/src/simanneal/simanneal.js.map +1 -0
- package/dist/src/simulation/simulation.d.ts +431 -0
- package/dist/src/simulation/simulation.d.ts.map +1 -0
- package/dist/src/simulation/simulation.js +306 -0
- package/dist/src/simulation/simulation.js.map +1 -0
- package/dist/src/sklearn/sklearn.d.ts +6362 -0
- package/dist/src/sklearn/sklearn.d.ts.map +1 -0
- package/dist/src/sklearn/sklearn.js +1508 -0
- package/dist/src/sklearn/sklearn.js.map +1 -0
- package/dist/src/torch/torch.d.ts +1205 -0
- package/dist/src/torch/torch.d.ts.map +1 -0
- package/dist/{torch → src/torch}/torch.js +109 -18
- package/dist/src/torch/torch.js.map +1 -0
- package/dist/src/types.d.ts +43 -0
- package/dist/src/types.d.ts.map +1 -0
- package/dist/src/types.js +44 -0
- package/dist/src/types.js.map +1 -0
- package/dist/src/xgboost/xgboost.d.ts +1424 -0
- package/dist/src/xgboost/xgboost.d.ts.map +1 -0
- package/dist/src/xgboost/xgboost.js +432 -0
- package/dist/src/xgboost/xgboost.js.map +1 -0
- package/package.json +12 -12
- package/dist/gp/gp.d.ts.map +0 -1
- package/dist/gp/gp.js.map +0 -1
- package/dist/index.d.ts +0 -27
- package/dist/index.d.ts.map +0 -1
- package/dist/index.js +0 -41
- package/dist/index.js.map +0 -1
- package/dist/lightgbm/lightgbm.d.ts +0 -494
- package/dist/lightgbm/lightgbm.d.ts.map +0 -1
- package/dist/lightgbm/lightgbm.js.map +0 -1
- package/dist/mads/mads.d.ts.map +0 -1
- package/dist/mads/mads.js.map +0 -1
- package/dist/ngboost/ngboost.d.ts.map +0 -1
- package/dist/ngboost/ngboost.js.map +0 -1
- package/dist/optuna/optuna.d.ts.map +0 -1
- package/dist/optuna/optuna.js.map +0 -1
- package/dist/scipy/scipy.d.ts +0 -1260
- package/dist/scipy/scipy.d.ts.map +0 -1
- package/dist/scipy/scipy.js +0 -413
- package/dist/scipy/scipy.js.map +0 -1
- package/dist/shap/shap.d.ts +0 -657
- package/dist/shap/shap.d.ts.map +0 -1
- package/dist/shap/shap.js +0 -241
- package/dist/shap/shap.js.map +0 -1
- package/dist/simanneal/simanneal.d.ts.map +0 -1
- package/dist/simanneal/simanneal.js.map +0 -1
- package/dist/sklearn/sklearn.d.ts +0 -2691
- package/dist/sklearn/sklearn.d.ts.map +0 -1
- package/dist/sklearn/sklearn.js +0 -524
- package/dist/sklearn/sklearn.js.map +0 -1
- package/dist/torch/torch.d.ts +0 -1081
- package/dist/torch/torch.d.ts.map +0 -1
- package/dist/torch/torch.js.map +0 -1
- package/dist/tsconfig.tsbuildinfo +0 -1
- package/dist/types.d.ts +0 -80
- package/dist/types.d.ts.map +0 -1
- package/dist/types.js +0 -81
- package/dist/types.js.map +0 -1
- package/dist/xgboost/xgboost.d.ts +0 -504
- package/dist/xgboost/xgboost.d.ts.map +0 -1
- package/dist/xgboost/xgboost.js +0 -177
- package/dist/xgboost/xgboost.js.map +0 -1
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+
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/**
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* Copyright (c) 2025 Elara AI Pty Ltd
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* Dual-licensed under AGPL-3.0 and commercial license. See LICENSE for details.
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*/
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/**
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* MAPIE conformal prediction intervals for East.
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*
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* Provides prediction intervals with coverage guarantees using
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* conformal prediction methods (MAPIE 1.2.0 API).
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*
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* @packageDocumentation
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*/
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import { East, StructType, VariantType, OptionType, ArrayType, IntegerType, FloatType, BlobType, NullType, } from "@elaraai/east";
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import { VectorType, MatrixType } from "../types.js";
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import { XGBoostConfigType, XGBoostModelBlobType } from "../xgboost/xgboost.js";
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import { LightGBMConfigType, LightGBMModelBlobType } from "../lightgbm/lightgbm.js";
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// Re-export shared types for convenience
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export { VectorType, MatrixType } from "../types.js";
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export { XGBoostConfigType, XGBoostModelBlobType } from "../xgboost/xgboost.js";
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export { LightGBMConfigType, LightGBMModelBlobType } from "../lightgbm/lightgbm.js";
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// ============================================================================
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// Config Types
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// ============================================================================
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/**
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* Conformal prediction method for regression.
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*/
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export const ConformalMethodType = VariantType({
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/** Split conformal - requires separate calibration set */
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split: NullType,
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/** Cross conformal - uses CV for calibration (combines train + calib) */
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cross: NullType,
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});
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/**
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* Base model type for MAPIE regression.
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* Uses full XGBoost/LightGBM config types for complete parameter support.
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*/
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export const BaseModelType = VariantType({
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/** XGBoost regressor as base model */
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xgboost: XGBoostConfigType,
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/** LightGBM regressor as base model */
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lightgbm: LightGBMConfigType,
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});
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/**
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* Configuration for MAPIE conformal prediction.
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*/
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export const MAPIEConfigType = StructType({
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/** Base model configuration */
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base_model: BaseModelType,
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/** Conformal method (default: split) */
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method: OptionType(ConformalMethodType),
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/** Confidence level: coverage probability (default 0.9 = 90% intervals) */
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confidence_level: OptionType(FloatType),
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/** Number of CV folds for cross method (default 5) */
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cv_folds: OptionType(IntegerType),
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/** Random seed for reproducibility */
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random_state: OptionType(IntegerType),
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/** Conformity score consistency check tolerance (default 1e-04) */
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conformity_eps: OptionType(FloatType),
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});
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/**
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* Configuration for CQR (Conformalized Quantile Regression).
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* Requires a base model that supports quantile regression (XGBoost).
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*/
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export const MAPIECQRConfigType = StructType({
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/** XGBoost config for the base quantile model */
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xgboost_config: XGBoostConfigType,
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/** Confidence level: coverage probability (default 0.9 = 90% intervals) */
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confidence_level: OptionType(FloatType),
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/** Random seed for reproducibility */
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random_state: OptionType(IntegerType),
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});
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// ============================================================================
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// Classification Config Types
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// ============================================================================
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/**
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* Classification conformal method (conformity score).
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*/
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export const ClassificationMethodType = VariantType({
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/** Least Ambiguous set-valued Classifier - smallest sets */
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lac: NullType,
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/** Adaptive Prediction Sets - adapts to probabilities */
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aps: NullType,
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});
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/**
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* Base classifier type for MAPIE classification.
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* Uses full XGBoost/LightGBM config types for complete parameter support.
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*/
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export const BaseClassifierType = VariantType({
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/** XGBoost classifier as base model */
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xgboost: XGBoostConfigType,
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/** LightGBM classifier as base model */
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lightgbm: LightGBMConfigType,
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});
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/**
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* Configuration for MAPIE conformal classification.
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+
*/
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export const MAPIEClassifierConfigType = StructType({
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/** Base classifier configuration */
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base_model: BaseClassifierType,
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/** Classification conformity score method (default: lac) */
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method: OptionType(ClassificationMethodType),
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/** Confidence level: coverage probability (default 0.9 = 90% coverage) */
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confidence_level: OptionType(FloatType),
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/** Random seed for reproducibility */
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random_state: OptionType(IntegerType),
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});
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+
// ============================================================================
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+
// Model Blob Types
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// ============================================================================
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+
/**
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* Tagged model data - variant tag indicates base model type, value is the serialized blob.
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* This pattern encodes the model type in the variant tag rather than a separate field.
|
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*/
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+
export const MAPIEBaseModelDataType = VariantType({
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+
/** XGBoost-based model (structured blob with categorical metadata) */
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+
xgboost: XGBoostModelBlobType,
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+
/** LightGBM-based model (structured blob) */
|
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118
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+
lightgbm: LightGBMModelBlobType,
|
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+
/** Histogram-based model (sklearn HistGradientBoosting, used by CQR) */
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histogram: BlobType,
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121
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+
});
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122
|
+
/**
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123
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+
* Model blob for MAPIE conformal regressor.
|
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+
*/
|
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125
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+
export const MAPIERegressorBlobType = VariantType({
|
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|
+
/** MAPIE regressor with split conformal */
|
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127
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+
mapie_split: StructType({
|
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128
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+
/** Serialized model - variant tag indicates base model type (xgboost/lightgbm) */
|
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|
+
data: MAPIEBaseModelDataType,
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130
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+
/** Number of input features */
|
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|
+
n_features: IntegerType,
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+
/** Confidence level used during calibration */
|
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+
confidence_level: FloatType,
|
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134
|
+
}),
|
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135
|
+
/** MAPIE regressor with cross conformal */
|
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136
|
+
mapie_cross: StructType({
|
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137
|
+
/** Serialized model - variant tag indicates base model type (xgboost/lightgbm) */
|
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138
|
+
data: MAPIEBaseModelDataType,
|
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139
|
+
/** Number of input features */
|
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140
|
+
n_features: IntegerType,
|
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141
|
+
/** Confidence level used during calibration */
|
|
142
|
+
confidence_level: FloatType,
|
|
143
|
+
}),
|
|
144
|
+
/** MAPIE CQR regressor (uses HistGradientBoosting internally) */
|
|
145
|
+
mapie_cqr: StructType({
|
|
146
|
+
/** Serialized model - variant tag indicates base model type */
|
|
147
|
+
data: MAPIEBaseModelDataType,
|
|
148
|
+
/** Number of input features */
|
|
149
|
+
n_features: IntegerType,
|
|
150
|
+
/** Confidence level used during calibration */
|
|
151
|
+
confidence_level: FloatType,
|
|
152
|
+
}),
|
|
153
|
+
});
|
|
154
|
+
/**
|
|
155
|
+
* Model blob for MAPIE conformal classifier.
|
|
156
|
+
* Uses single-case variant for consistency with MAPIERegressorBlobType and AnyModelBlobType.
|
|
157
|
+
*/
|
|
158
|
+
export const MAPIEClassifierBlobType = VariantType({
|
|
159
|
+
/** MAPIE classifier with split conformal */
|
|
160
|
+
mapie_classifier: StructType({
|
|
161
|
+
/** Serialized model - variant tag indicates base model type (xgboost/lightgbm) */
|
|
162
|
+
data: MAPIEBaseModelDataType,
|
|
163
|
+
/** Number of input features */
|
|
164
|
+
n_features: IntegerType,
|
|
165
|
+
/** Number of classes */
|
|
166
|
+
n_classes: IntegerType,
|
|
167
|
+
/** Class labels */
|
|
168
|
+
classes: VectorType(IntegerType),
|
|
169
|
+
/** Confidence level used during calibration */
|
|
170
|
+
confidence_level: FloatType,
|
|
171
|
+
}),
|
|
172
|
+
});
|
|
173
|
+
// ============================================================================
|
|
174
|
+
// Uncertainty Predictor Types (for SHAP integration)
|
|
175
|
+
// ============================================================================
|
|
176
|
+
/**
|
|
177
|
+
* Uncertainty predictor blob type.
|
|
178
|
+
* Wraps MAPIE model to predict uncertainty measure (interval width or set size).
|
|
179
|
+
* Compatible with SHAP's KernelExplainer for explaining uncertainty.
|
|
180
|
+
*/
|
|
181
|
+
export const UncertaintyPredictorType = VariantType({
|
|
182
|
+
/** Predicts interval width (upper - lower) from MAPIE regressor */
|
|
183
|
+
mapie_interval_width: StructType({
|
|
184
|
+
data: BlobType,
|
|
185
|
+
n_features: IntegerType,
|
|
186
|
+
}),
|
|
187
|
+
/** Predicts prediction set size from MAPIE classifier */
|
|
188
|
+
mapie_set_size: StructType({
|
|
189
|
+
data: BlobType,
|
|
190
|
+
n_features: IntegerType,
|
|
191
|
+
}),
|
|
192
|
+
});
|
|
193
|
+
// ============================================================================
|
|
194
|
+
// Result Types
|
|
195
|
+
// ============================================================================
|
|
196
|
+
/**
|
|
197
|
+
* Prediction interval result (regression).
|
|
198
|
+
*/
|
|
199
|
+
export const IntervalResultType = StructType({
|
|
200
|
+
/** Lower bound of prediction interval */
|
|
201
|
+
lower: VectorType(FloatType),
|
|
202
|
+
/** Point prediction (median/mean) */
|
|
203
|
+
pred: VectorType(FloatType),
|
|
204
|
+
/** Upper bound of prediction interval */
|
|
205
|
+
upper: VectorType(FloatType),
|
|
206
|
+
});
|
|
207
|
+
/**
|
|
208
|
+
* Prediction set result (classification).
|
|
209
|
+
* For each sample, contains the set of classes included in the prediction set.
|
|
210
|
+
*/
|
|
211
|
+
export const PredictionSetResultType = StructType({
|
|
212
|
+
/** Predicted class (argmax of probabilities) */
|
|
213
|
+
pred: VectorType(IntegerType),
|
|
214
|
+
/** Prediction set membership matrix (n_samples x n_classes, 1 if class in set) */
|
|
215
|
+
sets: ArrayType(ArrayType(IntegerType)),
|
|
216
|
+
/** Class probabilities (n_samples x n_classes) */
|
|
217
|
+
probabilities: MatrixType(FloatType),
|
|
218
|
+
/** Size of each prediction set */
|
|
219
|
+
set_sizes: VectorType(IntegerType),
|
|
220
|
+
});
|
|
221
|
+
// ============================================================================
|
|
222
|
+
// Platform Functions
|
|
223
|
+
// ============================================================================
|
|
224
|
+
// --------------------------------
|
|
225
|
+
// Regression Functions
|
|
226
|
+
// --------------------------------
|
|
227
|
+
/**
|
|
228
|
+
* Train a MAPIE conformal regressor.
|
|
229
|
+
*
|
|
230
|
+
* For split conformal, uses X_calib/y_calib for calibration.
|
|
231
|
+
* For cross conformal, combines train and calib data, uses CV for calibration.
|
|
232
|
+
*
|
|
233
|
+
* @param X_train - Training feature matrix
|
|
234
|
+
* @param y_train - Training target vector
|
|
235
|
+
* @param X_calib - Calibration feature matrix
|
|
236
|
+
* @param y_calib - Calibration target vector
|
|
237
|
+
* @param config - MAPIE configuration
|
|
238
|
+
* @returns Model blob containing calibrated MAPIE regressor
|
|
239
|
+
*/
|
|
240
|
+
export const mapie_train_conformal_regressor = East.platform("mapie_train_conformal_regressor", [MatrixType(FloatType), VectorType(FloatType), MatrixType(FloatType), VectorType(FloatType), MAPIEConfigType], MAPIERegressorBlobType);
|
|
241
|
+
/**
|
|
242
|
+
* Train a MAPIE CQR (Conformalized Quantile Regression) model.
|
|
243
|
+
*
|
|
244
|
+
* CQR combines quantile regression with conformal prediction for
|
|
245
|
+
* adaptive intervals that are wider where uncertainty is higher.
|
|
246
|
+
*
|
|
247
|
+
* @param X_train - Training feature matrix
|
|
248
|
+
* @param y_train - Training target vector
|
|
249
|
+
* @param X_calib - Calibration feature matrix
|
|
250
|
+
* @param y_calib - Calibration target vector
|
|
251
|
+
* @param config - CQR configuration
|
|
252
|
+
* @returns Model blob containing calibrated CQR model
|
|
253
|
+
*/
|
|
254
|
+
export const mapie_train_cqr = East.platform("mapie_train_cqr", [MatrixType(FloatType), VectorType(FloatType), MatrixType(FloatType), VectorType(FloatType), MAPIECQRConfigType], MAPIERegressorBlobType);
|
|
255
|
+
/**
|
|
256
|
+
* Predict with intervals using a MAPIE regressor.
|
|
257
|
+
*
|
|
258
|
+
* Returns intervals at the confidence level specified during training.
|
|
259
|
+
*
|
|
260
|
+
* @param model - Trained MAPIE regressor blob
|
|
261
|
+
* @param X - Feature matrix to predict
|
|
262
|
+
* @returns Prediction intervals (lower, pred, upper)
|
|
263
|
+
*/
|
|
264
|
+
export const mapie_predict_interval = East.platform("mapie_predict_interval", [MAPIERegressorBlobType, MatrixType(FloatType)], IntervalResultType);
|
|
265
|
+
// --------------------------------
|
|
266
|
+
// Classification Functions
|
|
267
|
+
// --------------------------------
|
|
268
|
+
/**
|
|
269
|
+
* Train a MAPIE conformal classifier.
|
|
270
|
+
*
|
|
271
|
+
* Uses split conformal prediction with calibration set for classification.
|
|
272
|
+
*
|
|
273
|
+
* @param X_train - Training feature matrix
|
|
274
|
+
* @param y_train - Training labels (integers)
|
|
275
|
+
* @param X_calib - Calibration feature matrix
|
|
276
|
+
* @param y_calib - Calibration labels
|
|
277
|
+
* @param config - Classifier configuration
|
|
278
|
+
* @returns Model blob containing calibrated MAPIE classifier
|
|
279
|
+
*/
|
|
280
|
+
export const mapie_train_conformal_classifier = East.platform("mapie_train_conformal_classifier", [MatrixType(FloatType), VectorType(IntegerType), MatrixType(FloatType), VectorType(IntegerType), MAPIEClassifierConfigType], MAPIEClassifierBlobType);
|
|
281
|
+
/**
|
|
282
|
+
* Predict with prediction sets using a MAPIE classifier.
|
|
283
|
+
*
|
|
284
|
+
* Returns prediction sets at the confidence level specified during training.
|
|
285
|
+
*
|
|
286
|
+
* @param model - Trained MAPIE classifier blob
|
|
287
|
+
* @param X - Feature matrix to predict
|
|
288
|
+
* @returns Prediction sets (pred, sets, probabilities, set_sizes)
|
|
289
|
+
*/
|
|
290
|
+
export const mapie_predict_set = East.platform("mapie_predict_set", [MAPIEClassifierBlobType, MatrixType(FloatType)], PredictionSetResultType);
|
|
291
|
+
// --------------------------------
|
|
292
|
+
// SHAP Integration Functions
|
|
293
|
+
// --------------------------------
|
|
294
|
+
/**
|
|
295
|
+
* Create an uncertainty predictor from a MAPIE regressor.
|
|
296
|
+
*
|
|
297
|
+
* Returns a model that predicts interval width (upper - lower) instead of
|
|
298
|
+
* point predictions. Use with SHAP KernelExplainer to explain what drives
|
|
299
|
+
* prediction uncertainty.
|
|
300
|
+
*
|
|
301
|
+
* @param model - MAPIE regressor blob
|
|
302
|
+
* @returns Uncertainty predictor blob for use with SHAP KernelExplainer
|
|
303
|
+
*/
|
|
304
|
+
export const mapie_uncertainty_predictor_regressor = East.platform("mapie_uncertainty_predictor_regressor", [MAPIERegressorBlobType], UncertaintyPredictorType);
|
|
305
|
+
/**
|
|
306
|
+
* Create an uncertainty predictor from a MAPIE classifier.
|
|
307
|
+
*
|
|
308
|
+
* Returns a model that predicts prediction set size instead of class labels.
|
|
309
|
+
* Use with SHAP KernelExplainer to explain what drives prediction uncertainty.
|
|
310
|
+
*
|
|
311
|
+
* @param model - MAPIE classifier blob
|
|
312
|
+
* @returns Uncertainty predictor blob for use with SHAP KernelExplainer
|
|
313
|
+
*/
|
|
314
|
+
export const mapie_uncertainty_predictor_classifier = East.platform("mapie_uncertainty_predictor_classifier", [MAPIEClassifierBlobType], UncertaintyPredictorType);
|
|
315
|
+
// ============================================================================
|
|
316
|
+
// Grouped Export
|
|
317
|
+
// ============================================================================
|
|
318
|
+
/**
|
|
319
|
+
* Type definitions for MAPIE functions.
|
|
320
|
+
*/
|
|
321
|
+
export const MAPIETypes = {
|
|
322
|
+
// Config types
|
|
323
|
+
ConformalMethodType,
|
|
324
|
+
XGBoostConfigType,
|
|
325
|
+
LightGBMConfigType,
|
|
326
|
+
BaseModelType,
|
|
327
|
+
MAPIEConfigType,
|
|
328
|
+
MAPIECQRConfigType,
|
|
329
|
+
ClassificationMethodType,
|
|
330
|
+
BaseClassifierType,
|
|
331
|
+
MAPIEClassifierConfigType,
|
|
332
|
+
// Model blob types
|
|
333
|
+
MAPIEBaseModelDataType,
|
|
334
|
+
MAPIERegressorBlobType,
|
|
335
|
+
MAPIEClassifierBlobType,
|
|
336
|
+
// Uncertainty predictor type (for SHAP)
|
|
337
|
+
UncertaintyPredictorType,
|
|
338
|
+
// Result types
|
|
339
|
+
IntervalResultType,
|
|
340
|
+
PredictionSetResultType,
|
|
341
|
+
};
|
|
342
|
+
/**
|
|
343
|
+
* MAPIE conformal prediction.
|
|
344
|
+
*
|
|
345
|
+
* Provides prediction intervals with coverage guarantees using
|
|
346
|
+
* conformal prediction methods (MAPIE 1.2.0 API).
|
|
347
|
+
*
|
|
348
|
+
* @example
|
|
349
|
+
* ```ts
|
|
350
|
+
* import { East, variant } from "@elaraai/east";
|
|
351
|
+
* import { MAPIE } from "@elaraai/east-py-datascience";
|
|
352
|
+
*
|
|
353
|
+
* const train = East.function([], MAPIE.Types.MAPIERegressorBlobType, $ => {
|
|
354
|
+
* const X_train = $.let([[1.0], [2.0], [3.0], [4.0], [5.0]]);
|
|
355
|
+
* const y_train = $.let([1.5, 2.5, 3.5, 4.5, 5.5]);
|
|
356
|
+
* const X_calib = $.let([[2.5], [4.5]]);
|
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357
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+
* const y_calib = $.let([3.0, 5.0]);
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358
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+
* const config = $.let({
|
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359
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+
* base_model: variant('xgboost', {
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360
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+
* n_estimators: variant('some', 50n),
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361
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+
* max_depth: variant('some', 3n),
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362
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+
* learning_rate: variant('some', 0.1),
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363
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+
* min_child_weight: variant('none', null),
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364
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+
* subsample: variant('none', null),
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365
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+
* colsample_bytree: variant('none', null),
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366
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+
* reg_alpha: variant('none', null),
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367
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+
* reg_lambda: variant('none', null),
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368
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+
* gamma: variant('none', null),
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369
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+
* random_state: variant('some', 42n),
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370
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+
* n_jobs: variant('none', null),
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371
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+
* sample_weight: variant('none', null),
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372
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+
* categorical_features: variant('none', null),
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373
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+
* categorical_n: variant('none', null),
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374
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+
* max_cat_to_onehot: variant('none', null),
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375
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+
* max_cat_threshold: variant('none', null),
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376
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+
* }),
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377
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+
* method: variant('some', variant('split', null)),
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378
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+
* confidence_level: variant('some', 0.9),
|
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379
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+
* cv_folds: variant('none', null),
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380
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+
* random_state: variant('some', 42n),
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381
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+
* conformity_eps: variant('none', null),
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382
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+
* });
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383
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+
* return $.return(MAPIE.trainConformalRegressor(X_train, y_train, X_calib, y_calib, config));
|
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384
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+
* });
|
|
385
|
+
* ```
|
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386
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+
*/
|
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387
|
+
export const MAPIE = {
|
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388
|
+
// Regression
|
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389
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+
/**
|
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390
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+
* Train a MAPIE conformal regressor.
|
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391
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+
*
|
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392
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+
* For split conformal, uses X_calib/y_calib for calibration.
|
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393
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+
* For cross conformal, combines train and calib data, uses CV.
|
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394
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+
*
|
|
395
|
+
* @example
|
|
396
|
+
* ```ts
|
|
397
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+
* import { East, FloatType, variant } from "@elaraai/east";
|
|
398
|
+
* import { MAPIE, MAPIEConfigType, MatrixType, VectorType } from "@elaraai/east-py-datascience";
|
|
399
|
+
*
|
|
400
|
+
* const train = East.function(
|
|
401
|
+
* [MatrixType(FloatType), VectorType(FloatType), MatrixType(FloatType), VectorType(FloatType)],
|
|
402
|
+
* MAPIE.Types.MAPIERegressorBlobType,
|
|
403
|
+
* ($, X_train, y_train, X_calib, y_calib) => {
|
|
404
|
+
* const config = $.let({
|
|
405
|
+
* base_model: variant("xgboost", {
|
|
406
|
+
* n_estimators: variant("some", 50n),
|
|
407
|
+
* max_depth: variant("some", 3n),
|
|
408
|
+
* learning_rate: variant("some", 0.1),
|
|
409
|
+
* min_child_weight: variant("none", null),
|
|
410
|
+
* subsample: variant("none", null),
|
|
411
|
+
* colsample_bytree: variant("none", null),
|
|
412
|
+
* reg_alpha: variant("none", null),
|
|
413
|
+
* reg_lambda: variant("none", null),
|
|
414
|
+
* gamma: variant("none", null),
|
|
415
|
+
* random_state: variant("some", 42n),
|
|
416
|
+
* n_jobs: variant("none", null),
|
|
417
|
+
* sample_weight: variant("none", null),
|
|
418
|
+
* categorical_features: variant("none", null),
|
|
419
|
+
* categorical_n: variant("none", null),
|
|
420
|
+
* max_cat_to_onehot: variant("none", null),
|
|
421
|
+
* max_cat_threshold: variant("none", null),
|
|
422
|
+
* }),
|
|
423
|
+
* method: variant("some", variant("split", null)),
|
|
424
|
+
* confidence_level: variant("some", 0.9),
|
|
425
|
+
* cv_folds: variant("none", null),
|
|
426
|
+
* random_state: variant("some", 42n),
|
|
427
|
+
* conformity_eps: variant("none", null),
|
|
428
|
+
* }, MAPIEConfigType);
|
|
429
|
+
* return $.return(MAPIE.trainConformalRegressor(X_train, y_train, X_calib, y_calib, config));
|
|
430
|
+
* }
|
|
431
|
+
* );
|
|
432
|
+
* ```
|
|
433
|
+
*/
|
|
434
|
+
trainConformalRegressor: mapie_train_conformal_regressor,
|
|
435
|
+
/**
|
|
436
|
+
* Train a MAPIE CQR (Conformalized Quantile Regression) model.
|
|
437
|
+
*
|
|
438
|
+
* CQR combines quantile regression with conformal prediction for
|
|
439
|
+
* adaptive intervals that are wider where uncertainty is higher.
|
|
440
|
+
*
|
|
441
|
+
* @example
|
|
442
|
+
* ```ts
|
|
443
|
+
* import { East, FloatType, variant } from "@elaraai/east";
|
|
444
|
+
* import { MAPIE, MAPIECQRConfigType, MatrixType, VectorType } from "@elaraai/east-py-datascience";
|
|
445
|
+
*
|
|
446
|
+
* const train = East.function(
|
|
447
|
+
* [MatrixType(FloatType), VectorType(FloatType), MatrixType(FloatType), VectorType(FloatType)],
|
|
448
|
+
* MAPIE.Types.MAPIERegressorBlobType,
|
|
449
|
+
* ($, X_train, y_train, X_calib, y_calib) => {
|
|
450
|
+
* const config = $.let({
|
|
451
|
+
* xgboost_config: {
|
|
452
|
+
* n_estimators: variant("some", 100n),
|
|
453
|
+
* max_depth: variant("some", 3n),
|
|
454
|
+
* learning_rate: variant("some", 0.1),
|
|
455
|
+
* min_child_weight: variant("none", null),
|
|
456
|
+
* subsample: variant("none", null),
|
|
457
|
+
* colsample_bytree: variant("none", null),
|
|
458
|
+
* reg_alpha: variant("none", null),
|
|
459
|
+
* reg_lambda: variant("none", null),
|
|
460
|
+
* gamma: variant("none", null),
|
|
461
|
+
* random_state: variant("some", 42n),
|
|
462
|
+
* n_jobs: variant("none", null),
|
|
463
|
+
* sample_weight: variant("none", null),
|
|
464
|
+
* categorical_features: variant("none", null),
|
|
465
|
+
* categorical_n: variant("none", null),
|
|
466
|
+
* max_cat_to_onehot: variant("none", null),
|
|
467
|
+
* max_cat_threshold: variant("none", null),
|
|
468
|
+
* },
|
|
469
|
+
* confidence_level: variant("some", 0.9),
|
|
470
|
+
* random_state: variant("some", 42n),
|
|
471
|
+
* }, MAPIECQRConfigType);
|
|
472
|
+
* return $.return(MAPIE.trainCQR(X_train, y_train, X_calib, y_calib, config));
|
|
473
|
+
* }
|
|
474
|
+
* );
|
|
475
|
+
* ```
|
|
476
|
+
*/
|
|
477
|
+
trainCQR: mapie_train_cqr,
|
|
478
|
+
/**
|
|
479
|
+
* Predict with intervals using a trained MAPIE regressor.
|
|
480
|
+
*
|
|
481
|
+
* Returns intervals at the confidence level specified during training.
|
|
482
|
+
*
|
|
483
|
+
* @example
|
|
484
|
+
* ```ts
|
|
485
|
+
* import { East, FloatType } from "@elaraai/east";
|
|
486
|
+
* import { MAPIE, MatrixType } from "@elaraai/east-py-datascience";
|
|
487
|
+
*
|
|
488
|
+
* const predict = East.function(
|
|
489
|
+
* [MAPIE.Types.MAPIERegressorBlobType, MatrixType(FloatType)],
|
|
490
|
+
* MAPIE.Types.IntervalResultType,
|
|
491
|
+
* ($, model, X) => {
|
|
492
|
+
* const result = $.let(MAPIE.predictInterval(model, X));
|
|
493
|
+
* // result.lower => lower bound of prediction interval
|
|
494
|
+
* // result.pred => point prediction
|
|
495
|
+
* // result.upper => upper bound of prediction interval
|
|
496
|
+
* return $.return(result);
|
|
497
|
+
* }
|
|
498
|
+
* );
|
|
499
|
+
* ```
|
|
500
|
+
*/
|
|
501
|
+
predictInterval: mapie_predict_interval,
|
|
502
|
+
// Classification
|
|
503
|
+
/**
|
|
504
|
+
* Train a MAPIE conformal classifier.
|
|
505
|
+
*
|
|
506
|
+
* Uses split conformal prediction with calibration set for classification.
|
|
507
|
+
*
|
|
508
|
+
* @example
|
|
509
|
+
* ```ts
|
|
510
|
+
* import { East, FloatType, IntegerType, variant } from "@elaraai/east";
|
|
511
|
+
* import { MAPIE, MAPIEClassifierConfigType, MatrixType, VectorType } from "@elaraai/east-py-datascience";
|
|
512
|
+
*
|
|
513
|
+
* const train = East.function(
|
|
514
|
+
* [MatrixType(FloatType), VectorType(IntegerType), MatrixType(FloatType), VectorType(IntegerType)],
|
|
515
|
+
* MAPIE.Types.MAPIEClassifierBlobType,
|
|
516
|
+
* ($, X_train, y_train, X_calib, y_calib) => {
|
|
517
|
+
* const config = $.let({
|
|
518
|
+
* base_model: variant("xgboost", {
|
|
519
|
+
* n_estimators: variant("some", 50n),
|
|
520
|
+
* max_depth: variant("some", 3n),
|
|
521
|
+
* learning_rate: variant("some", 0.1),
|
|
522
|
+
* min_child_weight: variant("none", null),
|
|
523
|
+
* subsample: variant("none", null),
|
|
524
|
+
* colsample_bytree: variant("none", null),
|
|
525
|
+
* reg_alpha: variant("none", null),
|
|
526
|
+
* reg_lambda: variant("none", null),
|
|
527
|
+
* gamma: variant("none", null),
|
|
528
|
+
* random_state: variant("some", 42n),
|
|
529
|
+
* n_jobs: variant("none", null),
|
|
530
|
+
* sample_weight: variant("none", null),
|
|
531
|
+
* categorical_features: variant("none", null),
|
|
532
|
+
* categorical_n: variant("none", null),
|
|
533
|
+
* max_cat_to_onehot: variant("none", null),
|
|
534
|
+
* max_cat_threshold: variant("none", null),
|
|
535
|
+
* }),
|
|
536
|
+
* method: variant("some", variant("lac", null)),
|
|
537
|
+
* confidence_level: variant("some", 0.9),
|
|
538
|
+
* random_state: variant("some", 42n),
|
|
539
|
+
* }, MAPIEClassifierConfigType);
|
|
540
|
+
* return $.return(MAPIE.trainConformalClassifier(X_train, y_train, X_calib, y_calib, config));
|
|
541
|
+
* }
|
|
542
|
+
* );
|
|
543
|
+
* ```
|
|
544
|
+
*/
|
|
545
|
+
trainConformalClassifier: mapie_train_conformal_classifier,
|
|
546
|
+
/**
|
|
547
|
+
* Predict with prediction sets using a MAPIE classifier.
|
|
548
|
+
*
|
|
549
|
+
* Returns prediction sets at the confidence level specified during training.
|
|
550
|
+
*
|
|
551
|
+
* @example
|
|
552
|
+
* ```ts
|
|
553
|
+
* import { East, FloatType } from "@elaraai/east";
|
|
554
|
+
* import { MAPIE, MatrixType } from "@elaraai/east-py-datascience";
|
|
555
|
+
*
|
|
556
|
+
* const predict = East.function(
|
|
557
|
+
* [MAPIE.Types.MAPIEClassifierBlobType, MatrixType(FloatType)],
|
|
558
|
+
* MAPIE.Types.PredictionSetResultType,
|
|
559
|
+
* ($, model, X) => {
|
|
560
|
+
* const result = $.let(MAPIE.predictSet(model, X));
|
|
561
|
+
* // result.pred => predicted class labels
|
|
562
|
+
* // result.sets => prediction set membership matrix
|
|
563
|
+
* // result.set_sizes => size of each prediction set
|
|
564
|
+
* return $.return(result);
|
|
565
|
+
* }
|
|
566
|
+
* );
|
|
567
|
+
* ```
|
|
568
|
+
*/
|
|
569
|
+
predictSet: mapie_predict_set,
|
|
570
|
+
// SHAP integration (uncertainty explanation)
|
|
571
|
+
/**
|
|
572
|
+
* Create an uncertainty predictor from a MAPIE regressor.
|
|
573
|
+
*
|
|
574
|
+
* Returns a model that predicts interval width (upper - lower).
|
|
575
|
+
* Use with SHAP KernelExplainer to explain what drives uncertainty.
|
|
576
|
+
*
|
|
577
|
+
* @example
|
|
578
|
+
* ```ts
|
|
579
|
+
* import { East } from "@elaraai/east";
|
|
580
|
+
* import { MAPIE } from "@elaraai/east-py-datascience";
|
|
581
|
+
*
|
|
582
|
+
* const makePredictor = East.function(
|
|
583
|
+
* [MAPIE.Types.MAPIERegressorBlobType],
|
|
584
|
+
* MAPIE.Types.UncertaintyPredictorType,
|
|
585
|
+
* ($, model) => {
|
|
586
|
+
* return $.return(MAPIE.uncertaintyPredictorRegressor(model));
|
|
587
|
+
* }
|
|
588
|
+
* );
|
|
589
|
+
* ```
|
|
590
|
+
*/
|
|
591
|
+
uncertaintyPredictorRegressor: mapie_uncertainty_predictor_regressor,
|
|
592
|
+
/**
|
|
593
|
+
* Create an uncertainty predictor from a MAPIE classifier.
|
|
594
|
+
*
|
|
595
|
+
* Returns a model that predicts prediction set size.
|
|
596
|
+
* Use with SHAP KernelExplainer to explain what drives uncertainty.
|
|
597
|
+
*
|
|
598
|
+
* @example
|
|
599
|
+
* ```ts
|
|
600
|
+
* import { East } from "@elaraai/east";
|
|
601
|
+
* import { MAPIE } from "@elaraai/east-py-datascience";
|
|
602
|
+
*
|
|
603
|
+
* const makePredictor = East.function(
|
|
604
|
+
* [MAPIE.Types.MAPIEClassifierBlobType],
|
|
605
|
+
* MAPIE.Types.UncertaintyPredictorType,
|
|
606
|
+
* ($, model) => {
|
|
607
|
+
* return $.return(MAPIE.uncertaintyPredictorClassifier(model));
|
|
608
|
+
* }
|
|
609
|
+
* );
|
|
610
|
+
* ```
|
|
611
|
+
*/
|
|
612
|
+
uncertaintyPredictorClassifier: mapie_uncertainty_predictor_classifier,
|
|
613
|
+
/** Type definitions */
|
|
614
|
+
Types: MAPIETypes,
|
|
615
|
+
};
|
|
616
|
+
//# sourceMappingURL=mapie.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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