ins-pricing 0.4.5__py3-none-any.whl → 0.5.1__py3-none-any.whl
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.
- ins_pricing/README.md +48 -22
- ins_pricing/__init__.py +142 -90
- ins_pricing/cli/BayesOpt_entry.py +58 -46
- ins_pricing/cli/BayesOpt_incremental.py +77 -110
- ins_pricing/cli/Explain_Run.py +42 -23
- ins_pricing/cli/Explain_entry.py +551 -577
- ins_pricing/cli/Pricing_Run.py +42 -23
- ins_pricing/cli/bayesopt_entry_runner.py +51 -16
- ins_pricing/cli/utils/bootstrap.py +23 -0
- ins_pricing/cli/utils/cli_common.py +256 -256
- ins_pricing/cli/utils/cli_config.py +379 -360
- ins_pricing/cli/utils/import_resolver.py +375 -358
- ins_pricing/cli/utils/notebook_utils.py +256 -242
- ins_pricing/cli/watchdog_run.py +216 -198
- ins_pricing/frontend/__init__.py +10 -10
- ins_pricing/frontend/app.py +132 -61
- ins_pricing/frontend/config_builder.py +33 -0
- ins_pricing/frontend/example_config.json +11 -0
- ins_pricing/frontend/example_workflows.py +1 -1
- ins_pricing/frontend/runner.py +340 -388
- ins_pricing/governance/__init__.py +20 -20
- ins_pricing/governance/release.py +159 -159
- ins_pricing/modelling/README.md +1 -1
- ins_pricing/modelling/__init__.py +147 -92
- ins_pricing/modelling/{core/bayesopt → bayesopt}/README.md +31 -13
- ins_pricing/modelling/{core/bayesopt → bayesopt}/__init__.py +64 -102
- ins_pricing/modelling/{core/bayesopt → bayesopt}/config_components.py +12 -0
- ins_pricing/modelling/{core/bayesopt → bayesopt}/config_preprocess.py +589 -552
- ins_pricing/modelling/{core/bayesopt → bayesopt}/core.py +987 -958
- ins_pricing/modelling/{core/bayesopt → bayesopt}/model_explain_mixin.py +296 -296
- ins_pricing/modelling/{core/bayesopt → bayesopt}/model_plotting_mixin.py +488 -548
- ins_pricing/modelling/{core/bayesopt → bayesopt}/models/__init__.py +27 -27
- ins_pricing/modelling/{core/bayesopt → bayesopt}/models/model_ft_components.py +349 -342
- ins_pricing/modelling/{core/bayesopt → bayesopt}/models/model_ft_trainer.py +921 -913
- ins_pricing/modelling/{core/bayesopt → bayesopt}/models/model_gnn.py +794 -785
- ins_pricing/modelling/{core/bayesopt → bayesopt}/models/model_resn.py +454 -446
- ins_pricing/modelling/bayesopt/trainers/__init__.py +19 -0
- ins_pricing/modelling/{core/bayesopt → bayesopt}/trainers/trainer_base.py +1294 -1282
- ins_pricing/modelling/{core/bayesopt → bayesopt}/trainers/trainer_ft.py +64 -56
- ins_pricing/modelling/{core/bayesopt → bayesopt}/trainers/trainer_glm.py +203 -198
- ins_pricing/modelling/{core/bayesopt → bayesopt}/trainers/trainer_gnn.py +333 -325
- ins_pricing/modelling/{core/bayesopt → bayesopt}/trainers/trainer_resn.py +279 -267
- ins_pricing/modelling/{core/bayesopt → bayesopt}/trainers/trainer_xgb.py +515 -313
- ins_pricing/modelling/bayesopt/utils/__init__.py +67 -0
- ins_pricing/modelling/bayesopt/utils/constants.py +21 -0
- ins_pricing/modelling/{core/bayesopt → bayesopt}/utils/distributed_utils.py +193 -186
- ins_pricing/modelling/bayesopt/utils/io_utils.py +7 -0
- ins_pricing/modelling/bayesopt/utils/losses.py +27 -0
- ins_pricing/modelling/bayesopt/utils/metrics_and_devices.py +17 -0
- ins_pricing/modelling/{core/bayesopt → bayesopt}/utils/torch_trainer_mixin.py +636 -623
- ins_pricing/modelling/{core/evaluation.py → evaluation.py} +113 -104
- ins_pricing/modelling/explain/__init__.py +55 -55
- ins_pricing/modelling/explain/metrics.py +27 -174
- ins_pricing/modelling/explain/permutation.py +237 -237
- ins_pricing/modelling/plotting/__init__.py +40 -36
- ins_pricing/modelling/plotting/compat.py +228 -0
- ins_pricing/modelling/plotting/curves.py +572 -572
- ins_pricing/modelling/plotting/diagnostics.py +163 -163
- ins_pricing/modelling/plotting/geo.py +362 -362
- ins_pricing/modelling/plotting/importance.py +121 -121
- ins_pricing/pricing/__init__.py +27 -27
- ins_pricing/pricing/factors.py +67 -56
- ins_pricing/production/__init__.py +35 -25
- ins_pricing/production/{predict.py → inference.py} +140 -57
- ins_pricing/production/monitoring.py +8 -21
- ins_pricing/reporting/__init__.py +11 -11
- ins_pricing/setup.py +1 -1
- ins_pricing/tests/production/test_inference.py +90 -0
- ins_pricing/utils/__init__.py +112 -78
- ins_pricing/utils/device.py +258 -237
- ins_pricing/utils/features.py +53 -0
- ins_pricing/utils/io.py +72 -0
- ins_pricing/utils/logging.py +34 -1
- ins_pricing/{modelling/core/bayesopt/utils → utils}/losses.py +125 -129
- ins_pricing/utils/metrics.py +158 -24
- ins_pricing/utils/numerics.py +76 -0
- ins_pricing/utils/paths.py +9 -1
- ins_pricing/utils/profiling.py +8 -4
- {ins_pricing-0.4.5.dist-info → ins_pricing-0.5.1.dist-info}/METADATA +1 -1
- ins_pricing-0.5.1.dist-info/RECORD +132 -0
- ins_pricing/modelling/core/BayesOpt.py +0 -146
- ins_pricing/modelling/core/__init__.py +0 -1
- ins_pricing/modelling/core/bayesopt/trainers/__init__.py +0 -19
- ins_pricing/modelling/core/bayesopt/utils/__init__.py +0 -86
- ins_pricing/modelling/core/bayesopt/utils/constants.py +0 -183
- ins_pricing/modelling/core/bayesopt/utils/io_utils.py +0 -126
- ins_pricing/modelling/core/bayesopt/utils/metrics_and_devices.py +0 -555
- ins_pricing/modelling/core/bayesopt/utils.py +0 -105
- ins_pricing/modelling/core/bayesopt/utils_backup.py +0 -1503
- ins_pricing/tests/production/test_predict.py +0 -233
- ins_pricing-0.4.5.dist-info/RECORD +0 -130
- {ins_pricing-0.4.5.dist-info → ins_pricing-0.5.1.dist-info}/WHEEL +0 -0
- {ins_pricing-0.4.5.dist-info → ins_pricing-0.5.1.dist-info}/top_level.txt +0 -0
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from __future__ import annotations
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from typing import Mapping, Optional, Sequence, Tuple
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import numpy as np
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import pandas as pd
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from .common import EPS, PlotStyle, finalize_figure, plt
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try: # optional dependency guard
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from sklearn.metrics import (
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auc,
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average_precision_score,
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precision_recall_curve,
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roc_curve,
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)
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from sklearn.calibration import calibration_curve
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except Exception: # pragma: no cover - handled at call time
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auc = None
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average_precision_score = None
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precision_recall_curve = None
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roc_curve = None
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calibration_curve = None
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def _require_sklearn(func_name: str) -> None:
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if roc_curve is None or auc is None:
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raise RuntimeError(f"{func_name} requires scikit-learn to be installed.")
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def _to_1d(values: Sequence[float], name: str) -> np.ndarray:
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arr = np.asarray(values, dtype=float).reshape(-1)
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if arr.size == 0:
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raise ValueError(f"{name} is empty.")
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return arr
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def _align_arrays(
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pred: Sequence[float],
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actual: Sequence[float],
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weight: Optional[Sequence[float]] = None,
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) -> Tuple[np.ndarray, np.ndarray, np.ndarray]:
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pred_arr = _to_1d(pred, "pred")
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actual_arr = _to_1d(actual, "actual")
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if len(pred_arr) != len(actual_arr):
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raise ValueError("pred and actual must have the same length.")
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if weight is None:
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weight_arr = np.ones_like(pred_arr, dtype=float)
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else:
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weight_arr = _to_1d(weight, "weight")
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if len(weight_arr) != len(pred_arr):
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raise ValueError("weight must have the same length as pred.")
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mask = np.isfinite(pred_arr) & np.isfinite(actual_arr) & np.isfinite(weight_arr)
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pred_arr = pred_arr[mask]
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actual_arr = actual_arr[mask]
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weight_arr = weight_arr[mask]
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return pred_arr, actual_arr, weight_arr
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def _bin_by_weight(
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data: pd.DataFrame,
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*,
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sort_col: str,
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weight_col: str,
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n_bins: int,
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) -> pd.DataFrame:
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n_bins = max(1, int(n_bins))
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data_sorted = data.sort_values(by=sort_col, ascending=True).copy()
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weight_sum = float(data_sorted[weight_col].sum())
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if weight_sum <= EPS:
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data_sorted["bins"] = 0
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else:
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data_sorted["cum_weight"] = data_sorted[weight_col].cumsum()
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data_sorted["bins"] = np.floor(
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data_sorted["cum_weight"] * float(n_bins) / weight_sum
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)
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data_sorted.loc[data_sorted["bins"] == n_bins, "bins"] = n_bins - 1
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return data_sorted.groupby(["bins"], observed=True).sum(numeric_only=True)
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def lift_table(
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pred: Sequence[float],
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actual: Sequence[float],
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weight: Optional[Sequence[float]] = None,
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*,
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n_bins: int = 10,
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pred_weighted: bool = False,
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actual_weighted: bool = True,
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) -> pd.DataFrame:
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"""Compute lift table for a single model.
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pred/actual should be 1d arrays. If pred_weighted/actual_weighted is True,
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the value is already multiplied by weight and will not be re-weighted.
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"""
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pred_arr, actual_arr, weight_arr = _align_arrays(pred, actual, weight)
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weight_safe = np.maximum(weight_arr, EPS)
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if pred_weighted:
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pred_raw = pred_arr / weight_safe
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w_pred = pred_arr
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else:
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pred_raw = pred_arr
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w_pred = pred_arr * weight_arr
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w_act = actual_arr
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else:
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w_act = actual_arr * weight_arr
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lift_df = pd.DataFrame(
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{
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"pred_sort": pred_raw,
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"w_pred": w_pred,
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"act": w_act,
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"weight": weight_arr,
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}
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plot_data = _bin_by_weight(
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lift_df, sort_col="pred_sort", weight_col="weight", n_bins=n_bins
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denom = np.maximum(plot_data["weight"], EPS)
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plot_data["exp_v"] = plot_data["w_pred"] / denom
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plot_data["act_v"] = plot_data["act"] / denom
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plot_data.reset_index(inplace=True)
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return plot_data
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def plot_lift_curve(
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weight: Optional[Sequence[float]] = None,
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*,
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n_bins: int = 10,
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title: str = "Lift Chart",
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pred_label: str = "Predicted",
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act_label: str = "Actual",
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weight_label: str = "Earned Exposure",
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pred_weighted: bool = False,
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actual_weighted: bool = True,
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ax: Optional[plt.Axes] = None,
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save_path: Optional[str] = None,
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style: Optional[PlotStyle] = None,
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) -> plt.Figure:
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style = style or PlotStyle()
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plot_data = lift_table(
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fig, ax = plt.subplots(figsize=style.figsize)
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ax.plot(plot_data.index, plot_data["act_v"], label=act_label, color="red")
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ax.plot(plot_data.index, plot_data["exp_v"], label=pred_label, color="blue")
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ax.set_xticklabels(plot_data.index, rotation=90, fontsize=style.tick_size)
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ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
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ax.legend(loc="upper left", fontsize=style.legend_size, frameon=False)
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ax2.legend(loc="upper right", fontsize=style.legend_size, frameon=False)
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) -> pd.DataFrame:
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lift_df = pd.DataFrame(
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}
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plot_data = _bin_by_weight(
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lift_df, sort_col="diff_ly", weight_col="weight", n_bins=n_bins
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plot_data["exp_v1"] = plot_data["pred1"] / denom
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plot_data["exp_v2"] = plot_data["pred2"] / denom
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plot_data["act_v"] = plot_data["act"] / denom
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plot_data.reset_index(inplace=True)
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return plot_data
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def plot_double_lift_curve(
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pred1: Sequence[float],
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pred2: Sequence[float],
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actual: Sequence[float],
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weight: Optional[Sequence[float]] = None,
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*,
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n_bins: int = 10,
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title: str = "Double Lift Chart",
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label1: str = "Model 1",
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label2: str = "Model 2",
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act_label: str = "Actual",
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weight_label: str = "Earned Exposure",
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pred1_weighted: bool = False,
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pred2_weighted: bool = False,
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actual_weighted: bool = True,
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ax: Optional[plt.Axes] = None,
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show: bool = False,
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save_path: Optional[str] = None,
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style: Optional[PlotStyle] = None,
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) -> plt.Figure:
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style = style or PlotStyle()
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plot_data = double_lift_table(
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pred1,
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pred2,
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actual,
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weight,
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n_bins=n_bins,
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pred1_weighted=pred1_weighted,
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pred2_weighted=pred2_weighted,
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actual_weighted=actual_weighted,
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)
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created_fig = ax is None
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if created_fig:
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fig, ax = plt.subplots(figsize=style.figsize)
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else:
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fig = ax.figure
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ax.plot(plot_data.index, plot_data["act_v"], label=act_label, color="red")
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ax.plot(plot_data.index, plot_data["exp_v1"], label=label1, color="blue")
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ax.plot(plot_data.index, plot_data["exp_v2"], label=label2, color="black")
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ax.set_title(title, fontsize=style.title_size)
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ax.set_xticks(plot_data.index)
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ax.set_xticklabels(plot_data.index, rotation=90, fontsize=style.tick_size)
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ax.set_xlabel(f"{label1} / {label2}", fontsize=style.label_size)
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ax.tick_params(axis="y", labelsize=style.tick_size)
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if style.grid:
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ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
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ax.legend(loc="upper left", fontsize=style.legend_size, frameon=False)
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ax.margins(0.1)
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ax2 = ax.twinx()
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ax2.bar(
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plot_data.index,
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plot_data["weight"],
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alpha=0.5,
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|
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color=style.weight_color,
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|
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label=weight_label,
|
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|
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)
|
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|
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ax2.tick_params(axis="y", labelsize=style.tick_size)
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|
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ax2.legend(loc="upper right", fontsize=style.legend_size, frameon=False)
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|
-
|
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|
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if created_fig:
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|
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finalize_figure(fig, save_path=save_path, show=show, style=style)
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|
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297
|
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return fig
|
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|
-
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|
-
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300
|
-
def plot_roc_curves(
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|
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y_true: Sequence[float],
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|
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scores: Mapping[str, Sequence[float]],
|
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|
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*,
|
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304
|
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weight: Optional[Sequence[float]] = None,
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|
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title: str = "ROC Curve",
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|
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ax: Optional[plt.Axes] = None,
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|
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show: bool = False,
|
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|
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save_path: Optional[str] = None,
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|
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style: Optional[PlotStyle] = None,
|
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310
|
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) -> plt.Figure:
|
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_require_sklearn("plot_roc_curves")
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|
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style = style or PlotStyle()
|
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313
|
-
|
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314
|
-
created_fig = ax is None
|
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315
|
-
if created_fig:
|
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|
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fig, ax = plt.subplots(figsize=style.figsize)
|
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|
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else:
|
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318
|
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fig = ax.figure
|
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319
|
-
|
|
320
|
-
for idx, (label, score) in enumerate(scores.items()):
|
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321
|
-
s_arr, y_arr, w_arr = _align_arrays(score, y_true, weight)
|
|
322
|
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try:
|
|
323
|
-
fpr, tpr, _ = roc_curve(y_arr, s_arr, sample_weight=w_arr)
|
|
324
|
-
except TypeError:
|
|
325
|
-
fpr, tpr, _ = roc_curve(y_arr, s_arr)
|
|
326
|
-
auc_val = auc(fpr, tpr)
|
|
327
|
-
color = style.palette[idx % len(style.palette)]
|
|
328
|
-
ax.plot(fpr, tpr, color=color, label=f"{label} (AUC={auc_val:.3f})")
|
|
329
|
-
|
|
330
|
-
ax.plot([0, 1], [0, 1], linestyle="--", color="gray", linewidth=1)
|
|
331
|
-
ax.set_xlabel("False Positive Rate", fontsize=style.label_size)
|
|
332
|
-
ax.set_ylabel("True Positive Rate", fontsize=style.label_size)
|
|
333
|
-
ax.set_title(title, fontsize=style.title_size)
|
|
334
|
-
ax.tick_params(axis="both", labelsize=style.tick_size)
|
|
335
|
-
if style.grid:
|
|
336
|
-
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
337
|
-
ax.legend(loc="lower right", fontsize=style.legend_size, frameon=False)
|
|
338
|
-
|
|
339
|
-
if created_fig:
|
|
340
|
-
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
341
|
-
|
|
342
|
-
return fig
|
|
343
|
-
|
|
344
|
-
|
|
345
|
-
def plot_pr_curves(
|
|
346
|
-
y_true: Sequence[float],
|
|
347
|
-
scores: Mapping[str, Sequence[float]],
|
|
348
|
-
*,
|
|
349
|
-
weight: Optional[Sequence[float]] = None,
|
|
350
|
-
title: str = "Precision-Recall Curve",
|
|
351
|
-
ax: Optional[plt.Axes] = None,
|
|
352
|
-
show: bool = False,
|
|
353
|
-
save_path: Optional[str] = None,
|
|
354
|
-
style: Optional[PlotStyle] = None,
|
|
355
|
-
) -> plt.Figure:
|
|
356
|
-
if precision_recall_curve is None or average_precision_score is None:
|
|
357
|
-
raise RuntimeError("plot_pr_curves requires scikit-learn to be installed.")
|
|
358
|
-
style = style or PlotStyle()
|
|
359
|
-
|
|
360
|
-
created_fig = ax is None
|
|
361
|
-
if created_fig:
|
|
362
|
-
fig, ax = plt.subplots(figsize=style.figsize)
|
|
363
|
-
else:
|
|
364
|
-
fig = ax.figure
|
|
365
|
-
|
|
366
|
-
for idx, (label, score) in enumerate(scores.items()):
|
|
367
|
-
s_arr, y_arr, w_arr = _align_arrays(score, y_true, weight)
|
|
368
|
-
try:
|
|
369
|
-
precision, recall, _ = precision_recall_curve(
|
|
370
|
-
y_arr, s_arr, sample_weight=w_arr
|
|
371
|
-
)
|
|
372
|
-
ap = average_precision_score(y_arr, s_arr, sample_weight=w_arr)
|
|
373
|
-
except TypeError:
|
|
374
|
-
precision, recall, _ = precision_recall_curve(y_arr, s_arr)
|
|
375
|
-
ap = average_precision_score(y_arr, s_arr)
|
|
376
|
-
color = style.palette[idx % len(style.palette)]
|
|
377
|
-
ax.plot(recall, precision, color=color, label=f"{label} (AP={ap:.3f})")
|
|
378
|
-
|
|
379
|
-
ax.set_xlabel("Recall", fontsize=style.label_size)
|
|
380
|
-
ax.set_ylabel("Precision", fontsize=style.label_size)
|
|
381
|
-
ax.set_title(title, fontsize=style.title_size)
|
|
382
|
-
ax.tick_params(axis="both", labelsize=style.tick_size)
|
|
383
|
-
if style.grid:
|
|
384
|
-
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
385
|
-
ax.legend(loc="lower left", fontsize=style.legend_size, frameon=False)
|
|
386
|
-
|
|
387
|
-
if created_fig:
|
|
388
|
-
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
389
|
-
|
|
390
|
-
return fig
|
|
391
|
-
|
|
392
|
-
|
|
393
|
-
def plot_ks_curve(
|
|
394
|
-
y_true: Sequence[float],
|
|
395
|
-
score: Sequence[float],
|
|
396
|
-
*,
|
|
397
|
-
weight: Optional[Sequence[float]] = None,
|
|
398
|
-
title: str = "KS Curve",
|
|
399
|
-
ax: Optional[plt.Axes] = None,
|
|
400
|
-
show: bool = False,
|
|
401
|
-
save_path: Optional[str] = None,
|
|
402
|
-
style: Optional[PlotStyle] = None,
|
|
403
|
-
) -> plt.Figure:
|
|
404
|
-
_require_sklearn("plot_ks_curve")
|
|
405
|
-
style = style or PlotStyle()
|
|
406
|
-
|
|
407
|
-
s_arr, y_arr, w_arr = _align_arrays(score, y_true, weight)
|
|
408
|
-
try:
|
|
409
|
-
fpr, tpr, thresholds = roc_curve(y_arr, s_arr, sample_weight=w_arr)
|
|
410
|
-
except TypeError:
|
|
411
|
-
fpr, tpr, thresholds = roc_curve(y_arr, s_arr)
|
|
412
|
-
ks_vals = tpr - fpr
|
|
413
|
-
ks_idx = int(np.argmax(ks_vals))
|
|
414
|
-
ks_val = float(ks_vals[ks_idx])
|
|
415
|
-
|
|
416
|
-
created_fig = ax is None
|
|
417
|
-
if created_fig:
|
|
418
|
-
fig, ax = plt.subplots(figsize=style.figsize)
|
|
419
|
-
else:
|
|
420
|
-
fig = ax.figure
|
|
421
|
-
|
|
422
|
-
ax.plot(thresholds, tpr, label="TPR", color=style.palette[0])
|
|
423
|
-
ax.plot(thresholds, fpr, label="FPR", color=style.palette[1])
|
|
424
|
-
ax.plot(thresholds, ks_vals, label=f"KS={ks_val:.3f}", color=style.palette[3])
|
|
425
|
-
ax.set_title(title, fontsize=style.title_size)
|
|
426
|
-
ax.set_xlabel("Threshold", fontsize=style.label_size)
|
|
427
|
-
ax.set_ylabel("Rate", fontsize=style.label_size)
|
|
428
|
-
ax.tick_params(axis="both", labelsize=style.tick_size)
|
|
429
|
-
if style.grid:
|
|
430
|
-
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
431
|
-
ax.legend(loc="best", fontsize=style.legend_size, frameon=False)
|
|
432
|
-
|
|
433
|
-
if created_fig:
|
|
434
|
-
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
435
|
-
|
|
436
|
-
return fig
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
def plot_calibration_curve(
|
|
440
|
-
y_true: Sequence[float],
|
|
441
|
-
score: Sequence[float],
|
|
442
|
-
*,
|
|
443
|
-
weight: Optional[Sequence[float]] = None,
|
|
444
|
-
n_bins: int = 10,
|
|
445
|
-
title: str = "Calibration Curve",
|
|
446
|
-
ax: Optional[plt.Axes] = None,
|
|
447
|
-
show: bool = False,
|
|
448
|
-
save_path: Optional[str] = None,
|
|
449
|
-
style: Optional[PlotStyle] = None,
|
|
450
|
-
) -> plt.Figure:
|
|
451
|
-
if calibration_curve is None:
|
|
452
|
-
raise RuntimeError("plot_calibration_curve requires scikit-learn to be installed.")
|
|
453
|
-
style = style or PlotStyle()
|
|
454
|
-
|
|
455
|
-
s_arr, y_arr, w_arr = _align_arrays(score, y_true, weight)
|
|
456
|
-
try:
|
|
457
|
-
prob_true, prob_pred = calibration_curve(
|
|
458
|
-
y_arr,
|
|
459
|
-
s_arr,
|
|
460
|
-
n_bins=max(2, int(n_bins)),
|
|
461
|
-
strategy="quantile",
|
|
462
|
-
sample_weight=w_arr,
|
|
463
|
-
)
|
|
464
|
-
except TypeError:
|
|
465
|
-
prob_true, prob_pred = calibration_curve(
|
|
466
|
-
y_arr,
|
|
467
|
-
s_arr,
|
|
468
|
-
n_bins=max(2, int(n_bins)),
|
|
469
|
-
strategy="quantile",
|
|
470
|
-
)
|
|
471
|
-
|
|
472
|
-
created_fig = ax is None
|
|
473
|
-
if created_fig:
|
|
474
|
-
fig, ax = plt.subplots(figsize=style.figsize)
|
|
475
|
-
else:
|
|
476
|
-
fig = ax.figure
|
|
477
|
-
|
|
478
|
-
ax.plot(prob_pred, prob_true, marker="o", label="Observed")
|
|
479
|
-
ax.plot([0, 1], [0, 1], linestyle="--", color="gray", linewidth=1, label="Ideal")
|
|
480
|
-
ax.set_xlabel("Mean Predicted", fontsize=style.label_size)
|
|
481
|
-
ax.set_ylabel("Mean Observed", fontsize=style.label_size)
|
|
482
|
-
ax.set_title(title, fontsize=style.title_size)
|
|
483
|
-
ax.tick_params(axis="both", labelsize=style.tick_size)
|
|
484
|
-
if style.grid:
|
|
485
|
-
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
486
|
-
ax.legend(loc="best", fontsize=style.legend_size, frameon=False)
|
|
487
|
-
|
|
488
|
-
if created_fig:
|
|
489
|
-
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
490
|
-
|
|
491
|
-
return fig
|
|
492
|
-
|
|
493
|
-
|
|
494
|
-
def plot_conversion_lift(
|
|
495
|
-
pred: Sequence[float],
|
|
496
|
-
actual_binary: Sequence[float],
|
|
497
|
-
weight: Optional[Sequence[float]] = None,
|
|
498
|
-
*,
|
|
499
|
-
n_bins: int = 20,
|
|
500
|
-
title: str = "Conversion Lift",
|
|
501
|
-
ax: Optional[plt.Axes] = None,
|
|
502
|
-
show: bool = False,
|
|
503
|
-
save_path: Optional[str] = None,
|
|
504
|
-
style: Optional[PlotStyle] = None,
|
|
505
|
-
) -> plt.Figure:
|
|
506
|
-
style = style or PlotStyle()
|
|
507
|
-
pred_arr, actual_arr, weight_arr = _align_arrays(pred, actual_binary, weight)
|
|
508
|
-
|
|
509
|
-
data = pd.DataFrame(
|
|
510
|
-
{
|
|
511
|
-
"pred": pred_arr,
|
|
512
|
-
"actual": actual_arr,
|
|
513
|
-
"weight": weight_arr,
|
|
514
|
-
}
|
|
515
|
-
)
|
|
516
|
-
data = data.sort_values(by="pred", ascending=True).copy()
|
|
517
|
-
data["cum_weight"] = data["weight"].cumsum()
|
|
518
|
-
total_weight = float(data["weight"].sum())
|
|
519
|
-
|
|
520
|
-
if total_weight > EPS:
|
|
521
|
-
data["bin"] = pd.cut(
|
|
522
|
-
data["cum_weight"],
|
|
523
|
-
bins=max(2, int(n_bins)),
|
|
524
|
-
labels=False,
|
|
525
|
-
right=False,
|
|
526
|
-
)
|
|
527
|
-
else:
|
|
528
|
-
data["bin"] = 0
|
|
529
|
-
|
|
530
|
-
data["weighted_actual"] = data["actual"] * data["weight"]
|
|
531
|
-
lift_agg = data.groupby("bin", observed=True).agg(
|
|
532
|
-
total_weight=("weight", "sum"),
|
|
533
|
-
weighted_actual=("weighted_actual", "sum"),
|
|
534
|
-
)
|
|
535
|
-
lift_agg = lift_agg.reset_index()
|
|
536
|
-
lift_agg["conversion_rate"] = lift_agg["weighted_actual"] / np.maximum(
|
|
537
|
-
lift_agg["total_weight"], EPS
|
|
538
|
-
)
|
|
539
|
-
|
|
540
|
-
overall_rate = float(lift_agg["weighted_actual"].sum()) / max(total_weight, EPS)
|
|
541
|
-
|
|
542
|
-
created_fig = ax is None
|
|
543
|
-
if created_fig:
|
|
544
|
-
fig, ax = plt.subplots(figsize=style.figsize)
|
|
545
|
-
else:
|
|
546
|
-
fig = ax.figure
|
|
547
|
-
|
|
548
|
-
ax.axhline(
|
|
549
|
-
y=overall_rate,
|
|
550
|
-
color="gray",
|
|
551
|
-
linestyle="--",
|
|
552
|
-
label=f"Overall ({overall_rate:.2%})",
|
|
553
|
-
)
|
|
554
|
-
ax.plot(
|
|
555
|
-
lift_agg["bin"],
|
|
556
|
-
lift_agg["conversion_rate"],
|
|
557
|
-
marker="o",
|
|
558
|
-
linestyle="-",
|
|
559
|
-
label="Actual Rate",
|
|
560
|
-
)
|
|
561
|
-
ax.set_title(title, fontsize=style.title_size)
|
|
562
|
-
ax.set_xlabel("Score Bin", fontsize=style.label_size)
|
|
563
|
-
ax.set_ylabel("Conversion Rate", fontsize=style.label_size)
|
|
564
|
-
ax.tick_params(axis="both", labelsize=style.tick_size)
|
|
565
|
-
if style.grid:
|
|
566
|
-
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
567
|
-
ax.legend(loc="best", fontsize=style.legend_size, frameon=False)
|
|
568
|
-
|
|
569
|
-
if created_fig:
|
|
570
|
-
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
571
|
-
|
|
572
|
-
return fig
|
|
1
|
+
from __future__ import annotations
|
|
2
|
+
|
|
3
|
+
from typing import Mapping, Optional, Sequence, Tuple
|
|
4
|
+
|
|
5
|
+
import numpy as np
|
|
6
|
+
import pandas as pd
|
|
7
|
+
|
|
8
|
+
from ins_pricing.modelling.plotting.common import EPS, PlotStyle, finalize_figure, plt
|
|
9
|
+
|
|
10
|
+
try: # optional dependency guard
|
|
11
|
+
from sklearn.metrics import (
|
|
12
|
+
auc,
|
|
13
|
+
average_precision_score,
|
|
14
|
+
precision_recall_curve,
|
|
15
|
+
roc_curve,
|
|
16
|
+
)
|
|
17
|
+
from sklearn.calibration import calibration_curve
|
|
18
|
+
except Exception: # pragma: no cover - handled at call time
|
|
19
|
+
auc = None
|
|
20
|
+
average_precision_score = None
|
|
21
|
+
precision_recall_curve = None
|
|
22
|
+
roc_curve = None
|
|
23
|
+
calibration_curve = None
|
|
24
|
+
|
|
25
|
+
|
|
26
|
+
def _require_sklearn(func_name: str) -> None:
|
|
27
|
+
if roc_curve is None or auc is None:
|
|
28
|
+
raise RuntimeError(f"{func_name} requires scikit-learn to be installed.")
|
|
29
|
+
|
|
30
|
+
|
|
31
|
+
def _to_1d(values: Sequence[float], name: str) -> np.ndarray:
|
|
32
|
+
arr = np.asarray(values, dtype=float).reshape(-1)
|
|
33
|
+
if arr.size == 0:
|
|
34
|
+
raise ValueError(f"{name} is empty.")
|
|
35
|
+
return arr
|
|
36
|
+
|
|
37
|
+
|
|
38
|
+
def _align_arrays(
|
|
39
|
+
pred: Sequence[float],
|
|
40
|
+
actual: Sequence[float],
|
|
41
|
+
weight: Optional[Sequence[float]] = None,
|
|
42
|
+
) -> Tuple[np.ndarray, np.ndarray, np.ndarray]:
|
|
43
|
+
pred_arr = _to_1d(pred, "pred")
|
|
44
|
+
actual_arr = _to_1d(actual, "actual")
|
|
45
|
+
if len(pred_arr) != len(actual_arr):
|
|
46
|
+
raise ValueError("pred and actual must have the same length.")
|
|
47
|
+
if weight is None:
|
|
48
|
+
weight_arr = np.ones_like(pred_arr, dtype=float)
|
|
49
|
+
else:
|
|
50
|
+
weight_arr = _to_1d(weight, "weight")
|
|
51
|
+
if len(weight_arr) != len(pred_arr):
|
|
52
|
+
raise ValueError("weight must have the same length as pred.")
|
|
53
|
+
|
|
54
|
+
mask = np.isfinite(pred_arr) & np.isfinite(actual_arr) & np.isfinite(weight_arr)
|
|
55
|
+
pred_arr = pred_arr[mask]
|
|
56
|
+
actual_arr = actual_arr[mask]
|
|
57
|
+
weight_arr = weight_arr[mask]
|
|
58
|
+
return pred_arr, actual_arr, weight_arr
|
|
59
|
+
|
|
60
|
+
|
|
61
|
+
def _bin_by_weight(
|
|
62
|
+
data: pd.DataFrame,
|
|
63
|
+
*,
|
|
64
|
+
sort_col: str,
|
|
65
|
+
weight_col: str,
|
|
66
|
+
n_bins: int,
|
|
67
|
+
) -> pd.DataFrame:
|
|
68
|
+
n_bins = max(1, int(n_bins))
|
|
69
|
+
data_sorted = data.sort_values(by=sort_col, ascending=True).copy()
|
|
70
|
+
weight_sum = float(data_sorted[weight_col].sum())
|
|
71
|
+
if weight_sum <= EPS:
|
|
72
|
+
data_sorted["bins"] = 0
|
|
73
|
+
else:
|
|
74
|
+
data_sorted["cum_weight"] = data_sorted[weight_col].cumsum()
|
|
75
|
+
data_sorted["bins"] = np.floor(
|
|
76
|
+
data_sorted["cum_weight"] * float(n_bins) / weight_sum
|
|
77
|
+
)
|
|
78
|
+
data_sorted.loc[data_sorted["bins"] == n_bins, "bins"] = n_bins - 1
|
|
79
|
+
return data_sorted.groupby(["bins"], observed=True).sum(numeric_only=True)
|
|
80
|
+
|
|
81
|
+
|
|
82
|
+
def lift_table(
|
|
83
|
+
pred: Sequence[float],
|
|
84
|
+
actual: Sequence[float],
|
|
85
|
+
weight: Optional[Sequence[float]] = None,
|
|
86
|
+
*,
|
|
87
|
+
n_bins: int = 10,
|
|
88
|
+
pred_weighted: bool = False,
|
|
89
|
+
actual_weighted: bool = True,
|
|
90
|
+
) -> pd.DataFrame:
|
|
91
|
+
"""Compute lift table for a single model.
|
|
92
|
+
|
|
93
|
+
pred/actual should be 1d arrays. If pred_weighted/actual_weighted is True,
|
|
94
|
+
the value is already multiplied by weight and will not be re-weighted.
|
|
95
|
+
"""
|
|
96
|
+
pred_arr, actual_arr, weight_arr = _align_arrays(pred, actual, weight)
|
|
97
|
+
weight_safe = np.maximum(weight_arr, EPS)
|
|
98
|
+
|
|
99
|
+
if pred_weighted:
|
|
100
|
+
pred_raw = pred_arr / weight_safe
|
|
101
|
+
w_pred = pred_arr
|
|
102
|
+
else:
|
|
103
|
+
pred_raw = pred_arr
|
|
104
|
+
w_pred = pred_arr * weight_arr
|
|
105
|
+
|
|
106
|
+
if actual_weighted:
|
|
107
|
+
w_act = actual_arr
|
|
108
|
+
else:
|
|
109
|
+
w_act = actual_arr * weight_arr
|
|
110
|
+
|
|
111
|
+
lift_df = pd.DataFrame(
|
|
112
|
+
{
|
|
113
|
+
"pred_sort": pred_raw,
|
|
114
|
+
"w_pred": w_pred,
|
|
115
|
+
"act": w_act,
|
|
116
|
+
"weight": weight_arr,
|
|
117
|
+
}
|
|
118
|
+
)
|
|
119
|
+
plot_data = _bin_by_weight(
|
|
120
|
+
lift_df, sort_col="pred_sort", weight_col="weight", n_bins=n_bins
|
|
121
|
+
)
|
|
122
|
+
denom = np.maximum(plot_data["weight"], EPS)
|
|
123
|
+
plot_data["exp_v"] = plot_data["w_pred"] / denom
|
|
124
|
+
plot_data["act_v"] = plot_data["act"] / denom
|
|
125
|
+
plot_data.reset_index(inplace=True)
|
|
126
|
+
return plot_data
|
|
127
|
+
|
|
128
|
+
|
|
129
|
+
def plot_lift_curve(
|
|
130
|
+
pred: Sequence[float],
|
|
131
|
+
actual: Sequence[float],
|
|
132
|
+
weight: Optional[Sequence[float]] = None,
|
|
133
|
+
*,
|
|
134
|
+
n_bins: int = 10,
|
|
135
|
+
title: str = "Lift Chart",
|
|
136
|
+
pred_label: str = "Predicted",
|
|
137
|
+
act_label: str = "Actual",
|
|
138
|
+
weight_label: str = "Earned Exposure",
|
|
139
|
+
pred_weighted: bool = False,
|
|
140
|
+
actual_weighted: bool = True,
|
|
141
|
+
ax: Optional[plt.Axes] = None,
|
|
142
|
+
show: bool = False,
|
|
143
|
+
save_path: Optional[str] = None,
|
|
144
|
+
style: Optional[PlotStyle] = None,
|
|
145
|
+
) -> plt.Figure:
|
|
146
|
+
style = style or PlotStyle()
|
|
147
|
+
plot_data = lift_table(
|
|
148
|
+
pred,
|
|
149
|
+
actual,
|
|
150
|
+
weight,
|
|
151
|
+
n_bins=n_bins,
|
|
152
|
+
pred_weighted=pred_weighted,
|
|
153
|
+
actual_weighted=actual_weighted,
|
|
154
|
+
)
|
|
155
|
+
|
|
156
|
+
created_fig = ax is None
|
|
157
|
+
if created_fig:
|
|
158
|
+
fig, ax = plt.subplots(figsize=style.figsize)
|
|
159
|
+
else:
|
|
160
|
+
fig = ax.figure
|
|
161
|
+
|
|
162
|
+
ax.plot(plot_data.index, plot_data["act_v"], label=act_label, color="red")
|
|
163
|
+
ax.plot(plot_data.index, plot_data["exp_v"], label=pred_label, color="blue")
|
|
164
|
+
ax.set_title(title, fontsize=style.title_size)
|
|
165
|
+
ax.set_xticks(plot_data.index)
|
|
166
|
+
ax.set_xticklabels(plot_data.index, rotation=90, fontsize=style.tick_size)
|
|
167
|
+
ax.tick_params(axis="y", labelsize=style.tick_size)
|
|
168
|
+
if style.grid:
|
|
169
|
+
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
170
|
+
ax.legend(loc="upper left", fontsize=style.legend_size, frameon=False)
|
|
171
|
+
ax.margins(0.05)
|
|
172
|
+
|
|
173
|
+
ax2 = ax.twinx()
|
|
174
|
+
ax2.bar(
|
|
175
|
+
plot_data.index,
|
|
176
|
+
plot_data["weight"],
|
|
177
|
+
alpha=0.5,
|
|
178
|
+
color=style.weight_color,
|
|
179
|
+
label=weight_label,
|
|
180
|
+
)
|
|
181
|
+
ax2.tick_params(axis="y", labelsize=style.tick_size)
|
|
182
|
+
ax2.legend(loc="upper right", fontsize=style.legend_size, frameon=False)
|
|
183
|
+
|
|
184
|
+
if created_fig:
|
|
185
|
+
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
186
|
+
|
|
187
|
+
return fig
|
|
188
|
+
|
|
189
|
+
|
|
190
|
+
def double_lift_table(
|
|
191
|
+
pred1: Sequence[float],
|
|
192
|
+
pred2: Sequence[float],
|
|
193
|
+
actual: Sequence[float],
|
|
194
|
+
weight: Optional[Sequence[float]] = None,
|
|
195
|
+
*,
|
|
196
|
+
n_bins: int = 10,
|
|
197
|
+
pred1_weighted: bool = False,
|
|
198
|
+
pred2_weighted: bool = False,
|
|
199
|
+
actual_weighted: bool = True,
|
|
200
|
+
) -> pd.DataFrame:
|
|
201
|
+
pred1_arr, actual_arr, weight_arr = _align_arrays(pred1, actual, weight)
|
|
202
|
+
pred2_arr, _, _ = _align_arrays(pred2, actual, weight_arr)
|
|
203
|
+
|
|
204
|
+
weight_safe = np.maximum(weight_arr, EPS)
|
|
205
|
+
pred1_raw = pred1_arr / weight_safe if pred1_weighted else pred1_arr
|
|
206
|
+
pred2_raw = pred2_arr / weight_safe if pred2_weighted else pred2_arr
|
|
207
|
+
|
|
208
|
+
w_pred1 = pred1_raw * weight_arr
|
|
209
|
+
w_pred2 = pred2_raw * weight_arr
|
|
210
|
+
w_act = actual_arr if actual_weighted else actual_arr * weight_arr
|
|
211
|
+
|
|
212
|
+
lift_df = pd.DataFrame(
|
|
213
|
+
{
|
|
214
|
+
"diff_ly": pred1_raw / np.maximum(pred2_raw, EPS),
|
|
215
|
+
"pred1": w_pred1,
|
|
216
|
+
"pred2": w_pred2,
|
|
217
|
+
"act": w_act,
|
|
218
|
+
"weight": weight_arr,
|
|
219
|
+
}
|
|
220
|
+
)
|
|
221
|
+
plot_data = _bin_by_weight(
|
|
222
|
+
lift_df, sort_col="diff_ly", weight_col="weight", n_bins=n_bins
|
|
223
|
+
)
|
|
224
|
+
denom = np.maximum(plot_data["act"], EPS)
|
|
225
|
+
plot_data["exp_v1"] = plot_data["pred1"] / denom
|
|
226
|
+
plot_data["exp_v2"] = plot_data["pred2"] / denom
|
|
227
|
+
plot_data["act_v"] = plot_data["act"] / denom
|
|
228
|
+
plot_data.reset_index(inplace=True)
|
|
229
|
+
return plot_data
|
|
230
|
+
|
|
231
|
+
|
|
232
|
+
def plot_double_lift_curve(
|
|
233
|
+
pred1: Sequence[float],
|
|
234
|
+
pred2: Sequence[float],
|
|
235
|
+
actual: Sequence[float],
|
|
236
|
+
weight: Optional[Sequence[float]] = None,
|
|
237
|
+
*,
|
|
238
|
+
n_bins: int = 10,
|
|
239
|
+
title: str = "Double Lift Chart",
|
|
240
|
+
label1: str = "Model 1",
|
|
241
|
+
label2: str = "Model 2",
|
|
242
|
+
act_label: str = "Actual",
|
|
243
|
+
weight_label: str = "Earned Exposure",
|
|
244
|
+
pred1_weighted: bool = False,
|
|
245
|
+
pred2_weighted: bool = False,
|
|
246
|
+
actual_weighted: bool = True,
|
|
247
|
+
ax: Optional[plt.Axes] = None,
|
|
248
|
+
show: bool = False,
|
|
249
|
+
save_path: Optional[str] = None,
|
|
250
|
+
style: Optional[PlotStyle] = None,
|
|
251
|
+
) -> plt.Figure:
|
|
252
|
+
style = style or PlotStyle()
|
|
253
|
+
plot_data = double_lift_table(
|
|
254
|
+
pred1,
|
|
255
|
+
pred2,
|
|
256
|
+
actual,
|
|
257
|
+
weight,
|
|
258
|
+
n_bins=n_bins,
|
|
259
|
+
pred1_weighted=pred1_weighted,
|
|
260
|
+
pred2_weighted=pred2_weighted,
|
|
261
|
+
actual_weighted=actual_weighted,
|
|
262
|
+
)
|
|
263
|
+
|
|
264
|
+
created_fig = ax is None
|
|
265
|
+
if created_fig:
|
|
266
|
+
fig, ax = plt.subplots(figsize=style.figsize)
|
|
267
|
+
else:
|
|
268
|
+
fig = ax.figure
|
|
269
|
+
|
|
270
|
+
ax.plot(plot_data.index, plot_data["act_v"], label=act_label, color="red")
|
|
271
|
+
ax.plot(plot_data.index, plot_data["exp_v1"], label=label1, color="blue")
|
|
272
|
+
ax.plot(plot_data.index, plot_data["exp_v2"], label=label2, color="black")
|
|
273
|
+
ax.set_title(title, fontsize=style.title_size)
|
|
274
|
+
ax.set_xticks(plot_data.index)
|
|
275
|
+
ax.set_xticklabels(plot_data.index, rotation=90, fontsize=style.tick_size)
|
|
276
|
+
ax.set_xlabel(f"{label1} / {label2}", fontsize=style.label_size)
|
|
277
|
+
ax.tick_params(axis="y", labelsize=style.tick_size)
|
|
278
|
+
if style.grid:
|
|
279
|
+
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
280
|
+
ax.legend(loc="upper left", fontsize=style.legend_size, frameon=False)
|
|
281
|
+
ax.margins(0.1)
|
|
282
|
+
|
|
283
|
+
ax2 = ax.twinx()
|
|
284
|
+
ax2.bar(
|
|
285
|
+
plot_data.index,
|
|
286
|
+
plot_data["weight"],
|
|
287
|
+
alpha=0.5,
|
|
288
|
+
color=style.weight_color,
|
|
289
|
+
label=weight_label,
|
|
290
|
+
)
|
|
291
|
+
ax2.tick_params(axis="y", labelsize=style.tick_size)
|
|
292
|
+
ax2.legend(loc="upper right", fontsize=style.legend_size, frameon=False)
|
|
293
|
+
|
|
294
|
+
if created_fig:
|
|
295
|
+
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
296
|
+
|
|
297
|
+
return fig
|
|
298
|
+
|
|
299
|
+
|
|
300
|
+
def plot_roc_curves(
|
|
301
|
+
y_true: Sequence[float],
|
|
302
|
+
scores: Mapping[str, Sequence[float]],
|
|
303
|
+
*,
|
|
304
|
+
weight: Optional[Sequence[float]] = None,
|
|
305
|
+
title: str = "ROC Curve",
|
|
306
|
+
ax: Optional[plt.Axes] = None,
|
|
307
|
+
show: bool = False,
|
|
308
|
+
save_path: Optional[str] = None,
|
|
309
|
+
style: Optional[PlotStyle] = None,
|
|
310
|
+
) -> plt.Figure:
|
|
311
|
+
_require_sklearn("plot_roc_curves")
|
|
312
|
+
style = style or PlotStyle()
|
|
313
|
+
|
|
314
|
+
created_fig = ax is None
|
|
315
|
+
if created_fig:
|
|
316
|
+
fig, ax = plt.subplots(figsize=style.figsize)
|
|
317
|
+
else:
|
|
318
|
+
fig = ax.figure
|
|
319
|
+
|
|
320
|
+
for idx, (label, score) in enumerate(scores.items()):
|
|
321
|
+
s_arr, y_arr, w_arr = _align_arrays(score, y_true, weight)
|
|
322
|
+
try:
|
|
323
|
+
fpr, tpr, _ = roc_curve(y_arr, s_arr, sample_weight=w_arr)
|
|
324
|
+
except TypeError:
|
|
325
|
+
fpr, tpr, _ = roc_curve(y_arr, s_arr)
|
|
326
|
+
auc_val = auc(fpr, tpr)
|
|
327
|
+
color = style.palette[idx % len(style.palette)]
|
|
328
|
+
ax.plot(fpr, tpr, color=color, label=f"{label} (AUC={auc_val:.3f})")
|
|
329
|
+
|
|
330
|
+
ax.plot([0, 1], [0, 1], linestyle="--", color="gray", linewidth=1)
|
|
331
|
+
ax.set_xlabel("False Positive Rate", fontsize=style.label_size)
|
|
332
|
+
ax.set_ylabel("True Positive Rate", fontsize=style.label_size)
|
|
333
|
+
ax.set_title(title, fontsize=style.title_size)
|
|
334
|
+
ax.tick_params(axis="both", labelsize=style.tick_size)
|
|
335
|
+
if style.grid:
|
|
336
|
+
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
337
|
+
ax.legend(loc="lower right", fontsize=style.legend_size, frameon=False)
|
|
338
|
+
|
|
339
|
+
if created_fig:
|
|
340
|
+
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
341
|
+
|
|
342
|
+
return fig
|
|
343
|
+
|
|
344
|
+
|
|
345
|
+
def plot_pr_curves(
|
|
346
|
+
y_true: Sequence[float],
|
|
347
|
+
scores: Mapping[str, Sequence[float]],
|
|
348
|
+
*,
|
|
349
|
+
weight: Optional[Sequence[float]] = None,
|
|
350
|
+
title: str = "Precision-Recall Curve",
|
|
351
|
+
ax: Optional[plt.Axes] = None,
|
|
352
|
+
show: bool = False,
|
|
353
|
+
save_path: Optional[str] = None,
|
|
354
|
+
style: Optional[PlotStyle] = None,
|
|
355
|
+
) -> plt.Figure:
|
|
356
|
+
if precision_recall_curve is None or average_precision_score is None:
|
|
357
|
+
raise RuntimeError("plot_pr_curves requires scikit-learn to be installed.")
|
|
358
|
+
style = style or PlotStyle()
|
|
359
|
+
|
|
360
|
+
created_fig = ax is None
|
|
361
|
+
if created_fig:
|
|
362
|
+
fig, ax = plt.subplots(figsize=style.figsize)
|
|
363
|
+
else:
|
|
364
|
+
fig = ax.figure
|
|
365
|
+
|
|
366
|
+
for idx, (label, score) in enumerate(scores.items()):
|
|
367
|
+
s_arr, y_arr, w_arr = _align_arrays(score, y_true, weight)
|
|
368
|
+
try:
|
|
369
|
+
precision, recall, _ = precision_recall_curve(
|
|
370
|
+
y_arr, s_arr, sample_weight=w_arr
|
|
371
|
+
)
|
|
372
|
+
ap = average_precision_score(y_arr, s_arr, sample_weight=w_arr)
|
|
373
|
+
except TypeError:
|
|
374
|
+
precision, recall, _ = precision_recall_curve(y_arr, s_arr)
|
|
375
|
+
ap = average_precision_score(y_arr, s_arr)
|
|
376
|
+
color = style.palette[idx % len(style.palette)]
|
|
377
|
+
ax.plot(recall, precision, color=color, label=f"{label} (AP={ap:.3f})")
|
|
378
|
+
|
|
379
|
+
ax.set_xlabel("Recall", fontsize=style.label_size)
|
|
380
|
+
ax.set_ylabel("Precision", fontsize=style.label_size)
|
|
381
|
+
ax.set_title(title, fontsize=style.title_size)
|
|
382
|
+
ax.tick_params(axis="both", labelsize=style.tick_size)
|
|
383
|
+
if style.grid:
|
|
384
|
+
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
385
|
+
ax.legend(loc="lower left", fontsize=style.legend_size, frameon=False)
|
|
386
|
+
|
|
387
|
+
if created_fig:
|
|
388
|
+
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
389
|
+
|
|
390
|
+
return fig
|
|
391
|
+
|
|
392
|
+
|
|
393
|
+
def plot_ks_curve(
|
|
394
|
+
y_true: Sequence[float],
|
|
395
|
+
score: Sequence[float],
|
|
396
|
+
*,
|
|
397
|
+
weight: Optional[Sequence[float]] = None,
|
|
398
|
+
title: str = "KS Curve",
|
|
399
|
+
ax: Optional[plt.Axes] = None,
|
|
400
|
+
show: bool = False,
|
|
401
|
+
save_path: Optional[str] = None,
|
|
402
|
+
style: Optional[PlotStyle] = None,
|
|
403
|
+
) -> plt.Figure:
|
|
404
|
+
_require_sklearn("plot_ks_curve")
|
|
405
|
+
style = style or PlotStyle()
|
|
406
|
+
|
|
407
|
+
s_arr, y_arr, w_arr = _align_arrays(score, y_true, weight)
|
|
408
|
+
try:
|
|
409
|
+
fpr, tpr, thresholds = roc_curve(y_arr, s_arr, sample_weight=w_arr)
|
|
410
|
+
except TypeError:
|
|
411
|
+
fpr, tpr, thresholds = roc_curve(y_arr, s_arr)
|
|
412
|
+
ks_vals = tpr - fpr
|
|
413
|
+
ks_idx = int(np.argmax(ks_vals))
|
|
414
|
+
ks_val = float(ks_vals[ks_idx])
|
|
415
|
+
|
|
416
|
+
created_fig = ax is None
|
|
417
|
+
if created_fig:
|
|
418
|
+
fig, ax = plt.subplots(figsize=style.figsize)
|
|
419
|
+
else:
|
|
420
|
+
fig = ax.figure
|
|
421
|
+
|
|
422
|
+
ax.plot(thresholds, tpr, label="TPR", color=style.palette[0])
|
|
423
|
+
ax.plot(thresholds, fpr, label="FPR", color=style.palette[1])
|
|
424
|
+
ax.plot(thresholds, ks_vals, label=f"KS={ks_val:.3f}", color=style.palette[3])
|
|
425
|
+
ax.set_title(title, fontsize=style.title_size)
|
|
426
|
+
ax.set_xlabel("Threshold", fontsize=style.label_size)
|
|
427
|
+
ax.set_ylabel("Rate", fontsize=style.label_size)
|
|
428
|
+
ax.tick_params(axis="both", labelsize=style.tick_size)
|
|
429
|
+
if style.grid:
|
|
430
|
+
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
431
|
+
ax.legend(loc="best", fontsize=style.legend_size, frameon=False)
|
|
432
|
+
|
|
433
|
+
if created_fig:
|
|
434
|
+
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
435
|
+
|
|
436
|
+
return fig
|
|
437
|
+
|
|
438
|
+
|
|
439
|
+
def plot_calibration_curve(
|
|
440
|
+
y_true: Sequence[float],
|
|
441
|
+
score: Sequence[float],
|
|
442
|
+
*,
|
|
443
|
+
weight: Optional[Sequence[float]] = None,
|
|
444
|
+
n_bins: int = 10,
|
|
445
|
+
title: str = "Calibration Curve",
|
|
446
|
+
ax: Optional[plt.Axes] = None,
|
|
447
|
+
show: bool = False,
|
|
448
|
+
save_path: Optional[str] = None,
|
|
449
|
+
style: Optional[PlotStyle] = None,
|
|
450
|
+
) -> plt.Figure:
|
|
451
|
+
if calibration_curve is None:
|
|
452
|
+
raise RuntimeError("plot_calibration_curve requires scikit-learn to be installed.")
|
|
453
|
+
style = style or PlotStyle()
|
|
454
|
+
|
|
455
|
+
s_arr, y_arr, w_arr = _align_arrays(score, y_true, weight)
|
|
456
|
+
try:
|
|
457
|
+
prob_true, prob_pred = calibration_curve(
|
|
458
|
+
y_arr,
|
|
459
|
+
s_arr,
|
|
460
|
+
n_bins=max(2, int(n_bins)),
|
|
461
|
+
strategy="quantile",
|
|
462
|
+
sample_weight=w_arr,
|
|
463
|
+
)
|
|
464
|
+
except TypeError:
|
|
465
|
+
prob_true, prob_pred = calibration_curve(
|
|
466
|
+
y_arr,
|
|
467
|
+
s_arr,
|
|
468
|
+
n_bins=max(2, int(n_bins)),
|
|
469
|
+
strategy="quantile",
|
|
470
|
+
)
|
|
471
|
+
|
|
472
|
+
created_fig = ax is None
|
|
473
|
+
if created_fig:
|
|
474
|
+
fig, ax = plt.subplots(figsize=style.figsize)
|
|
475
|
+
else:
|
|
476
|
+
fig = ax.figure
|
|
477
|
+
|
|
478
|
+
ax.plot(prob_pred, prob_true, marker="o", label="Observed")
|
|
479
|
+
ax.plot([0, 1], [0, 1], linestyle="--", color="gray", linewidth=1, label="Ideal")
|
|
480
|
+
ax.set_xlabel("Mean Predicted", fontsize=style.label_size)
|
|
481
|
+
ax.set_ylabel("Mean Observed", fontsize=style.label_size)
|
|
482
|
+
ax.set_title(title, fontsize=style.title_size)
|
|
483
|
+
ax.tick_params(axis="both", labelsize=style.tick_size)
|
|
484
|
+
if style.grid:
|
|
485
|
+
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
486
|
+
ax.legend(loc="best", fontsize=style.legend_size, frameon=False)
|
|
487
|
+
|
|
488
|
+
if created_fig:
|
|
489
|
+
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
490
|
+
|
|
491
|
+
return fig
|
|
492
|
+
|
|
493
|
+
|
|
494
|
+
def plot_conversion_lift(
|
|
495
|
+
pred: Sequence[float],
|
|
496
|
+
actual_binary: Sequence[float],
|
|
497
|
+
weight: Optional[Sequence[float]] = None,
|
|
498
|
+
*,
|
|
499
|
+
n_bins: int = 20,
|
|
500
|
+
title: str = "Conversion Lift",
|
|
501
|
+
ax: Optional[plt.Axes] = None,
|
|
502
|
+
show: bool = False,
|
|
503
|
+
save_path: Optional[str] = None,
|
|
504
|
+
style: Optional[PlotStyle] = None,
|
|
505
|
+
) -> plt.Figure:
|
|
506
|
+
style = style or PlotStyle()
|
|
507
|
+
pred_arr, actual_arr, weight_arr = _align_arrays(pred, actual_binary, weight)
|
|
508
|
+
|
|
509
|
+
data = pd.DataFrame(
|
|
510
|
+
{
|
|
511
|
+
"pred": pred_arr,
|
|
512
|
+
"actual": actual_arr,
|
|
513
|
+
"weight": weight_arr,
|
|
514
|
+
}
|
|
515
|
+
)
|
|
516
|
+
data = data.sort_values(by="pred", ascending=True).copy()
|
|
517
|
+
data["cum_weight"] = data["weight"].cumsum()
|
|
518
|
+
total_weight = float(data["weight"].sum())
|
|
519
|
+
|
|
520
|
+
if total_weight > EPS:
|
|
521
|
+
data["bin"] = pd.cut(
|
|
522
|
+
data["cum_weight"],
|
|
523
|
+
bins=max(2, int(n_bins)),
|
|
524
|
+
labels=False,
|
|
525
|
+
right=False,
|
|
526
|
+
)
|
|
527
|
+
else:
|
|
528
|
+
data["bin"] = 0
|
|
529
|
+
|
|
530
|
+
data["weighted_actual"] = data["actual"] * data["weight"]
|
|
531
|
+
lift_agg = data.groupby("bin", observed=True).agg(
|
|
532
|
+
total_weight=("weight", "sum"),
|
|
533
|
+
weighted_actual=("weighted_actual", "sum"),
|
|
534
|
+
)
|
|
535
|
+
lift_agg = lift_agg.reset_index()
|
|
536
|
+
lift_agg["conversion_rate"] = lift_agg["weighted_actual"] / np.maximum(
|
|
537
|
+
lift_agg["total_weight"], EPS
|
|
538
|
+
)
|
|
539
|
+
|
|
540
|
+
overall_rate = float(lift_agg["weighted_actual"].sum()) / max(total_weight, EPS)
|
|
541
|
+
|
|
542
|
+
created_fig = ax is None
|
|
543
|
+
if created_fig:
|
|
544
|
+
fig, ax = plt.subplots(figsize=style.figsize)
|
|
545
|
+
else:
|
|
546
|
+
fig = ax.figure
|
|
547
|
+
|
|
548
|
+
ax.axhline(
|
|
549
|
+
y=overall_rate,
|
|
550
|
+
color="gray",
|
|
551
|
+
linestyle="--",
|
|
552
|
+
label=f"Overall ({overall_rate:.2%})",
|
|
553
|
+
)
|
|
554
|
+
ax.plot(
|
|
555
|
+
lift_agg["bin"],
|
|
556
|
+
lift_agg["conversion_rate"],
|
|
557
|
+
marker="o",
|
|
558
|
+
linestyle="-",
|
|
559
|
+
label="Actual Rate",
|
|
560
|
+
)
|
|
561
|
+
ax.set_title(title, fontsize=style.title_size)
|
|
562
|
+
ax.set_xlabel("Score Bin", fontsize=style.label_size)
|
|
563
|
+
ax.set_ylabel("Conversion Rate", fontsize=style.label_size)
|
|
564
|
+
ax.tick_params(axis="both", labelsize=style.tick_size)
|
|
565
|
+
if style.grid:
|
|
566
|
+
ax.grid(True, linestyle=style.grid_style, alpha=style.grid_alpha)
|
|
567
|
+
ax.legend(loc="best", fontsize=style.legend_size, frameon=False)
|
|
568
|
+
|
|
569
|
+
if created_fig:
|
|
570
|
+
finalize_figure(fig, save_path=save_path, show=show, style=style)
|
|
571
|
+
|
|
572
|
+
return fig
|