python-fedci 0.1.0__tar.gz
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.
- python_fedci-0.1.0/LICENSE +21 -0
- python_fedci-0.1.0/PKG-INFO +112 -0
- python_fedci-0.1.0/README.md +74 -0
- python_fedci-0.1.0/fedci/__init__.py +4 -0
- python_fedci-0.1.0/fedci/client.py +405 -0
- python_fedci-0.1.0/fedci/env.py +6 -0
- python_fedci-0.1.0/fedci/evaluation.py +154 -0
- python_fedci-0.1.0/fedci/server.py +105 -0
- python_fedci-0.1.0/fedci/testing.py +275 -0
- python_fedci-0.1.0/fedci/utils.py +26 -0
- python_fedci-0.1.0/pyproject.toml +23 -0
- python_fedci-0.1.0/python_fedci.egg-info/PKG-INFO +112 -0
- python_fedci-0.1.0/python_fedci.egg-info/SOURCES.txt +15 -0
- python_fedci-0.1.0/python_fedci.egg-info/dependency_links.txt +1 -0
- python_fedci-0.1.0/python_fedci.egg-info/requires.txt +5 -0
- python_fedci-0.1.0/python_fedci.egg-info/top_level.txt +1 -0
- python_fedci-0.1.0/setup.cfg +4 -0
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
MIT License
|
|
2
|
+
|
|
3
|
+
Copyright (c) 2025 Maximilian Hahn
|
|
4
|
+
|
|
5
|
+
Permission is hereby granted, free of charge, to any person obtaining a copy
|
|
6
|
+
of this software and associated documentation files (the "Software"), to deal
|
|
7
|
+
in the Software without restriction, including without limitation the rights
|
|
8
|
+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
9
|
+
copies of the Software, and to permit persons to whom the Software is
|
|
10
|
+
furnished to do so, subject to the following conditions:
|
|
11
|
+
|
|
12
|
+
The above copyright notice and this permission notice shall be included in all
|
|
13
|
+
copies or substantial portions of the Software.
|
|
14
|
+
|
|
15
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
|
16
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
|
17
|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
|
18
|
+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
|
19
|
+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
|
20
|
+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
|
21
|
+
SOFTWARE.
|
|
@@ -0,0 +1,112 @@
|
|
|
1
|
+
Metadata-Version: 2.2
|
|
2
|
+
Name: python-fedci
|
|
3
|
+
Version: 0.1.0
|
|
4
|
+
Summary: A small package for federated independence tests
|
|
5
|
+
Author-email: Maximilian Hahn <max.hahn@gmx.de>
|
|
6
|
+
License: MIT License
|
|
7
|
+
|
|
8
|
+
Copyright (c) 2025 Maximilian Hahn
|
|
9
|
+
|
|
10
|
+
Permission is hereby granted, free of charge, to any person obtaining a copy
|
|
11
|
+
of this software and associated documentation files (the "Software"), to deal
|
|
12
|
+
in the Software without restriction, including without limitation the rights
|
|
13
|
+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
14
|
+
copies of the Software, and to permit persons to whom the Software is
|
|
15
|
+
furnished to do so, subject to the following conditions:
|
|
16
|
+
|
|
17
|
+
The above copyright notice and this permission notice shall be included in all
|
|
18
|
+
copies or substantial portions of the Software.
|
|
19
|
+
|
|
20
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
|
21
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
|
22
|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
|
23
|
+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
|
24
|
+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
|
25
|
+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
|
26
|
+
SOFTWARE.
|
|
27
|
+
|
|
28
|
+
Project-URL: Homepage, https://github.com/maxhahn/fedci
|
|
29
|
+
Project-URL: Repository, https://github.com/maxhahn/fedci
|
|
30
|
+
Requires-Python: >=3.10
|
|
31
|
+
Description-Content-Type: text/markdown
|
|
32
|
+
License-File: LICENSE
|
|
33
|
+
Requires-Dist: polars>=1.22.0
|
|
34
|
+
Requires-Dist: pyarrow>=19.0.0
|
|
35
|
+
Requires-Dist: rpyc>=6.0.1
|
|
36
|
+
Requires-Dist: scipy>=1.15.1
|
|
37
|
+
Requires-Dist: statsmodels>=0.14.4
|
|
38
|
+
|
|
39
|
+
# About this Project
|
|
40
|
+
|
|
41
|
+
This projects aims to create an accessible platform and user interface to obtain causal knowledge from distributed datasets.
|
|
42
|
+
Different parties can share key insights about their data without compromising their privacy.
|
|
43
|
+
Results come in the form of causal graphs (PAGs).
|
|
44
|
+
|
|
45
|
+
There are two main algorithm this paper supports:
|
|
46
|
+
* rIOD
|
|
47
|
+
* FedGLM
|
|
48
|
+
|
|
49
|
+
## General
|
|
50
|
+
|
|
51
|
+
This application is made up of two main components.
|
|
52
|
+
There is a streamlit UI and a litestar server.
|
|
53
|
+
|
|
54
|
+
Via the streamlit UI, one can connect to an existing server instance and run distributed/federated algorithms with peers connected to the same server.
|
|
55
|
+
|
|
56
|
+
It is designed to be easily self-hostable, and is fully contained within a docker container.
|
|
57
|
+
|
|
58
|
+
**Beware**: As of now, this client-server architecture communicates via http (_not_ https!).
|
|
59
|
+
As such a malicious agent may spoof your identity or steal data that is transmitted over the network.
|
|
60
|
+
|
|
61
|
+
When hosting this application, you may use a reverse-proxy and your own SSL certificates to enable https.
|
|
62
|
+
|
|
63
|
+
## rIOD
|
|
64
|
+
|
|
65
|
+
This project implements the IOD algorithm created by [Tillman and Spirtes](http://proceedings.mlr.press/v15/tillman11a.html).
|
|
66
|
+
|
|
67
|
+
When running rIOD, (conditional) independence tests are performed and the resulting p-values are transmitted to the server.
|
|
68
|
+
On the server-side, these p-values are aggregated to give insights about the independences in the distributed dataset.
|
|
69
|
+
|
|
70
|
+
rIOD only supports numerical (float) features.
|
|
71
|
+
As per the IOD algorithm, not all participating parties have to have identical features in their dataset.
|
|
72
|
+
|
|
73
|
+
Without code modifications, this application will only ever transmit p-values and PAG adjacency matrices over the network.
|
|
74
|
+
The original dataset is kept completely private and is never transmitted over the network.
|
|
75
|
+
(This can be easily checked inside the source code)
|
|
76
|
+
|
|
77
|
+
## FedGLM
|
|
78
|
+
|
|
79
|
+
This project implemens an algorithm (titled FedGLM for now) which utilizes federated learning to create linear models, which are then used for likelihood-ratio tests in order to obtain independence information about the dataset.
|
|
80
|
+
|
|
81
|
+
FedGLM supports numerical (float), categorical (string), and ordinal (int) features.
|
|
82
|
+
Similar to IOD, here as well, not all participating parties have to have the exact same feature set.
|
|
83
|
+
|
|
84
|
+
This algorithm requires the transmission of the expression levels of ordinal and categorical variables.
|
|
85
|
+
Additionaly, when the algorithm is running, linear model coefficients are transmitted, as well as matrices that do not contain recreatable information about the data (see algorithm 2 in [Cellamare et al.](https://www.mdpi.com/1999-4893/15/7/243))
|
|
86
|
+
As such, data privacy is preserved.
|
|
87
|
+
|
|
88
|
+
## Setup
|
|
89
|
+
|
|
90
|
+
First, install docker and docker-compose.
|
|
91
|
+
|
|
92
|
+
Use the following commands to build and run the application:
|
|
93
|
+
|
|
94
|
+
* Run client and server on same machine:
|
|
95
|
+
`docker-compose up`
|
|
96
|
+
|
|
97
|
+
* Run client or server only:
|
|
98
|
+
`docker-compuse up client`
|
|
99
|
+
`docker-compose up server`
|
|
100
|
+
|
|
101
|
+
* The client can be accessed via `localhost:8081` on the host machine.
|
|
102
|
+
When hosting the client on a machine within the same network, use it's ip address and ensure proper connectivity between the two machines.
|
|
103
|
+
|
|
104
|
+
* The first step within the client is to connect to a server.
|
|
105
|
+
A server hosted by us can be used with the following URL: `heiderlab.com:8080`
|
|
106
|
+
|
|
107
|
+
## Configuration
|
|
108
|
+
|
|
109
|
+
No major changes of this setup should be required.
|
|
110
|
+
All configurations can be changed in `docker-compose.yml`.
|
|
111
|
+
|
|
112
|
+
The only reasonable change is the port mapping, if your host machine requires specific ports to be exposed.
|
|
@@ -0,0 +1,74 @@
|
|
|
1
|
+
# About this Project
|
|
2
|
+
|
|
3
|
+
This projects aims to create an accessible platform and user interface to obtain causal knowledge from distributed datasets.
|
|
4
|
+
Different parties can share key insights about their data without compromising their privacy.
|
|
5
|
+
Results come in the form of causal graphs (PAGs).
|
|
6
|
+
|
|
7
|
+
There are two main algorithm this paper supports:
|
|
8
|
+
* rIOD
|
|
9
|
+
* FedGLM
|
|
10
|
+
|
|
11
|
+
## General
|
|
12
|
+
|
|
13
|
+
This application is made up of two main components.
|
|
14
|
+
There is a streamlit UI and a litestar server.
|
|
15
|
+
|
|
16
|
+
Via the streamlit UI, one can connect to an existing server instance and run distributed/federated algorithms with peers connected to the same server.
|
|
17
|
+
|
|
18
|
+
It is designed to be easily self-hostable, and is fully contained within a docker container.
|
|
19
|
+
|
|
20
|
+
**Beware**: As of now, this client-server architecture communicates via http (_not_ https!).
|
|
21
|
+
As such a malicious agent may spoof your identity or steal data that is transmitted over the network.
|
|
22
|
+
|
|
23
|
+
When hosting this application, you may use a reverse-proxy and your own SSL certificates to enable https.
|
|
24
|
+
|
|
25
|
+
## rIOD
|
|
26
|
+
|
|
27
|
+
This project implements the IOD algorithm created by [Tillman and Spirtes](http://proceedings.mlr.press/v15/tillman11a.html).
|
|
28
|
+
|
|
29
|
+
When running rIOD, (conditional) independence tests are performed and the resulting p-values are transmitted to the server.
|
|
30
|
+
On the server-side, these p-values are aggregated to give insights about the independences in the distributed dataset.
|
|
31
|
+
|
|
32
|
+
rIOD only supports numerical (float) features.
|
|
33
|
+
As per the IOD algorithm, not all participating parties have to have identical features in their dataset.
|
|
34
|
+
|
|
35
|
+
Without code modifications, this application will only ever transmit p-values and PAG adjacency matrices over the network.
|
|
36
|
+
The original dataset is kept completely private and is never transmitted over the network.
|
|
37
|
+
(This can be easily checked inside the source code)
|
|
38
|
+
|
|
39
|
+
## FedGLM
|
|
40
|
+
|
|
41
|
+
This project implemens an algorithm (titled FedGLM for now) which utilizes federated learning to create linear models, which are then used for likelihood-ratio tests in order to obtain independence information about the dataset.
|
|
42
|
+
|
|
43
|
+
FedGLM supports numerical (float), categorical (string), and ordinal (int) features.
|
|
44
|
+
Similar to IOD, here as well, not all participating parties have to have the exact same feature set.
|
|
45
|
+
|
|
46
|
+
This algorithm requires the transmission of the expression levels of ordinal and categorical variables.
|
|
47
|
+
Additionaly, when the algorithm is running, linear model coefficients are transmitted, as well as matrices that do not contain recreatable information about the data (see algorithm 2 in [Cellamare et al.](https://www.mdpi.com/1999-4893/15/7/243))
|
|
48
|
+
As such, data privacy is preserved.
|
|
49
|
+
|
|
50
|
+
## Setup
|
|
51
|
+
|
|
52
|
+
First, install docker and docker-compose.
|
|
53
|
+
|
|
54
|
+
Use the following commands to build and run the application:
|
|
55
|
+
|
|
56
|
+
* Run client and server on same machine:
|
|
57
|
+
`docker-compose up`
|
|
58
|
+
|
|
59
|
+
* Run client or server only:
|
|
60
|
+
`docker-compuse up client`
|
|
61
|
+
`docker-compose up server`
|
|
62
|
+
|
|
63
|
+
* The client can be accessed via `localhost:8081` on the host machine.
|
|
64
|
+
When hosting the client on a machine within the same network, use it's ip address and ensure proper connectivity between the two machines.
|
|
65
|
+
|
|
66
|
+
* The first step within the client is to connect to a server.
|
|
67
|
+
A server hosted by us can be used with the following URL: `heiderlab.com:8080`
|
|
68
|
+
|
|
69
|
+
## Configuration
|
|
70
|
+
|
|
71
|
+
No major changes of this setup should be required.
|
|
72
|
+
All configurations can be changed in `docker-compose.yml`.
|
|
73
|
+
|
|
74
|
+
The only reasonable change is the port mapping, if your host machine requires specific ports to be exposed.
|
|
@@ -0,0 +1,405 @@
|
|
|
1
|
+
from scipy.sparse.linalg._eigen.lobpcg.lobpcg import LinAlgError
|
|
2
|
+
from .utils import VariableType, ClientResponseData, BetaUpdateData
|
|
3
|
+
import polars as pl
|
|
4
|
+
import numpy as np
|
|
5
|
+
import scipy
|
|
6
|
+
import rpyc
|
|
7
|
+
|
|
8
|
+
from typing import Dict, List
|
|
9
|
+
|
|
10
|
+
from .env import DEBUG, EXPAND_ORDINALS, RIDGE, LR, OVR
|
|
11
|
+
|
|
12
|
+
import statsmodels.api as sm
|
|
13
|
+
from statsmodels.genmod.generalized_linear_model import GLMResults
|
|
14
|
+
from statsmodels.genmod.families import family
|
|
15
|
+
|
|
16
|
+
class ComputationHelper():
|
|
17
|
+
@staticmethod
|
|
18
|
+
def get_regression_model(y, X, beta, glm_family):
|
|
19
|
+
model = sm.GLM(y, X, family=glm_family)
|
|
20
|
+
result = GLMResults(model, beta, normalized_cov_params=None, scale=None)
|
|
21
|
+
#result = GLMResults(model, beta, normalized_cov_params=None, scale=model.estimate_scale(result.predict()))
|
|
22
|
+
return result
|
|
23
|
+
|
|
24
|
+
@staticmethod
|
|
25
|
+
def run_model(y, X, model):
|
|
26
|
+
llf = model.llf
|
|
27
|
+
deviance = model.deviance
|
|
28
|
+
|
|
29
|
+
# calculate fisher information and score vector
|
|
30
|
+
eta = model.predict(which='linear')
|
|
31
|
+
|
|
32
|
+
# g' is inverse of link function
|
|
33
|
+
inverse_link = model.family.link.inverse
|
|
34
|
+
mu = inverse_link(eta)
|
|
35
|
+
|
|
36
|
+
# delta g' is derivative of inverse link function
|
|
37
|
+
derivative_inverse_link = model.family.link.inverse_deriv
|
|
38
|
+
dmu_deta = derivative_inverse_link(eta)
|
|
39
|
+
dmu_deta = np.clip(dmu_deta, 1e-8, 1-1e-8)
|
|
40
|
+
|
|
41
|
+
z = eta + LR*(y - mu)/dmu_deta
|
|
42
|
+
|
|
43
|
+
if type(model.family) == family.Gaussian:
|
|
44
|
+
var_y = np.var(y-mu)
|
|
45
|
+
elif type(model.family) == family.Binomial:
|
|
46
|
+
var_y = dmu_deta
|
|
47
|
+
else:
|
|
48
|
+
raise Exception(f'Cannot handle model family {model.family.__class__.__name__}')
|
|
49
|
+
W = np.diag((dmu_deta**2)/var_y)
|
|
50
|
+
|
|
51
|
+
xw = X.T @ W
|
|
52
|
+
xwx = xw @ X
|
|
53
|
+
xwz = xw @ z
|
|
54
|
+
|
|
55
|
+
return {'llf': llf, 'deviance': deviance, 'xwx': xwx, 'xwz': xwz}
|
|
56
|
+
|
|
57
|
+
@classmethod
|
|
58
|
+
def run_regression(cls, y, X, beta, glm_family):
|
|
59
|
+
model = cls.get_regression_model(y, X, beta, glm_family)
|
|
60
|
+
return cls.run_model(y, X, model)
|
|
61
|
+
|
|
62
|
+
class ComputationUnit():
|
|
63
|
+
@staticmethod
|
|
64
|
+
def compute(data, y_label, X_labels, beta):
|
|
65
|
+
raise NotImplementedError()
|
|
66
|
+
|
|
67
|
+
class ContinousComputationUnit(ComputationUnit):
|
|
68
|
+
@staticmethod
|
|
69
|
+
def compute(data, y_label, X_labels, beta):
|
|
70
|
+
assert len(beta) == 1, 'Continuos regression called with more than one beta'
|
|
71
|
+
beta = list(beta.values())[0]
|
|
72
|
+
|
|
73
|
+
X = data.to_pandas()[sorted(X_labels)]
|
|
74
|
+
X['__const'] = 1
|
|
75
|
+
X = X.to_numpy().astype(float)
|
|
76
|
+
|
|
77
|
+
y = data.to_pandas()[y_label]
|
|
78
|
+
y = y.to_numpy().astype(float)
|
|
79
|
+
|
|
80
|
+
return ComputationHelper.run_regression(
|
|
81
|
+
y=y,
|
|
82
|
+
X=X,
|
|
83
|
+
beta=beta,
|
|
84
|
+
glm_family=family.Gaussian()
|
|
85
|
+
)
|
|
86
|
+
|
|
87
|
+
class BinaryComputationUnit(ComputationUnit):
|
|
88
|
+
@staticmethod
|
|
89
|
+
def compute(data, y_label, X_labels, beta):
|
|
90
|
+
assert len(beta) == 1, 'Binary regression called with more than one beta'
|
|
91
|
+
beta = list(beta.values())[0]
|
|
92
|
+
|
|
93
|
+
X = data.to_pandas()[sorted(X_labels)]
|
|
94
|
+
X['__const'] = 1
|
|
95
|
+
X = X.to_numpy().astype(float)
|
|
96
|
+
|
|
97
|
+
y = data.to_pandas()[y_label]
|
|
98
|
+
y = y.to_numpy().astype(float)
|
|
99
|
+
|
|
100
|
+
return ComputationHelper.run_regression(
|
|
101
|
+
y=y,
|
|
102
|
+
X=X,
|
|
103
|
+
beta=beta,
|
|
104
|
+
glm_family=family.Binomial()
|
|
105
|
+
)
|
|
106
|
+
|
|
107
|
+
class CategoricalComputationUnit(ComputationUnit):
|
|
108
|
+
@staticmethod
|
|
109
|
+
def compute(data, y_label, X_labels, beta):
|
|
110
|
+
assert len(beta) == 1, 'Multinomial regression called with more than one beta'
|
|
111
|
+
beta = beta[y_label]
|
|
112
|
+
|
|
113
|
+
# Identify the dummy columns for the response
|
|
114
|
+
y_dummy_columns = [c for c in data.columns if c.startswith(f'{y_label}__cat__')]
|
|
115
|
+
|
|
116
|
+
# Design matrix
|
|
117
|
+
X = data.to_pandas()[sorted(X_labels)]
|
|
118
|
+
X['__const'] = 1
|
|
119
|
+
X = X.to_numpy().astype(float)
|
|
120
|
+
|
|
121
|
+
num_categories = len(y_dummy_columns) # J
|
|
122
|
+
num_features = len(X_labels) + 1 # K
|
|
123
|
+
|
|
124
|
+
def softmax(eta):
|
|
125
|
+
exp_eta = np.exp(np.hstack([np.zeros((eta.shape[0], 1)), eta]))
|
|
126
|
+
return exp_eta / exp_eta.sum(axis=1, keepdims=True)
|
|
127
|
+
|
|
128
|
+
# Response matrix (N x (J-1))
|
|
129
|
+
Y = data.to_pandas()[y_dummy_columns[1:]].to_numpy()
|
|
130
|
+
|
|
131
|
+
# Reshape beta (K x (J-1))
|
|
132
|
+
beta = beta.reshape(num_features, -1, order='F')
|
|
133
|
+
|
|
134
|
+
# Compute eta and mu
|
|
135
|
+
eta = np.clip(X @ beta, -350, 350) # N x (J-1)
|
|
136
|
+
mu = np.clip(softmax(eta), 1e-8, 1-1e-8) # N x J
|
|
137
|
+
mu_reduced = mu[:, 1:] # N x (J-1)
|
|
138
|
+
|
|
139
|
+
# Initialize accumulators for XWX and XWz
|
|
140
|
+
XWX = np.zeros((num_features * (num_categories - 1), num_features * (num_categories - 1)))
|
|
141
|
+
XWz = np.zeros(num_features * (num_categories - 1))
|
|
142
|
+
|
|
143
|
+
# Construct W blocks and z
|
|
144
|
+
for i in range(Y.shape[0]):
|
|
145
|
+
yi = Y[i] # (J-1)
|
|
146
|
+
pi = mu_reduced[i]
|
|
147
|
+
var_i = np.diag(pi) - np.outer(pi, pi) # (J-1) x (J-1)
|
|
148
|
+
|
|
149
|
+
try:
|
|
150
|
+
var_i_inv = np.linalg.inv(var_i)
|
|
151
|
+
except np.linalg.LinAlgError:
|
|
152
|
+
var_i_inv = np.linalg.pinv(var_i)
|
|
153
|
+
|
|
154
|
+
z_i = eta[i] + var_i_inv @ (yi - pi) # (J-1)
|
|
155
|
+
|
|
156
|
+
# Compute local contributions to XWX and XWz
|
|
157
|
+
Xi = np.kron(np.eye(num_categories - 1), X[i:i+1]) # (J-1) x (J-1)*K
|
|
158
|
+
Wi = var_i # (J-1) x (J-1)
|
|
159
|
+
XWX += Xi.T @ Wi @ Xi
|
|
160
|
+
XWz += Xi.T @ Wi @ z_i
|
|
161
|
+
|
|
162
|
+
# Compute log-likelihood and deviance
|
|
163
|
+
Y_full = data.to_pandas()[y_dummy_columns].to_numpy() # N x J
|
|
164
|
+
logprob = np.log(np.clip(mu, 1e-8, 1))
|
|
165
|
+
llf = np.sum(Y_full * logprob)
|
|
166
|
+
deviance = -2 * llf
|
|
167
|
+
|
|
168
|
+
results = {y_label: {'xwx': XWX, 'xwz': XWz}}
|
|
169
|
+
|
|
170
|
+
return {
|
|
171
|
+
'llf': llf,
|
|
172
|
+
'deviance': deviance,
|
|
173
|
+
'beta_update_data': results
|
|
174
|
+
}
|
|
175
|
+
|
|
176
|
+
|
|
177
|
+
class CategoricalOVRComputationUnit(ComputationUnit):
|
|
178
|
+
@staticmethod
|
|
179
|
+
def compute(data, y_label, X_labels, betas):
|
|
180
|
+
X = data.to_pandas()[sorted(X_labels)]
|
|
181
|
+
X['__const'] = 1
|
|
182
|
+
X = X.to_numpy().astype(float)
|
|
183
|
+
|
|
184
|
+
models = {}
|
|
185
|
+
results = {}
|
|
186
|
+
for category in betas.keys():
|
|
187
|
+
y = data.to_pandas()[category]
|
|
188
|
+
y = y.to_numpy().astype(float)
|
|
189
|
+
|
|
190
|
+
models[category] = ComputationHelper.get_regression_model(
|
|
191
|
+
y=y,
|
|
192
|
+
X=X,
|
|
193
|
+
beta=betas[category],
|
|
194
|
+
glm_family=family.Binomial()
|
|
195
|
+
)
|
|
196
|
+
current_result = ComputationHelper.run_model(
|
|
197
|
+
y=y,
|
|
198
|
+
X=X,
|
|
199
|
+
model=models[category]
|
|
200
|
+
)
|
|
201
|
+
results[category] = {'xwx': current_result['xwx'], 'xwz': current_result['xwz']}
|
|
202
|
+
|
|
203
|
+
# calculate multinomial llf
|
|
204
|
+
etas = {c:np.clip(m.predict(which='linear'), -350, 350) for c,m in models.items()}
|
|
205
|
+
denom = 1 + sum(np.exp(eta) for eta in etas.values())
|
|
206
|
+
mus = {c:np.clip(np.exp(eta)/denom, 1e-8, 1-1e-8) for c,eta in etas.items()}
|
|
207
|
+
|
|
208
|
+
llf = 0
|
|
209
|
+
llf_saturated = 0
|
|
210
|
+
reference_category_indices = np.ones(len(data))
|
|
211
|
+
for category in betas.keys():
|
|
212
|
+
y = data.to_pandas()[category].to_numpy().astype(float)
|
|
213
|
+
mu = mus[category]
|
|
214
|
+
reference_category_indices = reference_category_indices * (y==0)
|
|
215
|
+
# LLF
|
|
216
|
+
llf += np.sum(np.log(np.take(mu, np.nonzero(y)[0])))
|
|
217
|
+
## LLF SATURATED (for deviance)
|
|
218
|
+
#llf_saturated += np.sum(y * np.log(np.clip(y, 1e-10, None)))
|
|
219
|
+
|
|
220
|
+
# LLF
|
|
221
|
+
llf += np.sum(np.log(np.take(1/denom, reference_category_indices.nonzero()[0])))
|
|
222
|
+
|
|
223
|
+
# LLF SATURATED (for deviance)
|
|
224
|
+
#llf_saturated += np.sum(reference_category_indices * np.log(np.clip(reference_category_indices, 1e-10, None)))
|
|
225
|
+
deviance = 2 * (llf_saturated - llf)
|
|
226
|
+
|
|
227
|
+
return {
|
|
228
|
+
'llf': llf,
|
|
229
|
+
'deviance': deviance,
|
|
230
|
+
'beta_update_data': results
|
|
231
|
+
}
|
|
232
|
+
|
|
233
|
+
class OrdinalComputationUnit(ComputationUnit):
|
|
234
|
+
@staticmethod
|
|
235
|
+
def compute(data, y_label, X_labels, betas):
|
|
236
|
+
X = data.to_pandas()[sorted(X_labels)]
|
|
237
|
+
X['__const'] = 1
|
|
238
|
+
X = X.to_numpy().astype(float)
|
|
239
|
+
|
|
240
|
+
models = {}
|
|
241
|
+
results = {}
|
|
242
|
+
for level in betas.keys():
|
|
243
|
+
level_int = int(level.split('__ord__')[-1])
|
|
244
|
+
y = data.to_pandas()[y_label]
|
|
245
|
+
y = (y.to_numpy() <= level_int).astype(float)
|
|
246
|
+
|
|
247
|
+
models[level] = ComputationHelper.get_regression_model(
|
|
248
|
+
y=y,
|
|
249
|
+
X=X,
|
|
250
|
+
beta=betas[level],
|
|
251
|
+
glm_family=family.Binomial()
|
|
252
|
+
)
|
|
253
|
+
current_result = ComputationHelper.run_model(
|
|
254
|
+
y=y,
|
|
255
|
+
X=X,
|
|
256
|
+
model=models[level]
|
|
257
|
+
)
|
|
258
|
+
results[level] = {'xwx': current_result['xwx'], 'xwz': current_result['xwz']}
|
|
259
|
+
|
|
260
|
+
mus = [(level, model.predict()) for level, model
|
|
261
|
+
in sorted(models.items(), key=lambda lvl: int(lvl[0].split('__ord__')[-1]))]
|
|
262
|
+
# get diffs of mus of successive levels
|
|
263
|
+
mus_diff = [mus[0]]
|
|
264
|
+
mus_diff.extend([(mus[i][0], mus[i][1] - mus[i-1][1]) for i in range(1,len(mus))])
|
|
265
|
+
mus_diff.append(('ref',1-mus[-1][1]))
|
|
266
|
+
|
|
267
|
+
# fix negative probs
|
|
268
|
+
sign_fix = np.column_stack([e[1] for e in mus_diff])
|
|
269
|
+
problematic_indices = np.where(sign_fix < 0)[0]
|
|
270
|
+
if len(problematic_indices) > 0:
|
|
271
|
+
problem_probs = np.abs(sign_fix[problematic_indices])
|
|
272
|
+
row_sums = np.clip(np.sum(problem_probs, axis=1, keepdims=True), 1e-8, None)
|
|
273
|
+
normalized_probs = problem_probs / row_sums
|
|
274
|
+
sign_fix[problematic_indices] = normalized_probs
|
|
275
|
+
mus_diff = [(mus_diff[i][0], sign_fix[:,i]) for i in range(len(mus_diff))]
|
|
276
|
+
mus_diff = [(l, np.clip(p, 1e-8, None)) for l,p in mus_diff]
|
|
277
|
+
|
|
278
|
+
llf = 0
|
|
279
|
+
llf_saturated = 0
|
|
280
|
+
reference_level_indices = np.ones(len(data))
|
|
281
|
+
for i in range(len(mus_diff)-1):
|
|
282
|
+
level, mu_diff = mus_diff[i]
|
|
283
|
+
level_int = int(level.split('__ord__')[-1])
|
|
284
|
+
current_level_indices = data[y_label].to_numpy() == level_int
|
|
285
|
+
reference_level_indices = reference_level_indices * (1-current_level_indices)
|
|
286
|
+
|
|
287
|
+
llf += np.sum(np.log(np.take(mu_diff, current_level_indices.nonzero()[0])))
|
|
288
|
+
_, mu_diff = mus_diff[-1]
|
|
289
|
+
llf += np.sum(np.log(np.take(mu_diff, reference_level_indices.nonzero()[0])))
|
|
290
|
+
deviance = 2 * (llf_saturated - llf)
|
|
291
|
+
|
|
292
|
+
return {
|
|
293
|
+
'llf': llf,
|
|
294
|
+
'deviance': deviance,
|
|
295
|
+
'beta_update_data': results
|
|
296
|
+
}
|
|
297
|
+
|
|
298
|
+
polars_dtype_map = {
|
|
299
|
+
pl.Float64: VariableType.CONTINUOS,
|
|
300
|
+
pl.Boolean: VariableType.BINARY,
|
|
301
|
+
pl.String: VariableType.CATEGORICAL,
|
|
302
|
+
pl.Int32: VariableType.ORDINAL,
|
|
303
|
+
pl.Int64: VariableType.ORDINAL
|
|
304
|
+
}
|
|
305
|
+
|
|
306
|
+
regression_computation_map = {
|
|
307
|
+
VariableType.CONTINUOS: ContinousComputationUnit,
|
|
308
|
+
VariableType.BINARY: BinaryComputationUnit,
|
|
309
|
+
VariableType.CATEGORICAL: CategoricalComputationUnit if OVR == 0 else CategoricalOVRComputationUnit,
|
|
310
|
+
VariableType.ORDINAL: OrdinalComputationUnit
|
|
311
|
+
}
|
|
312
|
+
|
|
313
|
+
class Client():
|
|
314
|
+
def __init__(self, data: pl.DataFrame, _network_fetch_function=lambda x: x):
|
|
315
|
+
self._network_fetch_function = _network_fetch_function
|
|
316
|
+
self.data: pl.DataFrame = data
|
|
317
|
+
self.schema: Dict[str, VariableType] = {column: polars_dtype_map[dtype] for column, dtype in dict(self.data.schema).items()}
|
|
318
|
+
self.categorical_expressions: Dict[str, List[str]] = {column: self.data.select(column).to_dummies(separator='__cat__').columns
|
|
319
|
+
for column, dtype in self.schema.items() if dtype == VariableType.CATEGORICAL}
|
|
320
|
+
self.ordinal_expressions: Dict[str, List[str]] = {column: self.data.select(pl.col(column)).to_dummies(separator='__ord__').columns
|
|
321
|
+
for column, dtype in self.schema.items() if dtype == VariableType.ORDINAL}
|
|
322
|
+
|
|
323
|
+
self.server_categorical_expressions: Dict[str, List[str]] = None
|
|
324
|
+
self.server_ordinal_expressions: Dict[str, List[str]] = None
|
|
325
|
+
self.expanded_data: pl.DataFrame = None
|
|
326
|
+
|
|
327
|
+
def get_data_schema(self):
|
|
328
|
+
return self.schema
|
|
329
|
+
|
|
330
|
+
def get_categorical_expressions(self):
|
|
331
|
+
return self.categorical_expressions
|
|
332
|
+
def get_ordinal_expressions(self):
|
|
333
|
+
return self.ordinal_expressions
|
|
334
|
+
|
|
335
|
+
def provide_expressions(
|
|
336
|
+
self,
|
|
337
|
+
categorical_expressions: Dict[str, List[str]],
|
|
338
|
+
ordinal_expressions: Dict[str, List[str]]
|
|
339
|
+
):
|
|
340
|
+
self.server_categorical_expressions = categorical_expressions
|
|
341
|
+
self.server_ordinal_expressions = ordinal_expressions
|
|
342
|
+
|
|
343
|
+
# expand categoricals
|
|
344
|
+
all_possible_categorical_expressions = set([li for l in categorical_expressions.values() for li in l])
|
|
345
|
+
temp = self.data.select([column for column, dtype in self.schema.items() if dtype == VariableType.CATEGORICAL])
|
|
346
|
+
_data = self.data.to_dummies([column for column, dtype in self.schema.items() if dtype == VariableType.CATEGORICAL], separator='__cat__')
|
|
347
|
+
_data = _data.with_columns(temp)
|
|
348
|
+
missing_cols = list(all_possible_categorical_expressions - set(_data.columns))
|
|
349
|
+
_data = _data.with_columns(*[pl.lit(0.0).alias(c) for c in missing_cols])
|
|
350
|
+
|
|
351
|
+
if EXPAND_ORDINALS == 1:
|
|
352
|
+
# expand ordinals
|
|
353
|
+
all_possible_ordinal_expressions = set([li for l in ordinal_expressions.values() for li in l])
|
|
354
|
+
_data = _data.to_dummies([column for column, dtype in self.schema.items() if dtype == VariableType.ORDINAL], separator='__ord__')
|
|
355
|
+
missing_cols = list(all_possible_ordinal_expressions - set(_data.columns))
|
|
356
|
+
_data = _data.with_columns(*[pl.lit(0.0).alias(c) for c in missing_cols])
|
|
357
|
+
|
|
358
|
+
# keep original ordinal variables
|
|
359
|
+
_data = _data.with_columns(self.data.select([column for column, dtype in self.schema.items() if dtype == VariableType.ORDINAL]))
|
|
360
|
+
|
|
361
|
+
self.expanded_data = _data
|
|
362
|
+
|
|
363
|
+
def compute(self, y_label: str, X_labels, beta):
|
|
364
|
+
# NOTE: preemptive cast for netref arrays
|
|
365
|
+
beta = self._network_fetch_function(beta)
|
|
366
|
+
assert y_label in self.schema
|
|
367
|
+
|
|
368
|
+
result = regression_computation_map[self.schema[y_label]].compute(self.expanded_data, y_label, X_labels, beta)
|
|
369
|
+
|
|
370
|
+
if self.schema[y_label] in [VariableType.CONTINUOS, VariableType.BINARY]:
|
|
371
|
+
response: ClientResponseData = ClientResponseData(
|
|
372
|
+
llf=result['llf'],
|
|
373
|
+
deviance=result['deviance'],
|
|
374
|
+
beta_update_data={list(beta.keys())[0]: BetaUpdateData(xwx=result['xwx'], xwz=result['xwz'])}
|
|
375
|
+
)
|
|
376
|
+
else:
|
|
377
|
+
beta_update_data = {category: BetaUpdateData(xwx=data['xwx'], xwz=data['xwz']) for category, data in result['beta_update_data'].items()}
|
|
378
|
+
response: ClientResponseData = ClientResponseData(
|
|
379
|
+
llf=result['llf'],
|
|
380
|
+
deviance=result['deviance'],
|
|
381
|
+
beta_update_data=beta_update_data
|
|
382
|
+
)
|
|
383
|
+
return response
|
|
384
|
+
|
|
385
|
+
class ProxyClient(rpyc.Service):
|
|
386
|
+
def __init__(self, data):
|
|
387
|
+
self.client = Client(data, _network_fetch_function=rpyc.classic.obtain)
|
|
388
|
+
self.server: rpyc.utils.server.ThreadedServer = None
|
|
389
|
+
def __del__(self):
|
|
390
|
+
self.close()
|
|
391
|
+
def start(self, port):
|
|
392
|
+
if self.server is not None:
|
|
393
|
+
self.close()
|
|
394
|
+
self.server = rpyc.utils.server.ThreadedServer(self, port=port, protocol_config={'allow_public_attrs': True, 'allow_pickle': True})
|
|
395
|
+
self.server.start()
|
|
396
|
+
def close(self):
|
|
397
|
+
if self.server is None:
|
|
398
|
+
return
|
|
399
|
+
self.server.close()
|
|
400
|
+
self.server = None
|
|
401
|
+
# expose all functions of client
|
|
402
|
+
def on_connect(self, conn):
|
|
403
|
+
for name in dir(self.client):
|
|
404
|
+
if callable(getattr(self.client, name)) and not name.startswith("_"):
|
|
405
|
+
setattr(self, f"exposed_{name}", getattr(self.client, name))
|
|
@@ -0,0 +1,6 @@
|
|
|
1
|
+
import os
|
|
2
|
+
DEBUG = 0 if (v:=os.getenv("DEBUG")) is None else int(v)
|
|
3
|
+
EXPAND_ORDINALS = 1 if (v:=os.getenv("EXPAND_ORDINALS")) is None else int(v)
|
|
4
|
+
LR = 1 if (v:=os.getenv("LR")) is None else float(v)
|
|
5
|
+
RIDGE = 0 if (v:=os.getenv("RIDGE")) is None else float(v)
|
|
6
|
+
OVR = 0 if (v:=os.getenv("OVR")) is None else int(v)
|