scikit-survival 0.25.0__cp311-cp311-manylinux2014_x86_64.manylinux_2_17_x86_64.whl

sksurv/kernels/clinical.py

@@ -0,0 +1,348 @@
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+import numpy as np
+import pandas as pd
+from pandas.api.types import CategoricalDtype, is_numeric_dtype
+from sklearn.base import BaseEstimator, TransformerMixin
+from sklearn.utils.validation import _check_feature_names, _check_n_features, check_is_fitted
+
+from ._clinical_kernel import (
+    continuous_ordinal_kernel,
+    continuous_ordinal_kernel_with_ranges,
+    pairwise_continuous_ordinal_kernel,
+    pairwise_nominal_kernel,
+)
+
+__all__ = ["clinical_kernel", "ClinicalKernelTransform"]
+
+
+def _nominal_kernel(x, y, out):
+    """Number of features that match exactly"""
+    for i in range(x.shape[0]):
+        for j in range(y.shape[0]):
+            out[i, j] += (x[i, :] == y[j, :]).sum()
+
+    return out
+
+
+def _get_continuous_and_ordinal_array(x):
+    """Convert array from continuous and ordered categorical columns"""
+    nominal_columns = x.select_dtypes(include=["object", "category"]).columns
+    ordinal_columns = pd.Index([v for v in nominal_columns if x[v].cat.ordered])
+    continuous_columns = x.select_dtypes(include=[np.number]).columns
+
+    x_num = x.loc[:, continuous_columns].astype(np.float64).values
+    if len(ordinal_columns) > 0:
+        x = _ordinal_as_numeric(x, ordinal_columns)
+
+        nominal_columns = nominal_columns.difference(ordinal_columns)
+        x_out = np.column_stack((x_num, x))
+    else:
+        x_out = x_num
+
+    return x_out, nominal_columns
+
+
+def _ordinal_as_numeric(x, ordinal_columns):
+    x_numeric = np.empty((x.shape[0], len(ordinal_columns)), dtype=np.float64)
+
+    for i, c in enumerate(ordinal_columns):
+        x_numeric[:, i] = x[c].cat.codes
+    return x_numeric
+
+
+def clinical_kernel(x, y=None):
+    """Computes clinical kernel.
+
+    The clinical kernel distinguishes between continuous
+    ordinal, and nominal variables.
+    Kernel values are normalized to lie within [0, 1].
+
+    See [1]_ for further description.
+
+    Parameters
+    ----------
+    x : pandas.DataFrame, shape = (n_samples_x, n_features)
+        Training data
+
+    y : pandas.DataFrame, shape = (n_samples_y, n_features)
+        Testing data
+
+    Returns
+    -------
+    kernel : array, shape = (n_samples_x, n_samples_y)
+        Kernel matrix.
+
+    References
+    ----------
+    .. [1] Daemen, A., De Moor, B.,
+           "Development of a kernel function for clinical data".
+           Annual International Conference of the IEEE Engineering in Medicine and Biology Society, 5913-7, 2009
+
+    Examples
+    --------
+    >>> import pandas as pd
+    >>> from sksurv.kernels import clinical_kernel
+    >>>
+    >>> data = pd.DataFrame({
+    ...     'feature_num': [1.0, 2.0, 3.0],
+    ...     'feature_ord': pd.Categorical(['low', 'medium', 'high'], ordered=True),
+    ...     'feature_nom': pd.Categorical(['A', 'B', 'A'])
+    ... })
+    >>>
+    >>> kernel_matrix = clinical_kernel(data)
+    >>> print(kernel_matrix)
+    [[1.         0.33333333 0.5       ]
+     [0.33333333 1.         0.16666667]
+     [0.5        0.16666667 1.        ]]
+    """
+    if y is not None:
+        if x.shape[1] != y.shape[1]:
+            raise ValueError("x and y have different number of features")
+        if not x.columns.equals(y.columns):
+            raise ValueError("columns do not match")
+    else:
+        y = x
+
+    mat = np.zeros((x.shape[0], y.shape[0]), dtype=float)
+
+    x_numeric, nominal_columns = _get_continuous_and_ordinal_array(x)
+    if id(x) != id(y):
+        y_numeric, _ = _get_continuous_and_ordinal_array(y)
+    else:
+        y_numeric = x_numeric
+
+    continuous_ordinal_kernel(x_numeric, y_numeric, mat)
+    _nominal_kernel(x.loc[:, nominal_columns].values, y.loc[:, nominal_columns].values, mat)
+    mat /= x.shape[1]
+    return mat
+
+
+class ClinicalKernelTransform(BaseEstimator, TransformerMixin):
+    """Transform data using a clinical Kernel
+
+    The clinical kernel distinguishes between continuous
+    ordinal, and nominal variables.
+
+    See [1]_ for further description.
+
+    Parameters
+    ----------
+    fit_once : bool, optional
+        If set to ``True``, fit() does only transform the training data, but not update
+        its internal state. You should call prepare() once before calling transform().
+        If set to ``False``, it behaves like a regular estimator, i.e., you need to
+        call fit() before transform().
+
+    Attributes
+    ----------
+    n_features_in_ : int
+        Number of features seen during ``fit``.
+
+    feature_names_in_ : ndarray, shape = (`n_features_in_`,)
+        Names of features seen during ``fit``. Defined only when `X`
+        has feature names that are all strings.
+
+    References
+    ----------
+    .. [1] Daemen, A., De Moor, B.,
+           "Development of a kernel function for clinical data".
+           Annual International Conference of the IEEE Engineering in Medicine and Biology Society, 5913-7, 2009
+    """
+
+    def __init__(self, *, fit_once=False, _numeric_ranges=None, _numeric_columns=None, _nominal_columns=None):
+        self.fit_once = fit_once
+
+        self._numeric_ranges = _numeric_ranges
+        self._numeric_columns = _numeric_columns
+        self._nominal_columns = _nominal_columns
+
+    def prepare(self, X):
+        """Determine transformation parameters from data in X.
+
+        Use if `fit_once` is `True`, in which case `fit()` does
+        not set the parameters of the clinical kernel.
+
+        Parameters
+        ----------
+        X: pandas.DataFrame, shape = (n_samples, n_features)
+            Data to estimate parameters from.
+        """
+        if not self.fit_once:
+            raise ValueError("prepare can only be used if fit_once parameter is set to True")
+
+        self._prepare_by_column_dtype(X)
+
+    def _prepare_by_column_dtype(self, X):
+        """Get distance functions for each column's dtype"""
+        if not isinstance(X, pd.DataFrame):
+            raise TypeError("X must be a pandas DataFrame")
+
+        numeric_columns = []
+        nominal_columns = []
+        numeric_ranges = []
+
+        fit_data = np.empty(X.shape, dtype=np.float64)
+
+        for i, dt in enumerate(X.dtypes):
+            col = X.iloc[:, i]
+            if isinstance(dt, CategoricalDtype):
+                if col.cat.ordered:
+                    numeric_ranges.append(col.cat.codes.max() - col.cat.codes.min())
+                    numeric_columns.append(i)
+                else:
+                    nominal_columns.append(i)
+
+                col = col.cat.codes
+            elif is_numeric_dtype(dt):
+                numeric_ranges.append(col.max() - col.min())
+                numeric_columns.append(i)
+            else:
+                raise TypeError(f"unsupported dtype: {dt!r}")
+
+            fit_data[:, i] = col.values
+
+        self._numeric_columns = np.asarray(numeric_columns)
+        self._nominal_columns = np.asarray(nominal_columns)
+        self._numeric_ranges = np.asarray(numeric_ranges, dtype=float)
+        self.X_fit_ = fit_data
+
+    def fit(self, X, y=None, **kwargs):  # pylint: disable=unused-argument
+        """Determine transformation parameters from data in X.
+
+        Subsequent calls to `transform(Y)` compute the pairwise
+        distance to `X`.
+        Parameters of the clinical kernel are only updated
+        if `fit_once` is `False`, otherwise you have to
+        explicitly call `prepare()` once.
+
+        Parameters
+        ----------
+        X: pandas.DataFrame, shape = (n_samples, n_features)
+            Data to estimate parameters from.
+
+        y : None
+            Ignored. This parameter exists only for compatibility with
+            :class:`sklearn.pipeline.Pipeline`.
+
+        kwargs : dict
+            Ignored. This parameter exists only for compatibility with
+            :class:`sklearn.pipeline.Pipeline`.
+
+        Returns
+        -------
+        self : object
+            Returns the instance itself.
+        """
+        if X.ndim != 2:
+            raise ValueError(f"expected 2d array, but got {X.ndim}")
+
+        _check_feature_names(self, X, reset=True)
+        _check_n_features(self, X, reset=True)
+
+        if self.fit_once:
+            self.X_fit_ = X
+        else:
+            self._prepare_by_column_dtype(X)
+
+        return self
+
+    def transform(self, Y):
+        r"""Compute all pairwise distances between `self.X_fit_` and `Y`.
+
+        Parameters
+        ----------
+        Y : array-like, shape = (n_samples_y, n_features)
+
+        Returns
+        -------
+        kernel : ndarray, shape = (n_samples_y, n_samples_X_fit\_)
+            Kernel matrix. Values are normalized to lie within [0, 1].
+        """
+        check_is_fitted(self, "X_fit_")
+
+        _check_feature_names(self, Y, reset=False)
+        _check_n_features(self, Y, reset=False)
+
+        n_samples_x = self.X_fit_.shape[0]
+
+        Y = np.asarray(Y)
+
+        n_samples_y = Y.shape[0]
+
+        mat = np.zeros((n_samples_y, n_samples_x), dtype=float)
+
+        continuous_ordinal_kernel_with_ranges(
+            Y[:, self._numeric_columns].astype(np.float64),
+            self.X_fit_[:, self._numeric_columns].astype(np.float64),
+            self._numeric_ranges,
+            mat,
+        )
+
+        if len(self._nominal_columns) > 0:
+            _nominal_kernel(Y[:, self._nominal_columns], self.X_fit_[:, self._nominal_columns], mat)
+
+        mat /= self.n_features_in_
+
+        return mat
+
+    def __call__(self, X, Y):
+        """Compute Kernel matrix between `X` and `Y`.
+
+        Parameters
+        ----------
+        x : pandas.DataFrame, shape = (n_samples_x, n_features)
+            Training data
+
+        y : pandas.DataFrame, shape = (n_samples_y, n_features)
+            Testing data
+
+        Returns
+        -------
+        kernel : ndarray, shape = (n_samples_x, n_samples_y)
+            Kernel matrix. Values are normalized to lie within [0, 1].
+        """
+        return self.fit(X).transform(Y).T
+
+    def pairwise_kernel(self, X, Y):
+        """Function to use with :func:`sklearn.metrics.pairwise.pairwise_kernels`.
+
+        Parameters
+        ----------
+        X : ndarray, shape = (n_features,)
+
+        Y : ndarray, shape = (n_features,)
+
+        Returns
+        -------
+        similarity : float
+            Similarities are normalized to be within [0, 1].
+        """
+        check_is_fitted(self, "X_fit_")
+        if X.shape[0] != Y.shape[0]:
+            raise ValueError(
+                f"Incompatible dimension for X and Y matrices: X.shape[0] == {X.shape[0]} "
+                f"while Y.shape[0] == {Y.shape[0]}"
+            )
+
+        val = pairwise_continuous_ordinal_kernel(
+            X[self._numeric_columns], Y[self._numeric_columns], self._numeric_ranges
+        )
+        if len(self._nominal_columns) > 0:
+            val += pairwise_nominal_kernel(
+                X[self._nominal_columns].astype(np.int8), Y[self._nominal_columns].astype(np.int8)
+            )
+
+        val /= X.shape[0]
+
+        return val

sksurv/linear_model/__init__.py

@@ -0,0 +1,3 @@
+from .aft import IPCRidge  # noqa: F401
+from .coxnet import CoxnetSurvivalAnalysis  # noqa: F401
+from .coxph import CoxPHSurvivalAnalysis  # noqa: F401

sksurv/linear_model/aft.py

@@ -0,0 +1,208 @@
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+import numpy as np
+from sklearn.linear_model import Ridge
+
+from ..base import SurvivalAnalysisMixin
+from ..nonparametric import ipc_weights
+from ..util import check_array_survival
+
+
+class IPCRidge(Ridge, SurvivalAnalysisMixin):
+    r"""Accelerated failure time model with inverse probability of censoring weights.
+
+    This model assumes a regression model of the form
+
+    .. math::
+
+        \log y = \beta_0 + \mathbf{X} \beta + \epsilon
+
+    L2-shrinkage is applied to the coefficients :math:`\beta` and
+    each sample is weighted by the inverse probability of censoring
+    to account for right censoring (under the assumption that
+    censoring is independent of the features, i.e., random censoring).
+
+    See [1]_ for further description.
+
+    Parameters
+    ----------
+    alpha : float, optional, default: 1.0
+        Small positive values of alpha improve the conditioning of the problem
+        and reduce the variance of the estimates.
+        `alpha` must be a non-negative float i.e. in `[0, inf)`.
+
+        For numerical reasons, using `alpha = 0` is not advised.
+
+    fit_intercept : bool, default: True
+        Whether to fit the intercept for this model. If set
+        to false, no intercept will be used in calculations
+        (i.e. ``X`` and ``y`` are expected to be centered).
+
+    copy_X : bool, default: True
+        If True, X will be copied; else, it may be overwritten.
+
+    max_iter : int, default: None
+        Maximum number of iterations for conjugate gradient solver.
+        For 'sparse_cg' and 'lsqr' solvers, the default value is determined
+        by scipy.sparse.linalg. For 'sag' solver, the default value is 1000.
+        For 'lbfgs' solver, the default value is 15000.
+
+    tol : float, default: 1e-3
+        Precision of the solution. Note that `tol` has no effect for solvers 'svd' and
+        'cholesky'.
+
+    solver : {'auto', 'svd', 'cholesky', 'lsqr', 'sparse_cg', \
+            'sag', 'saga', 'lbfgs'}, default: 'auto'
+        Solver to use in the computational routines:
+
+        - 'auto' chooses the solver automatically based on the type of data.
+
+        - 'svd' uses a Singular Value Decomposition of X to compute the Ridge
+          coefficients. It is the most stable solver, in particular more stable
+          for singular matrices than 'cholesky' at the cost of being slower.
+
+        - 'cholesky' uses the standard scipy.linalg.solve function to
+          obtain a closed-form solution.
+
+        - 'sparse_cg' uses the conjugate gradient solver as found in
+          scipy.sparse.linalg.cg. As an iterative algorithm, this solver is
+          more appropriate than 'cholesky' for large-scale data
+          (possibility to set `tol` and `max_iter`).
+
+        - 'lsqr' uses the dedicated regularized least-squares routine
+          scipy.sparse.linalg.lsqr. It is the fastest and uses an iterative
+          procedure.
+
+        - 'sag' uses a Stochastic Average Gradient descent, and 'saga' uses
+          its improved, unbiased version named SAGA. Both methods also use an
+          iterative procedure, and are often faster than other solvers when
+          both n_samples and n_features are large. Note that 'sag' and
+          'saga' fast convergence is only guaranteed on features with
+          approximately the same scale. You can preprocess the data with a
+          scaler from sklearn.preprocessing.
+
+        - 'lbfgs' uses L-BFGS-B algorithm implemented in
+          `scipy.optimize.minimize`. It can be used only when `positive`
+          is True.
+
+        All solvers except 'svd' support both dense and sparse data. However, only
+        'lsqr', 'sag', 'sparse_cg', and 'lbfgs' support sparse input when
+        `fit_intercept` is True.
+
+    positive : bool, default: False
+        When set to ``True``, forces the coefficients to be positive.
+        Only 'lbfgs' solver is supported in this case.
+
+    random_state : int, RandomState instance, default: None
+        Used when ``solver`` == 'sag' or 'saga' to shuffle the data.
+
+    Attributes
+    ----------
+    coef_ : ndarray, shape = (n_features,)
+        Weight vector.
+
+    intercept_ : float or ndarray, shape = (n_targets,)
+        Independent term in decision function. Set to 0.0 if
+        ``fit_intercept = False``.
+
+    n_iter_ : None or ndarray, shape = (n_targets,)
+        Actual number of iterations for each target. Available only for
+        sag and lsqr solvers. Other solvers will return None.
+
+    n_features_in_ : int
+        Number of features seen during ``fit``.
+
+    feature_names_in_ : ndarray, shape = (`n_features_in_`,)
+        Names of features seen during ``fit``. Defined only when `X`
+        has feature names that are all strings.
+
+    References
+    ----------
+    .. [1] W. Stute, "Consistent estimation under random censorship when covariables are
+           present", Journal of Multivariate Analysis, vol. 45, no. 1, pp. 89-103, 1993.
+           doi:10.1006/jmva.1993.1028.
+    """
+
+    _parameter_constraints = {**Ridge._parameter_constraints}
+
+    def __init__(
+        self,
+        alpha=1.0,
+        *,
+        fit_intercept=True,
+        copy_X=True,
+        max_iter=None,
+        tol=1e-3,
+        solver="auto",
+        positive=False,
+        random_state=None,
+    ):
+        super().__init__(
+            alpha=alpha,
+            fit_intercept=fit_intercept,
+            copy_X=copy_X,
+            max_iter=max_iter,
+            tol=tol,
+            solver=solver,
+            positive=positive,
+            random_state=random_state,
+        )
+
+    @property
+    def _predict_risk_score(self):
+        return False
+
+    def fit(self, X, y):
+        """Build an accelerated failure time model.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            Data matrix.
+
+        y : structured array, shape = (n_samples,)
+            A structured array with two fields. The first field is a boolean
+            where ``True`` indicates an event and ``False`` indicates right-censoring.
+            The second field is a float with the time of event or time of censoring.
+
+        Returns
+        -------
+        self
+        """
+        event, time = check_array_survival(X, y)
+
+        weights = ipc_weights(event, time)
+        super().fit(X, np.log(time), sample_weight=weights)
+
+        return self
+
+    def predict(self, X):
+        """Predict using the linear accelerated failure time model.
+
+        Parameters
+        ----------
+        X : {array-like, sparse matrix}, shape = (n_samples, n_features)
+            Samples.
+
+        Returns
+        -------
+        y_pred : array, shape = (n_samples,)
+            Returns predicted values on original scale (NOT log scale).
+        """
+        return np.exp(super().predict(X))
+
+    def score(self, X, y, sample_weight=None):
+        return SurvivalAnalysisMixin.score(self, X, y)
+
+
+IPCRidge.score.__doc__ = SurvivalAnalysisMixin.score.__doc__