unifiedbooster 0.6.0__tar.gz → 0.7.0__tar.gz

{unifiedbooster-0.6.0 → unifiedbooster-0.7.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: unifiedbooster
-Version: 0.6.0
+Version: 0.7.0
 Summary: Unified interface for Gradient Boosted Decision Trees
 Home-page: https://github.com/thierrymoudiki/unifiedbooster
 Author: T. Moudiki

{unifiedbooster-0.6.0 → unifiedbooster-0.7.0}/README.md

@@ -7,6 +7,8 @@ Unified interface for Gradient Boosted Decision Trees algorithms
 
 ## Examples 
 
+See also https://thierrymoudiki.github.io/blog/2024/08/05/python/r/unibooster
+
 ### classification 
 
 ```python
@@ -90,4 +92,4 @@ for dataset in datasets:
   print(f"Regression Root Mean Squared Error xgboost: {mse1:.2f}")
   print(f"Regression Root Mean Squared Error catboost: {mse2:.2f}")
   print(f"Regression Root Mean Squared Error lightgbm: {mse3:.2f}")
-```
+```

{unifiedbooster-0.6.0 → unifiedbooster-0.7.0}/setup.py

@@ -9,7 +9,7 @@ from os import path
 
 subprocess.check_call(['pip', 'install', 'Cython'])
 
-__version__ = "0.6.0"
+__version__ = "0.7.0"
 
 here = path.abspath(path.dirname(__file__))
 

{unifiedbooster-0.6.0 → unifiedbooster-0.7.0}/unifiedbooster/gbdt.py

@@ -35,7 +35,6 @@ class GBDT(BaseEstimator):
         **kwargs: dict
             additional parameters to be passed to the class
     """
-
     def __init__(
         self,
         model_type="xgboost",
@@ -44,6 +43,8 @@ class GBDT(BaseEstimator):
         max_depth=3,
         rowsample=1.0,
         colsample=1.0,
+        level=None,
+        pi_method=None,
         verbose=0,
         seed=123,
         **kwargs
@@ -55,6 +56,8 @@ class GBDT(BaseEstimator):
         self.max_depth = max_depth
         self.rowsample = rowsample
         self.colsample = colsample
+        self.level = level
+        self.pi_method = pi_method
         self.verbose = verbose
         self.seed = seed
 
@@ -91,7 +94,7 @@ class GBDT(BaseEstimator):
                 "verbose": self.verbose,
                 "random_seed": self.seed,
                 "boosting_type": "Plain",
-                "leaf_estimation_iterations": 1,                
+                "leaf_estimation_iterations": 1,
                 "bootstrap_type": "Bernoulli",
                 **kwargs,
             }
@@ -126,7 +129,6 @@ class GBDT(BaseEstimator):
 
             self: object
         """
-
         if getattr(self, "type_fit") == "classification":
             self.classes_ = np.unique(y)  # for compatibility with sklearn
             self.n_classes_ = len(
@@ -152,5 +154,7 @@ class GBDT(BaseEstimator):
 
             model predictions: {array-like}
         """
-
-        return getattr(self, "model").predict(X)
+        if self.level is not None and self.type_fit == "regression":
+            return getattr(self, "model").predict(X, return_pi=True)
+        else:
+            return getattr(self, "model").predict(X)

{unifiedbooster-0.6.0 → unifiedbooster-0.7.0}/unifiedbooster/gbdt_classification.py

@@ -1,5 +1,6 @@
 from .gbdt import GBDT
 from sklearn.base import ClassifierMixin
+from .predictionset import PredictionSet
 
 try:
     from xgboost import XGBClassifier
@@ -39,6 +40,12 @@ class GBDTClassifier(GBDT, ClassifierMixin):
 
         colsample: float
             percentage of features to use at each node split
+        
+        level: float
+            confidence level for prediction sets
+        
+        pi_method: str
+            method for constructing the prediction intervals: 'icp' (inductive conformal), 'tcp' (transductive conformal)
 
         verbose: int
             controls verbosity (default=0)
@@ -88,7 +95,6 @@ class GBDTClassifier(GBDT, ClassifierMixin):
         print(f"Classification Accuracy lightgbm: {accuracy3:.2f}")
         ```
     """
-
     def __init__(
         self,
         model_type="xgboost",
@@ -97,6 +103,8 @@ class GBDTClassifier(GBDT, ClassifierMixin):
         max_depth=3,
         rowsample=1.0,
         colsample=1.0,
+        level=None,
+        pi_method="icp",
         verbose=0,
         seed=123,
         **kwargs,
@@ -111,21 +119,46 @@ class GBDTClassifier(GBDT, ClassifierMixin):
             max_depth=max_depth,
             rowsample=rowsample,
             colsample=colsample,
+            level=level,
+            pi_method=pi_method,
             verbose=verbose,
             seed=seed,
             **kwargs,
         )
 
-        if model_type == "xgboost":
-            self.model = XGBClassifier(**self.params)
-        elif model_type == "catboost":
-            self.model = CatBoostClassifier(**self.params)
-        elif model_type == "lightgbm":
-            self.model = LGBMClassifier(**self.params)
-        elif model_type == "gradientboosting":
-            self.model = GradientBoostingClassifier(**self.params)
+        if self.level is not None:
+
+            if model_type == "xgboost":
+                self.model = PredictionSet(XGBClassifier(**self.params), 
+                                            level=self.level, 
+                                            method=self.pi_method)
+            elif model_type == "catboost":
+                self.model = PredictionSet(CatBoostClassifier(**self.params), 
+                                            level=self.level, 
+                                            method=self.pi_method)
+            elif model_type == "lightgbm":
+                self.model = PredictionSet(LGBMClassifier(**self.params), 
+                                            level=self.level, 
+                                            method=self.pi_method)
+            elif model_type == "gradientboosting":
+                self.model = PredictionSet(GradientBoostingClassifier(**self.params), 
+                                            level=self.level, 
+                                            method=self.pi_method)
+            else:
+                raise ValueError(f"Unknown model_type: {model_type}")
+            
         else:
-            raise ValueError(f"Unknown model_type: {model_type}")
+
+            if model_type == "xgboost":
+                self.model = XGBClassifier(**self.params)
+            elif model_type == "catboost":
+                self.model = CatBoostClassifier(**self.params)
+            elif model_type == "lightgbm":
+                self.model = LGBMClassifier(**self.params)
+            elif model_type == "gradientboosting":
+                self.model = GradientBoostingClassifier(**self.params)
+            else:
+                raise ValueError(f"Unknown model_type: {model_type}")
 
     def predict_proba(self, X):
         """Predict probabilities for test data X.
@@ -143,5 +176,4 @@ class GBDTClassifier(GBDT, ClassifierMixin):
 
             probability estimates for test data: {array-like}
         """
-
         return self.model.predict_proba(X)

{unifiedbooster-0.6.0 → unifiedbooster-0.7.0}/unifiedbooster/gbdt_regression.py

@@ -1,5 +1,6 @@
 from .gbdt import GBDT
 from sklearn.base import RegressorMixin
+from .predictioninterval import PredictionInterval
 
 try:
     from xgboost import XGBRegressor
@@ -39,6 +40,12 @@ class GBDTRegressor(GBDT, RegressorMixin):
 
         colsample: float
             percentage of features to use at each node split
+        
+        level: float
+            confidence level for prediction sets
+
+        pi_method: str
+            method for constructing the prediction intervals: 'splitconformal', 'localconformal'
 
         verbose: int
             controls verbosity (default=0)
@@ -88,7 +95,6 @@ class GBDTRegressor(GBDT, RegressorMixin):
         print(f"Regression Mean Squared Error lightgbm: {mse3:.2f}")
         ```
     """
-
     def __init__(
         self,
         model_type="xgboost",
@@ -97,12 +103,14 @@ class GBDTRegressor(GBDT, RegressorMixin):
         max_depth=3,
         rowsample=1.0,
         colsample=1.0,
+        level=None,
+        pi_method="splitconformal",
         verbose=0,
         seed=123,
         **kwargs,
     ):
 
-        self.type_fit = "regression"
+        self.type_fit = "regression"        
 
         super().__init__(
             model_type=model_type,
@@ -111,18 +119,43 @@ class GBDTRegressor(GBDT, RegressorMixin):
             max_depth=max_depth,
             rowsample=rowsample,
             colsample=colsample,
+            level=level,
+            pi_method=pi_method,
             verbose=verbose,
             seed=seed,
             **kwargs,
         )
 
-        if model_type == "xgboost":
-            self.model = XGBRegressor(**self.params)
-        elif model_type == "catboost":
-            self.model = CatBoostRegressor(**self.params)
-        elif model_type == "lightgbm":
-            self.model = LGBMRegressor(**self.params)
-        elif model_type == "gradientboosting":
-            self.model = GradientBoostingRegressor(**self.params)
-        else:
-            raise ValueError(f"Unknown model_type: {model_type}")
+        if self.level is not None:
+
+            if model_type == "xgboost":
+                self.model = PredictionInterval(XGBRegressor(**self.params), 
+                                                level=self.level, 
+                                                method=self.pi_method)
+            elif model_type == "catboost":
+                self.model = PredictionInterval(CatBoostRegressor(**self.params), 
+                                                level=self.level, 
+                                                method=self.pi_method)
+            elif model_type == "lightgbm":
+                self.model = PredictionInterval(LGBMRegressor(**self.params), 
+                                                level=self.level, 
+                                                method=self.pi_method)
+            elif model_type == "gradientboosting":
+                self.model = PredictionInterval(GradientBoostingRegressor(**self.params), 
+                                                level=self.level, 
+                                                method=self.pi_method)
+            else:
+                raise ValueError(f"Unknown model_type: {model_type}")
+            
+        else:     
+            
+            if model_type == "xgboost":
+                self.model = XGBRegressor(**self.params)
+            elif model_type == "catboost":
+                self.model = CatBoostRegressor(**self.params)
+            elif model_type == "lightgbm":
+                self.model = LGBMRegressor(**self.params)
+            elif model_type == "gradientboosting":
+                self.model = GradientBoostingRegressor(**self.params)
+            else:
+                raise ValueError(f"Unknown model_type: {model_type}")

{unifiedbooster-0.6.0 → unifiedbooster-0.7.0}/unifiedbooster/gpoptimization.py

@@ -168,7 +168,8 @@ def cross_val_optim(
         ).mean()
 
     # objective function for hyperparams tuning
-    if n_estimators is not None: 
+    if n_estimators is not None:
+
         def crossval_objective(xx):
             return gbdt_cv(
                 X_train=X_train,
@@ -185,25 +186,27 @@ def cross_val_optim(
                 scoring=scoring,
                 seed=seed,
             )
-    else: # n_estimators is None
+
+    else:  # n_estimators is None
+
         def crossval_objective(xx):
             return gbdt_cv(
-                    X_train=X_train,
-                    y_train=y_train,
-                    model_type=model_type,
-                    n_estimators=int(10 ** xx[4]),
-                    learning_rate=10 ** xx[0],
-                    max_depth=int(xx[1]),
-                    rowsample=xx[2],
-                    colsample=xx[3],
-                    cv=cv,
-                    n_jobs=n_jobs,
-                    type_fit=type_fit,
-                    scoring=scoring,
-                    seed=seed,
-                )
+                X_train=X_train,
+                y_train=y_train,
+                model_type=model_type,
+                n_estimators=int(10 ** xx[4]),
+                learning_rate=10 ** xx[0],
+                max_depth=int(xx[1]),
+                rowsample=xx[2],
+                colsample=xx[3],
+                cv=cv,
+                n_jobs=n_jobs,
+                type_fit=type_fit,
+                scoring=scoring,
+                seed=seed,
+            )
 
-    if n_estimators is not None: 
+    if n_estimators is not None:
         if surrogate_obj is None:
             gp_opt = gp.GPOpt(
                 objective_func=crossval_objective,
@@ -240,7 +243,7 @@ def cross_val_optim(
                 n_iter=n_iter,
                 seed=seed,
             )
-    else: # n_estimators is None
+    else:  # n_estimators is None
         if surrogate_obj is None:
             gp_opt = gp.GPOpt(
                 objective_func=crossval_objective,
@@ -251,7 +254,7 @@ def cross_val_optim(
                     "max_depth",
                     "rowsample",
                     "colsample",
-                    "n_estimators"
+                    "n_estimators",
                 ],
                 method="bayesian",
                 n_init=n_init,
@@ -268,7 +271,7 @@ def cross_val_optim(
                     "max_depth",
                     "rowsample",
                     "colsample",
-                    "n_estimators"
+                    "n_estimators",
                 ],
                 acquisition="ucb",
                 method="splitconformal",
@@ -282,7 +285,11 @@ def cross_val_optim(
 
     res = gp_opt.optimize(verbose=verbose, abs_tol=abs_tol)
     res.best_params["model_type"] = model_type
-    res.best_params["n_estimators"] = int(n_estimators) if n_estimators is not None else int(10 ** res.best_params["n_estimators"])
+    res.best_params["n_estimators"] = (
+        int(n_estimators)
+        if n_estimators is not None
+        else int(10 ** res.best_params["n_estimators"])
+    )
     res.best_params["learning_rate"] = 10 ** res.best_params["learning_rate"]
     res.best_params["max_depth"] = int(res.best_params["max_depth"])
     res.best_params["rowsample"] = res.best_params["rowsample"]
@@ -355,7 +362,7 @@ def lazy_cross_val_optim(
 
         customize: boolean
             if True, the surrogate is transformed into a quasi-randomized network (default is False)
-            
+
         n_estimators: int
             maximum number of trees that can be built (default is None, if None, the  parameters is tuned)
 
@@ -383,7 +390,7 @@ def lazy_cross_val_optim(
     Examples:
 
         ```python
-        import os 
+        import os
         import unifiedbooster as ub
         from sklearn.datasets import load_breast_cancer
         from sklearn.model_selection import train_test_split
@@ -454,7 +461,7 @@ def lazy_cross_val_optim(
                 if customize == True:
                     print(f"\n surrogate: CustomRegressor({est[0]})")
                     surr_obj = ns.CustomRegressor(obj=est[1]())
-                else: 
+                else:
                     print(f"\n surrogate: {est[0]}")
                     surr_obj = est[1]()
                 res = cross_val_optim(
@@ -479,7 +486,7 @@ def lazy_cross_val_optim(
                 if customize == True:
                     results.append((f"CustomRegressor({est[0]})", res))
                 else:
-                    results.append((est[0], res))                     
+                    results.append((est[0], res))
             except:
                 pass
 

{unifiedbooster-0.6.0 → unifiedbooster-0.7.0}/unifiedbooster/nonconformist/__init__.py

@@ -18,13 +18,19 @@ from .nc import (
 )
 from .cp import IcpRegressor, TcpClassifier
 from .icp import IcpClassifier
-from .base import RegressorAdapter
+from .nc import ClassifierNc, MarginErrFunc
+from .base import RegressorAdapter, ClassifierAdapter
 
 __all__ = [
     "AbsErrorErrFunc",
+    "MarginErrFunc",
     "QuantileRegErrFunc",
     "RegressorAdapter",
+    "ClassifierAdapter",
     "RegressorNc",
+    "ClassifierNc", 
     "RegressorNormalizer",
     "IcpRegressor",
+    "IcpClassifier",
+    "TcpClassifier"
 ]

{unifiedbooster-0.6.0 → unifiedbooster-0.7.0}/unifiedbooster/nonconformist/base.py

@@ -9,7 +9,7 @@ docstring
 import abc
 import numpy as np
 
-from sklearn.base import BaseEstimator
+from sklearn.base import BaseEstimator, RegressorMixin, ClassifierMixin
 
 
 class RegressorMixin(object):
@@ -102,15 +102,15 @@ class BaseModelAdapter(BaseEstimator):
         pass
 
 
-class ClassifierAdapter(BaseModelAdapter):
+class ClassifierAdapter(BaseModelAdapter, ClassifierMixin):
     def __init__(self, model, fit_params=None):
         super(ClassifierAdapter, self).__init__(model, fit_params)
 
     def _underlying_predict(self, x):
         return self.model.predict_proba(x)
+    
 
-
-class RegressorAdapter(BaseModelAdapter):
+class RegressorAdapter(BaseModelAdapter, RegressorMixin):
     def __init__(self, model, fit_params=None):
         super(RegressorAdapter, self).__init__(model, fit_params)
 

unifiedbooster-0.7.0/unifiedbooster/predictioninterval/__init__.py

@@ -0,0 +1,3 @@
+from .predictioninterval import PredictionInterval
+
+__all__ = ["PredictionInterval"]

unifiedbooster-0.7.0/unifiedbooster/predictioninterval/predictioninterval.py

@@ -0,0 +1,314 @@
+from locale import normalize
+import numpy as np
+import pickle
+from collections import namedtuple
+from sklearn.base import BaseEstimator, RegressorMixin
+from sklearn.model_selection import train_test_split
+from sklearn.ensemble import ExtraTreesRegressor
+from sklearn.preprocessing import StandardScaler
+from sklearn.neighbors import KernelDensity
+from sklearn.model_selection import GridSearchCV
+from scipy.stats import gaussian_kde
+from tqdm import tqdm
+from ..nonconformist import IcpRegressor
+from ..nonconformist import RegressorNc
+from ..nonconformist import RegressorNormalizer, AbsErrorErrFunc
+
+
+class PredictionInterval(BaseEstimator, RegressorMixin):
+    """Class PredictionInterval: Obtain prediction intervals.
+
+    Attributes:
+
+        obj: an object;
+            fitted object containing methods `fit` and `predict`
+
+        method: a string;
+            method for constructing the prediction intervals.
+            Currently "splitconformal" (default) and "localconformal"
+
+        level: a float;
+            Confidence level for prediction intervals. Default is 95,
+            equivalent to a miscoverage error of 5 (%)
+
+        replications: an integer;
+            Number of replications for simulated conformal (default is `None`)
+
+        type_pi: a string;
+            type of prediction interval: currently "kde" (default) or "bootstrap"
+
+        type_split: a string;
+            "random" (random split of data) or "sequential" (sequential split of data)
+
+        seed: an integer;
+            Reproducibility of fit (there's a random split between fitting and calibration data)
+    """
+
+    def __init__(
+        self,
+        obj,
+        method="splitconformal",
+        level=95,
+        type_pi="bootstrap",
+        type_split="random",
+        replications=None,
+        kernel=None,
+        agg="mean",
+        seed=123,
+    ):
+
+        self.obj = obj
+        self.method = method
+        self.level = level
+        self.type_pi = type_pi
+        self.type_split = type_split
+        self.replications = replications
+        self.kernel = kernel
+        self.agg = agg
+        self.seed = seed
+        self.alpha_ = 1 - self.level / 100
+        self.quantile_ = None
+        self.icp_ = None
+        self.calibrated_residuals_ = None
+        self.scaled_calibrated_residuals_ = None
+        self.calibrated_residuals_scaler_ = None
+        self.kde_ = None
+
+    def fit(self, X, y):
+        """Fit the `method` to training data (X, y).
+
+        Args:
+
+            X: array-like, shape = [n_samples, n_features];
+                Training set vectors, where n_samples is the number
+                of samples and n_features is the number of features.
+
+            y: array-like, shape = [n_samples, ]; Target values.
+
+        """
+
+        if self.type_split == "random":
+            X_train, X_calibration, y_train, y_calibration = train_test_split(
+                X, y, test_size=0.5, random_state=self.seed
+            )
+        elif self.type_split == "sequential":
+            n_x = X.shape[0]
+            n_x_half = n_x // 2
+            first_half_idx = range(0, n_x_half)
+            second_half_idx = range(n_x_half, n_x)
+            X_train = X[first_half_idx, :]
+            X_calibration = X[second_half_idx, :]
+            y_train = y[first_half_idx]
+            y_calibration = y[second_half_idx]
+
+        if self.method == "splitconformal":
+
+            n_samples_calibration = X_calibration.shape[0]
+            self.obj.fit(X_train, y_train)
+            preds_calibration = self.obj.predict(X_calibration)
+            self.calibrated_residuals_ = y_calibration - preds_calibration
+            absolute_residuals = np.abs(self.calibrated_residuals_)
+            self.calibrated_residuals_scaler_ = StandardScaler(
+                with_mean=True, with_std=True
+            )
+            self.scaled_calibrated_residuals_ = (
+                self.calibrated_residuals_scaler_.fit_transform(
+                    self.calibrated_residuals_.reshape(-1, 1)
+                ).ravel()
+            )
+            try:
+                # numpy version >= 1.22
+                self.quantile_ = np.quantile(
+                    a=absolute_residuals, q=self.level / 100, method="higher"
+                )
+            except:
+                # numpy version < 1.22
+                self.quantile_ = np.quantile(
+                    a=absolute_residuals,
+                    q=self.level / 100,
+                    interpolation="higher",
+                )
+
+        if self.method == "localconformal":
+
+            mad_estimator = ExtraTreesRegressor()
+            normalizer = RegressorNormalizer(
+                self.obj, mad_estimator, AbsErrorErrFunc()
+            )
+            nc = RegressorNc(self.obj, AbsErrorErrFunc(), normalizer)
+            self.icp_ = IcpRegressor(nc)
+            self.icp_.fit(X_train, y_train)
+            self.icp_.calibrate(X_calibration, y_calibration)
+
+        return self
+
+    def predict(self, X, return_pi=False):
+        """Obtain predictions and prediction intervals
+
+        Args:
+
+            X: array-like, shape = [n_samples, n_features];
+                Testing set vectors, where n_samples is the number
+                of samples and n_features is the number of features.
+
+            return_pi: boolean
+                Whether the prediction interval is returned or not.
+                Default is False, for compatibility with other _estimators_.
+                If True, a tuple containing the predictions + lower and upper
+                bounds is returned.
+
+        """
+
+        pred = self.obj.predict(X)
+
+        if self.method == "splitconformal":
+
+            if self.replications is None:
+
+                if return_pi:
+
+                    DescribeResult = namedtuple(
+                        "DescribeResult", ("mean", "lower", "upper")
+                    )
+
+                    return DescribeResult(
+                        pred, pred - self.quantile_, pred + self.quantile_
+                    )
+
+                else:
+
+                    return pred
+
+            else:  # if self.replications is not None
+
+                assert self.type_pi in (
+                    "bootstrap",
+                    "kde",
+                ), "`self.type_pi` must be in ('bootstrap', 'kde')"
+
+                if self.type_pi == "bootstrap":
+                    np.random.seed(self.seed)
+                    self.residuals_sims_ = np.asarray(
+                        [
+                            np.random.choice(
+                                a=self.scaled_calibrated_residuals_,
+                                size=X.shape[0],
+                            )
+                            for _ in range(self.replications)
+                        ]
+                    ).T
+                    self.sims_ = np.asarray(
+                        [
+                            pred
+                            + self.calibrated_residuals_scaler_.scale_[0]
+                            * self.residuals_sims_[:, i].ravel()
+                            for i in range(self.replications)
+                        ]
+                    ).T
+                elif self.type_pi == "kde":
+                    self.kde_ = gaussian_kde(
+                        dataset=self.scaled_calibrated_residuals_
+                    )
+                    self.sims_ = np.asarray(
+                        [
+                            pred
+                            + self.calibrated_residuals_scaler_.scale_[0]
+                            * self.kde_.resample(
+                                size=X.shape[0], seed=self.seed + i
+                            ).ravel()
+                            for i in range(self.replications)
+                        ]
+                    ).T
+
+                self.mean_ = np.mean(self.sims_, axis=1)
+                self.lower_ = np.quantile(
+                    self.sims_, q=self.alpha_ / 200, axis=1
+                )
+                self.upper_ = np.quantile(
+                    self.sims_, q=1 - self.alpha_ / 200, axis=1
+                )
+
+                DescribeResult = namedtuple(
+                    "DescribeResult", ("mean", "sims", "lower", "upper")
+                )
+
+                return DescribeResult(
+                    self.mean_, self.sims_, self.lower_, self.upper_
+                )
+
+        if self.method == "localconformal":
+
+            if self.replications is None:
+
+                if return_pi:
+
+                    predictions_bounds = self.icp_.predict(
+                        X, significance=1 - self.level
+                    )
+                    DescribeResult = namedtuple(
+                        "DescribeResult", ("mean", "lower", "upper")
+                    )
+                    return DescribeResult(
+                        pred, predictions_bounds[:, 0], predictions_bounds[:, 1]
+                    )
+
+                else:
+
+                    return pred
+
+            else:  # if self.replications is not None
+
+                assert self.type_pi in (
+                    "bootstrap",
+                    "kde",
+                ), "`self.type_pi` must be in ('bootstrap', 'kde')"
+
+                if self.type_pi == "bootstrap":
+                    np.random.seed(self.seed)
+                    self.residuals_sims_ = np.asarray(
+                        [
+                            np.random.choice(
+                                a=self.scaled_calibrated_residuals_,
+                                size=X.shape[0],
+                            )
+                            for _ in range(self.replications)
+                        ]
+                    ).T
+                    self.sims_ = np.asarray(
+                        [
+                            pred
+                            + self.calibrated_residuals_scaler_.scale_[0]
+                            * self.residuals_sims_[:, i].ravel()
+                            for i in tqdm(range(self.replications))
+                        ]
+                    ).T
+                elif self.type_pi == "kde":
+                    self.kde_ = gaussian_kde(
+                        dataset=self.scaled_calibrated_residuals_
+                    )
+                    self.sims_ = np.asarray(
+                        [
+                            pred
+                            + self.calibrated_residuals_scaler_.scale_[0]
+                            * self.kde_.resample(
+                                size=X.shape[0], seed=self.seed + i
+                            ).ravel()
+                            for i in tqdm(range(self.replications))
+                        ]
+                    ).T
+
+                self.mean_ = np.mean(self.sims_, axis=1)
+                self.lower_ = np.quantile(
+                    self.sims_, q=self.alpha_ / 200, axis=1
+                )
+                self.upper_ = np.quantile(
+                    self.sims_, q=1 - self.alpha_ / 200, axis=1
+                )
+
+                DescribeResult = namedtuple(
+                    "DescribeResult", ("mean", "sims", "lower", "upper")
+                )
+
+                return DescribeResult(
+                    self.mean_, self.sims_, self.lower_, self.upper_
+                )

unifiedbooster-0.7.0/unifiedbooster/predictionset/__init__.py

@@ -0,0 +1,3 @@
+from .predictionset import PredictionSet
+
+__all__ = ["PredictionSet"]

unifiedbooster-0.7.0/unifiedbooster/predictionset/predictionset.py

@@ -0,0 +1,111 @@
+from locale import normalize
+import numpy as np
+import pickle
+from collections import namedtuple
+from sklearn.base import BaseEstimator, ClassifierMixin
+from sklearn.model_selection import train_test_split
+from sklearn.ensemble import ExtraTreesRegressor
+from sklearn.preprocessing import StandardScaler
+from scipy.stats import gaussian_kde
+from tqdm import tqdm
+from ..nonconformist import ClassifierAdapter, IcpClassifier, TcpClassifier, ClassifierNc, MarginErrFunc
+
+
+class PredictionSet(BaseEstimator, ClassifierMixin):
+    """Class PredictionSet: Obtain prediction sets.
+
+    Attributes:
+
+        obj: an object;
+            fitted object containing methods `fit` and `predict`
+
+        method: a string;
+            method for constructing the prediction sets.
+            Currently "icp" (default, inductive conformal) and "tcp" (transductive conformal)
+
+        level: a float;
+            Confidence level for prediction sets. Default is None,
+            95 is equivalent to a miscoverage error of 5 (%)
+
+        seed: an integer;
+            Reproducibility of fit (there's a random split between fitting and calibration data)
+    """
+
+    def __init__(
+        self,
+        obj,
+        method="icp",
+        level=None,
+        seed=123,
+    ):
+
+        self.obj = obj
+        self.method = method
+        self.level = level
+        self.seed = seed
+        if self.level is not None:
+            self.alpha_ = 1 - self.level / 100
+        self.quantile_ = None
+        self.icp_ = None
+        self.tcp_ = None        
+
+        if self.method == "icp":
+            self.icp_ = IcpClassifier(                
+                ClassifierNc(ClassifierAdapter(self.obj), MarginErrFunc()),
+            )
+        elif self.method == "tcp":
+            self.tcp_ = TcpClassifier(                
+                ClassifierNc(ClassifierAdapter(self.obj), MarginErrFunc()),
+            )            
+        else:
+            raise ValueError(
+                "`self.method` must be in ('icp', 'tcp')"
+            )
+           
+
+    def fit(self, X, y):
+        """Fit the `method` to training data (X, y).
+
+        Args:
+
+            X: array-like, shape = [n_samples, n_features];
+                Training set vectors, where n_samples is the number
+                of samples and n_features is the number of features.
+
+            y: array-like, shape = [n_samples, ]; Target values.
+
+        """        
+        if self.method == "icp":
+
+            X_train, X_calibration, y_train, y_calibration = train_test_split(
+            X, y, test_size=0.5, random_state=self.seed)
+            self.icp_.fit(X_train, y_train)
+            self.icp_.calibrate(X_calibration, y_calibration)  
+
+        elif self.method == "tcp":
+
+            self.tcp_.fit(X, y)
+
+        return self
+
+    def predict(self, X):
+        """Obtain predictions and prediction sets
+
+        Args:
+
+            X: array-like, shape = [n_samples, n_features];
+                Testing set vectors, where n_samples is the number
+                of samples and n_features is the number of features.
+
+        """
+
+        if self.method == "icp":
+            return self.icp_.predict(X, significance=self.alpha_)
+        
+        elif self.method == "tcp":
+            return self.tcp_.predict(X, significance=self.alpha_)
+        
+        else:
+            raise ValueError(
+                "`self.method` must be in ('icp', 'tcp')"
+            )

{unifiedbooster-0.6.0 → unifiedbooster-0.7.0}/unifiedbooster.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: unifiedbooster
-Version: 0.6.0
+Version: 0.7.0
 Summary: Unified interface for Gradient Boosted Decision Trees
 Home-page: https://github.com/thierrymoudiki/unifiedbooster
 Author: T. Moudiki

{unifiedbooster-0.6.0 → unifiedbooster-0.7.0}/unifiedbooster.egg-info/SOURCES.txt

@@ -20,4 +20,8 @@ unifiedbooster/nonconformist/cp.py
 unifiedbooster/nonconformist/evaluation.py
 unifiedbooster/nonconformist/icp.py
 unifiedbooster/nonconformist/nc.py
-unifiedbooster/nonconformist/util.py
+unifiedbooster/nonconformist/util.py
+unifiedbooster/predictioninterval/__init__.py
+unifiedbooster/predictioninterval/predictioninterval.py
+unifiedbooster/predictionset/__init__.py
+unifiedbooster/predictionset/predictionset.py