validmind 2.2.5__py3-none-any.whl → 2.3.1__py3-none-any.whl

validmind/tests/model_validation/statsmodels/ResidualsVisualInspection.py

@@ -1,130 +0,0 @@
-# Copyright © 2023-2024 ValidMind Inc. All rights reserved.
-# See the LICENSE file in the root of this repository for details.
-# SPDX-License-Identifier: AGPL-3.0 AND ValidMind Commercial
-
-from dataclasses import dataclass
-
-import matplotlib.pyplot as plt
-import pandas as pd
-import seaborn as sns
-from scipy import stats
-from statsmodels.graphics.tsaplots import plot_acf
-from statsmodels.tsa.seasonal import seasonal_decompose
-
-from validmind.vm_models import Figure, Metric
-
-
-@dataclass
-class ResidualsVisualInspection(Metric):
-    """
-    Provides a comprehensive visual analysis of residuals for regression models utilizing various plot types.
-
-    **Purpose**: The main purpose of this metric is to visualize and analyze the residuals (the differences between the
-    observed and predicted values) of a regression problem. It allows for a graphical exploration of the model's
-    errors, helping to identify statistical patterns or anomalies that may indicate a systematic bias in the model's
-    predictions. By inspecting the residuals, we can check how well the model fits the data and meets the assumptions
-    of the model.
-
-    **Test Mechanism**: The metric generates four common types of residual plots which are: a histogram with kernel
-    density estimation, a quantile-quantile (Q-Q) plot, a residuals series dot plot, and an autocorrelation function
-    (ACF) plot.
-
-    - The residuals histogram with kernel density estimation visualizes the distribution of residuals and allows to
-    check if they are normally distributed.
-    - Q-Q plot compares the observed quantiles of the data to the quantiles of a standard normal distribution, helping
-    to assess the normality of residuals.
-    - A residuals dot plot indicates the variation in residuals over time, which helps in identifying any time-related
-    pattern in residuals.
-    - ACF plot visualizes the correlation of an observation with its previous observations, helping to pinpoint any
-    seasonality effect within residuals.
-
-    **Signs of High Risk**:
-
-    - Skewness or asymmetry in the histogram or a significant deviation from the straight line in the Q-Q plot, which
-    indicates that the residuals aren't normally distributed.
-    - Large spikes in the ACF plot, indicating that the residuals are correlated, in violation of the assumption that
-    they are independent.
-    - Non-random patterns in the dot plot of residuals, indicating potential model misspecification.
-
-    **Strengths**:
-
-    - Visual analysis of residuals is a powerful yet simple way to understand a model’s behavior across the data set
-    and to identify problems with the model's assumptions or its fit to the data.
-    - The test is applicable to any regression model, irrespective of complexity.
-    - By exploring residuals, we might uncover relationships that were not captured by the model, revealing
-    opportunities for model improvement.
-
-    **Limitations**:
-
-    - Visual tests are largely subjective and can be open to interpretation. Clear-cut decisions about the model based
-    solely on these plots may not be possible.
-    - The metrics from the test do not directly infer the action based on the results; domain-specific knowledge and
-    expert judgement is often required to interpret the results.
-    - These plots can indicate a problem with the model but they do not necessarily reveal the nature or cause of the
-    problem.
-    - The test assumes that the error terms are identically distributed, which might not always be the case in
-    real-world scenarios.
-    """
-
-    name = "residuals_visual_inspection"
-    required_inputs = ["dataset"]
-    metadata = {
-        "task_types": ["regression"],
-        "tags": ["statsmodels", "visualization"],
-    }
-
-    @staticmethod
-    def residual_analysis(residuals, variable_name, axes):
-        residuals = residuals.dropna().reset_index(
-            drop=True
-        )  # drop NaN values and reset index
-
-        # QQ plot
-        stats.probplot(residuals, dist="norm", plot=axes[0, 1])
-        axes[0, 1].set_title(f"Residuals Q-Q Plot ({variable_name})")
-
-        # Histogram with KDE
-        sns.histplot(residuals, kde=True, ax=axes[0, 0])
-        axes[0, 0].set_xlabel("Residuals")
-        axes[0, 0].set_title(f"Residuals Histogram ({variable_name})")
-
-        # Residual series dot plot
-        sns.lineplot(data=residuals, linewidth=0.5, color="red", ax=axes[1, 0])
-        axes[1, 0].set_title(f"Residual Series Dot Plot ({variable_name})")
-
-        # ACF plot
-        n_lags = min(100, len(residuals) - 1)  # Adjust the number of lags
-        plot_acf(residuals, ax=axes[1, 1], lags=n_lags, zero=False)  # Added zero=False
-        axes[1, 1].set_title(f"ACF Plot of Residuals ({variable_name})")
-
-    def run(self):
-        x_train = self.inputs.dataset.df
-        figures = []
-
-        # TODO: specify which columns to plot via params
-        for col in x_train.columns:
-            sd = seasonal_decompose(x_train[col], model="additive")
-
-            # Remove NaN values from the residuals and reset the index
-            residuals = pd.Series(sd.resid).dropna().reset_index(drop=True)
-
-            # Create subplots
-            fig, axes = plt.subplots(nrows=2, ncols=2)
-            fig.suptitle(f"Residuals Inspection for {col}", fontsize=24)
-
-            self.residual_analysis(residuals, col, axes)
-
-            # Adjust the layout
-            plt.tight_layout()
-
-            # Do this if you want to prevent the figure from being displayed
-            plt.close("all")
-
-            figures.append(
-                Figure(
-                    for_object=self,
-                    key=self.key,
-                    figure=fig,
-                )
-            )
-        return self.cache_results(figures=figures)