File size: 35,355 Bytes
5cb20e9 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 |
# utils/uncertainty_quantification.py
# Enhanced uncertainty quantification integration for existing MLOps pipeline
import numpy as np
from typing import Dict, Any, Tuple, Optional, List, Callable
from pathlib import Path
import json
from datetime import datetime
from dataclasses import dataclass
import logging
# Import statistical analysis components
try:
from .statistical_analysis import (
MLOpsStatisticalAnalyzer, BootstrapAnalyzer,
FeatureImportanceAnalyzer, StatisticalResult
)
STATISTICAL_ANALYSIS_AVAILABLE = True
except ImportError:
STATISTICAL_ANALYSIS_AVAILABLE = False
logging.warning("Statistical analysis components not available")
# Import structured logging
try:
from .structured_logger import StructuredLogger, EventType, MLOpsLoggers
STRUCTURED_LOGGING_AVAILABLE = True
except ImportError:
STRUCTURED_LOGGING_AVAILABLE = False
import logging
@dataclass
class UncertaintyReport:
"""Comprehensive uncertainty quantification report"""
model_performance_uncertainty: Dict[str, Any]
feature_importance_uncertainty: Dict[str, Any]
cross_validation_uncertainty: Dict[str, Any]
prediction_uncertainty: Dict[str, Any]
model_comparison_uncertainty: Dict[str, Any]
recommendations: List[Dict[str, Any]]
confidence_level: float
analysis_timestamp: str
def to_dict(self) -> Dict[str, Any]:
"""Convert to dictionary for serialization"""
return {
'model_performance_uncertainty': self.model_performance_uncertainty,
'feature_importance_uncertainty': self.feature_importance_uncertainty,
'cross_validation_uncertainty': self.cross_validation_uncertainty,
'prediction_uncertainty': self.prediction_uncertainty,
'model_comparison_uncertainty': self.model_comparison_uncertainty,
'recommendations': self.recommendations,
'confidence_level': self.confidence_level,
'analysis_timestamp': self.analysis_timestamp
}
def save_report(self, file_path: Path = None) -> Path:
"""Save uncertainty report to file"""
if file_path is None:
file_path = Path("/tmp/logs/uncertainty_report.json")
file_path.parent.mkdir(parents=True, exist_ok=True)
with open(file_path, 'w') as f:
json.dump(self.to_dict(), f, indent=2, default=str)
return file_path
class EnhancedUncertaintyQuantifier:
"""Enhanced uncertainty quantification for MLOps pipeline integration"""
def __init__(self,
confidence_level: float = 0.95,
n_bootstrap: int = 1000,
random_state: int = 42):
self.confidence_level = confidence_level
self.n_bootstrap = n_bootstrap
self.random_state = random_state
if STATISTICAL_ANALYSIS_AVAILABLE:
self.statistical_analyzer = MLOpsStatisticalAnalyzer(
confidence_level, n_bootstrap, random_state
)
self.bootstrap_analyzer = BootstrapAnalyzer(n_bootstrap, confidence_level, random_state)
self.feature_analyzer = FeatureImportanceAnalyzer(n_bootstrap, confidence_level, random_state)
else:
raise ImportError("Statistical analysis components required for uncertainty quantification")
if STRUCTURED_LOGGING_AVAILABLE:
self.logger = MLOpsLoggers.get_logger('uncertainty_quantification')
else:
self.logger = logging.getLogger(__name__)
def quantify_model_uncertainty(self,
model,
X_train: np.ndarray,
X_test: np.ndarray,
y_train: np.ndarray,
y_test: np.ndarray,
model_name: str = "model") -> Dict[str, Any]:
"""Quantify uncertainty in model performance metrics"""
from sklearn.metrics import accuracy_score, f1_score, precision_score, recall_score, roc_auc_score
# Fit model
model.fit(X_train, y_train)
y_pred = model.predict(X_test)
y_pred_proba = model.predict_proba(X_test)[:, 1] if hasattr(model, 'predict_proba') else y_pred
# Define metric functions
metrics = {
'accuracy': lambda y_true, y_pred: accuracy_score(y_true, y_pred),
'f1': lambda y_true, y_pred: f1_score(y_true, y_pred, average='weighted'),
'precision': lambda y_true, y_pred: precision_score(y_true, y_pred, average='weighted'),
'recall': lambda y_true, y_pred: recall_score(y_true, y_pred, average='weighted'),
'roc_auc': lambda y_true, y_pred_proba: roc_auc_score(y_true, y_pred_proba)
}
# Bootstrap confidence intervals for each metric
uncertainty_results = {}
for metric_name, metric_func in metrics.items():
try:
if metric_name == 'roc_auc':
result = self.bootstrap_analyzer.bootstrap_metric(
y_test, y_pred_proba, metric_func
)
else:
result = self.bootstrap_analyzer.bootstrap_metric(
y_test, y_pred, metric_func
)
uncertainty_results[metric_name] = {
'point_estimate': result.point_estimate,
'confidence_interval': result.confidence_interval,
'margin_of_error': result.margin_of_error(),
'relative_uncertainty': result.margin_of_error() / result.point_estimate if result.point_estimate > 0 else np.inf,
'confidence_level': result.confidence_level,
'sample_size': result.sample_size,
'metadata': result.metadata
}
except Exception as e:
uncertainty_results[metric_name] = {'error': str(e)}
# Overall uncertainty assessment
valid_uncertainties = [
r['relative_uncertainty'] for r in uncertainty_results.values()
if isinstance(r, dict) and 'relative_uncertainty' in r and np.isfinite(r['relative_uncertainty'])
]
overall_assessment = {
'model_name': model_name,
'average_relative_uncertainty': float(np.mean(valid_uncertainties)) if valid_uncertainties else np.inf,
'max_relative_uncertainty': float(np.max(valid_uncertainties)) if valid_uncertainties else np.inf,
'uncertainty_level': self._classify_uncertainty_level(np.mean(valid_uncertainties)) if valid_uncertainties else 'unknown'
}
return {
'metric_uncertainties': uncertainty_results,
'overall_assessment': overall_assessment,
'analysis_metadata': {
'confidence_level': self.confidence_level,
'n_bootstrap': self.n_bootstrap,
'test_size': len(y_test),
'train_size': len(y_train)
}
}
def quantify_feature_importance_uncertainty(self,
model,
X: np.ndarray,
y: np.ndarray,
feature_names: List[str] = None) -> Dict[str, Any]:
"""Quantify uncertainty in feature importance rankings"""
try:
# Analyze feature importance stability
stability_results = self.feature_analyzer.analyze_importance_stability(
model, X, y, feature_names
)
# Extract uncertainty metrics
feature_uncertainties = {}
unstable_features = []
for feature_name, analysis in stability_results['feature_importance_analysis'].items():
cv = analysis['metadata']['coefficient_of_variation']
feature_uncertainties[feature_name] = {
'importance_mean': analysis['point_estimate'],
'importance_ci': analysis['confidence_interval'],
'coefficient_of_variation': cv,
'stability_rank': analysis['metadata']['stability_rank'],
'uncertainty_level': self._classify_feature_uncertainty(cv)
}
# Flag highly uncertain features
if cv > 0.5: # 50% coefficient of variation threshold
unstable_features.append({
'feature': feature_name,
'cv': cv,
'reason': 'High variance in importance across bootstrap samples'
})
return {
'feature_importance_uncertainties': feature_uncertainties,
'stability_ranking': stability_results['stability_ranking'],
'unstable_features': unstable_features,
'uncertainty_summary': {
'total_features': len(feature_uncertainties),
'unstable_features_count': len(unstable_features),
'uncertainty_rate': len(unstable_features) / len(feature_uncertainties) if feature_uncertainties else 0
},
'analysis_metadata': stability_results['analysis_metadata']
}
except Exception as e:
return {'error': str(e)}
def quantify_cross_validation_uncertainty(self,
model,
X: np.ndarray,
y: np.ndarray,
cv_folds: int = 5) -> Dict[str, Any]:
"""Quantify uncertainty in cross-validation results"""
from sklearn.model_selection import cross_val_score, StratifiedKFold
from sklearn.metrics import f1_score, accuracy_score
try:
# Define CV strategy
cv_strategy = StratifiedKFold(n_splits=cv_folds, shuffle=True, random_state=self.random_state)
# Comprehensive CV analysis with uncertainty quantification
metrics = {
'accuracy': lambda y_true, y_pred: accuracy_score(y_true, y_pred),
'f1': lambda y_true, y_pred: f1_score(y_true, y_pred, average='weighted')
}
cv_analysis = self.statistical_analyzer.cv_analyzer.comprehensive_cv_analysis(
model, X, y, metrics
)
# Extract uncertainty information
cv_uncertainties = {}
for metric_name, analysis in cv_analysis['metrics_analysis'].items():
test_scores = analysis['test_scores']
# Calculate additional uncertainty metrics
cv_coefficient = test_scores['std'] / test_scores['mean'] if test_scores['mean'] > 0 else np.inf
cv_uncertainties[metric_name] = {
'cv_mean': test_scores['mean'],
'cv_std': test_scores['std'],
'cv_scores': test_scores['scores'],
'coefficient_of_variation': cv_coefficient,
'confidence_interval': test_scores['confidence_interval'],
'stability_level': self._classify_cv_stability(cv_coefficient),
'overfitting_analysis': analysis.get('overfitting_analysis', {}),
'statistical_tests': analysis.get('statistical_tests', {})
}
return {
'cv_uncertainties': cv_uncertainties,
'cv_metadata': {
'cv_folds': cv_folds,
'sample_size': len(X),
'confidence_level': self.confidence_level
},
'stability_assessment': self._assess_cv_stability(cv_uncertainties)
}
except Exception as e:
return {'error': str(e)}
def quantify_prediction_uncertainty(self,
model,
X_new: np.ndarray,
n_bootstrap_predictions: int = 100) -> Dict[str, Any]:
"""Quantify uncertainty in individual predictions using bootstrap"""
try:
# This requires the original training data - simplified version for demonstration
# In practice, you'd need to store bootstrap models or use other uncertainty methods
if hasattr(model, 'predict_proba'):
# For probabilistic models, use prediction probabilities as uncertainty proxy
probabilities = model.predict_proba(X_new)
predictions = model.predict(X_new)
# Calculate prediction uncertainty metrics
prediction_uncertainties = []
for i, (pred, proba) in enumerate(zip(predictions, probabilities)):
max_proba = np.max(proba)
entropy = -np.sum(proba * np.log(proba + 1e-8)) # Add small constant for numerical stability
uncertainty_info = {
'prediction': int(pred),
'prediction_probability': float(max_proba),
'entropy': float(entropy),
'uncertainty_level': self._classify_prediction_uncertainty(max_proba),
'all_class_probabilities': proba.tolist()
}
prediction_uncertainties.append(uncertainty_info)
# Overall prediction uncertainty summary
avg_entropy = np.mean([p['entropy'] for p in prediction_uncertainties])
avg_confidence = np.mean([p['prediction_probability'] for p in prediction_uncertainties])
uncertain_predictions = sum(1 for p in prediction_uncertainties if p['uncertainty_level'] in ['high', 'very_high'])
return {
'individual_predictions': prediction_uncertainties,
'uncertainty_summary': {
'total_predictions': len(prediction_uncertainties),
'uncertain_predictions': uncertain_predictions,
'uncertainty_rate': uncertain_predictions / len(prediction_uncertainties),
'average_entropy': float(avg_entropy),
'average_confidence': float(avg_confidence)
}
}
else:
return {
'error': 'Model does not support probability predictions - uncertainty quantification limited'
}
except Exception as e:
return {'error': str(e)}
def comprehensive_uncertainty_analysis(self,
models: Dict[str, Any],
X_train: np.ndarray,
X_test: np.ndarray,
y_train: np.ndarray,
y_test: np.ndarray,
feature_names: List[str] = None) -> UncertaintyReport:
"""Perform comprehensive uncertainty analysis across all components"""
# Model performance uncertainty
model_uncertainties = {}
for model_name, model in models.items():
model_uncertainties[model_name] = self.quantify_model_uncertainty(
model, X_train, X_test, y_train, y_test, model_name
)
# Feature importance uncertainty (using best model)
best_model_name = min(model_uncertainties.keys(),
key=lambda k: model_uncertainties[k]['overall_assessment']['average_relative_uncertainty'])
best_model = models[best_model_name]
feature_uncertainty = self.quantify_feature_importance_uncertainty(
best_model, X_train, y_train, feature_names
)
# Cross-validation uncertainty
cv_uncertainty = self.quantify_cross_validation_uncertainty(
best_model, X_train, y_train
)
# Prediction uncertainty on test set
prediction_uncertainty = self.quantify_prediction_uncertainty(
best_model, X_test
)
# Model comparison uncertainty
if len(models) > 1:
comparison_uncertainty = self._quantify_model_comparison_uncertainty(
models, X_train, y_train
)
else:
comparison_uncertainty = {'single_model': 'No comparison available'}
# Generate recommendations
recommendations = self._generate_uncertainty_recommendations(
model_uncertainties, feature_uncertainty, cv_uncertainty, prediction_uncertainty
)
return UncertaintyReport(
model_performance_uncertainty=model_uncertainties,
feature_importance_uncertainty=feature_uncertainty,
cross_validation_uncertainty=cv_uncertainty,
prediction_uncertainty=prediction_uncertainty,
model_comparison_uncertainty=comparison_uncertainty,
recommendations=recommendations,
confidence_level=self.confidence_level,
analysis_timestamp=datetime.now().isoformat()
)
def _quantify_model_comparison_uncertainty(self,
models: Dict[str, Any],
X: np.ndarray,
y: np.ndarray) -> Dict[str, Any]:
"""Quantify uncertainty in model comparisons"""
try:
# Use comprehensive model comparison with statistical analysis
from sklearn.metrics import f1_score, accuracy_score
metrics = {
'f1': lambda y_true, y_pred: f1_score(y_true, y_pred, average='weighted'),
'accuracy': lambda y_true, y_pred: accuracy_score(y_true, y_pred)
}
comparison_results = self.statistical_analyzer.comparison_analyzer.comprehensive_model_comparison(
models, X, y, metrics
)
# Extract uncertainty information from comparisons
comparison_uncertainties = {}
for comparison_name, comparison_data in comparison_results.get('pairwise_comparisons', {}).items():
overall_comp = comparison_data.get('overall_comparison', {})
comparison_uncertainties[comparison_name] = {
'improvement_rate': overall_comp.get('improvement_rate', 0),
'significant_improvements': overall_comp.get('significant_improvements', 0),
'total_comparisons': overall_comp.get('total_comparisons', 0),
'recommendation': overall_comp.get('recommendation', 'No recommendation'),
'uncertainty_level': self._classify_comparison_uncertainty(overall_comp.get('improvement_rate', 0))
}
# Overall comparison uncertainty
ranking = comparison_results.get('model_ranking', {})
ranking_uncertainty = self._assess_ranking_uncertainty(ranking)
return {
'pairwise_comparison_uncertainties': comparison_uncertainties,
'ranking_uncertainty': ranking_uncertainty,
'comparison_metadata': comparison_results.get('analysis_metadata', {})
}
except Exception as e:
return {'error': str(e)}
def _classify_uncertainty_level(self, relative_uncertainty: float) -> str:
"""Classify overall uncertainty level"""
if relative_uncertainty < 0.05:
return 'very_low'
elif relative_uncertainty < 0.1:
return 'low'
elif relative_uncertainty < 0.2:
return 'medium'
elif relative_uncertainty < 0.5:
return 'high'
else:
return 'very_high'
def _classify_feature_uncertainty(self, cv: float) -> str:
"""Classify feature importance uncertainty"""
if cv < 0.2:
return 'stable'
elif cv < 0.5:
return 'moderately_stable'
elif cv < 1.0:
return 'unstable'
else:
return 'very_unstable'
def _classify_cv_stability(self, cv_coefficient: float) -> str:
"""Classify cross-validation stability"""
if cv_coefficient < 0.1:
return 'very_stable'
elif cv_coefficient < 0.2:
return 'stable'
elif cv_coefficient < 0.3:
return 'moderately_stable'
else:
return 'unstable'
def _classify_prediction_uncertainty(self, max_probability: float) -> str:
"""Classify individual prediction uncertainty"""
if max_probability > 0.95:
return 'very_low'
elif max_probability > 0.8:
return 'low'
elif max_probability > 0.6:
return 'medium'
elif max_probability > 0.5:
return 'high'
else:
return 'very_high'
def _classify_comparison_uncertainty(self, improvement_rate: float) -> str:
"""Classify model comparison uncertainty"""
if improvement_rate > 0.8:
return 'very_confident'
elif improvement_rate > 0.6:
return 'confident'
elif improvement_rate > 0.4:
return 'moderate'
elif improvement_rate > 0.2:
return 'uncertain'
else:
return 'very_uncertain'
def _assess_cv_stability(self, cv_uncertainties: Dict[str, Any]) -> Dict[str, Any]:
"""Assess overall cross-validation stability"""
stability_levels = [info.get('stability_level', 'unknown') for info in cv_uncertainties.values()]
stable_count = sum(1 for level in stability_levels if level in ['very_stable', 'stable'])
return {
'stable_metrics': stable_count,
'total_metrics': len(stability_levels),
'stability_rate': stable_count / len(stability_levels) if stability_levels else 0,
'overall_stability': 'stable' if stable_count / len(stability_levels) > 0.6 else 'unstable'
}
def _assess_ranking_uncertainty(self, ranking: Dict[str, Any]) -> Dict[str, Any]:
"""Assess uncertainty in model ranking"""
if not ranking or 'ranking' not in ranking:
return {'uncertainty': 'unknown', 'reason': 'No ranking data available'}
ranking_data = ranking['ranking']
if len(ranking_data) < 2:
return {'uncertainty': 'low', 'reason': 'Only one model'}
# Check if top model is significantly better than others
top_model = ranking_data[0]
significantly_better_count = len(top_model.get('significantly_better_than', []))
total_other_models = len(ranking_data) - 1
if significantly_better_count == total_other_models:
return {
'uncertainty': 'low',
'reason': 'Top model significantly better than all others',
'confidence': 'high'
}
elif significantly_better_count > total_other_models / 2:
return {
'uncertainty': 'medium',
'reason': 'Top model significantly better than some others',
'confidence': 'medium'
}
else:
return {
'uncertainty': 'high',
'reason': 'No clear statistical winner among models',
'confidence': 'low'
}
def _generate_uncertainty_recommendations(self,
model_uncertainties: Dict[str, Any],
feature_uncertainty: Dict[str, Any],
cv_uncertainty: Dict[str, Any],
prediction_uncertainty: Dict[str, Any]) -> List[Dict[str, Any]]:
"""Generate actionable recommendations based on uncertainty analysis"""
recommendations = []
# Model performance uncertainty recommendations
for model_name, uncertainty in model_uncertainties.items():
overall_assessment = uncertainty.get('overall_assessment', {})
uncertainty_level = overall_assessment.get('uncertainty_level', 'unknown')
if uncertainty_level in ['high', 'very_high']:
recommendations.append({
'type': 'model_performance',
'priority': 'high',
'model': model_name,
'issue': f'High performance uncertainty ({uncertainty_level})',
'action': 'Collect more training data or consider model regularization',
'details': {
'avg_relative_uncertainty': overall_assessment.get('average_relative_uncertainty', 0),
'max_relative_uncertainty': overall_assessment.get('max_relative_uncertainty', 0)
}
})
# Feature importance uncertainty recommendations
unstable_features = feature_uncertainty.get('unstable_features', [])
if unstable_features:
recommendations.append({
'type': 'feature_importance',
'priority': 'medium',
'issue': f'{len(unstable_features)} features have unstable importance rankings',
'action': 'Review feature engineering and consider feature selection',
'details': {
'unstable_features': [f['feature'] for f in unstable_features],
'uncertainty_rate': feature_uncertainty.get('uncertainty_summary', {}).get('uncertainty_rate', 0)
}
})
# Cross-validation stability recommendations
cv_stability = cv_uncertainty.get('stability_assessment', {})
if cv_stability.get('overall_stability') == 'unstable':
recommendations.append({
'type': 'cross_validation',
'priority': 'medium',
'issue': 'Unstable cross-validation performance',
'action': 'Check data quality, consider stratified sampling, or increase CV folds',
'details': {
'stability_rate': cv_stability.get('stability_rate', 0),
'stable_metrics': cv_stability.get('stable_metrics', 0),
'total_metrics': cv_stability.get('total_metrics', 0)
}
})
# Prediction uncertainty recommendations
pred_summary = prediction_uncertainty.get('uncertainty_summary', {})
uncertainty_rate = pred_summary.get('uncertainty_rate', 0)
if uncertainty_rate > 0.2: # More than 20% uncertain predictions
recommendations.append({
'type': 'prediction_uncertainty',
'priority': 'high',
'issue': f'{uncertainty_rate:.1%} of predictions have high uncertainty',
'action': 'Consider implementing prediction confidence thresholds or human review for uncertain cases',
'details': {
'uncertain_predictions': pred_summary.get('uncertain_predictions', 0),
'total_predictions': pred_summary.get('total_predictions', 0),
'average_confidence': pred_summary.get('average_confidence', 0)
}
})
return recommendations
# Integration functions for existing codebase
def integrate_uncertainty_quantification_with_retrain():
"""Integration function for retrain.py"""
def enhanced_model_comparison_with_uncertainty(models_dict, X_train, X_test, y_train, y_test):
"""Enhanced model comparison with comprehensive uncertainty quantification"""
try:
quantifier = EnhancedUncertaintyQuantifier()
# Perform comprehensive uncertainty analysis
uncertainty_report = quantifier.comprehensive_uncertainty_analysis(
models_dict, X_train, X_test, y_train, y_test
)
# Save uncertainty report
report_path = uncertainty_report.save_report()
# Extract promotion decision based on uncertainty analysis
model_uncertainties = uncertainty_report.model_performance_uncertainty
# Find model with lowest uncertainty
best_model_name = min(
model_uncertainties.keys(),
key=lambda k: model_uncertainties[k]['overall_assessment']['average_relative_uncertainty']
)
best_uncertainty = model_uncertainties[best_model_name]['overall_assessment']['average_relative_uncertainty']
uncertainty_level = model_uncertainties[best_model_name]['overall_assessment']['uncertainty_level']
# Decision logic incorporating uncertainty
promote_candidate = (
uncertainty_level in ['very_low', 'low', 'medium'] and
len(uncertainty_report.recommendations) <= 2
)
return {
'recommended_model': best_model_name,
'uncertainty_level': uncertainty_level,
'average_uncertainty': best_uncertainty,
'uncertainty_report': uncertainty_report.to_dict(),
'report_path': str(report_path),
'promote_candidate': promote_candidate,
'recommendations': uncertainty_report.recommendations
}
except Exception as e:
return {'error': f'Uncertainty quantification failed: {str(e)}'}
return enhanced_model_comparison_with_uncertainty
def integrate_uncertainty_quantification_with_train():
"""Integration function for train.py"""
def enhanced_ensemble_validation_with_uncertainty(individual_models, ensemble_model, X, y):
"""Enhanced ensemble validation with uncertainty quantification"""
try:
from sklearn.model_selection import train_test_split
quantifier = EnhancedUncertaintyQuantifier()
# Prepare models for analysis
models_to_analyze = {**individual_models, 'ensemble': ensemble_model}
# Split data for uncertainty analysis
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
# Perform uncertainty analysis
uncertainty_report = quantifier.comprehensive_uncertainty_analysis(
models_to_analyze, X_train, X_test, y_train, y_test
)
# Determine ensemble recommendation based on uncertainty
ensemble_uncertainty = uncertainty_report.model_performance_uncertainty.get('ensemble', {})
ensemble_uncertainty_level = ensemble_uncertainty.get('overall_assessment', {}).get('uncertainty_level', 'unknown')
# Compare ensemble uncertainty with individual models
individual_uncertainties = [
uncertainty_report.model_performance_uncertainty[name]['overall_assessment']['average_relative_uncertainty']
for name in individual_models.keys()
if name in uncertainty_report.model_performance_uncertainty
]
ensemble_avg_uncertainty = ensemble_uncertainty.get('overall_assessment', {}).get('average_relative_uncertainty', np.inf)
best_individual_uncertainty = min(individual_uncertainties) if individual_uncertainties else np.inf
# Decision logic
use_ensemble = (
ensemble_uncertainty_level in ['very_low', 'low', 'medium'] and
ensemble_avg_uncertainty <= best_individual_uncertainty * 1.1 # Allow 10% increase in uncertainty
)
return {
'use_ensemble': use_ensemble,
'ensemble_uncertainty_level': ensemble_uncertainty_level,
'ensemble_avg_uncertainty': ensemble_avg_uncertainty,
'best_individual_uncertainty': best_individual_uncertainty,
'uncertainty_analysis': uncertainty_report.to_dict(),
'recommendations': uncertainty_report.recommendations
}
except Exception as e:
return {'error': f'Uncertainty quantification failed: {str(e)}'}
return enhanced_ensemble_validation_with_uncertainty
if __name__ == "__main__":
# Example usage and testing
print("Testing enhanced uncertainty quantification system...")
# Generate sample data
np.random.seed(42)
X = np.random.randn(300, 15)
y = (X[:, 0] + X[:, 1] + np.random.randn(300) * 0.2 > 0).astype(int)
# Create sample models
from sklearn.linear_model import LogisticRegression
from sklearn.ensemble import RandomForestClassifier
from sklearn.model_selection import train_test_split
models = {
'logistic_regression': LogisticRegression(random_state=42),
'random_forest': RandomForestClassifier(n_estimators=50, random_state=42)
}
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.3, random_state=42)
# Test comprehensive uncertainty analysis
if STATISTICAL_ANALYSIS_AVAILABLE:
quantifier = EnhancedUncertaintyQuantifier(n_bootstrap=100) # Reduced for testing
print("Running comprehensive uncertainty analysis...")
uncertainty_report = quantifier.comprehensive_uncertainty_analysis(
models, X_train, X_test, y_train, y_test
)
print(f"Generated {len(uncertainty_report.recommendations)} uncertainty-based recommendations")
print(f"Overall confidence level: {uncertainty_report.confidence_level}")
# Save report
report_path = uncertainty_report.save_report()
print(f"Uncertainty report saved to: {report_path}")
print("Enhanced uncertainty quantification system test completed successfully!")
else:
print("Statistical analysis components not available - skipping test") |