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import numpy as np |
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import pandas as pd |
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from scipy import stats |
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from scipy.stats import bootstrap |
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import warnings |
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from typing import Dict, List, Tuple, Optional, Any, Union, Callable |
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from dataclasses import dataclass |
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from pathlib import Path |
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import json |
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from datetime import datetime |
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import logging |
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try: |
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from .structured_logger import StructuredLogger, EventType, MLOpsLoggers |
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STRUCTURED_LOGGING_AVAILABLE = True |
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except ImportError: |
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STRUCTURED_LOGGING_AVAILABLE = False |
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import logging |
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|
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warnings.filterwarnings('ignore') |
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|
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logger = logging.getLogger(__name__) |
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@dataclass |
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class StatisticalResult: |
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"""Container for statistical analysis results with uncertainty quantification""" |
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point_estimate: float |
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confidence_interval: Tuple[float, float] |
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confidence_level: float |
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method: str |
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sample_size: int |
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metadata: Dict[str, Any] = None |
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|
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def __post_init__(self): |
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if self.metadata is None: |
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self.metadata = {} |
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|
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def to_dict(self) -> Dict[str, Any]: |
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"""Convert to dictionary for serialization""" |
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return { |
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'point_estimate': float(self.point_estimate), |
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'confidence_interval': [float(self.confidence_interval[0]), float(self.confidence_interval[1])], |
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'confidence_level': float(self.confidence_level), |
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'method': self.method, |
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'sample_size': int(self.sample_size), |
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'metadata': self.metadata, |
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'timestamp': datetime.now().isoformat() |
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} |
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|
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def margin_of_error(self) -> float: |
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"""Calculate margin of error from confidence interval""" |
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return (self.confidence_interval[1] - self.confidence_interval[0]) / 2 |
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|
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def is_significant_improvement_over(self, baseline_value: float) -> bool: |
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"""Check if improvement over baseline is statistically significant""" |
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return self.confidence_interval[0] > baseline_value |
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|
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|
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class BootstrapAnalyzer: |
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"""Advanced bootstrap analysis for model performance uncertainty quantification""" |
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|
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def __init__(self, |
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n_bootstrap: int = 1000, |
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confidence_level: float = 0.95, |
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random_state: int = 42): |
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self.n_bootstrap = n_bootstrap |
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self.confidence_level = confidence_level |
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self.random_state = random_state |
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self.rng = np.random.RandomState(random_state) |
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|
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if STRUCTURED_LOGGING_AVAILABLE: |
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self.logger = MLOpsLoggers.get_logger('statistical_analysis') |
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else: |
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self.logger = logging.getLogger(__name__) |
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|
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def bootstrap_metric(self, |
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y_true: np.ndarray, |
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y_pred: np.ndarray, |
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metric_func: Callable, |
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stratify: bool = True) -> StatisticalResult: |
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""" |
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Bootstrap confidence interval for any metric function |
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|
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Args: |
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y_true: True labels |
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y_pred: Predicted labels or probabilities |
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metric_func: Function that takes (y_true, y_pred) and returns metric |
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stratify: Whether to use stratified bootstrap sampling |
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""" |
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n_samples = len(y_true) |
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bootstrap_scores = [] |
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original_score = metric_func(y_true, y_pred) |
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|
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for i in range(self.n_bootstrap): |
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|
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if stratify: |
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indices = self._stratified_bootstrap_indices(y_true) |
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else: |
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indices = self.rng.choice(n_samples, size=n_samples, replace=True) |
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try: |
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bootstrap_score = metric_func(y_true[indices], y_pred[indices]) |
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bootstrap_scores.append(bootstrap_score) |
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except Exception as e: |
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continue |
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bootstrap_scores = np.array(bootstrap_scores) |
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|
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alpha = 1 - self.confidence_level |
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lower_percentile = (alpha / 2) * 100 |
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upper_percentile = (1 - alpha / 2) * 100 |
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|
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ci_lower = np.percentile(bootstrap_scores, lower_percentile) |
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ci_upper = np.percentile(bootstrap_scores, upper_percentile) |
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|
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return StatisticalResult( |
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point_estimate=original_score, |
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confidence_interval=(ci_lower, ci_upper), |
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confidence_level=self.confidence_level, |
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method='bootstrap', |
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sample_size=n_samples, |
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metadata={ |
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'n_bootstrap': self.n_bootstrap, |
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'bootstrap_mean': float(np.mean(bootstrap_scores)), |
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'bootstrap_std': float(np.std(bootstrap_scores)), |
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'stratified': stratify, |
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'valid_bootstraps': len(bootstrap_scores) |
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} |
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) |
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|
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def _stratified_bootstrap_indices(self, y_true: np.ndarray) -> np.ndarray: |
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"""Generate stratified bootstrap indices maintaining class distribution""" |
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indices = [] |
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unique_classes, class_counts = np.unique(y_true, return_counts=True) |
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|
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for class_label, count in zip(unique_classes, class_counts): |
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class_indices = np.where(y_true == class_label)[0] |
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bootstrap_indices = self.rng.choice(class_indices, size=count, replace=True) |
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indices.extend(bootstrap_indices) |
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return np.array(indices) |
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|
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def bootstrap_model_comparison(self, |
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y_true: np.ndarray, |
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y_pred_1: np.ndarray, |
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y_pred_2: np.ndarray, |
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metric_func: Callable, |
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model_1_name: str = "Model 1", |
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model_2_name: str = "Model 2") -> Dict[str, Any]: |
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""" |
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Bootstrap comparison between two models with statistical significance testing |
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""" |
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|
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n_samples = len(y_true) |
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differences = [] |
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score_1 = metric_func(y_true, y_pred_1) |
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score_2 = metric_func(y_true, y_pred_2) |
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original_difference = score_2 - score_1 |
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for i in range(self.n_bootstrap): |
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indices = self.rng.choice(n_samples, size=n_samples, replace=True) |
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try: |
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boot_score_1 = metric_func(y_true[indices], y_pred_1[indices]) |
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boot_score_2 = metric_func(y_true[indices], y_pred_2[indices]) |
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differences.append(boot_score_2 - boot_score_1) |
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except: |
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continue |
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differences = np.array(differences) |
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alpha = 1 - self.confidence_level |
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ci_lower = np.percentile(differences, (alpha / 2) * 100) |
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ci_upper = np.percentile(differences, (1 - alpha / 2) * 100) |
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p_value_bootstrap = np.mean(differences <= 0) * 2 |
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is_significant = ci_lower > 0 or ci_upper < 0 |
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pooled_std = np.sqrt((np.var(differences)) / 2) |
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cohens_d = original_difference / pooled_std if pooled_std > 0 else 0 |
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return { |
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'model_1_name': model_1_name, |
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'model_2_name': model_2_name, |
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'model_1_score': StatisticalResult( |
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point_estimate=score_1, |
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confidence_interval=(score_1 - np.std(differences), score_1 + np.std(differences)), |
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confidence_level=self.confidence_level, |
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method='bootstrap_individual', |
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sample_size=n_samples |
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).to_dict(), |
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'model_2_score': StatisticalResult( |
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point_estimate=score_2, |
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confidence_interval=(score_2 - np.std(differences), score_2 + np.std(differences)), |
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confidence_level=self.confidence_level, |
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method='bootstrap_individual', |
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sample_size=n_samples |
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).to_dict(), |
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'difference': StatisticalResult( |
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point_estimate=original_difference, |
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confidence_interval=(ci_lower, ci_upper), |
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confidence_level=self.confidence_level, |
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method='bootstrap_difference', |
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sample_size=n_samples, |
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metadata={ |
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'p_value_bootstrap': float(p_value_bootstrap), |
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'is_significant': bool(is_significant), |
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'effect_size_cohens_d': float(cohens_d), |
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'bootstrap_mean_difference': float(np.mean(differences)), |
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'bootstrap_std_difference': float(np.std(differences)) |
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} |
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).to_dict() |
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} |
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|
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|
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class FeatureImportanceAnalyzer: |
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"""Advanced feature importance analysis with uncertainty quantification""" |
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|
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def __init__(self, |
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n_bootstrap: int = 500, |
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confidence_level: float = 0.95, |
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random_state: int = 42): |
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self.n_bootstrap = n_bootstrap |
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self.confidence_level = confidence_level |
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self.random_state = random_state |
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self.rng = np.random.RandomState(random_state) |
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|
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if STRUCTURED_LOGGING_AVAILABLE: |
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self.logger = MLOpsLoggers.get_logger('feature_importance') |
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else: |
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self.logger = logging.getLogger(__name__) |
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|
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def analyze_importance_stability(self, |
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model, |
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X: np.ndarray, |
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y: np.ndarray, |
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feature_names: List[str] = None) -> Dict[str, Any]: |
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""" |
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Analyze feature importance stability using bootstrap sampling |
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""" |
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|
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if feature_names is None: |
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feature_names = [f'feature_{i}' for i in range(X.shape[1])] |
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importance_samples = [] |
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for i in range(self.n_bootstrap): |
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|
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indices = self.rng.choice(len(X), size=len(X), replace=True) |
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X_boot = X[indices] |
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y_boot = y[indices] |
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try: |
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model_copy = self._clone_model(model) |
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model_copy.fit(X_boot, y_boot) |
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|
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if hasattr(model_copy, 'feature_importances_'): |
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importances = model_copy.feature_importances_ |
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elif hasattr(model_copy, 'coef_'): |
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importances = np.abs(model_copy.coef_).flatten() |
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else: |
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|
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from sklearn.inspection import permutation_importance |
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perm_importance = permutation_importance(model_copy, X_boot, y_boot, n_repeats=5, random_state=self.random_state) |
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importances = perm_importance.importances_mean |
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|
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importance_samples.append(importances) |
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|
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except Exception as e: |
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continue |
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|
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importance_samples = np.array(importance_samples) |
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|
|
|
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feature_stats = {} |
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|
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for i, feature_name in enumerate(feature_names): |
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if i < importance_samples.shape[1]: |
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feature_importances = importance_samples[:, i] |
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|
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|
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alpha = 1 - self.confidence_level |
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ci_lower = np.percentile(feature_importances, (alpha / 2) * 100) |
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ci_upper = np.percentile(feature_importances, (1 - alpha / 2) * 100) |
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|
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cv_importance = np.std(feature_importances) / np.mean(feature_importances) if np.mean(feature_importances) > 0 else np.inf |
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|
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feature_stats[feature_name] = StatisticalResult( |
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point_estimate=float(np.mean(feature_importances)), |
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confidence_interval=(float(ci_lower), float(ci_upper)), |
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confidence_level=self.confidence_level, |
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method='bootstrap_importance', |
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sample_size=len(importance_samples), |
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metadata={ |
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'coefficient_of_variation': float(cv_importance), |
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'std_importance': float(np.std(feature_importances)), |
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'min_importance': float(np.min(feature_importances)), |
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'max_importance': float(np.max(feature_importances)), |
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'stability_rank': None |
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} |
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).to_dict() |
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|
|
|
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sorted_features = sorted( |
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feature_stats.items(), |
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key=lambda x: x[1]['metadata']['coefficient_of_variation'] |
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) |
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|
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for rank, (feature_name, stats) in enumerate(sorted_features): |
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feature_stats[feature_name]['metadata']['stability_rank'] = rank + 1 |
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|
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return { |
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'feature_importance_analysis': feature_stats, |
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'stability_ranking': [name for name, _ in sorted_features], |
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'analysis_metadata': { |
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'n_bootstrap_samples': self.n_bootstrap, |
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'confidence_level': self.confidence_level, |
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'n_features_analyzed': len(feature_names), |
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'valid_bootstrap_runs': len(importance_samples) |
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} |
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} |
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|
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def _clone_model(self, model): |
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"""Clone model for bootstrap sampling""" |
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from sklearn.base import clone |
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try: |
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return clone(model) |
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except: |
|
|
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return type(model)(**model.get_params()) |
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|
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def permutation_importance_with_ci(self, |
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model, |
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X: np.ndarray, |
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y: np.ndarray, |
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scoring_func: Callable, |
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feature_names: List[str] = None, |
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n_repeats: int = 10) -> Dict[str, Any]: |
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""" |
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Calculate permutation importance with confidence intervals |
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""" |
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|
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if feature_names is None: |
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feature_names = [f'feature_{i}' for i in range(X.shape[1])] |
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|
|
|
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baseline_score = scoring_func(model, X, y) |
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|
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feature_importance_scores = {} |
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|
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for feature_idx, feature_name in enumerate(feature_names): |
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importance_scores = [] |
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|
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for _ in range(n_repeats): |
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|
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X_permuted = X.copy() |
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X_permuted[:, feature_idx] = self.rng.permutation(X_permuted[:, feature_idx]) |
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|
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permuted_score = scoring_func(model, X_permuted, y) |
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importance = baseline_score - permuted_score |
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importance_scores.append(importance) |
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|
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|
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importance_scores = np.array(importance_scores) |
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|
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alpha = 1 - self.confidence_level |
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ci_lower = np.percentile(importance_scores, (alpha / 2) * 100) |
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ci_upper = np.percentile(importance_scores, (1 - alpha / 2) * 100) |
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|
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feature_importance_scores[feature_name] = StatisticalResult( |
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point_estimate=float(np.mean(importance_scores)), |
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confidence_interval=(float(ci_lower), float(ci_upper)), |
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confidence_level=self.confidence_level, |
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method='permutation_importance', |
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sample_size=n_repeats, |
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metadata={ |
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'baseline_score': float(baseline_score), |
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'std_importance': float(np.std(importance_scores)), |
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'is_statistically_important': float(ci_lower) > 0 |
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} |
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).to_dict() |
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|
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return { |
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'permutation_importance': feature_importance_scores, |
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'baseline_score': float(baseline_score), |
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'analysis_metadata': { |
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'n_repeats': n_repeats, |
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'confidence_level': self.confidence_level, |
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'scoring_function': scoring_func.__name__ if hasattr(scoring_func, '__name__') else 'custom' |
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} |
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} |
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|
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|
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class AdvancedCrossValidation: |
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"""Advanced cross-validation with comprehensive statistical reporting""" |
|
|
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def __init__(self, |
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cv_folds: int = 5, |
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n_bootstrap: int = 200, |
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confidence_level: float = 0.95, |
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random_state: int = 42): |
|
self.cv_folds = cv_folds |
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self.n_bootstrap = n_bootstrap |
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self.confidence_level = confidence_level |
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self.random_state = random_state |
|
self.bootstrap_analyzer = BootstrapAnalyzer(n_bootstrap, confidence_level, random_state) |
|
|
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if STRUCTURED_LOGGING_AVAILABLE: |
|
self.logger = MLOpsLoggers.get_logger('cross_validation') |
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else: |
|
self.logger = logging.getLogger(__name__) |
|
|
|
def comprehensive_cv_analysis(self, |
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model, |
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X: np.ndarray, |
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y: np.ndarray, |
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scoring_metrics: Dict[str, Callable]) -> Dict[str, Any]: |
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""" |
|
Comprehensive cross-validation analysis with statistical significance testing |
|
""" |
|
|
|
from sklearn.model_selection import cross_validate, StratifiedKFold |
|
|
|
|
|
cv_strategy = StratifiedKFold( |
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n_splits=self.cv_folds, |
|
shuffle=True, |
|
random_state=self.random_state |
|
) |
|
|
|
|
|
cv_results = cross_validate( |
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model, X, y, |
|
cv=cv_strategy, |
|
scoring=scoring_metrics, |
|
return_train_score=True, |
|
return_indices=True, |
|
n_jobs=1 |
|
) |
|
|
|
analysis_results = { |
|
'cv_folds': self.cv_folds, |
|
'metrics_analysis': {}, |
|
'fold_analysis': [], |
|
'statistical_tests': {}, |
|
'confidence_intervals': {} |
|
} |
|
|
|
|
|
for metric_name, metric_func in scoring_metrics.items(): |
|
test_scores = cv_results[f'test_{metric_name}'] |
|
train_scores = cv_results[f'train_{metric_name}'] |
|
|
|
|
|
test_ci = self._bootstrap_cv_scores(test_scores) |
|
train_ci = self._bootstrap_cv_scores(train_scores) |
|
|
|
|
|
statistical_tests = self._perform_cv_statistical_tests(test_scores, train_scores) |
|
|
|
analysis_results['metrics_analysis'][metric_name] = { |
|
'test_scores': { |
|
'mean': float(np.mean(test_scores)), |
|
'std': float(np.std(test_scores)), |
|
'confidence_interval': test_ci, |
|
'scores': test_scores.tolist() |
|
}, |
|
'train_scores': { |
|
'mean': float(np.mean(train_scores)), |
|
'std': float(np.std(train_scores)), |
|
'confidence_interval': train_ci, |
|
'scores': train_scores.tolist() |
|
}, |
|
'overfitting_analysis': { |
|
'overfitting_score': float(np.mean(train_scores) - np.mean(test_scores)), |
|
'overfitting_ci': self._calculate_overfitting_ci(train_scores, test_scores) |
|
}, |
|
'statistical_tests': statistical_tests |
|
} |
|
|
|
|
|
for fold_idx in range(self.cv_folds): |
|
fold_analysis = { |
|
'fold': fold_idx + 1, |
|
'metrics': {} |
|
} |
|
|
|
for metric_name in scoring_metrics.keys(): |
|
fold_analysis['metrics'][metric_name] = { |
|
'test_score': float(cv_results[f'test_{metric_name}'][fold_idx]), |
|
'train_score': float(cv_results[f'train_{metric_name}'][fold_idx]) |
|
} |
|
|
|
analysis_results['fold_analysis'].append(fold_analysis) |
|
|
|
return analysis_results |
|
|
|
def _bootstrap_cv_scores(self, scores: np.ndarray) -> Dict[str, float]: |
|
"""Bootstrap confidence interval for CV scores""" |
|
bootstrap_means = [] |
|
|
|
for _ in range(self.n_bootstrap): |
|
bootstrap_sample = np.random.choice(scores, size=len(scores), replace=True) |
|
bootstrap_means.append(np.mean(bootstrap_sample)) |
|
|
|
alpha = 1 - self.confidence_level |
|
ci_lower = np.percentile(bootstrap_means, (alpha / 2) * 100) |
|
ci_upper = np.percentile(bootstrap_means, (1 - alpha / 2) * 100) |
|
|
|
return { |
|
'lower': float(ci_lower), |
|
'upper': float(ci_upper), |
|
'confidence_level': self.confidence_level |
|
} |
|
|
|
def _perform_cv_statistical_tests(self, test_scores: np.ndarray, train_scores: np.ndarray) -> Dict[str, Any]: |
|
"""Perform statistical tests on CV results""" |
|
|
|
tests = {} |
|
|
|
|
|
try: |
|
t_stat, p_value = stats.ttest_rel(train_scores, test_scores) |
|
tests['overfitting_ttest'] = { |
|
't_statistic': float(t_stat), |
|
'p_value': float(p_value), |
|
'significant_overfitting': p_value < 0.05 and t_stat > 0, |
|
'interpretation': 'Significant overfitting detected' if (p_value < 0.05 and t_stat > 0) else 'No significant overfitting' |
|
} |
|
except Exception as e: |
|
tests['overfitting_ttest'] = {'error': str(e)} |
|
|
|
|
|
try: |
|
shapiro_stat, shapiro_p = stats.shapiro(test_scores) |
|
tests['normality_test'] = { |
|
'shapiro_statistic': float(shapiro_stat), |
|
'p_value': float(shapiro_p), |
|
'normally_distributed': shapiro_p > 0.05, |
|
'interpretation': 'CV scores are normally distributed' if shapiro_p > 0.05 else 'CV scores are not normally distributed' |
|
} |
|
except Exception as e: |
|
tests['normality_test'] = {'error': str(e)} |
|
|
|
|
|
cv_coefficient = np.std(test_scores) / np.mean(test_scores) if np.mean(test_scores) > 0 else np.inf |
|
tests['stability_analysis'] = { |
|
'coefficient_of_variation': float(cv_coefficient), |
|
'stability_interpretation': self._interpret_stability(cv_coefficient) |
|
} |
|
|
|
return tests |
|
|
|
def _calculate_overfitting_ci(self, train_scores: np.ndarray, test_scores: np.ndarray) -> Dict[str, float]: |
|
"""Calculate confidence interval for overfitting metric""" |
|
overfitting_differences = train_scores - test_scores |
|
|
|
bootstrap_diffs = [] |
|
for _ in range(self.n_bootstrap): |
|
indices = np.random.choice(len(overfitting_differences), size=len(overfitting_differences), replace=True) |
|
bootstrap_diffs.append(np.mean(overfitting_differences[indices])) |
|
|
|
alpha = 1 - self.confidence_level |
|
ci_lower = np.percentile(bootstrap_diffs, (alpha / 2) * 100) |
|
ci_upper = np.percentile(bootstrap_diffs, (1 - alpha / 2) * 100) |
|
|
|
return { |
|
'lower': float(ci_lower), |
|
'upper': float(ci_upper), |
|
'confidence_level': self.confidence_level |
|
} |
|
|
|
def _interpret_stability(self, cv_coefficient: float) -> str: |
|
"""Interpret CV stability based on coefficient of variation""" |
|
if cv_coefficient < 0.1: |
|
return "Very stable performance across folds" |
|
elif cv_coefficient < 0.2: |
|
return "Stable performance across folds" |
|
elif cv_coefficient < 0.3: |
|
return "Moderately stable performance across folds" |
|
else: |
|
return "Unstable performance across folds - consider data quality or model complexity" |
|
|
|
|
|
class StatisticalModelComparison: |
|
"""Advanced statistical comparison between models with comprehensive uncertainty analysis""" |
|
|
|
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 |
|
self.bootstrap_analyzer = BootstrapAnalyzer(n_bootstrap, confidence_level, random_state) |
|
|
|
if STRUCTURED_LOGGING_AVAILABLE: |
|
self.logger = MLOpsLoggers.get_logger('model_comparison') |
|
else: |
|
self.logger = logging.getLogger(__name__) |
|
|
|
def comprehensive_model_comparison(self, |
|
models: Dict[str, Any], |
|
X: np.ndarray, |
|
y: np.ndarray, |
|
metrics: Dict[str, Callable], |
|
cv_folds: int = 5) -> Dict[str, Any]: |
|
""" |
|
Comprehensive pairwise model comparison with statistical significance testing |
|
""" |
|
|
|
from sklearn.model_selection import cross_val_predict, StratifiedKFold |
|
|
|
cv_strategy = StratifiedKFold(n_splits=cv_folds, shuffle=True, random_state=self.random_state) |
|
|
|
|
|
model_predictions = {} |
|
model_cv_scores = {} |
|
|
|
for model_name, model in models.items(): |
|
|
|
cv_pred = cross_val_predict(model, X, y, cv=cv_strategy, method='predict_proba') |
|
if cv_pred.ndim == 2 and cv_pred.shape[1] == 2: |
|
cv_pred = cv_pred[:, 1] |
|
|
|
model_predictions[model_name] = cv_pred |
|
|
|
|
|
model_cv_scores[model_name] = {} |
|
for metric_name, metric_func in metrics.items(): |
|
try: |
|
if 'roc_auc' in metric_name.lower(): |
|
scores = [metric_func(y[test], cv_pred[test]) for train, test in cv_strategy.split(X, y)] |
|
else: |
|
pred_labels = (cv_pred > 0.5).astype(int) |
|
scores = [metric_func(y[test], pred_labels[test]) for train, test in cv_strategy.split(X, y)] |
|
|
|
model_cv_scores[model_name][metric_name] = np.array(scores) |
|
except Exception as e: |
|
self.logger.warning(f"Failed to calculate {metric_name} for {model_name}: {e}") |
|
|
|
|
|
comparison_results = {} |
|
model_names = list(models.keys()) |
|
|
|
for i, model1_name in enumerate(model_names): |
|
for j, model2_name in enumerate(model_names[i+1:], i+1): |
|
comparison_key = f"{model1_name}_vs_{model2_name}" |
|
|
|
comparison_results[comparison_key] = self._pairwise_comparison( |
|
model1_name, model2_name, |
|
model_cv_scores[model1_name], |
|
model_cv_scores[model2_name], |
|
model_predictions[model1_name], |
|
model_predictions[model2_name], |
|
y, metrics |
|
) |
|
|
|
|
|
ranking = self._rank_models(model_cv_scores, primary_metric='f1') |
|
|
|
return { |
|
'individual_model_results': model_cv_scores, |
|
'pairwise_comparisons': comparison_results, |
|
'model_ranking': ranking, |
|
'analysis_metadata': { |
|
'cv_folds': cv_folds, |
|
'confidence_level': self.confidence_level, |
|
'n_bootstrap': self.n_bootstrap, |
|
'models_compared': len(models), |
|
'metrics_evaluated': list(metrics.keys()) |
|
} |
|
} |
|
|
|
def _pairwise_comparison(self, |
|
model1_name: str, model2_name: str, |
|
scores1: Dict[str, np.ndarray], |
|
scores2: Dict[str, np.ndarray], |
|
pred1: np.ndarray, pred2: np.ndarray, |
|
y_true: np.ndarray, |
|
metrics: Dict[str, Callable]) -> Dict[str, Any]: |
|
"""Detailed pairwise comparison between two models""" |
|
|
|
comparison = { |
|
'models': [model1_name, model2_name], |
|
'metric_comparisons': {}, |
|
'overall_comparison': {} |
|
} |
|
|
|
significant_improvements = 0 |
|
total_comparisons = 0 |
|
|
|
|
|
for metric_name in scores1.keys(): |
|
if metric_name in scores2: |
|
metric_comparison = self._compare_metric_scores( |
|
scores1[metric_name], scores2[metric_name], metric_name |
|
) |
|
|
|
comparison['metric_comparisons'][metric_name] = metric_comparison |
|
|
|
if metric_comparison['statistical_tests']['significant_improvement']: |
|
significant_improvements += 1 |
|
total_comparisons += 1 |
|
|
|
|
|
if len(pred1) == len(pred2) == len(y_true): |
|
bootstrap_comparison = self._bootstrap_prediction_comparison( |
|
y_true, pred1, pred2, metrics |
|
) |
|
comparison['bootstrap_prediction_comparison'] = bootstrap_comparison |
|
|
|
|
|
improvement_rate = significant_improvements / total_comparisons if total_comparisons > 0 else 0 |
|
|
|
comparison['overall_comparison'] = { |
|
'significant_improvements': significant_improvements, |
|
'total_comparisons': total_comparisons, |
|
'improvement_rate': float(improvement_rate), |
|
'recommendation': self._make_comparison_recommendation(improvement_rate, significant_improvements) |
|
} |
|
|
|
return comparison |
|
|
|
def _compare_metric_scores(self, scores1: np.ndarray, scores2: np.ndarray, metric_name: str) -> Dict[str, Any]: |
|
"""Statistical comparison of metric scores between two models""" |
|
|
|
|
|
mean1, mean2 = np.mean(scores1), np.mean(scores2) |
|
std1, std2 = np.std(scores1), np.std(scores2) |
|
improvement = mean2 - mean1 |
|
|
|
|
|
statistical_tests = {} |
|
|
|
|
|
try: |
|
t_stat, p_value = stats.ttest_rel(scores2, scores1) |
|
statistical_tests['paired_ttest'] = { |
|
't_statistic': float(t_stat), |
|
'p_value': float(p_value), |
|
'significant': p_value < 0.05, |
|
'effect_direction': 'improvement' if t_stat > 0 else 'degradation' |
|
} |
|
except Exception as e: |
|
statistical_tests['paired_ttest'] = {'error': str(e)} |
|
|
|
|
|
try: |
|
w_stat, w_p = stats.wilcoxon(scores2, scores1, alternative='two-sided') |
|
statistical_tests['wilcoxon'] = { |
|
'statistic': float(w_stat), |
|
'p_value': float(w_p), |
|
'significant': w_p < 0.05 |
|
} |
|
except Exception as e: |
|
statistical_tests['wilcoxon'] = {'error': str(e)} |
|
|
|
|
|
bootstrap_diffs = [] |
|
for _ in range(200): |
|
indices = np.random.choice(len(scores1), size=len(scores1), replace=True) |
|
diff = np.mean(scores2[indices]) - np.mean(scores1[indices]) |
|
bootstrap_diffs.append(diff) |
|
|
|
alpha = 1 - self.confidence_level |
|
ci_lower = np.percentile(bootstrap_diffs, (alpha / 2) * 100) |
|
ci_upper = np.percentile(bootstrap_diffs, (1 - alpha / 2) * 100) |
|
|
|
|
|
pooled_std = np.sqrt((std1**2 + std2**2) / 2) |
|
cohens_d = improvement / pooled_std if pooled_std > 0 else 0 |
|
|
|
return { |
|
'metric_name': metric_name, |
|
'mean_scores': {'model1': float(mean1), 'model2': float(mean2)}, |
|
'improvement': float(improvement), |
|
'relative_improvement_percent': float((improvement / mean1) * 100) if mean1 > 0 else 0, |
|
'confidence_interval': {'lower': float(ci_lower), 'upper': float(ci_upper)}, |
|
'effect_size_cohens_d': float(cohens_d), |
|
'statistical_tests': statistical_tests, |
|
'significant_improvement': improvement > 0 and ci_lower > 0, |
|
'interpretation': self._interpret_effect_size(cohens_d) |
|
} |
|
|
|
def _bootstrap_prediction_comparison(self, y_true: np.ndarray, pred1: np.ndarray, pred2: np.ndarray, metrics: Dict[str, Callable]) -> Dict[str, Any]: |
|
"""Bootstrap comparison of model predictions""" |
|
|
|
bootstrap_results = {} |
|
|
|
for metric_name, metric_func in metrics.items(): |
|
try: |
|
|
|
if 'roc_auc' in metric_name.lower(): |
|
comparison = self.bootstrap_analyzer.bootstrap_model_comparison( |
|
y_true, pred1, pred2, metric_func, "Model1", "Model2" |
|
) |
|
else: |
|
|
|
pred1_class = (pred1 > 0.5).astype(int) |
|
pred2_class = (pred2 > 0.5).astype(int) |
|
comparison = self.bootstrap_analyzer.bootstrap_model_comparison( |
|
y_true, pred1_class, pred2_class, metric_func, "Model1", "Model2" |
|
) |
|
|
|
bootstrap_results[metric_name] = comparison |
|
|
|
except Exception as e: |
|
bootstrap_results[metric_name] = {'error': str(e)} |
|
|
|
return bootstrap_results |
|
|
|
def _interpret_effect_size(self, cohens_d: float) -> str: |
|
"""Interpret Cohen's d effect size""" |
|
abs_d = abs(cohens_d) |
|
if abs_d < 0.2: |
|
return "Negligible effect" |
|
elif abs_d < 0.5: |
|
return "Small effect" |
|
elif abs_d < 0.8: |
|
return "Medium effect" |
|
else: |
|
return "Large effect" |
|
|
|
def _make_comparison_recommendation(self, improvement_rate: float, significant_improvements: int) -> str: |
|
"""Make recommendation based on comparison results""" |
|
if improvement_rate >= 0.75 and significant_improvements >= 2: |
|
return "Strong recommendation for model upgrade" |
|
elif improvement_rate >= 0.5 and significant_improvements >= 1: |
|
return "Moderate recommendation for model upgrade" |
|
elif improvement_rate > 0: |
|
return "Weak recommendation for model upgrade - consider other factors" |
|
else: |
|
return "No recommendation for model upgrade" |
|
|
|
def _rank_models(self, model_cv_scores: Dict[str, Dict[str, np.ndarray]], primary_metric: str = 'f1') -> Dict[str, Any]: |
|
"""Rank models based on CV performance with statistical significance""" |
|
|
|
|
|
model_means = {} |
|
for model_name, scores in model_cv_scores.items(): |
|
if primary_metric in scores: |
|
model_means[model_name] = np.mean(scores[primary_metric]) |
|
|
|
|
|
sorted_models = sorted(model_means.items(), key=lambda x: x[1], reverse=True) |
|
|
|
|
|
ranking_with_significance = [] |
|
for i, (model_name, mean_score) in enumerate(sorted_models): |
|
rank_info = { |
|
'rank': i + 1, |
|
'model_name': model_name, |
|
'mean_score': float(mean_score), |
|
'significantly_better_than': [] |
|
} |
|
|
|
|
|
for j, (other_model, other_score) in enumerate(sorted_models[i+1:], i+1): |
|
try: |
|
t_stat, p_value = stats.ttest_rel( |
|
model_cv_scores[model_name][primary_metric], |
|
model_cv_scores[other_model][primary_metric] |
|
) |
|
|
|
if p_value < 0.05 and t_stat > 0: |
|
rank_info['significantly_better_than'].append({ |
|
'model': other_model, |
|
'p_value': float(p_value), |
|
'rank': j + 1 |
|
}) |
|
except Exception: |
|
continue |
|
|
|
ranking_with_significance.append(rank_info) |
|
|
|
return { |
|
'ranking': ranking_with_significance, |
|
'primary_metric': primary_metric, |
|
'ranking_method': 'mean_cv_score_with_significance_testing' |
|
} |
|
|
|
|
|
|
|
class MLOpsStatisticalAnalyzer: |
|
"""Comprehensive statistical analyzer for MLOps pipeline""" |
|
|
|
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 |
|
|
|
|
|
self.bootstrap_analyzer = BootstrapAnalyzer(n_bootstrap, confidence_level, random_state) |
|
self.feature_analyzer = FeatureImportanceAnalyzer(n_bootstrap, confidence_level, random_state) |
|
self.cv_analyzer = AdvancedCrossValidation(5, n_bootstrap, confidence_level, random_state) |
|
self.comparison_analyzer = StatisticalModelComparison(confidence_level, n_bootstrap, random_state) |
|
|
|
if STRUCTURED_LOGGING_AVAILABLE: |
|
self.logger = MLOpsLoggers.get_logger('statistical_analyzer') |
|
else: |
|
self.logger = logging.getLogger(__name__) |
|
|
|
def comprehensive_model_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) -> Dict[str, Any]: |
|
""" |
|
Perform comprehensive statistical analysis of models including: |
|
- Bootstrap confidence intervals for performance metrics |
|
- Feature importance stability analysis |
|
- Advanced cross-validation with statistical testing |
|
- Pairwise model comparisons with significance testing |
|
""" |
|
|
|
from sklearn.metrics import accuracy_score, f1_score, precision_score, recall_score, roc_auc_score |
|
|
|
|
|
def accuracy_func(y_true, y_pred): return accuracy_score(y_true, y_pred) |
|
def f1_func(y_true, y_pred): return f1_score(y_true, y_pred, average='weighted') |
|
def precision_func(y_true, y_pred): return precision_score(y_true, y_pred, average='weighted') |
|
def recall_func(y_true, y_pred): return recall_score(y_true, y_pred, average='weighted') |
|
def roc_auc_func(y_true, y_pred_proba): return roc_auc_score(y_true, y_pred_proba) |
|
|
|
metrics = { |
|
'accuracy': accuracy_func, |
|
'f1': f1_func, |
|
'precision': precision_func, |
|
'recall': recall_func, |
|
'roc_auc': roc_auc_func |
|
} |
|
|
|
analysis_results = { |
|
'analysis_timestamp': datetime.now().isoformat(), |
|
'configuration': { |
|
'confidence_level': self.confidence_level, |
|
'n_bootstrap': self.n_bootstrap, |
|
'models_analyzed': list(models.keys()) |
|
}, |
|
'individual_model_analysis': {}, |
|
'comparative_analysis': {}, |
|
'feature_importance_analysis': {}, |
|
'recommendations': [] |
|
} |
|
|
|
|
|
for model_name, model in models.items(): |
|
try: |
|
|
|
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 |
|
|
|
|
|
bootstrap_results = {} |
|
for metric_name, metric_func in metrics.items(): |
|
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 |
|
) |
|
bootstrap_results[metric_name] = result.to_dict() |
|
|
|
|
|
cv_analysis = self.cv_analyzer.comprehensive_cv_analysis( |
|
model, X_train, y_train, metrics |
|
) |
|
|
|
|
|
feature_analysis = {} |
|
if hasattr(model, 'feature_importances_') or hasattr(model, 'coef_'): |
|
try: |
|
feature_analysis = self.feature_analyzer.analyze_importance_stability( |
|
model, X_train, y_train, feature_names |
|
) |
|
except Exception as e: |
|
feature_analysis = {'error': str(e)} |
|
|
|
analysis_results['individual_model_analysis'][model_name] = { |
|
'bootstrap_metrics': bootstrap_results, |
|
'cross_validation_analysis': cv_analysis, |
|
'feature_importance_analysis': feature_analysis |
|
} |
|
|
|
except Exception as e: |
|
self.logger.error(f"Analysis failed for model {model_name}: {e}") |
|
analysis_results['individual_model_analysis'][model_name] = {'error': str(e)} |
|
|
|
|
|
if len(models) > 1: |
|
try: |
|
comparative_results = self.comparison_analyzer.comprehensive_model_comparison( |
|
models, X_train, y_train, metrics |
|
) |
|
analysis_results['comparative_analysis'] = comparative_results |
|
|
|
|
|
recommendations = self._generate_analysis_recommendations(comparative_results) |
|
analysis_results['recommendations'].extend(recommendations) |
|
|
|
except Exception as e: |
|
analysis_results['comparative_analysis'] = {'error': str(e)} |
|
|
|
return analysis_results |
|
|
|
def _generate_analysis_recommendations(self, comparative_results: Dict[str, Any]) -> List[Dict[str, str]]: |
|
"""Generate actionable recommendations based on statistical analysis""" |
|
recommendations = [] |
|
|
|
|
|
if 'model_ranking' in comparative_results: |
|
ranking = comparative_results['model_ranking']['ranking'] |
|
if len(ranking) > 0: |
|
best_model = ranking[0] |
|
significantly_better_count = len(best_model.get('significantly_better_than', [])) |
|
|
|
if significantly_better_count > 0: |
|
recommendations.append({ |
|
'type': 'model_selection', |
|
'priority': 'high', |
|
'message': f"Model '{best_model['model_name']}' shows statistically significant improvement over {significantly_better_count} other model(s)", |
|
'action': f"Consider promoting {best_model['model_name']} to production" |
|
}) |
|
|
|
|
|
for model_name, analysis in comparative_results.get('individual_model_analysis', {}).items(): |
|
feature_analysis = analysis.get('feature_importance_analysis', {}) |
|
if 'stability_ranking' in feature_analysis: |
|
unstable_features = [ |
|
name for name, stats in feature_analysis['feature_importance_analysis'].items() |
|
if stats['metadata']['coefficient_of_variation'] > 0.5 |
|
] |
|
|
|
if unstable_features: |
|
recommendations.append({ |
|
'type': 'feature_engineering', |
|
'priority': 'medium', |
|
'message': f"Model '{model_name}' has {len(unstable_features)} unstable features with high variance", |
|
'action': "Review feature engineering process and consider feature selection" |
|
}) |
|
|
|
|
|
for model_name, analysis in comparative_results.get('individual_model_analysis', {}).items(): |
|
cv_analysis = analysis.get('cross_validation_analysis', {}) |
|
for metric_name, metric_analysis in cv_analysis.get('metrics_analysis', {}).items(): |
|
overfitting_analysis = metric_analysis.get('overfitting_analysis', {}) |
|
if overfitting_analysis.get('overfitting_score', 0) > 0.1: |
|
recommendations.append({ |
|
'type': 'model_complexity', |
|
'priority': 'medium', |
|
'message': f"Model '{model_name}' shows significant overfitting in {metric_name}", |
|
'action': "Consider regularization or reducing model complexity" |
|
}) |
|
|
|
return recommendations |
|
|
|
def save_analysis_report(self, analysis_results: Dict[str, Any], file_path: Path = None): |
|
"""Save comprehensive analysis report""" |
|
if file_path is None: |
|
file_path = Path("/tmp/logs/statistical_analysis_report.json") |
|
|
|
file_path.parent.mkdir(parents=True, exist_ok=True) |
|
|
|
with open(file_path, 'w') as f: |
|
json.dump(analysis_results, f, indent=2, default=str) |
|
|
|
self.logger.info(f"Statistical analysis report saved to {file_path}") |
|
return file_path |
|
|
|
|
|
|
|
def integrate_statistical_analysis_with_retrain(): |
|
"""Integration example for retrain.py""" |
|
analyzer = MLOpsStatisticalAnalyzer() |
|
|
|
|
|
def enhanced_model_comparison(models_dict, X_train, X_test, y_train, y_test): |
|
"""Enhanced model comparison with comprehensive statistical analysis""" |
|
|
|
analysis_results = analyzer.comprehensive_model_analysis( |
|
models_dict, X_train, X_test, y_train, y_test |
|
) |
|
|
|
|
|
comparative_analysis = analysis_results.get('comparative_analysis', {}) |
|
ranking = comparative_analysis.get('model_ranking', {}).get('ranking', []) |
|
|
|
if ranking: |
|
best_model = ranking[0] |
|
promotion_confidence = len(best_model.get('significantly_better_than', [])) / (len(ranking) - 1) if len(ranking) > 1 else 1.0 |
|
|
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return { |
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'recommended_model': best_model['model_name'], |
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'statistical_confidence': promotion_confidence, |
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'analysis_results': analysis_results, |
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'promote_candidate': promotion_confidence > 0.5 |
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} |
|
|
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return {'error': 'No valid model ranking available'} |
|
|
|
return enhanced_model_comparison |
|
|
|
def integrate_statistical_analysis_with_train(): |
|
"""Integration example for train.py""" |
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analyzer = MLOpsStatisticalAnalyzer() |
|
|
|
def enhanced_ensemble_validation(individual_models, ensemble_model, X, y): |
|
"""Enhanced ensemble validation with bootstrap confidence intervals""" |
|
|
|
models_to_compare = {**individual_models, 'ensemble': ensemble_model} |
|
|
|
|
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X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42) |
|
|
|
analysis_results = analyzer.comprehensive_model_analysis( |
|
models_to_compare, X_train, X_test, y_train, y_test |
|
) |
|
|
|
|
|
comparative_analysis = analysis_results.get('comparative_analysis', {}) |
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ensemble_comparisons = { |
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k: v for k, v in comparative_analysis.get('pairwise_comparisons', {}).items() |
|
if 'ensemble' in k |
|
} |
|
|
|
significant_improvements = 0 |
|
total_comparisons = len(ensemble_comparisons) |
|
|
|
for comparison in ensemble_comparisons.values(): |
|
if comparison.get('overall_comparison', {}).get('improvement_rate', 0) > 0.5: |
|
significant_improvements += 1 |
|
|
|
ensemble_confidence = significant_improvements / total_comparisons if total_comparisons > 0 else 0 |
|
|
|
return { |
|
'use_ensemble': ensemble_confidence > 0.5, |
|
'ensemble_confidence': ensemble_confidence, |
|
'statistical_analysis': analysis_results |
|
} |
|
|
|
return enhanced_ensemble_validation |
|
|
|
|
|
if __name__ == "__main__": |
|
|
|
print("Testing advanced statistical analysis system...") |
|
|
|
|
|
np.random.seed(42) |
|
X = np.random.randn(200, 10) |
|
y = (X[:, 0] + X[:, 1] + np.random.randn(200) * 0.1 > 0).astype(int) |
|
|
|
|
|
from sklearn.linear_model import LogisticRegression |
|
from sklearn.ensemble import RandomForestClassifier |
|
|
|
models = { |
|
'logistic_regression': LogisticRegression(random_state=42), |
|
'random_forest': RandomForestClassifier(n_estimators=50, random_state=42) |
|
} |
|
|
|
|
|
analyzer = MLOpsStatisticalAnalyzer(n_bootstrap=100) |
|
|
|
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.3, random_state=42) |
|
|
|
print("Running comprehensive statistical analysis...") |
|
results = analyzer.comprehensive_model_analysis( |
|
models, X_train, X_test, y_train, y_test |
|
) |
|
|
|
print(f"Analysis completed for {len(models)} models") |
|
print(f"Generated {len(results['recommendations'])} recommendations") |
|
|
|
|
|
bootstrap_analyzer = BootstrapAnalyzer(n_bootstrap=100) |
|
|
|
from sklearn.metrics import f1_score |
|
def f1_metric(y_true, y_pred): |
|
return f1_score(y_true, y_pred, average='weighted') |
|
|
|
model = LogisticRegression(random_state=42) |
|
model.fit(X_train, y_train) |
|
y_pred = model.predict(X_test) |
|
|
|
bootstrap_result = bootstrap_analyzer.bootstrap_metric(y_test, y_pred, f1_metric) |
|
print(f"Bootstrap F1 confidence interval: {bootstrap_result.confidence_interval}") |
|
|
|
print("Advanced statistical analysis system test completed successfully!") |