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166 lines (129 loc) · 7.36 KB
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from PredictiveModel import PredictiveModel
import numpy as np
import os.path
class PredictiveMonitor():
def __init__(self, event_nr_col, case_id_col, label_col, encoder_kwargs, cls_kwargs, transformer_kwargs,
pos_label=1, text_col=None,
text_transformer_type=None, cls_method="rf"):
self.event_nr_col = event_nr_col
self.case_id_col = case_id_col
self.label_col = label_col
self.text_col = text_col
self.pos_label = pos_label
self.text_transformer_type = text_transformer_type
self.cls_method = cls_method
self.encoder_kwargs = encoder_kwargs
self.transformer_kwargs = transformer_kwargs
self.cls_kwargs = cls_kwargs
self.models = {}
self.predictions = {}
self.evaluations = {}
def train(self, dt_train, max_events=None):
max_events = max(dt_train[self.event_nr_col]) if max_events==None else max_events
self.max_events = max_events
for nr_events in range(1, max_events+1):
pred_model = PredictiveModel(nr_events=nr_events, case_id_col=self.case_id_col, label_col=self.label_col,
text_col=self.text_col, text_transformer_type=self.text_transformer_type,
cls_method=self.cls_method, encoder_kwargs=self.encoder_kwargs,
transformer_kwargs=self.transformer_kwargs, cls_kwargs=self.cls_kwargs)
pred_model.fit(dt_train)
self.models[nr_events] = pred_model
def test(self, dt_test, confidences=[0.6], two_sided=False, evaluate=True, output_filename=None, outfile_mode='w', performance_output_filename=None):
for confidence in confidences:
results = self._test_single_conf(dt_test, confidence, two_sided)
self.predictions[confidence] = results
if evaluate:
evaluation = self._evaluate(dt_test, results, two_sided)
self.evaluations[confidence] = evaluation
if output_filename is not None:
metric_names = list(self.evaluations[confidences[0]].keys())
if not os.path.isfile(output_filename):
outfile_mode = 'w'
with open(output_filename, outfile_mode) as fout:
if outfile_mode == 'w':
fout.write("confidence;value;metric\n")
for confidence in confidences:
for k,v in self.evaluations[confidence].items():
fout.write("%s;%s;%s\n"%(confidence, v, k))
if performance_output_filename is not None:
with open(performance_output_filename, 'w') as fout:
fout.write("nr_events;train_preproc_time;train_cls_time;test_encode_time;test_preproc_time;test_time;nr_test_cases\n")
for nr_events, pred_model in self.models.items():
fout.write("%s;%s;%s;%s;%s;%s;%s\n"%(nr_events, pred_model.preproc_time, pred_model.cls_time, pred_model.test_encode_time, pred_model.test_preproc_time, pred_model.test_time, pred_model.nr_test_cases))
def _test_single_conf(self, dt_test, confidence, two_sided):
results = []
case_names_unprocessed = set(dt_test[self.case_id_col].unique())
max_events = min(max(dt_test[self.event_nr_col]), max(self.models.keys()))
nr_events = 1
# monitor cases until confident prediction is made or the case ends
while len(case_names_unprocessed) > 0 and nr_events <= max_events:
# prepare test set
dt_test = dt_test[dt_test[self.case_id_col].isin(case_names_unprocessed)]
if len(dt_test[dt_test[self.event_nr_col] >= nr_events]) == 0: # all cases are shorter than nr_events
break
elif nr_events not in self.models:
nr_events += 1
continue
# select relevant model
pred_model = self.models[nr_events]
# predict
predictions_proba = pred_model.predict_proba(dt_test)
# filter predictions with sufficient confidence
for label_col_idx, label in enumerate(pred_model.cls.classes_):
if label == self.pos_label or two_sided:
finished_idxs = np.where(predictions_proba[:,label_col_idx] >= confidence)
finished_cases = pred_model.test_case_names.iloc[finished_idxs]
for idx in finished_idxs[0]:
results.append({"case_name":pred_model.test_case_names.iloc[idx],
"prediction":label,
"class":pred_model.test_y.iloc[idx],
"nr_events":nr_events})
case_names_unprocessed = case_names_unprocessed.difference(set(finished_cases))
nr_events += 1
return(results)
def _evaluate(self, dt_test, results, two_sided):
#case_lengths = dt_test[self.case_id_col].value_counts()
#dt_test = dt_test[dt_test[self.event_nr_col] == 1]
N = len(dt_test)
tp = 0
fp = 0
tn = 0
fn = 0
earliness = 0
finished_case_names = [result["case_name"] for result in results]
positives = sum(dt_test[self.label_col] == self.pos_label)
negatives = sum(dt_test[self.label_col] != self.pos_label)
for result in results:
if result["prediction"] == self.pos_label and result["class"] == self.pos_label:
tp += 1
elif result["prediction"] == self.pos_label and result["class"] != self.pos_label:
fp += 1
elif result["prediction"] != self.pos_label and result["class"] != self.pos_label:
tn += 1
else:
fn += 1
#earliness += 1.0 * result["nr_events"] / case_lengths[result["case_name"]]
earliness += 1.0 * result["nr_events"] / min(int(dt_test[dt_test[self.case_id_col] == result["case_name"]]["case_length"]), self.max_events)
if not two_sided:
dt_test = dt_test[~dt_test[self.case_id_col].isin(finished_case_names)] # predicted as negatives
tn = sum(dt_test[self.label_col] != self.pos_label)
fn = len(dt_test) - tn
metrics = {}
metrics["recall"] = 1.0 * tp / positives # alternative without failures: (tp+fn)
if len(results) > 0:
metrics["accuracy"] = 1.0 * (tp+tn) / (tp+tn+fp+fn)
metrics["precision"] = 1.0 * tp / (tp+fp)
metrics["earliness"] = earliness / len(results)
metrics["fscore"] = 2 * metrics["precision"] * metrics["recall"] / (metrics["precision"] + metrics["recall"])
else:
metrics["accuracy"] = 0
metrics["precision"] = 0
metrics["earliness"] = 0
metrics["fscore"] = 0
metrics["specificity"] = 1.0 * tn / negatives # alternative without failures: (fp+tn)
metrics["tp"] = tp
metrics["fn"] = fn
metrics["fp"] = fp
metrics["tn"] = tn
metrics["failure_rate"] = 1 - 1.0 * len(results) / N
return(metrics)