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"""Evaluation metrics for causal models."""
from typing import Dict, List, Tuple
import pandas as pd
from sklearn import metrics
from causalnex.network import BayesianNetwork
def _build_ground_truth(
bn: BayesianNetwork, data: pd.DataFrame, node: str
) -> pd.DataFrame:
ground_truth = pd.get_dummies(data[node])
# it's possible that not all states are present in the test set, so we need to add them to ground truth
for dummy in bn.node_states[node]:
if dummy not in ground_truth.columns:
ground_truth[dummy] = [0 for _ in range(len(ground_truth))]
# update ground truth column names to be correct, since we may have added missing columns
return ground_truth[sorted(ground_truth.columns)]
[docs]def roc_auc(
bn: BayesianNetwork, data: pd.DataFrame, node: str
) -> Tuple[List[Tuple[float, float]], float]:
"""
Build a report of the micro-average Receiver-Operating Characteristics (ROC), and the Area Under the ROC curve
Micro-average computes roc_auc over all predictions for all states of node.
Args:
bn (BayesianNetwork): model to compute roc_auc.
data (pd.DataFrame): test data that will be used to calculate ROC.
node (str): name of the variable to generate the report for.
Returns:
roc - auc tuple
- roc (List[Tuple[float, float]]): list of [(fpr, tpr)] observations.
- auc float: auc for the node predictions.
Example:
::
>>> from causalnex.structure import StructureModel
>>> from causalnex.network import BayesianNetwork
>>>
>>> sm = StructureModel()
>>> sm.add_edges_from([
>>> ('rush_hour', 'traffic'),
>>> ('weather', 'traffic')
>>> ])
>>> bn = BayesianNetwork(sm)
>>> import pandas as pd
>>> data = pd.DataFrame({
>>> 'rush_hour': [True, False, False, False, True, False, True],
>>> 'weather': ['Terrible', 'Good', 'Bad', 'Good', 'Bad', 'Bad', 'Good'],
>>> 'traffic': ['heavy', 'light', 'heavy', 'light', 'heavy', 'heavy', 'heavy']
>>> }
>>> bn = bn.fit_node_states_and_cpds(data)
>>> test_data = pd.DataFrame({
>>> 'rush_hour': [False, False, True, True],
>>> 'weather': ['Good', 'Bad', 'Good', 'Bad'],
>>> 'traffic': ['light', 'heavy', 'heavy', 'light']
>>> })
>>> from causalnex.evaluation import roc_auc
>>> roc, auc = roc_auc(bn, test_data, "traffic")
>>> print(auc)
0.75
"""
ground_truth = _build_ground_truth(bn, data, node)
predictions = bn.predict_probability(data, node)
# update column names to match those of ground_truth
predictions.rename(columns=lambda x: x.lstrip(node + "_"), inplace=True)
predictions = predictions[sorted(predictions.columns)]
fpr, tpr, _ = metrics.roc_curve(
ground_truth.values.ravel(), predictions.values.ravel()
)
roc = list(zip(fpr, tpr))
auc = metrics.auc(fpr, tpr)
return roc, auc
[docs]def classification_report(bn: BayesianNetwork, data: pd.DataFrame, node: str) -> Dict:
"""
Build a report showing the main classification metrics.
Args:
bn (BayesianNetwork): model to compute classification report using.
data (pd.DataFrame): test data that will be used for predictions.
node (str): name of the variable to generate report for.
Returns:
Text summary of the precision, recall, F1 score for each class.
The reported averages include micro average (averaging the
total true positives, false negatives and false positives), macro
average (averaging the unweighted mean per label), weighted average
(averaging the support-weighted mean per label) and sample average
(only for multilabel classification).
Note that in binary classification, recall of the positive class
is also known as "sensitivity"; recall of the negative class is
"specificity".
Example:
::
>>> from causalnex.structure import StructureModel
>>> from causalnex.network import BayesianNetwork
>>>
>>> sm = StructureModel()
>>> sm.add_edges_from([
>>> ('rush_hour', 'traffic'),
>>> ('weather', 'traffic')
>>> ])
>>> bn = BayesianNetwork(sm)
>>> import pandas as pd
>>> data = pd.DataFrame({
>>> 'rush_hour': [True, False, False, False, True, False, True],
>>> 'weather': ['Terrible', 'Good', 'Bad', 'Good', 'Bad', 'Bad', 'Good'],
>>> 'traffic': ['heavy', 'light', 'heavy', 'light', 'heavy', 'heavy', 'heavy']
>>> }
>>> bn = bn.fit_node_states_and_cpds(data)
>>> test_data = pd.DataFrame({
>>> 'rush_hour': [False, False, True, True],
>>> 'weather': ['Good', 'Bad', 'Good', 'Bad'],
>>> 'traffic': ['light', 'heavy', 'heavy', 'light']
>>> })
>>> from causalnex.evaluation import classification_report
>>> classification_report(bn, test_data, "traffic")
{'precision': {
'macro avg': 0.8333333333333333, 'micro avg': 0.75,
'traffic_heavy': 0.6666666666666666,
'traffic_light': 1.0,
'weighted avg': 0.8333333333333333
},
'recall': {
'macro avg': 0.75,
'micro avg': 0.75,
'traffic_heavy': 1.0,
'traffic_light': 0.5,
'weighted avg': 0.75
},
'f1-score': {
'macro avg': 0.7333333333333334,
'micro avg': 0.75,
'traffic_heavy': 0.8,
'traffic_light': 0.6666666666666666,
'weighted avg': 0.7333333333333334
},
'support': {
'macro avg': 4,
'micro avg': 4,
'traffic_heavy': 2,
'traffic_light': 2,
'weighted avg': 4
}}
"""
predictions = bn.predict(data, node)
labels = sorted(list(bn.node_states[node]))
target_names = [f"{node}_{v}" for v in sorted(bn.node_states[node])]
report = metrics.classification_report(
y_true=data[node],
y_pred=predictions,
labels=labels,
target_names=target_names,
output_dict=True,
)
return report