Task unaware xor vs rxor random forest bootstrap experiment

docs/experiments.rst

@@ -17,6 +17,7 @@ The following experiments illustrate specific tests using the ``ProgLearn`` pack
     experiments/spiral_exp
     experiments/spoken_digit_exp
     experiments/xor_rxor_exp
+    experiments/xor_rxor_subset_predictProba_bootstrap_exp
     experiments/xor_rxor_with_cpd
     experiments/xor_rxor_with_icp
     experiments/xor_rxor_with_unaware

docs/experiments/functions/xor_rxor_bootstrap_fns.py

@@ -0,0 +1,165 @@
+import numpy as np
+from scipy.spatial import distance
+import sklearn.ensemble
+from proglearn.sims import generate_gaussian_parity
+import random
+import math
+
+def bootstrap(angle_sweep = range(0, 90, 5), n_samples = 100, reps = 1000):
+    '''
+    Runs getPval many times to perform a bootstrap exeriment.
+    '''
+    p_vals = []
+    # generate xor 
+    X_xor, y_xor = generate_gaussian_parity(n_samples, angle_params=0)
+    for angle in angle_sweep:
+        # print('Processing angle:', angle)
+        # we can use the same xor as from above but we need a new rxor 
+        # generate rxor with different angles
+
+        X_rxor, y_rxor = generate_gaussian_parity(n_samples, angle_params=math.radians(angle))
+
+
+        # we want to pick 70 samples from xor/rxor to train trees so we need to first subset each into arrays with only xor_0/1 and rxor_0/1
+        X_xor_0 = X_xor[np.where(y_xor == 0)]
+        X_xor_1 = X_xor[np.where(y_xor == 1)]
+
+        X_rxor_0 = X_rxor[np.where(y_rxor == 0)]
+        X_rxor_1 = X_rxor[np.where(y_rxor == 1)]
+
+        # we can concat the first 35 samples from each pair to use to tatal 70 samples for training and 30 for predict proba
+        X_xor_train = np.concatenate((X_xor_0[0:35], X_xor_1[0:35]))
+        y_xor_train = np.concatenate((np.zeros(35), np.ones(35)))
+
+        # repeat for rxor
+        X_rxor_train = np.concatenate((X_rxor_0[0:35], X_rxor_1[0:35]))
+        y_rxor_train = np.concatenate((np.zeros(35), np.ones(35)))
+
+        # make sure X_rxor_train is the right size everytime, run into errors sometime
+        while len(X_rxor_train) != 70:
+            X_rxor, y_rxor = generate_gaussian_parity(n_samples, angle_params=math.radians(angle))
+            # we want to pick 70 samples from xor/rxor to train trees so we need to first subset each into arrays with only xor_0/1 and rxor_0/1
+            X_xor_0 = X_xor[np.where(y_xor == 0)]
+            X_xor_1 = X_xor[np.where(y_xor == 1)]
+
+            X_rxor_0 = X_rxor[np.where(y_rxor == 0)]
+            X_rxor_1 = X_rxor[np.where(y_rxor == 1)]
+
+            # we can concat the first 35 samples from each pair to use to tatal 70 samples for training and 30 for predict proba
+            X_xor_train = np.concatenate((X_xor_0[0:35], X_xor_1[0:35]))
+            y_xor_train = np.concatenate((np.zeros(35), np.ones(35)))
+
+            # repeat for rxor
+            X_rxor_train = np.concatenate((X_rxor_0[0:35], X_rxor_1[0:35]))
+            y_rxor_train = np.concatenate((np.zeros(35), np.ones(35)))
+
+        # init the rf's
+        # xor rf
+        clf_xor = sklearn.ensemble.RandomForestClassifier(n_estimators=10, min_samples_leaf=int(n_samples/7))
+
+        # rxor rf
+        clf_rxor = sklearn.ensemble.RandomForestClassifier(n_estimators=10, min_samples_leaf=int(n_samples/7))
+
+        # train rfs
+        # fit the model using the train data 
+        clf_xor.fit(X_xor_train, y_xor_train)
+
+        # fit rxor model
+        clf_rxor.fit(X_rxor_train, y_rxor_train)
+
+        # concat the test samples from xor and rxor (30 from each), 60 total test samples
+        X_xor_rxor_test = np.concatenate((X_xor_0[35:], X_rxor_0[35:], X_xor_1[35:], X_rxor_1[35:]))
+        y_xor_rxor_test = np.concatenate((np.zeros(30), np.ones(30)))
+
+
+        # predict proba on the new test data with both rfs
+        # xor rf
+        xor_rxor_test_xorRF_probas = clf_xor.predict_proba(X_xor_rxor_test)
+
+        # rxor rf
+        xor_rxor_test_rxorRF_probas = clf_rxor.predict_proba(X_xor_rxor_test)
+
+        # calc the l2 distance between the probas from xor and rxor rfs
+        d1 = calcL2(xor_rxor_test_xorRF_probas, xor_rxor_test_rxorRF_probas)
+
+        # concat all xor and rxor samples (100+100=200)
+        X_xor_rxor_all = np.concatenate((X_xor, X_rxor))
+        y_xor_rxor_all = np.concatenate((y_xor, y_rxor))
+
+        # append the pval
+        p_vals.append(getPval(X_xor_rxor_all, y_xor_rxor_all, d1, reps, n_samples = n_samples))
+
+    return p_vals
+
+
+def getPval(X_xor_rxor_all, y_xor_rxor_all, d1, reps = 1000, n_samples = 100):
+    '''
+    Shuffles xor and rxor, trains trees, predicts, calculates L2 between probas, and calculates p-val to determine whether the 2 distributions are different.
+    '''
+    d1_greater_count = 0
+    for i in range(0, reps):
+        random_idxs = random.sample(range(200), 200)
+        # subsample 100 samples twice randomly, call one xor and the other rxor
+        X_xor_new = X_xor_rxor_all[random_idxs[0:100]]
+        y_xor_new = y_xor_rxor_all[random_idxs[0:100]]
+
+        X_rxor_new = X_xor_rxor_all[random_idxs[100:]]
+        y_rxor_new = y_xor_rxor_all[random_idxs[100:]]
+
+        # subsample 70 from each and call one xor train and one rxor train
+        # since we randomly took 100 the pool of 200 samples we should just be able to take the first 70 samples 
+        X_xor_new_train = X_xor_new[0:70]
+        y_xor_new_train = y_xor_new[0:70]
+
+        X_rxor_new_train = X_rxor_new[0:70]
+        y_rxor_new_train = y_rxor_new[0:70]
+
+        # train a new forest 
+        # init the rf's
+        # xor rf
+        clf_xor_new = sklearn.ensemble.RandomForestClassifier(n_estimators=10, min_samples_leaf=int(n_samples/7))
+        clf_xor_new.fit(X_xor_new_train, y_xor_new_train)
+
+        # rxor rf
+        clf_rxor_new = sklearn.ensemble.RandomForestClassifier(n_estimators=10, min_samples_leaf=int(n_samples/7))
+        clf_rxor_new.fit(X_rxor_new_train, y_rxor_new_train)
+
+        # take the remaing 30 and call those test
+        X_xor_new_test = X_xor_new[70:]
+        y_xor_new_test = y_xor_new[70:]
+
+        X_rxor_new_test = X_rxor_new[70:]
+        y_rxor_new_test = y_rxor_new[70:]
+
+        # concat our new samples
+        X_xor_rxor_new_test = np.concatenate((X_xor_new_test, X_rxor_new_test))
+        y_xor_rxor_new_test = np.concatenate((y_xor_new_test, y_rxor_new_test))
+
+        # predict proba using the original xor and rxor rf's and calc l2
+        # new xor rf
+        xor_rxor_new_test_xorRF_probas = clf_xor_new.predict_proba(X_xor_rxor_new_test)
+
+        # new rxor rf
+        xor_rxor_new_test_rxorRF_probas = clf_rxor_new.predict_proba(X_xor_rxor_new_test)
+
+        # calc l2 for our new data
+        d2 = calcL2(xor_rxor_new_test_xorRF_probas, xor_rxor_new_test_rxorRF_probas)
+
+        if d1 > d2: d1_greater_count+=1
+
+    return (1 - (d1_greater_count/reps))
+
+def calcL2(xorRF_probas, rxorRF_probas):
+    '''
+    Returns L2 distance between 2 outputs from clf.predict_proba().
+    '''
+    # lists to store % label 0 since we only need one of the probas to calc L2
+    xors = []
+    rxors = []
+
+    # iterate through the passed probas to store them in our lists
+    for xor_proba, rxor_proba in zip(xorRF_probas, rxorRF_probas):
+        xors.append(xor_proba[0])
+        rxors.append(rxor_proba[0])
+
+    return distance.euclidean(xors, rxors)