Merge pull request #31 from JuliaAI/dev

For a 0.4.0 release

Author: ablaom

Project.toml

@@ -1,29 +1,41 @@
 name = "MLJEnsembles"
 uuid = "50ed68f4-41fd-4504-931a-ed422449fee0"
 authors = ["Anthony D. Blaom <anthony.blaom@gmail.com>"]
-version = "0.3.3"
+version = "0.4.0"
 
 [deps]
 CategoricalArrays = "324d7699-5711-5eae-9e2f-1d82baa6b597"
 CategoricalDistributions = "af321ab8-2d2e-40a6-b165-3d674595d28e"
 ComputationalResources = "ed09eef8-17a6-5b46-8889-db040fac31e3"
 Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
-MLJBase = "a7f614a8-145f-11e9-1d2a-a57a1082229d"
 MLJModelInterface = "e80e1ace-859a-464e-9ed9-23947d8ae3ea"
 ProgressMeter = "92933f4c-e287-5a05-a399-4b506db050ca"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 ScientificTypesBase = "30f210dd-8aff-4c5f-94ba-8e64358c1161"
+StatisticalMeasuresBase = "c062fc1d-0d66-479b-b6ac-8b44719de4cc"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 
 [compat]
 CategoricalArrays = "0.8, 0.9, 0.10"
 CategoricalDistributions = "0.1.2"
 ComputationalResources = "0.3"
 Distributions = "0.21, 0.22, 0.23, 0.24, 0.25"
-MLJBase = "0.20, 0.21"
 MLJModelInterface = "0.4.1, 1.1"
 ProgressMeter = "1.1"
 ScientificTypesBase = "2,3"
+StatisticalMeasuresBase = "0.1"
 StatsBase = "0.32, 0.33, 0.34"
 julia = "1.6"
+
+[extras]
+Distances = "b4f34e82-e78d-54a5-968a-f98e89d6e8f7"
+MLJBase = "a7f614a8-145f-11e9-1d2a-a57a1082229d"
+NearestNeighbors = "b8a86587-4115-5ab1-83bc-aa920d37bbce"
+Serialization = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
+StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
+StatisticalMeasures = "a19d573c-0a75-4610-95b3-7071388c7541"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[targets]
+test = ["Distances", "MLJBase", "NearestNeighbors", "Serialization", "StableRNGs", "StatisticalMeasures", "Test"]

src/MLJEnsembles.jl

@@ -2,7 +2,6 @@ module MLJEnsembles
 
 using MLJModelInterface
 import MLJModelInterface: predict, fit, save, restore
-import MLJBase # still needed for aggregating measures in oob-estimates of error
 using Random
 using CategoricalArrays
 using CategoricalDistributions
@@ -11,6 +10,7 @@ using Distributed
 import Distributions
 using ProgressMeter
 import StatsBase
+import StatisticalMeasuresBase
 
 export EnsembleModel
 

src/ensembles.jl

@@ -321,11 +321,10 @@ If a single measure or non-empty vector of measures is specified by
 written to the training report (call `report` on the trained
 machine wrapping the ensemble model).
 
-*Important:* If sample weights `w` (not to be confused with atomic
-weights) are specified when constructing a machine for the ensemble
-model, as in `mach = machine(ensemble_model, X, y, w)`, then `w` is
-used by any measures specified in `out_of_bag_measure` that support
-sample weights.
+*Important:* If per-observation or class weights `w` (not to be confused with atomic
+weights) are specified when constructing a machine for the ensemble model, as in `mach =
+machine(ensemble_model, X, y, w)`, then `w` is used by any measures specified in
+`out_of_bag_measure` that support them.
 
 """
 function EnsembleModel(
@@ -395,34 +394,56 @@ function _fit(res::CPUProcesses, func, verbosity, stuff)
         if i != nworkers()
             func(atom, 0, chunk_size, n_patterns, n_train, rng, progress_meter, args...)
         else
-            func(atom, 0, chunk_size + left_over, n_patterns, n_train, rng, progress_meter, args...)
+            func(
+                atom,
+                0,
+                chunk_size + left_over,
+                n_patterns,
+                n_train,
+                rng,
+                progress_meter,
+                args...,
+            )
         end
     end
 end
 
-@static if VERSION >= v"1.3.0-DEV.573"
-    function _fit(res::CPUThreads, func, verbosity, stuff)
-        atom, n, n_patterns, n_train, rng, progress_meter, args = stuff
-        if verbosity > 0
-            println("Ensemble-building in parallel on $(Threads.nthreads()) threads.")
-        end
-        nthreads = Threads.nthreads()
-        chunk_size = div(n, nthreads)
-        left_over = mod(n, nthreads)
-        resvec = Vector(undef, nthreads) # FIXME: Make this type-stable?
-
-        Threads.@threads for i = 1:nthreads
-            resvec[i] = if i != nworkers()
-                func(atom, 0, chunk_size, n_patterns, n_train, rng, progress_meter, args...)
-            else
-                func(atom, 0, chunk_size + left_over, n_patterns, n_train, rng, progress_meter, args...)
-            end
-        end
+function _fit(res::CPUThreads, func, verbosity, stuff)
+    atom, n, n_patterns, n_train, rng, progress_meter, args = stuff
+    if verbosity > 0
+        println("Ensemble-building in parallel on $(Threads.nthreads()) threads.")
+    end
+    nthreads = Threads.nthreads()
+    chunk_size = div(n, nthreads)
+    left_over = mod(n, nthreads)
+    resvec = Vector(undef, nthreads) # FIXME: Make this type-stable?
 
-        return reduce(_reducer, resvec)
+    Threads.@threads for i = 1:nthreads
+        resvec[i] = if i != nworkers()
+            func(atom, 0, chunk_size, n_patterns, n_train, rng, progress_meter, args...)
+        else
+            func(
+                atom,
+                0,
+                chunk_size + left_over,
+                n_patterns,
+                n_train,
+                rng,
+                progress_meter,
+                args...,
+            )
+        end
     end
+
+    return reduce(_reducer, resvec)
 end
 
+# for subsampling weights, which could be `nothing`, per-observation weights, or
+# class_weights:
+_view(class_weights::AbstractDict, rows) = class_weights
+_view(::Nothing, rows) = nothing
+_view(weights, rows) = view(weights, rows)
+
 function MMI.fit(
     model::EitherEnsembleModel{Atom}, verbosity::Int, args...
 ) where Atom<:Supervised
@@ -446,10 +467,14 @@ function MMI.fit(
         acceleration = CPU1()
     end
 
+    # we wrap the measures in `robust_measure` so they can be called with weights, even
+    # when they don't support them, and just ignore them silently.
     if model.out_of_bag_measure isa Vector
-        out_of_bag_measure = model.out_of_bag_measure
+        out_of_bag_measure =
+            StatisticalMeasuresBase.robust_measure.(model.out_of_bag_measure)
     else
-        out_of_bag_measure = [model.out_of_bag_measure,]
+        out_of_bag_measure =
+            [StatisticalMeasuresBase.robust_measure(model.out_of_bag_measure),]
     end
 
     if model.rng isa Integer
@@ -484,7 +509,7 @@ function MMI.fit(
 
     if !isempty(out_of_bag_measure)
 
-        metrics=zeros(length(ensemble),length(out_of_bag_measure))
+        measurements=zeros(length(ensemble),length(out_of_bag_measure))
         for i= 1:length(ensemble)
             #oob indices
             ooB_indices=  setdiff(1:n_patterns, ensemble_indices[i])
@@ -493,42 +518,44 @@ function MMI.fit(
                       "Data size too small or "*
                       "bagging_fraction too close to 1.0. ")
             end
-            yhat = predict(atom, ensemble[i], selectrows(atom, ooB_indices, atom_specific_X)...)
+            yhat = predict(
+                atom,
+                ensemble[i],
+                selectrows(atom, ooB_indices, atom_specific_X)...,
+            )
             Xtest = selectrows(X, ooB_indices)
             ytest = selectrows(y, ooB_indices)
 
-            if w === nothing
-                wtest = nothing
-            else
-                wtest = selectrows(w, ooB_indices)
-            end
+            # this could be class weights OR per-observation weights, OR `nothing`:
+            wtest = _view(w, ooB_indices)
 
             for k in eachindex(out_of_bag_measure)
                 m = out_of_bag_measure[k]
-                if MMI.reports_each_observation(m)
-                    s =  MLJBase.aggregate(
-                        MLJBase.value(m, yhat, Xtest, ytest, wtest),
-                        m
-                    )
-                else
-                    s = MLJBase.value(m, yhat, Xtest, ytest, wtest)
-                end
-                metrics[i,k] = s
+                s = m(yhat, ytest, wtest)
+                measurements[i,k] = s
             end
         end
 
-        # aggregate metrics across the ensembles:
-        aggregated_metrics = map(eachindex(out_of_bag_measure)) do k
-            MLJBase.aggregate(metrics[:,k], out_of_bag_measure[k])
+        # aggregate measurements across the ensembles:
+        aggregated_measurements = map(eachindex(out_of_bag_measure)) do k
+            StatisticalMeasuresBase.aggregate(
+                measurements[:,k],
+                mode=StatisticalMeasuresBase.external_aggregation_mode(
+                    out_of_bag_measure[k],
+                )
+            )
         end
 
         names = Symbol.(string.(out_of_bag_measure))
 
     else
-        aggregated_metrics = missing
+        aggregated_measurements = missing
     end
 
-    report=(measures=out_of_bag_measure, oob_measurements=aggregated_metrics,)
+    report=(
+        measures=out_of_bag_measure,
+        oob_measurements=aggregated_measurements,
+    )
     cache = deepcopy(model)
 
     return fitresult, cache, report
@@ -542,7 +569,7 @@ function MMI.update(model::EitherEnsembleModel,
 
     n = model.n
 
-    if MLJBase.is_same_except(model.model, old_model.model,
+    if MMI.is_same_except(model.model, old_model.model,
                               :n, :atomic_weights, :acceleration)
         if n > old_model.n
             verbosity < 1 ||

test/Project.toml

@@ -8,7 +8,7 @@ using MLJBase
 using ..Models
 using CategoricalArrays
 import Distributions
-
+using StatisticalMeasures
 
 ## HELPER FUNCTIONS