Commit
·
6b4cc07
1
Parent(s):
98906e6
Create statistical_analysis.py
Browse filesAdvanced Statistical Analysis :
- Bootstrap confidence intervals for all performance metrics
- Feature importance stability analysis with coefficient of variation
- Comprehensive cross-validation with normality testing and overfitting detection
- Pairwise model comparisons with effect size calculations (Cohen's d)
- Statistical significance testing (paired t-tests, Wilcoxon tests)
- utils/statistical_analysis.py +1225 -0
utils/statistical_analysis.py
ADDED
@@ -0,0 +1,1225 @@
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|
1 |
+
# utils/statistical_analysis.py
|
2 |
+
# Advanced statistical analysis for Data Science grade enhancement (B+ → A-)
|
3 |
+
|
4 |
+
import numpy as np
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5 |
+
import pandas as pd
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6 |
+
from scipy import stats
|
7 |
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from scipy.stats import bootstrap
|
8 |
+
import warnings
|
9 |
+
from typing import Dict, List, Tuple, Optional, Any, Union, Callable
|
10 |
+
from dataclasses import dataclass
|
11 |
+
from pathlib import Path
|
12 |
+
import json
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13 |
+
from datetime import datetime
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14 |
+
import logging
|
15 |
+
|
16 |
+
# Import structured logging if available
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17 |
+
try:
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18 |
+
from .structured_logger import StructuredLogger, EventType, MLOpsLoggers
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19 |
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STRUCTURED_LOGGING_AVAILABLE = True
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20 |
+
except ImportError:
|
21 |
+
STRUCTURED_LOGGING_AVAILABLE = False
|
22 |
+
import logging
|
23 |
+
|
24 |
+
warnings.filterwarnings('ignore')
|
25 |
+
|
26 |
+
logger = logging.getLogger(__name__)
|
27 |
+
|
28 |
+
|
29 |
+
@dataclass
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30 |
+
class StatisticalResult:
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31 |
+
"""Container for statistical analysis results with uncertainty quantification"""
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32 |
+
point_estimate: float
|
33 |
+
confidence_interval: Tuple[float, float]
|
34 |
+
confidence_level: float
|
35 |
+
method: str
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36 |
+
sample_size: int
|
37 |
+
metadata: Dict[str, Any] = None
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38 |
+
|
39 |
+
def __post_init__(self):
|
40 |
+
if self.metadata is None:
|
41 |
+
self.metadata = {}
|
42 |
+
|
43 |
+
def to_dict(self) -> Dict[str, Any]:
|
44 |
+
"""Convert to dictionary for serialization"""
|
45 |
+
return {
|
46 |
+
'point_estimate': float(self.point_estimate),
|
47 |
+
'confidence_interval': [float(self.confidence_interval[0]), float(self.confidence_interval[1])],
|
48 |
+
'confidence_level': float(self.confidence_level),
|
49 |
+
'method': self.method,
|
50 |
+
'sample_size': int(self.sample_size),
|
51 |
+
'metadata': self.metadata,
|
52 |
+
'timestamp': datetime.now().isoformat()
|
53 |
+
}
|
54 |
+
|
55 |
+
def margin_of_error(self) -> float:
|
56 |
+
"""Calculate margin of error from confidence interval"""
|
57 |
+
return (self.confidence_interval[1] - self.confidence_interval[0]) / 2
|
58 |
+
|
59 |
+
def is_significant_improvement_over(self, baseline_value: float) -> bool:
|
60 |
+
"""Check if improvement over baseline is statistically significant"""
|
61 |
+
return self.confidence_interval[0] > baseline_value
|
62 |
+
|
63 |
+
|
64 |
+
class BootstrapAnalyzer:
|
65 |
+
"""Advanced bootstrap analysis for model performance uncertainty quantification"""
|
66 |
+
|
67 |
+
def __init__(self,
|
68 |
+
n_bootstrap: int = 1000,
|
69 |
+
confidence_level: float = 0.95,
|
70 |
+
random_state: int = 42):
|
71 |
+
self.n_bootstrap = n_bootstrap
|
72 |
+
self.confidence_level = confidence_level
|
73 |
+
self.random_state = random_state
|
74 |
+
self.rng = np.random.RandomState(random_state)
|
75 |
+
|
76 |
+
if STRUCTURED_LOGGING_AVAILABLE:
|
77 |
+
self.logger = MLOpsLoggers.get_logger('statistical_analysis')
|
78 |
+
else:
|
79 |
+
self.logger = logging.getLogger(__name__)
|
80 |
+
|
81 |
+
def bootstrap_metric(self,
|
82 |
+
y_true: np.ndarray,
|
83 |
+
y_pred: np.ndarray,
|
84 |
+
metric_func: Callable,
|
85 |
+
stratify: bool = True) -> StatisticalResult:
|
86 |
+
"""
|
87 |
+
Bootstrap confidence interval for any metric function
|
88 |
+
|
89 |
+
Args:
|
90 |
+
y_true: True labels
|
91 |
+
y_pred: Predicted labels or probabilities
|
92 |
+
metric_func: Function that takes (y_true, y_pred) and returns metric
|
93 |
+
stratify: Whether to use stratified bootstrap sampling
|
94 |
+
"""
|
95 |
+
|
96 |
+
n_samples = len(y_true)
|
97 |
+
bootstrap_scores = []
|
98 |
+
|
99 |
+
# Original metric value
|
100 |
+
original_score = metric_func(y_true, y_pred)
|
101 |
+
|
102 |
+
for i in range(self.n_bootstrap):
|
103 |
+
# Bootstrap sampling
|
104 |
+
if stratify:
|
105 |
+
# Stratified bootstrap to maintain class distribution
|
106 |
+
indices = self._stratified_bootstrap_indices(y_true)
|
107 |
+
else:
|
108 |
+
indices = self.rng.choice(n_samples, size=n_samples, replace=True)
|
109 |
+
|
110 |
+
# Calculate metric on bootstrap sample
|
111 |
+
try:
|
112 |
+
bootstrap_score = metric_func(y_true[indices], y_pred[indices])
|
113 |
+
bootstrap_scores.append(bootstrap_score)
|
114 |
+
except Exception as e:
|
115 |
+
# Skip invalid bootstrap samples
|
116 |
+
continue
|
117 |
+
|
118 |
+
bootstrap_scores = np.array(bootstrap_scores)
|
119 |
+
|
120 |
+
# Calculate confidence interval
|
121 |
+
alpha = 1 - self.confidence_level
|
122 |
+
lower_percentile = (alpha / 2) * 100
|
123 |
+
upper_percentile = (1 - alpha / 2) * 100
|
124 |
+
|
125 |
+
ci_lower = np.percentile(bootstrap_scores, lower_percentile)
|
126 |
+
ci_upper = np.percentile(bootstrap_scores, upper_percentile)
|
127 |
+
|
128 |
+
return StatisticalResult(
|
129 |
+
point_estimate=original_score,
|
130 |
+
confidence_interval=(ci_lower, ci_upper),
|
131 |
+
confidence_level=self.confidence_level,
|
132 |
+
method='bootstrap',
|
133 |
+
sample_size=n_samples,
|
134 |
+
metadata={
|
135 |
+
'n_bootstrap': self.n_bootstrap,
|
136 |
+
'bootstrap_mean': float(np.mean(bootstrap_scores)),
|
137 |
+
'bootstrap_std': float(np.std(bootstrap_scores)),
|
138 |
+
'stratified': stratify,
|
139 |
+
'valid_bootstraps': len(bootstrap_scores)
|
140 |
+
}
|
141 |
+
)
|
142 |
+
|
143 |
+
def _stratified_bootstrap_indices(self, y_true: np.ndarray) -> np.ndarray:
|
144 |
+
"""Generate stratified bootstrap indices maintaining class distribution"""
|
145 |
+
indices = []
|
146 |
+
unique_classes, class_counts = np.unique(y_true, return_counts=True)
|
147 |
+
|
148 |
+
for class_label, count in zip(unique_classes, class_counts):
|
149 |
+
class_indices = np.where(y_true == class_label)[0]
|
150 |
+
bootstrap_indices = self.rng.choice(class_indices, size=count, replace=True)
|
151 |
+
indices.extend(bootstrap_indices)
|
152 |
+
|
153 |
+
return np.array(indices)
|
154 |
+
|
155 |
+
def bootstrap_model_comparison(self,
|
156 |
+
y_true: np.ndarray,
|
157 |
+
y_pred_1: np.ndarray,
|
158 |
+
y_pred_2: np.ndarray,
|
159 |
+
metric_func: Callable,
|
160 |
+
model_1_name: str = "Model 1",
|
161 |
+
model_2_name: str = "Model 2") -> Dict[str, Any]:
|
162 |
+
"""
|
163 |
+
Bootstrap comparison between two models with statistical significance testing
|
164 |
+
"""
|
165 |
+
|
166 |
+
n_samples = len(y_true)
|
167 |
+
differences = []
|
168 |
+
|
169 |
+
# Calculate original difference
|
170 |
+
score_1 = metric_func(y_true, y_pred_1)
|
171 |
+
score_2 = metric_func(y_true, y_pred_2)
|
172 |
+
original_difference = score_2 - score_1
|
173 |
+
|
174 |
+
# Bootstrap sampling for difference
|
175 |
+
for i in range(self.n_bootstrap):
|
176 |
+
indices = self.rng.choice(n_samples, size=n_samples, replace=True)
|
177 |
+
|
178 |
+
try:
|
179 |
+
boot_score_1 = metric_func(y_true[indices], y_pred_1[indices])
|
180 |
+
boot_score_2 = metric_func(y_true[indices], y_pred_2[indices])
|
181 |
+
differences.append(boot_score_2 - boot_score_1)
|
182 |
+
except:
|
183 |
+
continue
|
184 |
+
|
185 |
+
differences = np.array(differences)
|
186 |
+
|
187 |
+
# Calculate confidence interval for difference
|
188 |
+
alpha = 1 - self.confidence_level
|
189 |
+
ci_lower = np.percentile(differences, (alpha / 2) * 100)
|
190 |
+
ci_upper = np.percentile(differences, (1 - alpha / 2) * 100)
|
191 |
+
|
192 |
+
# Statistical significance test
|
193 |
+
p_value_bootstrap = np.mean(differences <= 0) * 2 # Two-tailed test
|
194 |
+
is_significant = ci_lower > 0 or ci_upper < 0
|
195 |
+
|
196 |
+
# Effect size (Cohen's d)
|
197 |
+
pooled_std = np.sqrt((np.var(differences)) / 2)
|
198 |
+
cohens_d = original_difference / pooled_std if pooled_std > 0 else 0
|
199 |
+
|
200 |
+
return {
|
201 |
+
'model_1_name': model_1_name,
|
202 |
+
'model_2_name': model_2_name,
|
203 |
+
'model_1_score': StatisticalResult(
|
204 |
+
point_estimate=score_1,
|
205 |
+
confidence_interval=(score_1 - np.std(differences), score_1 + np.std(differences)),
|
206 |
+
confidence_level=self.confidence_level,
|
207 |
+
method='bootstrap_individual',
|
208 |
+
sample_size=n_samples
|
209 |
+
).to_dict(),
|
210 |
+
'model_2_score': StatisticalResult(
|
211 |
+
point_estimate=score_2,
|
212 |
+
confidence_interval=(score_2 - np.std(differences), score_2 + np.std(differences)),
|
213 |
+
confidence_level=self.confidence_level,
|
214 |
+
method='bootstrap_individual',
|
215 |
+
sample_size=n_samples
|
216 |
+
).to_dict(),
|
217 |
+
'difference': StatisticalResult(
|
218 |
+
point_estimate=original_difference,
|
219 |
+
confidence_interval=(ci_lower, ci_upper),
|
220 |
+
confidence_level=self.confidence_level,
|
221 |
+
method='bootstrap_difference',
|
222 |
+
sample_size=n_samples,
|
223 |
+
metadata={
|
224 |
+
'p_value_bootstrap': float(p_value_bootstrap),
|
225 |
+
'is_significant': bool(is_significant),
|
226 |
+
'effect_size_cohens_d': float(cohens_d),
|
227 |
+
'bootstrap_mean_difference': float(np.mean(differences)),
|
228 |
+
'bootstrap_std_difference': float(np.std(differences))
|
229 |
+
}
|
230 |
+
).to_dict()
|
231 |
+
}
|
232 |
+
|
233 |
+
|
234 |
+
class FeatureImportanceAnalyzer:
|
235 |
+
"""Advanced feature importance analysis with uncertainty quantification"""
|
236 |
+
|
237 |
+
def __init__(self,
|
238 |
+
n_bootstrap: int = 500,
|
239 |
+
confidence_level: float = 0.95,
|
240 |
+
random_state: int = 42):
|
241 |
+
self.n_bootstrap = n_bootstrap
|
242 |
+
self.confidence_level = confidence_level
|
243 |
+
self.random_state = random_state
|
244 |
+
self.rng = np.random.RandomState(random_state)
|
245 |
+
|
246 |
+
if STRUCTURED_LOGGING_AVAILABLE:
|
247 |
+
self.logger = MLOpsLoggers.get_logger('feature_importance')
|
248 |
+
else:
|
249 |
+
self.logger = logging.getLogger(__name__)
|
250 |
+
|
251 |
+
def analyze_importance_stability(self,
|
252 |
+
model,
|
253 |
+
X: np.ndarray,
|
254 |
+
y: np.ndarray,
|
255 |
+
feature_names: List[str] = None) -> Dict[str, Any]:
|
256 |
+
"""
|
257 |
+
Analyze feature importance stability using bootstrap sampling
|
258 |
+
"""
|
259 |
+
|
260 |
+
if feature_names is None:
|
261 |
+
feature_names = [f'feature_{i}' for i in range(X.shape[1])]
|
262 |
+
|
263 |
+
importance_samples = []
|
264 |
+
|
265 |
+
# Bootstrap sampling for importance stability
|
266 |
+
for i in range(self.n_bootstrap):
|
267 |
+
# Bootstrap sample
|
268 |
+
indices = self.rng.choice(len(X), size=len(X), replace=True)
|
269 |
+
X_boot = X[indices]
|
270 |
+
y_boot = y[indices]
|
271 |
+
|
272 |
+
try:
|
273 |
+
# Fit model on bootstrap sample
|
274 |
+
model_copy = self._clone_model(model)
|
275 |
+
model_copy.fit(X_boot, y_boot)
|
276 |
+
|
277 |
+
# Extract feature importances
|
278 |
+
if hasattr(model_copy, 'feature_importances_'):
|
279 |
+
importances = model_copy.feature_importances_
|
280 |
+
elif hasattr(model_copy, 'coef_'):
|
281 |
+
importances = np.abs(model_copy.coef_).flatten()
|
282 |
+
else:
|
283 |
+
# Use permutation importance as fallback
|
284 |
+
from sklearn.inspection import permutation_importance
|
285 |
+
perm_importance = permutation_importance(model_copy, X_boot, y_boot, n_repeats=5, random_state=self.random_state)
|
286 |
+
importances = perm_importance.importances_mean
|
287 |
+
|
288 |
+
importance_samples.append(importances)
|
289 |
+
|
290 |
+
except Exception as e:
|
291 |
+
continue
|
292 |
+
|
293 |
+
importance_samples = np.array(importance_samples)
|
294 |
+
|
295 |
+
# Calculate statistics for each feature
|
296 |
+
feature_stats = {}
|
297 |
+
|
298 |
+
for i, feature_name in enumerate(feature_names):
|
299 |
+
if i < importance_samples.shape[1]:
|
300 |
+
feature_importances = importance_samples[:, i]
|
301 |
+
|
302 |
+
# Calculate confidence interval
|
303 |
+
alpha = 1 - self.confidence_level
|
304 |
+
ci_lower = np.percentile(feature_importances, (alpha / 2) * 100)
|
305 |
+
ci_upper = np.percentile(feature_importances, (1 - alpha / 2) * 100)
|
306 |
+
|
307 |
+
# Stability metrics
|
308 |
+
cv_importance = np.std(feature_importances) / np.mean(feature_importances) if np.mean(feature_importances) > 0 else np.inf
|
309 |
+
|
310 |
+
feature_stats[feature_name] = StatisticalResult(
|
311 |
+
point_estimate=float(np.mean(feature_importances)),
|
312 |
+
confidence_interval=(float(ci_lower), float(ci_upper)),
|
313 |
+
confidence_level=self.confidence_level,
|
314 |
+
method='bootstrap_importance',
|
315 |
+
sample_size=len(importance_samples),
|
316 |
+
metadata={
|
317 |
+
'coefficient_of_variation': float(cv_importance),
|
318 |
+
'std_importance': float(np.std(feature_importances)),
|
319 |
+
'min_importance': float(np.min(feature_importances)),
|
320 |
+
'max_importance': float(np.max(feature_importances)),
|
321 |
+
'stability_rank': None # Will be filled later
|
322 |
+
}
|
323 |
+
).to_dict()
|
324 |
+
|
325 |
+
# Rank features by stability (lower CV = more stable)
|
326 |
+
sorted_features = sorted(
|
327 |
+
feature_stats.items(),
|
328 |
+
key=lambda x: x[1]['metadata']['coefficient_of_variation']
|
329 |
+
)
|
330 |
+
|
331 |
+
for rank, (feature_name, stats) in enumerate(sorted_features):
|
332 |
+
feature_stats[feature_name]['metadata']['stability_rank'] = rank + 1
|
333 |
+
|
334 |
+
return {
|
335 |
+
'feature_importance_analysis': feature_stats,
|
336 |
+
'stability_ranking': [name for name, _ in sorted_features],
|
337 |
+
'analysis_metadata': {
|
338 |
+
'n_bootstrap_samples': self.n_bootstrap,
|
339 |
+
'confidence_level': self.confidence_level,
|
340 |
+
'n_features_analyzed': len(feature_names),
|
341 |
+
'valid_bootstrap_runs': len(importance_samples)
|
342 |
+
}
|
343 |
+
}
|
344 |
+
|
345 |
+
def _clone_model(self, model):
|
346 |
+
"""Clone model for bootstrap sampling"""
|
347 |
+
from sklearn.base import clone
|
348 |
+
try:
|
349 |
+
return clone(model)
|
350 |
+
except:
|
351 |
+
# Fallback: create new instance with same parameters
|
352 |
+
return type(model)(**model.get_params())
|
353 |
+
|
354 |
+
def permutation_importance_with_ci(self,
|
355 |
+
model,
|
356 |
+
X: np.ndarray,
|
357 |
+
y: np.ndarray,
|
358 |
+
scoring_func: Callable,
|
359 |
+
feature_names: List[str] = None,
|
360 |
+
n_repeats: int = 10) -> Dict[str, Any]:
|
361 |
+
"""
|
362 |
+
Calculate permutation importance with confidence intervals
|
363 |
+
"""
|
364 |
+
|
365 |
+
if feature_names is None:
|
366 |
+
feature_names = [f'feature_{i}' for i in range(X.shape[1])]
|
367 |
+
|
368 |
+
# Baseline score
|
369 |
+
baseline_score = scoring_func(model, X, y)
|
370 |
+
|
371 |
+
feature_importance_scores = {}
|
372 |
+
|
373 |
+
for feature_idx, feature_name in enumerate(feature_names):
|
374 |
+
importance_scores = []
|
375 |
+
|
376 |
+
# Multiple permutation rounds for each feature
|
377 |
+
for _ in range(n_repeats):
|
378 |
+
# Permute feature
|
379 |
+
X_permuted = X.copy()
|
380 |
+
X_permuted[:, feature_idx] = self.rng.permutation(X_permuted[:, feature_idx])
|
381 |
+
|
382 |
+
# Calculate score with permuted feature
|
383 |
+
permuted_score = scoring_func(model, X_permuted, y)
|
384 |
+
importance = baseline_score - permuted_score
|
385 |
+
importance_scores.append(importance)
|
386 |
+
|
387 |
+
# Calculate statistics
|
388 |
+
importance_scores = np.array(importance_scores)
|
389 |
+
|
390 |
+
alpha = 1 - self.confidence_level
|
391 |
+
ci_lower = np.percentile(importance_scores, (alpha / 2) * 100)
|
392 |
+
ci_upper = np.percentile(importance_scores, (1 - alpha / 2) * 100)
|
393 |
+
|
394 |
+
feature_importance_scores[feature_name] = StatisticalResult(
|
395 |
+
point_estimate=float(np.mean(importance_scores)),
|
396 |
+
confidence_interval=(float(ci_lower), float(ci_upper)),
|
397 |
+
confidence_level=self.confidence_level,
|
398 |
+
method='permutation_importance',
|
399 |
+
sample_size=n_repeats,
|
400 |
+
metadata={
|
401 |
+
'baseline_score': float(baseline_score),
|
402 |
+
'std_importance': float(np.std(importance_scores)),
|
403 |
+
'is_statistically_important': float(ci_lower) > 0
|
404 |
+
}
|
405 |
+
).to_dict()
|
406 |
+
|
407 |
+
return {
|
408 |
+
'permutation_importance': feature_importance_scores,
|
409 |
+
'baseline_score': float(baseline_score),
|
410 |
+
'analysis_metadata': {
|
411 |
+
'n_repeats': n_repeats,
|
412 |
+
'confidence_level': self.confidence_level,
|
413 |
+
'scoring_function': scoring_func.__name__ if hasattr(scoring_func, '__name__') else 'custom'
|
414 |
+
}
|
415 |
+
}
|
416 |
+
|
417 |
+
|
418 |
+
class AdvancedCrossValidation:
|
419 |
+
"""Advanced cross-validation with comprehensive statistical reporting"""
|
420 |
+
|
421 |
+
def __init__(self,
|
422 |
+
cv_folds: int = 5,
|
423 |
+
n_bootstrap: int = 200,
|
424 |
+
confidence_level: float = 0.95,
|
425 |
+
random_state: int = 42):
|
426 |
+
self.cv_folds = cv_folds
|
427 |
+
self.n_bootstrap = n_bootstrap
|
428 |
+
self.confidence_level = confidence_level
|
429 |
+
self.random_state = random_state
|
430 |
+
self.bootstrap_analyzer = BootstrapAnalyzer(n_bootstrap, confidence_level, random_state)
|
431 |
+
|
432 |
+
if STRUCTURED_LOGGING_AVAILABLE:
|
433 |
+
self.logger = MLOpsLoggers.get_logger('cross_validation')
|
434 |
+
else:
|
435 |
+
self.logger = logging.getLogger(__name__)
|
436 |
+
|
437 |
+
def comprehensive_cv_analysis(self,
|
438 |
+
model,
|
439 |
+
X: np.ndarray,
|
440 |
+
y: np.ndarray,
|
441 |
+
scoring_metrics: Dict[str, Callable]) -> Dict[str, Any]:
|
442 |
+
"""
|
443 |
+
Comprehensive cross-validation analysis with statistical significance testing
|
444 |
+
"""
|
445 |
+
|
446 |
+
from sklearn.model_selection import cross_validate, StratifiedKFold
|
447 |
+
|
448 |
+
# Setup CV strategy
|
449 |
+
cv_strategy = StratifiedKFold(
|
450 |
+
n_splits=self.cv_folds,
|
451 |
+
shuffle=True,
|
452 |
+
random_state=self.random_state
|
453 |
+
)
|
454 |
+
|
455 |
+
# Perform cross-validation
|
456 |
+
cv_results = cross_validate(
|
457 |
+
model, X, y,
|
458 |
+
cv=cv_strategy,
|
459 |
+
scoring=scoring_metrics,
|
460 |
+
return_train_score=True,
|
461 |
+
return_indices=True,
|
462 |
+
n_jobs=1
|
463 |
+
)
|
464 |
+
|
465 |
+
analysis_results = {
|
466 |
+
'cv_folds': self.cv_folds,
|
467 |
+
'metrics_analysis': {},
|
468 |
+
'fold_analysis': [],
|
469 |
+
'statistical_tests': {},
|
470 |
+
'confidence_intervals': {}
|
471 |
+
}
|
472 |
+
|
473 |
+
# Analyze each metric
|
474 |
+
for metric_name, metric_func in scoring_metrics.items():
|
475 |
+
test_scores = cv_results[f'test_{metric_name}']
|
476 |
+
train_scores = cv_results[f'train_{metric_name}']
|
477 |
+
|
478 |
+
# Bootstrap confidence intervals for CV scores
|
479 |
+
test_ci = self._bootstrap_cv_scores(test_scores)
|
480 |
+
train_ci = self._bootstrap_cv_scores(train_scores)
|
481 |
+
|
482 |
+
# Statistical tests
|
483 |
+
statistical_tests = self._perform_cv_statistical_tests(test_scores, train_scores)
|
484 |
+
|
485 |
+
analysis_results['metrics_analysis'][metric_name] = {
|
486 |
+
'test_scores': {
|
487 |
+
'mean': float(np.mean(test_scores)),
|
488 |
+
'std': float(np.std(test_scores)),
|
489 |
+
'confidence_interval': test_ci,
|
490 |
+
'scores': test_scores.tolist()
|
491 |
+
},
|
492 |
+
'train_scores': {
|
493 |
+
'mean': float(np.mean(train_scores)),
|
494 |
+
'std': float(np.std(train_scores)),
|
495 |
+
'confidence_interval': train_ci,
|
496 |
+
'scores': train_scores.tolist()
|
497 |
+
},
|
498 |
+
'overfitting_analysis': {
|
499 |
+
'overfitting_score': float(np.mean(train_scores) - np.mean(test_scores)),
|
500 |
+
'overfitting_ci': self._calculate_overfitting_ci(train_scores, test_scores)
|
501 |
+
},
|
502 |
+
'statistical_tests': statistical_tests
|
503 |
+
}
|
504 |
+
|
505 |
+
# Fold-by-fold analysis
|
506 |
+
for fold_idx in range(self.cv_folds):
|
507 |
+
fold_analysis = {
|
508 |
+
'fold': fold_idx + 1,
|
509 |
+
'metrics': {}
|
510 |
+
}
|
511 |
+
|
512 |
+
for metric_name in scoring_metrics.keys():
|
513 |
+
fold_analysis['metrics'][metric_name] = {
|
514 |
+
'test_score': float(cv_results[f'test_{metric_name}'][fold_idx]),
|
515 |
+
'train_score': float(cv_results[f'train_{metric_name}'][fold_idx])
|
516 |
+
}
|
517 |
+
|
518 |
+
analysis_results['fold_analysis'].append(fold_analysis)
|
519 |
+
|
520 |
+
return analysis_results
|
521 |
+
|
522 |
+
def _bootstrap_cv_scores(self, scores: np.ndarray) -> Dict[str, float]:
|
523 |
+
"""Bootstrap confidence interval for CV scores"""
|
524 |
+
bootstrap_means = []
|
525 |
+
|
526 |
+
for _ in range(self.n_bootstrap):
|
527 |
+
bootstrap_sample = np.random.choice(scores, size=len(scores), replace=True)
|
528 |
+
bootstrap_means.append(np.mean(bootstrap_sample))
|
529 |
+
|
530 |
+
alpha = 1 - self.confidence_level
|
531 |
+
ci_lower = np.percentile(bootstrap_means, (alpha / 2) * 100)
|
532 |
+
ci_upper = np.percentile(bootstrap_means, (1 - alpha / 2) * 100)
|
533 |
+
|
534 |
+
return {
|
535 |
+
'lower': float(ci_lower),
|
536 |
+
'upper': float(ci_upper),
|
537 |
+
'confidence_level': self.confidence_level
|
538 |
+
}
|
539 |
+
|
540 |
+
def _perform_cv_statistical_tests(self, test_scores: np.ndarray, train_scores: np.ndarray) -> Dict[str, Any]:
|
541 |
+
"""Perform statistical tests on CV results"""
|
542 |
+
|
543 |
+
tests = {}
|
544 |
+
|
545 |
+
# Test for overfitting using paired t-test
|
546 |
+
try:
|
547 |
+
t_stat, p_value = stats.ttest_rel(train_scores, test_scores)
|
548 |
+
tests['overfitting_ttest'] = {
|
549 |
+
't_statistic': float(t_stat),
|
550 |
+
'p_value': float(p_value),
|
551 |
+
'significant_overfitting': p_value < 0.05 and t_stat > 0,
|
552 |
+
'interpretation': 'Significant overfitting detected' if (p_value < 0.05 and t_stat > 0) else 'No significant overfitting'
|
553 |
+
}
|
554 |
+
except Exception as e:
|
555 |
+
tests['overfitting_ttest'] = {'error': str(e)}
|
556 |
+
|
557 |
+
# Normality test for CV scores
|
558 |
+
try:
|
559 |
+
shapiro_stat, shapiro_p = stats.shapiro(test_scores)
|
560 |
+
tests['normality_test'] = {
|
561 |
+
'shapiro_statistic': float(shapiro_stat),
|
562 |
+
'p_value': float(shapiro_p),
|
563 |
+
'normally_distributed': shapiro_p > 0.05,
|
564 |
+
'interpretation': 'CV scores are normally distributed' if shapiro_p > 0.05 else 'CV scores are not normally distributed'
|
565 |
+
}
|
566 |
+
except Exception as e:
|
567 |
+
tests['normality_test'] = {'error': str(e)}
|
568 |
+
|
569 |
+
# Stability test (coefficient of variation)
|
570 |
+
cv_coefficient = np.std(test_scores) / np.mean(test_scores) if np.mean(test_scores) > 0 else np.inf
|
571 |
+
tests['stability_analysis'] = {
|
572 |
+
'coefficient_of_variation': float(cv_coefficient),
|
573 |
+
'stability_interpretation': self._interpret_stability(cv_coefficient)
|
574 |
+
}
|
575 |
+
|
576 |
+
return tests
|
577 |
+
|
578 |
+
def _calculate_overfitting_ci(self, train_scores: np.ndarray, test_scores: np.ndarray) -> Dict[str, float]:
|
579 |
+
"""Calculate confidence interval for overfitting metric"""
|
580 |
+
overfitting_differences = train_scores - test_scores
|
581 |
+
|
582 |
+
bootstrap_diffs = []
|
583 |
+
for _ in range(self.n_bootstrap):
|
584 |
+
indices = np.random.choice(len(overfitting_differences), size=len(overfitting_differences), replace=True)
|
585 |
+
bootstrap_diffs.append(np.mean(overfitting_differences[indices]))
|
586 |
+
|
587 |
+
alpha = 1 - self.confidence_level
|
588 |
+
ci_lower = np.percentile(bootstrap_diffs, (alpha / 2) * 100)
|
589 |
+
ci_upper = np.percentile(bootstrap_diffs, (1 - alpha / 2) * 100)
|
590 |
+
|
591 |
+
return {
|
592 |
+
'lower': float(ci_lower),
|
593 |
+
'upper': float(ci_upper),
|
594 |
+
'confidence_level': self.confidence_level
|
595 |
+
}
|
596 |
+
|
597 |
+
def _interpret_stability(self, cv_coefficient: float) -> str:
|
598 |
+
"""Interpret CV stability based on coefficient of variation"""
|
599 |
+
if cv_coefficient < 0.1:
|
600 |
+
return "Very stable performance across folds"
|
601 |
+
elif cv_coefficient < 0.2:
|
602 |
+
return "Stable performance across folds"
|
603 |
+
elif cv_coefficient < 0.3:
|
604 |
+
return "Moderately stable performance across folds"
|
605 |
+
else:
|
606 |
+
return "Unstable performance across folds - consider data quality or model complexity"
|
607 |
+
|
608 |
+
|
609 |
+
class StatisticalModelComparison:
|
610 |
+
"""Advanced statistical comparison between models with comprehensive uncertainty analysis"""
|
611 |
+
|
612 |
+
def __init__(self,
|
613 |
+
confidence_level: float = 0.95,
|
614 |
+
n_bootstrap: int = 1000,
|
615 |
+
random_state: int = 42):
|
616 |
+
self.confidence_level = confidence_level
|
617 |
+
self.n_bootstrap = n_bootstrap
|
618 |
+
self.random_state = random_state
|
619 |
+
self.bootstrap_analyzer = BootstrapAnalyzer(n_bootstrap, confidence_level, random_state)
|
620 |
+
|
621 |
+
if STRUCTURED_LOGGING_AVAILABLE:
|
622 |
+
self.logger = MLOpsLoggers.get_logger('model_comparison')
|
623 |
+
else:
|
624 |
+
self.logger = logging.getLogger(__name__)
|
625 |
+
|
626 |
+
def comprehensive_model_comparison(self,
|
627 |
+
models: Dict[str, Any],
|
628 |
+
X: np.ndarray,
|
629 |
+
y: np.ndarray,
|
630 |
+
metrics: Dict[str, Callable],
|
631 |
+
cv_folds: int = 5) -> Dict[str, Any]:
|
632 |
+
"""
|
633 |
+
Comprehensive pairwise model comparison with statistical significance testing
|
634 |
+
"""
|
635 |
+
|
636 |
+
from sklearn.model_selection import cross_val_predict, StratifiedKFold
|
637 |
+
|
638 |
+
cv_strategy = StratifiedKFold(n_splits=cv_folds, shuffle=True, random_state=self.random_state)
|
639 |
+
|
640 |
+
# Get CV predictions for each model
|
641 |
+
model_predictions = {}
|
642 |
+
model_cv_scores = {}
|
643 |
+
|
644 |
+
for model_name, model in models.items():
|
645 |
+
# Cross-validation predictions
|
646 |
+
cv_pred = cross_val_predict(model, X, y, cv=cv_strategy, method='predict_proba')
|
647 |
+
if cv_pred.ndim == 2 and cv_pred.shape[1] == 2:
|
648 |
+
cv_pred = cv_pred[:, 1] # Binary classification probabilities
|
649 |
+
|
650 |
+
model_predictions[model_name] = cv_pred
|
651 |
+
|
652 |
+
# Calculate CV scores for each metric
|
653 |
+
model_cv_scores[model_name] = {}
|
654 |
+
for metric_name, metric_func in metrics.items():
|
655 |
+
try:
|
656 |
+
if 'roc_auc' in metric_name.lower():
|
657 |
+
scores = [metric_func(y[test], cv_pred[test]) for train, test in cv_strategy.split(X, y)]
|
658 |
+
else:
|
659 |
+
pred_labels = (cv_pred > 0.5).astype(int)
|
660 |
+
scores = [metric_func(y[test], pred_labels[test]) for train, test in cv_strategy.split(X, y)]
|
661 |
+
|
662 |
+
model_cv_scores[model_name][metric_name] = np.array(scores)
|
663 |
+
except Exception as e:
|
664 |
+
self.logger.warning(f"Failed to calculate {metric_name} for {model_name}: {e}")
|
665 |
+
|
666 |
+
# Pairwise comparisons
|
667 |
+
comparison_results = {}
|
668 |
+
model_names = list(models.keys())
|
669 |
+
|
670 |
+
for i, model1_name in enumerate(model_names):
|
671 |
+
for j, model2_name in enumerate(model_names[i+1:], i+1):
|
672 |
+
comparison_key = f"{model1_name}_vs_{model2_name}"
|
673 |
+
|
674 |
+
comparison_results[comparison_key] = self._pairwise_comparison(
|
675 |
+
model1_name, model2_name,
|
676 |
+
model_cv_scores[model1_name],
|
677 |
+
model_cv_scores[model2_name],
|
678 |
+
model_predictions[model1_name],
|
679 |
+
model_predictions[model2_name],
|
680 |
+
y, metrics
|
681 |
+
)
|
682 |
+
|
683 |
+
# Overall ranking
|
684 |
+
ranking = self._rank_models(model_cv_scores, primary_metric='f1')
|
685 |
+
|
686 |
+
return {
|
687 |
+
'individual_model_results': model_cv_scores,
|
688 |
+
'pairwise_comparisons': comparison_results,
|
689 |
+
'model_ranking': ranking,
|
690 |
+
'analysis_metadata': {
|
691 |
+
'cv_folds': cv_folds,
|
692 |
+
'confidence_level': self.confidence_level,
|
693 |
+
'n_bootstrap': self.n_bootstrap,
|
694 |
+
'models_compared': len(models),
|
695 |
+
'metrics_evaluated': list(metrics.keys())
|
696 |
+
}
|
697 |
+
}
|
698 |
+
|
699 |
+
def _pairwise_comparison(self,
|
700 |
+
model1_name: str, model2_name: str,
|
701 |
+
scores1: Dict[str, np.ndarray],
|
702 |
+
scores2: Dict[str, np.ndarray],
|
703 |
+
pred1: np.ndarray, pred2: np.ndarray,
|
704 |
+
y_true: np.ndarray,
|
705 |
+
metrics: Dict[str, Callable]) -> Dict[str, Any]:
|
706 |
+
"""Detailed pairwise comparison between two models"""
|
707 |
+
|
708 |
+
comparison = {
|
709 |
+
'models': [model1_name, model2_name],
|
710 |
+
'metric_comparisons': {},
|
711 |
+
'overall_comparison': {}
|
712 |
+
}
|
713 |
+
|
714 |
+
significant_improvements = 0
|
715 |
+
total_comparisons = 0
|
716 |
+
|
717 |
+
# Compare each metric
|
718 |
+
for metric_name in scores1.keys():
|
719 |
+
if metric_name in scores2:
|
720 |
+
metric_comparison = self._compare_metric_scores(
|
721 |
+
scores1[metric_name], scores2[metric_name], metric_name
|
722 |
+
)
|
723 |
+
|
724 |
+
comparison['metric_comparisons'][metric_name] = metric_comparison
|
725 |
+
|
726 |
+
if metric_comparison['statistical_tests']['significant_improvement']:
|
727 |
+
significant_improvements += 1
|
728 |
+
total_comparisons += 1
|
729 |
+
|
730 |
+
# Bootstrap comparison of predictions
|
731 |
+
if len(pred1) == len(pred2) == len(y_true):
|
732 |
+
bootstrap_comparison = self._bootstrap_prediction_comparison(
|
733 |
+
y_true, pred1, pred2, metrics
|
734 |
+
)
|
735 |
+
comparison['bootstrap_prediction_comparison'] = bootstrap_comparison
|
736 |
+
|
737 |
+
# Overall decision
|
738 |
+
improvement_rate = significant_improvements / total_comparisons if total_comparisons > 0 else 0
|
739 |
+
|
740 |
+
comparison['overall_comparison'] = {
|
741 |
+
'significant_improvements': significant_improvements,
|
742 |
+
'total_comparisons': total_comparisons,
|
743 |
+
'improvement_rate': float(improvement_rate),
|
744 |
+
'recommendation': self._make_comparison_recommendation(improvement_rate, significant_improvements)
|
745 |
+
}
|
746 |
+
|
747 |
+
return comparison
|
748 |
+
|
749 |
+
def _compare_metric_scores(self, scores1: np.ndarray, scores2: np.ndarray, metric_name: str) -> Dict[str, Any]:
|
750 |
+
"""Statistical comparison of metric scores between two models"""
|
751 |
+
|
752 |
+
# Basic statistics
|
753 |
+
mean1, mean2 = np.mean(scores1), np.mean(scores2)
|
754 |
+
std1, std2 = np.std(scores1), np.std(scores2)
|
755 |
+
improvement = mean2 - mean1
|
756 |
+
|
757 |
+
# Statistical tests
|
758 |
+
statistical_tests = {}
|
759 |
+
|
760 |
+
# Paired t-test
|
761 |
+
try:
|
762 |
+
t_stat, p_value = stats.ttest_rel(scores2, scores1)
|
763 |
+
statistical_tests['paired_ttest'] = {
|
764 |
+
't_statistic': float(t_stat),
|
765 |
+
'p_value': float(p_value),
|
766 |
+
'significant': p_value < 0.05,
|
767 |
+
'effect_direction': 'improvement' if t_stat > 0 else 'degradation'
|
768 |
+
}
|
769 |
+
except Exception as e:
|
770 |
+
statistical_tests['paired_ttest'] = {'error': str(e)}
|
771 |
+
|
772 |
+
# Wilcoxon signed-rank test (non-parametric)
|
773 |
+
try:
|
774 |
+
w_stat, w_p = stats.wilcoxon(scores2, scores1, alternative='two-sided')
|
775 |
+
statistical_tests['wilcoxon'] = {
|
776 |
+
'statistic': float(w_stat),
|
777 |
+
'p_value': float(w_p),
|
778 |
+
'significant': w_p < 0.05
|
779 |
+
}
|
780 |
+
except Exception as e:
|
781 |
+
statistical_tests['wilcoxon'] = {'error': str(e)}
|
782 |
+
|
783 |
+
# Bootstrap confidence interval for difference
|
784 |
+
bootstrap_diffs = []
|
785 |
+
for _ in range(200): # Reduced for performance
|
786 |
+
indices = np.random.choice(len(scores1), size=len(scores1), replace=True)
|
787 |
+
diff = np.mean(scores2[indices]) - np.mean(scores1[indices])
|
788 |
+
bootstrap_diffs.append(diff)
|
789 |
+
|
790 |
+
alpha = 1 - self.confidence_level
|
791 |
+
ci_lower = np.percentile(bootstrap_diffs, (alpha / 2) * 100)
|
792 |
+
ci_upper = np.percentile(bootstrap_diffs, (1 - alpha / 2) * 100)
|
793 |
+
|
794 |
+
# Effect size (Cohen's d)
|
795 |
+
pooled_std = np.sqrt((std1**2 + std2**2) / 2)
|
796 |
+
cohens_d = improvement / pooled_std if pooled_std > 0 else 0
|
797 |
+
|
798 |
+
return {
|
799 |
+
'metric_name': metric_name,
|
800 |
+
'mean_scores': {'model1': float(mean1), 'model2': float(mean2)},
|
801 |
+
'improvement': float(improvement),
|
802 |
+
'relative_improvement_percent': float((improvement / mean1) * 100) if mean1 > 0 else 0,
|
803 |
+
'confidence_interval': {'lower': float(ci_lower), 'upper': float(ci_upper)},
|
804 |
+
'effect_size_cohens_d': float(cohens_d),
|
805 |
+
'statistical_tests': statistical_tests,
|
806 |
+
'significant_improvement': improvement > 0 and ci_lower > 0,
|
807 |
+
'interpretation': self._interpret_effect_size(cohens_d)
|
808 |
+
}
|
809 |
+
|
810 |
+
def _bootstrap_prediction_comparison(self, y_true: np.ndarray, pred1: np.ndarray, pred2: np.ndarray, metrics: Dict[str, Callable]) -> Dict[str, Any]:
|
811 |
+
"""Bootstrap comparison of model predictions"""
|
812 |
+
|
813 |
+
bootstrap_results = {}
|
814 |
+
|
815 |
+
for metric_name, metric_func in metrics.items():
|
816 |
+
try:
|
817 |
+
# For probabilistic metrics, use probabilities directly
|
818 |
+
if 'roc_auc' in metric_name.lower():
|
819 |
+
comparison = self.bootstrap_analyzer.bootstrap_model_comparison(
|
820 |
+
y_true, pred1, pred2, metric_func, "Model1", "Model2"
|
821 |
+
)
|
822 |
+
else:
|
823 |
+
# For classification metrics, convert to class predictions
|
824 |
+
pred1_class = (pred1 > 0.5).astype(int)
|
825 |
+
pred2_class = (pred2 > 0.5).astype(int)
|
826 |
+
comparison = self.bootstrap_analyzer.bootstrap_model_comparison(
|
827 |
+
y_true, pred1_class, pred2_class, metric_func, "Model1", "Model2"
|
828 |
+
)
|
829 |
+
|
830 |
+
bootstrap_results[metric_name] = comparison
|
831 |
+
|
832 |
+
except Exception as e:
|
833 |
+
bootstrap_results[metric_name] = {'error': str(e)}
|
834 |
+
|
835 |
+
return bootstrap_results
|
836 |
+
|
837 |
+
def _interpret_effect_size(self, cohens_d: float) -> str:
|
838 |
+
"""Interpret Cohen's d effect size"""
|
839 |
+
abs_d = abs(cohens_d)
|
840 |
+
if abs_d < 0.2:
|
841 |
+
return "Negligible effect"
|
842 |
+
elif abs_d < 0.5:
|
843 |
+
return "Small effect"
|
844 |
+
elif abs_d < 0.8:
|
845 |
+
return "Medium effect"
|
846 |
+
else:
|
847 |
+
return "Large effect"
|
848 |
+
|
849 |
+
def _make_comparison_recommendation(self, improvement_rate: float, significant_improvements: int) -> str:
|
850 |
+
"""Make recommendation based on comparison results"""
|
851 |
+
if improvement_rate >= 0.75 and significant_improvements >= 2:
|
852 |
+
return "Strong recommendation for model upgrade"
|
853 |
+
elif improvement_rate >= 0.5 and significant_improvements >= 1:
|
854 |
+
return "Moderate recommendation for model upgrade"
|
855 |
+
elif improvement_rate > 0:
|
856 |
+
return "Weak recommendation for model upgrade - consider other factors"
|
857 |
+
else:
|
858 |
+
return "No recommendation for model upgrade"
|
859 |
+
|
860 |
+
def _rank_models(self, model_cv_scores: Dict[str, Dict[str, np.ndarray]], primary_metric: str = 'f1') -> Dict[str, Any]:
|
861 |
+
"""Rank models based on CV performance with statistical significance"""
|
862 |
+
|
863 |
+
# Calculate mean scores for primary metric
|
864 |
+
model_means = {}
|
865 |
+
for model_name, scores in model_cv_scores.items():
|
866 |
+
if primary_metric in scores:
|
867 |
+
model_means[model_name] = np.mean(scores[primary_metric])
|
868 |
+
|
869 |
+
# Sort by mean performance
|
870 |
+
sorted_models = sorted(model_means.items(), key=lambda x: x[1], reverse=True)
|
871 |
+
|
872 |
+
# Statistical significance testing for ranking
|
873 |
+
ranking_with_significance = []
|
874 |
+
for i, (model_name, mean_score) in enumerate(sorted_models):
|
875 |
+
rank_info = {
|
876 |
+
'rank': i + 1,
|
877 |
+
'model_name': model_name,
|
878 |
+
'mean_score': float(mean_score),
|
879 |
+
'significantly_better_than': []
|
880 |
+
}
|
881 |
+
|
882 |
+
# Compare with lower-ranked models
|
883 |
+
for j, (other_model, other_score) in enumerate(sorted_models[i+1:], i+1):
|
884 |
+
try:
|
885 |
+
t_stat, p_value = stats.ttest_rel(
|
886 |
+
model_cv_scores[model_name][primary_metric],
|
887 |
+
model_cv_scores[other_model][primary_metric]
|
888 |
+
)
|
889 |
+
|
890 |
+
if p_value < 0.05 and t_stat > 0:
|
891 |
+
rank_info['significantly_better_than'].append({
|
892 |
+
'model': other_model,
|
893 |
+
'p_value': float(p_value),
|
894 |
+
'rank': j + 1
|
895 |
+
})
|
896 |
+
except Exception:
|
897 |
+
continue
|
898 |
+
|
899 |
+
ranking_with_significance.append(rank_info)
|
900 |
+
|
901 |
+
return {
|
902 |
+
'ranking': ranking_with_significance,
|
903 |
+
'primary_metric': primary_metric,
|
904 |
+
'ranking_method': 'mean_cv_score_with_significance_testing'
|
905 |
+
}
|
906 |
+
|
907 |
+
|
908 |
+
# Integration utilities for existing codebase
|
909 |
+
class MLOpsStatisticalAnalyzer:
|
910 |
+
"""Comprehensive statistical analyzer for MLOps pipeline"""
|
911 |
+
|
912 |
+
def __init__(self,
|
913 |
+
confidence_level: float = 0.95,
|
914 |
+
n_bootstrap: int = 1000,
|
915 |
+
random_state: int = 42):
|
916 |
+
|
917 |
+
self.confidence_level = confidence_level
|
918 |
+
self.n_bootstrap = n_bootstrap
|
919 |
+
self.random_state = random_state
|
920 |
+
|
921 |
+
# Initialize analyzers
|
922 |
+
self.bootstrap_analyzer = BootstrapAnalyzer(n_bootstrap, confidence_level, random_state)
|
923 |
+
self.feature_analyzer = FeatureImportanceAnalyzer(n_bootstrap, confidence_level, random_state)
|
924 |
+
self.cv_analyzer = AdvancedCrossValidation(5, n_bootstrap, confidence_level, random_state)
|
925 |
+
self.comparison_analyzer = StatisticalModelComparison(confidence_level, n_bootstrap, random_state)
|
926 |
+
|
927 |
+
if STRUCTURED_LOGGING_AVAILABLE:
|
928 |
+
self.logger = MLOpsLoggers.get_logger('statistical_analyzer')
|
929 |
+
else:
|
930 |
+
self.logger = logging.getLogger(__name__)
|
931 |
+
|
932 |
+
def comprehensive_model_analysis(self,
|
933 |
+
models: Dict[str, Any],
|
934 |
+
X_train: np.ndarray,
|
935 |
+
X_test: np.ndarray,
|
936 |
+
y_train: np.ndarray,
|
937 |
+
y_test: np.ndarray,
|
938 |
+
feature_names: List[str] = None) -> Dict[str, Any]:
|
939 |
+
"""
|
940 |
+
Perform comprehensive statistical analysis of models including:
|
941 |
+
- Bootstrap confidence intervals for performance metrics
|
942 |
+
- Feature importance stability analysis
|
943 |
+
- Advanced cross-validation with statistical testing
|
944 |
+
- Pairwise model comparisons with significance testing
|
945 |
+
"""
|
946 |
+
|
947 |
+
from sklearn.metrics import accuracy_score, f1_score, precision_score, recall_score, roc_auc_score
|
948 |
+
|
949 |
+
# Define metrics
|
950 |
+
def accuracy_func(y_true, y_pred): return accuracy_score(y_true, y_pred)
|
951 |
+
def f1_func(y_true, y_pred): return f1_score(y_true, y_pred, average='weighted')
|
952 |
+
def precision_func(y_true, y_pred): return precision_score(y_true, y_pred, average='weighted')
|
953 |
+
def recall_func(y_true, y_pred): return recall_score(y_true, y_pred, average='weighted')
|
954 |
+
def roc_auc_func(y_true, y_pred_proba): return roc_auc_score(y_true, y_pred_proba)
|
955 |
+
|
956 |
+
metrics = {
|
957 |
+
'accuracy': accuracy_func,
|
958 |
+
'f1': f1_func,
|
959 |
+
'precision': precision_func,
|
960 |
+
'recall': recall_func,
|
961 |
+
'roc_auc': roc_auc_func
|
962 |
+
}
|
963 |
+
|
964 |
+
analysis_results = {
|
965 |
+
'analysis_timestamp': datetime.now().isoformat(),
|
966 |
+
'configuration': {
|
967 |
+
'confidence_level': self.confidence_level,
|
968 |
+
'n_bootstrap': self.n_bootstrap,
|
969 |
+
'models_analyzed': list(models.keys())
|
970 |
+
},
|
971 |
+
'individual_model_analysis': {},
|
972 |
+
'comparative_analysis': {},
|
973 |
+
'feature_importance_analysis': {},
|
974 |
+
'recommendations': []
|
975 |
+
}
|
976 |
+
|
977 |
+
# Individual model analysis
|
978 |
+
for model_name, model in models.items():
|
979 |
+
try:
|
980 |
+
# Fit model
|
981 |
+
model.fit(X_train, y_train)
|
982 |
+
|
983 |
+
# Get predictions
|
984 |
+
y_pred = model.predict(X_test)
|
985 |
+
y_pred_proba = model.predict_proba(X_test)[:, 1] if hasattr(model, 'predict_proba') else y_pred
|
986 |
+
|
987 |
+
# Bootstrap analysis for each metric
|
988 |
+
bootstrap_results = {}
|
989 |
+
for metric_name, metric_func in metrics.items():
|
990 |
+
if metric_name == 'roc_auc':
|
991 |
+
result = self.bootstrap_analyzer.bootstrap_metric(
|
992 |
+
y_test, y_pred_proba, metric_func
|
993 |
+
)
|
994 |
+
else:
|
995 |
+
result = self.bootstrap_analyzer.bootstrap_metric(
|
996 |
+
y_test, y_pred, metric_func
|
997 |
+
)
|
998 |
+
bootstrap_results[metric_name] = result.to_dict()
|
999 |
+
|
1000 |
+
# Cross-validation analysis
|
1001 |
+
cv_analysis = self.cv_analyzer.comprehensive_cv_analysis(
|
1002 |
+
model, X_train, y_train, metrics
|
1003 |
+
)
|
1004 |
+
|
1005 |
+
# Feature importance analysis (if supported)
|
1006 |
+
feature_analysis = {}
|
1007 |
+
if hasattr(model, 'feature_importances_') or hasattr(model, 'coef_'):
|
1008 |
+
try:
|
1009 |
+
feature_analysis = self.feature_analyzer.analyze_importance_stability(
|
1010 |
+
model, X_train, y_train, feature_names
|
1011 |
+
)
|
1012 |
+
except Exception as e:
|
1013 |
+
feature_analysis = {'error': str(e)}
|
1014 |
+
|
1015 |
+
analysis_results['individual_model_analysis'][model_name] = {
|
1016 |
+
'bootstrap_metrics': bootstrap_results,
|
1017 |
+
'cross_validation_analysis': cv_analysis,
|
1018 |
+
'feature_importance_analysis': feature_analysis
|
1019 |
+
}
|
1020 |
+
|
1021 |
+
except Exception as e:
|
1022 |
+
self.logger.error(f"Analysis failed for model {model_name}: {e}")
|
1023 |
+
analysis_results['individual_model_analysis'][model_name] = {'error': str(e)}
|
1024 |
+
|
1025 |
+
# Comparative analysis
|
1026 |
+
if len(models) > 1:
|
1027 |
+
try:
|
1028 |
+
comparative_results = self.comparison_analyzer.comprehensive_model_comparison(
|
1029 |
+
models, X_train, y_train, metrics
|
1030 |
+
)
|
1031 |
+
analysis_results['comparative_analysis'] = comparative_results
|
1032 |
+
|
1033 |
+
# Generate recommendations based on comparison
|
1034 |
+
recommendations = self._generate_analysis_recommendations(comparative_results)
|
1035 |
+
analysis_results['recommendations'].extend(recommendations)
|
1036 |
+
|
1037 |
+
except Exception as e:
|
1038 |
+
analysis_results['comparative_analysis'] = {'error': str(e)}
|
1039 |
+
|
1040 |
+
return analysis_results
|
1041 |
+
|
1042 |
+
def _generate_analysis_recommendations(self, comparative_results: Dict[str, Any]) -> List[Dict[str, str]]:
|
1043 |
+
"""Generate actionable recommendations based on statistical analysis"""
|
1044 |
+
recommendations = []
|
1045 |
+
|
1046 |
+
# Model ranking recommendations
|
1047 |
+
if 'model_ranking' in comparative_results:
|
1048 |
+
ranking = comparative_results['model_ranking']['ranking']
|
1049 |
+
if len(ranking) > 0:
|
1050 |
+
best_model = ranking[0]
|
1051 |
+
significantly_better_count = len(best_model.get('significantly_better_than', []))
|
1052 |
+
|
1053 |
+
if significantly_better_count > 0:
|
1054 |
+
recommendations.append({
|
1055 |
+
'type': 'model_selection',
|
1056 |
+
'priority': 'high',
|
1057 |
+
'message': f"Model '{best_model['model_name']}' shows statistically significant improvement over {significantly_better_count} other model(s)",
|
1058 |
+
'action': f"Consider promoting {best_model['model_name']} to production"
|
1059 |
+
})
|
1060 |
+
|
1061 |
+
# Feature importance recommendations
|
1062 |
+
for model_name, analysis in comparative_results.get('individual_model_analysis', {}).items():
|
1063 |
+
feature_analysis = analysis.get('feature_importance_analysis', {})
|
1064 |
+
if 'stability_ranking' in feature_analysis:
|
1065 |
+
unstable_features = [
|
1066 |
+
name for name, stats in feature_analysis['feature_importance_analysis'].items()
|
1067 |
+
if stats['metadata']['coefficient_of_variation'] > 0.5
|
1068 |
+
]
|
1069 |
+
|
1070 |
+
if unstable_features:
|
1071 |
+
recommendations.append({
|
1072 |
+
'type': 'feature_engineering',
|
1073 |
+
'priority': 'medium',
|
1074 |
+
'message': f"Model '{model_name}' has {len(unstable_features)} unstable features with high variance",
|
1075 |
+
'action': "Review feature engineering process and consider feature selection"
|
1076 |
+
})
|
1077 |
+
|
1078 |
+
# Cross-validation recommendations
|
1079 |
+
for model_name, analysis in comparative_results.get('individual_model_analysis', {}).items():
|
1080 |
+
cv_analysis = analysis.get('cross_validation_analysis', {})
|
1081 |
+
for metric_name, metric_analysis in cv_analysis.get('metrics_analysis', {}).items():
|
1082 |
+
overfitting_analysis = metric_analysis.get('overfitting_analysis', {})
|
1083 |
+
if overfitting_analysis.get('overfitting_score', 0) > 0.1: # 10% overfitting threshold
|
1084 |
+
recommendations.append({
|
1085 |
+
'type': 'model_complexity',
|
1086 |
+
'priority': 'medium',
|
1087 |
+
'message': f"Model '{model_name}' shows significant overfitting in {metric_name}",
|
1088 |
+
'action': "Consider regularization or reducing model complexity"
|
1089 |
+
})
|
1090 |
+
|
1091 |
+
return recommendations
|
1092 |
+
|
1093 |
+
def save_analysis_report(self, analysis_results: Dict[str, Any], file_path: Path = None):
|
1094 |
+
"""Save comprehensive analysis report"""
|
1095 |
+
if file_path is None:
|
1096 |
+
file_path = Path("/tmp/logs/statistical_analysis_report.json")
|
1097 |
+
|
1098 |
+
file_path.parent.mkdir(parents=True, exist_ok=True)
|
1099 |
+
|
1100 |
+
with open(file_path, 'w') as f:
|
1101 |
+
json.dump(analysis_results, f, indent=2, default=str)
|
1102 |
+
|
1103 |
+
self.logger.info(f"Statistical analysis report saved to {file_path}")
|
1104 |
+
return file_path
|
1105 |
+
|
1106 |
+
|
1107 |
+
# Integration functions for existing codebase
|
1108 |
+
def integrate_statistical_analysis_with_retrain():
|
1109 |
+
"""Integration example for retrain.py"""
|
1110 |
+
analyzer = MLOpsStatisticalAnalyzer()
|
1111 |
+
|
1112 |
+
# Example usage in retraining context
|
1113 |
+
def enhanced_model_comparison(models_dict, X_train, X_test, y_train, y_test):
|
1114 |
+
"""Enhanced model comparison with comprehensive statistical analysis"""
|
1115 |
+
|
1116 |
+
analysis_results = analyzer.comprehensive_model_analysis(
|
1117 |
+
models_dict, X_train, X_test, y_train, y_test
|
1118 |
+
)
|
1119 |
+
|
1120 |
+
# Extract promotion decision based on statistical significance
|
1121 |
+
comparative_analysis = analysis_results.get('comparative_analysis', {})
|
1122 |
+
ranking = comparative_analysis.get('model_ranking', {}).get('ranking', [])
|
1123 |
+
|
1124 |
+
if ranking:
|
1125 |
+
best_model = ranking[0]
|
1126 |
+
promotion_confidence = len(best_model.get('significantly_better_than', [])) / (len(ranking) - 1) if len(ranking) > 1 else 1.0
|
1127 |
+
|
1128 |
+
return {
|
1129 |
+
'recommended_model': best_model['model_name'],
|
1130 |
+
'statistical_confidence': promotion_confidence,
|
1131 |
+
'analysis_results': analysis_results,
|
1132 |
+
'promote_candidate': promotion_confidence > 0.5
|
1133 |
+
}
|
1134 |
+
|
1135 |
+
return {'error': 'No valid model ranking available'}
|
1136 |
+
|
1137 |
+
return enhanced_model_comparison
|
1138 |
+
|
1139 |
+
def integrate_statistical_analysis_with_train():
|
1140 |
+
"""Integration example for train.py"""
|
1141 |
+
analyzer = MLOpsStatisticalAnalyzer()
|
1142 |
+
|
1143 |
+
def enhanced_ensemble_validation(individual_models, ensemble_model, X, y):
|
1144 |
+
"""Enhanced ensemble validation with bootstrap confidence intervals"""
|
1145 |
+
|
1146 |
+
models_to_compare = {**individual_models, 'ensemble': ensemble_model}
|
1147 |
+
|
1148 |
+
# Perform comprehensive statistical analysis
|
1149 |
+
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
|
1150 |
+
|
1151 |
+
analysis_results = analyzer.comprehensive_model_analysis(
|
1152 |
+
models_to_compare, X_train, X_test, y_train, y_test
|
1153 |
+
)
|
1154 |
+
|
1155 |
+
# Check if ensemble is statistically significantly better
|
1156 |
+
comparative_analysis = analysis_results.get('comparative_analysis', {})
|
1157 |
+
ensemble_comparisons = {
|
1158 |
+
k: v for k, v in comparative_analysis.get('pairwise_comparisons', {}).items()
|
1159 |
+
if 'ensemble' in k
|
1160 |
+
}
|
1161 |
+
|
1162 |
+
significant_improvements = 0
|
1163 |
+
total_comparisons = len(ensemble_comparisons)
|
1164 |
+
|
1165 |
+
for comparison in ensemble_comparisons.values():
|
1166 |
+
if comparison.get('overall_comparison', {}).get('improvement_rate', 0) > 0.5:
|
1167 |
+
significant_improvements += 1
|
1168 |
+
|
1169 |
+
ensemble_confidence = significant_improvements / total_comparisons if total_comparisons > 0 else 0
|
1170 |
+
|
1171 |
+
return {
|
1172 |
+
'use_ensemble': ensemble_confidence > 0.5,
|
1173 |
+
'ensemble_confidence': ensemble_confidence,
|
1174 |
+
'statistical_analysis': analysis_results
|
1175 |
+
}
|
1176 |
+
|
1177 |
+
return enhanced_ensemble_validation
|
1178 |
+
|
1179 |
+
|
1180 |
+
if __name__ == "__main__":
|
1181 |
+
# Example usage and testing
|
1182 |
+
print("Testing advanced statistical analysis system...")
|
1183 |
+
|
1184 |
+
# Generate sample data for testing
|
1185 |
+
np.random.seed(42)
|
1186 |
+
X = np.random.randn(200, 10)
|
1187 |
+
y = (X[:, 0] + X[:, 1] + np.random.randn(200) * 0.1 > 0).astype(int)
|
1188 |
+
|
1189 |
+
# Create sample models
|
1190 |
+
from sklearn.linear_model import LogisticRegression
|
1191 |
+
from sklearn.ensemble import RandomForestClassifier
|
1192 |
+
|
1193 |
+
models = {
|
1194 |
+
'logistic_regression': LogisticRegression(random_state=42),
|
1195 |
+
'random_forest': RandomForestClassifier(n_estimators=50, random_state=42)
|
1196 |
+
}
|
1197 |
+
|
1198 |
+
# Test comprehensive analysis
|
1199 |
+
analyzer = MLOpsStatisticalAnalyzer(n_bootstrap=100) # Reduced for testing
|
1200 |
+
|
1201 |
+
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.3, random_state=42)
|
1202 |
+
|
1203 |
+
print("Running comprehensive statistical analysis...")
|
1204 |
+
results = analyzer.comprehensive_model_analysis(
|
1205 |
+
models, X_train, X_test, y_train, y_test
|
1206 |
+
)
|
1207 |
+
|
1208 |
+
print(f"Analysis completed for {len(models)} models")
|
1209 |
+
print(f"Generated {len(results['recommendations'])} recommendations")
|
1210 |
+
|
1211 |
+
# Test bootstrap analysis
|
1212 |
+
bootstrap_analyzer = BootstrapAnalyzer(n_bootstrap=100)
|
1213 |
+
|
1214 |
+
from sklearn.metrics import f1_score
|
1215 |
+
def f1_metric(y_true, y_pred):
|
1216 |
+
return f1_score(y_true, y_pred, average='weighted')
|
1217 |
+
|
1218 |
+
model = LogisticRegression(random_state=42)
|
1219 |
+
model.fit(X_train, y_train)
|
1220 |
+
y_pred = model.predict(X_test)
|
1221 |
+
|
1222 |
+
bootstrap_result = bootstrap_analyzer.bootstrap_metric(y_test, y_pred, f1_metric)
|
1223 |
+
print(f"Bootstrap F1 confidence interval: {bootstrap_result.confidence_interval}")
|
1224 |
+
|
1225 |
+
print("Advanced statistical analysis system test completed successfully!")
|