```{julia} include("$(pwd())/notebooks/setup.jl") eval(setup_notebooks) ``` # Real-World Data ```{julia} # Hyper: _retrain = true # Data: test_size = 0.2 n_obs = Int(10000 / (1.0 - test_size)) counterfactual_data, test_data = train_test_split(load_california_housing(n_obs); test_size=test_size) X, y = CounterfactualExplanations.DataPreprocessing.unpack_data(counterfactual_data) X = table(permutedims(X)) labels = counterfactual_data.output_encoder.labels input_dim, n_obs = size(counterfactual_data.X) output_dim = length(unique(labels)) ``` First, let's create a couple of image classifier architectures: ```{julia} # Model parameters: epochs = 100 batch_size = minimum([Int(round(n_obs/10)), 128]) n_hidden = 128 activation = Flux.relu builder = MLJFlux.@builder Flux.Chain( Dense(n_in, n_hidden, activation), Dense(n_hidden, n_hidden, activation), Dense(n_hidden, n_out), ) n_ens = 5 # number of models in ensemble _loss = Flux.Losses.logitcrossentropy # loss function _finaliser = x -> x # finaliser function ``` ```{julia} # JEM parameters: 𝒟x = Normal() 𝒟y = Categorical(ones(output_dim) ./ output_dim) sampler = ConditionalSampler( 𝒟x, 𝒟y, input_size=(input_dim,), batch_size=10, ) α = [1.0,1.0,1e-1] # penalty strengths ``` ```{julia} # Simple MLP: mlp = NeuralNetworkClassifier( builder=builder, epochs=epochs, batch_size=batch_size, finaliser=_finaliser, loss=_loss, ) # Deep Ensemble: mlp_ens = EnsembleModel(model=mlp, n=n_ens) # Joint Energy Model: jem = JointEnergyClassifier( sampler; builder=builder, epochs=epochs, batch_size=batch_size, finaliser=_finaliser, loss=_loss, jem_training_params=( α=α,verbosity=10, ), sampling_steps=30, ) # JEM with adversarial training: jem_adv = deepcopy(jem) # jem_adv.adv_training = true # Deep Ensemble of Joint Energy Models: jem_ens = EnsembleModel(model=jem, n=n_ens) # Deep Ensemble of Joint Energy Models with adversarial training: # jem_ens_plus = EnsembleModel(model=jem_adv, n=n_ens) # Dictionary of models: models = Dict( "MLP" => mlp, "MLP Ensemble" => mlp_ens, "JEM" => jem, "JEM Ensemble" => jem_ens, # "JEM Ensemble+" => jem_ens_plus, ) ``` ```{julia} # Train models: function _train(model, X=X, y=labels; cov=.95, method=:simple_inductive, mod_name="model") conf_model = conformal_model(model; method=method, coverage=cov) mach = machine(conf_model, X, y) @info "Begin training $mod_name." fit!(mach) @info "Finished training $mod_name." M = ECCCo.ConformalModel(mach.model, mach.fitresult) return M end if _retrain model_dict = Dict(mod_name => _train(mod; mod_name=mod_name) for (mod_name, mod) in models) Serialization.serialize(joinpath(output_path,"cal_housing_models.jls"), model_dict) else model_dict = Serialization.deserialize(joinpath(output_path,"cal_housing_models.jls")) end ``` ```{julia} # Evaluate models: measure = Dict( :f1score => multiclass_f1score, :acc => accuracy, :precision => multiclass_precision ) model_performance = DataFrame() for (mod_name, mod) in model_dict # Test performance: _perf = CounterfactualExplanations.Models.model_evaluation(mod, test_data, measure=collect(values(measure))) _perf = DataFrame([[p] for p in _perf], collect(keys(measure))) _perf.mod_name .= mod_name model_performance = vcat(model_performance, _perf) end Serialization.serialize(joinpath(output_path,"cal_housing_model_performance.jls"), model_performance) CSV.write(joinpath(output_path, "cal_housing_model_performance.csv"), model_performance) model_performance ``` ## Benchmark ```{julia} λ₁ = 0.25 λ₂ = 0.75 λ₃ = 0.75 Λ = [λ₁, λ₂, λ₃] # Benchmark generators: generator_dict = Dict( "Wachter" => WachterGenerator(), "REVISE" => REVISEGenerator(), "Schut" => GreedyGenerator(), "ECCCo" => ECCCoGenerator(λ=Λ), ) ``` ```{julia} # Measures: measures = [ CounterfactualExplanations.distance, ECCCo.distance_from_energy, ECCCo.distance_from_targets, CounterfactualExplanations.Evaluation.validity, CounterfactualExplanations.Evaluation.redundancy, ECCCo.set_size_penalty ] bmks = [] for target in sort(unique(labels)) for factual in sort(unique(labels)) if factual == target continue end bmk = benchmark( counterfactual_data; models=model_dict, generators=generator_dict, measure=measures, suppress_training=true, dataname="California Housing", n_individuals=10, target=target, factual=factual, initialization=:identity, converge_when=:generator_conditions, ) push!(bmks, bmk) end end bmk = reduce(vcat, bmks) CSV.write(joinpath(output_path, "cal_housing_benchmark.csv"), bmk()) ``` ```{julia} df = @chain bmk() begin @mutate(variable = ifelse.(variable .== "distance_from_energy", "Non-Conformity", variable)) @mutate(variable = ifelse.(variable .== "distance_from_targets", "Implausibility", variable)) @mutate(variable = ifelse.(variable .== "distance", "Cost", variable)) @mutate(variable = ifelse.(variable .== "redundancy", "Redundancy", variable)) @mutate(variable = ifelse.(variable .== "Validity", "Validity", variable)) end plt = AlgebraOfGraphics.data(df) * visual(BoxPlot) * mapping(:generator, :value, row=:variable, col=:model, color=:generator) plt = draw( plt, axis=(xlabel="", xticksvisible=false, xticklabelsvisible=false, width=150, height=120), facet=(; linkyaxes=:none) ) display(plt) save(joinpath(output_images_path, "cal_housing_benchmark.png"), plt, px_per_unit=5) ```