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
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@@ -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
|
| 5 |
+
import pandas as pd
|
| 6 |
+
from scipy import stats
|
| 7 |
+
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
|
| 13 |
+
from datetime import datetime
|
| 14 |
+
import logging
|
| 15 |
+
|
| 16 |
+
# Import structured logging if available
|
| 17 |
+
try:
|
| 18 |
+
from .structured_logger import StructuredLogger, EventType, MLOpsLoggers
|
| 19 |
+
STRUCTURED_LOGGING_AVAILABLE = True
|
| 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
|
| 30 |
+
class StatisticalResult:
|
| 31 |
+
"""Container for statistical analysis results with uncertainty quantification"""
|
| 32 |
+
point_estimate: float
|
| 33 |
+
confidence_interval: Tuple[float, float]
|
| 34 |
+
confidence_level: float
|
| 35 |
+
method: str
|
| 36 |
+
sample_size: int
|
| 37 |
+
metadata: Dict[str, Any] = None
|
| 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!")
|