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qii-bookchapter.py
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qii-bookchapter.py
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# QII code from book chapter submission for archival purposes
import pandas as pd
import numpy as np
import statsmodels as sm
import sklearn as skl
import sklearn.preprocessing as preprocessing
import sklearn.cross_validation as cross_validation
import sklearn.metrics as metrics
import sklearn.tree as tree
from sklearn.metrics import jaccard_similarity_score
import matplotlib
import matplotlib.pyplot as plt
import matplotlib.ticker as mtick
import numpy
import numpy.random
import numpy.linalg
import sys
from matplotlib.backends.backend_pdf import PdfPages
import argparse
import time
#labelfont = {'fontname':'Times New Roman', 'size':15}
labelfont = {}
plt.style.use('bmh')
figsize = (6,4)
#hfont = {'fontname':'Helvetica'}
def dp_noise(eps, sens):
return numpy.random.laplace(scale = sens/eps)
#Constant intervention
def intervene( X, features, x0 ):
X = numpy.array(X, copy=True)
x0 = x0.T
for f in features:
X[:,f] = x0[f]
return X
#Causal Measure with a constant intervention
def causal_measure ( clf, X, ep_state, f, x0 ):
c0 = clf.predict(x0)
X1 = intervene( X, ep_state, x0 )
p1 = numpy.mean(1.*(clf.predict(X1) == c0))
X2 = intervene( X, ep_state + [f], x0 )
p2 = numpy.mean(1.*(clf.predict(X2) == c0))
return p2 - p1
#Randomly intervene on a a set of columns of X
def random_intervene( X, cols ):
n = X.shape[0]
order = numpy.random.permutation(range(n))
X_int = numpy.array(X)
for c in cols:
X_int[:, c] = X_int[order, c]
return X_int
def discrim (X, cls, sens):
not_sens = 1 - sens
y_pred = cls.predict(X)
discrim = numpy.abs(numpy.dot(y_pred,not_sens)/sum(not_sens)
- numpy.dot(y_pred,sens)/sum(sens))
return discrim
def discrim_ratio (X, cls, sens):
not_sens = 1 - sens
y_pred = cls.predict(X)
sens_rate = numpy.dot(y_pred,sens)/sum(sens)
not_sens_rate = numpy.dot(y_pred,not_sens)/sum(not_sens)
discrim = not_sens_rate/sens_rate
return discrim
from sklearn.cross_validation import train_test_split
from sklearn.datasets import load_svmlight_file
from sklearn import preprocessing
#X = preprocessing.scale(X)
#med = numpy.median(X[:,9])
class Dataset(object):
"""
Attributes:
name: A string representing the name of the dataset
original_data: Dataset with categorical variables
num_data: Dataset with cleaned numeric values
sup_ind: Super Index containing a dict which maps from original
feature to list of dummy features
target_ix: Name of target index
sensitive_ix: Name of sensitive index
target: Values of classification target
"""
def __init__( self, dataset, sensitive ):
self.name = dataset
if (dataset == 'adult'):
self.original_data = pd.read_csv(
"data/adult/adult.data",
names=[
"Age", "Workclass", "fnlwgt", "Education", "Education-Num", "Marital Status",
"Occupation", "Relationship", "Race", "Sex", "Capital Gain", "Capital Loss",
"Hours per week", "Country", "Target"],
sep=r'\s*,\s*',
engine='python',
na_values="?")
del self.original_data['fnlwgt']
self.sup_ind = make_super_indices(self.original_data)
self.num_data = pd.get_dummies(self.original_data)
self.target_ix = 'Target'
self.sensitive_ix = sensitive
#Define and dedup Target
self.target = self.num_data['Target_>50K']
self.num_data = self.num_data.drop(self.sup_ind[self.target_ix], axis = 1)
del self.sup_ind['Target']
#Dedup Sex
self.num_data['Sex'] = self.num_data['Sex_Male']
self.num_data = self.num_data.drop(self.sup_ind['Sex'], axis = 1)
self.sup_ind['Sex'] = ['Sex']
if (sensitive == 'Sex'):
self.sensitive = (lambda X: X['Sex'])
else:
raise ValueError('Cannot handle sensitive '+sensitive+' in dataset '+dataset)
if (dataset == 'nlsy97'):
self.original_data = pd.read_csv(
"data/nlsy97/20151026/processed_output.csv",
names = ["PUBID.1997", "Sex", "Birth Year", "Census Region",
"Race", "Arrests", "Drug History", "Smoking History"],
sep=r'\s*,\s*',
engine='python',
quoting=2,
na_values="?")
del self.original_data['PUBID.1997']
self.target_ix = 'Arrests'
self.sensitive_ix = sensitive
self.sup_ind = make_super_indices(self.original_data)
self.num_data = pd.get_dummies(self.original_data)
#Define and dedup Target
self.target = (self.num_data['Arrests'] > 0)*1.
self.num_data = self.num_data.drop(self.sup_ind[self.target_ix], axis = 1)
del self.sup_ind[self.target_ix]
#Dedup Sex
self.num_data['Sex'] = self.num_data['Sex_"Male"']
self.num_data = self.num_data.drop(self.sup_ind['Sex'], axis = 1)
self.sup_ind['Sex'] = ['Sex']
if (sensitive == 'Sex'):
self.sensitive = (lambda X: X['Sex'])
elif (sensitive == 'Race'):
self.sensitive = (lambda X: X['Race_"Black"'])
else:
raise ValueError('Cannot handle sensitive '+sensitive+' in dataset '+dataset)
if (dataset == 'german'):
#http://programming-r-pro-bro.blogspot.com/2011/09/modelling-with-r-part-1.html
original_data = pd.read_csv(
"data/german/processed_output.csv",
names = ["PUBID.1997", "Sex", "Birth Year", "Census Region",
"Race", "Arrests", "Drug History", "Smoking History"],
sep=r'\s*,\s*',
engine='python',
na_values="?")
def delete_index ( self, index ):
self.num_data.drop(self.sup_ind[index], axis = 1)
del self.sup_ind[index]
def make_super_indices( dataset ):
sup_ind = {}
for i in dataset.columns:
if dataset[i].dtype != 'O':
sup_ind[i] = [i]
else:
unique = filter(lambda v: v==v, dataset[i].unique())
sup_ind[i] = [i + '_' + s for s in unique]
return sup_ind
class ClsDiscrimWrapper(object):
def __init__(self, cls, sens, n):
self.cls = cls
self.sens = sens
self.rand = numpy.random.ranf(n)
def predict(self, X, p):
s = (self.sens(X) > 0) * 1.
r = self.rand < p
mask = 1. - (s * r)
y = self.cls.predict(X)
return 1. - (1. - y) * mask
def discrim_influence(dataset, cls, X_test, sens_test):
discrim_inf = {}
f_columns = dataset.num_data.columns
sup_ind = dataset.sup_ind
for sf in sup_ind:
ls = [f_columns.get_loc(f) for f in sup_ind[sf]]
X_inter = random_intervene(numpy.array(X_test), ls)
discrim_inter = discrim(X_inter, cls, numpy.array(sens_test))
discrim_inf[sf] = discrim_inter
print('Discrimination %s: %.3f' % (sf, discrim_inf[sf]))
return discrim_inf
#def main():
## Parse arguments
parser = argparse.ArgumentParser()
parser.add_argument('dataset', help='Name of dataset used')
parser.add_argument('-m', '--measure', default='average-local-inf', help='Quantity of interest')
parser.add_argument('-s', '--sensitive', default='Sex', help='Sensitive field')
parser.add_argument('-e', '--erase-sensitive', action='store_false', help='Erase sensitive field from dataset')
parser.add_argument('-p', '--output-pdf', action='store_true', help='Output plot as pdf')
parser.add_argument('-c', '--classifier', default='logistic', help='Classifier to use',
choices=['logistic', 'svm', 'decision-tree', 'decision-forest'])
args = parser.parse_args()
dataset = Dataset(args.dataset, args.sensitive)
#if (args.erase_sensitive):
# print 'Erasing sensitive'
# dataset.delete_index(args.sensitive)
measure = args.measure
f_columns = dataset.num_data.columns
sup_ind = dataset.sup_ind
## Train Classifier
X_train, X_test, y_train, y_test = cross_validation.train_test_split(dataset.num_data, dataset.target, train_size=0.40)
sens_train = dataset.sensitive(X_train)
sens_test = dataset.sensitive(X_test)
scaler = preprocessing.StandardScaler()
X_train = pd.DataFrame(scaler.fit_transform(X_train), columns=(dataset.num_data.columns))
X_test = pd.DataFrame(scaler.transform(X_test), columns=(dataset.num_data.columns))
if (args.classifier == 'logistic'):
import sklearn.linear_model as linear_model
cls = linear_model.LogisticRegression()
elif (args.classifier == 'svm'):
from sklearn import svm
cls = svm.SVC(kernel='linear', cache_size=7000)
elif (args.classifier == 'decision-tree'):
import sklearn.linear_model as linear_model
cls = tree.DecisionTreeClassifier()
elif (args.classifier == 'decision-forest'):
from sklearn.ensemble import GradientBoostingClassifier
cls = GradientBoostingClassifier(n_estimators=20, learning_rate=1.0, max_depth=2, random_state=0)
cls.fit(X_train, y_train)
y_pred = cls.predict(X_test)
def entropy(p):
p = (p + 0.00000001)/1.000002
return p*numpy.log(p) + (1-p)*numpy.log(1-p)
error_rate = numpy.mean((y_pred != y_test)*1.)
print('error rate: %.3f' % error_rate)
discrim0 = discrim(numpy.array(X_test), cls, numpy.array(sens_test))
print('Initial Discrimination: %.3f' % discrim0)
from scipy.stats.stats import pearsonr
corr0 = pearsonr(sens_test, y_test)[0]
print('Correlation: %.3f' % corr0)
ji = metrics.jaccard_similarity_score(y_test, sens_test)
print('JI: %.3f' % ji)
mi = metrics.normalized_mutual_info_score(y_test, sens_test)
print('MI: %.3f' % mi)
t0 = time.time()
if measure == 'discrim-inf':
baseline = discrim0
discrim_inf = discrim_influence(dataset, cls, X_test, sens_test)
discrim_inf_series = pd.Series(discrim_inf, index = discrim_inf.keys())
discrim_inf_series.sort(ascending = True)
plt.figure(figsize=figsize)
#plt.bar(range(discrim_inf_series.size), discrim_inf_series.as_matrix() - baseline)
#(discrim_inf_series - baseline).plot(kind="bar", facecolor='#ff9999', edgecolor='white')
(discrim_inf_series - baseline).plot(kind="bar")
#plt.xticks(range(discrim_inf_series.size), discrim_inf_series.keys(), size='small')
x1,x2,y1,y2 = plt.axis()
X = range(discrim_inf_series.size)
#font = {'family' : 'normal',
# 'weight' : 'bold',
# 'size' : 22}
#matplotlib.rc('font', **font)
for x,y in zip(X,discrim_inf_series.as_matrix() - baseline):
x_wd = 1. / discrim_inf_series.size
if(y < 0):
plt.text(x+x_wd/2, y-0.015, '%.2f' % (y), ha='center', va= 'bottom', size='small')
else:
plt.text(x+x_wd/2, y+0.015, '%.2f' % (y), ha='center', va= 'top', size='small')
plt.axis((x1,x2,-baseline,y2 + 0.01))
plt.xticks(rotation = 45, ha = 'right', size=13)
plt.yticks(size=13)
plt.gca().yaxis.set_major_formatter(mtick.FuncFormatter(lambda x,_: '%1.2f' % (x + baseline)))
plt.axhline(linestyle = 'dashed', color = 'black')
plt.text(x_wd, 0, 'Original Disparity', ha = 'left', va = 'bottom')
plt.xlabel('Feature', labelfont)
plt.ylabel('QII on Group Disparity', labelfont)
plt.tight_layout()
if (args.output_pdf == True):
pp = PdfPages('figures-bookchapter/figure-' + measure + '-' + dataset.name + '-' + dataset.sensitive_ix + '-' + args.classifier + '.pdf')
print ('Writing to figure-' + measure + '-' + dataset.name + '-' + dataset.sensitive_ix + '-' + args.classifier + '.pdf')
pp.savefig()
pp.close()
plt.show()
if measure == 'average-local-inf':
average_local_inf = {}
iters = 2
y_pred = cls.predict(X_test)
for sf in dataset.sup_ind:
local_influence = numpy.zeros(y_pred.shape[0])
ls = [f_columns.get_loc(f) for f in sup_ind[sf]]
for i in xrange(0, iters):
X_inter = random_intervene(numpy.array(X_test), ls)
y_pred_inter = cls.predict(X_inter)
local_influence = local_influence + (y_pred == y_pred_inter)*1.
average_local_inf[sf] = 1 - (local_influence/iters).mean()
print('Average Local Influence %s: %.3f' % (sf, average_local_inf[sf]))
plt.figure(figsize=figsize)
average_local_inf_series = pd.Series(average_local_inf, index = average_local_inf.keys())
average_local_inf_series.sort(ascending = False)
#average_local_inf_series.plot(kind="bar", facecolor='#ff9999', edgecolor='white')
average_local_inf_series.plot(kind="bar")
plt.xticks(rotation = 45, ha = 'right', size=13)
plt.yticks(size=13)
plt.xlabel('Feature', labelfont)
plt.ylabel('QII on Outcomes', labelfont)
plt.tight_layout()
#from matplotlib import rcParams
#rcParams.update({'figure.autolayout': True})
#if (args.classifier == 'decision-tree' or args.classifier == 'decision-forest'):
# fi = pd.Series(cls.feature_importances_, index=dataset.num_data.columns)
# sfi = [fi.loc[dataset.sup_ind[sf]].sum() for sf in dataset.sup_ind]
# super_indices = [sf for sf in dataset.sup_ind]
# sfi = pd.Series(sfi, index = super_indices)
# plt.figure(figsize=(5,4))
# sfi.sort(ascending = False)
# sfi.plot(kind='bar')
if (args.output_pdf == True):
pp = PdfPages('figures-bookchapter/figure-' + measure + '-' + dataset.name + '-' + args.classifier +'.pdf')
print ('Writing to figure-' + measure + '-' + dataset.name + '-' + args.classifier + '.pdf')
pp.savefig(bbox_inches='tight')
pp.close()
plt.show()
if measure == 'general-inf':
average_local_inf = {}
iters = 30
y_pred = cls.predict(X_test)
for sf in dataset.sup_ind:
local_influence = numpy.zeros(y_pred.shape[0])
ls = [f_columns.get_loc(f) for f in sup_ind[sf]]
for i in xrange(0, iters):
X_inter = random_intervene(numpy.array(X_test), ls)
y_pred_inter = cls.predict(X_inter)
local_influence = local_influence + y_pred_inter
average_local_inf[sf] = (y_pred - local_influence/iters).mean()
print('General Influence %s: %.3f' % (sf, average_local_inf[sf]))
plt.figure(figsize=figsize)
average_local_inf_series = pd.Series(average_local_inf, index = average_local_inf.keys())
average_local_inf_series.sort(ascending = False)
average_local_inf_series.plot(kind="bar")
if (args.output_pdf == True):
pp = PdfPages('figures-bookchapter/figure-' + measure + '-' + dataset.name + '-' + args.classifier + '.pdf')
print ('Writing to figure-' + measure + '-' + dataset.name + '-' + args.classifier + '.pdf')
pp.savefig()
pp.close()
plt.show()
if measure == 'sensitivity':
average_local_inf = {}
samples = 50
iters = 10
cls = ClsDiscrimWrapper(cls, dataset.sensitive, X_test.shape[0])
ps = np.zeros(iters+1)
infs_sens = np.zeros(iters+1)
for i in xrange(0, iters + 1):
sf = dataset.sensitive_ix
p = 1./(iters)*i
ps[i] = p
local_influence = numpy.zeros(y_pred.shape[0])
ls = [f_columns.get_loc(f) for f in sup_ind[sf]]
for s in xrange(0, samples):
y_pred = cls.predict(X_test, p)
X_inter = pd.DataFrame(random_intervene(numpy.array(X_test), ls), columns = X_test.columns)
y_pred_inter = cls.predict(X_inter, p)
local_influence = local_influence + (y_pred == y_pred_inter)*1.
infs_sens[i] = 1 - (local_influence/samples).mean()
print('Average Local Influence %.3f: %.3f' % (p, infs_sens[i]))
sf = 'Marital Status'
if (dataset.name == 'adult'):
sf = 'Marital Status'
elif (dataset.name == 'nlsy97'):
sf = 'Drug History'
infs_marital = np.zeros(iters+1)
for i in xrange(0, iters + 1):
p = 1./(iters)*i
ps[i] = p
local_influence = numpy.zeros(y_pred.shape[0])
ls = [f_columns.get_loc(f) for f in sup_ind[sf]]
for s in xrange(0, samples):
y_pred = cls.predict(X_test, p)
X_inter = pd.DataFrame(random_intervene(numpy.array(X_test), ls), columns = X_test.columns)
y_pred_inter = cls.predict(X_inter, p)
local_influence = local_influence + (y_pred == y_pred_inter)*1.
infs_marital[i] = 1 - (local_influence/samples).mean()
print('Average Local Influence %.3f: %.3f' % (p, infs_marital[i]))
plt.figure(figsize=figsize)
sens_p = plt.plot(ps, infs_sens, linewidth = 2.0, label = dataset.sensitive_ix)
sf_p = plt.plot(ps, infs_marital, linewidth = 2.0, label = sf)
plt.xlabel('Fraction of Discriminatory Zip Codes', labelfont)
plt.ylabel('QII on Outcomes', labelfont)
plt.xticks(size=13)
plt.yticks(size=13)
#plt.legend(handles=[sens_p, sf_p])
plt.legend(loc=2, fancybox=True)
plt.tight_layout()
if (args.output_pdf == True):
pp = PdfPages('figures-bookchapter/figure-' + measure + '-' + dataset.name + '-' + args.classifier + '.pdf')
print ('Writing to figure-' + measure + '-' + dataset.name + '-' + args.classifier + '.pdf')
pp.savefig()
pp.close()
plt.show()
if measure == 'banzhaf':
# local_infs = {}
# iters = 100
# y_pred = cls.predict(X_test)
# max_local_influence = numpy.zeros(y_pred.shape[0])
# for sf in dataset.sup_ind:
# local_influence = numpy.zeros(y_pred.shape[0])
# ls = [f_columns.get_loc(f) for f in sup_ind[sf]]
# for i in xrange(0, iters):
# X_inter = random_intervene(numpy.array(X_test), ls)
# y_pred_inter = cls.predict(X_inter)
# local_influence = local_influence + (y_pred == y_pred_inter)*1.
# local_infs[sf] = 1 - local_influence/iters
# max_local_influence = numpy.maximum(max_local_influence, local_infs[sf])
# #print ('Min: %.3f' % (sum_local_influence.min()))
# #print ('Max: %.3f' % (sum_local_influence.max()))
# #print ('Avg: %.3f' % (sum_local_influence.mean()))
# hist, bins = numpy.histogram(max_local_influence, bins=20)
# width = 0.7 * (bins[1] - bins[0])
# center = (bins[:-1] + bins[1:]) / 2
# #plt.yscale('log')
# plt.ylabel('Number of individuals')
# plt.xlabel('Maximum Influence of some input')
# plt.bar(center, hist, align='center', width=width)
# if (args.output_pdf == True):
# pp = PdfPages('figure-' + measure + '-' + dataset.name + '-' + dataset.sensitive_ix + '-' + args.classifier + '-influence-hist.pdf')
# print ('Writing to figure-' + measure + '-' + dataset.name + '-' + dataset.sensitive_ix + '-' + args.classifier + '.pdf')
# pp.savefig()
# pp.close()
# plt.show()
# return 0
p_samples = 600
s_samples = 600
def v(S, x, X_inter):
x_rep = numpy.tile(x, (p_samples, 1))
for f in S:
x_rep[:,f] = X_inter[:,f]
p = ((cls.predict(x_rep) == y0)*1.).mean()
return p
#min_i = numpy.argmin(sum_local_influence)
min_i = 0
print min_i
x_min = X_test.ix[min_i]
y0 = cls.predict(x_min)
b = np.random.randint(0,X_test.shape[0],p_samples)
X_sample = numpy.array(X_test.ix[b])
sup_ind = dataset.sup_ind
super_indices = dataset.sup_ind.keys()
banzhaf = dict.fromkeys(super_indices, 0)
for sample in xrange(0, s_samples):
r = numpy.random.ranf(len(super_indices))
S = [super_indices[i] for i in xrange(0, len(super_indices)) if r[i] > 0.5]
for si in super_indices:
# Choose a random subset and get string indices by flattening
# excluding si
S_m_si = sum([sup_ind[x] for x in S if x != si], [])
#translate into intiger indices
ls_m_si = [f_columns.get_loc(f) for f in S_m_si]
#repeat x_min_rep
p_S = v(ls_m_si, x_min, X_sample)
#also intervene on s_i
ls_si = [f_columns.get_loc(f) for f in sup_ind[si]]
p_S_si = v(ls_m_si + ls_si, x_min, X_sample)
banzhaf[si] = banzhaf[si] - (p_S - p_S_si)/s_samples
banzhaf_series = pd.Series(banzhaf, index = banzhaf.keys())
banzhaf_series.sort(ascending = False)
banzhaf_series.plot(kind="bar", facecolor='#ff9999', edgecolor='white')
if (args.output_pdf == True):
pp = PdfPages('figures-bookchapter/figure-' + measure + '-' + dataset.name + '-' + args.classifier + '.pdf')
print ('Writing to figure-' + measure + '-' + dataset.name + '-' + args.classifier + '.pdf')
pp.savefig()
pp.close()
plt.show()
if measure == 'shapley':
p_samples = 600
s_samples = 600
def v(S, x, X_inter):
x_rep = numpy.tile(x, (p_samples, 1))
for f in S:
x_rep[:,f] = X_inter[:,f]
p = ((cls.predict(x_rep) == y0)*1.).mean()
return p
#min_i = numpy.argmin(sum_local_influence)
min_i = 0
print min_i
x_min = X_test.ix[min_i]
y0 = cls.predict(x_min)
b = np.random.randint(0,X_test.shape[0],p_samples)
X_sample = numpy.array(X_test.ix[b])
sup_ind = dataset.sup_ind
super_indices = dataset.sup_ind.keys()
shapley = dict.fromkeys(super_indices, 0)
for sample in xrange(0, s_samples):
perm = np.random.permutation(len(super_indices))
for i in xrange(0, len(super_indices)):
# Choose a random subset and get string indices by flattening
# excluding si
si = super_indices[perm[i]]
S_m_si = sum([sup_ind[super_indices[perm[j]]] for j in xrange(0, i)], [])
#translate into intiger indices
ls_m_si = [f_columns.get_loc(f) for f in S_m_si]
#repeat x_min_rep
p_S = v(ls_m_si, x_min, X_sample)
#also intervene on s_i
ls_si = [f_columns.get_loc(f) for f in sup_ind[si]]
p_S_si = v(ls_m_si + ls_si, x_min, X_sample)
shapley[si] = shapley[si] - (p_S_si - p_S)/s_samples
plt.figure(figsize=figsize)
shapley_series = pd.Series(shapley, index = shapley.keys())
shapley_series.sort(ascending = False)
shapley_series.plot(kind="bar", facecolor='#ff9999', edgecolor='white')
plt.ylabel('QII on Outcomes (Shapley)')
plt.xticks(rotation = 45, ha = 'right', size=13)
plt.yticks(size=12)
plt.tight_layout()
if (args.output_pdf == True):
pp = PdfPages('figures-bookchapter/figure-' + measure + '-' + dataset.name + '-' + args.classifier + '.pdf')
print ('Writing to figure-' + measure + '-' + dataset.name + '-' + args.classifier + '.pdf')
pp.savefig()
pp.close()
plt.show()
t1 = time.time()
print (t1 - t0)
#if __name__ == '__main__':
# main()