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docs: improve docstring docs #13
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francescopisu committed Sep 23, 2023
1 parent 0cabbb0 commit 2fd7c6b
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Showing 4 changed files with 429 additions and 153 deletions.
36 changes: 35 additions & 1 deletion src/modelsight/_typing.py
Original file line number Diff line number Diff line change
@@ -1,3 +1,7 @@
"""
This file deals with the implementation of custom types.
"""

import sys
import random
import numpy as np
Expand All @@ -24,7 +28,37 @@


@dataclass
class CVModellingOutput:
class CVModellingOutput:
"""This class stores the data generated by a cross-validation
process for a single estimator.
Arguments
---------
gts_train: ArrayLike
A (n_repetitions * n_outer_splits) list of arrays representing training ground-truth.
gts_val: ArrayLike
A (n_repetitions * n_outer_splits) list of arrays representing validation ground-truth.
gts_train_conc: ArrayLike
A list of (n_repetitions * n_outer_splits) data points representing pooled training ground-truth.
gts_val_conc: ArrayLike
A list of (n_repetitions * n_outer_splits) data points representing pooled validation ground-truth.
probas_train: ArrayLike
A (n_repetitions * n_outer_splits) list of arrays representing training predicted probabilities.
probas_val: ArrayLike
A (n_repetitions * n_outer_splits) list of arrays representing validation predicted probabilities.
probas_train_conc: ArrayLike
A list of (n_repetitions * n_outer_splits) data points representing pooled training predicted probabilities.
probas_val_conc: ArrayLike
A list of (n_repetitions * n_outer_splits) data points representing pooled validation predicted probabilities.
models: List[Estimator]
A list of (n_repetitions * n_outer_splits) fitted estimators.
errors: Optional[ArrayLike]
A (n_repetitions * n_outer_splits) list of validation prediction errors.
correct: Optional[ArrayLike]
A (n_repetitions * n_outer_splits) list of validation correct predictions.
features: Optional[ArrayLike]
A (n_repetitions * n_outer_splits) list of subsets of selected features.
"""
gts_train: ArrayLike
gts_val: ArrayLike
gts_train_conc: ArrayLike
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42 changes: 29 additions & 13 deletions src/modelsight/calibration/calib.py
Original file line number Diff line number Diff line change
@@ -1,3 +1,8 @@
"""
This file deals with the implementation of the Hosmer-Lemeshow plot for the
assessment of calibration of predicted probabilities.
"""

import numpy as np
from typing import Tuple
import matplotlib.pyplot as plt
Expand All @@ -6,11 +11,14 @@


def ntile_name(n: int) -> str:
"""Returns the ntile name corresponding to an ntile integer.
"""
Returns the ntile name corresponding to an ntile integer.
Parameters
----------
n : int
An ntile integer.
Returns
-------
ntile_name : str
Expand All @@ -30,13 +38,16 @@ def ntile_name(n: int) -> str:

def make_recarray(y_true: ArrayLike,
y_pred: ArrayLike) -> np.recarray:
"""Combines arrays into a recarray.
"""
Combines arrays into a recarray.
Parameters
----------
y_true : array
Observed labels, either 0 or 1.
y_pred : array
Predicted probabilities, floats on [0, 1].
Returns
-------
table : recarray
Expand All @@ -53,7 +64,9 @@ def make_recarray(y_true: ArrayLike,
def hosmer_lemeshow_table(y_true: ArrayLike,
y_pred: ArrayLike,
n_bins: int = 10) -> np.recarray:
"""Constructs a Hosmer–Lemeshow table.
"""
Constructs a Hosmer–Lemeshow table.
Parameters
----------
y_true : array
Expand All @@ -63,6 +76,7 @@ def hosmer_lemeshow_table(y_true: ArrayLike,
n_bins : int, optional
The number of groups to create. The default value is 10, which
corresponds to deciles of predicted probabilities.
Returns
-------
table : recarray
Expand Down Expand Up @@ -100,26 +114,28 @@ def hosmer_lemeshow_plot(y_true: ArrayLike,
Parameters
----------
y_true: ArrayLike
y_true : ArrayLike
(n_obs,) shaped array of ground-truth values
y_pred: ArrayLike
y_pred : ArrayLike
(n_obs,) shaped array of predicted probabilities
n_bins: int
n_bins : int
Number of bins to group observed and predicted probabilities into
colors: Tuple[str, str]
colors : Tuple[str, str]
Pair of colors for observed (line) and predicted (vertical bars) probabilities.
annotate_bars: bool
annotate_bars : bool
Whether bars should be annotated with the number of observed probabilities in each bin.
title: str
title : str
Title to display on top of the calibration plot.
brier_score_annot: str
brier_score_annot : str
Optional brier score (95% CI) annotation on the top-left corner.
ax: plt.Axes
ax : plt.Axes
A matplotlib Axes object to draw the calibration plot into. If None, an Axes object is created by default.
Returns
-------
Tuple[plt.Figure, plt.Axes]:
Corresponding figure and Axes
f, ax : Tuple[plt.Figure, plt.Axes]
f: pyplot figure
ax: pyplot Axes
"""
table = hosmer_lemeshow_table(y_true, y_pred, n_bins)
# transform observed and predicted frequencies in percentage relative to the bin dimension
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