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import numpy as np | |
import warnings | |
class SubmodularPick(object): | |
"""Class for submodular pick | |
Saves a representative sample of explanation objects using SP-LIME, | |
as well as saving all generated explanations | |
First, a collection of candidate explanations are generated | |
(see explain_instance). From these candidates, num_exps_desired are | |
chosen using submodular pick. (see marcotcr et al paper).""" | |
def __init__(self, | |
explainer, | |
data, | |
predict_fn, | |
method='sample', | |
sample_size=1000, | |
num_exps_desired=5, | |
num_features=10, | |
**kwargs): | |
""" | |
Args: | |
data: a numpy array where each row is a single input into predict_fn | |
predict_fn: prediction function. For classifiers, this should be a | |
function that takes a numpy array and outputs prediction | |
probabilities. For regressors, this takes a numpy array and | |
returns the predictions. For ScikitClassifiers, this is | |
`classifier.predict_proba()`. For ScikitRegressors, this | |
is `regressor.predict()`. The prediction function needs to work | |
on multiple feature vectors (the vectors randomly perturbed | |
from the data_row). | |
method: The method to use to generate candidate explanations | |
method == 'sample' will sample the data uniformly at | |
random. The sample size is given by sample_size. Otherwise | |
if method == 'full' then explanations will be generated for the | |
entire data. l | |
sample_size: The number of instances to explain if method == 'sample' | |
num_exps_desired: The number of explanation objects returned | |
num_features: maximum number of features present in explanation | |
Sets value: | |
sp_explanations: A list of explanation objects that has a high coverage | |
explanations: All the candidate explanations saved for potential future use. | |
""" | |
top_labels = kwargs.get('top_labels', 1) | |
if 'top_labels' in kwargs: | |
del kwargs['top_labels'] | |
# Parse args | |
if method == 'sample': | |
if sample_size > len(data): | |
warnings.warn("""Requested sample size larger than | |
size of input data. Using all data""") | |
sample_size = len(data) | |
all_indices = np.arange(len(data)) | |
np.random.shuffle(all_indices) | |
sample_indices = all_indices[:sample_size] | |
elif method == 'full': | |
sample_indices = np.arange(len(data)) | |
else: | |
raise ValueError('Method must be \'sample\' or \'full\'') | |
# Generate Explanations | |
self.explanations = [] | |
for i in sample_indices: | |
self.explanations.append( | |
explainer.explain_instance( | |
data[i], predict_fn, num_features=num_features, | |
top_labels=top_labels, | |
**kwargs)) | |
# Error handling | |
try: | |
num_exps_desired = int(num_exps_desired) | |
except TypeError: | |
return("Requested number of explanations should be an integer") | |
if num_exps_desired > len(self.explanations): | |
warnings.warn("""Requested number of explanations larger than | |
total number of explanations, returning all | |
explanations instead.""") | |
num_exps_desired = min(num_exps_desired, len(self.explanations)) | |
# Find all the explanation model features used. Defines the dimension d' | |
features_dict = {} | |
feature_iter = 0 | |
for exp in self.explanations: | |
labels = exp.available_labels() if exp.mode == 'classification' else [1] | |
for label in labels: | |
for feature, _ in exp.as_list(label=label): | |
if feature not in features_dict.keys(): | |
features_dict[feature] = (feature_iter) | |
feature_iter += 1 | |
d_prime = len(features_dict.keys()) | |
# Create the n x d' dimensional 'explanation matrix', W | |
W = np.zeros((len(self.explanations), d_prime)) | |
for i, exp in enumerate(self.explanations): | |
labels = exp.available_labels() if exp.mode == 'classification' else [1] | |
for label in labels: | |
for feature, value in exp.as_list(label): | |
W[i, features_dict[feature]] += value | |
# Create the global importance vector, I_j described in the paper | |
importance = np.sum(abs(W), axis=0)**.5 | |
# Now run the SP-LIME greedy algorithm | |
remaining_indices = set(range(len(self.explanations))) | |
V = [] | |
for _ in range(num_exps_desired): | |
best = 0 | |
best_ind = None | |
current = 0 | |
for i in remaining_indices: | |
current = np.dot( | |
(np.sum(abs(W)[V + [i]], axis=0) > 0), importance | |
) # coverage function | |
if current >= best: | |
best = current | |
best_ind = i | |
V.append(best_ind) | |
remaining_indices -= {best_ind} | |
self.sp_explanations = [self.explanations[i] for i in V] | |
self.V = V | |