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- # Copyright The Lightning team.
- #
- # Licensed under the Apache License, Version 2.0 (the "License");
- # you may not use this file except in compliance with the License.
- # You may obtain a copy of the License at
- #
- # http://www.apache.org/licenses/LICENSE-2.0
- #
- # Unless required by applicable law or agreed to in writing, software
- # distributed under the License is distributed on an "AS IS" BASIS,
- # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- # See the License for the specific language governing permissions and
- # limitations under the License.
- from collections.abc import Sequence
- from copy import deepcopy
- from typing import Any, Optional, Union, cast
- import torch
- from lightning_utilities import apply_to_collection
- from torch import Tensor
- from torch.nn import ModuleList
- from torchmetrics.metric import Metric
- from torchmetrics.utilities.imports import _MATPLOTLIB_AVAILABLE
- from torchmetrics.utilities.plot import _AX_TYPE, _PLOT_OUT_TYPE
- from torchmetrics.wrappers.abstract import WrapperMetric
- if not _MATPLOTLIB_AVAILABLE:
- __doctest_skip__ = ["BootStrapper.plot"]
- def _bootstrap_sampler(
- size: int,
- sampling_strategy: str = "poisson",
- ) -> torch.Tensor:
- """Resample a tensor along its first dimension with replacement.
- Args:
- size: number of samples
- sampling_strategy: the strategy to use for sampling, either ``'poisson'`` or ``'multinomial'``
- Returns:
- resampled tensor
- """
- if sampling_strategy == "poisson":
- p = torch.distributions.Poisson(1)
- n = p.sample((size,))
- return torch.arange(size).repeat_interleave(n.long(), dim=0)
- if sampling_strategy == "multinomial":
- return torch.multinomial(torch.ones(size), num_samples=size, replacement=True)
- raise ValueError("Unknown sampling strategy")
- class BootStrapper(WrapperMetric):
- r"""Using `Turn a Metric into a Bootstrapped`_.
- That can automate the process of getting confidence intervals for metric values. This wrapper
- class basically keeps multiple copies of the same base metric in memory and whenever ``update`` or
- ``forward`` is called, all input tensors are resampled (with replacement) along the first dimension.
- Args:
- base_metric: base metric class to wrap
- num_bootstraps: number of copies to make of the base metric for bootstrapping
- mean: if ``True`` return the mean of the bootstraps
- std: if ``True`` return the standard deviation of the bootstraps
- quantile: if given, returns the quantile of the bootstraps. Can only be used with pytorch version 1.6 or higher
- raw: if ``True``, return all bootstrapped values
- sampling_strategy:
- Determines how to produce bootstrapped samplings. Either ``'poisson'`` or ``multinomial``.
- If ``'possion'`` is chosen, the number of times each sample will be included in the bootstrap
- will be given by :math:`n\sim Poisson(\lambda=1)`, which approximates the true bootstrap distribution
- when the number of samples is large. If ``'multinomial'`` is chosen, we will apply true bootstrapping
- at the batch level to approximate bootstrapping over the hole dataset.
- kwargs: Additional keyword arguments, see :ref:`Metric kwargs` for more info.
- Example::
- >>> from pprint import pprint
- >>> from torch import randint
- >>> from torchmetrics.wrappers import BootStrapper
- >>> from torchmetrics.classification import MulticlassAccuracy
- >>> base_metric = MulticlassAccuracy(num_classes=5, average='micro')
- >>> bootstrap = BootStrapper(base_metric, num_bootstraps=20)
- >>> bootstrap.update(randint(5, (20,)), randint(5, (20,)))
- >>> output = bootstrap.compute()
- >>> pprint(output)
- {'mean': tensor(0.2089), 'std': tensor(0.0772)}
- """
- full_state_update: Optional[bool] = True
- def __init__(
- self,
- base_metric: Metric,
- num_bootstraps: int = 10,
- mean: bool = True,
- std: bool = True,
- quantile: Optional[Union[float, Tensor]] = None,
- raw: bool = False,
- sampling_strategy: str = "poisson",
- **kwargs: Any,
- ) -> None:
- super().__init__(**kwargs)
- if not isinstance(base_metric, Metric):
- raise ValueError(
- f"Expected base metric to be an instance of torchmetrics.Metric but received {base_metric}"
- )
- self.metrics = ModuleList([deepcopy(base_metric) for _ in range(num_bootstraps)])
- self.num_bootstraps = num_bootstraps
- self.mean = mean
- self.std = std
- self.quantile = quantile
- self.raw = raw
- allowed_sampling = ("poisson", "multinomial")
- if sampling_strategy not in allowed_sampling:
- raise ValueError(
- f"Expected argument ``sampling_strategy`` to be one of {allowed_sampling}"
- f" but received {sampling_strategy}"
- )
- self.sampling_strategy = sampling_strategy
- def update(self, *args: Any, **kwargs: Any) -> None:
- """Update the state of the base metric.
- Any tensor passed in will be bootstrapped along dimension 0.
- """
- args_sizes = apply_to_collection(args, torch.Tensor, len)
- kwargs_sizes = apply_to_collection(kwargs, torch.Tensor, len)
- if len(args_sizes) > 0:
- size = args_sizes[0]
- elif len(kwargs_sizes) > 0:
- size = next(iter(kwargs_sizes.values()))
- else:
- raise ValueError("None of the input contained tensors, so could not determine the sampling size")
- for idx in range(self.num_bootstraps):
- sample_idx = _bootstrap_sampler(size, sampling_strategy=self.sampling_strategy).to(self.device)
- if sample_idx.numel() == 0:
- continue
- new_args = apply_to_collection(args, torch.Tensor, torch.index_select, dim=0, index=sample_idx)
- new_kwargs = apply_to_collection(kwargs, torch.Tensor, torch.index_select, dim=0, index=sample_idx)
- self.metrics[idx].update(*new_args, **new_kwargs) # type: ignore[operator] # needed for mypy
- def compute(self) -> dict[str, Tensor]:
- """Compute the bootstrapped metric values.
- Always returns a dict of tensors, which can contain the following keys: ``mean``, ``std``, ``quantile`` and
- ``raw`` depending on how the class was initialized.
- """
- computed_vals = torch.stack([cast(Metric, m).compute() for m in self.metrics], dim=0)
- output_dict = {}
- if self.mean:
- output_dict["mean"] = computed_vals.mean(dim=0)
- if self.std:
- output_dict["std"] = computed_vals.std(dim=0)
- if self.quantile is not None:
- output_dict["quantile"] = torch.quantile(computed_vals, self.quantile)
- if self.raw:
- output_dict["raw"] = computed_vals
- return output_dict
- def forward(self, *args: Any, **kwargs: Any) -> Any:
- """Use the original forward method of the base metric class."""
- return super(WrapperMetric, self).forward(*args, **kwargs)
- def reset(self) -> None:
- """Reset the state of the base metric."""
- for m in self.metrics:
- m = cast(Metric, m)
- m.reset()
- super().reset()
- def plot(
- self, val: Optional[Union[Tensor, Sequence[Tensor]]] = None, ax: Optional[_AX_TYPE] = None
- ) -> _PLOT_OUT_TYPE:
- """Plot a single or multiple values from the metric.
- Args:
- val: Either a single result from calling `metric.forward` or `metric.compute` or a list of these results.
- If no value is provided, will automatically call `metric.compute` and plot that result.
- ax: An matplotlib axis object. If provided will add plot to that axis
- Returns:
- Figure and Axes object
- Raises:
- ModuleNotFoundError:
- If `matplotlib` is not installed
- .. plot::
- :scale: 75
- >>> # Example plotting a single value
- >>> import torch
- >>> from torchmetrics.wrappers import BootStrapper
- >>> from torchmetrics.regression import MeanSquaredError
- >>> metric = BootStrapper(MeanSquaredError(), num_bootstraps=20)
- >>> metric.update(torch.randn(100,), torch.randn(100,))
- >>> fig_, ax_ = metric.plot()
- .. plot::
- :scale: 75
- >>> # Example plotting multiple values
- >>> import torch
- >>> from torchmetrics.wrappers import BootStrapper
- >>> from torchmetrics.regression import MeanSquaredError
- >>> metric = BootStrapper(MeanSquaredError(), num_bootstraps=20)
- >>> values = [ ]
- >>> for _ in range(3):
- ... values.append(metric(torch.randn(100,), torch.randn(100,)))
- >>> fig_, ax_ = metric.plot(values)
- """
- return self._plot(val, ax)
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