# Source code for alibi.confidence.trustscore

```
import logging
import numpy as np
from sklearn.neighbors import KDTree
from sklearn.neighbors import KNeighborsClassifier
from typing import Tuple, Any
logger = logging.getLogger(__name__)
[docs]class TrustScore(object):
[docs] def __init__(self, k_filter: int = 10, alpha: float = 0., filter_type: str = None,
leaf_size: int = 40, metric: str = 'euclidean', dist_filter_type: str = 'point') -> None:
"""
Initialize trust scores.
Parameters
----------
k_filter
Number of neighbors used during either kNN distance or probability filtering.
alpha
Fraction of instances to filter out to reduce impact of outliers.
filter_type
Filter method; either 'distance_knn' or 'probability_knn'
leaf_size
Number of points at which to switch to brute-force. Affects speed and memory required to build trees.
Memory to store the tree scales with n_samples / leaf_size.
metric
Distance metric used for the tree. See sklearn's DistanceMetric class for a list of available metrics.
dist_filter_type
Use either the distance to the k-nearest point (dist_filter_type = 'point') or
the average distance from the first to the k-nearest point in the data (dist_filter_type = 'mean').
"""
self.k_filter = k_filter
self.alpha = alpha
self.filter = filter_type
self.eps = 1e-12
self.leaf_size = leaf_size
self.metric = metric
self.dist_filter_type = dist_filter_type
[docs] def filter_by_distance_knn(self, X: np.ndarray) -> np.ndarray:
"""
Filter out instances with low kNN density. Calculate distance to k-nearest point in the data for each
instance and remove instances above a cutoff distance.
Parameters
----------
X
Data
Returns
-------
Filtered data.
"""
kdtree = KDTree(X, leaf_size=self.leaf_size, metric=self.metric)
knn_r = kdtree.query(X, k=self.k_filter + 1)[0] # distances from 0 to k-nearest points
if self.dist_filter_type == 'point':
knn_r = knn_r[:, -1]
elif self.dist_filter_type == 'mean':
knn_r = np.mean(knn_r[:, 1:], axis=1) # exclude distance of instance to itself
cutoff_r = np.percentile(knn_r, (1 - self.alpha) * 100) # cutoff distance
X_keep = X[np.where(knn_r <= cutoff_r)[0], :] # define instances to keep
return X_keep
[docs] def filter_by_probability_knn(self, X: np.ndarray, Y: np.ndarray) -> Tuple[np.ndarray, np.ndarray]:
"""
Filter out instances with high label disagreement amongst its k nearest neighbors.
Parameters
----------
X
Data
Y
Predicted class labels
Returns
-------
Filtered data and labels.
"""
if self.k_filter == 1:
logger.warning('Number of nearest neighbors used for probability density filtering should '
'be >1, otherwise the prediction probabilities are either 0 or 1 making '
'probability filtering useless.')
# fit kNN classifier and make predictions on X
clf = KNeighborsClassifier(n_neighbors=self.k_filter, leaf_size=self.leaf_size, metric=self.metric)
clf.fit(X, Y)
preds_proba = clf.predict_proba(X)
# define cutoff and instances to keep
preds_max = np.max(preds_proba, axis=1)
cutoff_proba = np.percentile(preds_max, self.alpha * 100) # cutoff probability
keep_id = np.where(preds_max >= cutoff_proba)[0] # define id's of instances to keep
X_keep, Y_keep = X[keep_id, :], Y[keep_id]
return X_keep, Y_keep
[docs] def fit(self, X: np.ndarray, Y: np.ndarray, classes: int = None) -> None:
"""
Build KDTrees for each prediction class.
Parameters
----------
X
Data
Y
Target labels, either one-hot encoded or the actual class label.
classes
Number of prediction classes, needs to be provided if Y equals the predicted class.
"""
self.classes = classes if classes is not None else Y.shape[1]
self.kdtrees = [None] * self.classes # type: Any
self.X_kdtree = [None] * self.classes # type: Any
# KDTree and kNeighborsClassifier need 2D data
if len(X.shape) > 2:
logger.warning('Reshaping data from {0} to {1} so k-d trees can '
'be built.'.format(X.shape, X.reshape(X.shape[0], -1).shape))
X = X.reshape(X.shape[0], -1)
# make sure Y represents predicted classes, not one-hot encodings
if len(Y.shape) > 1:
Y = np.argmax(Y, axis=1)
if self.filter == 'probability_knn':
X_filter, Y_filter = self.filter_by_probability_knn(X, Y)
for c in range(self.classes):
if self.filter is None:
X_fit = X[np.where(Y == c)[0]]
elif self.filter == 'distance_knn':
X_fit = self.filter_by_distance_knn(X[np.where(Y == c)[0]])
elif self.filter == 'probability_knn':
X_fit = X_filter[np.where(Y_filter == c)[0]]
no_x_fit = len(X_fit) == 0
if no_x_fit and len(X[np.where(Y == c)[0]]) == 0:
logger.warning('No instances available for class %s', c)
elif no_x_fit:
logger.warning('Filtered all the instances for class %s. Lower alpha or check data.', c)
self.kdtrees[c] = KDTree(X_fit, leaf_size=self.leaf_size, metric=self.metric) # build KDTree for class c
self.X_kdtree[c] = X_fit
[docs] def score(self, X: np.ndarray, Y: np.ndarray, k: int = 2, dist_type: str = 'point') \
-> Tuple[np.ndarray, np.ndarray]:
"""
Calculate trust scores = ratio of distance to closest class other than the
predicted class to distance to predicted class.
Parameters
----------
X
Instances to calculate trust score for.
Y
Either prediction probabilities for each class or the predicted class.
k
Number of nearest neighbors used for distance calculation.
dist_type
Use either the distance to the k-nearest point (dist_type = 'point') or
the average distance from the first to the k-nearest point in the data (dist_type = 'mean').
Returns
-------
Batch with trust scores and the closest not predicted class.
"""
# make sure Y represents predicted classes, not probabilities
if len(Y.shape) > 1:
Y = np.argmax(Y, axis=1)
# KDTree needs 2D data
if len(X.shape) > 2:
logger.warning('Reshaping data from {0} to {1} so k-d trees can '
'be queried.'.format(X.shape, X.reshape(X.shape[0], -1).shape))
X = X.reshape(X.shape[0], -1)
d = np.tile(None, (X.shape[0], self.classes)) # init distance matrix: [nb instances, nb classes]
for c in range(self.classes):
d_tmp = self.kdtrees[c].query(X, k=k)[0] # get k nearest neighbors for each class
if dist_type == 'point':
d[:, c] = d_tmp[:, -1]
elif dist_type == 'mean':
d[:, c] = np.mean(d_tmp, axis=1)
sorted_d = np.sort(d, axis=1) # sort distance each instance in batch over classes
# get distance to predicted and closest other class and calculate trust score
d_to_pred = d[range(d.shape[0]), Y]
d_to_closest_not_pred = np.where(sorted_d[:, 0] != d_to_pred, sorted_d[:, 0], sorted_d[:, 1])
trust_score = d_to_closest_not_pred / (d_to_pred + self.eps)
# closest not predicted class
class_closest_not_pred = np.where(d == d_to_closest_not_pred.reshape(-1, 1))[1]
return trust_score, class_closest_not_pred
```