Replace built-in measures with measures in StatisticalMeasures.jl

.github/workflows/ci.yml

@@ -4,7 +4,7 @@ on:
     branches:
       - master
       - dev
-      - for-a-0-point-21-release
+      - for-a-0-point-22-release
       - next-breaking-release
   push:
     branches:

Project.toml

@@ -13,36 +13,48 @@ Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
 InvertedIndices = "41ab1584-1d38-5bbf-9106-f11c6c58b48f"
+LearnAPI = "92ad9a40-7767-427a-9ee6-6e577f1266cb"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
-LossFunctions = "30fc2ffe-d236-52d8-8643-a9d8f7c094a7"
 MLJModelInterface = "e80e1ace-859a-464e-9ed9-23947d8ae3ea"
 Missings = "e1d29d7a-bbdc-5cf2-9ac0-f12de2c33e28"
 OrderedCollections = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
 Parameters = "d96e819e-fc66-5662-9728-84c9c7592b0a"
 PrettyTables = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d"
 ProgressMeter = "92933f4c-e287-5a05-a399-4b506db050ca"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 ScientificTypes = "321657f4-b219-11e9-178b-2701a2544e81"
 Serialization = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
+StatisticalMeasures = "a19d573c-0a75-4610-95b3-7071388c7541"
+StatisticalMeasuresBase = "c062fc1d-0d66-479b-b6ac-8b44719de4cc"
 StatisticalTraits = "64bff920-2084-43da-a3e6-9bb72801c0c9"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 Tables = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
 
+[weakdeps]
+StatisticalMeasures = "a19d573c-0a75-4610-95b3-7071388c7541"
+
+[extensions]
+DefaultMeasuresExt = "StatisticalMeasures"
+
 [compat]
 CategoricalArrays = "0.9, 0.10"
 CategoricalDistributions = "0.1"
 ComputationalResources = "0.3"
 Distributions = "0.25.3"
 InvertedIndices = "1"
-LossFunctions = "0.10"
+LearnAPI = "0.1"
 MLJModelInterface = "1.7"
 Missings = "0.4, 1"
 OrderedCollections = "1.1"
 Parameters = "0.12"
 PrettyTables = "1, 2"
 ProgressMeter = "1.7.1"
+Reexport = "1.2"
 ScientificTypes = "3"
+StatisticalMeasures = "0.1.1"
+StatisticalMeasuresBase = "0.1.1"
 StatisticalTraits = "3.2"
 StatsBase = "0.32, 0.33, 0.34"
 Tables = "0.2, 1.0"
@@ -56,8 +68,9 @@ Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
 MultivariateStats = "6f286f6a-111f-5878-ab1e-185364afe411"
 NearestNeighbors = "b8a86587-4115-5ab1-83bc-aa920d37bbce"
 StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
+StatisticalMeasures = "a19d573c-0a75-4610-95b3-7071388c7541"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 TypedTables = "9d95f2ec-7b3d-5a63-8d20-e2491e220bb9"
 
 [targets]
-test = ["DataFrames", "DecisionTree", "Distances", "Logging", "MultivariateStats", "NearestNeighbors", "StableRNGs", "Test", "TypedTables"]
+test = ["DataFrames", "DecisionTree", "Distances", "Logging", "MultivariateStats", "NearestNeighbors", "StableRNGs", "StatisticalMeasures", "Test", "TypedTables"]

ext/DefaultMeasuresExt.jl

@@ -0,0 +1,15 @@
+module DefaultMeasuresExt
+
+using MLJBase
+import MLJBase:default_measure, ProbabilisticDetector, DeterministicDetector
+using StatisticalMeasures
+using StatisticalMeasures.ScientificTypesBase
+
+default_measure(::Deterministic, ::Type{<:Union{Continuous,Count}}) = l2
+default_measure(::Deterministic, ::Type{<:Finite}) = misclassification_rate
+default_measure(::Probabilistic, ::Type{<:Union{Finite,Count}}) = log_loss
+default_measure(::Probabilistic, ::Type{<:Continuous}) = log_loss
+default_measure(::ProbabilisticDetector, ::Type{<:OrderedFactor{2}}) = area_under_curve
+default_measure(::DeterministicDetector, ::Type{<:OrderedFactor{2}}) = balanced_accuracy
+
+end # module

src/MLJBase.jl

@@ -3,6 +3,7 @@ module MLJBase
 # ===================================================================
 # IMPORTS
 
+using Reexport
 import Base: ==, precision, getindex, setindex!
 import Base.+, Base.*, Base./
 
@@ -16,7 +17,7 @@ for trait in StatisticalTraits.TRAITS
     eval(:(import StatisticalTraits.$trait))
 end
 
-import Base.instances # considered a trait for measures
+import LearnAPI
 import StatisticalTraits.snakecase
 import StatisticalTraits.info
 
@@ -47,7 +48,7 @@ end
 ###################
 # Hack Block ends #
 ###################
-
+import MLJModelInterface: ProbabilisticDetector, DeterministicDetector
 import MLJModelInterface: fit, update, update_data, transform,
     inverse_transform, fitted_params, predict, predict_mode,
     predict_mean, predict_median, predict_joint,
@@ -78,7 +79,6 @@ using ProgressMeter
 import .Threads
 
 # Operations & extensions
-import LossFunctions
 import StatsBase
 import StatsBase: fit!, mode, countmap
 import Missings: levels
@@ -88,6 +88,9 @@ using CategoricalDistributions
 import Distributions: pdf, logpdf, sampler
 const Dist = Distributions
 
+# Measures
+import StatisticalMeasuresBase
+
 # from Standard Library:
 using Statistics, LinearAlgebra, Random, InteractiveUtils
 
@@ -127,57 +130,6 @@ const CatArrMissing{T,N} = ArrMissing{CategoricalValue{T},N}
 const MMI = MLJModelInterface
 const FI  = MLJModelInterface.FullInterface
 
-const MARGIN_LOSSES = [
-    :DWDMarginLoss,
-    :ExpLoss,
-    :L1HingeLoss,
-    :L2HingeLoss,
-    :L2MarginLoss,
-    :LogitMarginLoss,
-    :ModifiedHuberLoss,
-    :PerceptronLoss,
-    :SigmoidLoss,
-    :SmoothedL1HingeLoss,
-    :ZeroOneLoss
-]
-
-const DISTANCE_LOSSES = [
-    :HuberLoss,
-    :L1EpsilonInsLoss,
-    :L2EpsilonInsLoss,
-    :LPDistLoss,
-    :LogitDistLoss,
-    :PeriodicLoss,
-    :QuantileLoss
-]
-
-const WITH_PARAMETERS = [
-    :DWDMarginLoss,
-    :SmoothedL1HingeLoss,
-    :HuberLoss,
-    :L1EpsilonInsLoss,
-    :L2EpsilonInsLoss,
-    :LPDistLoss,
-    :QuantileLoss,
-]
-
-const MEASURE_TYPE_ALIASES = [
-    :FPR, :FNR, :TPR, :TNR,
-    :FDR, :PPV, :NPV, :Recall, :Specificity,
-    :MFPR, :MFNR, :MTPR, :MTNR,
-    :MFDR, :MPPV, :MNPV, :MulticlassRecall, :MulticlassSpecificity,
-    :MCR,
-    :MCC,
-    :BAC, :BACC,
-    :RMS, :RMSPV, :RMSL, :RMSLP, :RMSP,
-    :MAV, :MAE, :MAPE,
-    :RSQ, :LogCosh,
-    :CrossEntropy,
-    :AUC
-]
-
-const LOSS_FUNCTIONS = vcat(MARGIN_LOSSES, DISTANCE_LOSSES)
-
 # ===================================================================
 # Computational Resource
 # default_resource allows to switch the mode of parallelization
@@ -224,15 +176,10 @@ include("data/data.jl")
 include("data/datasets.jl")
 include("data/datasets_synthetic.jl")
 
-include("measures/measures.jl")
-include("measures/measure_search.jl")
-include("measures/doc_strings.jl")
+include("default_measures.jl")
 
 include("composition/models/stacking.jl")
 
-# function on the right-hand side is defined in src/measures/meta_utilities.jl:
-const MEASURE_TYPES_ALIASES_AND_INSTANCES = measures_for_export()
-
 const EXTENDED_ABSTRACT_MODEL_TYPES = vcat(
     MLJBase.MLJModelInterface.ABSTRACT_MODEL_SUBTYPES,
     MLJBase.NETWORK_COMPOSITE_TYPES, # src/composition/models/network_composite_types.jl
@@ -355,28 +302,19 @@ export ResamplingStrategy, Holdout, CV, StratifiedCV, TimeSeriesCV,
 # -------------------------------------------------------------------
 # exports from MLJBase specific to measures
 
-# measure names:
-for m in MEASURE_TYPES_ALIASES_AND_INSTANCES
-    :(export $m) |> eval
-end
-
-# measures/registry.jl:
-export measures, metadata_measure
-
 # measure/measures.jl (excluding traits):
-export aggregate, default_measure, value, skipinvalid
-
-# measures/probabilistic:
-export roc_curve, roc
-
-# measures/finite.jl (averaging modes for multiclass scores)
-export no_avg, macro_avg, micro_avg
-
+export default_measure
 
 # -------------------------------------------------------------------
 # re-export from Random, StatsBase, Statistics, Distributions,
 # OrderedCollections, CategoricalArrays, InvertedIndices:
 export pdf, sampler, mode, median, mean, shuffle!, categorical, shuffle,
    levels, levels!, std, Not, support, logpdf, LittleDict
 
+# for julia < 1.9
+if !isdefined(Base, :get_extension)
+    include(joinpath("..","ext", "DefaultMeasuresExt.jl"))
+    @reexport using .DefaultMeasuresExt.StatisticalMeasures
+end
+
 end # module

src/composition/models/stacking.jl

@@ -378,21 +378,30 @@
 function internal_stack_report(
     stack::Stack{modelnames,},
     verbosity::Int,
-    tt_pairs,
+    tt_pairs, # train_test_pairs
     folds_evaluations...
 ) where modelnames
 
     n_measures = length(stack.measures)
     nfolds = length(tt_pairs)
 
-    # For each model we record the results mimicking the fields PerformanceEvaluation
+    test_fold_sizes = map(tt_pairs) do train_test_pair
+        test = last(train_test_pair)
+        length(test)
+    end
+
+    # weights to be used to aggregate per-fold measurements (averaging to 1):
+    fold_weights(mode) = nfolds .* test_fold_sizes ./ sum(test_fold_sizes)
+    fold_weights(::StatisticalMeasuresBase.Sum) = nothing
+
+    # For each model we record the results mimicking the fields of PerformanceEvaluation
     results = NamedTuple{modelnames}(
         [(
             measure = stack.measures,
             measurement = Vector{Any}(undef, n_measures),
             operation = _actual_operations(nothing, stack.measures, model, verbosity),
             per_fold = [Vector{Any}(undef, nfolds) for _ in 1:n_measures],
-            per_observation = Vector{Union{Missing, Vector{Any}}}(missing, n_measures),
+            per_observation = [Vector{Vector{Any}}(undef, nfolds) for _ in 1:n_measures],
             fitted_params_per_fold = [],
             report_per_fold = [],
             train_test_pairs = tt_pairs
@@ -416,30 +425,29 @@
                 model_results.operation,
             ))
                 ypred = operation(mach, Xtest)
-                loss = measure(ypred, ytest)
-                # Update per_observation
-                if reports_each_observation(measure)
-                    if model_results.per_observation[i] === missing
-                        model_results.per_observation[i] = Vector{Any}(undef, nfolds)
-                    end
-                    model_results.per_observation[i][foldid] = loss
-                end
+                measurements = StatisticalMeasuresBase.measurements(measure, ypred, ytest)
+
+                # Update per observation:
+                model_results.per_observation[i][foldid] = measurements
 
                 # Update per_fold
-                model_results.per_fold[i][foldid] =
-                    reports_each_observation(measure) ?
-                    MLJBase.aggregate(loss, measure) : loss
+                model_results.per_fold[i][foldid] = measure(ypred, ytest)
             end
             index += 1
         end
     end
 
-    # Update measurement field by aggregation
+    # Update measurement field by aggregating per-fold measurements
     for modelname in modelnames
         for (i, measure) in enumerate(stack.measures)
             model_results = results[modelname]
+            mode = StatisticalMeasuresBase.external_aggregation_mode(measure)
             model_results.measurement[i] =
-                MLJBase.aggregate(model_results.per_fold[i], measure)
+                StatisticalMeasuresBase.aggregate(
+                    model_results.per_fold[i];
+                    mode,
+                    weights=fold_weights(mode),
+                )
         end
     end
 

src/default_measures.jl

@@ -0,0 +1,23 @@
+# # DEFAULT MEASURES
+
+"""
+    default_measure(model)
+
+Return a measure that should work with `model`, or return `nothing` if none can be
+reliably inferred.
+
+For Julia 1.9 and higher, `nothing` is returned, unless StatisticalMeasures.jl is
+loaded.
+
+# New implementations
+
+This method dispatches `default_measure(model, observation_scitype)`, which has
+`nothing` as the fallback return value. Extend `default_measure` by overloading this
+version of the method. See for example the MLJBase.jl package extension,
+DefaultMeausuresExt.jl.
+
+"""
+default_measure(m) = nothing
+default_measure(m::Union{Supervised,Annotator}) =
+    default_measure(m, nonmissingtype(guess_model_target_observation_scitype(m)))
+default_measure(m, S) = nothing