[ENH] diagnostic plots part 1 - cross-plots (#46)

Moves the diagnostic plots to the new interface.

Part 1 - cross-plots.

skpro/utils/plotting.py

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+# -*- coding: utf-8 -*-
+"""Utility functions for plotting."""
+import numpy as np
+import pandas as pd
+
+from skpro.utils.validation._dependencies import _check_soft_dependencies
+
+__authors__ = ["fkiraly", "frthjf"]
+
+
+def plot_crossplot_interval(y_true, y_pred, coverage=None, ax=None):
+    """Probabilistic cross-plot for regression, truth vs prediction interval.
+
+    Plots:
+
+    * x-axis: ground truth value
+    * y-axis: median predictive value, with error bars being
+      the prediction interval at symmetric coverage ``coverage``
+
+    Parameters
+    ----------
+    y_true : array-like, [n_samples, n_targets]
+        Ground truth values
+    y_pred : skpro distribution, or predict_interval return, [n_samples, n_targets]
+        symmetric prediction intervals are obtained
+        via the coverage parameterfrom y_pred
+        Predicted values
+    coverage : float, optional, default=0.9
+        Coverage of the prediction interval
+        Used only if y_pred a distribution
+    ax : matplotlib axes, optional
+        Axes to plot on, if None, a new figure is created and returned
+
+    Returns
+    -------
+    ax : matplotlib axes
+        Axes containing the plot
+        If ax was None, a new figure is created and returned
+        If ax was not None, the same ax is returned with plot added
+
+    Example
+    -------
+    >>> from skpro.utils.plotting import plot_crossplot_interval  # doctest: +SKIP
+    >>> from skpro.regression.residual import ResidualDouble  # doctest: +SKIP
+    >>> from sklearn.ensemble import RandomForestRegressor  # doctest: +SKIP
+    >>> from sklearn.linear_model import LinearRegression  # doctest: +SKIP
+    >>> from sklearn.datasets import load_diabetes  # doctest: +SKIP
+    >>>
+    >>> X, y = load_diabetes(return_X_y=True, as_frame=True)  # doctest: +SKIP
+    >>> reg_mean = LinearRegression()  # doctest: +SKIP
+    >>> reg_resid = RandomForestRegressor()  # doctest: +SKIP
+    >>> reg_proba = ResidualDouble(reg_mean, reg_resid)  # doctest: +SKIP
+    >>>
+    >>> reg_proba.fit(X, y)  # doctest: +SKIP
+    ResidualDouble(...)
+    >>> y_pred = reg_proba.predict_proba(X)  # doctest: +SKIP
+    >>> plot_crossplot_interval(y, y_pred)  # doctest: +SKIP
+    """
+    _check_soft_dependencies("matplotlib")
+
+    from matplotlib import pyplot
+
+    if hasattr(y_pred, "quantile"):
+        if coverage is None:
+            coverage = 0.9
+        quantile_pts = [0.5 - coverage / 2, 0.5, 0.5 + coverage / 2]
+        y_quantiles = y_pred.quantile(quantile_pts)
+        y_mid = y_quantiles.iloc[:, 1]
+        y_quantiles = y_quantiles.iloc[:, [0, 2]]
+    else:
+        y_quantiles = y_pred
+        y_mid = y_quantiles.mean(axis=1)
+
+    y_mid_two = pd.DataFrame([y_mid, y_mid]).values
+    y_quantiles_np = y_quantiles.values.T
+    y_bars = np.abs(y_mid_two - y_quantiles_np)
+
+    if ax is None:
+        _, ax = pyplot.subplots()
+
+    ax.plot(y_true, y_true, "g.", label="Optimum")
+    ax.errorbar(
+        y_true.values,
+        y_mid,
+        yerr=y_bars,
+        label="Predictions",
+        fmt="b.",
+        ecolor="r",
+        linewidth=0.5,
+    )
+    ax.set_ylabel(r"Prediction interval $\widehat{y}_i$")
+    ax.set_xlabel(r"Correct label $y_i$")
+    ax.legend(loc="best")
+
+    return ax
+
+
+def plot_crossplot_std(y_true, y_pred, ax=None):
+    r"""Probabilistic cross-plot for regression, error vs predictive standard deviation.
+
+    Plots:
+
+    * x-axis: absolute error samples $|y_i - \widehat{y}_i.\mu|$
+    * y-axis: predictive standard deviation $\widehat{y}_i.\sigma$,
+      of the prediction $\widehat{y}_i$ corresponding to $y_i$
+
+    Parameters
+    ----------
+    y_true : array-like, [n_samples, n_targets]
+        Ground truth values
+    y_pred : skpro distribution, or predict_var return, [n_samples, n_targets]
+        Predicted values
+    ax : matplotlib axes, optional
+        Axes to plot on, if None, a new figure is created and returned
+
+    Returns
+    -------
+    ax : matplotlib axes
+        Axes containing the plot
+        If ax was None, a new figure is created and returned
+        If ax was not None, the same ax is returned with plot added
+
+    Example
+    -------
+    >>> from skpro.utils.plotting import plot_crossplot_std  # doctest: +SKIP
+    >>> from skpro.regression.residual import ResidualDouble  # doctest: +SKIP
+    >>> from sklearn.ensemble import RandomForestRegressor  # doctest: +SKIP
+    >>> from sklearn.linear_model import LinearRegression  # doctest: +SKIP
+    >>> from sklearn.datasets import load_diabetes  # doctest: +SKIP
+    >>>
+    >>> X, y = load_diabetes(return_X_y=True, as_frame=True)  # doctest: +SKIP
+    >>> reg_mean = LinearRegression()  # doctest: +SKIP
+    >>> reg_resid = RandomForestRegressor()  # doctest: +SKIP
+    >>> reg_proba = ResidualDouble(reg_mean, reg_resid)  # doctest: +SKIP
+    >>>
+    >>> reg_proba.fit(X, y)  # doctest: +SKIP
+    ResidualDouble(...)
+    >>> y_pred = reg_proba.predict_proba(X)  # doctest: +SKIP
+    >>> plot_crossplot_std(y, y_pred)  # doctest: +SKIP
+    """
+    _check_soft_dependencies("matplotlib")
+
+    from matplotlib import pyplot
+
+    if hasattr(y_pred, "_tags"):
+        y_var = y_pred.var()
+
+    y_std = np.sqrt(y_var)
+
+    if ax is None:
+        _, ax = pyplot.subplots()
+
+    ax.plot(
+        np.abs(y_pred.mean().values.flatten() - y_true.values.flatten()),
+        y_std.values.flatten(),
+        "b.",
+    )
+    ax.set_ylabel(r"Predictive variance of $\widehat{y}_i$")
+    ax.set_xlabel(r"Absolute errors $|y_i - \widehat{y}_i|$")
+    # ax.legend(loc="best")
+
+    return ax
+
+
+def plot_crossplot_loss(y_true, y_pred, metric, ax=None):
+    r"""Cross-loss-plot for probabilistic regression.
+
+    Plots:
+
+    * x-axis: ground truth values $y_i$
+    * y-axis: loss of the prediction $\widehat{y}_i$ corresponding to $y_i$,
+      as calculated by ``metric.evaluate_by_index``
+
+    Parameters
+    ----------
+    y_true : array-like, [n_samples, n_targets]
+        Ground truth values
+    y_pred : skpro distribution, or predict_var return, [n_samples, n_targets]
+        Predicted values
+    metric : skpro metric
+        Metric to calculate the loss
+    ax : matplotlib axes, optional
+        Axes to plot on, if None, a new figure is created and returned
+
+    Returns
+    -------
+    ax : matplotlib axes
+        Axes containing the plot
+        If ax was None, a new figure is created and returned
+        If ax was not None, the same ax is returned with plot added
+
+    Example
+    -------
+    >>> from skpro.utils.plotting import plot_crossplot_loss  # doctest: +SKIP
+    >>> from skpro.metrics import CRPS  # doctest: +SKIP
+    >>> from skpro.regression.residual import ResidualDouble  # doctest: +SKIP
+    >>> from sklearn.ensemble import RandomForestRegressor  # doctest: +SKIP
+    >>> from sklearn.linear_model import LinearRegression  # doctest: +SKIP
+    >>> from sklearn.datasets import load_diabetes  # doctest: +SKIP
+    >>>
+    >>> X, y = load_diabetes(return_X_y=True, as_frame=True)  # doctest: +SKIP
+    >>> reg_mean = LinearRegression()  # doctest: +SKIP
+    >>> reg_resid = RandomForestRegressor()  # doctest: +SKIP
+    >>> reg_proba = ResidualDouble(reg_mean, reg_resid)  # doctest: +SKIP
+    >>>
+    >>> reg_proba.fit(X, y)  # doctest: +SKIP
+    ResidualDouble(...)
+    >>> y_pred = reg_proba.predict_proba(X)  # doctest: +SKIP
+    >>> crps_metric = CRPS()  # doctest: +SKIP
+    >>> plot_crossplot_loss(y, y_pred, crps_metric)  # doctest: +SKIP
+    """
+    _check_soft_dependencies("matplotlib")
+
+    from matplotlib import pyplot
+
+    losses = metric.evaluate_by_index(y_true, y_pred)
+    loss_vals = losses.values.flatten()
+    total_loss = np.mean(loss_vals).round(2)
+    total_loss_std = np.std(loss_vals) / np.sqrt(len(loss_vals))
+    total_loss_std = total_loss_std.round(2)
+
+    overall = f"{total_loss} +/- {total_loss_std} sterr of mean"
+
+    if ax is None:
+        _, ax = pyplot.subplots()
+
+    ax.plot(y_true, losses, "y_")
+
+    ax.set_title(f"mean {metric.name}: {overall}")
+
+    ax.set_xlabel(r"Correct label $y_i$")
+    ax.set_ylabel(metric.name + r"($y_i$, $\widehat{y}_i$)")
+
+    ax.tick_params(colors="y")
+
+    return ax

skpro/utils/tests/__init__.py

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+# -*- coding: utf-8 -*-
+"""Tests for utilities."""

skpro/utils/tests/test_plots.py

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+# -*- coding: utf-8 -*-
+"""Test functionality of time series plotting functions."""
+# copyright: skpro developers, BSD-3-Clause License (see LICENSE file)
+
+import pytest
+
+from skpro.utils.validation._dependencies import _check_soft_dependencies
+
+
+@pytest.mark.skipif(
+    not _check_soft_dependencies("matplotlib", severity="none"),
+    reason="skip test if required soft dependency for matplotlib not available",
+)
+def test_plot_crossplot_interval():
+    """Test that plot_crossplot_interval runs without error."""
+    _check_soft_dependencies("matplotlib")
+
+    from sklearn.datasets import load_diabetes
+    from sklearn.ensemble import RandomForestRegressor
+    from sklearn.linear_model import LinearRegression
+
+    from skpro.regression.residual import ResidualDouble
+    from skpro.utils.plotting import plot_crossplot_interval
+
+    X, y = load_diabetes(return_X_y=True, as_frame=True)
+    reg_mean = LinearRegression()
+    reg_resid = RandomForestRegressor()
+    reg_proba = ResidualDouble(reg_mean, reg_resid)
+
+    reg_proba.fit(X, y)
+    y_pred = reg_proba.predict_proba(X)
+
+    plot_crossplot_interval(y, y_pred)
+
+
+@pytest.mark.skipif(
+    not _check_soft_dependencies("matplotlib", severity="none"),
+    reason="skip test if required soft dependency for matplotlib not available",
+)
+def test_plot_crossplot_std():
+    """Test that plot_crossplot_std runs without error."""
+    _check_soft_dependencies("matplotlib")
+
+    from sklearn.datasets import load_diabetes
+    from sklearn.ensemble import RandomForestRegressor
+    from sklearn.linear_model import LinearRegression
+
+    from skpro.regression.residual import ResidualDouble
+    from skpro.utils.plotting import plot_crossplot_std
+
+    X, y = load_diabetes(return_X_y=True, as_frame=True)
+    reg_mean = LinearRegression()
+    reg_resid = RandomForestRegressor()
+    reg_proba = ResidualDouble(reg_mean, reg_resid)
+
+    reg_proba.fit(X, y)
+    y_pred = reg_proba.predict_proba(X)
+
+    plot_crossplot_std(y, y_pred)
+
+
+@pytest.mark.skipif(
+    not _check_soft_dependencies("matplotlib", severity="none"),
+    reason="skip test if required soft dependency for matplotlib not available",
+)
+def test_plot_crossplot_loss():
+    """Test that plot_crossplot_loss runs without error."""
+    _check_soft_dependencies("matplotlib")
+
+    from sklearn.datasets import load_diabetes
+    from sklearn.ensemble import RandomForestRegressor
+    from sklearn.linear_model import LinearRegression
+
+    from skpro.metrics import CRPS
+    from skpro.regression.residual import ResidualDouble
+    from skpro.utils.plotting import plot_crossplot_loss
+
+    X, y = load_diabetes(return_X_y=True, as_frame=True)
+    reg_mean = LinearRegression()
+    reg_resid = RandomForestRegressor()
+    reg_proba = ResidualDouble(reg_mean, reg_resid)
+
+    reg_proba.fit(X, y)
+    y_pred = reg_proba.predict_proba(X)
+
+    crps_metric = CRPS()
+    plot_crossplot_loss(y, y_pred, crps_metric)