treeple.stats.build_coleman_forest#
- treeple.stats.build_coleman_forest(est, perm_est, X, y, covariate_index=None, metric='s@98', n_repeats=10000, verbose=False, seed=None, return_posteriors=True, use_sparse=False, **metric_kwargs)[source]#
Build a hypothesis testing forest using a two-forest approach.
The two-forest approach stems from the Coleman et al. 2022 paper, where two forests are trained: one on the original dataset, and one on the permuted dataset. The dataset is either permuted once, or independently for each tree in the permuted forest. The original test statistic is computed by comparing the metric on both forests
(metric_forest - metric_perm_forest). For full details, see [1].- Parameters:
- estForest
The type of forest to use. Must be enabled with
bootstrap=True.- perm_estForest
The forest to use for the permuted dataset.
- XArrayLike of shape (n_samples, n_features)
Data.
- yArrayLike of shape (n_samples, n_outputs)
Binary target, so
n_outputsshould be at most 1.- covariate_indexArrayLike, optional of shape (n_covariates,)
The index array of covariates to shuffle, by default None, which defaults to all covariates.
- metric
str, optional The metric to compute, by default “s@98”, for sensitivity at 98% specificity.
- n_repeats
int, optional Number of times to bootstrap sample the two forests to construct the null distribution, by default 10000. The construction of the null forests will be parallelized according to the
n_jobsargument of theestforest.- verbose
bool, optional Verbosity, by default False.
- seed
int, optional Random seed, by default None.
- return_posteriors
bool, optional Whether or not to return the posteriors, by default True.
- use_sparse
bool, optional Whether or not to use a sparse for the calculation of the permutation statistics, by default False. Doesn’t affect return values.
- **metric_kwargs
dict, optional Additional keyword arguments to pass to the metric function.
- Returns:
- observe_stat
float The test statistic. To compute the test statistic, take
permute_stat_and subtractobserve_stat_.- pvalue
float The p-value of the test statistic.
- orig_forest_probaArrayLike of shape (n_estimators, n_samples, n_outputs)
The predicted posterior probabilities for each estimator on their out of bag samples.
- perm_forest_probaArrayLike of shape (n_estimators, n_samples, n_outputs)
The predicted posterior probabilities for each of the permuted estimators on their out of bag samples.
- null_distArrayLike of shape (n_repeats,)
The null statistic differences from permuted forests.
- observe_stat
References
