bbt-test 0.0.4

Bayesian Bradley-Terry model implementation in PyMC

bbt-test

---

BBT-Test is a Python package for Bayesian Bradley-Terry model along with utilities for multi-algorithm multi-dataset statistical evaluation.

Table of Contents

• Installation
• Quickstart
• License

Installation

You can install bbt-test via pip:

pip install bbt-test

If needed, you can also install the latest development version directly from GitHub:

pip install git+https://github.com/scikit-fingerprints/bbt-test

Quickstart

To generate results from BBT model you need to first fit posterior MCMC samples. BBT-Test supports unpaired (1 metric readout per algorithm per dataset) and paired (multiple metric readouts per algorithm per dataset) data.

For hands-on example of using the package, check out our example notebook: 01_simple_bbt_comparison.ipynb.

Unpaired posterior fitting

Start with single dataframe in shape (n_datasets, n_algorithms), optionally this dataframe can contain a dataset column:

import pandas as pd

df = pd.DataFrame({
    "dataset": ["ds1", "ds2", "ds3"],
    "alg1": [0.8, 0.75, 0.9],
    "alg2": [0.7, 0.8, 0.85],
    "alg3": [0.9, 0.95, 0.88],
})

To generate data for BBT model, fit the BBTTest model with the dataframe

from bbttest import BBTTest

model = BBTTest(
    local_rope_value=0.01, # Here you can define what is a tie in case of unpaired data, default is None
    # In this case the model will assume that if difference is below 0.01 there's a tie.
).fit(
    df,
    dataset_col="dataset", # If dataset column is present, specify it here
)

Evaluating BBT when reporting errors

By default BBT assumes that the goal of the evaluation is to maximize the metric (e.g. when reporting F1 score or AUROC). In cases, when metrics reported in the dataframe should be minimized (e.g. RMSE), you can set the parameter maximize in BBTTest to False:

model = BBTTest(
    local_rope_value=0.01,
    maximize=False, # Set to False if the metric should be minimized
).fit(
    df,
    dataset_col="dataset",
)

Paired posterior fitting

BBTTest model supports two variants of input data for paired case, either a single dataframe with multiple rows per algorithm per dataset, or a pair of dataframes, one defining mean performance per algorithm, and the second with standard deviations.

import pandas as pd
from bbttest import BBTTest

df = pd.DataFrame({
    "dataset": ["ds1", "ds1", "ds1", "ds2", "ds2", "ds2", "ds3", "ds3", "ds3"],
    "alg1": [0.8, 0.82, 0.79, 0.75, 0.77, 0.74, 0.9, 0.91, 0.89],
    "alg2": [0.7, 0.72, 0.69, 0.8, 0.78, 0.81, 0.85, 0.86, 0.84],
    "alg3": [0.9, 0.92, 0.91, 0.95, 0.94, 0.96, 0.88, 0.87, 0.89],
})

model = BBTTest(
    local_rope_value=0.1, # In this case ties will be counted if the difference is below square root mean of
    # standard deviations multiplied by local_rope_value
).fit(
    df,
    dataset_col="dataset",
)

Generating BBT posterior statistics and interpretations

Once you obtained a fitted BBTTest model, you can generate statistic dataframe containing information about every hypothesis (i.e. every pair of algorithms). The table includes general statistics in form of mean and delta values, as well as probabilities of one algorithm being better than the other, or being tied. Additionally, by default the table contains weak and strong interpretations of the results based on ROPE values.

stats_df = model.posterior_table(
    rope_value=(0.45, 0.55), # Defines ROPE of hypothesis for interpretations
    control_model="alg1", # If provided, only hypotheses comparing to control_model will be included
    selected_models=["alg2"], # If provided, only hypotheses comparing selected_models will be included
)

print(stats_df)

          pair  mean  delta  above_50  in_rope weak_interpretation
0  alg1 > alg2  0.63   0.53      0.75     0.19             Unknown

Additionally, you can generate multiple hypothesis interpretations regarding control model for different ROPE values:

stats_df = model.rope_comparison_control_table(
    rope_values=[(0.4, 0.6), (0.45, 0.55), (0.48, 0.52)],
    control_model="alg1",
    interpretation="weak",
)

print(stats_df)

rope_value better_models equivalent_models worse_models unknown_models
0    (0.4, 0.6)                                                  alg3, alg1
1  (0.45, 0.55)                                                  alg3, alg1
2  (0.48, 0.52)                                                  alg3, alg1

License

This project is licensed under the MIT License - see the LICENSE.md file for details.