independent-validation 0.1.1

IV is a Python package designed to assess the accuracy of machine learning classifiers by generating a full probability distribution of their performance. This method goes beyond traditional cross-validation by using an iterative process and Markov Chain Monte Carlo (MCMC) to estimate uncertainty. By only using samples for training after they have been tested alpha inflation is prevented.

IV: Independent Validation

IV is a Python package designed to assess the accuracy of machine learning classifiers by generating a full probability distribution of their performance. This method goes beyond traditional cross-validation by using an iterative process and Markov Chain Monte Carlo (MCMC) to estimate uncertainty. By only using samples for training after they have been tested alpha inflation is prevented.

Features

• Independent Validation: Gradually expands the training set while recording prediction outcomes.
• Posterior Sampling: Uses Metropolis-Hastings to compute posterior distributions of accuracy.
• Custom Distribution Handling: Provides a custom histogram subclass for MAP estimation and distribution comparison.
• Simple Interface: Use the one-function wrapper (independent_validation) for quick experiments.

Installation

1. Clone the repository:

   git clone <repository-url>
   cd IV
   

2 Install dependencies: bash pip install numpy scipy scikit-learn matplotlib pandas pytest

Usage

An example of running the independent validation process with a classifier:

from independent_validation.one_func import independent_validation
from sklearn.linear_model import LogisticRegression
import numpy as np

# Generate or load your dataset
X = np.random.rand(100, 5)
y = np.random.randint(0, 2, size=100)

# Run independent validation
result = independent_validation(
    classifier=LogisticRegression(max_iter=200),
    X=X,
    y=y,
    key="acc",  # Use "acc" for accuracy or "bacc" for balanced accuracy
    n=50,
    output='map',
    plot=False,
    mcmc_num_samples=1000,
    mcmc_step_size=0.1,
    mcmc_burn_in=10000,
    mcmc_thin=50,
    mcmc_random_seed=42
)

print("MAP Accuracy:", result)

Project Structure

• independent_validation/
  • iv_file.py — Core iterative validation process.
  • mcmc.py — Implements the Metropolis-Hastings MCMC sampler.
  • one_func.py — One-function interface for independent validation.
  • rv_hist_subclass.py — Custom histogram with extended functionality.
  • weighted_sum_distribution.py — Utility for combining probability distributions.
• Tests & Demos:
  • combined_file.txt — Contains test descriptions and instructions.
  • _test_instructions.py — Provides detailed test cases and a demo using real data.

License

MIT License