microcalibrate 0.22.0

Calibrating microdata

MicroCalibrate

MicroCalibrate is a Python package for calibrating survey weights to match population targets, with advanced features including L0 regularization for sparsity, hyperparameter tuning, and robustness evaluation.

Features

• Survey Weight Calibration: The package adjusts sample weights to match known population totals.
• L0 Regularization: The system creates sparse weights to reduce dataset size while maintaining accuracy.
• Automatic Hyperparameter Tuning: The optimization module automatically finds optimal regularization parameters using cross-validation.
• Robustness Evaluation: The evaluation tools assess calibration stability using holdout validation.
• Target Assessment: The analysis features help identify which targets complicate calibration.
• Performance Monitoring: The system tracks calibration progress with detailed logging.
• Interactive Dashboard: Users can visualize calibration performance at https://microcalibrate.vercel.app/.

Installation

pip install microcalibrate

The package requires the following dependencies:

• Python version 3.13 or higher is required.
• PyTorch version 2.7.0 or higher is needed.
• Additional required packages include NumPy, Pandas, Optuna, and L0-python.

Quick start

Basic calibration

from microcalibrate import Calibration
import numpy as np
import pandas as pd

# Create sample data for calibration
n_samples = 1000
weights = np.ones(n_samples)  # Initial weights are set to one

# Create an estimate matrix that represents the contribution of each record to targets
estimate_matrix = pd.DataFrame({
    'total_income': np.random.normal(50000, 15000, n_samples),
    'total_employed': np.random.binomial(1, 0.6, n_samples),
})

# Set the target values to achieve through calibration
targets = np.array([
    50_000_000,  # This is the total income target
    600,         # This is the total employed target
])

# Initialize the calibration object and configure the optimization parameters
cal = Calibration(
    weights=weights,
    targets=targets,
    estimate_matrix=estimate_matrix,
    epochs=500,
    learning_rate=1e-3,
)

# Perform the calibration to adjust weights
performance_df = cal.calibrate()

# Retrieve the calibrated weights from the calibration object
new_weights = cal.weights

API reference

Calibration class

The Calibration class is the main class for weight calibration.

Parameters:

• weights: The initial weights array for each record.
• targets: The target values to match during calibration.
• estimate_matrix: A DataFrame containing the contribution of each record to targets.
• estimate_function: An alternative to estimate_matrix that uses a custom function.
• epochs: The number of optimization iterations to perform (default is 32).
• learning_rate: The optimization learning rate (default is 1e-3).
• noise_level: The amount of noise added for robustness (default is 10.0).
• dropout_rate: The dropout rate for regularization (default is 0).
• regularize_with_l0: This parameter enables L0 regularization (default is False).
• l0_lambda: The L0 regularization strength parameter (default is 5e-6).
• init_mean: The initial proportion of non-zero weights (default is 0.999).
• temperature: The sparsity control parameter (default is 0.5).

Methods:

• calibrate(): This method performs the weight calibration process.
• tune_l0_hyperparameters(): This method automatically tunes L0 parameters using cross-validation.
• evaluate_holdout_robustness(): This method assesses calibration stability using holdout validation.
• assess_analytical_solution(): This method analyzes the difficulty of achieving target combinations.
• summary(): This method returns a summary of the calibration results.

Examples and documentation

For detailed examples and interactive notebooks, see the documentation.

Contributing

Contributions are welcome to the project. Please feel free to submit a Pull Request with your improvements.