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A library for evaluating ML model performance across subgroups with stratified metrics and bootstrap confidence intervals

Project description

Model Auditor

A Python library for evaluating machine learning model performance across subgroups with support for stratified metrics, bootstrap confidence intervals, and hierarchical visualizations.

Installation

pip install model-auditor

Features

  • Stratified Evaluation: Evaluate model metrics across different subgroups (e.g., by age, gender, region)
  • Bootstrap Confidence Intervals: Calculate 95% confidence intervals for all supported metrics
  • Comprehensive Metrics: Built-in support for classification metrics including:
    • Sensitivity, Specificity, Precision, Recall, F1 Score
    • AUROC, AUPRC
    • Matthews Correlation Coefficient (MCC)
    • F-beta Score (configurable beta)
    • TPR, TNR, FPR, FNR
    • Count metrics (N, TP, TN, FP, FN, Positive, Negative)
  • Threshold Optimization: Automatic threshold selection using the Youden index
  • Hierarchical Visualization: Generate data structures for sunburst/treemap plots
  • Extensible Design: Protocol-based architecture for custom metrics

Quick Start

from model_auditor import Auditor
from model_auditor.metrics import Sensitivity, Specificity, AUROC, F1Score

# Initialize the auditor
auditor = Auditor()

# Add your data
auditor.add_data(df)

# Define stratification features
auditor.add_feature(name="age_group", label="Age Group")
auditor.add_feature(name="gender", label="Gender")

# Define the score column and threshold
auditor.add_score(name="risk_score", label="Risk Score", threshold=0.5)

# Define the outcome column
auditor.add_outcome(name="diagnosis", mapping={"positive": 1, "negative": 0})

# Set metrics to evaluate
auditor.set_metrics([
    Sensitivity(),
    Specificity(),
    AUROC(),
    F1Score()
])

# Run evaluation with bootstrap confidence intervals
results = auditor.evaluate(score_name="risk_score", n_bootstraps=1000)

# Convert results to a DataFrame
results_df = results.to_dataframe()
print(results_df)

Threshold Optimization

Find the optimal decision threshold using the Youden index:

auditor = Auditor()
auditor.add_data(df)
auditor.add_score(name="risk_score")
auditor.add_outcome(name="label")

# Find optimal threshold
optimal_threshold = auditor.optimize_score_threshold(score_name="risk_score")
# Output: Optimal threshold for 'risk_score' found at: 0.423

Available Metrics

Classification Metrics

Metric Class Description
Sensitivity Sensitivity() TP / (TP + FN)
Specificity Specificity() TN / (TN + FP)
Precision Precision() TP / (TP + FP)
Recall Recall() TP / (TP + FN)
F1 Score F1Score() Harmonic mean of precision and recall
F-beta FBetaScore(beta=2.0) Weighted harmonic mean
MCC MatthewsCorrelationCoefficient() Matthews Correlation Coefficient

Ranking Metrics

Metric Class Description
AUROC AUROC() Area Under ROC Curve
AUPRC AUPRC() Area Under Precision-Recall Curve

Rate Metrics

Metric Class Description
TPR TPR() True Positive Rate
TNR TNR() True Negative Rate
FPR FPR() False Positive Rate
FNR FNR() False Negative Rate

Count Metrics

Metric Class Description
N nData() Sample size
TP nTP() True positive count
TN nTN() True negative count
FP nFP() False positive count
FN nFN() False negative count
Positive nPositive() Positive class count
Negative nNegative() Negative class count

Custom Metrics

Create custom metrics by implementing the AuditorMetric protocol:

from model_auditor.metrics import AuditorMetric
import pandas as pd

class AccuracyMetric(AuditorMetric):
    name = "accuracy"
    label = "Accuracy"
    inputs = ["tp", "tn", "fp", "fn"]
    ci_eligible = True

    def data_call(self, data: pd.DataFrame) -> float:
        tp = data["tp"].sum()
        tn = data["tn"].sum()
        fp = data["fp"].sum()
        fn = data["fn"].sum()
        return (tp + tn) / (tp + tn + fp + fn)

# Use with the auditor
auditor.set_metrics([AccuracyMetric(), Sensitivity()])

Hierarchical Visualization

Generate data for hierarchical plots (sunburst, treemap):

from model_auditor.plotting import HierarchyPlotter

plotter = HierarchyPlotter()
plotter.set_data(df)
plotter.set_features(["region", "age_group", "gender"])
plotter.set_score(name="risk_score")
plotter.set_aggregator("median")  # or "mean", or a custom function

# Compile plot data
plot_data = plotter.compile(container="All Patients")

# Use with Plotly
import plotly.graph_objects as go

fig = go.Figure(go.Sunburst(
    labels=plot_data.labels,
    ids=plot_data.ids,
    parents=plot_data.parents,
    values=plot_data.values,
    marker=dict(colors=plot_data.colors)
))
fig.show()

Custom Hierarchies

Define complex hierarchies with conditional features:

from model_auditor.plotting.schemas import Hierarchy, HLevel, HItem

hierarchy = Hierarchy(levels=[
    HLevel([HItem(name="region")]),
    HLevel([
        HItem(name="urban_category", query="region == 'Urban'"),
        HItem(name="rural_category", query="region == 'Rural'")
    ]),
    HLevel([HItem(name="age_group")])
])

plotter.set_features(hierarchy)

Disabling Confidence Intervals

For faster evaluation without confidence intervals:

results = auditor.evaluate(score_name="risk_score", n_bootstraps=None)

Output Format

Results are returned as nested dataclass objects that can be converted to DataFrames:

# Get results as DataFrame
df = results.to_dataframe(n_decimals=3, metric_labels=True)

# Access specific feature results
gender_results = results.features["gender"].to_dataframe()

# Access specific level results
male_results = results.features["gender"].levels["Male"].to_dataframe()

License

Notebook Styling

For Jupyter notebooks, style_dataframe(...) returns a pandas Styler that colours cells by relative performance tier within each metric column.

# Colour all levels in a feature by relative tier (default: performance metrics only)
display(results.features['age_group'].style_dataframe(n_decimals=3, metric_labels=True))

# Also colour count columns (N, TP, TN, …)
display(results.features['gender'].style_dataframe(include_count_metrics=True))

# Opt into custom colours
display(results.style_dataframe(
    low_color="#ffd6d6",
    medium_color="#fff9c4",
    high_color="#d0f0d0",
))

Tier assignment

Tier Default colour Meaning
High #d4edda (green) Top third of values in the column
Medium #fff3cd (yellow) Middle third
Low #f8d7da (red) Bottom third

Tiers are computed per metric column across all rows in the table. Lower-is-better metrics (fpr, fnr) are inverted: a lower value receives the high (green) tier.

Parameters

Parameter Default Description
n_decimals 3 Decimal places for numeric display
metric_labels False Use metric labels as column headers instead of names
include_count_metrics False Also style count columns (N, TP, TN, FP, FN, Pos., Neg.)
low_color "#f8d7da" Background colour for low-tier cells
medium_color "#fff3cd" Background colour for medium-tier cells
high_color "#d4edda" Background colour for high-tier cells

MIT License

Author

Beatrice BM

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