pasi 0.2.0

Prediction Accuracy Subgroup Identification - Find subgroups with differential model performance

PASI: Prediction Accuracy Subgroup Identification

A Python package implementing PASI Trees - a tree-based algorithm to find subgroups with differential model performance for a given prediction model and a given accuracy measure.

Installation

pip install pasi

Features

• Identify Subgroups with Differential Performance: Discover subgroups where your predictive model performs differently
• Multiple Accuracy Measures:
  • Individual-level accuracy estimation
  • AUC (Area Under the ROC Curve) with confidence intervals
  • AUPRC (Area Under the Precision-Recall Curve) with confidence intervals
• Statistical Rigor: Includes variance estimation and confidence intervals for all metrics
• Optimized Performance: Uses parallel processing and efficient algorithms for large datasets

Quick Start

import pandas as pd
import numpy as np
from pasi_test import pasiTree
from sklearn.linear_model import LogisticRegression

# Load your data
X = pd.DataFrame(...)  # Your features
y = np.array(...)      # Binary target variable (0/1)

# First, train a predictive model
pred_model = LogisticRegression().fit(X, y)
y_pred = pred_model.predict_proba(X)[:, 1]

# Create a PASI tree with AUC as the accuracy measure
# This will identify subgroups with differential AUC performance
pasi_tree_auc = pasiTree(measure='auc', min_samples_leaf=100, max_depth=3)
pasi_tree_auc.fit(X=X, y=y, y_pred=y_pred)

# Create a PASI tree with AUPRC as the accuracy measure
# Useful for imbalanced datasets
pasi_tree_auprc = pasiTree(measure='auprc', min_samples_leaf=100, max_depth=3)
pasi_tree_auprc.fit(X=X, y=y, y_pred=y_pred)

# Visualize the tree
tree_dot = pasi_tree_auc.tree.export_graphviz(feature_names=list(X.columns))
# You can visualize the DOT string using tools like graphviz

# Get subgroup-specific accuracy predictions
subgroup_accuracies = pasi_tree_auc.predict(X)

Accuracy Measures

AUC (Area Under the ROC Curve)

The package implements AUC calculation with variance estimation using the DeLong method. This provides statistically rigorous confidence intervals.

AUPRC (Area Under the Precision-Recall Curve)

AUPRC is especially useful for imbalanced datasets. The implementation uses bootstrap resampling to estimate variance and confidence intervals.

Individual-level Accuracy

For regression or custom metrics, you can provide individual-level accuracy values for each sample.

Advanced Usage

Pruning Trees

# Prune the tree using cross-validation to avoid overfitting
pasi_tree_auc.select_pruned_tree(X, y=y, y_pred=y_pred, n_fold=5)

# The pruned tree is accessible through
pruned_tree = pasi_tree_auc.pruned_tree

Test Set Evaluation

# Evaluate identified subgroups on a test set
pasi_tree_auc.test_eval(X_test, y=y_test, y_pred=y_pred_test)

Citation

If you use this package in your research, please cite:

[Citation information will be added here]

License

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