/optimal-sparse-survival-trees-public

Optimal Sparse Survival Trees

Primary LanguageC++

OSST Documentation

Implementation of Optimal Sparse Survival Tree (OSST). This is implemented based on Generalized Optimal Sparse Decision Tree framework (GOSDT).

Table of Content

Quick Start

Build and Installation

./autobuild --install-python

If you have multiple Python installations, please make sure to build and install using the same Python installation as the one intended for interacting with this library.

Fitting the Data

import gosdt

with open ("data.csv", "r") as data_file:
    data = data_file.read()

with open ("config.json", "r") as config_file:
    config = config_file.read()


print("Config:", config)
print("Data:", data)

gosdt.configure(config)
result = gosdt.fit(data)

print("Result: ", result)
print("Time (seconds): ", gosdt.time())
print("Iterations: ", gosdt.iterations())
print("Graph Size: ", gosdt.size())

Usage

Guide for end-users who want to use the library without modification.

Describes how to install and use the library as a stand-alone command-line program or as an embedded extension in a larger project. Currently supported as a Python extension.

Installing Dependencies

Refer to Dependency Installation

As a Stand-Alone Command Line Program

Installation

./autobuild --install

Executing the Program

gosdt dataset.csv config.json
# or 
cat dataset.csv | gosdt config.json >> output.json

For examples of dataset files, refer to experiments/datasets/aids/aids.csv. For an example configuration file, refer to experiments/configurations/config.json. For am example of creating reference model file, refer to python/train_reference.py For documentation on the configuration file, refer to Dependency Installation

As a Python Library with C++ Extensions

Build and Installation

./autobuild --install-python

If you have multiple Python installations, please make sure to build and install using the same Python installation as the one intended for interacting with this library.

Importing the C++ Extension

import gosdt

with open ("data.csv", "r") as data_file:
    data = data_file.read()

with open ("config.json", "r") as config_file:
    config = config_file.read()


print("Config:", config)
print("Data:", data)

gosdt.configure(config)
result = gosdt.fit(data)

print("Result: ", result)
print("Time (seconds): ", gosdt.time())
print("Iterations: ", gosdt.iterations())
print("Graph Size: ", gosdt.size())

Importing Extension with local Python Wrapper

import pandas as pd
import numpy as np
from model.gosdt import GOSDT

dataframe = pd.DataFrame(pd.read_csv("experiments/datasets/aids/aids.csv"))

X = dataframe[dataframe.columns[:-1]]
y = dataframe[dataframe.columns[-1:]]

hyperparameters = {
    "regularization": 0.01,
    "depth_budget": 5,
    "time_limit": 3600,
    "verbose": True,
}

model = GOSDT(hyperparameters)
model.fit(X, y)
print("Execution Time: {}".format(model.time))

prediction = model.predict(X)
training_accuracy = model.score(X, y)
print("Training IBS: {}".format(training_accuracy))
print(model.tree)

Configuration

Details on the configuration options.

gosdt dataset.csv config.json
# or
cat dataset.csv | gosdt config.json

Here the file config.json is optional. There is a default configuration which will be used if no such file is specified.

Configuration Description

The configuration file is a JSON object and has the following structure and default values:

{
  "bucketize": false,
  "number_of_buckets": 0,
  
  "diagnostics": false,
  "verbose": true,

  "regularization": 0.01,
  "depth_budget": 5,
  "uncertainty_tolerance": 0.0,
  "upperbound": 0.0,
  "minimum_captured_points": 7,
  
  "model_limit": 10000,
  "precision_limit": 0,
  "stack_limit": 0,
  "tile_limit": 0,
  "time_limit": 0,
  "worker_limit": 1,

  "model": "",
  "profile": "",
  "timing": "",
  "trace": "",
  "tree": "",
  "datatset_encoding": "",
  "warm_LB": false,
  "path_to_labels": ""
}

Flags

warm_LB

  • Values: true or false
  • Description: Enables usage of reference model lower bound (user needs to specify the path to a fitted reference model, see parameter path_to_labels)
  • python/train_reference.py shows the way to train reference models and the format to store it into file.

bucketize

  • Values: true or false
  • Description: Enables bucketizing time points before training to avoid overfitting and speed up optimization. (We encourage set this to true when BOTH the number of samples is and the number of unique time points are large.)

diagnostics

  • Values: true or false
  • Description: Enables printing of diagnostic trace when an error is encountered to standard output.

verbose

  • Values: true or false
  • Description: Enables printing of configuration, progress, and results to standard output.

Tuners

regularization

  • Values: Decimal within range [0,1]
  • Description: Used to penalize complexity. A complexity penalty is added to the risk in the following way. 
    ComplexityPenalty = # Leaves x regularization

depth_budget

  • Values: Integer
  • Description: The maximum tree depth for solutions, counting a tree with just the root node as depth 1. 0 means unlimited.

uncertainty_tolerance

  • Values: Decimal within range [0,1]
  • Description: Used to allow early termination of the algorithm. Any models produced as a result are guaranteed to score within the lowerbound and upperbound at the time of termination. However, the algorithm does not guarantee that the optimal model is within the produced model unless the uncertainty value has reached 0.

upperbound

  • Values: Decimal within range [0,1]
  • Description: Used to limit the risk of model search space. This can be used to ensure that no models are produced if even the optimal model exceeds a desired maximum risk. This also accelerates learning if the upperbound is taken from the risk of a nearly optimal model.

minimum_captured_points

  • Values: Decimal within range [1,N]
  • Description: The minimum number of points required in each leaf node.

number_of_buckets

  • Values: Decimal within range [1,N'], where N' is the number of unique time points in the dataset.
  • Description: The number of buckets to use if bucketize is set to true.

Limits

model_limit

  • Values: Decimal greater than or equal to 0
  • Description: The maximum number of models that will be extracted into the output.
  • Special Cases: When set to 0, no output is produced.

precision_limit

  • Values: Decimal greater than or equal to 0
  • Description: The maximum number of significant figures considered when converting ordinal features into binary features.
  • Special Cases: When set to 0, no limit is imposed.

stack_limit

  • Values: Decimal greater than or equal to 0
  • Description: The maximum number of bytes considered for use when allocating local buffers for worker threads.
  • Special Cases: When set to 0, all local buffers will be allocated from the heap.

tile_limit

  • Values: Decimal greater than or equal to 0
  • Description: The maximum number of bits used for the finding tile-equivalence
  • Special Cases: When set to 0, no tiling is performed.

time_limit

  • Values: Decimal greater than or equal to 0
  • Description: A time limit upon which the algorithm will terminate. If the time limit is reached, the algorithm will terminate with an error.
  • Special Cases: When set to 0, no time limit is imposed.

worker_limit

  • Values: Decimal greater than or equal to 1
  • Description: The maximum number of threads allocated to executing th algorithm.
  • Special Cases: When set to 0, a single thread is created for each core detected on the machine.

Files

model

  • Values: string representing a path to a file.
  • Description: The output models will be written to this file.
  • Special Case: When set to empty string, no model will be stored.

profile

  • Values: string representing a path to a file.
  • Description: Various analytics will be logged to this file.
  • Special Case: When set to empty string, no analytics will be stored.

timing

  • Values: string representing a path to a file.
  • Description: The training time will be appended to this file.
  • Special Case: When set to empty string, no training time will be stored.

trace

  • Values: string representing a path to a directory.
  • Description: snapshots used for trace visualization will be stored in this directory
  • Special Case: When set to empty string, no snapshots are stored.

tree

  • Values: string representing a path to a directory.
  • Description: snapshots used for trace-tree visualization will be stored in this directory
  • Special Case: When set to empty string, no snapshots are stored.

path_to_labels

  • Values: string representing a path to a file.
  • Description: A file contains the IBS loss from a reference model. The format is a N by 1 vector, where each element represents the proportion of IBS loss contributed by each individual sample in the reference model. (see example file churn_reference.tmp under the root directory.)

Development

Guide for developers who want to use, modify and test the library.

Describes how to install and use the library with details on project structure.

Repository Structure

  • notebooks - interactive notebooks for examples and visualizations
  • experiments - configurations, datasets, and models to run experiments
  • doc - documentation
  • python - code relating to the Python implementation and wrappers around C++ implementation
  • auto - automations for checking and installing project dependencies
  • dist - compiled binaries for distribution
  • build - compiled binary objects and other build artifacts
  • lib - headers for external libraries
  • log - log files
  • src - source files
  • test - test files

Installing Dependencies

Refer to Dependency Installation

Build Process

  • Check Updates to the Dependency Tests or Makefile 
    ./autobuild --regenerate
  • Check for Missing Dependencies 
    ./autobuild --configure --enable-tests
  • Build and Run Test Suite 
    ./autobuild --test
  • Build and Install Program 
    ./autobuild --install --enable-tests
  • Run the Program 
    gosdt dataset.csv config.json
  • Build and Install the Python Extension 
    ./autobuild --install-python

For a full list of build options, run ./autobuild --help

Dependencies

List of external dependencies

The following dependencies need to be installed to build the program.

  • Boost - Collection of portable C++ source libraries
  • GMP - Collection of functions for high-precision artihmetics
  • Intel TBB - Rich and complete approach to parallelism in C++
  • WiredTiger - WiredTiger is an high performance, scalable, production quality, NoSQL, Open Source extensible platform for data management
  • OpenCL(Optional) - A framework for execution across heterogeneous hardware accelerators.

Bundled Dependencies

The following dependencies are included as part of the repository, thus requiring no additional installation.

Installation

Install these using your system package manager. There are also installation scripts provided for your convenience: trainer/auto

These currently support interface with brew and apt

  • Boost - auto/boost.sh --install
  • GMP - auto/gmp.sh --install
  • Intel TBB - auto/tbb.sh --install
  • WiredTiger - auto/wiredtiger.sh --install
  • OpenCL - auto/opencl.sh --install