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models.py
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271 lines (200 loc) · 10.2 KB
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import os
import json
import numpy as np
import pandas as pd
import GPy
import gurobipy as gp
from gurobipy import GRB
from data_generation import load_data
from utils import *
def min_noise(papers, reviewers, cardinal=False, top_percent=0.1, constr='linear'):
n_paper = len(papers)
paper_per = len(reviewers[0]["paper_indices"])
eps_len = len(reviewers) * paper_per
try:
m = gp.Model("minnoise")
x = m.addMVar(n_paper, name="x")
eps = m.addMVar(eps_len, lb=-100, name="eps")
m.setObjective(eps @ eps, GRB.MINIMIZE)
# construct ordinal constraint
for rev_idx, rev in enumerate(reviewers):
indices = rev["paper_indices"]
scores = rev["rev_scores"]
base_idx = rev_idx * paper_per
for i in range(len(indices)-1):
j = i+1
idx_i, idx_j = indices[i], indices[j]
assert scores[i] <= scores[j]
idx_eps_i, idx_eps_j = base_idx + i, base_idx + j
m.addConstr((x[idx_j] + eps[idx_eps_j]) - (x[idx_i] + eps[idx_eps_i]) >= (scores[j] - scores[i]) / 10)
if cardinal:
m.addConstr(x <= 1000)
for rev_idx, rev in enumerate(reviewers):
pairs = list(zip(rev["paper_indices"], rev["rev_scores"]))
for i in range(len(pairs)-2):
j = i+1
k = i+2
idx1, y1 = pairs[i]
idx2, y2 = pairs[j]
idx3, y3 = pairs[k]
assert y3 >= y2
assert y2 >= y1
if y3 == y2 or y2 == y1:
continue
mul1 = 1 / (y2 - y1 + 0)
mul2 = 1 / (y3 - y2 + 0)
# convexity constraint
base_idx = rev_idx * paper_per
idx_eps1 = base_idx + i
idx_eps2 = base_idx + j
idx_eps3 = base_idx + k
if constr == 'linear':
m.addConstr((x[idx2]+eps[idx_eps2]-x[idx1]-eps[idx_eps1]) * mul1 == (x[idx3]+eps[idx_eps3]-x[idx2]-eps[idx_eps2]) * mul2)
elif constr == 'convex':
m.addConstr((x[idx2]+eps[idx_eps2]-x[idx1]-eps[idx_eps1]) * mul1 >= (x[idx3]+eps[idx_eps3]-x[idx2]-eps[idx_eps2]) * mul2)
elif constr == 'concave':
m.addConstr((x[idx2]+eps[idx_eps2]-x[idx1]-eps[idx_eps1]) * mul1 <= (x[idx3]+eps[idx_eps3]-x[idx2]-eps[idx_eps2]) * mul2)
elif constr == 'mix':
if rev_idx <= 333:
m.addConstr((x[idx2]+eps[idx_eps2]-x[idx1]-eps[idx_eps1]) * mul1 <= (x[idx3]+eps[idx_eps3]-x[idx2]-eps[idx_eps2]) * mul2)
elif rev_idx <= 666:
m.addConstr((x[idx2]+eps[idx_eps2]-x[idx1]-eps[idx_eps1]) * mul1 >= (x[idx3]+eps[idx_eps3]-x[idx2]-eps[idx_eps2]) * mul2)
elif constr == 'mono25' and rev_idx >= 250:
m.addConstr((x[idx2]+eps[idx_eps2]-x[idx1]-eps[idx_eps1]) * mul1 == (x[idx3]+eps[idx_eps3]-x[idx2]-eps[idx_eps2]) * mul2)
elif constr == 'mono50' and rev_idx >= 500:
m.addConstr((x[idx2]+eps[idx_eps2]-x[idx1]-eps[idx_eps1]) * mul1 == (x[idx3]+eps[idx_eps3]-x[idx2]-eps[idx_eps2]) * mul2)
elif constr == 'mono75' and rev_idx >= 750:
m.addConstr((x[idx2]+eps[idx_eps2]-x[idx1]-eps[idx_eps1]) * mul1 == (x[idx3]+eps[idx_eps3]-x[idx2]-eps[idx_eps2]) * mul2)
m.params.OutputFlag = 0
m.optimize()
if m.status == 13:
print("program returns a suboptimal solution")
elif m.status != 2:
print("program cannot be optimized with status", m.status)
x = np.asarray([m.getVarByName("x[{}]".format(i)).x for i in range(n_paper)])
eps = np.asarray([m.getVarByName("eps[{}]".format(i)).x for i in range(eps_len)])
top_indices = np.argsort(x)[-int(n_paper * top_percent):]
return m.objVal, x, top_indices
except gp.GurobiError as e:
print('Error code ' + str(e.errno) + ": " + str(e))
except AttributeError:
print('Encountered an attribute error')
def LSC_mono(papers, reviewers, top_percent=0.1, constr='linear'):
result = min_noise(papers, reviewers, False, top_percent, constr)
if result is None:
return 0, 0, 0, 0
obj, x, top_indices = result
model_score, model_acc = process_top_indices(papers, top_indices)
ranking_scores = ranking_metric(x, top_percent)
return model_score, model_acc, x, ranking_scores
def LSC_card(papers, reviewers, top_percent=0.1, constr='linear'):
result = min_noise(papers, reviewers, True, top_percent, constr)
if result is None:
return 0, 0, 0, 0
obj, x, top_indices = result
model_score, model_acc = process_top_indices(papers, top_indices)
ranking_scores = ranking_metric(x, top_percent)
return model_score, model_acc, x, ranking_scores
def qp_linear(papers, reviewers, cardinal=False, top_percent=0.1, constr='linear'):
n_paper = len(papers)
n_rev = len(reviewers)
paper_per = len(reviewers[0]["paper_indices"])
eps_len = len(reviewers) * paper_per
try:
m = gp.Model("minnoise")
x = m.addMVar(n_paper, ub=100, name="x")
p = m.addMVar(n_rev, name="p")
q = m.addMVar(n_rev, lb=-10)
eps = m.addMVar(eps_len, lb=-100, name="eps")
m.addConstr(p.sum() == n_rev)
m.addConstr(p >= 0)
m.setObjective(eps @ eps, GRB.MINIMIZE)
for rev_idx, rev in enumerate(reviewers):
indices = rev["paper_indices"]
scores = rev["rev_scores"]
base_idx = rev_idx * paper_per
for i in range(len(indices)):
idx_i, yi = indices[i], scores[i]
idx_eps_i = base_idx + i
m.addConstr(eps[idx_eps_i] == yi * p[rev_idx] - q[rev_idx] - x[idx_i] )
m.params.OutputFlag = 0
m.optimize()
if m.status == 13:
print("program returns a suboptimal solution")
elif m.status != 2:
print("program cannot be optimized with status", m.status)
x = np.asarray([m.getVarByName("x[{}]".format(i)).x for i in range(n_paper)])
eps = np.asarray([m.getVarByName("eps[{}]".format(i)).x for i in range(eps_len)])
top_indices = np.argsort(x)[-int(n_paper * top_percent):]
return m.objVal, x, top_indices
except gp.GurobiError as e:
print('Error code ' + str(e.errno) + ": " + str(e))
except AttributeError:
print('Encountered an attribute error')
def QP(papers, reviewers, top_percent=0.1, constr='linear'):
result = qp_linear(papers, reviewers, True, top_percent)
if result is None:
return 0, 0, 0, 0
obj, x, top_indices = result
model_score, model_acc = process_top_indices(papers, top_indices)
ranking_scores = ranking_metric(x, top_percent)
return model_score, model_acc, x, ranking_scores
def bayesian(papers, reviewers, top_percent=0.1, constr=None):
### Bayesian model from Ge et al.
try:
data = []
paper_idx = 0
for paper in papers:
paper_idx += 1
truequality = paper['true_score']
for reviewer_idx, score in zip(paper['reviewers'], paper['rev_scores']):
data.append( [str(paper_idx), str(reviewer_idx+10000), score, truequality] )
reviews = pd.DataFrame(data, columns=[ "PaperID","Email","Quality","TrueQuality" ])
mu = reviews.Quality.mean()
r = reviews
X1 = pd.get_dummies(r.PaperID)
X1 = X1[sorted(X1.columns, key=int)]
X2 = pd.get_dummies(r.Email)
X2 = X2[sorted(X2.columns, key=str.lower)]
y = reviews.Quality - mu
X = X1.join(X2)
kern1 = GPy.kern.Linear(input_dim=len(X1.columns), active_dims=np.arange(len(X1.columns)))
kern1.name = 'K_f'
kern2 = GPy.kern.Linear(input_dim=len(X2.columns), active_dims=np.arange(len(X1.columns), len(X.columns)))
kern2.name = 'K_b'
model = GPy.models.GPRegression(X, y[:, None], kern1+kern2)
model.optimize()
alpha_f = model.sum.K_f.variances
alpha_b = model.sum.K_b.variances/alpha_f
sigma2 = model.Gaussian_noise.variance/alpha_f
K_f = np.dot(X1, X1.T)
K_b = alpha_b*np.dot(X2, X2.T)
K = K_f + K_b + sigma2*np.eye(X2.shape[0])
Kinv, L, Li, logdet = GPy.util.linalg.pdinv(K) # since we have GPy loaded in use their positive definite inverse.
y = reviews.Quality - mu
alpha = np.dot(Kinv, y)
yTKinvy = np.dot(y, alpha)
alpha_f = yTKinvy/len(y)
ll = 0.5*len(y)*np.log(2*np.pi*alpha_f) + 0.5*logdet + 0.5*yTKinvy/alpha_f
K_s = K_f + np.eye(K_f.shape[0])*sigma2
s = pd.Series(np.dot(K_s, alpha) + mu, index=X1.index)
covs = alpha_f*(K_s - np.dot(K_s, np.dot(Kinv, K_s)))
number_accepts = int(top_percent * len(papers))
score = np.random.multivariate_normal(mean=s, cov=covs, size=1000).T
paper_score = pd.DataFrame(np.dot(np.diag(1./X1.sum(0)), np.dot(X1.T, score)), index=X1.columns)
prob_accept = ((paper_score>paper_score.quantile(1-(float(number_accepts)/paper_score.shape[0]))).sum(1)/1000)
prob_accept.name = 'AcceptProbability'
raw_score = pd.DataFrame(np.dot(np.diag(1./X1.sum(0)), np.dot(X1.T, r.Quality)), index=X1.columns)
true_score = pd.DataFrame(np.dot(np.diag(1./X1.sum(0)), np.dot(X1.T, r.TrueQuality)), index=X1.columns)
s1 = prob_accept.nlargest(number_accepts)
s2 = true_score.nlargest(number_accepts, 0)
c1 = s1.index.intersection(s2.index)
model_acc = len(c1)/number_accepts
# model_score = np.sum(true_score.loc[s1.index].to_numpy())
model_score = np.average(true_score.loc[s1.index].to_numpy())
x = prob_accept.to_numpy()
ranking_scores = ranking_metric(x, top_percent)
except:
print("Encountered an error")
return 0, 0, 0, 0
return model_score, model_acc, x, ranking_scores