[WIP] Add new scorer: MaNoScorer

README.md

@@ -50,7 +50,7 @@ The following algorithms are currently implemented.
 
 Any methods that can be cast as an adaptation of the input data can be used in one of two ways:
 - a scikit-learn transformer (Adapter) which provides both a full Classifier/Regressor estimator
- - or an `Adapter` that can be used in a DA pipeline with `make_da_pipeline`. 
+ - or an `Adapter` that can be used in a DA pipeline with `make_da_pipeline`.
  Refer to the examples below and visit [the gallery](https://scikit-adaptation.github.io/auto_examples/index.html)for more details.
 
 ### Deep learning domain adaptation algorithms
@@ -84,7 +84,7 @@ details, please refer to this [example](https://scikit-adaptation.github.io/auto
 First, the DA data in the SKADA API is stored in the following format:
 
 ```python
-X, y, sample_domain 
+X, y, sample_domain
 ```
 
 Where `X` is the input data, `y` is the target labels and `sample_domain` is the
@@ -112,7 +112,7 @@ pipe = make_da_pipeline(StandardScaler(), CORALAdapter(), LogisticRegression())
 pipe.fit(X, y, sample_domain=sample_domain) # sample_domain passed by name
 ```
 
-Please note that for `Adapter` classes that implement sample reweighting, the 
+Please note that for `Adapter` classes that implement sample reweighting, the
 subsequent classifier/regressor must require sample_weights as input. This is
 done with the `set_fit_requires` method. For instance, with `LogisticRegression`, you
 would use `LogisticRegression().set_fit_requires('sample_weight')`:
@@ -143,7 +143,7 @@ cv = SourceTargetShuffleSplit()
 scorer = PredictionEntropyScorer()
 
 # cross val score
-scores = cross_val_score(pipe, X, y, params={'sample_domain': sample_domain}, 
+scores = cross_val_score(pipe, X, y, params={'sample_domain': sample_domain},
                          cv=cv, scoring=scorer)
 
 # grid search
@@ -239,8 +239,10 @@ The library is distributed under the 3-Clause BSD license.
 
 [33] Kang, G., Jiang, L., Yang, Y., & Hauptmann, A. G. (2019). [Contrastive Adaptation Network for Unsupervised Domain Adaptation](https://arxiv.org/abs/1901.00976). In Proceedings of the IEEE/CVF Conference on Computer Vision and Pattern Recognition (pp. 4893-4902).
 
-[34] Jin, Ying, Wang, Ximei, Long, Mingsheng, Wang, Jianmin. [Minimum Class Confusion for Versatile Domain Adaptation](https://arxiv.org/pdf/1912.03699). ECCV, 2020. 
+[34] Jin, Ying, Wang, Ximei, Long, Mingsheng, Wang, Jianmin. [Minimum Class Confusion for Versatile Domain Adaptation](https://arxiv.org/pdf/1912.03699). ECCV, 2020.
 
 [35] Zhang, Y., Liu, T., Long, M., & Jordan, M. I. (2019). [Bridging Theory and Algorithm for Domain Adaptation](https://arxiv.org/abs/1904.05801). In Proceedings of the 36th International Conference on Machine Learning, (pp. 7404-7413).
 
 [36] Xiao, Zhiqing, Wang, Haobo, Jin, Ying, Feng, Lei, Chen, Gang, Huang, Fei, Zhao, Junbo.[SPA: A Graph Spectral Alignment Perspective for Domain Adaptation](https://arxiv.org/pdf/2310.17594). In Neurips, 2023.
+
+[37] Xie, Renchunzi, Odonnat, Ambroise, Feofanov, Vasilii, Deng, Weijian, Zhang, Jianfeng and An, Bo. [MaNo: Exploiting Matrix Norm for Unsupervised Accuracy Estimation Under Distribution Shifts](https://arxiv.org/pdf/2405.18979). In NeurIPS, 2024.

docs/source/all.rst

@@ -13,7 +13,7 @@ Main module :py:mod:`skada`
    :no-members:
    :no-inherited-members:
 
-Sample reweighting DA methods 
+Sample reweighting DA methods
 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
 
 .. .. autosummary::
@@ -211,6 +211,7 @@ DA metrics :py:mod:`skada.metrics`
    SoftNeighborhoodDensity
    CircularValidation
    MixValScorer
+   MaNoScorer
 
 
 Model Selection :py:mod:`skada.model_selection`

skada/deep/tests/test_deep_scorer.py

@@ -1,4 +1,5 @@
 # Author: Yanis Lalou <yanis.lalou@polytechnique.edu>
+#         Ambroise Odonnat <ambroiseodonnattechnologie@gmail.com>
 #
 # License: BSD 3-Clause
 
@@ -16,6 +17,7 @@
     CircularValidation,
     DeepEmbeddedValidation,
     ImportanceWeightedScorer,
+    MaNoScorer,
     MixValScorer,
     PredictionEntropyScorer,
     SoftNeighborhoodDensity,
@@ -29,6 +31,7 @@
         PredictionEntropyScorer(),
         SoftNeighborhoodDensity(),
         CircularValidation(),
+        MaNoScorer(),
         MixValScorer(),
         ImportanceWeightedScorer(),
     ],
@@ -66,6 +69,7 @@ def test_generic_scorer_on_deepmodel(scorer, da_dataset):
         PredictionEntropyScorer(),
         SoftNeighborhoodDensity(),
         DeepEmbeddedValidation(),
+        MaNoScorer(),
     ],
 )
 def test_generic_scorer(scorer, da_dataset):
@@ -101,6 +105,7 @@ def test_generic_scorer(scorer, da_dataset):
     [
         DeepEmbeddedValidation(),
         ImportanceWeightedScorer(),
+        MaNoScorer(),
     ],
 )
 def test_scorer_with_nd_features(scorer, da_dataset):
@@ -191,7 +196,14 @@ def test_dev_scorer_on_source_only(da_dataset):
     assert ~np.isnan(scores), "The score is computed"
 
 
-def test_dev_exception_layer_name(da_dataset):
+@pytest.mark.parametrize(
+    "scorer",
+    [
+        DeepEmbeddedValidation(),
+        MaNoScorer(),
+    ],
+)
+def test_exception_layer_name(scorer, da_dataset):
     X, y, sample_domain = da_dataset.pack_train(as_sources=["s"], as_targets=["t"])
     X_test, y_test, sample_domain_test = da_dataset.pack_test(as_targets=["t"])
 
@@ -209,4 +221,92 @@ def test_dev_exception_layer_name(da_dataset):
     estimator.fit(X, y, sample_domain=sample_domain)
 
     with pytest.raises(ValueError, match="The layer_name of the estimator is not set."):
-        DeepEmbeddedValidation()(estimator, X, y, sample_domain)
+        scorer(estimator, X, y, sample_domain)
+
+
+def test_mano_softmax(da_dataset):
+    X, y, sample_domain = da_dataset.pack_train(as_sources=["s"], as_targets=["t"])
+    X_test, y_test, sample_domain_test = da_dataset.pack_test(as_targets=["t"])
+
+    estimator = DeepCoral(
+        ToyModule2D(proba=True),
+        reg=1,
+        layer_name="dropout",
+        batch_size=10,
+        max_epochs=10,
+        train_split=None,
+    )
+
+    X = X.astype(np.float32)
+    X_test = X_test.astype(np.float32)
+
+    # without dict
+    estimator.fit(X, y, sample_domain=sample_domain)
+
+    estimator.predict(X_test, sample_domain=sample_domain_test, allow_source=True)
+    estimator.predict_proba(X, sample_domain=sample_domain, allow_source=True)
+
+    scorer = MaNoScorer(threshold=-1)
+    scorer(estimator, X, y, sample_domain)
+    print(scorer.chosen_normalization.lower())
+    assert (
+        scorer.chosen_normalization.lower() == "softmax"
+    ), "the wrong normalization was chosen"
+
+
+def test_mano_taylor(da_dataset):
+    X, y, sample_domain = da_dataset.pack_train(as_sources=["s"], as_targets=["t"])
+    X_test, y_test, sample_domain_test = da_dataset.pack_test(as_targets=["t"])
+
+    estimator = DeepCoral(
+        ToyModule2D(proba=True),
+        reg=1,
+        layer_name="dropout",
+        batch_size=10,
+        max_epochs=10,
+        train_split=None,
+    )
+
+    X = X.astype(np.float32)
+    X_test = X_test.astype(np.float32)
+
+    # without dict
+    estimator.fit(X, y, sample_domain=sample_domain)
+
+    estimator.predict(X_test, sample_domain=sample_domain_test, allow_source=True)
+    estimator.predict_proba(X, sample_domain=sample_domain, allow_source=True)
+
+    scorer = MaNoScorer(threshold=float("inf"))
+    scorer(estimator, X, y, sample_domain)
+    assert (
+        scorer.chosen_normalization.lower() == "taylor"
+    ), "the wrong normalization was chosen"
+
+
+def test_mano_output_range(da_dataset):
+    X, y, sample_domain = da_dataset.pack_train(as_sources=["s"], as_targets=["t"])
+    X_test, y_test, sample_domain_test = da_dataset.pack_test(as_targets=["t"])
+
+    estimator = DeepCoral(
+        ToyModule2D(proba=True),
+        reg=1,
+        layer_name="dropout",
+        batch_size=10,
+        max_epochs=10,
+        train_split=None,
+    )
+
+    X = X.astype(np.float32)
+    X_test = X_test.astype(np.float32)
+
+    # without dict
+    estimator.fit(X, y, sample_domain=sample_domain)
+
+    estimator.predict(X_test, sample_domain=sample_domain_test, allow_source=True)
+    estimator.predict_proba(X, sample_domain=sample_domain, allow_source=True)
+
+    scorer = MaNoScorer(threshold=float("inf"))
+    score = scorer(estimator, X, y, sample_domain)
+    assert (scorer._sign * score >= 0) and (
+        scorer._sign * score <= 1
+    ), "The output range should be [-1, 0] or [0, 1]."

skada/metrics.py

@@ -2,6 +2,7 @@
 #         Remi Flamary <remi.flamary@polytechnique.edu>
 #         Oleksii Kachaiev <kachayev@gmail.com>
 #         Yanis Lalou <yanis.lalou@polytechnique.edu>
+#         Ambroise Odonnat <ambroiseodonnattechnologie@gmail.com>
 #
 # License: BSD 3-Clause
 
@@ -396,6 +397,7 @@ def _score(self, estimator, X, y, sample_domain=None, **kwargs):
             )
 
         has_transform_method = False
+
         if not isinstance(estimator, Pipeline):
             # The estimator is a deep model
             if estimator.module_.layer_name is None:
@@ -782,3 +784,136 @@ def _score(self, estimator, X, y=None, sample_domain=None, **params):
             ice_score = ice_diff
 
         return self._sign * ice_score
+
+
+class MaNoScorer(_BaseDomainAwareScorer):
+    """
+    MaNo scorer inspired by [37]_, an approach for unsupervised accuracy estimation.
+
+    This scorer used the model's predictions on target data to estimate
+    the accuracy of the model. The original implementation in [37]_ is
+    tailored to neural networks and consist of three steps:
+    1) Recover target logits (inference step),
+    2) Normalize them as probabilities (e.g., with softmax),
+    3) Aggregate by averaging the p-norms of the target normalized logits.
+
+    To ensure compatibility with any estimator, we adapt the original implementation.
+    If the estimator is a neural network, follow 1) --> 2) --> 3) like in [37]_.
+    Else, directly use the probabilities predicted by the estimator and then do 3).
+
+    See [37]_ for details.
+
+    Parameters
+    ----------
+    p : int, default=4
+        Order for the p-norm normalization.
+        It must be non-negative.
+    threshold : int, default=5
+        Threshold value to determine which normalization to use.
+        If threshold <= 0, softmax normalization is always used.
+        See Eq.(6) of [37]_ for more details.
+    greater_is_better : bool, default=True
+        Whether higher scores are better.
+
+    Returns
+    -------
+    score : float in [0, 1] (or [-1, 0] depending on the value of self._sign).
+
+    References
+    ----------
+    .. [37] Renchunzi Xie et al. MaNo: Matrix Norm for Unsupervised Accuracy Estimation
+            under Distribution Shifts.
+            In NeurIPS, 2024.
+    """
+
+    def __init__(self, p=4, threshold=5, greater_is_better=True):
+        super().__init__()
+        self.p = p
+        self.threshold = threshold
+        self._sign = 1 if greater_is_better else -1
+        self.chosen_normalization = None
+
+        if self.p <= 0:
+            raise ValueError("The order of the p-norm must be positive")
+
+    def _score(self, estimator, X, y, sample_domain=None, **params):
+        if not hasattr(estimator, "predict_proba"):
+            raise AttributeError(
+                "The estimator passed should have a 'predict_proba' method. "
+                f"The estimator {estimator!r} does not."
+            )
+
+        X, y, sample_domain = check_X_y_domain(X, y, sample_domain, allow_nd=True)
+        source_idx = extract_source_indices(sample_domain)
+
+        # Check from y values if it is a classification problem
+        y_type = _find_y_type(y)
+        if y_type != Y_Type.DISCRETE:
+            raise ValueError("MaNo scorer only supports classification problems.")
+
+        if not isinstance(estimator, Pipeline):
+            # The estimator is a deep model
+            if estimator.module_.layer_name is None:
+                raise ValueError("The layer_name of the estimator is not set.")
+
+            # 1) Recover logits on target
+            logits = estimator.infer(X[~source_idx], **params).cpu().detach().numpy()
+
+            # 2) Normalize logits to obtain probabilities
+            criterion = self._get_criterion(logits)
+            proba = self._softrun(
+                logits=logits,
+                criterion=criterion,
+                threshold=self.threshold,
+            )
+        else:
+            # Directly recover predicted probabilities
+            proba = estimator.predict_proba(
+                X[~source_idx], sample_domain=sample_domain[~source_idx], **params
+            )
+
+        # 3) Aggregate following Eq.(2) of [37]_.
+        score = np.mean(proba**self.p) ** (1 / self.p)
+
+        return self._sign * score
+
+    def _get_criterion(self, logits):
+        """
+        Compute criterion to select the proper normalization.
+        See Eq.(6) of [1]_ for more details.
+        """
+        proba = self._stable_softmax(logits)
+        proba = np.log(proba)
+        divergence = -np.mean(proba)
+
+        return divergence
+
+    def _softrun(self, logits, criterion, threshold):
+        """Normalize the logits following Eq.(6) of [37]_."""
+        if criterion > threshold:
+            # Apply softmax normalization
+            outputs = self._stable_softmax(logits)
+            self.chosen_normalization = "softmax"
+        else:
+            # Apply Taylor approximation
+            outputs = self._taylor_softmax(logits)
+            self.chosen_normalization = "taylor"
+
+        return outputs
+
+    @staticmethod
+    def _stable_softmax(logits):
+        """Compute softmax function."""
+        logits -= np.max(logits, axis=1, keepdims=True)
+        exp_logits = np.exp(logits)
+        exp_logits /= np.sum(exp_logits, axis=1, keepdims=True)
+        return exp_logits
+
+    @staticmethod
+    def _taylor_softmax(logits):
+        """Compute Taylor approximation of order 2 of softmax."""
+        tay_logits = 1 + logits + logits**2 / 2
+        tay_logits -= np.min(tay_logits, axis=1, keepdims=True)
+        tay_logits /= np.sum(tay_logits, axis=1, keepdims=True)
+
+        return tay_logits