Greedy Sampling on the Feature Space (GSx)#

Idea: Greedy Sampling in the Feature Space (GSx) select those samples that increase the diversity of the feature space the most. It does this by selecting those features that are the furthest away from all previously labeled samples.

Google Colab Note: If the notebook fails to run after installing the needed packages, try to restart the runtime (Ctrl + M) under Runtime -> Restart session.

Notebook Dependencies

Uncomment the following cell to install all dependencies for this tutorial.

# !pip install scikit-activeml

import numpy as np
from matplotlib import pyplot as plt, animation
from scipy.stats import uniform

from skactiveml.utils import MISSING_LABEL, is_labeled

from skactiveml.regressor import NICKernelRegressor
from skactiveml.pool import GreedySamplingX

# Set a fixed random state for reproducibility.
random_state = np.random.RandomState(0)


def true_function(X_):
    """Compute the true underlying function."""
    return (X_**3 + 2 * X_**2 + X_ - 1).flatten()


# Generate samples.
n_samples = 100
X = np.concatenate(
    [
        uniform.rvs(0, 1.5, 9 * n_samples // 10, random_state=random_state),
        uniform.rvs(1.5, 0.5, n_samples // 10, random_state=random_state),
    ]
).reshape(-1, 1)

# Define noise: higher noise for X < 1 and lower otherwise.
noise = np.vectorize(
    lambda x: random_state.rand() * 1.5 if x < 1 else random_state.rand() * 0.5
)

# Build the dataset.
y_true = true_function(X) + noise(X).flatten()
y = np.full(shape=y_true.shape, fill_value=MISSING_LABEL)
X_test = np.linspace(0, 2, num=100).reshape(-1, 1)
y_test = true_function(X_test)

# Initialise the regressor.
reg = NICKernelRegressor(random_state=random_state, metric_dict={'gamma': 15.0})

# Initialise the query strategy.
qs = GreedySamplingX()

# Prepare the plotting area.
fig, (ax_1, ax_2) = plt.subplots(2, 1, sharex=True)
artists = []

# Active learning cycle.
n_cycles = 20
for c in range(n_cycles):
    # Fit the regressor using the current labels.
    reg.fit(X, y)

    # Query the next sample(s).
    query_idx = qs.query(X=X, y=y)

    # Record current plot elements.
    coll_old = list(ax_1.collections) + list(ax_2.collections)
    title = ax_1.text(
        0.5, 1.05,
        f"Prediction after acquiring {c} labels\n"
        f"Test R-squared score: {reg.score(X_test, y_test):.4f}",
        size=plt.rcParams["axes.titlesize"],
        ha="center",
        transform=ax_1.transAxes,
    )
    ax_1.set_xlabel('Sample')
    ax_1.set_ylabel('Target Value')
    ax_2.set_xlabel('Sample')
    ax_2.set_ylabel('Utility')

    # Compute utility values for the test candidates.
    _, utilities_test = qs.query(X=X, y=y, candidates=X_test, return_utilities=True)
    utilities_test = (utilities_test - utilities_test.min()).flatten()
    if np.any(utilities_test != utilities_test[0]):
        utilities_test /= utilities_test.max()

    # Plot utility information on the second axis.
    (utility_line,) = ax_2.plot(X_test, utilities_test, c="green")
    utility_fill = plt.fill_between(X_test.flatten(), utilities_test, color="green", alpha=0.3)

    # Plot the samples and their labels.
    is_lbld = is_labeled(y)
    ax_1.scatter(X[~is_lbld], y_true[~is_lbld], c="lightblue")
    ax_1.scatter(X[is_lbld], y[is_lbld], c="orange")

    # Predict and plot the regressor's output.
    y_pred = reg.predict(X_test)
    (prediction_line,) = ax_1.plot(X_test, y_pred, c="black")

    # Capture new plot elements.
    coll_new = list(ax_1.collections) + list(ax_2.collections)
    coll_new.append(title)
    artists.append(
        [x for x in coll_new if (x not in coll_old)]
        + [utility_line, utility_fill, prediction_line]
    )

    # Update labels for the queried sample.
    y[query_idx] = y_true[query_idx]

# Create an animation from the collected frames.
ani = animation.ArtistAnimation(fig, artists, interval=1000, blit=True)

../../../_images/pool_regression_legend1.png

References:

The implementation of this strategy is based on Wu et al.[1].

Total running time of the script: (0 minutes 5.645 seconds)

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Greedy Sampling on the Feature Space (GSx)#

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