import scipy.stats import scipy import warnings import torch from model import DelphiConfig, Delphi from tqdm import tqdm import pandas as pd import numpy as np import argparse from utils import get_batch, get_p2i from pathlib import Path def auc(x1, x2): n1 = len(x1) n2 = len(x2) R1 = np.concatenate([x1, x2]).argsort().argsort()[:n1].sum() + n1 U1 = n1 * n2 + 0.5 * n1 * (n1 + 1) - R1 if n1 == 0 or n2 == 0: return np.nan return U1 / n1 / n2 def get_common_diseases(delphi_labels, filter_min_total=100): chapters_of_interest = [ "I. Infectious Diseases", "II. Neoplasms", "III. Blood & Immune Disorders", "IV. Metabolic Diseases", "V. Mental Disorders", "VI. Nervous System Diseases", "VII. Eye Diseases", "VIII. Ear Diseases", "IX. Circulatory Diseases", "X. Respiratory Diseases", "XI. Digestive Diseases", "XII. Skin Diseases", "XIII. Musculoskeletal Diseases", "XIV. Genitourinary Diseases", "XV. Pregnancy & Childbirth", "XVI. Perinatal Conditions", "XVII. Congenital Abnormalities", "Death", ] labels_df = delphi_labels[ delphi_labels["ICD-10 Chapter (short)"].isin(chapters_of_interest) * (delphi_labels["count"] > filter_min_total) ] return labels_df["index"].tolist() def optimized_bootstrapped_auc_gpu(case, control, n_bootstrap=1000): """ Computes bootstrapped AUC estimates using PyTorch on CUDA. Parameters: case: 1D tensor of scores for positive cases control: 1D tensor of scores for controls n_bootstrap: Number of bootstrap replicates Returns: Tensor of shape (n_bootstrap,) containing AUC for each bootstrap replicate """ if not torch.cuda.is_available(): raise RuntimeError("CUDA is not available. This function requires a GPU.") # Convert inputs to CUDA tensors if not torch.is_tensor(case): case = torch.tensor(case, device="cuda", dtype=torch.float32) else: case = case.to("cuda", dtype=torch.float32) if not torch.is_tensor(control): control = torch.tensor(control, device="cuda", dtype=torch.float32) else: control = control.to("cuda", dtype=torch.float32) n_case = case.size(0) n_control = control.size(0) total = n_case + n_control # Generate bootstrap samples boot_idx_case = torch.randint(0, n_case, (n_bootstrap, n_case), device="cuda") boot_idx_control = torch.randint(0, n_control, (n_bootstrap, n_control), device="cuda") boot_case = case[boot_idx_case] boot_control = control[boot_idx_control] combined = torch.cat([boot_case, boot_control], dim=1) # Mask to identify case entries mask = torch.zeros((n_bootstrap, total), dtype=torch.bool, device="cuda") mask[:, :n_case] = True # Compute ranks and AUC ranks = combined.argsort(dim=1).argsort(dim=1) case_ranks_sum = torch.sum(ranks.float() * mask.float(), dim=1) min_case_rank_sum = n_case * (n_case - 1) / 2.0 U = case_ranks_sum - min_case_rank_sum aucs = U / (n_case * n_control) return aucs.cpu().tolist() # AUC comparison adapted from # https://github.com/Netflix/vmaf/ def compute_midrank(x): """Computes midranks. Args: x - a 1D numpy array Returns: array of midranks """ J = np.argsort(x) Z = x[J] N = len(x) T = np.zeros(N, dtype=np.float32) i = 0 while i < N: j = i while j < N and Z[j] == Z[i]: j += 1 T[i:j] = 0.5 * (i + j - 1) i = j T2 = np.empty(N, dtype=np.float32) # Note(kazeevn) +1 is due to Python using 0-based indexing # instead of 1-based in the AUC formula in the paper T2[J] = T + 1 return T2 def fastDeLong(predictions_sorted_transposed, label_1_count): """ The fast version of DeLong's method for computing the covariance of unadjusted AUC. Args: predictions_sorted_transposed: a 2D numpy.array[n_classifiers, n_examples] sorted such as the examples with label "1" are first Returns: (AUC value, DeLong covariance) Reference: @article{sun2014fast, title={Fast Implementation of DeLong's Algorithm for Comparing the Areas Under Correlated Receiver Operating Characteristic Curves}, author={Xu Sun and Weichao Xu}, journal={IEEE Signal Processing Letters}, volume={21}, number={11}, pages={1389--1393}, year={2014}, publisher={IEEE} } """ # Short variables are named as they are in the paper m = label_1_count n = predictions_sorted_transposed.shape[1] - m positive_examples = predictions_sorted_transposed[:, :m] negative_examples = predictions_sorted_transposed[:, m:] k = predictions_sorted_transposed.shape[0] tx = np.empty([k, m], dtype=np.float32) ty = np.empty([k, n], dtype=np.float32) tz = np.empty([k, m + n], dtype=np.float32) for r in range(k): tx[r, :] = compute_midrank(positive_examples[r, :]) ty[r, :] = compute_midrank(negative_examples[r, :]) tz[r, :] = compute_midrank(predictions_sorted_transposed[r, :]) aucs = tz[:, :m].sum(axis=1) / m / n - float(m + 1.0) / 2.0 / n v01 = (tz[:, :m] - tx[:, :]) / n v10 = 1.0 - (tz[:, m:] - ty[:, :]) / m sx = np.cov(v01) sy = np.cov(v10) delongcov = sx / m + sy / n return aucs, delongcov def compute_ground_truth_statistics(ground_truth): assert np.array_equal(np.unique(ground_truth), [0, 1]) order = (-ground_truth).argsort() label_1_count = int(ground_truth.sum()) return order, label_1_count def get_auc_delong_var(healthy_scores, diseased_scores): """ Computes ROC AUC value and variance using DeLong's method Args: healthy_scores: Values for class 0 (healthy/controls) diseased_scores: Values for class 1 (diseased/cases) Returns: AUC value and variance """ # Create ground truth labels (1 for diseased, 0 for healthy) ground_truth = np.array([1] * len(diseased_scores) + [0] * len(healthy_scores)) predictions = np.concatenate([diseased_scores, healthy_scores]) # Compute statistics needed for DeLong method order, label_1_count = compute_ground_truth_statistics(ground_truth) predictions_sorted_transposed = predictions[np.newaxis, order] # Calculate AUC and covariance aucs, delongcov = fastDeLong(predictions_sorted_transposed, label_1_count) assert len(aucs) == 1, "There is a bug in the code, please forward this to the developers" return aucs[0], delongcov def get_calibration_auc(j, k, d, p, offset=365.25, age_groups=range(45, 80, 5), precomputed_idx=None, n_bootstrap=1, use_delong=False): age_step = age_groups[1] - age_groups[0] # Indexes of cases with disease k wk = np.where(d[2] == k) if len(wk[0]) < 2: return None # For controls, we need to exclude cases with disease k wc = np.where((d[2] != k) * (~(d[2] == k).any(-1))[..., None]) wall = (np.concatenate([wk[0], wc[0]]), np.concatenate([wk[1], wc[1]])) # All cases and controls # We need to take into account the offset t and use the tokens for prediction that are at least t before the event if precomputed_idx is None: pred_idx = (d[1][wall[0]] <= d[3][wall].reshape(-1, 1) - offset).sum(1) - 1 else: pred_idx = precomputed_idx[wall] # It's actually much faster to precompute this z = d[1][(wall[0], pred_idx)] # Times of the tokens for prediction z = z[pred_idx != -1] zk = d[3][wall] # Target times zk = zk[pred_idx != -1] # x = np.exp(p[..., j][(wall[0], pred_idx)]) * 365.25 # x = 1 - np.exp(-x * age_step) # the function is monotinic, so we don't need to do this for the AUC x = p[..., j][(wall[0], pred_idx)] x = x[pred_idx != -1] wk = (wk[0][pred_idx[: len(wk[0])] != -1], wk[1][pred_idx[: len(wk[0])] != -1]) p_idx = wall[0][pred_idx != -1] out = [] for i, aa in enumerate(age_groups): a = np.logical_and(z / 365.25 >= aa, z / 365.25 < aa + age_step) # Optionally, add extra filtering on the time difference, for example: # a *= (zk - z < 365.25) selected_groups = p_idx[a] perm = np.random.permutation(len(selected_groups)) _, indices = np.unique(selected_groups[perm], return_index=True) indices = perm[indices] selected = np.zeros(np.sum(a), dtype=bool) selected[indices] = True a[a] = selected control = x[len(wk[0]) :][a[len(wk[0]) :]] case = x[: len(wk[0])][a[: len(wk[0])]] if len(control) == 0 or len(case) == 0: continue if use_delong: auc_value_delong, auc_variance_delong = get_auc_delong_var(control, case) auc_delong_dict = {"auc_delong": auc_value_delong, "auc_variance_delong": auc_variance_delong} else: auc_delong_dict = {} if n_bootstrap > 1: aucs_bootstrapped = optimized_bootstrapped_auc_gpu(case, control, n_bootstrap) for bootstrap_idx in range(n_bootstrap): y = auc_value_delong if n_bootstrap == 1 else aucs_bootstrapped[bootstrap_idx] out_item = { "token": k, "auc": y, "age": aa, "n_healthy": len(control), "n_diseased": len(case), } out.append(out_item | auc_delong_dict) if n_bootstrap > 1: out_item["bootstrap_idx"] = bootstrap_idx return out # New internal function that performs the AUC evaluation pipeline. def evaluate_auc_pipeline( model, d100k, output_path, delphi_labels, diseases_of_interest=None, filter_min_total=100, disease_chunk_size=200, age_groups=np.arange(40, 80, 5), offset=0.1, batch_size=128, device="cpu", seed=1337, n_bootstrap=1, meta_info={}, ): """ Runs the AUC evaluation pipeline. Args: model (torch.nn.Module): The loaded model set to eval(). d100k (tuple): Data batch from get_batch. delphi_labels (pd.DataFrame): DataFrame with label info (token names, etc. "delphi_labels_chapters_colours_icd.csv"). output_path (str | None): Directory where CSV files will be written. If None, files will not be saved. diseases_of_interest (np.ndarray or list, optional): If provided, these disease indices are used. filter_min_total (int): Minimum total token count to include a token. disease_chunk_size (int): Maximum chunk size for processing diseases. age_groups (np.ndarray): Age groups to use in calibration. offset (float): Offset used in get_calibration_auc. batch_size (int): Batch size for model forwarding. device (str): Device identifier. seed (int): Random seed for reproducibility. n_bootstrap (int): Number of bootstrap samples. (1 for no bootstrap) Returns: tuple: (df_auc_unpooled, df_auc, df_both) DataFrames. """ assert n_bootstrap > 0, "n_bootstrap must be greater than 0" # Set random seeds torch.manual_seed(seed) torch.cuda.manual_seed(seed) # Get common diseases if diseases_of_interest is None: diseases_of_interest = get_common_diseases(delphi_labels, filter_min_total) # Split diseases into chunks for processing num_chunks = (len(diseases_of_interest) + disease_chunk_size - 1) // disease_chunk_size diseases_chunks = np.array_split(diseases_of_interest, num_chunks) # Precompute prediction indices for calibration pred_idx_precompute = (d100k[1][:, :, np.newaxis] < d100k[3][:, np.newaxis, :] - offset).sum(1) - 1 all_aucs = [] tqdm_options = {"desc": "Processing disease chunks", "total": len(diseases_chunks)} for disease_chunk_idx, diseases_chunk in tqdm(enumerate(diseases_chunks), **tqdm_options): p100k = [] model.to(device) with torch.no_grad(): # Process the evaluation data in batches for dd in tqdm( zip(*[torch.split(x, batch_size) for x in d100k]), desc=f"Model inference, chunk {disease_chunk_idx}", total=d100k[0].shape[0] // batch_size + 1, ): dd = [x.to(device) for x in dd] outputs = model(*dd)[0].cpu().detach().numpy() # Keep only the columns corresponding to the current disease chunk p100k.append(outputs[:, :, diseases_chunk].astype("float16")) # enough to store logits, but not rates p100k = np.vstack(p100k) # Loop over each disease (token) in the current chunk, sexes separately for sex, sex_idx in [("female", 2), ("male", 3)]: sex_mask = ((d100k[0] == sex_idx).sum(1) > 0).cpu().detach().numpy() p_sex = p100k[sex_mask] d100k_sex = [d_[sex_mask].cpu().detach().numpy() for d_ in d100k] precomputed_idx_subset = pred_idx_precompute[sex_mask].cpu().detach().numpy() for j, k in tqdm( list(enumerate(diseases_chunk)), desc=f"Processing diseases in chunk {disease_chunk_idx}, {sex}" ): # Get calibration AUC for the current disease token. out = get_calibration_auc( j, k, d100k_sex, p_sex, age_groups=age_groups, offset=offset, precomputed_idx=precomputed_idx_subset, n_bootstrap=n_bootstrap, use_delong=True, ) if out is None: # print(f"No data for disease {k} and sex {sex}") continue for out_item in out: out_item["sex"] = sex all_aucs.append(out_item) df_auc_unpooled = pd.DataFrame(all_aucs) for key, value in meta_info.items(): df_auc_unpooled[key] = value delphi_labels_subset = delphi_labels[['index', 'ICD-10 Chapter (short)', 'name', 'color', 'count']] df_auc_unpooled_merged = df_auc_unpooled.merge(delphi_labels_subset, left_on="token", right_on="index", how="inner") def aggregate_age_brackets_delong(group): # For normal distributions, when averaging n of them: # The variance of the sum is the sum of variances # The variance of the average is the sum of variances divided by n^2 n = len(group) mean = group['auc_delong'].mean() # Since we're taking the average, divide combined variance by n^2 var = group['auc_variance_delong'].sum() / (n**2) return pd.Series({ 'auc': mean, 'auc_variance_delong': var, 'n_samples': n, 'n_diseased': group['n_diseased'].sum(), 'n_healthy': group['n_healthy'].sum(), }) print('Using DeLong method to calculate AUC confidence intervals..') df_auc = df_auc_unpooled.groupby(["token"]).apply(aggregate_age_brackets_delong).reset_index() df_auc_merged = df_auc.merge(delphi_labels, left_on="token", right_on="index", how="inner") if output_path is not None: Path(output_path).mkdir(exist_ok=True, parents=True) df_auc_merged.to_parquet(f"{output_path}/df_both.parquet", index=False) df_auc_unpooled_merged.to_parquet(f"{output_path}/df_auc_unpooled.parquet", index=False) return df_auc_unpooled_merged, df_auc_merged def main(): parser = argparse.ArgumentParser(description="Evaluate AUC") parser.add_argument("--input_path", type=str, help="Path to the dataset") parser.add_argument("--output_path", type=str, help="Path to the output") parser.add_argument("--model_ckpt_path", type=str, help="Path to the model weights") parser.add_argument("--no_event_token_rate", type=int, help="No event token rate") parser.add_argument( "--health_token_replacement_prob", default=0.0, type=float, help="Health token replacement probability" ) parser.add_argument("--dataset_subset_size", type=int, default=-1, help="Dataset subset size for evaluation") parser.add_argument("--n_bootstrap", type=int, default=1, help="Number of bootstrap samples") # Optional filtering/chunking parameters: parser.add_argument("--filter_min_total", type=int, default=100, help="Minimum total count to filter tokens") parser.add_argument("--disease_chunk_size", type=int, default=200, help="Chunk size for processing diseases") args = parser.parse_args() input_path = args.input_path output_path = args.output_path no_event_token_rate = args.no_event_token_rate health_token_replacement_prob = args.health_token_replacement_prob dataset_subset_size = args.dataset_subset_size # Create output folder if it doesn't exist. Path(output_path).mkdir(exist_ok=True, parents=True) device = "cuda" seed = 1337 # Load model checkpoint and initialize model. ckpt_path = args.model_ckpt_path checkpoint = torch.load(ckpt_path, map_location=device) conf = DelphiConfig(**checkpoint["model_args"]) model = Delphi(conf) state_dict = checkpoint["model"] model.load_state_dict(state_dict) model.eval() model = model.to(device) # Load training and validation data. val = np.fromfile(f"{input_path}/val.bin", dtype=np.uint32).reshape(-1, 3).astype(np.int64) val_p2i = get_p2i(val) if dataset_subset_size == -1: dataset_subset_size = len(val_p2i) # Get a subset batch for evaluation. d100k = get_batch( range(dataset_subset_size), val, val_p2i, select="left", block_size=80, device=device, padding="random", no_event_token_rate=no_event_token_rate, health_token_replacement_prob=health_token_replacement_prob, ) # Load labels (external) to be passed in. delphi_labels = pd.read_csv("delphi_labels_chapters_colours_icd.csv") # Call the internal evaluation function. df_auc_unpooled, df_auc_merged = evaluate_auc_pipeline( model, d100k, output_path, delphi_labels, diseases_of_interest=None, filter_min_total=args.filter_min_total, disease_chunk_size=args.disease_chunk_size, device=device, seed=seed, n_bootstrap=args.n_bootstrap, ) if __name__ == "__main__": main()