from __future__ import annotations import math from dataclasses import dataclass from typing import Dict, Iterable, List, Literal, Optional, Sequence, Tuple import torch TieMode = Literal["exact", "approx"] def _stable_sort( x: torch.Tensor, *, dim: int, descending: bool, ) -> Tuple[torch.Tensor, torch.Tensor]: """Stable torch sort when available. Determinism notes: - When `stable=True` is supported by the installed PyTorch, we request it. - Otherwise we fall back to `torch.sort`. For identical inputs on the same device/runtime, this is typically deterministic, but tie ordering is not guaranteed to be stable across versions. """ try: return torch.sort(x, dim=dim, descending=descending, stable=True) except TypeError: return torch.sort(x, dim=dim, descending=descending) def _nanmean(x: torch.Tensor) -> torch.Tensor: mask = torch.isfinite(x) if not bool(mask.any()): return torch.tensor(float("nan"), device=x.device, dtype=x.dtype) return x[mask].mean() def _nanweighted_mean(x: torch.Tensor, w: torch.Tensor) -> torch.Tensor: x = x.to(torch.float32) w = w.to(torch.float32) mask = torch.isfinite(x) & torch.isfinite(w) & (w > 0) if not bool(mask.any()): return torch.tensor(float("nan"), device=x.device, dtype=torch.float32) ww = w[mask] return (x[mask] * ww).sum() / ww.sum() def _validate_binary_inputs(y_true: torch.Tensor, y_score: torch.Tensor) -> None: if y_true.ndim != 2 or y_score.ndim != 2: raise ValueError( f"Expected y_true and y_score to be 2D (N,K); got {tuple(y_true.shape)} and {tuple(y_score.shape)}" ) if tuple(y_true.shape) != tuple(y_score.shape): raise ValueError( f"Shape mismatch: y_true{tuple(y_true.shape)} vs y_score{tuple(y_score.shape)}" ) def brier_per_cause(y_true: torch.Tensor, y_score: torch.Tensor) -> torch.Tensor: """Brier score per cause. Args: y_true: (N,K) bool/int tensor y_score: (N,K) float tensor Returns: (K,) float32 tensor; NaN if N==0. """ _validate_binary_inputs(y_true, y_score) if y_true.numel() == 0: return torch.full((y_true.size(1),), float("nan"), device=y_true.device, dtype=torch.float32) yt = y_true.to(torch.float32) ys = y_score.to(torch.float32) return ((ys - yt) ** 2).mean(dim=0) def ici_per_cause_fixed_width( y_true: torch.Tensor, y_score: torch.Tensor, *, n_bins: int = 15, chunk_size: int = 128, ) -> torch.Tensor: """Integrated Calibration Index (ICI) via fixed-width bins on [0,1]. ICI per cause = E[ |p_bin - y_bin| ] where bin stats are computed over fixed-width probability bins. This is deterministic and GPU-friendly (scatter_add based). Returns: (K,) float32 tensor; NaN when N==0. """ _validate_binary_inputs(y_true, y_score) if int(n_bins) <= 1: raise ValueError("n_bins must be >= 2") device = y_true.device N, K = y_true.shape if N == 0: return torch.full((K,), float("nan"), device=device, dtype=torch.float32) yt = y_true.to(torch.float32) ys = y_score.to(torch.float32).clamp(0.0, 1.0) out = torch.full((K,), float("nan"), device=device, dtype=torch.float32) for start in range(0, K, int(chunk_size)): end = min(K, start + int(chunk_size)) ys_c = ys[:, start:end] yt_c = yt[:, start:end] # bin index in [0, n_bins-1] bin_idx = torch.clamp( (ys_c * float(n_bins)).to(torch.long), max=int(n_bins) - 1) counts = torch.zeros((int(n_bins), end - start), device=device, dtype=torch.float32) pred_sums = torch.zeros_like(counts) true_sums = torch.zeros_like(counts) ones = torch.ones_like(ys_c, dtype=torch.float32) counts.scatter_add_(0, bin_idx, ones) pred_sums.scatter_add_(0, bin_idx, ys_c) true_sums.scatter_add_(0, bin_idx, yt_c) denom = counts.clamp(min=1.0) pred_mean = pred_sums / denom true_mean = true_sums / denom abs_gap = (pred_mean - true_mean).abs() # sample-weighted average of bin gap total = counts.sum(dim=0).clamp(min=1.0) ici = (abs_gap * counts).sum(dim=0) / total # If a cause has no samples (shouldn't happen when N>0), mark NaN. out[start:end] = torch.where( total > 0, ici.to(torch.float32), out[start:end]) return out def average_precision_per_cause( y_true: torch.Tensor, y_score: torch.Tensor, *, tie_mode: TieMode = "exact", chunk_size: int = 128, ) -> torch.Tensor: """Average precision (AP) per cause. Definition matches sklearn's `average_precision_score` (step-wise PR integral): AP = \\sum_i (R_i - R_{i-1}) * P_i where i iterates over unique score thresholds. tie_mode: - "exact": tie-invariant AP by grouping identical scores (recommended) - "approx": mean precision at positive ranks; can differ under ties Returns: (K,) float32 tensor with NaN for causes with 0 positives. """ _validate_binary_inputs(y_true, y_score) device = y_true.device N, K = y_true.shape if N == 0: return torch.full((K,), float("nan"), device=device, dtype=torch.float32) yt = y_true.to(torch.bool) ys = y_score.to(torch.float32) n_pos_all = yt.sum(dim=0).to(torch.float32) out = torch.full((K,), float("nan"), device=device, dtype=torch.float32) for start in range(0, K, int(chunk_size)): end = min(K, start + int(chunk_size)) yt_c = yt[:, start:end] ys_c = ys[:, start:end] # For exact mode we need per-cause tie grouping; do per-cause loops # within a chunk to keep memory bounded and stay on GPU. for j in range(end - start): n_pos = n_pos_all[start + j] scores = ys_c[:, j] labels = yt_c[:, j] if tie_mode == "approx": _, order = _stable_sort(scores, dim=0, descending=True) y_sorted = labels.gather(0, order).to(torch.float32) tp = y_sorted.cumsum(dim=0) denom = torch.arange( 1, N + 1, device=device, dtype=torch.float32) precision = tp / denom n_pos_safe = torch.clamp(n_pos, min=1.0) ap = (precision * y_sorted).sum() / n_pos_safe out[start + j] = torch.where(n_pos > 0.0, ap.to(torch.float32), out[start + j]) continue # exact: group by unique score thresholds sorted_scores, order = _stable_sort(scores, dim=0, descending=True) y_sorted = labels.gather(0, order).to(torch.float32) # group boundaries where score changes change = torch.empty((N,), device=device, dtype=torch.bool) change[0] = True if N > 1: change[1:] = sorted_scores[1:] != sorted_scores[:-1] group_starts = change.nonzero(as_tuple=False).squeeze(1) group_ends = torch.cat( [group_starts[1:], torch.tensor( [N], device=device, dtype=group_starts.dtype)] ) - 1 tp = y_sorted.cumsum(dim=0) fp = torch.arange(1, N + 1, device=device, dtype=torch.float32) - tp tp_end = tp[group_ends] fp_end = fp[group_ends] precision = tp_end / torch.clamp(tp_end + fp_end, min=1.0) n_pos_safe = torch.clamp(n_pos, min=1.0) recall = tp_end / n_pos_safe recall_prev = torch.cat( [torch.zeros((1,), device=device, dtype=torch.float32), recall[:-1]] ) ap = ((recall - recall_prev) * precision).sum() out[start + j] = torch.where(n_pos > 0.0, ap.to(torch.float32), out[start + j]) return out def auroc_per_cause( y_true: torch.Tensor, y_score: torch.Tensor, *, tie_mode: TieMode = "exact", chunk_size: int = 128, ) -> torch.Tensor: """AUROC per cause via Mann–Whitney U. AUC = (sum_ranks_pos - n_pos*(n_pos+1)/2) / (n_pos*n_neg) tie_mode: - "exact": average ranks for ties (matches typical sklearn tie behavior) - "approx": ordinal ranks (faster, differs under ties) Returns: (K,) float32 tensor; NaN when a cause has n_pos==0 or n_neg==0. """ _validate_binary_inputs(y_true, y_score) device = y_true.device N, K = y_true.shape if N == 0: return torch.full((K,), float("nan"), device=device, dtype=torch.float32) yt = y_true.to(torch.bool) ys = y_score.to(torch.float32) n_pos_all = yt.sum(dim=0).to(torch.float32) n_neg_all = (float(N) - n_pos_all).to(torch.float32) out = torch.full((K,), float("nan"), device=device, dtype=torch.float32) for start in range(0, K, int(chunk_size)): end = min(K, start + int(chunk_size)) yt_c = yt[:, start:end] ys_c = ys[:, start:end] for j in range(end - start): n_pos = n_pos_all[start + j] n_neg = n_neg_all[start + j] scores = ys_c[:, j] labels = yt_c[:, j] sorted_scores, order = _stable_sort(scores, dim=0, descending=False) y_sorted = labels.gather(0, order).to(torch.float32) if tie_mode == "approx": ranks = torch.arange( 1, N + 1, device=device, dtype=torch.float32) else: # average ranks for ties change = torch.empty((N,), device=device, dtype=torch.bool) change[0] = True if N > 1: change[1:] = sorted_scores[1:] != sorted_scores[:-1] group_starts = change.nonzero(as_tuple=False).squeeze(1) group_ends = torch.cat( [group_starts[1:], torch.tensor( [N], device=device, dtype=group_starts.dtype)] ) - 1 lengths = (group_ends - group_starts + 1).to(torch.long) start_rank = (group_starts + 1).to(torch.float32) end_rank = (group_ends + 1).to(torch.float32) avg_rank = 0.5 * (start_rank + end_rank) ranks = avg_rank.repeat_interleave(lengths) sum_ranks_pos = (ranks * y_sorted).sum() u = sum_ranks_pos - (n_pos * (n_pos + 1.0) / 2.0) denom = n_pos * n_neg auc = u / torch.clamp(denom, min=1.0) valid = (n_pos > 0.0) & (n_neg > 0.0) out[start + j] = torch.where(valid, auc.to(torch.float32), out[start + j]) return out def precision_recall_at_k_percents_per_cause( y_true: torch.Tensor, y_score: torch.Tensor, k_percents: Sequence[float], *, chunk_size: int = 128, ) -> Tuple[torch.Tensor, torch.Tensor]: """Precision@K% and Recall@K% per cause. Uses stable sort (descending) to match deterministic tie behavior. Returns: precision: (P,K) float32 recall: (P,K) float32 """ _validate_binary_inputs(y_true, y_score) device = y_true.device N, K = y_true.shape P = int(len(k_percents)) precision = torch.full((P, K), float( "nan"), device=device, dtype=torch.float32) recall = torch.full((P, K), float( "nan"), device=device, dtype=torch.float32) if N == 0: return precision, recall yt = y_true.to(torch.bool) ys = y_score.to(torch.float32) n_pos_all = yt.sum(dim=0).to(torch.float32) ks: List[int] = [] for kp in k_percents: k = int(math.ceil((float(kp) / 100.0) * float(N))) ks.append(k) for start in range(0, K, int(chunk_size)): end = min(K, start + int(chunk_size)) yt_c = yt[:, start:end] ys_c = ys[:, start:end] for j in range(end - start): scores = ys_c[:, j] labels = yt_c[:, j] n_pos = n_pos_all[start + j] # stable descending order _, order = _stable_sort(scores, dim=0, descending=True) y_sorted = labels.gather(0, order).to(torch.float32) tp = y_sorted.cumsum(dim=0) for p_idx, k in enumerate(ks): if k <= 0: continue tp_k = tp[min(k, N) - 1] precision[p_idx, start + j] = tp_k / float(k) recall[p_idx, start + j] = torch.where( n_pos > 0.0, tp_k / n_pos, torch.tensor(float("nan"), device=device, dtype=torch.float32), ) return precision, recall @dataclass class BinaryMetricsResult: auc_per_cause: torch.Tensor # (K,) ap_per_cause: torch.Tensor # (K,) brier_per_cause: torch.Tensor # (K,) precision_at_k: torch.Tensor # (P,K) recall_at_k: torch.Tensor # (P,K) n_pos_per_cause: torch.Tensor # (K,) n_neg_per_cause: torch.Tensor # (K,) ici_per_cause: Optional[torch.Tensor] = None # (K,) @torch.inference_mode() def compute_binary_metrics_torch( y_true: torch.Tensor, y_pred: torch.Tensor, *, device: str | torch.device | None = None, k_percents: Sequence[float] = (1.0, 5.0, 10.0, 20.0, 50.0), tie_mode: TieMode = "exact", chunk_size: int = 128, compute_ici: bool = False, ici_bins: int = 15, ) -> BinaryMetricsResult: """Compute per-cause binary ranking metrics on GPU using torch. Inputs must be (N,K) and live on the device you want to compute on. Performance notes: - Computation is chunked over causes to bound peak memory. - For `tie_mode="exact"`, AP and AUROC are computed with tie grouping, which is more correct under ties but uses per-cause loops (still GPU-resident). Determinism: - Uses stable sorts where available. - Avoids nondeterministic selection ops for ties (no `topk`). """ _validate_binary_inputs(y_true, y_pred) if device is not None: device = torch.device(device) y_true = y_true.to(device) y_pred = y_pred.to(device) N, K = y_true.shape yt = y_true.to(torch.bool) yp = y_pred.to(torch.float32) n_pos = yt.sum(dim=0).to(torch.long) n_neg = (int(N) - n_pos).to(torch.long) auc = auroc_per_cause(yt, yp, tie_mode=tie_mode, chunk_size=chunk_size) ap = average_precision_per_cause( yt, yp, tie_mode=tie_mode, chunk_size=chunk_size) brier = brier_per_cause(yt, yp) prec_k, rec_k = precision_recall_at_k_percents_per_cause( yt, yp, k_percents, chunk_size=chunk_size ) ici = None if compute_ici: ici = ici_per_cause_fixed_width( yt, yp, n_bins=int(ici_bins), chunk_size=chunk_size) return BinaryMetricsResult( auc_per_cause=auc, ap_per_cause=ap, brier_per_cause=brier, precision_at_k=prec_k, recall_at_k=rec_k, n_pos_per_cause=n_pos, n_neg_per_cause=n_neg, ici_per_cause=ici, ) @torch.inference_mode() def compute_metrics_torch( y_true: torch.Tensor, y_pred: torch.Tensor, *, device: str | torch.device | None = None, weights: Optional[torch.Tensor] = None, k_percents: Sequence[float] = (1.0, 5.0, 10.0, 20.0, 50.0), tie_mode: TieMode = "exact", chunk_size: int = 128, compute_ici: bool = False, ici_bins: int = 15, ) -> Dict[str, object]: """Convenience API: per-cause + macro/weighted aggregations. Returns a dict compatible with downstream reporting: - per-cause tensors under `per_cause` - macro + weighted summaries (NaN-aware) If `weights` is None, uses number of positives per cause as weights. """ res = compute_binary_metrics_torch( y_true, y_pred, device=device, k_percents=k_percents, tie_mode=tie_mode, chunk_size=chunk_size, compute_ici=compute_ici, ici_bins=ici_bins, ) w = res.n_pos_per_cause.to( torch.float32) if weights is None else weights.to(torch.float32) out: Dict[str, object] = { "auc_macro": _nanmean(res.auc_per_cause), "auc_weighted": _nanweighted_mean(res.auc_per_cause, w), "ap_macro": _nanmean(res.ap_per_cause), "ap_weighted": _nanweighted_mean(res.ap_per_cause, w), "brier_macro": _nanmean(res.brier_per_cause), "brier_weighted": _nanweighted_mean(res.brier_per_cause, w), "per_cause": { "auc": res.auc_per_cause, "ap": res.ap_per_cause, "brier": res.brier_per_cause, "precision_at_k": res.precision_at_k, "recall_at_k": res.recall_at_k, "n_pos": res.n_pos_per_cause, "n_neg": res.n_neg_per_cause, }, } if res.ici_per_cause is not None: out["ici_macro"] = _nanmean(res.ici_per_cause) out["ici_weighted"] = _nanweighted_mean(res.ici_per_cause, w) out["per_cause"]["ici"] = res.ici_per_cause return out