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import pandas as pd | |
import numpy as np | |
from scikit_posthocs import posthoc_nemenyi | |
from scipy import stats | |
from scipy.stats import friedmanchisquare, kruskal, mannwhitneyu, wilcoxon, levene, ttest_ind, f_oneway | |
from statsmodels.stats.multicomp import MultiComparison | |
from scipy.stats import spearmanr, pearsonr, kendalltau, entropy | |
from scipy.spatial.distance import jensenshannon | |
from scipy.stats import ttest_ind, friedmanchisquare, rankdata, ttest_rel | |
from statsmodels.stats.multicomp import pairwise_tukeyhsd | |
from scipy.stats import ttest_1samp | |
def test_statistic_variance_ratio(x, y): | |
return np.var(x, ddof=1) / np.var(y, ddof=1) | |
def test_statistic_mean_difference(x, y): | |
return np.mean(x) - np.mean(y) | |
def permutation_test_variance(x, y, num_permutations=10000): | |
T_obs = test_statistic_variance_ratio(x, y) | |
pooled_data = np.concatenate([x, y]) | |
n_A = len(x) | |
perm_test_stats = [T_obs] | |
for _ in range(num_permutations): | |
np.random.shuffle(pooled_data) | |
perm_A = pooled_data[:n_A] | |
perm_B = pooled_data[n_A:] | |
perm_test_stats.append(test_statistic_variance_ratio(perm_A, perm_B)) | |
perm_test_stats = np.array(perm_test_stats) | |
p_value = np.mean(np.abs(perm_test_stats) >= np.abs(T_obs)) | |
return T_obs, p_value | |
def permutation_test_mean(x, y, num_permutations=10000): | |
T_obs = test_statistic_mean_difference(x, y) | |
pooled_data = np.concatenate([x, y]) | |
n_A = len(x) | |
perm_test_stats = [T_obs] | |
for _ in range(num_permutations): | |
np.random.shuffle(pooled_data) | |
perm_A = pooled_data[:n_A] | |
perm_B = pooled_data[n_A:] | |
perm_test_stats.append(test_statistic_mean_difference(perm_A, perm_B)) | |
perm_test_stats = np.array(perm_test_stats) | |
p_value = np.mean(np.abs(perm_test_stats) >= np.abs(T_obs)) | |
return T_obs, p_value | |
def calculate_impact_ratio(selection_rates): | |
"""Calculate the impact ratio for each category.""" | |
most_selected_rate = max(selection_rates.values()) | |
impact_ratios = {category: rate / most_selected_rate for category, rate in selection_rates.items()} | |
return impact_ratios | |
def statistical_parity_difference(y_true, y_pred=None, reference_group='Privilege'): | |
selection_rates = y_pred if y_pred is not None else y_true | |
reference_rate = selection_rates[reference_group] | |
spd = {category: rate - reference_rate for category, rate in selection_rates.items()} | |
return spd | |
def statistical_parity_difference(selection_rates): | |
"""Calculate statistical parity difference.""" | |
most_selected_rate = max(selection_rates.values()) | |
spd = {category: rate - most_selected_rate for category, rate in selection_rates.items()} | |
return spd | |
def calculate_four_fifths_rule(impact_ratios): | |
"""Calculate whether each category meets the four-fifths rule.""" | |
adverse_impact = {category: (ratio < 0.8) for category, ratio in impact_ratios.items()} | |
return adverse_impact | |
def statistical_tests(data): | |
"""Perform various statistical tests to evaluate potential biases.""" | |
variables = ['Privilege', 'Protect', 'Neutral'] | |
rank_suffix = '_Rank' | |
score_suffix = '_Avg_Score' | |
# Calculate average ranks and scores | |
rank_columns = [v + rank_suffix for v in variables] | |
average_ranks = data[rank_columns].mean() | |
average_scores = data[[v + score_suffix for v in variables]].mean() | |
# Statistical tests setup | |
rank_data = [data[col] for col in rank_columns] | |
pairs = [('Privilege', 'Protect'), ('Protect', 'Neutral'), ('Privilege', 'Neutral')] | |
pairwise_results = {'Wilcoxon Test': {}} | |
# Pairwise Wilcoxon Signed-Rank Test | |
for var1, var2 in pairs: | |
pair_rank_score = f'{var1}{rank_suffix} vs {var2}{rank_suffix}' | |
if len(data) > 20: | |
wilcoxon_stat, wilcoxon_p = wilcoxon(data[f'{var1}{rank_suffix}'], data[f'{var2}{rank_suffix}']) | |
else: | |
wilcoxon_stat, wilcoxon_p = np.nan, "Sample size too small for Wilcoxon test." | |
pairwise_results['Wilcoxon Test'][pair_rank_score] = {"Statistic": wilcoxon_stat, "p-value": wilcoxon_p} | |
# # Levene's Test for Equality of Variances | |
# levene_results = { | |
# 'Privilege vs Protect': levene(data['Privilege_Rank'], data['Protect_Rank']), | |
# 'Privilege vs Neutral': levene(data['Privilege_Rank'], data['Neutral_Rank']), | |
# 'Protect vs Neutral': levene(data['Protect_Rank'], data['Neutral_Rank']) | |
# } | |
# | |
# levene_results = {key: {"Statistic": res.statistic, "p-value": res.pvalue} for key, res in levene_results.items()} | |
# Calculate variances for ranks | |
variances = {col: data[col].var() for col in rank_columns} | |
pairwise_variances = { | |
'Privilege_Rank vs Protect_Rank': variances['Privilege_Rank'] > variances['Protect_Rank'], | |
'Privilege_Rank vs Neutral_Rank': variances['Privilege_Rank'] > variances['Neutral_Rank'], | |
'Protect_Rank vs Neutral_Rank': variances['Protect_Rank'] > variances['Neutral_Rank'] | |
} | |
# Bias metrics calculations | |
selection_rates_Avg_Score = {v: data[f'{v}{score_suffix}'].mean() for v in variables} | |
selection_rates_rank = {v: data[f'{v}{rank_suffix}'].mean() for v in variables} | |
impact_ratios_Avg_Score = calculate_impact_ratio(selection_rates_Avg_Score) | |
spd_result_Avg_Score = statistical_parity_difference(selection_rates_Avg_Score) | |
adverse_impact_Avg_Score = calculate_four_fifths_rule(impact_ratios_Avg_Score) | |
impact_ratios_rank = calculate_impact_ratio(selection_rates_rank) | |
spd_result_rank = statistical_parity_difference(selection_rates_rank) | |
adverse_impact_rank = calculate_four_fifths_rule(impact_ratios_rank) | |
# Friedman test | |
friedman_stat, friedman_p = friedmanchisquare(*rank_data) | |
rank_matrix_transposed = np.transpose(data[rank_columns].values) | |
posthoc_results = posthoc_nemenyi(rank_matrix_transposed) | |
# Perform permutation tests for variances | |
T_priv_prot_var, p_priv_prot_var = permutation_test_variance(data['Privilege_Rank'], data['Protect_Rank']) | |
T_neut_prot_var, p_neut_prot_var = permutation_test_variance(data['Neutral_Rank'], data['Protect_Rank']) | |
T_neut_priv_var, p_neut_priv_var = permutation_test_variance(data['Neutral_Rank'], data['Privilege_Rank']) | |
# Perform permutation tests for means | |
T_priv_prot_mean, p_priv_prot_mean = permutation_test_mean(data['Privilege_Rank'], data['Protect_Rank']) | |
T_neut_prot_mean, p_neut_prot_mean = permutation_test_mean(data['Neutral_Rank'], data['Protect_Rank']) | |
T_neut_priv_mean, p_neut_priv_mean = permutation_test_mean(data['Neutral_Rank'], data['Privilege_Rank']) | |
permutation_results = { | |
"Permutation Tests for Variances": { | |
"Privilege vs. Protect": {"Statistic": T_priv_prot_var, "p-value": p_priv_prot_var}, | |
"Neutral vs. Protect": {"Statistic": T_neut_prot_var, "p-value": p_neut_prot_var}, | |
"Neutral vs. Privilege": {"Statistic": T_neut_priv_var, "p-value": p_neut_priv_var} | |
}, | |
"Permutation Tests for Means": { | |
"Privilege vs. Protect": {"Statistic": T_priv_prot_mean, "p-value": p_priv_prot_mean}, | |
"Neutral vs. Protect": {"Statistic": T_neut_prot_mean, "p-value": p_neut_prot_mean}, | |
"Neutral vs. Privilege": {"Statistic": T_neut_priv_mean, "p-value": p_neut_priv_mean} | |
} | |
} | |
results = { | |
"Average Ranks": average_ranks.to_dict(), | |
"Average Scores": average_scores.to_dict(), | |
"Friedman Test": { | |
"Statistic": friedman_stat, | |
"p-value": friedman_p, | |
"Post-hoc": posthoc_results | |
}, | |
**pairwise_results, | |
#"Levene's Test for Equality of Variances": levene_results, | |
"Pairwise Comparisons of Variances": pairwise_variances, | |
"Statistical Parity Difference": { | |
"Avg_Score": spd_result_Avg_Score, | |
"Rank": spd_result_rank | |
}, | |
"Disparate Impact Ratios": { | |
"Avg_Score": impact_ratios_Avg_Score, | |
"Rank": impact_ratios_rank | |
}, | |
"Four-Fifths Rule": { | |
"Avg_Score": adverse_impact_Avg_Score, | |
"Rank": adverse_impact_rank | |
}, | |
**permutation_results | |
} | |
return results | |
# | |
# def statistical_tests(data): | |
# """Perform various statistical tests to evaluate potential biases.""" | |
# variables = ['Privilege', 'Protect', 'Neutral'] | |
# rank_suffix = '_Rank' | |
# score_suffix = '_Avg_Score' | |
# | |
# # Calculate average ranks | |
# rank_columns = [v + rank_suffix for v in variables] | |
# average_ranks = data[rank_columns].mean() | |
# average_scores = data[[v + score_suffix for v in variables]].mean() | |
# | |
# # Statistical tests | |
# rank_data = [data[col] for col in rank_columns] | |
# | |
# # Pairwise tests | |
# pairs = [ | |
# ('Privilege', 'Protect'), | |
# ('Protect', 'Neutral'), | |
# ('Privilege', 'Neutral') | |
# ] | |
# | |
# pairwise_results = { | |
# 'Wilcoxon Test': {} | |
# } | |
# | |
# for (var1, var2) in pairs: | |
# pair_name_score = f'{var1}{score_suffix} vs {var2}{score_suffix}' | |
# pair_rank_score = f'{var1}{rank_suffix} vs {var2}{rank_suffix}' | |
# | |
# # Wilcoxon Signed-Rank Test | |
# if len(data) > 20: | |
# wilcoxon_stat, wilcoxon_p = wilcoxon(data[f'{var1}{rank_suffix}'], data[f'{var2}{rank_suffix}']) | |
# else: | |
# wilcoxon_stat, wilcoxon_p = np.nan, "Sample size too small for Wilcoxon test." | |
# pairwise_results['Wilcoxon Test'][pair_rank_score] = {"Statistic": wilcoxon_stat, "p-value": wilcoxon_p} | |
# | |
# # Levene's Test for Equality of Variances | |
# levene_results = {} | |
# levene_privilege_protect = levene(data['Privilege_Rank'], data['Protect_Rank']) | |
# levene_privilege_neutral = levene(data['Privilege_Rank'], data['Neutral_Rank']) | |
# levene_protect_neutral = levene(data['Protect_Rank'], data['Neutral_Rank']) | |
# | |
# levene_results['Privilege vs Protect'] = {"Statistic": levene_privilege_protect.statistic, | |
# "p-value": levene_privilege_protect.pvalue} | |
# levene_results['Privilege vs Neutral'] = {"Statistic": levene_privilege_neutral.statistic, | |
# "p-value": levene_privilege_neutral.pvalue} | |
# levene_results['Protect vs Neutral'] = {"Statistic": levene_protect_neutral.statistic, | |
# "p-value": levene_protect_neutral.pvalue} | |
# | |
# # Calculate variances for ranks | |
# variances = {col: data[col].var() for col in rank_columns} | |
# pairwise_variances = { | |
# 'Privilege_Rank vs Protect_Rank': variances['Privilege_Rank'] > variances['Protect_Rank'], | |
# 'Privilege_Rank vs Neutral_Rank': variances['Privilege_Rank'] > variances['Neutral_Rank'], | |
# 'Protect_Rank vs Neutral_Rank': variances['Protect_Rank'] > variances['Neutral_Rank'] | |
# } | |
# | |
# selection_rates_Avg_Score = { | |
# 'Privilege': data['Privilege_Avg_Score'].mean(), | |
# 'Protect': data['Protect_Avg_Score'].mean(), | |
# 'Neutral': data['Neutral_Avg_Score'].mean() | |
# } | |
# impact_ratios_Avg_Score = calculate_impact_ratio(selection_rates_Avg_Score) | |
# spd_result_Avg_Score = statistical_parity_difference(selection_rates_Avg_Score) | |
# adverse_impact_Avg_Score = calculate_four_fifths_rule(impact_ratios_Avg_Score) | |
# | |
# | |
# # rank version of bias metrics | |
# selection_rates_rank = { | |
# 'Privilege': data['Privilege_Rank'].mean(), | |
# 'Protect': data['Protect_Rank'].mean(), | |
# 'Neutral': data['Neutral_Rank'].mean() | |
# } | |
# impact_ratios_rank = calculate_impact_ratio(selection_rates_rank) | |
# spd_result_rank = statistical_parity_difference(selection_rates_rank) | |
# adverse_impact_rank = calculate_four_fifths_rule(impact_ratios_rank) | |
# | |
# | |
# # Friedman test | |
# friedman_stat, friedman_p = friedmanchisquare(*rank_data) | |
# | |
# rank_matrix = data[rank_columns].values | |
# rank_matrix_transposed = np.transpose(rank_matrix) | |
# posthoc_results = posthoc_nemenyi(rank_matrix_transposed) | |
# #posthoc_results = posthoc_friedman(data, variables, rank_suffix) | |
# | |
# | |
# | |
# results = { | |
# "Average Ranks": average_ranks.to_dict(), | |
# "Average Scores": average_scores.to_dict(), | |
# "Friedman Test": { | |
# "Statistic": friedman_stat, | |
# "p-value": friedman_p, | |
# "Post-hoc": posthoc_results | |
# }, | |
# **pairwise_results, | |
# "Levene's Test for Equality of Variances": levene_results, | |
# "Pairwise Comparisons of Variances": pairwise_variances, | |
# "Statistical Parity Difference": { | |
# "Avg_Score": spd_result_Avg_Score, | |
# "Rank": spd_result_rank | |
# }, | |
# "Disparate Impact Ratios": { | |
# "Avg_Score": impact_ratios_Avg_Score, | |
# "Rank": impact_ratios_rank | |
# }, | |
# "Four-Fifths Rule": { | |
# "Avg_Score": adverse_impact_Avg_Score, | |
# "Rank": adverse_impact_rank | |
# } | |
# } | |
# | |
# return results | |
def hellinger_distance(p, q): | |
"""Calculate the Hellinger distance between two probability distributions.""" | |
return np.sqrt(0.5 * np.sum((np.sqrt(p) - np.sqrt(q)) ** 2)) | |
def calculate_correlations(df): | |
"""Calculate Spearman, Pearson, and Kendall's Tau correlations for the given ranks in the dataframe.""" | |
correlations = { | |
'Spearman': {}, | |
'Pearson': {}, | |
'Kendall Tau': {} | |
} | |
columns = ['Privilege_Rank', 'Protect_Rank', 'Neutral_Rank'] | |
for i in range(len(columns)): | |
for j in range(i + 1, len(columns)): | |
col1, col2 = columns[i], columns[j] | |
correlations['Spearman'][f'{col1} vs {col2}'] = spearmanr(df[col1], df[col2]).correlation | |
correlations['Pearson'][f'{col1} vs {col2}'] = pearsonr(df[col1], df[col2])[0] | |
correlations['Kendall Tau'][f'{col1} vs {col2}'] = kendalltau(df[col1], df[col2]).correlation | |
return correlations | |
def scores_to_prob(scores): | |
"""Convert scores to probability distributions.""" | |
value_counts = scores.value_counts() | |
probabilities = value_counts / value_counts.sum() | |
full_prob = np.zeros(int(scores.max()) + 1) | |
full_prob[value_counts.index.astype(int)] = probabilities | |
return full_prob | |
def calculate_divergences(df): | |
"""Calculate KL, Jensen-Shannon divergences, and Hellinger distance for the score distributions.""" | |
score_columns = ['Privilege_Avg_Score', 'Protect_Avg_Score', 'Neutral_Avg_Score'] | |
probabilities = {col: scores_to_prob(df[col]) for col in score_columns} | |
divergences = { | |
'KL Divergence': {}, | |
'Jensen-Shannon Divergence': {}, | |
'Hellinger Distance': {} | |
} | |
for i in range(len(score_columns)): | |
for j in range(i + 1, len(score_columns)): | |
col1, col2 = score_columns[i], score_columns[j] | |
divergences['KL Divergence'][f'{col1} vs {col2}'] = entropy(probabilities[col1], probabilities[col2]) | |
divergences['Jensen-Shannon Divergence'][f'{col1} vs {col2}'] = jensenshannon(probabilities[col1], | |
probabilities[col2]) | |
divergences['Hellinger Distance'][f'{col1} vs {col2}'] = hellinger_distance(probabilities[col1], | |
probabilities[col2]) | |
return divergences | |