diff --git a/src/counterfactual_mean_based/estimators.jl b/src/counterfactual_mean_based/estimators.jl index fb768c00..e06fb92e 100644 --- a/src/counterfactual_mean_based/estimators.jl +++ b/src/counterfactual_mean_based/estimators.jl @@ -3,6 +3,7 @@ ##################################################################### struct FitFailedError <: Exception estimand::Estimand + model::MLJBase.Model msg::String origin::Exception end @@ -13,6 +14,11 @@ outcome_mean_fit_error_msg(factor) = string( string_repr(factor), ".\n Hint: don't forget to use `with_encoder` to encode categorical variables.") +outcome_mean_fluctuation_fit_error_msg(factor) = string( + "Could not fluctuate the following Outcome mean: ", + string_repr(factor), + ".") + Base.showerror(io::IO, e::FitFailedError) = print(io, e.msg) struct CMRelevantFactorsEstimator <: Estimator @@ -67,7 +73,8 @@ function (estimator::CMRelevantFactorsEstimator)(estimand, dataset; cache=Dict() # Fit propensity score propensity_score_estimate = map(estimand.propensity_score) do factor try - ConditionalDistributionEstimator(train_validation_indices, acquire_model(models, factor.outcome, dataset, true))( + ps_estimator = ConditionalDistributionEstimator(train_validation_indices, acquire_model(models, factor.outcome, dataset, true)) + ps_estimator( factor, dataset; cache=cache, @@ -75,19 +82,21 @@ function (estimator::CMRelevantFactorsEstimator)(estimand, dataset; cache=Dict() machine_cache=machine_cache ) catch e - throw(FitFailedError(factor, propensity_score_fit_error_msg(factor), e)) + model = acquire_model(models, factor.outcome, dataset, true) + throw(FitFailedError(factor, model, propensity_score_fit_error_msg(factor), e)) end end # Fit outcome mean outcome_mean = estimand.outcome_mean model = acquire_model(models, outcome_mean.outcome, dataset, false) + outcome_mean_estimator = ConditionalDistributionEstimator( + train_validation_indices, + model + ) outcome_mean_estimate = try - ConditionalDistributionEstimator( - train_validation_indices, - model - )(outcome_mean, dataset; cache=cache, verbosity=verbosity, machine_cache=machine_cache) + outcome_mean_estimator(outcome_mean, dataset; cache=cache, verbosity=verbosity, machine_cache=machine_cache) catch e - throw(FitFailedError(outcome_mean, outcome_mean_fit_error_msg(outcome_mean), e)) + throw(FitFailedError(outcome_mean, model, outcome_mean_fit_error_msg(outcome_mean), e)) end # Build estimate estimate = MLCMRelevantFactors(estimand, outcome_mean_estimate, propensity_score_estimate) @@ -115,13 +124,19 @@ TargetedCMRelevantFactorsEstimator(Ψ, initial_factors_estimate; tol=nothing, ps function (estimator::TargetedCMRelevantFactorsEstimator)(estimand, dataset; cache=Dict(), verbosity=1, machine_cache=false) model = estimator.model + outcome_mean = model.initial_factors.outcome_mean.estimand # Fluctuate outcome model - fluctuated_outcome_mean = MLConditionalDistributionEstimator(model)( - model.initial_factors.outcome_mean.estimand, - dataset, - verbosity=verbosity, - machine_cache=machine_cache - ) + fluctuated_estimator = MLConditionalDistributionEstimator(model) + fluctuated_outcome_mean = try + fluctuated_estimator( + outcome_mean, + dataset, + verbosity=verbosity, + machine_cache=machine_cache + ) + catch e + throw(FitFailedError(outcome_mean, model, outcome_mean_fluctuation_fit_error_msg(outcome_mean), e)) + end # Do not fluctuate propensity score fluctuated_propensity_score = model.initial_factors.propensity_score # Build estimate diff --git a/test/counterfactual_mean_based/estimators_and_estimates.jl b/test/counterfactual_mean_based/estimators_and_estimates.jl index c8600e09..4e4e6858 100644 --- a/test/counterfactual_mean_based/estimators_and_estimates.jl +++ b/test/counterfactual_mean_based/estimators_and_estimates.jl @@ -10,6 +10,9 @@ using MLJLinearModels using CategoricalArrays using LogExpFunctions using MLJBase +using CSV + +DATADIR = joinpath(pkgdir(TMLE), "test", "data") function make_dataset() n = 100 @@ -55,7 +58,6 @@ end @test TMLE.key(η, new_η̂) == TMLE.key(η, η̂) full_reuse_log = (:info, TMLE.reuse_string(η)) @test_logs full_reuse_log new_η̂(η, dataset; cache=cache, verbosity=1) - # Changing one model, only the other one is refitted new_models = ( Y = with_encoder(LinearRegressor()), @@ -85,7 +87,7 @@ end Q = TMLE.ConditionalDistribution(:Y, [:T₁, :W]) G = (TMLE.ConditionalDistribution(:T₁, [:W]),) η = TMLE.CMRelevantFactors(outcome_mean=Q, propensity_score=G) - # Estimator + # Propensity score model is ill-defined models = ( Y = with_encoder(LinearRegressor()), T₁ = LinearRegressor() @@ -96,15 +98,44 @@ end @test true === false catch e @test e isa TMLE.FitFailedError + @test e.model isa LinearRegressor @test e.msg == TMLE.propensity_score_fit_error_msg(G[1]) end - + # Outcome Mean model is ill-defined models = ( Y = LogisticClassifier(), T₁ = LogisticClassifier(fit_intercept=false) ) η̂ = TMLE.CMRelevantFactorsEstimator(models=models) - @test_throws TMLE.FitFailedError η̂(η, dataset; verbosity=0) + try + η̂(η, dataset; verbosity=0) + @test true === false + catch e + @test e isa TMLE.FitFailedError + @test e.model isa LogisticClassifier + @test e.msg == TMLE.outcome_mean_fit_error_msg(Q) + end + # Fluctuation Pos Def Exception + pos_def_error_dataset = CSV.read(joinpath(DATADIR, "posdef_error_dataset.csv"), DataFrame) + outcome = Symbol("G25 Other extrapyramidal and movement disorders") + treatment = Symbol("2:14983:G:A") + pos_def_error_dataset[!, treatment] = categorical(pos_def_error_dataset[!, treatment]) + pos_def_error_dataset[!, outcome] = categorical(pos_def_error_dataset[!, outcome]) + Ψ = ATE( + outcome=outcome, + treatment_values = NamedTuple{(treatment,)}([(case = "GG", control = "AG")]), + treatment_confounders = (:PC1, :PC2, :PC3, :PC4, :PC5, :PC6) + ) + Q = TMLE.ConditionalDistribution(outcome, [treatment, :PC1, :PC2, :PC3, :PC4, :PC5, :PC6]) + tmle = TMLEE(models=TMLE.default_models(Q_binary=LogisticClassifier(), G = LogisticClassifier())) + try + tmle(Ψ, pos_def_error_dataset) + @test true === false + catch e + @test e isa TMLE.FitFailedError + @test e.model isa TMLE.Fluctuation + @test e.msg == TMLE.outcome_mean_fluctuation_fit_error_msg(Q) + end end @testset "Test structs are concrete types" begin diff --git a/test/data/posdef_error_dataset.csv b/test/data/posdef_error_dataset.csv new file mode 100644 index 00000000..8d3771d4 --- /dev/null +++ b/test/data/posdef_error_dataset.csv @@ -0,0 +1,501 @@ +PC4,PC1,PC5,2:14983:G:A,G25 Other extrapyramidal and movement disorders,PC3,PC6,PC2 +0.185222,-0.4151422,-0.2173696,GG,false,-0.05562614,0.1557684,0.2614491 +-0.07582313,0.04855956,0.03686971,GG,false,-0.07382229,0.1173217,-0.1278596 +-0.03794112,0.1273501,-0.2127753,GG,false,0.1318188,0.05557316,-0.09651864 +0.00617583,-0.1465271,-0.2026204,GG,false,0.1940618,-0.0336929,-0.1270814 +-0.1376979,-0.2959911,0.1489762,GG,false,-0.04980811,0.2536836,0.00627186 +0.016602,-0.3907019,0.04016818,GG,false,-0.003498581,0.01162162,-0.2542934 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