Source code for arviz.plots.elpdplot

"""Plot pointwise elpd estimations of inference data."""
from copy import deepcopy
import numpy as np

from import convert_to_inference_data
from ..rcparams import rcParams
from ..stats import ELPDData, loo, waic
from ..utils import get_coords
from .plot_utils import format_coords_as_labels, get_plotting_function

[docs]def plot_elpd( compare_dict, color="C0", xlabels=False, figsize=None, textsize=None, coords=None, legend=False, threshold=None, ax=None, ic=None, scale=None, plot_kwargs=None, backend=None, backend_kwargs=None, show=None, ): """ Plot pointwise elpd differences between two or more models. Parameters ---------- compare_dict : mapping, str -> ELPDData or InferenceData A dictionary mapping the model name to the object containing inference data or the result of :func:`arviz.loo` or :func:`arviz.waic` functions. Refer to :func:`arviz.convert_to_inference_data` for details on possible dict items. color : str or array_like, optional Colors of the scatter plot. If color is a str all dots will have the same color. If it is the size of the observations, each dot will have the specified color. Otherwise, it will be interpreted as a list of the dims to be used for the color code. xlabels : bool, optional Use coords as xticklabels. Defaults to False. figsize : figure size tuple, optional If None, size is (8 + numvars, 8 + numvars). textsize: int, optional Text size for labels. If None it will be autoscaled based on ``figsize``. coords : mapping, optional Coordinates of points to plot. **All** values are used for computation, but only a subset can be plotted for convenience. legend : bool, optional Include a legend to the plot. Only taken into account when color argument is a dim name. threshold : float If some elpd difference is larger than ``threshold * elpd.std()``, show its label. If `None`, no observations will be highlighted. ic : str, optional Information Criterion ("loo" for PSIS-LOO, "waic" for WAIC) used to compare models. Defaults to ``rcParams["stats.information_criterion"]``. Only taken into account when input is :class:`arviz.InferenceData`. scale : str, optional Scale argument passed to :func:`arviz.loo` or :func:`arviz.waic`, see their docs for details. Only taken into account when input is :class:`arviz.InferenceData`. plot_kwargs : dicts, optional Additional keywords passed to :meth:`matplotlib.axes.Axes.scatter`. ax: axes, optional :class:`matplotlib.axes.Axes` or :class:`bokeh.plotting.Figure`. backend: str, optional Select plotting backend {"matplotlib", "bokeh"}. Defaults to "matplotlib". backend_kwargs: bool, optional These are kwargs specific to the backend being used, passed to :func:`matplotlib.pyplot.subplots` or :func:`bokeh.plotting.figure`. show : bool, optional Call backend show function. Returns ------- axes : matplotlib axes or bokeh figures See Also -------- plot_compare : Summary plot for model comparison. Examples -------- Compare pointwise PSIS-LOO for centered and non centered models of the 8-schools problem using matplotlib. .. plot:: :context: close-figs >>> import arviz as az >>> idata1 = az.load_arviz_data("centered_eight") >>> idata2 = az.load_arviz_data("non_centered_eight") >>> az.plot_elpd( >>> {"centered model": idata1, "non centered model": idata2}, >>> xlabels=True >>> ) .. bokeh-plot:: :source-position: above import arviz as az idata1 = az.load_arviz_data("centered_eight") idata2 = az.load_arviz_data("non_centered_eight") az.plot_elpd( {"centered model": idata1, "non centered model": idata2}, backend="bokeh" ) """ valid_ics = ["loo", "waic"] ic = rcParams["stats.information_criterion"] if ic is None else ic.lower() scale = rcParams["stats.ic_scale"] if scale is None else scale.lower() if ic not in valid_ics: raise ValueError( ("Information Criteria type {} not recognized." "IC must be in {}").format( ic, valid_ics ) ) ic_fun = loo if ic == "loo" else waic # Make sure all object are ELPDData compare_dict = deepcopy(compare_dict) for k, item in compare_dict.items(): if not isinstance(item, ELPDData): compare_dict[k] = ic_fun(convert_to_inference_data(item), pointwise=True, scale=scale) ics = [elpd_data.index[0] for elpd_data in compare_dict.values()] if not all(x == ics[0] for x in ics): raise SyntaxError( "All Information Criteria must be of the same kind, but both loo and waic data present" ) ic = ics[0] scales = [elpd_data[f"{ic}_scale"] for elpd_data in compare_dict.values()] if not all(x == scales[0] for x in scales): raise SyntaxError( "All Information Criteria must be on the same scale, but {} are present".format( set(scales) ) ) if backend is None: backend = rcParams["plot.backend"] backend = backend.lower() numvars = len(compare_dict) models = list(compare_dict.keys()) if coords is None: coords = {} pointwise_data = [get_coords(compare_dict[model][f"{ic}_i"], coords) for model in models] xdata = np.arange(pointwise_data[0].size) coord_labels = format_coords_as_labels(pointwise_data[0]) if xlabels else None if numvars < 2: raise Exception("Number of models to compare must be 2 or greater.") elpd_plot_kwargs = dict( ax=ax, models=models, pointwise_data=pointwise_data, numvars=numvars, figsize=figsize, textsize=textsize, plot_kwargs=plot_kwargs, xlabels=xlabels, coord_labels=coord_labels, xdata=xdata, threshold=threshold, legend=legend, color=color, backend_kwargs=backend_kwargs, show=show, ) # TODO: Add backend kwargs plot = get_plotting_function("plot_elpd", "elpdplot", backend) ax = plot(**elpd_plot_kwargs) return ax