diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml new file mode 100644 index 0000000..942698c --- /dev/null +++ b/.github/workflows/test.yml @@ -0,0 +1,25 @@ +name: Test + +on: + push: + pull_request: + +jobs: + build: + runs-on: ubuntu-latest + steps: + - uses: actions/checkout@v4 + - name: Install uv + uses: astral-sh/setup-uv@v5 + with: + enable-cache: true + - name: Install dependencies + run: uv sync + - name: Lint with ruff + run: uv run ruff check bootstraptools + - name: Check formatting with ruff + run: uv run ruff format --check bootstraptools + - name: Type check with ty + run: uv run ty check bootstraptools + - name: Test with pytest + run: uv run pytest --cov=bootstraptools diff --git a/bootstraptools/__init__.py b/bootstraptools/__init__.py index 14a533f..64f03ff 100644 --- a/bootstraptools/__init__.py +++ b/bootstraptools/__init__.py @@ -34,7 +34,15 @@ from bootstraptools.resample import draw, draw_counts, out_of_bag, select from bootstraptools.seeds import derive_seeds, replicate_seeds from bootstraptools.store import Run, init -from bootstraptools.uq import basic, bayesian_bootstrap, bca, ci, normal, percentile, studentized +from bootstraptools.uq import ( + basic, + bayesian_bootstrap, + bca, + ci, + normal, + percentile, + studentized, +) __all__ = [ "draw", diff --git a/bootstraptools/optimism.py b/bootstraptools/optimism.py index 7779cf7..4ceb637 100644 --- a/bootstraptools/optimism.py +++ b/bootstraptools/optimism.py @@ -7,8 +7,9 @@ from __future__ import annotations +from collections.abc import Callable from pathlib import Path -from typing import Any, Callable +from typing import Any import numpy as np from scipy.special import ndtri @@ -188,7 +189,9 @@ def _load_run_arrays( return y, apparent_p, replicate_ps, counts -def optimism_from_run(store: str | Path, run_id: str, metric: MetricFn) -> dict[str, Any]: +def optimism_from_run( + store: str | Path, run_id: str, metric: MetricFn +) -> dict[str, Any]: """Load an `optimism_bootstrap` run's artifacts and apply `optimism_correction`. Requires a run produced by the `optimism_bootstrap` procedure with a @@ -219,17 +222,17 @@ def optimism_location_shifted_ci( higher-better or lower-better, since both `corrected` and the percentile endpoints are computed in `metric`'s native direction. - This interval is `(q_lo, q_hi) - optimism`, NOT `corrected ± (something)`. - Because the apparent statistic's bootstrap distribution (`p_boot`) carries - its own bias relative to the full-data apparent value, the interval is not - guaranteed to be centered on or contain the `corrected` point estimate. + This interval is `(q_lo, q_hi) - optimism`, NOT `corrected ± (something)`. + Because the apparent statistic's bootstrap distribution (`p_boot`) carries + its own bias relative to the full-data apparent value, the interval is not + guaranteed to be centered on or contain the `corrected` point estimate. COVERAGE CAVEAT: this interval covers well in large samples but under-covers in small samples (empirically ~70-80% actual coverage at a nominal 95% level), because it ignores the sampling variability of the optimism term `O` itself. Only the spread of `theta_boot` is used, and `O` is treated as a fixed shift. The double bootstrap - (Noma et al. 2021 "method 2") corrects this but is much more expensive. + (Noma et al. 2021 "method 2") corrects this but is much more expensive. Parameters ---------- @@ -506,7 +509,7 @@ def error_632( """The `.632` bootstrap estimate of out-of-sample per-sample loss. For per-sample-loss metrics (e.g., 0/1 error rate, squared error, log-loss - the discontinuous / improper-scoring-rule family), combining the apparent + the discontinuous / improper-scoring-rule family), combining the apparent (in-sample) error with the leave-one-out bootstrap (out-of-bag) error: err_632 = 0.368 * err_app + 0.632 * eps0 @@ -615,7 +618,9 @@ def error_632_plus( } -def error_632_from_run(store: str | Path, run_id: str, loss_fn: LossFn) -> dict[str, Any]: +def error_632_from_run( + store: str | Path, run_id: str, loss_fn: LossFn +) -> dict[str, Any]: """Load an `optimism_bootstrap` run's artifacts and apply `error_632`.""" y, apparent_p, replicate_ps, counts = _load_run_arrays(store, run_id) return error_632(y, apparent_p, replicate_ps, counts, loss_fn) @@ -629,9 +634,7 @@ def error_632_plus_from_run( return error_632_plus(y, apparent_p, replicate_ps, counts, loss_fn) -def double_bootstrap_ci( - theta_corr: np.ndarray, alpha: float = 0.05 -) -> dict[str, Any]: +def double_bootstrap_ci(theta_corr: np.ndarray, alpha: float = 0.05) -> dict[str, Any]: """CI on the Efron-Gong optimism-corrected estimate via Noma (2021) "method 2". `theta_corr` holds the R per-OUTER-replicate optimism-corrected estimates diff --git a/bootstraptools/procedures.py b/bootstraptools/procedures.py index e560b14..1030658 100644 --- a/bootstraptools/procedures.py +++ b/bootstraptools/procedures.py @@ -92,7 +92,7 @@ def optimism_bootstrap( @dataclass(frozen=True) class DoubleResamplePlan: - """One outer replicate of Noma method 2 (double/two-stage bootstrap), + """One outer replicate of Noma method 2 (double/two-stage bootstrap), paired with its nested inner resample plans.""" outer_idx: int diff --git a/bootstraptools/query.py b/bootstraptools/query.py index 0bdb90c..aac3877 100644 --- a/bootstraptools/query.py +++ b/bootstraptools/query.py @@ -132,9 +132,7 @@ def query_apparent(store: str | Path, run_id: str) -> pl.DataFrame: """ path = Path(store) / "runs" / run_id / "apparent.parquet" if not path.is_file(): - raise FileNotFoundError( - f"No apparent table found for run {run_id!r}: {path}" - ) + raise FileNotFoundError(f"No apparent table found for run {run_id!r}: {path}") return pl.read_parquet(path) diff --git a/bootstraptools/seeds.py b/bootstraptools/seeds.py index 0182f30..2c4e95c 100644 --- a/bootstraptools/seeds.py +++ b/bootstraptools/seeds.py @@ -1,4 +1,3 @@ - from __future__ import annotations import numpy as np diff --git a/bootstraptools/store.py b/bootstraptools/store.py index 0ae132a..77dfe77 100644 --- a/bootstraptools/store.py +++ b/bootstraptools/store.py @@ -9,7 +9,7 @@ import json import re -from datetime import datetime, timezone +from datetime import UTC, datetime from importlib.metadata import PackageNotFoundError, version from pathlib import Path from typing import Any @@ -99,7 +99,7 @@ def init( "config": config or {}, "tags": tags or [], "store_model_state": store_model_state, - "created": datetime.now(timezone.utc).isoformat(), + "created": datetime.now(UTC).isoformat(), "status": "running", "n_replicates": 0, "summary": {}, @@ -243,7 +243,8 @@ def log_replicate( arrays_dir = self.run_dir / "arrays" arrays_dir.mkdir(exist_ok=True) np.savez( - arrays_dir / f"replicate_{plan.replicate_idx:04d}.npz", **arrays + arrays_dir / f"replicate_{plan.replicate_idx:04d}.npz", + **arrays, # ty: ignore[invalid-argument-type] ) if model_state: @@ -256,7 +257,7 @@ def log_replicate( model_state_dir.mkdir(exist_ok=True) np.savez( model_state_dir / f"replicate_{plan.replicate_idx:04d}.npz", - **model_state, + **model_state, # ty: ignore[invalid-argument-type] ) def log_apparent( @@ -317,7 +318,10 @@ def log_apparent( if arrays: apparent_dir = self.run_dir / "apparent" apparent_dir.mkdir(exist_ok=True) - np.savez(apparent_dir / "arrays.npz", **arrays) + np.savez( + apparent_dir / "arrays.npz", + **arrays, # ty: ignore[invalid-argument-type] + ) if model_state: if not self.store_model_state: @@ -327,7 +331,10 @@ def log_apparent( ) apparent_dir = self.run_dir / "apparent" apparent_dir.mkdir(exist_ok=True) - np.savez(apparent_dir / "model_state.npz", **model_state) + np.savez( + apparent_dir / "model_state.npz", + **model_state, # ty: ignore[invalid-argument-type] + ) self._apparent_logged = True diff --git a/bootstraptools/uq.py b/bootstraptools/uq.py index fce823c..ce77c08 100644 --- a/bootstraptools/uq.py +++ b/bootstraptools/uq.py @@ -47,9 +47,7 @@ def _z0(theta_boot: np.ndarray, theta_hat: float) -> float: """Bias-correction z0 (SciPy convention, kept finite at the edges).""" theta_boot = np.asarray(theta_boot) B = len(theta_boot) - prop = ( - np.sum(theta_boot < theta_hat) + np.sum(theta_boot <= theta_hat) - ) / (2 * B) + prop = (np.sum(theta_boot < theta_hat) + np.sum(theta_boot <= theta_hat)) / (2 * B) return float(ndtri(prop)) @@ -113,9 +111,7 @@ def bca( elif membership is not None: a = _acceleration_from_jack(_jab_theta_tilde(theta_boot, membership)) else: - raise ValueError( - "BCa requires one of: acceleration, jackknife, or membership" - ) + raise ValueError("BCa requires one of: acceleration, jackknife, or membership") zL = ndtri(alpha / 2) zU = ndtri(1 - alpha / 2) @@ -193,23 +189,23 @@ def ci( `theta_boot`, so it is called directly instead. """ if method == "percentile": - return percentile(theta_boot, **kwargs) # type: ignore[arg-type] + return percentile(theta_boot, **kwargs) # ty: ignore[invalid-argument-type] if method == "basic": if theta_hat is None: raise ValueError("basic requires theta_hat") - return basic(theta_boot, theta_hat, **kwargs) # type: ignore[arg-type] + return basic(theta_boot, theta_hat, **kwargs) # ty: ignore[invalid-argument-type] if method == "normal": if theta_hat is None: raise ValueError("normal requires theta_hat") - return normal(theta_boot, theta_hat, **kwargs) # type: ignore[arg-type] + return normal(theta_boot, theta_hat, **kwargs) # ty: ignore[invalid-argument-type] if method == "bca": if theta_hat is None: raise ValueError("bca requires theta_hat") - return bca(theta_boot, theta_hat, **kwargs) # type: ignore[arg-type] + return bca(theta_boot, theta_hat, **kwargs) # ty: ignore[invalid-argument-type] if method == "studentized": if theta_hat is None: raise ValueError("studentized requires theta_hat") if "se_boot" not in kwargs or "se_hat" not in kwargs: raise ValueError("studentized requires se_boot and se_hat") - return studentized(theta_boot, theta_hat, **kwargs) # type: ignore[arg-type] + return studentized(theta_boot, theta_hat, **kwargs) # ty: ignore[invalid-argument-type] raise ValueError(f"Unknown method {method!r}") diff --git a/pyproject.toml b/pyproject.toml index fcf8482..722f01e 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -14,3 +14,20 @@ dependencies = [ "scikit-learn>=1.8.0", "scipy>=1.17.1", ] + +[dependency-groups] +dev = [ + "pytest-cov>=6.0,<7.0", + "ruff>=0.15", + "ty>=0.0.1a0", +] + +[tool.ruff] +target-version = "py313" + +[tool.ruff.lint] +select = ["E", "F", "I", "UP", "B"] +ignore = ["E501"] + +[tool.ty.environment] +python-version = "3.13" diff --git a/uv.lock b/uv.lock index f6c9be1..e72f7df 100644 --- a/uv.lock +++ b/uv.lock @@ -14,6 +14,13 @@ dependencies = [ { name = "scipy" }, ] +[package.dev-dependencies] +dev = [ + { name = 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