""" Illustrates the gradient locality property of Gaussian-ROLL. Upper panel: score distributions for both classes with fitted Gaussian PDFs and operating threshold. Lower panel: gradient magnitude per sample using the Gaussian gradient formula (eq:gauss-grad-combined). Run from the thesis root: nix develop --command python3 content/method/figures/threshold_weighting_gaussian.py """ import numpy as np from scipy import stats import matplotlib matplotlib.use("Agg") import matplotlib.pyplot as plt plt.rcParams.update({ "text.usetex": False, "mathtext.fontset": "cm", "pdf.fonttype": 42 }) OUT_DIR = "content/method/figures" np.random.seed(7) # --- Data ------------------------------------------------------------------ n = 120 alpha = 0.25 # target FPR neg_scores = np.sort(np.random.normal(-0.6, 0.75, n)) pos_scores = np.sort(np.random.normal(1.1, 0.80, n)) n0 = len(neg_scores) n1 = len(pos_scores) # --- Gaussian MLE parameters ----------------------------------------------- mu0, sigma0 = neg_scores.mean(), neg_scores.std() mu1, sigma1 = pos_scores.mean(), pos_scores.std() # Threshold: (1-alpha)-quantile of negative class so that FPR = alpha # (FPR = P(score > tau | y=0) = 1 - F_0(tau), so F_0(tau) = 1-alpha) tau = stats.norm.ppf(1 - alpha, loc=mu0, scale=sigma0) # Shared scalar: pdf of positive class evaluated at the threshold common = (1.0 / (sigma1 * np.sqrt(2 * np.pi))) * np.exp(-0.5 * ((tau - mu1) / sigma1) ** 2) # --- Gaussian ROLL gradients (eq:gauss-grad-combined) --------------------- # y=1: -(1/n1) * common * (1 + (tau-mu1)*(s-mu1)/sigma1^2) grad_pos_signed = -(1.0 / n1) * common * ( 1 + (tau - mu1) * (pos_scores - mu1) / sigma1 ** 2 ) grad_pos_abs = np.abs(grad_pos_signed) # y=0: +(1/n0) * common * (1 + (tau-mu0)*(s-mu0)/sigma0^2) grad_neg_signed = (1.0 / n0) * common * ( 1 + (tau - mu0) * (neg_scores - mu0) / sigma0 ** 2 ) grad_neg_abs = np.abs(grad_neg_signed) # Gradient balance check (should be ~0) print(f"Gradient balance: pos sum = {grad_pos_signed.sum():.6f}, " f"neg sum = {grad_neg_signed.sum():.6f}, " f"total = {(grad_pos_signed.sum() + grad_neg_signed.sum()):.2e}") # --- Smooth reference curves (continuous gradient functions) --------------- x_ref = np.linspace(neg_scores.min() - 0.3, pos_scores.max() + 0.3, 400) smooth_pos_abs = np.abs(-(1.0 / n1) * common * ( 1 + (tau - mu1) * (x_ref - mu1) / sigma1 ** 2 )) smooth_neg_abs = np.abs((1.0 / n0) * common * ( 1 + (tau - mu0) * (x_ref - mu0) / sigma0 ** 2 )) # --- Plot ----------------------------------------------------------------- C_NEG = "#4477AA" C_POS = "#CC6633" C_TAU = "#333333" fig, (ax1, ax2) = plt.subplots( 2, 1, figsize=(5.5, 4.2), sharex=True, gridspec_kw={"height_ratios": [1.3, 1.0]} ) fig.subplots_adjust(hspace=0.06) # — Top: score distributions with fitted Gaussian PDFs — ax1.hist(neg_scores, bins=20, density=True, alpha=0.35, color=C_NEG, label=r"Negative class ($y=0$)") ax1.hist(pos_scores, bins=20, density=True, alpha=0.35, color=C_POS, label=r"Positive class ($y=1$)") ax1.plot(x_ref, stats.norm.pdf(x_ref, mu0, sigma0), color=C_NEG, linewidth=1.8, label=r"Fitted $\mathcal{N}(\mu_0,\sigma_0^2)$") ax1.plot(x_ref, stats.norm.pdf(x_ref, mu1, sigma1), color=C_POS, linewidth=1.8, label=r"Fitted $\mathcal{N}(\mu_1,\sigma_1^2)$") ax1.axvline(tau, color=C_TAU, linestyle="--", linewidth=1.4, label=rf"Threshold $\tau$ (FPR $=\alpha={alpha}$)") ax1.set_ylabel("Density", fontsize=9) ax1.set_yticks([]) ax1.legend(fontsize=7, loc="upper right", framealpha=0.85) # — Bottom: gradient magnitudes — ax2.scatter(neg_scores, grad_neg_abs, color=C_NEG, s=12, zorder=3, alpha=0.75, label=r"$|\partial\mathcal{L}/\partial f_\theta(\mathbf{x})|$, $y=0$") ax2.scatter(pos_scores, grad_pos_abs, color=C_POS, s=12, zorder=3, alpha=0.75, label=r"$|\partial\mathcal{L}/\partial f_\theta(\mathbf{x})|$, $y=1$") ax2.plot(x_ref, smooth_neg_abs, color=C_NEG, linewidth=1.2, alpha=0.55) ax2.plot(x_ref, smooth_pos_abs, color=C_POS, linewidth=1.2, alpha=0.55) ax2.axvline(tau, color=C_TAU, linestyle="--", linewidth=1.4) ax2.set_ylabel("Gradient magnitude", fontsize=9) ax2.set_xlabel(r"Score $f_\theta(\mathbf{x})$", fontsize=9) ax2.set_yticks([]) ax2.legend(fontsize=7.5, loc="upper right", framealpha=0.85) for ax in (ax1, ax2): ax.tick_params(labelsize=8) ax.spines[["top", "right"]].set_visible(False) out_base = f"{OUT_DIR}/threshold_weighting_gaussian" fig.savefig(f"{out_base}.pdf", bbox_inches="tight") fig.savefig(f"{out_base}.png", bbox_inches="tight", dpi=180) print(f"Saved to {out_base}.{{pdf,png}}")