""" Illustrates the gradient locality property of KDE-ROLL. Upper panel: score distributions for both classes with operating threshold. Lower panel: gradient magnitude per sample, showing bell-shaped decay from threshold. Run from the thesis root: nix develop --command python3 content/method/figures/threshold_weighting.py """ import numpy as np import matplotlib matplotlib.use("Agg") import matplotlib.pyplot as plt # --- Add these configuration rules right here --- plt.rcParams.update({ "text.usetex": False, # Rely on Matplotlib's math parser instead of the system compiler "mathtext.fontset": "cm", # Emulate standard LaTeX Computer Modern styles flawlessly "pdf.fonttype": 42 # Ensure fonts are embedded as TrueType vector curves instead of Type 3 paths }) 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)) # Threshold: alpha-quantile of the negative-class scores tau = np.percentile(neg_scores, 100 * (1 - alpha)) # --- Bandwidth (Silverman's rule per class) -------------------------------- h_neg = 1.06 * neg_scores.std() * n ** (-1 / 5) h_pos = 1.06 * pos_scores.std() * n ** (-1 / 5) def sigma_prime(x, h): """Logistic kernel PDF: derivative of the sigmoid-smoothed CDF.""" e = np.exp(-np.abs(x) / h) return e / (h * (1 + e) ** 2) # --- KDE-ROLL gradients (eq:kde-grad-combined) ---------------------------- # y=1: (1/n) * sigma_prime(score - tau) grad_pos = (1.0 / n) * sigma_prime(pos_scores - tau, h_pos) # y=0: -(scale) * sigma_prime(tau - score_i) / sum_j[sigma_prime(tau - score_j)] # where scale = (1/n) * sum_j[sigma_prime(pos_j - tau)] neg_kernel = sigma_prime(tau - neg_scores, h_neg) scale = (1.0 / n) * np.sum(sigma_prime(pos_scores - tau, h_pos)) grad_neg_signed = -scale * neg_kernel / neg_kernel.sum() grad_neg_abs = np.abs(grad_neg_signed) # --- Smooth reference bell curves ----------------------------------------- x_ref = np.linspace(neg_scores.min() - 0.3, pos_scores.max() + 0.3, 400) bell_pos = sigma_prime(x_ref - tau, h_pos) bell_pos *= (grad_pos.max() / bell_pos.max()) bell_neg = sigma_prime(tau - x_ref, h_neg) bell_neg *= (grad_neg_abs.max() / bell_neg.max()) # --- 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 — ax1.hist(neg_scores, bins=20, density=True, alpha=0.45, color=C_NEG, label=r"Negative class ($y=0$)") ax1.hist(pos_scores, bins=20, density=True, alpha=0.45, color=C_POS, label=r"Positive class ($y=1$)") 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=7.5, 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, 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, bell_neg, color=C_NEG, linewidth=1.2, alpha=0.5) ax2.plot(x_ref, bell_pos, color=C_POS, linewidth=1.2, alpha=0.5) 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) fig.savefig(f"{OUT_DIR}/threshold_weighting.pdf", bbox_inches="tight") fig.savefig(f"{OUT_DIR}/threshold_weighting.png", bbox_inches="tight", dpi=180) print(f"Saved to {OUT_DIR}/threshold_weighting.{{pdf,png}}") print(f"Sum neg: {np.sum(grad_neg_signed)}, pos: {np.sum(grad_pos)}")