update real data examples code and rerun project.
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@ -3,15 +3,33 @@ source("../simulations/measerr_methods.R")
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source("../simulations/RemembR/R/RemembeR.R")
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source("../simulations/RemembR/R/RemembeR.R")
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change.remember.file("dv_perspective_example.RDS")
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change.remember.file("dv_perspective_example.RDS")
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remember(accuracies, "civil_comments_accuracies")
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remember(f1s, "civil_comments_f1s")
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remember(positive_cases, "civil_comments_positive_cases")
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remember(proportions_cases, "civil_comments_proportions_cases")
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remember(cortab, "civil_comments_cortab")
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remember(nrow(df), 'n.annotated.comments')
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# for reproducibility
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# for reproducibility
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set.seed(1111)
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set.seed(111)
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## another simple enough example: is P(toxic | funny and white) > P(toxic | funny nand white)? Or, are funny comments more toxic when people disclose that they are white?
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## another simple enough example: is P(toxic | funny and white) > P(toxic | funny nand white)? Or, are funny comments more toxic when people disclose that they are white?
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compare_dv_models <-function(pred_formula, outcome_formula, proxy_formula, df, sample.prop, remember_prefix){
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compare_dv_models <-function(pred_formula, outcome_formula, proxy_formula, df, sample.prop, sample.size, remember_prefix){
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if(is.null(sample.prop)){
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sample.prop <- sample.size / nrow(df)
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}
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if(is.null(sample.size)){
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sample.size <- nrow(df) * sample.prop
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}
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pred_model <- glm(pred_formula, df, family=binomial(link='logit'))
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pred_model <- glm(pred_formula, df, family=binomial(link='logit'))
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remember(sample.size, paste0(remember_prefix, "sample.size"))
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remember(sample.prop, paste0(remember_prefix, "sample.prop"))
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remember(pred_formula, paste0(remember_prefix, "pred_formula"))
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remember(outcome_formula, paste0(remember_prefix, 'outcome_formula'))
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remember(proxy_formula, paste0(remember_prefix, 'proxy_formula'))
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remember(coef(pred_model), paste0(remember_prefix, "coef_pred_model"))
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remember(coef(pred_model), paste0(remember_prefix, "coef_pred_model"))
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remember(diag(vcov((pred_model))), paste0(remember_prefix, "se_pred_model"))
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remember(diag(vcov((pred_model))), paste0(remember_prefix, "se_pred_model"))
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@ -19,7 +37,7 @@ compare_dv_models <-function(pred_formula, outcome_formula, proxy_formula, df, s
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remember(coef(coder_model), paste0(remember_prefix, "coef_coder_model"))
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remember(coef(coder_model), paste0(remember_prefix, "coef_coder_model"))
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remember(diag(vcov((coder_model))), paste0(remember_prefix, "se_coder_model"))
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remember(diag(vcov((coder_model))), paste0(remember_prefix, "se_coder_model"))
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df_measerr_method <- copy(df)[sample(1:.N, sample.prop * .N), toxicity_coded_1 := toxicity_coded]
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df_measerr_method <- copy(df)[sample(1:.N, sample.size), toxicity_coded_1 := toxicity_coded]
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df_measerr_method <- df_measerr_method[,toxicity_coded := toxicity_coded_1]
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df_measerr_method <- df_measerr_method[,toxicity_coded := toxicity_coded_1]
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sample_model <- glm(outcome_formula, df_measerr_method, family=binomial(link='logit'))
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sample_model <- glm(outcome_formula, df_measerr_method, family=binomial(link='logit'))
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remember(coef(sample_model), paste0(remember_prefix, "coef_sample_model"))
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remember(coef(sample_model), paste0(remember_prefix, "coef_sample_model"))
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@ -35,20 +53,37 @@ compare_dv_models <-function(pred_formula, outcome_formula, proxy_formula, df, s
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print("running first example")
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print("running first example")
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compare_dv_models(pred_formula = toxicity_pred ~ funny*white,
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pred_formula = toxicity_pred ~ likes + race_disclosed
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outcome_formula = toxicity_coded ~ funny*white,
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outcome_formula = toxicity_coded ~ likes + race_disclosed
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proxy_formula = toxicity_pred ~ toxicity_coded*funny*white,
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proxy_formula = toxicity_pred ~ toxicity_coded*race_disclosed*likes
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compare_dv_models(pred_formula = pred_formula,
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outcome_formula = outcome_formula,
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proxy_formula = proxy_formula,
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df=df,
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df=df,
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sample.prop=0.01,
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sample.prop=0.01,
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remember_prefix='cc_ex_tox.funny.white')
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sample.size=NULL,
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remember_prefix='cc_ex_tox.likes.race_disclosed')
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print("running second example")
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print("running second example")
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compare_dv_models(pred_formula = toxicity_pred ~ likes+race_disclosed,
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compare_dv_models(pred_formula = pred_formula,
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outcome_formula = toxicity_coded ~ likes + race_disclosed,KKJ
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outcome_formula = outcome_formula,
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proxy_formula = toxicity_pred ~ toxicity_coded*likes*race_disclosed,
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proxy_formula = proxy_formula,
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df=df,
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df=df,
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sample.prop=0.01,
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sample.size=10000,
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remember_prefix='cc_ex_tox.funny.race_disclosed')
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sample.prop=NULL,
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remember_prefix='cc_ex_tox.likes.race_disclosed.medsamp')
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print("running third example")
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compare_dv_models(pred_formula = pred_formula,
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outcome_formula = outcome_formula,
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proxy_formula = proxy_formula,
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df=df,
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sample.prop=0.05,
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sample.size=NULL,
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remember_prefix='cc_ex_tox.likes.race_disclosed.largesamp')
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107
civil_comments/02_iv_example.R
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107
civil_comments/02_iv_example.R
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@ -0,0 +1,107 @@
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source("../simulations/RemembR/R/RemembeR.R")
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change.remember.file("iv_perspective_example.RDS")
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source('load_perspective_data.R')
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source("../simulations/measerr_methods.R")
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remember(accuracies, "civil_comments_accuracies")
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remember(f1s, "civil_comments_f1s")
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remember(positive_cases, "civil_comments_positive_cases")
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remember(proportions_cases, "civil_comments_proportions_cases")
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remember(cortab, "civil_comments_cortab")
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remember(nrow(df), 'n.annotated.comments')
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# for reproducibility
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set.seed(1)
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## another simple enough example: is P(toxic | funny and white) > P(toxic | funny nand white)? Or, are funny comments more toxic when people disclose that they are white?
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compare_iv_models <-function(pred_formula, outcome_formula, proxy_formula, truth_formula, df, sample.prop, sample.size, remember_prefix){
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if(is.null(sample.prop)){
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sample.prop <- sample.size / nrow(df)
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}
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if(is.null(sample.size)){
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sample.size <- nrow(df) * sample.prop
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}
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remember(sample.size, paste0(remember_prefix, "sample.size"))
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remember(sample.prop, paste0(remember_prefix, "sample.prop"))
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remember(pred_formula, paste0(remember_prefix, "pred_formula"))
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remember(outcome_formula, paste0(remember_prefix, 'outcome_formula'))
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remember(proxy_formula, paste0(remember_prefix, 'proxy_formula'))
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remember(truth_formula, paste0(remember_prefix, 'truth_formula'))
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pred_model <- glm(pred_formula, df, family=binomial(link='logit'))
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remember(coef(pred_model), paste0(remember_prefix, "coef_pred_model"))
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remember(diag(vcov((pred_model))), paste0(remember_prefix, "se_pred_model"))
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coder_model <- glm(outcome_formula, df, family=binomial(link='logit'))
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remember(coef(coder_model), paste0(remember_prefix, "coef_coder_model"))
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remember(diag(vcov((coder_model))), paste0(remember_prefix, "se_coder_model"))
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df_measerr_method <- copy(df)[sample(1:.N, sample.size), toxicity_coded_1 := toxicity_coded]
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df_measerr_method <- df_measerr_method[,toxicity_coded := toxicity_coded_1]
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sample_model <- glm(outcome_formula, df_measerr_method, family=binomial(link='logit'))
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remember(coef(sample_model), paste0(remember_prefix, "coef_sample_model"))
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remember(diag(vcov((sample_model))), paste0(remember_prefix, "se_sample_model"))
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measerr_model <- measerr_mle(df_measerr_method, outcome_formula, outcome_family=binomial(link='logit'), proxy_formula=proxy_formula, proxy_family=binomial(link='logit'),truth_formula=truth_formula, truth_family=binomial(link='logit'))
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inv_hessian = solve(measerr_model$hessian)
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stderr = diag(inv_hessian)
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remember(stderr, paste0(remember_prefix, "measerr_model_stderr"))
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remember(measerr_model$par, paste0(remember_prefix, "measerr_model_par"))
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}
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## print("running first iv example")
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## sample.prop <- 0.05
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## compare_iv_models(white ~ toxicity_pred*funny,
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## outcome_formula = white ~ toxicity_coded*funny,
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## proxy_formula = toxicity_pred ~ toxicity_coded*funny*white,
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## truth_formula = toxicity_coded ~ 1,
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## df=df,
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## sample.prop=sample.prop,
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## remember_prefix='cc_ex_tox.funny.white')
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pred_formula <- race_disclosed ~ likes * toxicity_pred
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outcome_formula <- race_disclosed ~ likes * toxicity_coded
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proxy_formula <- toxicity_pred ~ toxicity_coded * race_disclosed * likes
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truth_formula <- toxicity_coded ~ 1
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print("running first example")
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compare_iv_models(pred_formula = pred_formula,
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outcome_formula = outcome_formula,
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proxy_formula = proxy_formula,
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truth_formula = truth_formula,
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df=df,
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sample.prop=0.01,
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sample.size=NULL,
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remember_prefix='cc_ex_tox.likes.race_disclosed')
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print("running second example")
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compare_iv_models(pred_formula = pred_formula,
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outcome_formula = outcome_formula,
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proxy_formula = proxy_formula,
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truth_formula = truth_formula,
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df=df,
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sample.prop=NULL,
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sample.size=10000,
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remember_prefix='cc_ex_tox.likes.race_disclosed.medsamp')
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print("running third example")
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compare_iv_models(pred_formula = race_disclosed ~ likes * toxicity_pred,
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outcome_formula = race_disclosed ~ likes * toxicity_coded,
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proxy_formula = toxicity_pred ~ toxicity_coded + race_disclosed,
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truth_formula = toxicity_coded ~ 1,
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df=df,
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sample.prop=0.05,
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sample.size=NULL,
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remember_prefix='cc_ex_tox.likes.race_disclosed.largesamp')
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@ -1,6 +1,14 @@
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qall: iv_perspective_example.RDS dv_perspective_example.RDS
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srun_1core=srun -A comdata -p compute-bigmem --mem=4G --time=12:00:00 -c 1 --pty /usr/bin/bash -l
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srun_1core=srun -A comdata -p compute-bigmem --mem=4G --time=12:00:00 -c 1 --pty /usr/bin/bash -l
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srun=srun -A comdata -p compute-bigmem --mem=4G --time=12:00:00 --pty /usr/bin/bash -l
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perspective_scores.csv: perspective_json_to_csv.sh perspective_results.json
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perspective_scores.csv: perspective_json_to_csv.sh perspective_results.json
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$(srun_1core) ./$^ $@
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$(srun_1core) ./$^ $@
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iv_perspective_example.RDS: 02_iv_example.R perspective_scores.csv
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$(srun) Rscript $<
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dv_perspective_example.RDS: 01_dv_example.R perspective_scores.csv
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$(srun) Rscript $<
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@ -5,95 +5,6 @@ source('load_perspective_data.R')
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## the API claims that these scores are "probabilities"
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## the API claims that these scores are "probabilities"
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## say we care about the model of the classification, not the probability
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## say we care about the model of the classification, not the probability
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F1 <- function(y, predictions){
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tp <- sum( (predictions == y) & (predictions==1))
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fn <- sum( (predictions != y) & (predictions!=1))
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fp <- sum( (predictions != y) & (predictions==1))
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precision <- tp / (tp + fp)
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recall <- tp / (tp + fn)
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return (2 * precision * recall ) / (precision + recall)
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}
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## toxicity is about 93% accurate, with an f1 of 0.8
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## identity_attack has high accuracy 97%, but an unfortunant f1 of 0.5.
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## threat has high accuracy 99%, but a really bad looking f1 of 0.48.
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accuracies <- df[,.(identity_attack_acc = mean(identity_attack_pred == identity_attack_coded),
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insult_pred_acc = mean(insult_pred == insult_coded),
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profanity_acc = mean(profanity_pred == profanity_coded),
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severe_toxicity_acc = mean(severe_toxicity_pred == severe_toxicity_coded),
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theat_acc = mean(threat_pred == threat_coded),
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toxicity_acc = mean(toxicity_pred == toxicity_coded))]
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f1s <- df[,.(identity_attack_f1 = F1(identity_attack_coded,identity_attack_pred),
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insult_f1 = F1(insult_coded,insult_pred),
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profanity_f1 = F1(profanity_coded,profanity_pred),
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severe_toxicity_f1 = F1(severe_toxicity_coded,severe_toxicity_pred),
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theat_f1 = F1(threat_coded,threat_pred),
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toxicity_f1 = F1(toxicity_coded,toxicity_pred))]
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positive_cases <- df[,.(identity_attacks = sum(identity_attack_coded),
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insults = sum(insult_coded),
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profanities = sum(profanity_coded),
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severe_toxic_comments = sum(severe_toxicity_coded),
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threats = sum(threat_coded),
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toxic_comments = sum(toxicity_coded))]
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## there are 50,000 toxic comments, 13000 identity attacks, 30000 insults, 3000 profanities, 8 severe toxic, and 1000 threats.
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proportions_cases <- df[,.(prop_identity = mean(identity_attack_coded),
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prop_insults = mean(insult_coded),
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prop_profanity = mean(profanity_coded),
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prop_severe = mean(severe_toxicity_coded),
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prop_threats = mean(threat_coded),
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prop_toxic = mean(toxicity_coded))]
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## at 11% of comments, "toxicity" seems not so badly skewed. Try toxicity first, and if it doesn't work out try insults.
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## now look for an example where differential error affects an identity, or a reaction.
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df <- df[,":="(identity_error = identity_attack_coded - identity_attack_pred,
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insult_error = insult_coded - insult_pred,
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profanity_error = profanity_coded - profanity_pred,
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severe_toxic_error = severe_toxicity_coded - severe_toxicity_pred,
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threat_error = threat_coded - threat_pred,
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toxicity_error = toxicity_coded - toxicity_pred)]
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## what's correlated with toxicity_error ?
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df <- df[,approved := rating == "approved"]
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df <- df[,white := white > 0.5]
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cortab <- cor(df[,.(toxicity_error,
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identity_error,
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toxicity_coded,
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funny,
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approved,
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sad,
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wow,
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likes,
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disagree,
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male,
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female,
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transgender,
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other_gender,
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heterosexual,
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bisexual,
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other_sexual_orientation,
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christian,
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jewish,
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hindu,
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buddhist,
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atheist,
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other_religion,
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black,
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white,
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asian,
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latino,
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other_race_or_ethnicity,
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physical_disability,
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intellectual_or_learning_disability,
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psychiatric_or_mental_illness,
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other_disability)])
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## toxicity error is weakly correlated pearson's R = 0.1 with both "white" and "black".
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## toxicity error is weakly correlated pearson's R = 0.1 with both "white" and "black".
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## compare regressions with "white" or "black" as the outcome and "toxicity_coded" or "toxicity_pred" as a predictor.
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## compare regressions with "white" or "black" as the outcome and "toxicity_coded" or "toxicity_pred" as a predictor.
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@ -107,22 +18,6 @@ cortab['toxicity_coded',]
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cortab['identity_error',]
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cortab['identity_error',]
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cortab['white',]
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cortab['white',]
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cortab <- cor(df[,.(toxicity_error,
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identity_error,
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toxicity_coded,
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||||||
funny,
|
|
||||||
approved,
|
|
||||||
sad,
|
|
||||||
wow,
|
|
||||||
likes,
|
|
||||||
disagree,
|
|
||||||
gender_disclosed,
|
|
||||||
sexuality_disclosed,
|
|
||||||
religion_disclosed,
|
|
||||||
race_disclosed,
|
|
||||||
disability_disclosed)])
|
|
||||||
|
|
||||||
|
|
||||||
## here's a simple example, is P(white | toxic and mentally ill) > P(white | toxic or mentally ill). Are people who discuss their mental illness in a toxic way more likely to be white compared to those who just talk about their mental illness or are toxic?
|
## here's a simple example, is P(white | toxic and mentally ill) > P(white | toxic or mentally ill). Are people who discuss their mental illness in a toxic way more likely to be white compared to those who just talk about their mental illness or are toxic?
|
||||||
summary(glm(white ~ toxicity_coded*psychiatric_or_mental_illness, data = df, family=binomial(link='logit')))
|
summary(glm(white ~ toxicity_coded*psychiatric_or_mental_illness, data = df, family=binomial(link='logit')))
|
||||||
|
|
||||||
|
@ -39,3 +39,98 @@ df <- df[,":="(gender_disclosed = dt.apply.any(gt.0.5, male, female, transgender
|
|||||||
disability_disclosed = dt.apply.any(gt.0.5,physical_disability, intellectual_or_learning_disability, psychiatric_or_mental_illness, other_disability))]
|
disability_disclosed = dt.apply.any(gt.0.5,physical_disability, intellectual_or_learning_disability, psychiatric_or_mental_illness, other_disability))]
|
||||||
|
|
||||||
df <- df[,white:=gt.0.5(white)]
|
df <- df[,white:=gt.0.5(white)]
|
||||||
|
|
||||||
|
|
||||||
|
F1 <- function(y, predictions){
|
||||||
|
tp <- sum( (predictions == y) & (predictions==1))
|
||||||
|
fn <- sum( (predictions != y) & (predictions!=1))
|
||||||
|
fp <- sum( (predictions != y) & (predictions==1))
|
||||||
|
precision <- tp / (tp + fp)
|
||||||
|
recall <- tp / (tp + fn)
|
||||||
|
return (2 * precision * recall ) / (precision + recall)
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
## toxicity is about 93% accurate, with an f1 of 0.8
|
||||||
|
## identity_attack has high accuracy 97%, but an unfortunant f1 of 0.5.
|
||||||
|
## threat has high accuracy 99%, but a really bad looking f1 of 0.48.
|
||||||
|
accuracies <- df[,.(identity_attack_acc = mean(identity_attack_pred == identity_attack_coded),
|
||||||
|
insult_pred_acc = mean(insult_pred == insult_coded),
|
||||||
|
profanity_acc = mean(profanity_pred == profanity_coded),
|
||||||
|
severe_toxicity_acc = mean(severe_toxicity_pred == severe_toxicity_coded),
|
||||||
|
theat_acc = mean(threat_pred == threat_coded),
|
||||||
|
toxicity_acc = mean(toxicity_pred == toxicity_coded))]
|
||||||
|
|
||||||
|
f1s <- df[,.(identity_attack_f1 = F1(identity_attack_coded,identity_attack_pred),
|
||||||
|
insult_f1 = F1(insult_coded,insult_pred),
|
||||||
|
profanity_f1 = F1(profanity_coded,profanity_pred),
|
||||||
|
severe_toxicity_f1 = F1(severe_toxicity_coded,severe_toxicity_pred),
|
||||||
|
theat_f1 = F1(threat_coded,threat_pred),
|
||||||
|
toxicity_f1 = F1(toxicity_coded,toxicity_pred))]
|
||||||
|
|
||||||
|
positive_cases <- df[,.(identity_attacks = sum(identity_attack_coded),
|
||||||
|
insults = sum(insult_coded),
|
||||||
|
profanities = sum(profanity_coded),
|
||||||
|
severe_toxic_comments = sum(severe_toxicity_coded),
|
||||||
|
threats = sum(threat_coded),
|
||||||
|
toxic_comments = sum(toxicity_coded))]
|
||||||
|
|
||||||
|
## there are 50,000 toxic comments, 13000 identity attacks, 30000 insults, 3000 profanities, 8 severe toxic, and 1000 threats.
|
||||||
|
|
||||||
|
proportions_cases <- df[,.(prop_identity = mean(identity_attack_coded),
|
||||||
|
prop_insults = mean(insult_coded),
|
||||||
|
prop_profanity = mean(profanity_coded),
|
||||||
|
prop_severe = mean(severe_toxicity_coded),
|
||||||
|
prop_threats = mean(threat_coded),
|
||||||
|
prop_toxic = mean(toxicity_coded))]
|
||||||
|
|
||||||
|
## at 11% of comments, "toxicity" seems not so badly skewed. Try toxicity first, and if it doesn't work out try insults.
|
||||||
|
|
||||||
|
## now look for an example where differential error affects an identity, or a reaction.
|
||||||
|
df <- df[,":="(identity_error = identity_attack_coded - identity_attack_pred,
|
||||||
|
insult_error = insult_coded - insult_pred,
|
||||||
|
profanity_error = profanity_coded - profanity_pred,
|
||||||
|
severe_toxic_error = severe_toxicity_coded - severe_toxicity_pred,
|
||||||
|
threat_error = threat_coded - threat_pred,
|
||||||
|
toxicity_error = toxicity_coded - toxicity_pred)]
|
||||||
|
|
||||||
|
## what's correlated with toxicity_error ?
|
||||||
|
df <- df[,approved := rating == "approved"]
|
||||||
|
df <- df[,white := white > 0.5]
|
||||||
|
|
||||||
|
cortab <- cor(df[,.(toxicity_error,
|
||||||
|
identity_error,
|
||||||
|
toxicity_coded,
|
||||||
|
funny,
|
||||||
|
approved,
|
||||||
|
sad,
|
||||||
|
wow,
|
||||||
|
likes,
|
||||||
|
disagree,
|
||||||
|
male,
|
||||||
|
female,
|
||||||
|
transgender,
|
||||||
|
other_gender,
|
||||||
|
heterosexual,
|
||||||
|
bisexual,
|
||||||
|
other_sexual_orientation,
|
||||||
|
christian,
|
||||||
|
jewish,
|
||||||
|
hindu,
|
||||||
|
buddhist,
|
||||||
|
atheist,
|
||||||
|
other_religion,
|
||||||
|
black,
|
||||||
|
white,
|
||||||
|
asian,
|
||||||
|
latino,
|
||||||
|
other_race_or_ethnicity,
|
||||||
|
physical_disability,
|
||||||
|
intellectual_or_learning_disability,
|
||||||
|
psychiatric_or_mental_illness,
|
||||||
|
other_disability,
|
||||||
|
gender_disclosed,
|
||||||
|
sexuality_disclosed,
|
||||||
|
religion_disclosed,
|
||||||
|
race_disclosed,
|
||||||
|
disability_disclosed)])
|
||||||
|
@ -15,7 +15,12 @@ library(bbmle)
|
|||||||
|
|
||||||
### ideal formulas for example 2
|
### ideal formulas for example 2
|
||||||
# test.fit.2 <- measerr_mle(df, y ~ x + z, gaussian(), w_pred ~ x + z + y + y:x, binomial(link='logit'), x ~ z)
|
# test.fit.2 <- measerr_mle(df, y ~ x + z, gaussian(), w_pred ~ x + z + y + y:x, binomial(link='logit'), x ~ z)
|
||||||
|
likelihood.logistic <- function(model.params, outcome, model.matrix){
|
||||||
|
ll <- vector(mode='numeric', length=length(outcome))
|
||||||
|
ll[outcome == 1] <- plogis(model.params %*% t(model.matrix[outcome==1,]), log=TRUE)
|
||||||
|
ll[outcome == 0] <- plogis(model.params %*% t(model.matrix[outcome==0,]), log=TRUE, lower.tail=FALSE)
|
||||||
|
return(ll)
|
||||||
|
}
|
||||||
|
|
||||||
## outcome_formula <- y ~ x + z; proxy_formula <- w_pred ~ y + x + z + x:z + x:y + z:y
|
## outcome_formula <- y ~ x + z; proxy_formula <- w_pred ~ y + x + z + x:z + x:y + z:y
|
||||||
measerr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link='logit'), proxy_formula, proxy_family=binomial(link='logit'),method='optim'){
|
measerr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link='logit'), proxy_formula, proxy_family=binomial(link='logit'),method='optim'){
|
||||||
@ -126,6 +131,31 @@ measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_fo
|
|||||||
proxy.model.matrix <- model.matrix(proxy_formula, df)
|
proxy.model.matrix <- model.matrix(proxy_formula, df)
|
||||||
y.obs <- with(df.obs,eval(parse(text=response.var)))
|
y.obs <- with(df.obs,eval(parse(text=response.var)))
|
||||||
|
|
||||||
|
df.proxy.obs <- model.frame(proxy_formula,df)
|
||||||
|
proxy.obs <- with(df.proxy.obs, eval(parse(text=proxy.variable)))
|
||||||
|
n.proxy.model.covars <- dim(proxy.model.matrix)[2]
|
||||||
|
|
||||||
|
df.truth.obs <- model.frame(truth_formula, df)
|
||||||
|
truth.obs <- with(df.truth.obs, eval(parse(text=truth.variable)))
|
||||||
|
truth.model.matrix <- model.matrix(truth_formula,df.truth.obs)
|
||||||
|
n.truth.model.covars <- dim(truth.model.matrix)[2]
|
||||||
|
|
||||||
|
df.unobs <- df[is.na(eval(parse(text=truth.variable)))]
|
||||||
|
df.unobs.x1 <- copy(df.unobs)
|
||||||
|
df.unobs.x1[,truth.variable] <- 1
|
||||||
|
df.unobs.x0 <- copy(df.unobs)
|
||||||
|
df.unobs.x0[,truth.variable] <- 0
|
||||||
|
outcome.unobs <- with(df.unobs, eval(parse(text=response.var)))
|
||||||
|
|
||||||
|
outcome.model.matrix.x0 <- model.matrix(outcome_formula, df.unobs.x0)
|
||||||
|
outcome.model.matrix.x1 <- model.matrix(outcome_formula, df.unobs.x1)
|
||||||
|
|
||||||
|
proxy.model.matrix.x0 <- model.matrix(proxy_formula, df.unobs.x0)
|
||||||
|
proxy.model.matrix.x1 <- model.matrix(proxy_formula, df.unobs.x1)
|
||||||
|
proxy.unobs <- df.unobs[[proxy.variable]]
|
||||||
|
|
||||||
|
truth.model.matrix.unobs <- model.matrix(truth_formula, df.unobs.x0)
|
||||||
|
|
||||||
measerr_mle_nll <- function(params){
|
measerr_mle_nll <- function(params){
|
||||||
param.idx <- 1
|
param.idx <- 1
|
||||||
n.outcome.model.covars <- dim(outcome.model.matrix)[2]
|
n.outcome.model.covars <- dim(outcome.model.matrix)[2]
|
||||||
@ -138,82 +168,48 @@ measerr_mle <- function(df, outcome_formula, outcome_family=gaussian(), proxy_fo
|
|||||||
param.idx <- param.idx + 1
|
param.idx <- param.idx + 1
|
||||||
# outcome_formula likelihood using linear regression
|
# outcome_formula likelihood using linear regression
|
||||||
ll.y.obs <- dnorm(y.obs, outcome.params %*% t(outcome.model.matrix),sd=sigma.y, log=TRUE)
|
ll.y.obs <- dnorm(y.obs, outcome.params %*% t(outcome.model.matrix),sd=sigma.y, log=TRUE)
|
||||||
}
|
} else if( (outcome_family$family == "binomial") & (outcome_family$link == "logit") )
|
||||||
|
ll.y.obs <- likelihood.logistic(outcome.params, y.obs, outcome.model.matrix)
|
||||||
df.obs <- model.frame(proxy_formula,df)
|
|
||||||
n.proxy.model.covars <- dim(proxy.model.matrix)[2]
|
|
||||||
proxy.params <- params[param.idx:(n.proxy.model.covars+param.idx-1)]
|
proxy.params <- params[param.idx:(n.proxy.model.covars+param.idx-1)]
|
||||||
param.idx <- param.idx + n.proxy.model.covars
|
param.idx <- param.idx + n.proxy.model.covars
|
||||||
proxy.obs <- with(df.obs, eval(parse(text=proxy.variable)))
|
|
||||||
|
|
||||||
if( (proxy_family$family=="binomial") & (proxy_family$link=='logit')){
|
if( (proxy_family$family=="binomial") & (proxy_family$link=='logit'))
|
||||||
ll.w.obs <- vector(mode='numeric',length=dim(proxy.model.matrix)[1])
|
ll.w.obs <- likelihood.logistic(proxy.params, proxy.obs, proxy.model.matrix)
|
||||||
|
|
||||||
# proxy_formula likelihood using logistic regression
|
|
||||||
ll.w.obs[proxy.obs==1] <- plogis(proxy.params %*% t(proxy.model.matrix[proxy.obs==1,]),log=TRUE)
|
|
||||||
ll.w.obs[proxy.obs==0] <- plogis(proxy.params %*% t(proxy.model.matrix[proxy.obs==0,]),log=TRUE, lower.tail=FALSE)
|
|
||||||
}
|
|
||||||
|
|
||||||
df.obs <- model.frame(truth_formula, df)
|
|
||||||
|
|
||||||
truth.obs <- with(df.obs, eval(parse(text=truth.variable)))
|
|
||||||
truth.model.matrix <- model.matrix(truth_formula,df)
|
|
||||||
n.truth.model.covars <- dim(truth.model.matrix)[2]
|
|
||||||
|
|
||||||
truth.params <- params[param.idx:(n.truth.model.covars + param.idx - 1)]
|
truth.params <- params[param.idx:(n.truth.model.covars + param.idx - 1)]
|
||||||
|
|
||||||
if( (truth_family$family=="binomial") & (truth_family$link=='logit')){
|
if( (truth_family$family=="binomial") & (truth_family$link=='logit'))
|
||||||
ll.x.obs <- vector(mode='numeric',length=dim(truth.model.matrix)[1])
|
ll.x.obs <- likelihood.logistic(truth.params, truth.obs, truth.model.matrix)
|
||||||
|
|
||||||
# truth_formula likelihood using logistic regression
|
|
||||||
ll.x.obs[truth.obs==1] <- plogis(truth.params %*% t(truth.model.matrix[truth.obs==1,]),log=TRUE)
|
|
||||||
ll.x.obs[truth.obs==0] <- plogis(truth.params %*% t(truth.model.matrix[truth.obs==0,]),log=TRUE, lower.tail=FALSE)
|
|
||||||
}
|
|
||||||
|
|
||||||
# add the three likelihoods
|
# add the three likelihoods
|
||||||
ll.obs <- sum(ll.y.obs + ll.w.obs + ll.x.obs)
|
ll.obs <- sum(ll.y.obs + ll.w.obs + ll.x.obs)
|
||||||
|
|
||||||
## likelihood for the predicted data
|
## likelihood for the predicted data
|
||||||
## integrate out the "truth" variable.
|
## integrate out the "truth" variable.
|
||||||
|
|
||||||
if(truth_family$family=='binomial'){
|
if(truth_family$family=='binomial'){
|
||||||
df.unobs <- df[is.na(eval(parse(text=truth.variable)))]
|
|
||||||
df.unobs.x1 <- copy(df.unobs)
|
|
||||||
df.unobs.x1[,'x'] <- 1
|
|
||||||
df.unobs.x0 <- copy(df.unobs)
|
|
||||||
df.unobs.x0[,'x'] <- 0
|
|
||||||
outcome.unobs <- with(df.unobs, eval(parse(text=response.var)))
|
|
||||||
|
|
||||||
outcome.model.matrix.x0 <- model.matrix(outcome_formula, df.unobs.x0)
|
|
||||||
outcome.model.matrix.x1 <- model.matrix(outcome_formula, df.unobs.x1)
|
|
||||||
if(outcome_family$family=="gaussian"){
|
if(outcome_family$family=="gaussian"){
|
||||||
|
|
||||||
# likelihood of outcome
|
# likelihood of outcome
|
||||||
ll.y.x0 <- dnorm(outcome.unobs, outcome.params %*% t(outcome.model.matrix.x0), sd=sigma.y, log=TRUE)
|
ll.y.x0 <- dnorm(outcome.unobs, outcome.params %*% t(outcome.model.matrix.x0), sd=sigma.y, log=TRUE)
|
||||||
ll.y.x1 <- dnorm(outcome.unobs, outcome.params %*% t(outcome.model.matrix.x1), sd=sigma.y, log=TRUE)
|
ll.y.x1 <- dnorm(outcome.unobs, outcome.params %*% t(outcome.model.matrix.x1), sd=sigma.y, log=TRUE)
|
||||||
|
} else if( (outcome_family$family == "binomial") & (outcome_family$link == "logit") ){
|
||||||
|
ll.y.x1 <- likelihood.logistic(outcome.params, outcome.unobs, outcome.model.matrix.x1)
|
||||||
|
ll.y.x0 <- likelihood.logistic(outcome.params, outcome.unobs, outcome.model.matrix.x0)
|
||||||
}
|
}
|
||||||
|
|
||||||
if( (proxy_family$family=='binomial') & (proxy_family$link=='logit')){
|
if( (proxy_family$family=='binomial') & (proxy_family$link=='logit')){
|
||||||
|
|
||||||
proxy.model.matrix.x0 <- model.matrix(proxy_formula, df.unobs.x0)
|
ll.w.x0 <- likelihood.logistic(proxy.params, proxy.unobs, proxy.model.matrix.x0)
|
||||||
proxy.model.matrix.x1 <- model.matrix(proxy_formula, df.unobs.x1)
|
ll.w.x1 <- likelihood.logistic(proxy.params, proxy.unobs, proxy.model.matrix.x1)
|
||||||
proxy.unobs <- df.unobs[[proxy.variable]]
|
|
||||||
ll.w.x0 <- vector(mode='numeric', length=dim(df.unobs)[1])
|
|
||||||
ll.w.x1 <- vector(mode='numeric', length=dim(df.unobs)[1])
|
|
||||||
|
|
||||||
# likelihood of proxy
|
|
||||||
ll.w.x0[proxy.unobs==1] <- plogis(proxy.params %*% t(proxy.model.matrix.x0[proxy.unobs==1,]), log=TRUE)
|
|
||||||
ll.w.x1[proxy.unobs==1] <- plogis(proxy.params %*% t(proxy.model.matrix.x1[proxy.unobs==1,]), log=TRUE)
|
|
||||||
|
|
||||||
ll.w.x0[proxy.unobs==0] <- plogis(proxy.params %*% t(proxy.model.matrix.x0[proxy.unobs==0,]), log=TRUE,lower.tail=FALSE)
|
|
||||||
ll.w.x1[proxy.unobs==0] <- plogis(proxy.params %*% t(proxy.model.matrix.x1[proxy.unobs==0,]), log=TRUE,lower.tail=FALSE)
|
|
||||||
}
|
}
|
||||||
|
|
||||||
if(truth_family$link=='logit'){
|
if(truth_family$link=='logit'){
|
||||||
truth.model.matrix <- model.matrix(truth_formula, df.unobs.x0)
|
|
||||||
# likelihood of truth
|
# likelihood of truth
|
||||||
ll.x.x1 <- plogis(truth.params %*% t(truth.model.matrix), log=TRUE)
|
ll.x.x1 <- plogis(truth.params %*% t(truth.model.matrix.unobs), log=TRUE)
|
||||||
ll.x.x0 <- plogis(truth.params %*% t(truth.model.matrix), log=TRUE, lower.tail=FALSE)
|
ll.x.x0 <- plogis(truth.params %*% t(truth.model.matrix.unobs), log=TRUE, lower.tail=FALSE)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
@ -2,7 +2,7 @@
|
|||||||
#SBATCH --job-name="simulate measurement error models"
|
#SBATCH --job-name="simulate measurement error models"
|
||||||
## Allocation Definition
|
## Allocation Definition
|
||||||
#SBATCH --account=comdata
|
#SBATCH --account=comdata
|
||||||
#SBATCH --partition=compute-bigmem,compute-hugemem
|
#SBATCH --partition=compute-bigmem
|
||||||
## Resources
|
## Resources
|
||||||
#SBATCH --nodes=1
|
#SBATCH --nodes=1
|
||||||
## Walltime (4 hours)
|
## Walltime (4 hours)
|
||||||
|
Loading…
Reference in New Issue
Block a user