add submodels arguments to plot subsets (#200)

Author: aloctavodia

pymc_bart/utils.py

@@ -705,7 +705,7 @@ def plot_variable_inclusion(idata, X, labels=None, figsize=None, plot_kwargs=Non
 
     Parameters
     ----------
-    idata: InferenceData
+    idata : InferenceData
         InferenceData containing a collection of BART_trees in sample_stats group
     X : npt.NDArray[np.float64]
         The covariate matrix.
@@ -784,7 +784,7 @@ def compute_variable_importance(  # noqa: PLR0915 PLR0912
 
     Parameters
     ----------
-    idata: InferenceData
+    idata : InferenceData
         InferenceData containing a collection of BART_trees in sample_stats group
     bartrv : BART Random Variable
         BART variable once the model that include it has been fitted.
@@ -949,8 +949,10 @@ def compute_variable_importance(  # noqa: PLR0915 PLR0912
 
         indices = least_important_vars[::-1]
 
+    labels = np.array(["+ " + ele if index != 0 else ele for index, ele in enumerate(labels)])
+
     vi_results = {
-        "indices": indices,
+        "indices": np.asarray(indices),
         "labels": labels[indices],
         "r2_mean": r2_mean,
         "r2_hdi": r2_hdi,
@@ -962,8 +964,9 @@ def compute_variable_importance(  # noqa: PLR0915 PLR0912
 
 def plot_variable_importance(
     vi_results: dict,
-    labels=None,
-    figsize=None,
+    submodels: Optional[Union[list[int], np.ndarray, tuple[int, ...]]] = None,
+    labels: Optional[list[str]] = None,
+    figsize: Optional[tuple[float, float]] = None,
     plot_kwargs: Optional[dict[str, Any]] = None,
     ax: Optional[plt.Axes] = None,
 ):
@@ -974,8 +977,11 @@ def plot_variable_importance(
     ----------
     vi_results: Dictionary
         Dictionary computed with `compute_variable_importance`
-    X : npt.NDArray[np.float64]
-        The covariate matrix.
+    submodels : Optional[Union[list[int], np.ndarray]]
+        List of the indices of the submodels to plot. Defaults to None, all variables are ploted.
+        The indices correspond to order computed by `compute_variable_importance`.
+        For example `submodels=[0,1]` will plot the two most important variables.
+        `submodels=[1,0]` is equivalent as values are sorted before use.
     labels : Optional[list[str]]
         List of the names of the covariates. If X is a DataFrame the names of the covariables will
         be taken from it and this argument will be ignored.
@@ -995,11 +1001,15 @@ def plot_variable_importance(
     -------
     axes: matplotlib axes
     """
+    if submodels is None:
+        submodels = np.sort(vi_results["indices"])
+    else:
+        submodels = np.sort(submodels)
 
-    indices = vi_results["indices"]
-    r2_mean = vi_results["r2_mean"]
-    r2_hdi = vi_results["r2_hdi"]
-    preds = vi_results["preds"]
+    indices = vi_results["indices"][submodels]
+    r2_mean = vi_results["r2_mean"][submodels]
+    r2_hdi = vi_results["r2_hdi"][submodels]
+    preds = vi_results["preds"][submodels]
     preds_all = vi_results["preds_all"]
     samples = preds.shape[1]
 
@@ -1016,9 +1026,7 @@ def plot_variable_importance(
         _, ax = plt.subplots(1, 1, figsize=figsize)
 
     if labels is None:
-        labels = vi_results["labels"]
-
-    labels = ["+ " + ele if index != 0 else ele for index, ele in enumerate(labels)]
+        labels = vi_results["labels"][submodels]
 
     r_2_ref = np.array([pearsonr2(preds_all[j], preds_all[j + 1]) for j in range(samples - 1)])
 
@@ -1059,21 +1067,27 @@ def plot_variable_importance(
 def plot_scatter_submodels(
     vi_results: dict,
     func: Optional[Callable] = None,
+    submodels: Optional[Union[list[int], np.ndarray]] = None,
     grid: str = "long",
-    labels=None,
+    labels: Optional[list[str]] = None,
     figsize: Optional[tuple[float, float]] = None,
     plot_kwargs: Optional[dict[str, Any]] = None,
-    axes: Optional[plt.Axes] = None,
-):
+    ax: Optional[plt.Axes] = None,
+) -> list[plt.Axes]:
     """
     Plot submodel's predictions against reference-model's predictions.
 
     Parameters
     ----------
-    vi_results: Dictionary
+    vi_results : Dictionary
         Dictionary computed with `compute_variable_importance`
     func : Optional[Callable], by default None.
         Arbitrary function to apply to the predictions. Defaults to the identity function.
+    submodels : Optional[Union[list[int], np.ndarray]]
+        List of the indices of the submodels to plot. Defaults to None, all variables are ploted.
+        The indices correspond to order computed by `compute_variable_importance`.
+        For example `submodels=[0,1]` will plot the two most important variables.
+        `submodels=[1,0]` is equivalent as values are sorted before use.
     grid : str or tuple
         How to arrange the subplots. Defaults to "long", one subplot below the other.
         Other options are "wide", one subplot next to each other or a tuple indicating the number
@@ -1092,20 +1106,23 @@ def plot_scatter_submodels(
     -------
     axes: matplotlib axes
     """
-    indices = vi_results["indices"]
-    preds = vi_results["preds"]
+    if submodels is None:
+        submodels = np.sort(vi_results["indices"])
+    else:
+        submodels = np.sort(submodels)
+
+    indices = vi_results["indices"][submodels]
+    preds = vi_results["preds"][submodels]
     preds_all = vi_results["preds_all"]
 
-    if axes is None:
-        _, axes = _get_axes(grid, len(indices), True, True, figsize)
+    if ax is None:
+        _, ax = _get_axes(grid, len(indices), True, True, figsize)
 
     if plot_kwargs is None:
         plot_kwargs = {}
 
     if labels is None:
-        labels = vi_results["labels"]
-
-    labels = ["+ " + ele if index != 0 else ele for index, ele in enumerate(labels)]
+        labels = vi_results["labels"][submodels]
 
     if func is not None:
         preds = func(preds)
@@ -1114,22 +1131,23 @@ def plot_scatter_submodels(
     min_ = min(np.min(preds), np.min(preds_all))
     max_ = max(np.max(preds), np.max(preds_all))
 
-    for pred, x_label, ax in zip(preds, labels, axes.ravel()):
-        ax.plot(
+    for pred, x_label, axi in zip(preds, labels, ax.ravel()):
+        axi.plot(
             pred,
             preds_all,
             marker=plot_kwargs.get("marker_scatter", "."),
             ls="",
             color=plot_kwargs.get("color_scatter", "C0"),
             alpha=plot_kwargs.get("alpha_scatter", 0.1),
         )
-        ax.set_xlabel(x_label)
-        ax.axline(
+        axi.set_xlabel(x_label)
+        axi.axline(
             [min_, min_],
             [max_, max_],
             color=plot_kwargs.get("color_ref", "0.5"),
             ls=plot_kwargs.get("ls_ref", "--"),
         )
+    return ax
 
 
 def generate_sequences(n_vars, i_var, include):