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| license: apache-2.0 | |
| # Machine Learning for Two-Sample Testing under Right-Censored Data: A Simulation Study | |
| - [Petr PHILONENKO](https://orcid.org/0000-0002-6295-4470), Ph.D. in Computer Science; | |
| - [Sergey POSTOVALOV](https://orcid.org/0000-0003-3718-1936), D.Sc. in Computer Science. | |
| The paper can be downloaded [here](https://arxiv.org/abs/2409.08201). | |
| # About | |
| This dataset is a supplement to the [github repositiry](https://github.com/pfilonenko/ML_for_TwoSampleTesting) and paper addressed to solve the two-sample problem under right-censored observations using Machine Learning. | |
| The problem statement can be formualted as H0: S1(t)=S2(t) versus H: S1(t)≠S_2(t) where S1(t) and S2(t) are survival functions of samples X1 and X2. | |
| This dataset contains the synthetic data simulated by the Monte Carlo method and Inverse Transform Sampling. | |
| **Contents** | |
| - [About](#about) | |
| - [Citing](#citing) | |
| - [Repository](#repository) | |
| - [Fields](#fields) | |
| - [Simulation](#simulation) | |
| - [main.cpp](#maincpp) | |
| - [simulation_for_machine_learning.h](#simulation_for_machine_learningh) | |
| # Citing | |
| ~~~ | |
| @misc {petr_philonenko_2024, | |
| author = { {Petr Philonenko} }, | |
| title = { ML_for_TwoSampleTesting (Revision a4ae672) }, | |
| year = 2024, | |
| url = { https://huggingface.co/datasets/pfilonenko/ML_for_TwoSampleTesting }, | |
| doi = { 10.57967/hf/2978 }, | |
| publisher = { Hugging Face } | |
| } | |
| ~~~ | |
| # Repository | |
| The files of this dataset have following structure: | |
| ~~~ | |
| data | |
| ├── 1_raw | |
| │ └── two_sample_problem_dataset.tsv.gz (121,986,000 rows) | |
| ├── 2_samples | |
| │ ├── sample_train.tsv.gz (24,786,000 rows) | |
| │ └── sample_simulation.tsv.gz (97,200,000 rows) | |
| └── 3_dataset_with_ML_pred | |
| └── dataset_with_ML_pred.tsv.gz (97,200,000 rows) | |
| ~~~ | |
| - **two_sample_problem_dataset.tsv.gz** is a raw simulated data. In the [github repositiry](https://github.com/pfilonenko/ML_for_TwoSampleTesting), this file must be located in the _ML_for_TwoSampleTesting/proposed_ml_for_two_sample_testing/data/1_raw/_ | |
| - **sample_train.tsv.gz** and **sample_simulation.tsv.gz** are train and test samples splited from the **two_sample_problem_dataset.tsv.gz**. In the [github repositiry](https://github.com/pfilonenko/ML_for_TwoSampleTesting), these files must be located in the _ML_for_TwoSampleTesting/proposed_ml_for_two_sample_testing/data/2_samples/_ | |
| - **dataset_with_ML_pred.tsv.gz** is the test sample supplemented by the predictions of the proposed ML-methods. In the [github repositiry](https://github.com/pfilonenko/ML_for_TwoSampleTesting), this file must be located in the _ML_for_TwoSampleTesting/proposed_ml_for_two_sample_testing/data/3_dataset_with_ML_pred/_ | |
| # Fields | |
| In these files, there are following fields: | |
| 1) PARAMETERS OF SAMPLE SIMULATION | |
| - **iter** is an iteration number of the Monte Carlo replication (in total, 37650); | |
| - **sample** is a type of the sample (train, val, test). This field is used to split dataset into train-validate-test samples for ML-model training; | |
| - **H0_H1** is a true hypothesis: if **H0**, then samples X1 and X2 were simulated under S1(t)=S2(t); if **H1**, then samples X1 and X2 were simulated under S1(t)≠S2(t); | |
| - **Hi** is an alternative (H01-H09, H11-H19, or H21-H29) with competing hypotheses S1(t) and S2(t). Detailed description of these alternatives can be found in the paper; | |
| - **n1** is the size of the sample 1; | |
| - **n2** is the size of the sample 2; | |
| - **perc** is a set (expected) censoring rate for the samples 1 and 2; | |
| - **real_perc1** is an actual censoring rate of the sample 1; | |
| - **real_perc2** is an actual censoring rate of the sample 2; | |
| 2) STATISTICS OF CLASSICAL TWO-SAMPLE TESTS | |
| - **Peto_test** is a statistic of the Peto and Peto’s Generalized Wilcoxon test (which is computed on two samples under parameters described above); | |
| - **Gehan_test** is a statistic of the Gehan’s Generalized Wilcoxon test; | |
| - **logrank_test** is a statistic of the logrank test; | |
| - **CoxMantel_test** is a statistic of the Cox-Mantel test; | |
| - **BN_GPH_test** is a statistic of the Bagdonavičius-Nikulin test (Generalized PH model); | |
| - **BN_MCE_test** is a statistic of the Bagdonavičius-Nikulin test (Multiple Crossing-Effect model); | |
| - **BN_SCE_test** is a statistic of the Bagdonavičius-Nikulin test (Single Crossing-Effect model); | |
| - **Q_test** is a statistic of the Q-test; | |
| - **MAX_Value_test** is a statistic of the Maximum Value test; | |
| - **MIN3_test** is a statistic of the MIN3 test; | |
| - **WLg_logrank_test** is a statistic of the Weighted Logrank test (weighted function: 'logrank'); | |
| - **WLg_TaroneWare_test** is a statistic of the Weighted Logrank test (weighted function: 'Tarone-Ware'); | |
| - **WLg_Breslow_test** is a statistic of the Weighted Logrank test (weighted function: 'Breslow'); | |
| - **WLg_PetoPrentice_test** is a statistic of the Weighted Logrank test (weighted function: 'Peto-Prentice'); | |
| - **WLg_Prentice_test** is a statistic of the Weighted Logrank test (weighted function: 'Prentice'); | |
| - **WKM_test** is a statistic of the Weighted Kaplan-Meier test; | |
| 3) STATISTICS OF THE PROPOSED ML-METHODS FOR TWO-SAMPLE PROBLEM | |
| - **CatBoost_test** is a statistic of the proposed ML-method based on the CatBoost framework; | |
| - **XGBoost_test** is a statistic of the proposed ML-method based on the XGBoost framework; | |
| - **LightAutoML_test** is a statistic of the proposed ML-method based on the LightAutoML (LAMA) framework; | |
| - **SKLEARN_RF_test** is a statistic of the proposed ML-method based on Random Forest (implemented in sklearn); | |
| - **SKLEARN_LogReg_test** is a statistic of the proposed ML-method based on Logistic Regression (implemented in sklearn); | |
| - **SKLEARN_GB_test** is a statistic of the proposed ML-method based on Gradient Boosting Machine (implemented in sklearn). | |
| # Simulation | |
| For this dataset, the full source code (C++) is available [here](https://github.com/pfilonenko/ML_for_TwoSampleTesting/tree/main/dataset/simulation). | |
| It makes possible to reproduce and extend the simulation by the Monte Carlo method. Here, we present two fragments of the source code (**main.cpp** and **simulation_for_machine_learning.h**) which can help to understand the main steps of the simulation process. | |
| ### main.cpp | |
| ```C++ | |
| #include"simulation_for_machine_learning.h" | |
| // Select two-sample tests | |
| vector<HomogeneityTest*> AllTests() | |
| { | |
| vector<HomogeneityTest*> D; | |
| // ---- Classical Two-Sample tests for Uncensored Case ---- | |
| //D.push_back( new HT_AndersonDarlingPetitt ); | |
| //D.push_back( new HT_KolmogorovSmirnovTest ); | |
| //D.push_back( new HT_LehmannRosenblatt ); | |
| // ---- Two-Sample tests for Right-Censored Case ---- | |
| D.push_back( new HT_Peto ); | |
| D.push_back( new HT_Gehan ); | |
| D.push_back( new HT_Logrank ); | |
| D.push_back( new HT_BagdonaviciusNikulinGeneralizedCox ); | |
| D.push_back( new HT_BagdonaviciusNikulinMultiple ); | |
| D.push_back( new HT_BagdonaviciusNikulinSingle ); | |
| D.push_back( new HT_QTest ); //Q-test | |
| D.push_back( new HT_MAX ); //Maximum Value test | |
| D.push_back( new HT_SynthesisTest ); //MIN3 test | |
| D.push_back( new HT_WeightedLogrank("logrank") ); | |
| D.push_back( new HT_WeightedLogrank("Tarone–Ware") ); | |
| D.push_back( new HT_WeightedLogrank("Breslow") ); | |
| D.push_back( new HT_WeightedLogrank("Peto–Prentice") ); | |
| D.push_back( new HT_WeightedLogrank("Prentice") ); | |
| D.push_back( new HT_WeightedKaplanMeyer ); | |
| return D; | |
| } | |
| // Example of two-sample testing using this code | |
| void EXAMPLE_1(vector<HomogeneityTest*> &D) | |
| { | |
| // load the samples | |
| Sample T1(".//samples//1Chemotherapy.txt"); | |
| Sample T2(".//samples//2Radiotherapy.txt"); | |
| // two-sample testing through selected tests | |
| for(int j=0; j<D.size(); j++) | |
| { | |
| char test_name[512]; | |
| D[j]->TitleTest(test_name); | |
| double Sn = D[j]->CalculateStatistic(T1, T2); | |
| double pvalue = D[j]->p_value(T1, T2, 27000); // 27k in accodring to the Kolmogorov's theorem => simulation error MAX||G(S|H0)-Gn(S|H0)|| <= 0.01 | |
| printf("%s\n", &test_name); | |
| printf("\t Sn: %lf\n", Sn); | |
| printf("\t pv: %lf\n", pvalue); | |
| printf("--------------------------------"); | |
| } | |
| } | |
| // Example of the dataset simulation for the proposed ML-method | |
| void EXAMPLE_2(vector<HomogeneityTest*> &D) | |
| { | |
| // Run dataset (train or test sample) simulation (results in ".//to_machine_learning_2024//") | |
| simulation_for_machine_learning sm(D); | |
| } | |
| // init point | |
| int main() | |
| { | |
| // Set the number of threads | |
| int k = omp_get_max_threads() - 1; | |
| omp_set_num_threads( k ); | |
| // Select two-sample tests | |
| auto D = AllTests(); | |
| // Example of two-sample testing using this code | |
| EXAMPLE_1(D); | |
| // Example of the dataset simulation for the proposed ML-method | |
| EXAMPLE_2(D); | |
| // Freeing memory | |
| ClearMemory(D); | |
| printf("The mission is completed.\n"); | |
| return 0; | |
| } | |
| ``` | |
| ### simulation_for_machine_learning.h | |
| ```C++ | |
| #ifndef simulation_for_machine_learning_H | |
| #define simulation_for_machine_learning_H | |
| #include"HelpFucntions.h" | |
| // Object of the data simulation for training of the proposed ML-method | |
| class simulation_for_machine_learning{ | |
| private: | |
| // p-value computation using the Test and Test Statistic (Sn) | |
| double pvalue(double Sn, HomogeneityTest* Test) | |
| { | |
| auto f = Test->F( Sn ); | |
| double pv = 0; | |
| if( Test->TestType().c_str() == "right" ) | |
| pv = 1.0 - f; | |
| else | |
| if( Test->TestType().c_str() == "left" ) | |
| pv = f; | |
| else // "double" | |
| pv = 2.0*min( f, 1-f ); | |
| return pv; | |
| } | |
| // Process of simulation | |
| void Simulation(int iter, vector<HomogeneityTest*> &D, int rank, mt19937boost Gw) | |
| { | |
| // preparation the file to save | |
| char file_to_save[512]; | |
| sprintf(file_to_save,".//to_machine_learning_2024//to_machine_learning[rank=%d].csv", rank); | |
| // if it is the first iteration, the head of the table must be read | |
| if( iter == 0 ) | |
| { | |
| FILE *ou = fopen(file_to_save,"w"); | |
| fprintf(ou, "num;H0/H1;model;n1;n2;perc;real_perc1;real_perc2;"); | |
| for(int i=0; i<D.size(); i++) | |
| { | |
| char title_of_test[512]; | |
| D[i]->TitleTest(title_of_test); | |
| fprintf(ou, "Sn [%s];p-value [%s];", title_of_test, title_of_test); | |
| } | |
| fprintf(ou, "\n"); | |
| fclose(ou); | |
| } | |
| // Getting list of the Alternative Hypotheses (H01 - H27) | |
| vector<int> H; | |
| int l = 1; | |
| for(int i=100; i<940; i+=100) // Groups of Alternative Hypotheses (I, II, III, IV, V, VI, VII, VIII, IX) | |
| { | |
| for(int j=10; j<40; j+=10) // Alternative Hypotheses in the Group (e.g., H01, H02, H03 into the I and so on) | |
| //for(int l=1; l<4; l++) // various families of distribution of censoring time F^C(t) | |
| H.push_back( 1000+i+j+l ); | |
| } | |
| // Sample sizes | |
| vector<int> sample_sizes; | |
| sample_sizes.push_back( 20 ); // n1 = n2 = 20 | |
| sample_sizes.push_back( 30 ); // n1 = n2 = 30 | |
| sample_sizes.push_back( 50 ); // n1 = n2 = 50 | |
| sample_sizes.push_back( 75 ); // n1 = n2 = 75 | |
| sample_sizes.push_back( 100 ); // n1 = n2 = 100 | |
| sample_sizes.push_back( 150 ); // n1 = n2 = 150 | |
| sample_sizes.push_back( 200 ); // n1 = n2 = 200 | |
| sample_sizes.push_back( 300 ); // n1 = n2 = 300 | |
| sample_sizes.push_back( 500 ); // n1 = n2 = 500 | |
| sample_sizes.push_back( 1000 ); // n1 = n2 = 1000 | |
| // Simulation (Getting H, Simulation samples, Computation of the test statistics & Save to file) | |
| for(int i = 0; i<H.size(); i++) | |
| { | |
| int Hyp = H[i]; | |
| if(rank == 0) | |
| printf("\tH = %d\n",Hyp); | |
| for(int per = 0; per<51; per+=10) | |
| { | |
| // ---- Getting Hi ---- | |
| AlternativeHypotheses H0_1(Hyp,1,0), H0_2(Hyp,2,0); | |
| AlternativeHypotheses H1_1(Hyp,1,per), H1_2(Hyp,2,per); | |
| for(int jj=0; jj<sample_sizes.size(); jj++) | |
| { | |
| int n = sample_sizes[jj]; | |
| // ---- Simulation samples ---- | |
| //competing hypothesis H0 | |
| Sample A0(*H0_1.D,n,Gw); | |
| Sample B0(*H0_1.D,n,Gw); | |
| if( per > 0 ) | |
| { | |
| A0.CensoredTypeThird(*H1_1.D,Gw); | |
| B0.CensoredTypeThird(*H1_1.D,Gw); | |
| } | |
| //competing hypothesis H1 | |
| Sample A1(*H0_1.D,n,Gw); | |
| Sample B1(*H0_2.D,n,Gw); | |
| if( per > 0 ) | |
| { | |
| A1.CensoredTypeThird(*H1_1.D,Gw); | |
| B1.CensoredTypeThird(*H1_2.D,Gw); | |
| } | |
| // ---- Computation of the test statistics & Save to file ---- | |
| //Sn and p-value computation under H0 | |
| FILE *ou = fopen(file_to_save, "a"); | |
| auto perc1 = A0.RealCensoredPercent(); | |
| auto perc2 = B0.RealCensoredPercent(); | |
| fprintf(ou,"%d;", iter); | |
| fprintf(ou,"H0;"); | |
| fprintf(ou,"%d;", Hyp); | |
| fprintf(ou,"%d;%d;", n,n); | |
| fprintf(ou,"%d;%lf;%lf", per, perc1, perc2); | |
| for(int j=0; j<D.size(); j++) | |
| { | |
| auto Sn_H0 = D[j]->CalculateStatistic(A0, B0); | |
| auto pv_H0 = 0.0; // skip computation (it prepares in ML-framework) | |
| fprintf(ou, ";%lf;0", Sn_H0); | |
| } | |
| fprintf(ou, "\n"); | |
| //Sn and p-value computation under H1 | |
| perc1 = A1.RealCensoredPercent(); | |
| perc2 = B1.RealCensoredPercent(); | |
| fprintf(ou,"%d;", iter); | |
| fprintf(ou,"H1;"); | |
| fprintf(ou,"%d;", Hyp); | |
| fprintf(ou,"%d;%d;", n,n); | |
| fprintf(ou,"%d;%lf;%lf", per, perc1, perc2); | |
| for(int j=0; j<D.size(); j++) | |
| { | |
| auto Sn_H1 = D[j]->CalculateStatistic(A1, B1); | |
| auto pv_H1 = 0.0; // skip computation (it prepares in ML-framework) | |
| fprintf(ou, ";%lf;0", Sn_H1); | |
| } | |
| fprintf(ou, "\n"); | |
| fclose( ou ); | |
| } | |
| } | |
| } | |
| } | |
| public: | |
| // Constructor of the class | |
| simulation_for_machine_learning(vector<HomogeneityTest*> &D) | |
| { | |
| int N = 37650; // number of the Monte-Carlo replications | |
| #pragma omp parallel for | |
| for(int k=0; k<N; k++) | |
| { | |
| int rank = omp_get_thread_num(); | |
| auto gen = GwMT19937[rank]; | |
| if(rank == 0) | |
| printf("\r%d", k); | |
| Simulation(k, D, rank, gen); | |
| } | |
| } | |
| }; | |
| #endif | |
| ``` |