|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
import itertools |
|
from typing import Optional |
|
|
|
import torch |
|
from torch import Tensor |
|
from typing_extensions import Literal |
|
|
|
from torchmetrics.functional.classification.confusion_matrix import _multiclass_confusion_matrix_update |
|
from torchmetrics.functional.nominal.utils import ( |
|
_compute_bias_corrected_values, |
|
_compute_chi_squared, |
|
_drop_empty_rows_and_cols, |
|
_handle_nan_in_data, |
|
_nominal_input_validation, |
|
_unable_to_use_bias_correction_warning, |
|
) |
|
|
|
|
|
def _cramers_v_update( |
|
preds: Tensor, |
|
target: Tensor, |
|
num_classes: int, |
|
nan_strategy: Literal["replace", "drop"] = "replace", |
|
nan_replace_value: Optional[float] = 0.0, |
|
) -> Tensor: |
|
"""Compute the bins to update the confusion matrix with for Cramer's V calculation. |
|
|
|
Args: |
|
preds: 1D or 2D tensor of categorical (nominal) data |
|
target: 1D or 2D tensor of categorical (nominal) data |
|
num_classes: Integer specifying the number of classes |
|
nan_strategy: Indication of whether to replace or drop ``NaN`` values |
|
nan_replace_value: Value to replace ``NaN`s when ``nan_strategy = 'replace``` |
|
|
|
Returns: |
|
Non-reduced confusion matrix |
|
|
|
""" |
|
preds = preds.argmax(1) if preds.ndim == 2 else preds |
|
target = target.argmax(1) if target.ndim == 2 else target |
|
preds, target = _handle_nan_in_data(preds, target, nan_strategy, nan_replace_value) |
|
return _multiclass_confusion_matrix_update(preds, target, num_classes) |
|
|
|
|
|
def _cramers_v_compute(confmat: Tensor, bias_correction: bool) -> Tensor: |
|
"""Compute Cramers' V statistic based on a pre-computed confusion matrix. |
|
|
|
Args: |
|
confmat: Confusion matrix for observed data |
|
bias_correction: Indication of whether to use bias correction. |
|
|
|
Returns: |
|
Cramer's V statistic |
|
|
|
""" |
|
confmat = _drop_empty_rows_and_cols(confmat) |
|
cm_sum = confmat.sum() |
|
chi_squared = _compute_chi_squared(confmat, bias_correction) |
|
phi_squared = chi_squared / cm_sum |
|
num_rows, num_cols = confmat.shape |
|
|
|
if bias_correction: |
|
phi_squared_corrected, rows_corrected, cols_corrected = _compute_bias_corrected_values( |
|
phi_squared, num_rows, num_cols, cm_sum |
|
) |
|
if torch.min(rows_corrected, cols_corrected) == 1: |
|
_unable_to_use_bias_correction_warning(metric_name="Cramer's V") |
|
return torch.tensor(float("nan"), device=confmat.device) |
|
cramers_v_value = torch.sqrt(phi_squared_corrected / torch.min(rows_corrected - 1, cols_corrected - 1)) |
|
else: |
|
cramers_v_value = torch.sqrt(phi_squared / min(num_rows - 1, num_cols - 1)) |
|
return cramers_v_value.clamp(0.0, 1.0) |
|
|
|
|
|
def cramers_v( |
|
preds: Tensor, |
|
target: Tensor, |
|
bias_correction: bool = True, |
|
nan_strategy: Literal["replace", "drop"] = "replace", |
|
nan_replace_value: Optional[float] = 0.0, |
|
) -> Tensor: |
|
r"""Compute `Cramer's V`_ statistic measuring the association between two categorical (nominal) data series. |
|
|
|
.. math:: |
|
V = \sqrt{\frac{\chi^2 / n}{\min(r - 1, k - 1)}} |
|
|
|
where |
|
|
|
.. math:: |
|
\chi^2 = \sum_{i,j} \ frac{\left(n_{ij} - \frac{n_{i.} n_{.j}}{n}\right)^2}{\frac{n_{i.} n_{.j}}{n}} |
|
|
|
where :math:`n_{ij}` denotes the number of times the values :math:`(A_i, B_j)` are observed with :math:`A_i, B_j` |
|
represent frequencies of values in ``preds`` and ``target``, respectively. |
|
|
|
Cramer's V is a symmetric coefficient, i.e. :math:`V(preds, target) = V(target, preds)`. |
|
|
|
The output values lies in [0, 1] with 1 meaning the perfect association. |
|
|
|
Args: |
|
preds: 1D or 2D tensor of categorical (nominal) data |
|
- 1D shape: (batch_size,) |
|
- 2D shape: (batch_size, num_classes) |
|
target: 1D or 2D tensor of categorical (nominal) data |
|
- 1D shape: (batch_size,) |
|
- 2D shape: (batch_size, num_classes) |
|
bias_correction: Indication of whether to use bias correction. |
|
nan_strategy: Indication of whether to replace or drop ``NaN`` values |
|
nan_replace_value: Value to replace ``NaN``s when ``nan_strategy = 'replace'`` |
|
|
|
Returns: |
|
Cramer's V statistic |
|
|
|
Example: |
|
>>> from torch import randint, round |
|
>>> from torchmetrics.functional.nominal import cramers_v |
|
>>> preds = randint(0, 4, (100,)) |
|
>>> target = round(preds + torch.randn(100)).clamp(0, 4) |
|
>>> cramers_v(preds, target) |
|
tensor(0.5284) |
|
|
|
""" |
|
_nominal_input_validation(nan_strategy, nan_replace_value) |
|
num_classes = len(torch.cat([preds, target]).unique()) |
|
confmat = _cramers_v_update(preds, target, num_classes, nan_strategy, nan_replace_value) |
|
return _cramers_v_compute(confmat, bias_correction) |
|
|
|
|
|
def cramers_v_matrix( |
|
matrix: Tensor, |
|
bias_correction: bool = True, |
|
nan_strategy: Literal["replace", "drop"] = "replace", |
|
nan_replace_value: Optional[float] = 0.0, |
|
) -> Tensor: |
|
r"""Compute `Cramer's V`_ statistic between a set of multiple variables. |
|
|
|
This can serve as a convenient tool to compute Cramer's V statistic for analyses of correlation between categorical |
|
variables in your dataset. |
|
|
|
Args: |
|
matrix: A tensor of categorical (nominal) data, where: |
|
- rows represent a number of data points |
|
- columns represent a number of categorical (nominal) features |
|
bias_correction: Indication of whether to use bias correction. |
|
nan_strategy: Indication of whether to replace or drop ``NaN`` values |
|
nan_replace_value: Value to replace ``NaN``s when ``nan_strategy = 'replace'`` |
|
|
|
Returns: |
|
Cramer's V statistic for a dataset of categorical variables |
|
|
|
Example: |
|
>>> from torch import randint |
|
>>> from torchmetrics.functional.nominal import cramers_v_matrix |
|
>>> matrix = randint(0, 4, (200, 5)) |
|
>>> cramers_v_matrix(matrix) |
|
tensor([[1.0000, 0.0637, 0.0000, 0.0542, 0.1337], |
|
[0.0637, 1.0000, 0.0000, 0.0000, 0.0000], |
|
[0.0000, 0.0000, 1.0000, 0.0000, 0.0649], |
|
[0.0542, 0.0000, 0.0000, 1.0000, 0.1100], |
|
[0.1337, 0.0000, 0.0649, 0.1100, 1.0000]]) |
|
|
|
""" |
|
_nominal_input_validation(nan_strategy, nan_replace_value) |
|
num_variables = matrix.shape[1] |
|
cramers_v_matrix_value = torch.ones(num_variables, num_variables, device=matrix.device) |
|
for i, j in itertools.combinations(range(num_variables), 2): |
|
x, y = matrix[:, i], matrix[:, j] |
|
num_classes = len(torch.cat([x, y]).unique()) |
|
confmat = _cramers_v_update(x, y, num_classes, nan_strategy, nan_replace_value) |
|
cramers_v_matrix_value[i, j] = cramers_v_matrix_value[j, i] = _cramers_v_compute(confmat, bias_correction) |
|
return cramers_v_matrix_value |
|
|