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import itertools |
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from typing import Optional |
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import torch |
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from torch import Tensor |
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from typing_extensions import Literal |
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from torchmetrics.functional.classification.confusion_matrix import _multiclass_confusion_matrix_update |
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from torchmetrics.functional.nominal.utils import ( |
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_compute_bias_corrected_values, |
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_compute_chi_squared, |
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_drop_empty_rows_and_cols, |
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_handle_nan_in_data, |
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_nominal_input_validation, |
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_unable_to_use_bias_correction_warning, |
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) |
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def _tschuprows_t_update( |
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preds: Tensor, |
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target: Tensor, |
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num_classes: int, |
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nan_strategy: Literal["replace", "drop"] = "replace", |
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nan_replace_value: Optional[float] = 0.0, |
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) -> Tensor: |
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"""Compute the bins to update the confusion matrix with for Tschuprow's T calculation. |
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Args: |
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preds: 1D or 2D tensor of categorical (nominal) data |
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target: 1D or 2D tensor of categorical (nominal) data |
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num_classes: Integer specifying the number of classes |
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nan_strategy: Indication of whether to replace or drop ``NaN`` values |
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nan_replace_value: Value to replace ``NaN`s when ``nan_strategy = 'replace``` |
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Returns: |
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Non-reduced confusion matrix |
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""" |
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preds = preds.argmax(1) if preds.ndim == 2 else preds |
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target = target.argmax(1) if target.ndim == 2 else target |
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preds, target = _handle_nan_in_data(preds, target, nan_strategy, nan_replace_value) |
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return _multiclass_confusion_matrix_update(preds, target, num_classes) |
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def _tschuprows_t_compute(confmat: Tensor, bias_correction: bool) -> Tensor: |
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"""Compute Tschuprow's T statistic based on a pre-computed confusion matrix. |
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Args: |
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confmat: Confusion matrix for observed data |
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bias_correction: Indication of whether to use bias correction. |
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Returns: |
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Tschuprow's T statistic |
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""" |
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confmat = _drop_empty_rows_and_cols(confmat) |
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cm_sum = confmat.sum() |
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chi_squared = _compute_chi_squared(confmat, bias_correction) |
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phi_squared = chi_squared / cm_sum |
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num_rows, num_cols = confmat.shape |
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if bias_correction: |
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phi_squared_corrected, rows_corrected, cols_corrected = _compute_bias_corrected_values( |
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phi_squared, num_rows, num_cols, cm_sum |
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) |
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if torch.min(rows_corrected, cols_corrected) == 1: |
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_unable_to_use_bias_correction_warning(metric_name="Tschuprow's T") |
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return torch.tensor(float("nan"), device=confmat.device) |
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tschuprows_t_value = torch.sqrt(phi_squared_corrected / torch.sqrt((rows_corrected - 1) * (cols_corrected - 1))) |
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else: |
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n_rows_tensor = torch.tensor(num_rows, device=phi_squared.device) |
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n_cols_tensor = torch.tensor(num_cols, device=phi_squared.device) |
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tschuprows_t_value = torch.sqrt(phi_squared / torch.sqrt((n_rows_tensor - 1) * (n_cols_tensor - 1))) |
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return tschuprows_t_value.clamp(0.0, 1.0) |
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def tschuprows_t( |
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preds: Tensor, |
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target: Tensor, |
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bias_correction: bool = True, |
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nan_strategy: Literal["replace", "drop"] = "replace", |
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nan_replace_value: Optional[float] = 0.0, |
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) -> Tensor: |
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r"""Compute `Tschuprow's T`_ statistic measuring the association between two categorical (nominal) data series. |
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.. math:: |
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T = \sqrt{\frac{\chi^2 / n}{\sqrt{(r - 1) * (k - 1)}}} |
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where |
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.. math:: |
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\chi^2 = \sum_{i,j} \ frac{\left(n_{ij} - \frac{n_{i.} n_{.j}}{n}\right)^2}{\frac{n_{i.} n_{.j}}{n}} |
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where :math:`n_{ij}` denotes the number of times the values :math:`(A_i, B_j)` are observed with :math:`A_i, B_j` |
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represent frequencies of values in ``preds`` and ``target``, respectively. |
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Tschuprow's T is a symmetric coefficient, i.e. :math:`T(preds, target) = T(target, preds)`. |
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The output values lies in [0, 1] with 1 meaning the perfect association. |
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Args: |
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preds: 1D or 2D tensor of categorical (nominal) data: |
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- 1D shape: (batch_size,) |
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- 2D shape: (batch_size, num_classes) |
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target: 1D or 2D tensor of categorical (nominal) data: |
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- 1D shape: (batch_size,) |
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- 2D shape: (batch_size, num_classes) |
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bias_correction: Indication of whether to use bias correction. |
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nan_strategy: Indication of whether to replace or drop ``NaN`` values |
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nan_replace_value: Value to replace ``NaN``s when ``nan_strategy = 'replace'`` |
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Returns: |
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Tschuprow's T statistic |
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Example: |
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>>> from torch import randint, round |
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>>> from torchmetrics.functional.nominal import tschuprows_t |
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>>> preds = randint(0, 4, (100,)) |
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>>> target = round(preds + torch.randn(100)).clamp(0, 4) |
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>>> tschuprows_t(preds, target) |
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tensor(0.4930) |
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""" |
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_nominal_input_validation(nan_strategy, nan_replace_value) |
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num_classes = len(torch.cat([preds, target]).unique()) |
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confmat = _tschuprows_t_update(preds, target, num_classes, nan_strategy, nan_replace_value) |
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return _tschuprows_t_compute(confmat, bias_correction) |
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def tschuprows_t_matrix( |
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matrix: Tensor, |
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bias_correction: bool = True, |
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nan_strategy: Literal["replace", "drop"] = "replace", |
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nan_replace_value: Optional[float] = 0.0, |
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) -> Tensor: |
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r"""Compute `Tschuprow's T`_ statistic between a set of multiple variables. |
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This can serve as a convenient tool to compute Tschuprow's T statistic for analyses of correlation between |
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categorical variables in your dataset. |
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Args: |
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matrix: A tensor of categorical (nominal) data, where: |
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- rows represent a number of data points |
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- columns represent a number of categorical (nominal) features |
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bias_correction: Indication of whether to use bias correction. |
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nan_strategy: Indication of whether to replace or drop ``NaN`` values |
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nan_replace_value: Value to replace ``NaN``s when ``nan_strategy = 'replace'`` |
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Returns: |
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Tschuprow's T statistic for a dataset of categorical variables |
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Example: |
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>>> from torch import randint |
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>>> from torchmetrics.functional.nominal import tschuprows_t_matrix |
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>>> matrix = randint(0, 4, (200, 5)) |
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>>> tschuprows_t_matrix(matrix) |
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tensor([[1.0000, 0.0637, 0.0000, 0.0542, 0.1337], |
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[0.0637, 1.0000, 0.0000, 0.0000, 0.0000], |
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[0.0000, 0.0000, 1.0000, 0.0000, 0.0649], |
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[0.0542, 0.0000, 0.0000, 1.0000, 0.1100], |
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[0.1337, 0.0000, 0.0649, 0.1100, 1.0000]]) |
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""" |
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_nominal_input_validation(nan_strategy, nan_replace_value) |
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num_variables = matrix.shape[1] |
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tschuprows_t_matrix_value = torch.ones(num_variables, num_variables, device=matrix.device) |
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for i, j in itertools.combinations(range(num_variables), 2): |
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x, y = matrix[:, i], matrix[:, j] |
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num_classes = len(torch.cat([x, y]).unique()) |
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confmat = _tschuprows_t_update(x, y, num_classes, nan_strategy, nan_replace_value) |
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tschuprows_t_matrix_value[i, j] = tschuprows_t_matrix_value[j, i] = _tschuprows_t_compute( |
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confmat, bias_correction |
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) |
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return tschuprows_t_matrix_value |
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