# Copyright The Lightning team. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. 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 ( _drop_empty_rows_and_cols, _handle_nan_in_data, _nominal_input_validation, ) def _conditional_entropy_compute(confmat: Tensor) -> Tensor: r"""Compute Conditional Entropy Statistic based on a pre-computed confusion matrix. .. math:: H(X|Y) = \sum_{x, y ~ (X, Y)} p(x, y)\frac{p(y)}{p(x, y)} Args: confmat: Confusion matrix for observed data Returns: Conditional Entropy Value """ confmat = _drop_empty_rows_and_cols(confmat) total_occurrences = confmat.sum() # iterate over all i, j combinations p_xy_m = confmat / total_occurrences # get p_y by summing over x dim (=1) p_y = confmat.sum(1) / total_occurrences # repeat over rows (shape = p_xy_m.shape[1]) for tensor multiplication p_y_m = p_y.unsqueeze(1).repeat(1, p_xy_m.shape[1]) # entropy calculated as p_xy * log (p_xy / p_y) return torch.nansum(p_xy_m * torch.log(p_y_m / p_xy_m)) def _theils_u_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 Theil's U 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 _theils_u_compute(confmat: Tensor) -> Tensor: """Compute Theil's U statistic based on a pre-computed confusion matrix. Args: confmat: Confusion matrix for observed data Returns: Theil's U statistic """ confmat = _drop_empty_rows_and_cols(confmat) # compute conditional entropy s_xy = _conditional_entropy_compute(confmat) # compute H(x) total_occurrences = confmat.sum() p_x = confmat.sum(0) / total_occurrences s_x = -torch.sum(p_x * torch.log(p_x)) # compute u statistic if s_x == 0: return torch.tensor(0, device=confmat.device) return (s_x - s_xy) / s_x def theils_u( preds: Tensor, target: Tensor, nan_strategy: Literal["replace", "drop"] = "replace", nan_replace_value: Optional[float] = 0.0, ) -> Tensor: r"""Compute `Theils Uncertainty coefficient`_ statistic measuring the association between two nominal data series. .. math:: U(X|Y) = \frac{H(X) - H(X|Y)}{H(X)} where :math:`H(X)` is entropy of variable :math:`X` while :math:`H(X|Y)` is the conditional entropy of :math:`X` given :math:`Y`. Theils's U is an asymmetric coefficient, i.e. :math:`TheilsU(preds, target) \neq TheilsU(target, preds)`. The output values lies in [0, 1]. 0 means y has no information about x while value 1 means y has complete information about x. 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) nan_strategy: Indication of whether to replace or drop ``NaN`` values nan_replace_value: Value to replace ``NaN``s when ``nan_strategy = 'replace'`` Returns: Tensor containing Theil's U statistic Example: >>> from torch import randint >>> from torchmetrics.functional.nominal import theils_u >>> preds = randint(10, (10,)) >>> target = randint(10, (10,)) >>> theils_u(preds, target) tensor(0.8530) """ num_classes = len(torch.cat([preds, target]).unique()) confmat = _theils_u_update(preds, target, num_classes, nan_strategy, nan_replace_value) return _theils_u_compute(confmat) def theils_u_matrix( matrix: Tensor, nan_strategy: Literal["replace", "drop"] = "replace", nan_replace_value: Optional[float] = 0.0, ) -> Tensor: r"""Compute `Theil's U`_ statistic between a set of multiple variables. This can serve as a convenient tool to compute Theil's U 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 nan_strategy: Indication of whether to replace or drop ``NaN`` values nan_replace_value: Value to replace ``NaN``s when ``nan_strategy = 'replace'`` Returns: Theil's U statistic for a dataset of categorical variables Example: >>> from torch import randint >>> from torchmetrics.functional.nominal import theils_u_matrix >>> matrix = randint(0, 4, (200, 5)) >>> theils_u_matrix(matrix) tensor([[1.0000, 0.0202, 0.0142, 0.0196, 0.0353], [0.0202, 1.0000, 0.0070, 0.0136, 0.0065], [0.0143, 0.0070, 1.0000, 0.0125, 0.0206], [0.0198, 0.0137, 0.0125, 1.0000, 0.0312], [0.0352, 0.0065, 0.0204, 0.0308, 1.0000]]) """ _nominal_input_validation(nan_strategy, nan_replace_value) num_variables = matrix.shape[1] theils_u_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 = _theils_u_update(x, y, num_classes, nan_strategy, nan_replace_value) theils_u_matrix_value[i, j] = _theils_u_compute(confmat) theils_u_matrix_value[j, i] = _theils_u_compute(confmat.T) return theils_u_matrix_value