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- # 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 (
- _compute_chi_squared,
- _drop_empty_rows_and_cols,
- _handle_nan_in_data,
- _nominal_input_validation,
- )
- def _pearsons_contingency_coefficient_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 Pearson's Contingency Coefficient 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 _pearsons_contingency_coefficient_compute(confmat: Tensor) -> Tensor:
- """Compute Pearson's Contingency Coefficient based on a pre-computed confusion matrix.
- Args:
- confmat: Confusion matrix for observed data
- Returns:
- Pearson's Contingency Coefficient
- """
- confmat = _drop_empty_rows_and_cols(confmat)
- cm_sum = confmat.sum()
- chi_squared = _compute_chi_squared(confmat, bias_correction=False)
- phi_squared = chi_squared / cm_sum
- tschuprows_t_value = torch.sqrt(phi_squared / (1 + phi_squared))
- return tschuprows_t_value.clamp(0.0, 1.0)
- def pearsons_contingency_coefficient(
- preds: Tensor,
- target: Tensor,
- nan_strategy: Literal["replace", "drop"] = "replace",
- nan_replace_value: Optional[float] = 0.0,
- ) -> Tensor:
- r"""Compute `Pearson's Contingency Coefficient`_ for measuring the association between two categorical data series.
- .. math::
- Pearson = \sqrt{\frac{\chi^2 / n}{1 + \chi^2 / n}}
- 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.
- Pearson's Contingency Coefficient is a symmetric coefficient, i.e.
- :math:`Pearson(preds, target) = Pearson(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)
- nan_strategy: Indication of whether to replace or drop ``NaN`` values
- nan_replace_value: Value to replace ``NaN``s when ``nan_strategy = 'replace'``
- Returns:
- Pearson's Contingency Coefficient
- Example:
- >>> from torch import randint, round
- >>> from torchmetrics.functional.nominal import pearsons_contingency_coefficient
- >>> preds = randint(0, 4, (100,))
- >>> target = round(preds + torch.randn(100)).clamp(0, 4)
- >>> pearsons_contingency_coefficient(preds, target)
- tensor(0.6948)
- """
- _nominal_input_validation(nan_strategy, nan_replace_value)
- num_classes = len(torch.cat([preds, target]).unique())
- confmat = _pearsons_contingency_coefficient_update(preds, target, num_classes, nan_strategy, nan_replace_value)
- return _pearsons_contingency_coefficient_compute(confmat)
- def pearsons_contingency_coefficient_matrix(
- matrix: Tensor,
- nan_strategy: Literal["replace", "drop"] = "replace",
- nan_replace_value: Optional[float] = 0.0,
- ) -> Tensor:
- r"""Compute `Pearson's Contingency Coefficient`_ statistic between a set of multiple variables.
- This can serve as a convenient tool to compute Pearson's Contingency Coefficient 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:
- Pearson's Contingency Coefficient statistic for a dataset of categorical variables
- Example:
- >>> from torch import randint
- >>> from torchmetrics.functional.nominal import pearsons_contingency_coefficient_matrix
- >>> matrix = randint(0, 4, (200, 5))
- >>> pearsons_contingency_coefficient_matrix(matrix)
- tensor([[1.0000, 0.2326, 0.1959, 0.2262, 0.2989],
- [0.2326, 1.0000, 0.1386, 0.1895, 0.1329],
- [0.1959, 0.1386, 1.0000, 0.1840, 0.2335],
- [0.2262, 0.1895, 0.1840, 1.0000, 0.2737],
- [0.2989, 0.1329, 0.2335, 0.2737, 1.0000]])
- """
- _nominal_input_validation(nan_strategy, nan_replace_value)
- num_variables = matrix.shape[1]
- pearsons_cont_coef_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 = _pearsons_contingency_coefficient_update(x, y, num_classes, nan_strategy, nan_replace_value)
- val = _pearsons_contingency_coefficient_compute(confmat)
- pearsons_cont_coef_matrix_value[i, j] = pearsons_cont_coef_matrix_value[j, i] = val
- return pearsons_cont_coef_matrix_value
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