Add mutual information metric (#101)

* test * test_v2 * no-test * pair_v1 * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * remove_old_mi_sim * modify single&multi_table MISim * modify single_mi_sim by using pair_sim instance * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * modify multi_mi_sim by using pair_sim instance * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * change_class_name_err * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * modify_paircolumn * mi only needs dataframe * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * modify based on review * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * complete test_mi_sim * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * modify test file * change_var_name * Update sdgx/metrics/multi_table/multitable_mi_sim.py Co-authored-by: MoooCat <141886018+MooooCat@users.noreply.github.com> * add MULTI_TABLE_DEMO_DATA * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * modify comments * JSD->MISIM * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * modify base of pair_column * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * add cls * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * change self into cls instance * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * change cls * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * series2array * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * test * test * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * add label_encoder for category in mi_sim * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * use series.array * change le_fit * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * change transform type to np.array instead of list * add astype * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * series2array * foo * change test_suit * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * all right? * all right * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci --------- Co-authored-by: Z712023 <3422685015@qq.com> Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com> Co-authored-by: Z712023 <132286135+Z712023@users.noreply.github.com>
hitsz-ids · Jan 16, 2024 · dae869e · dae869e
1 parent d29a2a0
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diff --git a/sdgx/metrics/column/base.py b/sdgx/metrics/column/base.py
@@ -61,10 +61,8 @@ def calculate(
         cls, real_data: pd.Series | pd.DataFrame, synthetic_data: pd.Series | pd.DataFrame
     ):
         """Calculate the metric value between columns between real table and synthetic table.
-
         Args:
             real_data(pd.DataFrame or pd.Series): the real (original) data table / column.
-
             synthetic_data(pd.DataFrame or pd.Series): the synthetic (generated) data table / column.
         """
         # This method should first check the input

diff --git a/sdgx/metrics/multi_table/base.py b/sdgx/metrics/multi_table/base.py
@@ -70,7 +70,7 @@ def check_output(raw_metric_value: float):
         """Check the output value.
         Args:
 
-            raw_metric_value (float):  the calculated raw value of the JSD metric.
+            raw_metric_value (float):  the calculated raw value of the Mutual Information Similarity.
         """
         raise NotImplementedError()
 

diff --git a/sdgx/metrics/multi_table/multitable_mi_sim.py b/sdgx/metrics/multi_table/multitable_mi_sim.py
@@ -0,0 +1,71 @@
+import numpy as np
+import pandas as pd
+from scipy.stats import entropy
+from sklearn.metrics.cluster import normalized_mutual_info_score
+
+from sdgx.metrics.multi_table.base import MultiTableMetric
+from sdgx.metrics.pair_column.mi_sim import MISim
+
+
+class MISim(MultiTableMetric):
+    """MISim : Mutual Information Similarity
+
+    This class is used to calculate the Mutual Information Similarity between the target columns of real data and synthetic data.
+
+    Currently, we support discrete and continuous(need to be discretized) columns as inputs.
+    """
+
+    def __init__(self) -> None:
+        super().__init__()
+        self.lower_bound = 0
+        self.upper_bound = 1
+        self.metric_name = "mutual_information_similarity"
+        self.numerical_bins = 50
+
+    @classmethod
+    def calculate(
+        real_data: pd.DataFrame, synthetic_data: pd.DataFrame, metadata: dict
+    ) -> pd.DataFrame:
+        """
+        Calculate the Mutual Information Similarity between a real column and a synthetic column.
+        Args:
+            real_data (pd.DataFrame): The real data.
+            synthetic_data (pd.DataFrame): The synthetic data.
+            metadata(dict): The metadata that describes the data type of each column
+
+        Returns:
+            MI_similarity (float): The metric value.
+        """
+
+        # 传入概率分布数组
+
+        columns = synthetic_data.columns
+        n = len(columns)
+        mi_sim_instance = MISim()
+        nMI_sim = np.zeros((n, n))
+
+        for i in range(len(columns)):
+            for j in range(len(columns)):
+                syn_data = pd.concat(
+                    [synthetic_data[columns[i]], synthetic_data[columns[j]]], axis=1
+                )
+                real_data = pd.concat([real_data[columns[i]], real_data[columns[j]]], axis=1)
+
+                nMI_sim[i][j] = mi_sim_instance.calculate(real_data, syn_data, metadata)
+
+        MI_sim = np.sum(nMI_sim) / n / n
+        # test
+        MISim.check_output(MI_sim)
+
+        return MI_sim
+
+    @classmethod
+    def check_output(cls, raw_metric_value: float):
+        """Check the output value.
+
+        Args:
+            raw_metric_value (float):  the calculated raw value of the Mutual Information Similarity.
+        """
+        instance = cls()
+        if raw_metric_value < instance.lower_bound or raw_metric_value > instance.upper_bound:
+            raise ValueError
diff --git a/sdgx/metrics/pair_column/base.py b/sdgx/metrics/pair_column/base.py
@@ -0,0 +1,75 @@
+import pandas as pd
+
+from sdgx.log import logger
+
+
+class PairMetric(object):
+    """PairMetric
+    Metrics used to evaluate the quality of synthetic data columns.
+    """
+
+    upper_bound = None
+    lower_bound = None
+    metric_name = "Correlation"
+
+    def __init__(self) -> None:
+        pass
+
+    @classmethod
+    def check_input(cls, src_col: pd.Series, tar_col: pd.Series, metadata: dict):
+        """Input check for table input.
+        Args:
+            src_data(pd.Series ): the source data column.
+            tar_data(pd.Series): the target data column .
+            metadata(dict): The metadata that describes the data type of each column
+        """
+        # Input parameter must not contain None value
+        if real_data is None or synthetic_data is None:
+            raise TypeError("Input contains None.")
+        # check column_names
+        tar_name = tar_col.name
+        src_name = src_col.name
+
+        # check column_types
+        if metadata[tar_name] != metadata[src_name]:
+            raise TypeError("Type of Pair is Conflicting.")
+
+        # if type is pd.Series, return directly
+        if isinstance(real_data, pd.Series):
+            return src_col, tar_col
+
+        # if type is not pd.Series or pd.DataFrame tranfer it to Series
+        try:
+            src_col = pd.Series(src_col)
+            tar_col = pd.Series(tar_col)
+            return src_col, tar_col
+        except Exception as e:
+            logger.error(f"An error occurred while converting to pd.Series: {e}")
+
+        return None, None
+
+    @classmethod
+    def calculate(cls, src_col: pd.Series, tar_col: pd.Series, metadata):
+        """Calculate the metric value between pair-columns between real table and synthetic table.
+
+        Args:
+            src_data(pd.Series ): the source data column.
+            tar_data(pd.Series): the target data column .
+            metadata(dict): The metadata that describes the data type of each column
+        """
+        # This method should first check the input
+        # such as:
+        real_data, synthetic_data = PairMetric.check_input(src_col, tar_col)
+
+        raise NotImplementedError()
+
+    @classmethod
+    def check_output(cls, raw_metric_value: float):
+        """Check the output value.
+
+        Args:
+            raw_metric_value (float):  the calculated raw value of the Mutual Information.
+        """
+        raise NotImplementedError()
+
+    pass
diff --git a/sdgx/metrics/pair_column/mi_sim.py b/sdgx/metrics/pair_column/mi_sim.py
@@ -0,0 +1,97 @@
+import numpy as np
+import pandas as pd
+from scipy.stats import entropy
+from sklearn.metrics.cluster import normalized_mutual_info_score
+from sklearn.preprocessing import LabelEncoder
+
+from sdgx.metrics.pair_column.base import PairMetric
+from sdgx.utils import time2int
+
+
+class MISim(PairMetric):
+    """MISim : Mutual Information Similarity
+
+    This class is used to calculate the Mutual Information Similarity between the target columns of real data and synthetic data.
+
+    Currently, we support discrete and continuous(need to be discretized) columns as inputs.
+    """
+
+    def __init__(instance) -> None:
+        super().__init__()
+        instance.lower_bound = 0
+        instance.upper_bound = 1
+        instance.metric_name = "mutual_information_similarity"
+        instance.numerical_bins = 50
+
+    @classmethod
+    def calculate(
+        cls,
+        src_col: pd.Series,
+        tar_col: pd.Series,
+        metadata: dict,
+    ) -> float:
+        """
+        Calculate the MI similarity for the source data colum and the target data column.
+        Args:
+            src_data(pd.Series ): the source data column.
+            tar_data(pd.Series): the target data column .
+            metadata(dict): The metadata that describes the data type of each columns
+        Returns:
+            MI_similarity (float): The metric value.
+        """
+
+        # 传入概率分布数组
+        instance = cls()
+
+        col_name = src_col.name
+        data_type = metadata[col_name]
+
+        if data_type == "numerical":
+            x = np.array(src_col.array)
+            src_col = pd.cut(
+                x,
+                instance.numerical_bins,
+                labels=range(instance.numerical_bins),
+            )
+            x = np.array(tar_col.array)
+            tar_col = pd.cut(
+                x,
+                instance.numerical_bins,
+                labels=range(instance.numerical_bins),
+            )
+            src_col = src_col.to_numpy()
+            tar_col = tar_col.to_numpy()
+
+        elif data_type == "category":
+            le = LabelEncoder()
+            src_list = list(set(src_col.array))
+            tar_list = list(set(tar_col.array))
+            fit_list = tar_list + src_list
+            le.fit(fit_list)
+
+            src_col = le.transform(np.array(src_col.array))
+            tar_col = le.transform(np.array(tar_col.array))
+
+        elif data_type == "datetime":
+            src_col = src_col.apply(time2int)
+            tar_col = tar_col.apply(time2int)
+            src_col = pd.cut(
+                src_col, bins=instance.numerical_bins, labels=range(instance.numerical_bins)
+            )
+            tar_col = pd.cut(
+                tar_col, bins=instance.numerical_bins, labels=range(instance.numerical_bins)
+            )
+            src_col = src_col.to_numpy()
+            tar_col = tar_col.to_numpy()
+
+        MI_sim = normalized_mutual_info_score(src_col, tar_col)
+        return MI_sim
+
+    @classmethod
+    def check_output(cls, raw_metric_value: float):
+        """Check the output value.
+
+        Args:
+            raw_metric_value (float):  the calculated raw value of the MI similarity.
+        """
+        pass
diff --git a/sdgx/metrics/single_table/base.py b/sdgx/metrics/single_table/base.py
@@ -55,7 +55,7 @@ def check_input(cls, real_data: pd.DataFrame, synthetic_data: pd.DataFrame):
 
         return None, None
 
-    def calculate(self, real_data: pd.DataFrame, synthetic_data: pd.DataFrame):
+    def calculate(cls, real_data: pd.DataFrame, synthetic_data: pd.DataFrame):
         """Calculate the metric value between a real table and a synthetic table.
 
         Args:
@@ -71,7 +71,7 @@ def check_output(raw_metric_value: float):
         """Check the output value.
 
         Args:
-            raw_metric_value (float):  the calculated raw value of the JSD metric.
+            raw_metric_value (float):  the calculated raw value of the Mutual Information Similarity.
         """
         raise NotImplementedError()
 

diff --git a/sdgx/metrics/single_table/single_mi_sim.py b/sdgx/metrics/single_table/single_mi_sim.py
@@ -0,0 +1,67 @@
+import numpy as np
+import pandas as pd
+from scipy.stats import entropy
+from sklearn.metrics.cluster import normalized_mutual_info_score
+
+from sdgx.metrics.pair_column.mi_sim import MISim
+from sdgx.metrics.single_table.base import SingleTableMetric
+
+
+class SinTabMISim(SingleTableMetric):
+    """MISim : Mutual Information Similarity
+
+    This class is used to calculate the Mutual Information Similarity between the target columns of real data and synthetic data.
+
+    Currently, we support discrete and continuous(need to be discretized) columns as inputs.
+    """
+
+    def __init__(self) -> None:
+        super().__init__()
+        self.lower_bound = 0
+        self.upper_bound = 1
+        self.metric_name = "mutual_information_similarity"
+        self.numerical_bins = 50
+
+    @classmethod
+    def calculate(real_data: pd.DataFrame, synthetic_data: pd.DataFrame, metadata) -> pd.DataFrame:
+        """
+        Calculate the Mutual Information Similarity between a real column and a synthetic column.
+        Args:
+            real_data (pd.DataFrame): The real data.
+            synthetic_data (pd.DataFrame): The synthetic data.
+            metadata(dict): The metadata that describes the data type of each column
+        Returns:
+            MI_similarity (float): The metric value.
+        """
+
+        # 传入概率分布数组
+
+        columns = synthetic_data.columns
+        n = len(columns)
+        mi_sim_instance = MISim()
+        nMI_sim = np.zeros((n, n))
+
+        for i in range(len(columns)):
+            for j in range(len(columns)):
+                syn_data = pd.concat(
+                    [synthetic_data[columns[i]], synthetic_data[columns[j]]], axis=1
+                )
+                real_data = pd.concat([real_data[columns[i]], real_data[columns[j]]], axis=1)
+
+                nMI_sim[i][j] = mi_sim_instance.calculate(real_data, syn_data, metadata)
+
+        MI_sim = np.sum(nMI_sim) / n / n
+        MISim.check_output(MI_sim)
+
+        return MI_sim
+
+    @classmethod
+    def check_output(cls, raw_metric_value: float):
+        """Check the output value.
+
+        Args:
+            raw_metric_value (float):  the calculated raw value of the Mutual Information Similarity.
+        """
+        instance = cls()
+        if raw_metric_value < instance.lower_bound or raw_metric_value > instance.upper_bound:
+            raise ValueError
diff --git a/sdgx/utils.py b/sdgx/utils.py
@@ -3,6 +3,7 @@
 import functools
 import socket
 import threading
+import time
 import urllib.request
 import warnings
 from contextlib import closing
@@ -26,8 +27,8 @@
     "find_free_port",
     "download_multi_table_demo_data",
     "get_demo_single_table",
+    "time2int",
 ]
-
 MULTI_TABLE_DEMO_DATA = {
     "rossman": {
         "parent_table": "store",
@@ -99,6 +100,12 @@ def get_demo_single_table(data_dir: str | Path = "./dataset"):
     return pd_obj, discrete_cols
 
 
+def time2int(datetime, form):
+    time_array = time.strptime(datetime, form)
+    time_stamp = int(time.mktime(time_array))
+    return time_stamp
+
+
 class Singleton(type):
     """
     metaclass for singleton, thread-safe.