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#-------------------------------------------------------------
#
# Licensed to the Apache Software Foundation (ASF) under one
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# to you 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
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# 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.
#
#-------------------------------------------------------------
#
#
# For a given pair of attribute sets, compute bivariate statistics between all attribute pairs
# Given, index1 = {A_11, A_12, ... A_1m} and index2 = {A_21, A_22, ... A_2n}
# compute bivariate stats for m*n pairs (A_1i, A_2j), (1<= i <=m) and (1<= j <=n)
#
# Six inputs:
# 1) X - input data
# 2) index1 - First attribute set {A_11, A_12, ... A_1m}
# 3) index2 - Second attribute set {A_21, A_22, ... A_2n}
# 4) types1 - kind for attributes in S1
# 5) types2 - kind for attributes in S2
# kind=1 for scale, kind=2 for nominal, kind=3 for ordinal
#
# One output:
# 6) output directory in which following (maximum of) four statistics files are created
# + bivar.scale.scale.stats - matrix containing scale-scale correlations
# + bivar.nominal.nominal.stats -
# + bivar.nominal.scale.stats -
# + bivar.ordinal.ordinal.stats -
#
# hadoop jar SystemML.jar -f bivar-stats.dml -nvargs X=<Data>
# index1=<Feature Index Set 1>
# index2=<Feature Index Set 2>
# types1=<Feature Types 1>
# types2=<Feature Types 2>
# OUTDIR=<Output Location>
D = read($X); # input data set
S1 = read($index1); # attribute set 1
S2 = read($index2); # attribute set 2
K1 = read($types1); # kind for attributes in S1
K2 = read($types2); # kind for attributes in S2
s1size = ncol(S1);
s2size = ncol(S2);
numPairs = s1size * s2size;
#test: 1 is Pearson'R, 2 is F-test, 3 is chi-squared, 4 is Spearman'sRho
# R, (chisq, df, pval, cramersv,) spearman, eta, anovaf, feature_col_index1, feature_col_index2, test
num_scale_scale_tests = 0
num_nominal_nominal_tests = 0
num_ordinal_ordinal_tests = 0
num_nominal_scale_tests = 0
pair2row = matrix(0, rows=numPairs, cols=2)
for( i in 1:s1size, check=0) {
pre_a1 = as.scalar(S1[1,i]);
pre_k1 = as.scalar(K1[1,i]);
for( j in 1:s2size, check=0) {
pre_pairID = (i-1)*s2size+j;
pre_a2 = as.scalar(S2[1,j]);
pre_k2 = as.scalar(K2[1,j]);
if (pre_k1 == pre_k2) {
if (pre_k1 == 1) {
num_scale_scale_tests = num_scale_scale_tests + 1
pair2row[pre_pairID,1] = num_scale_scale_tests
} else {
num_nominal_nominal_tests = num_nominal_nominal_tests + 1
pair2row[pre_pairID,1] = num_nominal_nominal_tests
if ( pre_k1 == 3 ) {
num_ordinal_ordinal_tests = num_ordinal_ordinal_tests + 1
pair2row[pre_pairID, 2] = num_ordinal_ordinal_tests
}
}
}
else {
if (pre_k1 == 1 | pre_k2 == 1) {
num_nominal_scale_tests = num_nominal_scale_tests + 1
pair2row[pre_pairID,1] = num_nominal_scale_tests
} else {
num_nominal_nominal_tests = num_nominal_nominal_tests + 1
pair2row[pre_pairID,1] = num_nominal_nominal_tests
}
}
}
}
size_scale_scale_tests = max(num_scale_scale_tests, 1);
size_nominal_nominal_tests = max(num_nominal_nominal_tests, 1)
size_ordinal_ordinal_tests = max(num_ordinal_ordinal_tests, 1);
size_nominal_scale_tests = max(num_nominal_scale_tests, 1);
basestats = matrix(0, rows=11, cols=numPairs);
basestats_scale_scale = matrix(0, rows=6, cols=size_scale_scale_tests)
basestats_nominal_nominal = matrix(0, rows=6, cols=size_nominal_nominal_tests)
basestats_ordinal_ordinal = matrix(0, rows=3, cols=size_ordinal_ordinal_tests)
basestats_nominal_scale = matrix(0, rows=11, cols=size_nominal_scale_tests)
# Compute max domain size among all categorical attributes
# and check if these cols have been recoded
debug_str = "Stopping execution of DML script due to invalid input";
error_flag = FALSE;
maxs = colMaxs(D);
mins = colMins(D)
maxDomainSize = -1.0;
for(k in 1:ncol(K1) ) {
type = as.scalar(K1[1,k]);
if ( type > 1) {
colID = as.scalar(S1[1,k]);
colMaximum = as.scalar(maxs[1,colID]);
if(maxDomainSize < colMaximum) maxDomainSize = colMaximum;
colMinimum = as.scalar(mins[1,colID]);
if(colMinimum < 1){
if(type == 2)
debug_str = append(debug_str, "Column " + colID + " was declared as nominal but its minimum value is " + colMinimum)
else
debug_str = append(debug_str, "Column " + colID + " was declared as ordinal but its minimum value is " + colMinimum)
error_flag = TRUE;
}
}
}
for(k in 1:ncol(K2) ) {
type = as.scalar(K2[1,k]);
if ( type > 1) {
colID = as.scalar(S2[1,k]);
colMaximum = as.scalar(maxs[1,colID]);
if(maxDomainSize < colMaximum) maxDomainSize = colMaximum;
colMinimum = as.scalar(mins[1,colID]);
if(colMinimum < 1){
if(type == 2)
debug_str = append(debug_str, "Column " + colID + " was declared as nominal but its minimum value is " + colMinimum)
else
debug_str = append(debug_str, "Column " + colID + " was declared as ordinal but its minimum value is " + colMinimum)
error_flag = TRUE;
}
}
}
maxDomain = as.integer(maxDomainSize);
if(error_flag) stop(debug_str);
parfor( i in 1:s1size, check=0) {
a1 = as.scalar(S1[1,i]);
k1 = as.scalar(K1[1,i]);
A1 = D[,a1];
parfor( j in 1:s2size, check=0) {
pairID = (i-1)*s2size+j;
a2 = as.scalar(S2[1,j]);
k2 = as.scalar(K2[1,j]);
A2 = D[,a2];
rowid1 = as.scalar(pair2row[pairID, 1])
rowid2 = as.scalar(pair2row[pairID, 2])
if (k1 == k2) {
if (k1 == 1) {
# scale-scale
print("[" + i + "," + j + "] scale-scale");
[r, cov, sigma1, sigma2] = bivar_ss(A1,A2);
basestats_scale_scale[1,rowid1] = a1;
basestats_scale_scale[2,rowid1] = a2;
basestats_scale_scale[3,rowid1] = r;
basestats_scale_scale[4,rowid1] = cov;
basestats_scale_scale[5,rowid1] = sigma1;
basestats_scale_scale[6,rowid1] = sigma2;
} else {
# nominal-nominal or ordinal-ordinal
print("[" + i + "," + j + "] categorical-categorical");
[chisq, df, pval, cramersv] = bivar_cc(A1, A2, maxDomain);
basestats_nominal_nominal[1,rowid1] = a1;
basestats_nominal_nominal[2,rowid1] = a2;
basestats_nominal_nominal[3,rowid1] = chisq;
basestats_nominal_nominal[4,rowid1] = df;
basestats_nominal_nominal[5,rowid1] = pval;
basestats_nominal_nominal[6,rowid1] = cramersv;
if ( k1 == 3 ) {
# ordinal-ordinal
print("[" + i + "," + j + "] ordinal-ordinal");
sp = bivar_oo(A1, A2, maxDomain);
basestats_ordinal_ordinal[1,rowid2] = a1;
basestats_ordinal_ordinal[2,rowid2] = a2;
basestats_ordinal_ordinal[3,rowid2] = sp;
}
}
} else {
if (k1 == 1 | k2 == 1) {
# Scale-nominal/ordinal
print("[" + i + "," + j + "] scale-categorical");
if ( k1 == 1 ) {
[eta, f, pval, bw_ss, within_ss, bw_df, within_df, bw_mean_square, within_mean_square] = bivar_sc(A1, A2, maxDomain);
} else {
[eta, f, pval, bw_ss, within_ss, bw_df, within_df, bw_mean_square, within_mean_square] = bivar_sc(A2, A1, maxDomain);
}
basestats_nominal_scale[1,rowid1] = a1;
basestats_nominal_scale[2,rowid1] = a2;
basestats_nominal_scale[3,rowid1] = eta;
basestats_nominal_scale[4,rowid1] = f;
basestats_nominal_scale[5,rowid1] = pval;
basestats_nominal_scale[6,rowid1] = bw_ss;
basestats_nominal_scale[7,rowid1] = within_ss;
basestats_nominal_scale[8,rowid1] = bw_df;
basestats_nominal_scale[9,rowid1] = within_df;
basestats_nominal_scale[10,rowid1] = bw_mean_square;
basestats_nominal_scale[11,rowid1] = within_mean_square;
} else {
# nominal-ordinal or ordinal-nominal
print("[" + i + "," + j + "] categorical-categorical");
[chisq, df, pval, cramersv] = bivar_cc(A1, A2, maxDomain);
basestats_nominal_nominal[1,rowid1] = a1;
basestats_nominal_nominal[2,rowid1] = a2;
basestats_nominal_nominal[3,rowid1] = chisq;
basestats_nominal_nominal[4,rowid1] = df;
basestats_nominal_nominal[5,rowid1] = pval;
basestats_nominal_nominal[6,rowid1] = cramersv;
}
}
}
}
if(num_scale_scale_tests == size_scale_scale_tests){
write(basestats_scale_scale, $OUTDIR + "/bivar.scale.scale.stats");
}
if(num_nominal_scale_tests == size_nominal_scale_tests){
write(basestats_nominal_scale, $OUTDIR + "/bivar.nominal.scale.stats");
}
if(num_nominal_nominal_tests == size_nominal_nominal_tests){
write(basestats_nominal_nominal, $OUTDIR + "/bivar.nominal.nominal.stats");
}
if(num_ordinal_ordinal_tests == size_ordinal_ordinal_tests){
write(basestats_ordinal_ordinal, $OUTDIR + "/bivar.ordinal.ordinal.stats");
}
# -----------------------------------------------------------------------------------------------------------
bivar_cc = function(Matrix[Double] A, Matrix[Double] B, Double maxDomain) return (Double chisq, Double df, Double pval, Double cramersv) {
# Contingency Table
F = table(A, B, maxDomain, maxDomain);
F = F[1:max(A), 1:max(B)];
# Chi-Squared
W = sum(F);
r = rowSums(F);
c = colSums(F);
E = (r %*% c)/W;
T = (F-E)^2/E;
chi_squared = sum(T);
# compute p-value
degFreedom = (nrow(F)-1)*(ncol(F)-1);
pValue = pchisq(target=chi_squared, df=degFreedom, lower.tail=FALSE);
# Cramer's V
R = nrow(F);
C = ncol(F);
q = min(R,C);
cramers_v = sqrt(chi_squared/(W*(q-1)));
# Assign return values
chisq = chi_squared;
df = as.double(degFreedom);
pval = pValue;
cramersv = cramers_v;
}
# -----------------------------------------------------------------------------------------------------------
bivar_ss = function(Matrix[Double] X, Matrix[Double] Y) return (Double R, Double covXY, Double sigmaX, Double sigmaY) {
# Unweighted co-variance
covXY = cov(X,Y);
# compute standard deviations for both X and Y by computing 2^nd central moment
W = nrow(X);
m2X = moment(X,2);
m2Y = moment(Y,2);
sigmaX = sqrt(m2X * (W/(W-1.0)) );
sigmaY = sqrt(m2Y * (W/(W-1.0)) );
# Pearson's R
R = covXY / (sigmaX*sigmaY);
}
# -----------------------------------------------------------------------------------------------------------
# Y points to SCALE variable
# A points to CATEGORICAL variable
bivar_sc = function(Matrix[Double] Y, Matrix[Double] A, Double maxDomain)
return (Double Eta, Double AnovaF, Double pval, Double bw_ss, Double within_ss, Double bw_df, Double within_df, Double bw_mean_square, Double within_mean_square) {
# mean and variance in target variable
W = nrow(A);
my = mean(Y);
varY = moment(Y,2) * W/(W-1.0)
# category-wise (frequencies, means, variances)
CFreqs = aggregate(target=Y, groups=A, fn="count", ngroups=maxDomain);
CMeans = aggregate(target=Y, groups=A, fn="mean", ngroups=maxDomain);
CVars = aggregate(target=Y, groups=A, fn="variance", ngroups=maxDomain);
# number of categories
R = nrow(CFreqs);
Eta = sqrt(1 - ( sum((CFreqs-1)*CVars) / ((W-1)*varY) ));
bw_ss = sum( (CFreqs*(CMeans-my)^2) );
bw_df = as.double(R-1);
bw_mean_square = bw_ss/bw_df;
within_ss = sum( (CFreqs-1)*CVars );
within_df = as.double(W-R);
within_mean_square = within_ss/within_df;
AnovaF = bw_mean_square/within_mean_square;
pval = pf(target=AnovaF, df1=bw_df, df2=within_df, lower.tail=FALSE)
}
# -----------------------------------------------------------------------------------------------------------
# Function to compute ranks
# takes a column vector as input, and produces a vector of same size in which each cell denotes to the computed score for that category
computeRanks = function(Matrix[Double] X) return (Matrix[Double] Ranks) {
Ranks = cumsum(X) - X/2 + 1/2;
}
#-------------------------------------------------------------------------
bivar_oo = function(Matrix[Double] A, Matrix[Double] B, Double maxDomain) return (Double sp) {
# compute contingency table
F = table(A, B, maxDomain, maxDomain);
F = F[1:max(A), 1:max(B)];
catA = nrow(F); # number of categories in A
catB = ncol(F); # number of categories in B
# compute category-wise counts for both the attributes
R = rowSums(F);
S = colSums(F);
# compute scores, both are column vectors
[C] = computeRanks(R);
meanX = mean(C,R);
columnS = t(S);
[D] = computeRanks(columnS);
# scores (C,D) are individual values, and counts (R,S) act as weights
meanY = mean(D,columnS);
W = sum(F); # total weight, or total #cases
varX = moment(C,R,2)*(W/(W-1.0));
varY = moment(D,columnS,2)*(W/(W-1.0));
covXY = sum( t(F/(W-1) * (C-meanX)) * (D-meanY) );
sp = covXY/(sqrt(varX)*sqrt(varY));
}
# -----------------------------------------------------------------------------------------------------------