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#-------------------------------------------------------------
# This function injects missing values into a multivariate a given dataset, similarly to the ampute() method in R's MICE package.
#
# INPUT:
# -------------------------------------------------------------------------------------
# X a multivariate numeric dataset [shape: n-by-m]
# prop a number in the (0, 1] range specifying the proportion of amputed rows across the entire dataset
# patterns a pattern matrix of 0's and 1's [shape: k-by-m] where each row corresponds to a pattern. 0 indicates that a variable should have missing values and 1 indicating that a variable should remain complete
# freq a vector [length: k] containing the relative frequency with which each pattern in the patterns matrix should occur
# mech a string [either "MAR", "MNAR", or "MCAR"] specifying the missingness mechanism. Chosen "MAR" and "MNAR" settings will be overridden if a non-default weight matrix is specified
# weights a weight matrix [shape: k-by-m], containing weights that will be used to calculate the weighted sum scores. Will be overridden if mech == "MCAR"
# seed a manually defined seed for reproducible RNG
# -------------------------------------------------------------------------------------
#
# OUTPUT:
# -------------------------------------------------------------------------------------
# amputedX amputed output dataset
# -------------------------------------------------------------------------------------
m_ampute = function(Matrix[Double] X,
Double prop = 0.5,
Matrix[Double] patterns = matrix(0, 0, 0),
Matrix[Double] freq = matrix(0, 0, 0),
String mech = "MAR",
Matrix[Double] weights = matrix(0, 0, 0),
Integer seed = -1) return(Matrix[Double] amputedX) {
# 1. Validate inputs, and set defaults for any empty freq, patterns, or weights matrices:
[freq, patterns, weights] = u_validateInputs(X, prop, freq, patterns, mech, weights) # FIX ME
# freq = nfreq
# patterns = npatterns
# weights = nweights
numSamples = nrow(X)
numFeatures = ncol(X)
numPatterns = nrow(patterns)
[groupAssignments, numPerGroup] = u_randomChoice(numSamples, freq, seed) # Assign samples to groups based on freq vector.
amputedX = matrix(0, rows=numSamples, cols=numFeatures + 1) # Create array to hold output.
parfor (patternNum in 1:numPatterns, check=0) {
groupSize = as.scalar(numPerGroup[patternNum])
if (groupSize == 0) {
print("ampute warning: Zero rows assigned to pattern " + patternNum + ". Consider increasing input data size or pattern frequency?")
}
else {
# 2. Collect group examples and mapping to original indices:
[groupSamples, backMapping] = u_getGroupSamples(X, groupAssignments, numSamples, groupSize, numFeatures, patternNum)
# 3. Get amputation probabilities:
sumScores = groupSamples %*% t(weights[patternNum])
probs = u_getProbs(sumScores, groupSize, prop)
# 4. Use probabilities to ampute pattern candidates:
random = rand(rows=groupSize, cols=1, min=0, max=1, pdf="uniform", seed=seed)
# Obtains matrix with 1's at indices to ampute.
amputeds = outer((random <= probs), (1 - patterns[patternNum]), "*")
groupSamples = groupSamples + replace(target=amputeds, pattern=1, replacement=NaN)
# 5. Update output matrix:
[start, end] = u_getBounds(numPerGroup, groupSize, patternNum)
amputedX[start:end, ] = cbind(groupSamples, backMapping)
}
}
# 6. Return amputed data in original order:
amputedX = order(target=amputedX, by=numFeatures + 1) # Sort by original indices.
amputedX = amputedX[, 1:numFeatures] # Remove index column.
}
u_validateInputs = function(Matrix[Double] X, Double prop, Matrix[Double] freq, Matrix[Double] patterns, String mech, Matrix[Double] weights)
return (Matrix[Double] freq, Matrix[Double] patterns, Matrix[Double] weights) {
errors = list()
# About the input dataset:
if (max(is.na(X)) == 1) {
errors = append(errors, "Input dataset cannot contain any NaN values.")
}
if (ncol(X) < 2) {
errors = append(errors, "Input dataset must contain at least two columns. Only contained " + ncol(X) + ". Missingness patterns require multiple variables to be properly generated.")
}
# About mech:
if (mech != "MAR" & mech != "MCAR" & mech != "MNAR") {
errors = append(errors, "Invalid option provided for mech: " + mech + ".")
}
else if (!u_isEmpty(weights) & mech == "MCAR") {
print("ampute warning: User-provided weights will be ignored when mechanism MCAR is chosen.")
}
# About prop:
if (!(0 < prop & prop <= 1)) {
errors = append(errors, "Value of prop must be within the range of (0, 1]. Was " + prop + ".")
}
# Set defaults for empty freq, patterns and weights matrices:
numFeatures = ncol(X)
[freq, patterns, weights] = u_handleDefaults(freq, patterns, weights, mech, numFeatures)
# About freq:
if (nrow(freq) > 1 & ncol(freq) > 1) {
errors = append(errors, "freq provided as matrix with dimensions [" + nrow(freq) + ', ' + ncol(freq) + "], but must be a vector.")
}
else if (ncol(freq) > 1) {
freq = t(freq) # Transposes row to column vector for convenience.
}
if (length(freq) != nrow(patterns)) {
errors = append(errors, "Length of freq must be equal to the number of rows in the patterns matrix. freq has length "
+ length(freq) + " while patterns contains " + nrow(patterns) + " rows.")
}
if (length(freq) != nrow(weights)) {
errors = append(errors, "Length of freq must be equal to the number of rows in the weights matrix. freq has length "
+ length(freq) + " while weights contains " + nrow(weights) + " rows.")
}
if (abs(sum(freq) - 1) > 1e-7) {
errors = append(errors, "Values in freq vector must approximately sum to 1. Sum was " + sum(freq) + ".")
}
# About patterns
if (ncol(X) != ncol(patterns)) {
errors = append(errors, "Input dataset must contain the same number of columns as the patterns matrix. Dataset contains "
+ ncol(X) + " columns while patterns contains " + ncol(patterns) + ".")
}
if (ncol(patterns) != ncol(weights)) {
errors = append(errors, "The patterns matrix must contain the same number of columns as the weights matrix. The patterns matrix contains "
+ ncol(patterns) + " columns while weights contains " + ncol(weights) + ".")
}
if (max(patterns != 0 & patterns != 1) > 0) {
errorPatterns = rowMaxs(patterns > 1 | patterns < 0)
errorPatterns = removeEmpty(target=seq(1, nrow(patterns)), margin="rows", select=errorPatterns)
errorString = u_getErrorIndices(errorPatterns)
errors = append(errors, "The patterns matrix must contain only values of 0 or 1. The following rows in patterns break this rule: " + errorString + ".")
}
if (sum(rowMins(patterns)) > 0) {
errorPatterns = removeEmpty(target=seq(1, nrow(patterns)), margin="rows", select=rowMins(patterns) == 1)
errorString = u_getErrorIndices(errorPatterns)
errors = append(errors, "Each row in the patterns matrix must contain at least one value of 0. The following rows in patterns break this rule: " + errorString + ".")
}
# About weights:
if (mech != "MCAR" & sum(rowMaxs(weights)) < nrow(weights)) {
errorWeights = removeEmpty(target=seq(1, nrow(weights)), margin="rows", select=rowMaxs(weights) == 1)
errorString = u_getErrorIndices(errorWeights)
errors = append(errors, "Indicated weights of all 0's for some patterns when mechanism isn't MCAR. The following rows in weights break this rule: " + errorString + ".")
}
if (ncol(X) != ncol(weights)) {
errors = append(errors, "Input dataset must contain the same number of columns as the weights matrix. Dataset contains "
+ ncol(X) + " columns while weights contains " + ncol(weights) + ".")
}
# Collect errors, if any:
if (length(errors) > 0) {
errorStrings = ""
for (i in 1:length(errors)) {
errorStrings = errorStrings + "\nampute: " + as.scalar(errors[i])
}
stop(errorStrings)
}
}
u_handleDefaults = function(Matrix[Double] freq, Matrix[Double] patterns, Matrix[Double] weights, String mech, Integer numFeatures)
return (Matrix[Double] freq, Matrix[Double] patterns, Matrix[Double] weights) {
# Patterns: Default is a quadratic matrix wherein pattern i amputes feature i.
if (u_isEmpty(patterns)) {
patterns = matrix(1, rows=numFeatures, cols=numFeatures) - diag(matrix(1, rows=numFeatures, cols=1))
}
# Weights: Various defaults based on chosen missingness mechanism:
numPatterns = nrow(patterns)
if (mech == "MCAR") {
weights = matrix(0, rows=numPatterns, cols=numFeatures) # MCAR: All 0's (weights don't matter). Overrides any provided weights.
}
else if (u_isEmpty(weights)) {
if (mech == "MAR") {
weights = patterns # MAR: Missing features weighted with 0.
}
else {
weights = 1 - patterns # MNAR case: Observed features weighted with 0.
}
}
# Frequencies: Uniform by default.
if (u_isEmpty(freq)) {
freq = matrix(1 / numPatterns, rows=numPatterns, cols=1)
}
}
u_getErrorIndices = function(Matrix[Double] errorPatterns) return (String errorString) {
errorString = ""
for (i in 1:length(errorPatterns)) {
errorString = errorString + as.integer(as.scalar(errorPatterns[i]))
if (i < length(errorPatterns)) {
errorString = errorString + ", "
}
}
}
u_isEmpty = function(Matrix[Double] X) return (Boolean emptiness) {
emptiness = length(X) == 0
}
# Assigns numSamples to a number of catagories based on the frequencies provided in freq.
u_randomChoice = function(Integer numSamples, Matrix[Double] freq, Double seed = -1)
return (Matrix[Double] groupAssignments, Matrix[Double] groupCounts) {
numGroups = length(freq)
if (numGroups == 1) { # Assigns all samples to the same group.
groupCounts = matrix(numSamples, rows=1, cols=1)
groupAssignments = matrix(1, rows=numSamples, cols=1)
}
else { # Assigns based on cumulative probability thresholds:
cumSum = rbind(matrix(0, rows=1, cols=1), cumsum(freq)) # For, e.g., freq == [0.1, 0.4, 0.5], we get cumSum = [0.0, 0.1, 0.5, 1.0].
random = rand(rows=numSamples, cols=1, min=0, max=1, pdf="uniform", seed=seed)
groupCounts = matrix(0, rows=numGroups, cols=1)
groupAssignments = matrix(0, rows=numSamples, cols=1)
for (i in 1:numGroups) {
assigned = (random >= cumSum[i]) & (random < cumSum[i + 1])
groupCounts[i] = sum(assigned)
groupAssignments = groupAssignments + i * assigned
}
}
}
u_getGroupSamples = function(Matrix[Double] X, Matrix[Double] groupAssignments, Integer numSamples, Integer groupSize, Integer numFeatures, Integer patternNum)
return (Matrix[Double] groupSamples, Matrix[Double] backMapping) {
mask = groupAssignments == patternNum
groupSamples = removeEmpty(target=X, margin="rows", select=mask)
backMapping = removeEmpty(target=seq(1, numSamples), margin="rows", select=mask)
}
# Assigns amputation probabilities to each sample:
u_getProbs = function(Matrix[Double] sumScores, Integer groupSize, Double prop)
return(Matrix[Double] probs) {
if (length(unique(sumScores)) == 0) { # Checks if weights are all the same value (including the zero-case), as is the case with, e.g., MCAR chosen.
probs = matrix(prop, rows=groupSize, cols=1)
}
else {
zScores = scale(X=sumScores)
rounded = round(prop * 100) / 100 # Rounds to two decimals for numeric stability.
probs = u_binaryShiftSearch(zScores=zScores, prop=rounded)
}
}
# Performs a binary search for the optimum shift transformation to the weighted sum scores in order to obtain the desired missingness proportion.
u_binaryShiftSearch = function(Matrix[Double] zScores, Double prop)
return (Matrix[Double] probsArray) {
shift = 0
counter = 0
probsArray = zScores
currentProb = NaN
lowerRange = -3
upperRange = 3
epsilon = 0.001
maxIter = 100
while (counter < maxIter & (is.na(currentProb) | abs(currentProb - prop) >= epsilon)) {
counter += 1
shift = lowerRange + (upperRange - lowerRange) / 2
probsArray = sigmoid(zScores + shift) # Calculates Right-Sigmoid probability (R implementation's default).
currentProb = mean(probsArray)
if (currentProb - prop > 0) {
upperRange = shift
}
else {
lowerRange = shift
}
}
}
u_getBounds = function(Matrix[Double] numPerGroup, Integer groupSize, Integer patternNum)
return(Integer start, Integer end) {
if (patternNum == 1) {
start = 1
}
else {
start = sum(numPerGroup[1:(patternNum - 1), ]) + 1
}
end = start + groupSize - 1
}