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added psi calculation to categorical columns #1027
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Original file line number | Diff line number | Diff line change |
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@@ -1,6 +1,8 @@ | ||
"""Contains class for categorical column profiler.""" | ||
from __future__ import annotations | ||
|
||
import math | ||
import warnings | ||
from collections import defaultdict | ||
from operator import itemgetter | ||
from typing import cast | ||
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@@ -304,6 +306,20 @@ def diff(self, other_profile: CategoricalColumn, options: dict = None) -> dict: | |
other_profile._categories.items(), key=itemgetter(1), reverse=True | ||
) | ||
) | ||
if cat_count1.keys() == cat_count2.keys(): | ||
total_psi = 0.0 | ||
for key in cat_count1.keys(): | ||
perc_A = cat_count1[key] / self.sample_size | ||
perc_B = cat_count2[key] / other_profile.sample_size | ||
total_psi += (perc_B - perc_A) * math.log(perc_B / perc_A) | ||
differences["statistics"]["psi"] = total_psi | ||
else: | ||
warnings.warn( | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Maybe if we hit this we should just either 1) have PSI to None or 2) not include in the difference ducts There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. I agree with this if PSI cant be calculated it shouldnt default to zero There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Done |
||
"psi was not calculated due to the differences in categories " | ||
"of the profiles. Differences:\n" | ||
f"{set(cat_count1.keys()) ^ set(cat_count2.keys())}", | ||
RuntimeWarning, | ||
) | ||
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differences["statistics"][ | ||
"categorical_count" | ||
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Original file line number | Diff line number | Diff line change |
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@@ -728,8 +728,13 @@ def test_categorical_diff(self): | |
}, | ||
}, | ||
} | ||
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self.assertDictEqual(expected_diff, profile.diff(profile2)) | ||
with self.assertWarnsRegex( | ||
RuntimeWarning, | ||
"psi was not calculated due to the differences in categories " | ||
"of the profiles. Differences:\n{'maybe'}", | ||
): | ||
test_profile_diff = profile.diff(profile2) | ||
self.assertDictEqual(expected_diff, test_profile_diff) | ||
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# Test with one categorical column matching | ||
df_not_categorical = pd.Series( | ||
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@@ -756,6 +761,38 @@ def test_categorical_diff(self): | |
} | ||
self.assertDictEqual(expected_diff, profile.diff(profile2)) | ||
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# Test diff with psi enabled | ||
df_categorical = pd.Series(["y", "y", "y", "y", "n", "n", "n", "maybe"]) | ||
profile = CategoricalColumn(df_categorical.name) | ||
profile.update(df_categorical) | ||
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df_categorical = pd.Series(["y", "maybe", "y", "y", "n", "n", "maybe"]) | ||
profile2 = CategoricalColumn(df_categorical.name) | ||
profile2.update(df_categorical) | ||
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# chi2-statistic = sum((observed-expected)^2/expected for each category in each column) | ||
# df = categories - 1 | ||
# psi = (% of records based on Sample (A) - % of records Sample (B)) * ln(A/ B) | ||
# p-value found through using chi2 CDF | ||
expected_diff = { | ||
"categorical": "unchanged", | ||
"statistics": { | ||
"unique_count": "unchanged", | ||
"unique_ratio": -0.05357142857142855, | ||
"chi2-test": { | ||
"chi2-statistic": 0.6122448979591839, | ||
"df": 2, | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. outside scope of this PR: Does df stand for dataframe here? Looks like it's an int. There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. No its supposed to an int, its stands for degrees of freedom, but I agree that it is not a great choice of name |
||
"p-value": 0.7362964551863367, | ||
}, | ||
"categories": "unchanged", | ||
"gini_impurity": -0.059311224489795866, | ||
"unalikeability": -0.08333333333333326, | ||
"psi": 0.16814961527477595, | ||
"categorical_count": {"y": 1, "n": 1, "maybe": -1}, | ||
}, | ||
} | ||
self.assertDictEqual(expected_diff, profile.diff(profile2)) | ||
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def test_unalikeability(self): | ||
df_categorical = pd.Series(["a", "a"]) | ||
profile = CategoricalColumn(df_categorical.name) | ||
|
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also is there a case where they would equal but the default shouldn't be
0
... thinking if.keys()
on both is empty (i.e.{}.keys()
returndict_keys([])
) but the issue is no that on the iter it won't do much but... it will still setpsi
to0.0
when should it really? or should we say that is unclculable? add condition for minimum key of len() == 1?There was a problem hiding this comment.
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if the categories are equal and of equal count the psi is zero. So if there are no categories (and by extension no counts so no percentages to calculate) I have a couple questions:
psi
of nothing compared to nothing should be zero,psi
is used to calculate change between two datasets, if nothing changed because there is nothing in both profiles, returning 0.0 forpsi
I think as a good thing right?