Truncated_FAMD is a library for processing factor analysis of mixed data. This includes a variety of methods including principal component analysis (PCA) and multiply correspondence analysis (MCA). The goal is to provide an efficient and truncated implementation for each algorithm along with a scikit-learn API.
Truncated_FAMD doesn't have any extra dependencies apart from the usual suspects (sklearn, pandas, numpy) which are included with Anaconda.
import numpy as np; np.random.set_state(42) # This is for doctests reproducibilityTruncated_FAMD integrates the power of automatic selection of svd_solver according to structure of data and to n_components parameter the sklearn.decomposition.PCA possesses and capacity of processing sparse input that sklearn.decomposition.TruncatedSVD has and the support for processing data in a minibatch form,making it possible to processing big data,from Incremental PCA.Therefore,Truncated_FAMD is appropriate for processing big sparse input.
Each base estimator(CA,PCA) provided by Truncated_FAMD extends scikit-learn's (TransformerMixin,BaseEstimator).which means we could use directly fit_transform,and (set_params,get_params) methods.
Under the hood Truncated_FAMD uses partial_fit method on chunks of data fetched sequentially from the original data,only stores estimates of component and noise variances, in order update explained_variance_ratio_ incrementally. This is why memory usage depends on the number of samples per batch, rather than the number of samples to be processed in the dataset.
In this package,inheritance relationship as shown below(A->B:A is superclass of B):
- _BasePCA ->PCA ->CA -> MCA
- _BasePCA ->PCA ->MFA -> FAMD
You are supposed to use each method depending on your situation:
- All your variables are numeric: use principal component analysis (
PCA) - You have a contingency table: use correspondence analysis (
CA) - You have more than 2 variables and they are all categorical: use multiple correspondence analysis (
MCA) - You have groups of categorical or numerical variables: use multiple factor analysis (
MFA) - You have both categorical and numerical variables: use factor analysis of mixed data (
FAMD)
The next subsections give an overview of each method along with usage information. The following papers give a good overview of the field of factor analysis if you want to go deeper:
- A Tutorial on Principal Component Analysis
- Theory of Correspondence Analysis
- Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
- Computation of Multiple Correspondence Analysis, with code in R
- Singular Value Decomposition Tutorial
- Multiple Factor Analysis
PCA(standard_scaler=True,n_components=2,svd_solver='auto',whiten=False,copy=True, tol=None,iterated_power=2,batch_size =None,random_state=None):
Args:
standard_scaler(bool): Whether to standard_scaler each column's or not.n_components(int, float, None or string): The number of principal components to compute.See sklearn.decomposition.PCAsvd_solver(string {auto,full,arpack,randomized}):Noter that if input data is sparse,svd_solver:{arpack,randomized}.See sklearn.decomposition.PCAiterated_power(int): The number of iterations used for computing the SVD whensvd_solver==randomized.tol(float >= 0, optional (default .0)):Tolerance for singular values computed bysvd_solver==arpack.copy(bool): Whether to perform the computations inplace or not.batch_size( int or None):The number of samples to use for each batch. Only used when calling fit. Ifbatch_sizeis None, thenbatch_sizeis inferred from the data and set to 5 * n_features, to provide a balance between approximation accuracy and memory consumption.random_state(int, RandomState instance or None, optional (default=None):The seed of the -pseudo random number generator to use when shuffling the data. If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random. Return ndarray (M,k),M:Number of samples,K:Number of components.
Fitted Estimator Attributes:
components_(array), shape (n_components, n_features) Principal axes in feature space, representing the directions of maximum variance in the data. The components are sorted by explained_variance_.explained_variance_(array), shape (n_components,):The amount of variance explained by each of the selected components.explained_variance_ratio_(array), shape (n_components,):Percentage of variance explained by each of the selected components.singular_values(array),shape (n_components,):The singular values corresponding to each of the selected components. The singular values are equal to the 2-norms of the n_components variables in the lower-dimensional space.n_components(int):The estimated number of components. When n_components is set to ‘mle’ or a number between 0 and 1 (with svd_solver == ‘full’) this number is estimated from input data. Otherwise it equals the parameter n_components, or the lesser value of n_features and n_samples if n_components is None.noise_variance(float):The estimated noise covariance following the Probabilistic PCA model from Tipping and Bishop 1999. See “Pattern Recognition and Machine Learning” by C. Bishop, 12.2.1 p. 574 or http://www.miketipping.com/papers/met-mppca.pdf. It is required to compute the estimated data covariance and score samples.Equal to the average of (min(n_features, n_samples) - n_components) smallest eigenvalues of the covariance matrix of X.
Examples:
>>>import numpy as np
>>>from Truncated_Famd import PCA
>>>X = pd.DataFrame(np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]]),columns=list('ABC'))
>>>pca = PCA(n_components=2)
>>>pca.fit(X)
PCA(check_input=True, copy=True, engine='auto', n_components=2, n_iter=3,
random_state=None, rescale_with_mean=True, rescale_with_std=True)
>>>print(pca.explained_variance_)
[2.37837661 0.02162339]
>>>print(pca.explained_variance_ratio_)
[0.99099025 0.00900975]
>>>print(pca.column_correlation(X)) #You could call this method once estimator is >fitted.correlation_ratio is pearson correlation between 2 columns values,
where p-value >=0.05 this similarity is `Nan`.
0 1
A -0.995485 NaN
B -0.995485 NaN
>>>print(pca.transform(X))
[[ 0.82732684 -0.17267316]
[ 1.15465367 0.15465367]
[ 1.98198051 -0.01801949]
[-0.82732684 0.17267316]
[-1.15465367 -0.15465367]
[-1.98198051 0.01801949]]
>>>print(pca.fit_transform(X))
>[[ 0.82732684 -0.17267316]
[ 1.15465367 0.15465367]
[ 1.98198051 -0.01801949]
[-0.82732684 0.17267316]
[-1.15465367 -0.15465367]
[-1.98198051 0.01801949]]
CA class inherits from PCA class.
Examples:
>>>import numpy as np
>>>from Light_Famd import CA
>>>X = pd.DataFrame(data=np.random.randint(0,100,size=(10,4)),columns=list('ABCD'))
>>>ca=CA(n_components=2,iterated_power=2)
>>>ca.fit(X)
CA(batch_size=None, copy=True, iterated_power=2, n_components=2,
random_state=None, svd_solver='auto', tol=None))
>>> print(ca.explained_variance_)
[0.02811427 0.01346975]
>>>print(ca.explained_variance_ratio_)
[0.54703122 0.26208655]
>>>print(ca.transform(X))
[[-0.74276079 -0.24252589]
[-0.02821543 0.27099114]
[ 0.47655683 -0.53616059]
[ 0.11871109 -0.10247506]
[ 0.06085895 -0.15267951]
[ 0.89766224 -0.19222481]
[ 0.683192 0.67379238]
[-0.66493196 -0.08886992]
[-0.81955305 -0.08935231]
[-0.21371233 0.48649714]]
MCA class inherits from CA class.
>>>import pandas as pd
>>>X=pd.DataFrame(np.random.choice(list('abcde'),size=(50,4),replace=True),columns =list('ABCD'))
>>>print(X)
A B C D
0 e a a b
1 b e c a
2 e b a c
3 e e b c
4 b c d d
5 c d a c
6 a c e a
7 d b d b
8 e a e e
9 c a e b
...
>>>mca=MCA(n_components=2,iterated_power=2)
>>>mca.fit(X)
MCA(batch_size=None, copy=True, iterated_power=2, n_components=2,
random_state=None, svd_solver='auto', tol=None)
>>>print(mca.column_correlation(X))
0 1
A_a NaN NaN
A_b -0.343282 -0.450314
A_c NaN -0.525714
A_d 0.606039 NaN
A_e -0.482576 0.561833
B_a NaN -0.303963
B_b 0.622119 0.333704
B_c NaN NaN
B_d -0.396896 NaN
B_e NaN 0.359454
C_a NaN 0.586749
C_b -0.478460 NaN
C_c NaN -0.389922
C_d NaN NaN
C_e 0.624175 NaN
D_a -0.579454 0.453070
D_b NaN NaN
D_c NaN -0.592007
D_d 0.487821 NaN
D_e NaN NaN
>>>print(mca.explained_variance_)
[0.0104482 0.00964206]
>>>print(mca.explained_variance_ratio_)
[0.00261205 0.00241051]
>>>print(mca.transform(X))
[[ 4.75897353e-01 1.18328365e+00]
[-7.44935557e-01 8.80467767e-01]
[ 8.75427551e-01 5.25160608e-01]
[ 4.59454326e-01 -4.06521487e-01]
[ 9.37769179e-01 -7.65735918e-01]
[-8.34480014e-01 9.82195557e-01]
[-4.01418791e-03 -9.82014024e-01]
[-9.98029713e-02 5.25646968e-01]
[-4.70148309e-01 1.71969029e-03]
[-8.88880685e-01 -3.95681877e-01]
[ 1.73157292e+00 3.59962430e-01]
[ 5.56384642e-01 -4.90593710e-01]
[-8.34480014e-01 9.82195557e-01]
[-4.66163214e-01 -1.04999945e+00]
[-3.65088651e-01 5.85105538e-02]
[ 1.02856977e+00 -5.33364595e-01]
[-4.94864281e-01 -7.14484346e-01]
[-5.47243985e-01 2.59249764e-01]
[-1.20025145e-02 4.19830209e-01]
[ 8.96709363e-01 1.29732542e-01]
[-2.44747616e-01 -5.78512715e-01]
...
MFA class inherits from PCA class.
Since FAMD class inherits from MFA and the only thing to do for FAMD is to determine groups parameter compare to its superclass MFA.therefore we skip this chapiter and go directly to FAMD.
The FAMD inherits from the MFA class, which entails that you have access to all it's methods and properties of MFA class.
>>>import pandas as pd
>>>X_n = pd.DataFrame(data=np.random.randint(0,100,size=(100,2)),columns=list('AB'))
>>>X_c =pd.DataFrame(np.random.choice(list('abcde'),size=(100,4),replace=True),columns =list('CDEF'))
>>>X=pd.concat([X_n,X_c],axis=1)
>>>print(X)
A B C D E F
0 32 26 e b b c
1 41 90 e c c e
2 16 2 a b b c
3 22 74 a d d a
4 97 41 d b b a
5 35 18 c d a a
6 95 16 c d a a
7 47 1 c e e c
8 2 24 c b c e
9 82 95 b c a a
10 93 60 a d b e
11 36 56 e c a a
12 30 75 b c b e
13 20 68 b e e a
14 94 98 b c e c
15 8 87 c b c c
16 34 35 c a c b
17 56 6 c a d d
18 33 94 e a c d
19 76 42 a c b c
20 83 62 a e d c
21 65 63 d e d d
22 4 12 a d a a
23 73 38 a e e b
...
>>>famd = FAMD(n_components=2)
>>>famd.fit(X)
FAMD(batch_size=None, copy=True, iterated_power=2, n_components=2,
random_state=None, svd_solver='auto', tol=None)
>>>print(famd.explained_variance_)
[2.09216762 1.82830854]
>>>print(famd.explained_variance_ratio_)
[0.19719544 0.17232563]
>>> print(famd.column_correlation(X))
0 1
C_a NaN -0.545526
C_b NaN 0.329485
C_c NaN NaN
C_d NaN NaN
C_e 0.233212 0.430677
D_a 0.308279 NaN
D_b NaN NaN
D_c NaN 0.549633
D_d 0.331463 -0.364919
D_e -0.538894 -0.215123
E_a 0.403095 -0.468114
E_b NaN 0.203875
E_c 0.199005 0.402092
E_d -0.241785 NaN
E_e -0.278375 NaN
F_a 0.432976 -0.237807
F_b 0.210518 NaN
F_c -0.820450 NaN
F_d NaN NaN
F_e 0.240326 0.480436
>>>print(famd.transform(X))
[[-10.63120157 9.03256199]
[ 7.2594962 20.41834095]
[-15.25371982 -2.37627147]
[ 3.11348646 -14.51376937]
[ 1.16397889 2.77352044]
[ 14.62345611 -14.83857274]
[ 14.62345611 -14.83857274]
[-17.26519048 -6.58745196]
[ 4.62106121 9.22232575]
[ 9.60947121 2.49750339]
[ 2.14508201 -4.2707566 ]
[ 12.26245577 3.06721231]
[ 1.2800622 17.53643902]
[ -4.38821966 -2.6828045 ]
[-12.4878278 8.57298192]
...
>>>print(famd.fit_transform(X))
[[-10.63120157 9.03256199]
[ 7.2594962 20.41834095]
[-15.25371982 -2.37627147]
[ 3.11348646 -14.51376937]
[ 1.16397889 2.77352044]
[ 14.62345611 -14.83857274]
[ 14.62345611 -14.83857274]
[-17.26519048 -6.58745196]
[ 4.62106121 9.22232575]
[ 9.60947121 2.49750339]
[ 2.14508201 -4.2707566 ]
[ 12.26245577 3.06721231]
[ 1.2800622 17.53643902]
[ -4.38821966 -2.6828045 ]
[-12.4878278 8.57298192]
...