# Copyright 2021 The HuggingFace Datasets Authors and the current dataset script contributor. # # Licensed 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 # # 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. """Mahalanobis metric.""" import datasets import numpy as np import evaluate _DESCRIPTION = """ Compute the Mahalanobis Distance Mahalonobis distance is the distance between a point and a distribution. And not between two distinct points. It is effectively a multivariate equivalent of the Euclidean distance. It was introduced by Prof. P. C. Mahalanobis in 1936 and has been used in various statistical applications ever since [source: https://www.machinelearningplus.com/statistics/mahalanobis-distance/] """ _CITATION = """\ @article{de2000mahalanobis, title={The mahalanobis distance}, author={De Maesschalck, Roy and Jouan-Rimbaud, Delphine and Massart, D{\'e}sir{\'e} L}, journal={Chemometrics and intelligent laboratory systems}, volume={50}, number={1}, pages={1--18}, year={2000}, publisher={Elsevier} } """ _KWARGS_DESCRIPTION = """ Args: X: List of datapoints to be compared with the `reference_distribution`. reference_distribution: List of datapoints from the reference distribution we want to compare to. Returns: mahalanobis: The Mahalonobis distance for each datapoint in `X`. Examples: >>> mahalanobis_metric = evaluate.load("mahalanobis") >>> results = mahalanobis_metric.compute(reference_distribution=[[0, 1], [1, 0]], X=[[0, 1]]) >>> print(results) {'mahalanobis': array([0.5])} """ @evaluate.utils.file_utils.add_start_docstrings(_DESCRIPTION, _KWARGS_DESCRIPTION) class Mahalanobis(evaluate.Metric): def _info(self): return evaluate.MetricInfo( description=_DESCRIPTION, citation=_CITATION, inputs_description=_KWARGS_DESCRIPTION, features=datasets.Features( { "X": datasets.Sequence(datasets.Value("float", id="sequence"), id="X"), } ), ) def _compute(self, X, reference_distribution): # convert to numpy arrays X = np.array(X) reference_distribution = np.array(reference_distribution) # Assert that arrays are 2D if len(X.shape) != 2: raise ValueError("Expected `X` to be a 2D vector") if len(reference_distribution.shape) != 2: raise ValueError("Expected `reference_distribution` to be a 2D vector") if reference_distribution.shape[0] < 2: raise ValueError( "Expected `reference_distribution` to be a 2D vector with more than one element in the first dimension" ) # Get mahalanobis distance for each prediction X_minus_mu = X - np.mean(reference_distribution) cov = np.cov(reference_distribution.T) try: inv_covmat = np.linalg.inv(cov) except np.linalg.LinAlgError: inv_covmat = np.linalg.pinv(cov) left_term = np.dot(X_minus_mu, inv_covmat) mahal_dist = np.dot(left_term, X_minus_mu.T).diagonal() return {"mahalanobis": mahal_dist}