Divergence

class dataeval.metrics.Divergence(method: Literal['MST', 'FNN'] = 'MST')

Calculates the estimated HP divergence between two datasets

Parameters:

method (Literal["MST, "FNN"], default "MST") – Method used to estimate dataset divergence

Warning

MST is very slow in this implementation, this is unlike matlab where they have comparable speeds Overall, MST takes ~25x LONGER!! Source of slowdown: conversion to and from CSR format adds ~10% of the time diff between 1nn and scipy mst function the remaining 90%

References

For more information about this divergence, its formal definition, and its associated estimators see https://arxiv.org/abs/1412.6534.

Examples

Initialize the Divergence class:

>>> divert = Divergence()

Specify the method:

>>> divert = Divergence(method="FNN")
evaluate(data_a: ArrayLike, data_b: ArrayLike) Dict[str, Any]

Calculates the divergence and any errors between the datasets

Parameters:
  • data_a (ArrayLike, shape - (N, P)) – A dataset in an ArrayLike format to compare. Function expects the data to have 2 dimensions, N number of observations in a P-dimesionial space.

  • data_b (ArrayLike, shape - (N, P)) – A dataset in an ArrayLike format to compare. Function expects the data to have 2 dimensions, N number of observations in a P-dimesionial space.

Returns:

divergencefloat

divergence value between 0.0 and 1.0

errorint

the number of differing edges between the datasets

Return type:

Dict[str, Any]

Notes

The divergence value indicates how similar the 2 datasets are with 0 indicating approximately identical data distributions.

Examples

Evaluate the datasets:

>>> divert.evaluate(datasetA, datasetB)
{'divergence': 0.28, 'error': 36.0}