|
| 1 | +import numpy as np # noqa: D100 |
| 2 | +import pandas as pd |
| 3 | + |
| 4 | + |
| 5 | +def moy_p(V, weights): |
| 6 | + """Compute the weighted mean of a vector, ignoring NaNs. |
| 7 | +
|
| 8 | + Parameters |
| 9 | + ---------- |
| 10 | + V : array-like |
| 11 | + Input vector with possible NaN values. |
| 12 | + weights : array-like |
| 13 | + Weights corresponding to each element in V. |
| 14 | +
|
| 15 | + Returns |
| 16 | + ------- |
| 17 | + float |
| 18 | + Weighted mean of non-NaN elements. |
| 19 | +
|
| 20 | + """ |
| 21 | + mask = ~np.isnan(V) |
| 22 | + total_weight = np.sum(weights[mask]) |
| 23 | + if total_weight == 0: |
| 24 | + return 0.0 # or use np.finfo(float).eps for a small positive value |
| 25 | + return np.sum(V[mask] * weights[mask]) / total_weight |
| 26 | + |
| 27 | + |
| 28 | +def tab_disjonctif_NA(df): |
| 29 | + """Create a disjunctive (one-hot encoded). |
| 30 | +
|
| 31 | + Parameters |
| 32 | + ---------- |
| 33 | + df : DataFrame |
| 34 | + Input DataFrame with categorical and numeric variables. |
| 35 | +
|
| 36 | + Returns |
| 37 | + ------- |
| 38 | + DataFrame |
| 39 | + Disjunctive table with one-hot encoding. |
| 40 | +
|
| 41 | + """ # noqa: E501 |
| 42 | + df_encoded_list = [] |
| 43 | + for col in df.columns: |
| 44 | + if df[col].dtype.name == "category" or df[col].dtype == object: |
| 45 | + df[col] = df[col].astype("category") |
| 46 | + # Include '__MISSING__' as a category if not already present |
| 47 | + if "__MISSING__" not in df[col].cat.categories: |
| 48 | + df[col] = df[col].cat.add_categories(["__MISSING__"]) |
| 49 | + # Fill missing values with '__MISSING__' |
| 50 | + df[col] = df[col].fillna("__MISSING__") |
| 51 | + # One-hot encode the categorical variable |
| 52 | + encoded = pd.get_dummies( |
| 53 | + df[col], |
| 54 | + prefix=col, |
| 55 | + prefix_sep="_", |
| 56 | + dummy_na=False, |
| 57 | + dtype=float, |
| 58 | + ) |
| 59 | + df_encoded_list.append(encoded) |
| 60 | + else: |
| 61 | + # Numeric column; keep as is |
| 62 | + df_encoded_list.append(df[[col]]) |
| 63 | + # Concatenate all encoded columns |
| 64 | + df_encoded = pd.concat(df_encoded_list, axis=1) |
| 65 | + return df_encoded |
| 66 | + |
| 67 | + |
| 68 | +def tab_disjonctif_prop(df, seed=None): |
| 69 | + """Perform probabilistic imputation for categorical columns using observed |
| 70 | + value distributions, without creating a separate missing category. |
| 71 | +
|
| 72 | + Parameters |
| 73 | + ---------- |
| 74 | + df : DataFrame |
| 75 | + DataFrame with categorical columns to impute. |
| 76 | + seed : int, optional |
| 77 | + Random seed for reproducibility. Default is None. |
| 78 | +
|
| 79 | + Returns |
| 80 | + ------- |
| 81 | + DataFrame |
| 82 | + Disjunctive coded DataFrame with missing values probabilistically |
| 83 | + imputed. |
| 84 | +
|
| 85 | + """ # noqa: D205 |
| 86 | + if seed is not None: |
| 87 | + np.random.seed(seed) |
| 88 | + df = df.copy() |
| 89 | + df_encoded_list = [] |
| 90 | + for col in df.columns: |
| 91 | + if df[col].dtype.name == "category" or df[col].dtype == object: |
| 92 | + # Ensure categories are strings |
| 93 | + df[col] = df[col].cat.rename_categories( |
| 94 | + df[col].cat.categories.astype(str) |
| 95 | + ) |
| 96 | + observed = df[col][df[col].notna()] |
| 97 | + categories = df[col].cat.categories.tolist() |
| 98 | + # Get observed frequencies |
| 99 | + freqs = observed.value_counts(normalize=True) |
| 100 | + # Impute missing values based on observed frequencies |
| 101 | + missing_indices = df[col][df[col].isna()].index |
| 102 | + if len(missing_indices) > 0: |
| 103 | + imputed_values = np.random.choice( |
| 104 | + freqs.index, size=len(missing_indices), p=freqs.values |
| 105 | + ) |
| 106 | + df.loc[missing_indices, col] = imputed_values |
| 107 | + # One-hot encode without creating missing category |
| 108 | + encoded = pd.get_dummies( |
| 109 | + df[col], |
| 110 | + prefix=col, |
| 111 | + prefix_sep="_", |
| 112 | + dummy_na=False, |
| 113 | + dtype=float, |
| 114 | + ) |
| 115 | + col_names = [f"{col}_{cat}" for cat in categories] |
| 116 | + encoded = encoded.reindex(columns=col_names, fill_value=0.0) |
| 117 | + df_encoded_list.append(encoded) |
| 118 | + else: |
| 119 | + df_encoded_list.append(df[[col]]) |
| 120 | + df_encoded = pd.concat(df_encoded_list, axis=1) |
| 121 | + return df_encoded |
| 122 | + |
| 123 | + |
| 124 | +def find_category(df_original, tab_disj): |
| 125 | + """Reconstruct the original categorical variables from the disjunctive. |
| 126 | +
|
| 127 | + Parameters |
| 128 | + ---------- |
| 129 | + df_original : DataFrame |
| 130 | + Original DataFrame with categorical variables. |
| 131 | + tab_disj : DataFrame |
| 132 | + Disjunctive table after imputation. |
| 133 | +
|
| 134 | + Returns |
| 135 | + ------- |
| 136 | + DataFrame |
| 137 | + Reconstructed DataFrame with imputed categorical variables. |
| 138 | +
|
| 139 | + """ |
| 140 | + df_reconstructed = df_original.copy() |
| 141 | + start_idx = 0 |
| 142 | + for col in df_original.columns: |
| 143 | + if ( |
| 144 | + df_original[col].dtype.name == "category" |
| 145 | + or df_original[col].dtype == object |
| 146 | + ): # noqa: E501 |
| 147 | + categories = df_original[col].cat.categories.tolist() |
| 148 | + if "__MISSING__" in categories: |
| 149 | + missing_cat_index = categories.index("__MISSING__") |
| 150 | + else: |
| 151 | + missing_cat_index = None |
| 152 | + num_categories = len(categories) |
| 153 | + sub_tab = tab_disj.iloc[:, start_idx : start_idx + num_categories] |
| 154 | + if missing_cat_index is not None: |
| 155 | + sub_tab.iloc[:, missing_cat_index] = -np.inf |
| 156 | + # Find the category with the maximum value for each row |
| 157 | + max_indices = sub_tab.values.argmax(axis=1) |
| 158 | + df_reconstructed[col] = [categories[idx] for idx in max_indices] |
| 159 | + # Replace '__MISSING__' back to NaN |
| 160 | + df_reconstructed[col].replace("__MISSING__", np.nan, inplace=True) |
| 161 | + start_idx += num_categories |
| 162 | + else: |
| 163 | + # For numeric variables, keep as is |
| 164 | + start_idx += 1 # Increment start_idx by 1 for numeric columns |
| 165 | + return df_reconstructed |
| 166 | + |
| 167 | + |
| 168 | +def svdtriplet(X, row_w=None, ncp=np.inf): |
| 169 | + """Perform weighted SVD on matrix X with row weights. |
| 170 | +
|
| 171 | + Parameters |
| 172 | + ---------- |
| 173 | + X : ndarray |
| 174 | + Data matrix of shape (n_samples, n_features). |
| 175 | + row_w : array-like, optional |
| 176 | + Row weights. If None, uniform weights are assumed. Default is None. |
| 177 | + ncp : int |
| 178 | + Number of principal components to retain. Default is infinity. |
| 179 | +
|
| 180 | + Returns |
| 181 | + ------- |
| 182 | + s : ndarray |
| 183 | + Singular values. |
| 184 | + U : ndarray |
| 185 | + Left singular vectors. |
| 186 | + V : ndarray |
| 187 | + Right singular vectors. |
| 188 | +
|
| 189 | + """ |
| 190 | + if not isinstance(X, np.ndarray): |
| 191 | + X = np.array(X, dtype=float) |
| 192 | + else: |
| 193 | + X = X.astype(float) |
| 194 | + if row_w is None: |
| 195 | + row_w = np.ones(X.shape[0]) / X.shape[0] |
| 196 | + else: |
| 197 | + row_w = np.array(row_w, dtype=float) |
| 198 | + row_w /= row_w.sum() |
| 199 | + ncp = int(min(ncp, X.shape[0] - 1, X.shape[1])) |
| 200 | + # Apply weights to rows |
| 201 | + X_weighted = X * np.sqrt(row_w[:, None]) |
| 202 | + # Perform SVD |
| 203 | + U, s, Vt = np.linalg.svd(X_weighted, full_matrices=False) |
| 204 | + V = Vt.T |
| 205 | + U = U[:, :ncp] |
| 206 | + V = V[:, :ncp] |
| 207 | + s = s[:ncp] |
| 208 | + # Adjust signs to ensure consistency |
| 209 | + mult = np.sign(np.sum(V, axis=0)) |
| 210 | + mult[mult == 0] = 1 |
| 211 | + U *= mult |
| 212 | + V *= mult |
| 213 | + # Rescale U by the square root of row weights |
| 214 | + U /= np.sqrt(row_w[:, None]) |
| 215 | + return s, U, V |
| 216 | + |
| 217 | + |
| 218 | +def imputeMCA( |
| 219 | + don, |
| 220 | + ncp=2, |
| 221 | + method="Regularized", |
| 222 | + row_w=None, |
| 223 | + coeff_ridge=1, |
| 224 | + threshold=1e-6, |
| 225 | + seed=None, |
| 226 | + maxiter=1000, |
| 227 | +): |
| 228 | + """Impute missing values in a dataset using (MCA). |
| 229 | +
|
| 230 | + Parameters |
| 231 | + ---------- |
| 232 | + don : DataFrame |
| 233 | + Input dataset with missing values. |
| 234 | + ncp : int, optional |
| 235 | + Number of principal components for MCA. Default is 2. |
| 236 | + method : str, optional |
| 237 | + Imputation method ('Regularized' or 'EM'). Default is 'Regularized'. |
| 238 | + row_w : array-like, optional |
| 239 | + Row weights. If None, uniform weights are applied. Default is None. |
| 240 | + coeff_ridge : float, optional |
| 241 | + Regularization coefficient for 'Regularized' MCA. Default is 1. |
| 242 | + threshold : float, optional |
| 243 | + Convergence threshold. Default is 1e-6. |
| 244 | + seed : int, optional |
| 245 | + Random seed for reproducibility. Default is None. |
| 246 | + maxiter : int, optional |
| 247 | + Maximum number of iterations for the imputation process. |
| 248 | +
|
| 249 | + Returns |
| 250 | + ------- |
| 251 | + dict |
| 252 | + Dictionary containing: |
| 253 | + - "tab_disj": Disjunctive coded table after imputation. |
| 254 | + - "completeObs": Complete dataset with missing values imputed. |
| 255 | +
|
| 256 | + """ |
| 257 | + # Ensure the data is a DataFrame |
| 258 | + don = pd.DataFrame(don) |
| 259 | + don = don.copy() |
| 260 | + |
| 261 | + for col in don.columns: |
| 262 | + if ( |
| 263 | + not pd.api.types.is_numeric_dtype(don[col]) |
| 264 | + or don[col].dtype == "bool" |
| 265 | + ): # noqa: E501 |
| 266 | + don[col] = don[col].astype("category") |
| 267 | + # Convert categories to strings and rename them |
| 268 | + new_categories = don[col].cat.categories.astype(str) |
| 269 | + don[col] = don[col].cat.rename_categories(new_categories) |
| 270 | + else: |
| 271 | + unique_values = don[col].dropna().unique() |
| 272 | + if set(unique_values).issubset({0, 1}): |
| 273 | + don[col] = don[col].astype("category") |
| 274 | + new_categories = don[col].cat.categories.astype(str) |
| 275 | + don[col] = don[col].cat.rename_categories(new_categories) # noqa: E501 |
| 276 | + |
| 277 | + print("Data types after conversion:") |
| 278 | + print(don.dtypes) |
| 279 | + |
| 280 | + # Handle row weights |
| 281 | + if row_w is None: |
| 282 | + row_w = np.ones(len(don)) / len(don) |
| 283 | + else: |
| 284 | + row_w = np.array(row_w, dtype=float) |
| 285 | + row_w /= row_w.sum() |
| 286 | + |
| 287 | + # Initial imputation and creation of disjunctive tables |
| 288 | + tab_disj_NA = tab_disjonctif_NA(don) |
| 289 | + tab_disj_comp = tab_disjonctif_prop(don, seed=seed) |
| 290 | + hidden = tab_disj_NA.isna() |
| 291 | + tab_disj_rec_old = tab_disj_comp.copy() |
| 292 | + |
| 293 | + # Initialize iteration parameters |
| 294 | + nbiter = 0 |
| 295 | + continue_flag = True |
| 296 | + |
| 297 | + while continue_flag: |
| 298 | + nbiter += 1 |
| 299 | + |
| 300 | + # Step 1: Compute weighted means M |
| 301 | + M = ( |
| 302 | + tab_disj_comp.apply(lambda col: moy_p(col.values, row_w)) |
| 303 | + / don.shape[1] |
| 304 | + ) # noqa: E501 |
| 305 | + M = M.replace({0: np.finfo(float).eps}) |
| 306 | + M = M.fillna(np.finfo(float).eps) |
| 307 | + |
| 308 | + if (M < 0).any(): |
| 309 | + raise ValueError( |
| 310 | + "Negative values encountered in M. Check data preprocessing." |
| 311 | + ) # noqa: E501 |
| 312 | + |
| 313 | + print(f"Iteration {nbiter}:") |
| 314 | + print("Weighted means (M):") |
| 315 | + print(M.head()) |
| 316 | + |
| 317 | + # Step 2: Center and scale the data |
| 318 | + tab_disj_comp_mean = tab_disj_comp.apply( |
| 319 | + lambda col: moy_p(col.values, row_w) |
| 320 | + ) # noqa: E501 |
| 321 | + tab_disj_comp_mean = tab_disj_comp_mean.replace( |
| 322 | + {0: np.finfo(float).eps} |
| 323 | + ) # noqa: E501 |
| 324 | + Z = tab_disj_comp.div(tab_disj_comp_mean, axis=1) |
| 325 | + Z_mean = Z.apply(lambda col: moy_p(col.values, row_w)) |
| 326 | + Z = Z.subtract(Z_mean, axis=1) |
| 327 | + Zscale = Z.multiply(np.sqrt(M), axis=1) |
| 328 | + |
| 329 | + print("Centered and scaled data (Zscale):") |
| 330 | + print(Zscale.head()) |
| 331 | + |
| 332 | + # Step 3: Perform weighted SVD |
| 333 | + s, U, V = svdtriplet(Zscale.values, row_w=row_w, ncp=ncp) |
| 334 | + print("Singular values (s):") |
| 335 | + print(s) |
| 336 | + print("Left singular vectors (U):") |
| 337 | + print(U) |
| 338 | + print("Right singular vectors (V):") |
| 339 | + print(V) |
| 340 | + |
| 341 | + # Step 4: Regularization (Shrinking Eigenvalues) |
| 342 | + if method.lower() == "em": |
| 343 | + moyeig = 0 |
| 344 | + else: |
| 345 | + # Calculate moyeig based on R's imputeMCA logic |
| 346 | + if len(s) > ncp: |
| 347 | + moyeig = np.mean(s[ncp:] ** 2) |
| 348 | + moyeig = min(moyeig * coeff_ridge, s[ncp] ** 2) |
| 349 | + else: |
| 350 | + moyeig = 0 |
| 351 | + # Set to 0 when there are no additional singular values |
| 352 | + eig_shrunk = (s[:ncp] ** 2 - moyeig) / s[:ncp] |
| 353 | + eig_shrunk = np.maximum(eig_shrunk, 0) # Ensure non-negative |
| 354 | + print("Shrunk eigenvalues (eig_shrunk):") |
| 355 | + print(eig_shrunk) |
| 356 | + |
| 357 | + # Step 5: Reconstruct the data |
| 358 | + rec = U @ np.diag(eig_shrunk) @ V.T |
| 359 | + tab_disj_rec = pd.DataFrame( |
| 360 | + rec, columns=tab_disj_comp.columns, index=tab_disj_comp.index |
| 361 | + ) # noqa: E501 |
| 362 | + tab_disj_rec = tab_disj_rec.div(np.sqrt(M), axis=1) + 1 |
| 363 | + tab_disj_rec = tab_disj_rec.multiply(tab_disj_comp_mean, axis=1) |
| 364 | + print("Reconstructed disjunctive table (tab_disj_rec):") |
| 365 | + print(tab_disj_rec.head()) |
| 366 | + |
| 367 | + # Step 6: Compute difference and relative change |
| 368 | + diff = tab_disj_rec - tab_disj_rec_old |
| 369 | + diff_values = diff.values |
| 370 | + hidden_values = hidden.values |
| 371 | + # Zero out observed positions |
| 372 | + diff_values[~hidden_values] = 0 |
| 373 | + relch = np.sum((diff_values**2) * row_w[:, None]) |
| 374 | + print(f"Relative Change: {relch}\n") |
| 375 | + |
| 376 | + # Step 7: Update for next iteration |
| 377 | + tab_disj_rec_old = tab_disj_rec.copy() |
| 378 | + tab_disj_comp.values[hidden_values] = tab_disj_rec.values[ |
| 379 | + hidden_values |
| 380 | + ] # noqa: E501 |
| 381 | + |
| 382 | + # Step 8: Check convergence |
| 383 | + continue_flag = (relch > threshold) and (nbiter < maxiter) |
| 384 | + |
| 385 | + # Step 9: Reconstruct categorical data |
| 386 | + completeObs = find_category(don, tab_disj_comp) |
| 387 | + |
| 388 | + return {"tab_disj": tab_disj_comp, "completeObs": completeObs} |
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