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Metrics for Synthetic Data Generation Projects

Project description

DAI-Lab An Open Source Project from the Data to AI Lab, at MIT

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Metrics for Synthetic Data Generation Projects

Overview

The SDMetrics library provides a set of dataset-agnostic tools for evaluating the quality of a synthetic database by comparing it to the real database that it is modeled after.

It supports multiple data modalities:

  • Single Columns: Compare 1 dimensional numpy arrays representing individual columns.
  • Column Pairs: Compare how columns in a pandas.DataFrame relate to each other, in groups of 2.
  • Single Table: Compare an entire table, represented as a pandas.DataFrame.
  • Multi Table: Compare multi-table and relational datasets represented as a python dict with multiple tables passed as pandas.DataFrames.
  • Time Series: Compare tables representing ordered sequences of events.

It includes a variety of metrics such as:

  • Statistical metrics which use statistical tests to compare the distributions of the real and synthetic distributions.
  • Detection metrics which use machine learning to try to distinguish between real and synthetic data.
  • Efficacy metrics which compare the performance of machine learning models when run on the synthetic and real data.
  • Bayesian Network and Gaussian Mixture metrics which learn the distribution of the real data and evaluate the likelihood of the synthetic data belonging to the learned distribution.
  • Privacy metrics which evaluate whether the synthetic data is leaking information about the real data.

Install

SDMetrics is part of the SDV project and is automatically installed alongside it. For details about this process please visit the SDV Installation Guide

Optionally, SDMetrics can also be installed as a standalone library using the following commands:

Using pip:

pip install sdmetrics

Using conda:

conda install -c sdv-dev -c conda-forge -c pytorch sdmetrics

For more installation options please visit the SDMetrics installation Guide

Usage

SDMetrics is included as part of the framework offered by SDV to evaluate the quality of your synthetic dataset. For more details about how to use it please visit the corresponding User Guide:

Standalone usage

SDMetrics can also be used as a standalone library to run metrics individually.

In this short example we show how to use it to evaluate a toy multi-table dataset and its synthetic replica by running all the compatible multi-table metrics on it:

import sdmetrics

# Load the demo data, which includes:
# - A dict containing the real tables as pandas.DataFrames.
# - A dict containing the synthetic clones of the real data.
# - A dict containing metadata about the tables.
real_data, synthetic_data, metadata = sdmetrics.load_demo()

# Obtain the list of multi table metrics, which is returned as a dict
# containing the metric names and the corresponding metric classes.
metrics = sdmetrics.multi_table.MultiTableMetric.get_subclasses()

# Run all the compatible metrics and get a report
sdmetrics.compute_metrics(metrics, real_data, synthetic_data, metadata=metadata)

The output will be a table with all the details about the executed metrics and their score:

metric name score min_value max_value goal
CSTest Chi-Squared 0.76651 0 1 MAXIMIZE
KSTest Inverted Kolmogorov-Smirnov D statistic 0.75 0 1 MAXIMIZE
KSTestExtended Inverted Kolmogorov-Smirnov D statistic 0.777778 0 1 MAXIMIZE
LogisticDetection LogisticRegression Detection 0.882716 0 1 MAXIMIZE
SVCDetection SVC Detection 0.833333 0 1 MAXIMIZE
BNLikelihood BayesianNetwork Likelihood nan 0 1 MAXIMIZE
BNLogLikelihood BayesianNetwork Log Likelihood nan -inf 0 MAXIMIZE
LogisticParentChildDetection LogisticRegression Detection 0.619444 0 1 MAXIMIZE
SVCParentChildDetection SVC Detection 0.916667 0 1 MAXIMIZE

What's next?

If you want to read more about each individual metric, please visit the following folders:

The Synthetic Data Vault

This repository is part of The Synthetic Data Vault Project

History

v0.3.0 - 2021-03-30

This release includes privacy metrics to evaluate if the real data could be obtained or deduced from the synthetic samples. Additionally all the metrics have a normalize method which takes the raw_score generated by the metric and returns a value between 0 and 1.

Issues closed

  • Add normalize method to metrics - Issue #51 by @csala and @fealho
  • Implement privacy metrics - Issue #36 by @ZhuofanXie and @fealho

v0.2.0 - 2021-02-24

Dependency upgrades to ensure compatibility with the rest of the SDV ecosystem.

v0.1.3 - 2021-02-13

Updates the required dependecies to facilitate a conda release.

Issues closed

  • Upgrade sktime - Issue #49 by @fealho

v0.1.2 - 2021-01-27

Big fixing release that addresses several minor errors.

Issues closed

  • More splits than classes - Issue #46 by @fealho
  • Scipy 1.6.0 causes an AttributeError - Issue #44 by @fealho
  • Time series metrics fails with variable length timeseries - Issue #42 by @fealho
  • ParentChildDetection metrics KeyError - Issue #39 by @csala

v0.1.1 - 2020-12-30

This version adds Time Series Detection and Efficacy metrics, as well as a fix to ensure that Single Table binary classification efficacy metrics work well with binary targets which are not boolean.

Issues closed

  • Timeseries efficacy metrics - Issue #35 by @csala
  • Timeseries detection metrics - Issue #34 by @csala
  • Ensure binary classification targets are bool - Issue #33 by @csala

v0.1.0 - 2020-12-18

This release introduces a new project organization and API, with metrics grouped by data modality, with a common API:

  • Single Column
  • Column Pair
  • Single Table
  • Multi Table
  • Time Series

Within each data modality, different families of metrics have been implemented:

  • Statistical
  • Detection
  • Bayesian Network and Gaussian Mixture Likelihood
  • Machine Learning Efficacy

v0.0.4 - 2020-11-27

Patch release to relax dependencies and avoid conflicts when using the latest SDV version.

v0.0.3 - 2020-11-20

Fix error on detection metrics when input data contains infinity or NaN values.

Issues closed

  • ValueError: Input contains infinity or a value too large for dtype('float64') - Issue #11 by @csala

v0.0.2 - 2020-08-08

Add support for Python 3.8 and a broader range of dependencies.

v0.0.1 - 2020-06-26

First release to PyPI.

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