Implement sketched percentile #1420

mrfh92 · 2024-04-03T13:48:26Z

This solves #1411 by implementing a sketched version of percentile / median and a corresponding option for the RobustScaler in the preprocessing module.

All new features integrate into the current functionality without changes, due to choice of the current non-sketched version as default.

Performance comparison
on 14 MPI-processes (Workstation, CPU) on behalf of the "asteroids data set" (1317275 data points, 9 features), times and deviation measured over10 runs

	avg time	inaccuracy*
median main	~12.3s
median sketched (10% of data)	0.247s	0.30%
median sketched (1% of data)	0.01212s	1.3%
median sketched (0.1% of data)	0.00312s	2.7%

*relative deviation of the sketched median vs true median per feature, averaged over 10 runs; only relative deviation for the feature with maximal deviation is reported

github-actions · 2024-04-03T13:53:51Z

Thank you for the PR!

…ed test for this

github-actions · 2024-04-03T14:21:44Z

Thank you for the PR!

codecov · 2024-04-03T14:22:04Z

Codecov Report

Attention: Patch coverage is 91.66667% with 2 lines in your changes missing coverage. Please review.

Project coverage is 91.86%. Comparing base (e927907) to head (896f573).
Report is 270 commits behind head on main.

Files	Patch %	Lines
heat/core/statistics.py	90.00%	2 Missing ⚠️

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1420   +/-   ##
=======================================
  Coverage   91.86%   91.86%           
=======================================
  Files          80       80           
  Lines       11860    11878   +18     
=======================================
+ Hits        10895    10912   +17     
- Misses        965      966    +1

Flag	Coverage Δ
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github-actions · 2024-04-04T08:13:14Z

Thank you for the PR!

github-actions · 2024-04-04T08:14:36Z

Thank you for the PR!

mtar

Some minor comments on documentation

heat/core/statistics.py

heat/core/tests/test_statistics.py

followed mtar's suggestion Co-authored-by: Michael Tarnawa <m.tarnawa@fz-juelich.de>

updated docstring according to review

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github-actions · 2024-04-05T07:47:00Z

Thank you for the PR!

for more information, see https://pre-commit.ci

github-actions · 2024-04-05T07:51:04Z

Thank you for the PR!

github-actions · 2024-04-05T07:54:11Z

Thank you for the PR!

updated docstring according to review

for more information, see https://pre-commit.ci

updated docstring according to review

for more information, see https://pre-commit.ci

github-actions · 2024-04-05T07:59:21Z

Thank you for the PR!

github-actions · 2024-06-17T16:42:57Z

Thank you for the PR!

github-actions · 2024-06-20T13:13:27Z

Thank you for the PR!

github-actions · 2024-06-21T03:56:44Z

Thank you for the PR!

ClaudiaComito

Just a couple tiny changes, otherwise I think we can merge this week. Thanks a lot @mrfh92 !

heat/core/statistics.py

Co-authored-by: Claudia Comito <39374113+ClaudiaComito@users.noreply.github.com>

mrfh92 · 2024-06-24T15:50:43Z

I think showing the example accuracies does not make so much sense since these accuracies very much depend on the data set (even if the median is quite stable w.r.t. outliers) and usually, we only show examples for small data that would allow calculation by hand, too.

@ClaudiaComito except for that I have merged your two change requests.

github-actions · 2024-06-24T15:53:05Z

Thank you for the PR!

github-actions · 2024-06-24T15:53:07Z

Thank you for the PR!

ClaudiaComito

Great, thanks @mrfh92 !

github-actions · 2024-07-01T13:44:57Z

Thank you for the PR!

…int64

…com:helmholtz-analytics/heat into features/1411-Implement_sketched_percentile

github-actions · 2024-07-01T14:35:12Z

Thank you for the PR!

mrfh92 · 2024-07-01T14:36:42Z

@ClaudiaComito I have tried to fix the bug on torch 1.12 and 1.13

Hoppe added 3 commits April 3, 2024 14:33

added sketched version of percentile computation

60fb1de

added tests for sketched percentile

fadbcc0

added sketching to median

cdea1d0

added support for sketched median/percentile to preprocessing and add…

1db9e3d

…ed test for this

Hoppe and others added 2 commits April 4, 2024 10:08

removed extensive checks from auxiliary function _create_sketch

c36b514

Merge branch 'main' into features/1411-Implement_sketched_percentile

32da442

mrfh92 requested review from ClaudiaComito and mtar April 4, 2024 08:45

mrfh92 added the PR talk label Apr 4, 2024

mrfh92 mentioned this pull request Apr 4, 2024

Speed up ht.percentile #1389

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mrfh92 added the statistics label Apr 4, 2024

mtar reviewed Apr 4, 2024

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mrfh92 and others added 3 commits April 5, 2024 09:40

Update heat/core/tests/test_statistics.py

18506b7

followed mtar's suggestion Co-authored-by: Michael Tarnawa <m.tarnawa@fz-juelich.de>

Update statistics.py

391db33

updated docstring according to review

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mrfh92 and others added 2 commits April 5, 2024 09:48

Update preprocessing.py

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mrfh92 and others added 4 commits April 5, 2024 09:54

Update statistics.py

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updated docstring according to review

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Update preprocessing.py

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updated docstring according to review

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mrfh92 requested a review from ClaudiaComito June 19, 2024 08:38

Merge branch 'main' into features/1411-Implement_sketched_percentile

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Merge branch 'main' into features/1411-Implement_sketched_percentile

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ClaudiaComito requested changes Jun 24, 2024

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mrfh92 and others added 2 commits June 24, 2024 17:47

Update heat/core/statistics.py

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Co-authored-by: Claudia Comito <39374113+ClaudiaComito@users.noreply.github.com>

Update heat/core/statistics.py

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Co-authored-by: Claudia Comito <39374113+ClaudiaComito@users.noreply.github.com>

mrfh92 requested a review from ClaudiaComito June 25, 2024 05:56

ClaudiaComito previously approved these changes Jun 28, 2024

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ClaudiaComito added the merge queue label Jun 28, 2024

ClaudiaComito changed the title ~~Features/1411 implement sketched percentile~~ Implement sketched percentile Jun 28, 2024

Merge branch 'main' into features/1411-Implement_sketched_percentile

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Hoppe added 2 commits July 1, 2024 16:29

bugfix on torch 1.12/13: some indices where of type int32 instead of …

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Merge branch 'features/1411-Implement_sketched_percentile' of github.…

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mrfh92 dismissed ClaudiaComito’s stale review via 896f573 July 1, 2024 14:30

mrfh92 requested a review from ClaudiaComito July 1, 2024 14:34

ClaudiaComito approved these changes Jul 1, 2024

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mrfh92 merged commit 064f495 into main Jul 1, 2024
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mrfh92 deleted the features/1411-Implement_sketched_percentile branch July 1, 2024 15:50

mrfh92 mentioned this pull request Jul 8, 2024

Implement sketched percentile #1411

Closed

ClaudiaComito added the enhancement New feature or request label Aug 22, 2024

ClaudiaComito added this to the 1.5.0 milestone Aug 22, 2024

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Implement sketched percentile #1420

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