pythonpython-3.xnumpypearson

Generate numpy array with duplicate rate


Here is my problem: i have to generate some synthetic data (like 7/8 columns), correlated each other (using pearson coefficient). I can do this easily, but next i have to insert a percentage of duplicates in each column (yes, pearson coefficent will be lower), different for each column. The problem is that i don't want to insert personally that duplicates, cause in my case it would be like to cheat.

Someone knows how to generate correlated data already duplicates ? I've searched but usually questions are about drop or avoid duplicates..

Language: python3 To generate correlated data i'm using this simple code: Generatin correlated data


Solution

  • i find out the solution. I post the code, it might be helpful for someone.

    #this are the data, generated randomically with a given shape
    rnd = np.random.random(size=(10**7, 8))
    #that array represent a column of the covariance matrix (i want correlated data, so i randomically choose a number between 0.8 and 0.95)
    #I added other 7 columns, with varing range of values (all upper than 0.7)
    attr1 = np.random.uniform(0.8, .95, size = (8,1))
    #attr2,3,4,5,6,7 like attr1
    
    #corr_mat is the matrix, union of columns
    corr_mat = np.column_stack((attr1,attr2,attr3,attr4,attr5, attr6,attr7,attr8))
    
    from statsmodels.stats.correlation_tools import cov_nearest
    #using that function i found the nearest covariance matrix to my matrix,
    #to be sure that it's positive definite
    a = cov_nearest(corr_mat)
    
    from scipy.linalg import cholesky
    
    upper_chol = cholesky(a)
    
    # Finally, compute the inner product of upper_chol and rnd
    ans = rnd @ upper_chol
    #ans now has randomically correlated data (high correlation, but is customizable)
    
    #next i create a pandas Dataframe with ans values
    df = pd.DataFrame(ans, columns=['att1', 'att2', 'att3', 'att4', 
                                'att5', 'att6', 'att7', 'att8'])
    
    #last step is to truncate float values of ans in a variable way, so i got 
    #duplicates in varying percentage
    a = df.values
    for i in range(8):
         trunc = np.random.randint(5,12)
         print(trunc)
         a.T[i] = a.T[i].round(decimals=trunc)
    
    
    #float values of ans have 16 decimals, so i randomically choose an int
    # between 5 and 12 and i use it to truncate each value
    

    Finally, those are my duplicates percentages for each column:

    duplicate rate attribute: att1 = 5.159390000000002
    
    duplicate rate attribute: att2 = 11.852260000000001
    
    duplicate rate attribute: att3 = 12.036079999999998
    
    duplicate rate attribute: att4 = 35.10611
    
    duplicate rate attribute: att5 = 4.6471599999999995
    
    duplicate rate attribute: att6 = 35.46553
    
    duplicate rate attribute: att7 = 0.49115000000000464
    
    duplicate rate attribute: att8 = 37.33252