_relative_error#
Metric functions for relating to relative error.
Classes#
Computes the relative error between two scalar values. |
|
Computes the quantile of the empirical relative error. |
|
Computes the median relative error. |
|
Computes the fraction of groups with relative error above a threshold. |
- class RelativeError(output, column=None, *, name=None, description=None, baselines=None)#
Bases:
tmlt.analytics.metrics._base.ScalarMetric
Computes the relative error between two scalar values.
Note
This is only available on a paid version of Tumult Analytics. If you would like to hear more, please contact us at info@tmlt.io.
How it works:
The algorithm takes as input two single-row tables: one representing the differentially private (DP) output and the other representing the baseline output.
DP Table (dp): This table contains the output data generated by a differentially private mechanism.
Baseline Table (baseline): This table contains the output data generated by a non-private or baseline mechanism. It serves as a reference point for comparison with the DP output.
The scalar values are retrieved from these single-row dataframes. Both values are expected to be numeric (either integers or floats). If not, the algorithm raises a
ValueError
.The algorithm computes the relative error. Relative error is calculated as the absolute difference between the corresponding values in the DP and baseline outputs to the value in the baseline using the formula \(abs(dp - baseline) / baseline\). If baseline is zero, it returns infinity for non-zero differences (\(∞\)) and zero for zero differences (\(0\)).
Example
>>> dp_df = spark.createDataFrame(pd.DataFrame({"A": [5]})) >>> dp_outputs = {"O": dp_df} >>> baseline_df = spark.createDataFrame(pd.DataFrame({"A": [5]})) >>> baseline_outputs = {"default": {"O": baseline_df}}
>>> metric = RelativeError(output="O") >>> result = metric(dp_outputs, baseline_outputs)[0].value >>> result 0.0 >>> metric.format(result) '0.0'
Methods# Returns a string representation of this object.
Return a table row summarizing the metric result.
Computes metric value from DP and baseline values.
Returns the name of the run output or view name.
Returns the name of the value column, if it is set.
Check that a particular set of outputs is compatible with the metric.
Returns the metric value given the DP outputs and the baseline outputs.
Check that the outputs have all the structure the metric expects.
Returns the name of the metric.
Returns the description of the metric.
Returns the baselines used for the metric.
Returns the results of this metric formatted as a dataframe.
Computes the given metric on the given DP and baseline outputs.
- Parameters
- __init__(output, column=None, *, name=None, description=None, baselines=None)#
Constructor.
- Parameters
column (
str
|None
Optional
[str
] (default:None
)) – The column to compute the relative error over. If the given output has only one column, this argument may be omitted.name (
str
|None
Optional
[str
] (default:None
)) – A name for the metric.description (
str
|None
Optional
[str
] (default:None
)) – A description of the metric.baselines (
List
[str
] |None
Optional
[List
[str
]] (default:None
)) – The name of the baseline program(s) used for the error report. If None, use all baselines specified as custom baseline and baseline options on tuner class. If no baselines are specified on tuner class, use default baseline. If a string, use only that baseline. If a list, use only those baselines.
- format(value)#
Returns a string representation of this object.
- format_as_table_row(result)#
Return a table row summarizing the metric result.
- Parameters
result (tmlt.analytics.metrics._base.MetricResult) –
- Return type
- compute_on_scalar(dp_value, baseline_value)#
Computes metric value from DP and baseline values.
- check_compatibility_with_outputs(outputs, output_name)#
Check that a particular set of outputs is compatible with the metric.
Should throw a ValueError if the metric is not compatible.
- Parameters
outputs (Dict[str, pyspark.sql.DataFrame]) –
output_name (str) –
- compute_for_baseline(baseline_name, dp_outputs, baseline_outputs, unprotected_inputs=None, program_parameters=None)#
Returns the metric value given the DP outputs and the baseline outputs.
- Parameters
baseline_name (str) –
dp_outputs (Dict[str, pyspark.sql.DataFrame]) –
baseline_outputs (Dict[str, pyspark.sql.DataFrame]) –
unprotected_inputs (Optional[Dict[str, pyspark.sql.DataFrame]]) –
program_parameters (Optional[Dict[str, Any]]) –
- Return type
Any
- check_compatibility_with_data(dp_outputs, baseline_outputs)#
Check that the outputs have all the structure the metric expects.
Should throw a ValueError if the metric is not compatible.
- Parameters
dp_outputs (Dict[str, pyspark.sql.DataFrame]) –
baseline_outputs (Dict[str, Dict[str, pyspark.sql.DataFrame]]) –
- property baselines#
Returns the baselines used for the metric.
- format_as_dataframe(result)#
Returns the results of this metric formatted as a dataframe.
- Parameters
result (tmlt.analytics.metrics.MetricResult) –
- Return type
- __call__(dp_outputs, baseline_outputs, unprotected_inputs=None, program_parameters=None)#
Computes the given metric on the given DP and baseline outputs.
- Parameters
dp_outputs (Dict[str, pyspark.sql.DataFrame]) – The differentially private outputs of the program.
baseline_outputs (Dict[str, Dict[str, pyspark.sql.DataFrame]]) – The outputs of the baseline programs.
unprotected_inputs (Optional[Dict[str, pyspark.sql.DataFrame]]) – Optional public dataframes used in error computation.
program_parameters (Optional[Dict[str, Any]]) – Optional program specific parameters used in error computation.
- Return type
- class QuantileRelativeError(output, quantile, measure_column, join_columns, grouping_columns=None, *, name=None, description=None, baselines=None)#
Bases:
tmlt.analytics.metrics._base.MeasureColumnMetric
Computes the quantile of the empirical relative error.
Note
This is only available on a paid version of Tumult Analytics. If you would like to hear more, please contact us at info@tmlt.io.
How it works:
The algorithm takes as input two tables: one representing the differentially private (DP) output and the other representing the baseline output.
DP Table (dp): This table contains the output data generated by a differentially private mechanism.
Baseline Table (baseline): This table contains the output data generated by a non-private or baseline mechanism. It serves as a reference point for comparison with the DP output.
The algorithm includes error handling to ensure the validity of the input data. It checks for the existence and numeric type of the
measure_column
.The algorithm performs an inner join between the DP and baseline tables based on
join_columns
to produce the combined dataframe. This join must be one-to-one, with each row in the DP table matches exactly one row in the baseline table, and vice versa. This ensures that there is a direct correspondence between the DP and baseline outputs for each entity, allowing for accurate comparison.After performing the join, the algorithm computes the relative error for each group. Relative error is calculated as the absolute difference between the corresponding values in the DP and baseline outputs to the value in the baseline using the formula \(abs(dp - baseline) / baseline\). If baseline is zero, it returns infinity for non-zero differences (\(∞\)) and zero for zero differences (\(0\)).
The algorithm then calculates the n-th quantile of the relative error across all groups.
The algorithm handles cases where the quantile computation may result in an empty column, returning a NaN (not a number) value in such scenarios.
Note
Provided algorithm assumes a one-to-one join scenario.
Nulls in the measure columns are dropped because the metric cannot handle null values, and the absolute error computation requires valid numeric values in both columns.
Example
>>> dp_df = spark.createDataFrame( ... pd.DataFrame( ... { ... "A": ["a1", "a2", "a3"], ... "X": [50, 110, 100] ... } ... ) ... ) >>> dp_outputs = {"O": dp_df} >>> baseline_df = spark.createDataFrame( ... pd.DataFrame( ... { ... "A": ["a1", "a2", "a3"], ... "X": [100, 100, 100] ... } ... ) ... ) >>> baseline_outputs = {"default": {"O": baseline_df}}
>>> metric = QuantileRelativeError( ... output="O", ... quantile=0.5, ... measure_column="X", ... join_columns=["A"] ... ) >>> metric.quantile 0.5 >>> metric.join_columns ['A'] >>> result = metric(dp_outputs, baseline_outputs)[0].value >>> result 0.1 >>> metric.format(result) '0.10'
Methods# Returns the quantile.
Returns a string representation of this object.
Return a table row summarizing the metric result.
Computes quantile relative error value from grouped dataframe.
Returns the names of the grouping columns.
Check that a particular set of outputs is compatible with the metric.
Returns the results of this metric formatted as a dataframe.
Returns the names of the grouping columns.
Returns the name of the run output or view name.
Returns the name of the join columns.
Returns the name of the indicator column.
Check if the join keys uniquely identify rows in the joined DataFrame.
Computes metric value.
Check that the outputs have all the structure the metric expects.
Returns the name of the metric.
Returns the description of the metric.
Returns the baselines used for the metric.
Computes the given metric on the given DP and baseline outputs.
- Parameters
- __init__(output, quantile, measure_column, join_columns, grouping_columns=None, *, name=None, description=None, baselines=None)#
Constructor.
- Parameters
quantile (
float
float
) – The quantile to calculate (between 0 and 1).measure_column (
str
str
) – The column to compute the quantile of relative error over.grouping_columns (
List
[str
] |None
Optional
[List
[str
]] (default:None
)) – A set of columns that will be used to group the DP and baseline outputs. The error metric will be calculated for each group, and returned in a table. If grouping columns are None, the metric will be calculated over the whole output, and returned as a single number.name (
str
|None
Optional
[str
] (default:None
)) – A name for the metric.description (
str
|None
Optional
[str
] (default:None
)) – A description of the metric.baselines (
List
[str
] |None
Optional
[List
[str
]] (default:None
)) – The name of the baseline program(s) used for the error report. If None, use all baselines specified as custom baseline and baseline options on tuner class. If no baselines are specified on tuner class, use default baseline. If a string, use only that baseline. If a list, use only those baselines.
- format(value)#
Returns a string representation of this object.
- format_as_table_row(result)#
Return a table row summarizing the metric result.
- Parameters
result (tmlt.analytics.metrics._base.MetricResult) –
- Return type
- compute_on_grouped_output(grouped_output, baseline_name, unprotected_inputs=None, program_parameters=None)#
Computes quantile relative error value from grouped dataframe.
- Parameters
grouped_output (pyspark.sql.GroupedData) –
baseline_name (str) –
unprotected_inputs (Optional[Dict[str, pyspark.sql.DataFrame]]) –
program_parameters (Optional[Dict[str, Any]]) –
- check_compatibility_with_outputs(outputs, output_name)#
Check that a particular set of outputs is compatible with the metric.
Should throw a ValueError if the metric is not compatible.
- Parameters
outputs (Dict[str, pyspark.sql.DataFrame]) –
output_name (str) –
- format_as_dataframe(result)#
Returns the results of this metric formatted as a dataframe.
- Parameters
result (tmlt.analytics.metrics.MetricResult) –
- Return type
- check_join_key_uniqueness(joined_output)#
Check if the join keys uniquely identify rows in the joined DataFrame.
- Parameters
joined_output (pyspark.sql.DataFrame) –
- compute_for_baseline(baseline_name, dp_outputs, baseline_outputs, unprotected_inputs=None, program_parameters=None)#
Computes metric value.
- Parameters
baseline_name (str) –
dp_outputs (Dict[str, pyspark.sql.DataFrame]) –
baseline_outputs (Dict[str, pyspark.sql.DataFrame]) –
unprotected_inputs (Optional[Dict[str, pyspark.sql.DataFrame]]) –
program_parameters (Optional[Dict[str, Any]]) –
- check_compatibility_with_data(dp_outputs, baseline_outputs)#
Check that the outputs have all the structure the metric expects.
Should throw a ValueError if the metric is not compatible.
- Parameters
dp_outputs (Dict[str, pyspark.sql.DataFrame]) –
baseline_outputs (Dict[str, Dict[str, pyspark.sql.DataFrame]]) –
- property baselines#
Returns the baselines used for the metric.
- __call__(dp_outputs, baseline_outputs, unprotected_inputs=None, program_parameters=None)#
Computes the given metric on the given DP and baseline outputs.
- Parameters
dp_outputs (Dict[str, pyspark.sql.DataFrame]) – The differentially private outputs of the program.
baseline_outputs (Dict[str, Dict[str, pyspark.sql.DataFrame]]) – The outputs of the baseline programs.
unprotected_inputs (Optional[Dict[str, pyspark.sql.DataFrame]]) – Optional public dataframes used in error computation.
program_parameters (Optional[Dict[str, Any]]) – Optional program specific parameters used in error computation.
- Return type
- class MedianRelativeError(output, measure_column, join_columns, grouping_columns=None, *, name=None, description=None, baselines=None)#
Bases:
QuantileRelativeError
Computes the median relative error.
Equivalent to
QuantileRelativeError
withquantile = 0.5
.Note
This is only available on a paid version of Tumult Analytics. If you would like to hear more, please contact us at info@tmlt.io.
Example
>>> dp_df = spark.createDataFrame( ... pd.DataFrame( ... { ... "A": ["a1", "a2", "a3"], ... "X": [50, 110, 100] ... } ... ) ... ) >>> dp_outputs = {"O": dp_df} >>> baseline_df = spark.createDataFrame( ... pd.DataFrame( ... { ... "A": ["a1", "a2", "a3"], ... "X": [100, 100, 100] ... } ... ) ... ) >>> baseline_outputs = {"default": {"O": baseline_df}}
>>> metric = MedianRelativeError( ... output="O", ... measure_column="X", ... join_columns=["A"] ... ) >>> metric.quantile 0.5 >>> metric.join_columns ['A'] >>> result = metric(dp_outputs, baseline_outputs)[0].value >>> result 0.1 >>> metric.format(result) '0.10'
Methods# Returns the quantile.
Returns a string representation of this object.
Return a table row summarizing the metric result.
Computes quantile relative error value from grouped dataframe.
Returns the names of the grouping columns.
Check that a particular set of outputs is compatible with the metric.
Returns the results of this metric formatted as a dataframe.
Returns the names of the grouping columns.
Returns the name of the run output or view name.
Returns the name of the join columns.
Returns the name of the indicator column.
Check if the join keys uniquely identify rows in the joined DataFrame.
Computes metric value.
Check that the outputs have all the structure the metric expects.
Returns the name of the metric.
Returns the description of the metric.
Returns the baselines used for the metric.
Computes the given metric on the given DP and baseline outputs.
- Parameters
- __init__(output, measure_column, join_columns, grouping_columns=None, *, name=None, description=None, baselines=None)#
Constructor.
- Parameters
measure_column (
str
str
) – The column to compute the median of relative error over.grouping_columns (
List
[str
] |None
Optional
[List
[str
]] (default:None
)) – A set of columns that will be used to group the DP and baseline outputs. The error metric will be calculated for each group, and returned in a table. If grouping columns are None, the metric will be calculated over the whole output, and returned as a single number.name (
str
|None
Optional
[str
] (default:None
)) – A name for the metric.description (
str
|None
Optional
[str
] (default:None
)) – A description of the metric.baselines (
List
[str
] |None
Optional
[List
[str
]] (default:None
)) – The name of the baseline program(s) used for the error report. If None, use all baselines specified as custom baseline and baseline options on tuner class. If no baselines are specified on tuner class, use default baseline. If a string, use only that baseline. If a list, use only those baselines.
- format(value)#
Returns a string representation of this object.
- format_as_table_row(result)#
Return a table row summarizing the metric result.
- Parameters
result (tmlt.analytics.metrics._base.MetricResult) –
- Return type
- compute_on_grouped_output(grouped_output, baseline_name, unprotected_inputs=None, program_parameters=None)#
Computes quantile relative error value from grouped dataframe.
- Parameters
grouped_output (pyspark.sql.GroupedData) –
baseline_name (str) –
unprotected_inputs (Optional[Dict[str, pyspark.sql.DataFrame]]) –
program_parameters (Optional[Dict[str, Any]]) –
- check_compatibility_with_outputs(outputs, output_name)#
Check that a particular set of outputs is compatible with the metric.
Should throw a ValueError if the metric is not compatible.
- Parameters
outputs (Dict[str, pyspark.sql.DataFrame]) –
output_name (str) –
- format_as_dataframe(result)#
Returns the results of this metric formatted as a dataframe.
- Parameters
result (tmlt.analytics.metrics.MetricResult) –
- Return type
- check_join_key_uniqueness(joined_output)#
Check if the join keys uniquely identify rows in the joined DataFrame.
- Parameters
joined_output (pyspark.sql.DataFrame) –
- compute_for_baseline(baseline_name, dp_outputs, baseline_outputs, unprotected_inputs=None, program_parameters=None)#
Computes metric value.
- Parameters
baseline_name (str) –
dp_outputs (Dict[str, pyspark.sql.DataFrame]) –
baseline_outputs (Dict[str, pyspark.sql.DataFrame]) –
unprotected_inputs (Optional[Dict[str, pyspark.sql.DataFrame]]) –
program_parameters (Optional[Dict[str, Any]]) –
- check_compatibility_with_data(dp_outputs, baseline_outputs)#
Check that the outputs have all the structure the metric expects.
Should throw a ValueError if the metric is not compatible.
- Parameters
dp_outputs (Dict[str, pyspark.sql.DataFrame]) –
baseline_outputs (Dict[str, Dict[str, pyspark.sql.DataFrame]]) –
- property baselines#
Returns the baselines used for the metric.
- __call__(dp_outputs, baseline_outputs, unprotected_inputs=None, program_parameters=None)#
Computes the given metric on the given DP and baseline outputs.
- Parameters
dp_outputs (Dict[str, pyspark.sql.DataFrame]) – The differentially private outputs of the program.
baseline_outputs (Dict[str, Dict[str, pyspark.sql.DataFrame]]) – The outputs of the baseline programs.
unprotected_inputs (Optional[Dict[str, pyspark.sql.DataFrame]]) – Optional public dataframes used in error computation.
program_parameters (Optional[Dict[str, Any]]) – Optional program specific parameters used in error computation.
- Return type
- class HighRelativeErrorFraction(output, relative_error_threshold, measure_column, join_columns, grouping_columns=None, *, name=None, description=None, baselines=None)#
Bases:
tmlt.analytics.metrics._base.MeasureColumnMetric
Computes the fraction of groups with relative error above a threshold.
Note
This is only available on a paid version of Tumult Analytics. If you would like to hear more, please contact us at info@tmlt.io.
How it works:
The algorithm takes as input two tables: one representing the differentially private (DP) output and the other representing the baseline output.
DP Table (dp): This table contains the output data generated by a differentially private mechanism.
Baseline Table (baseline): This table contains the output data generated by a non-private or baseline mechanism. It serves as a reference point for comparison with the DP output.
The algorithm includes error handling to ensure the validity of the input data. It checks for the existence and numeric type of the
measure_column
.The algorithm performs an inner join between the DP and baseline tables based on
join_columns
to produce the combined dataframe. This join must be one-to-one, with each row in the DP table matches exactly one row in the baseline table, and vice versa. This ensures that there is a direct correspondence between the DP and baseline outputs for each entity, allowing for accurate comparison.After performing the join, the algorithm computes the relative error for each group. Relative error is calculated as the absolute difference between the corresponding values in the DP and baseline outputs to the value in the baseline using the formula \(abs(dp - baseline) / baseline\). If baseline is zero, it returns infinity for non-zero differences (\(∞\)) and zero for zero differences (\(0\)).
Next, the algorithm filters the relative error dataframe to include only those data points where the relative error exceeds a specified threshold (
relative_error_threshold
). This threshold represents the maximum allowable relative error for a data point to be considered within acceptable bounds.Finally, the algorithm then calculates the high relative error fraction by dividing the count of data points with relative errors exceeding the threshold by the total count of data points in the dataframe.
The algorithm handles cases where the resulting dataframe after relative error computation is empty (i.e., it contains no data points), returning a NaN (not a number) value in such scenarios.
Note
Provided algorithm assumes a one-to-one join scenario.
Nulls in the measure columns are dropped because the metric cannot handle null values, and the absolute error computation requires valid numeric values in both columns.
Example
>>> dp_df = spark.createDataFrame( ... pd.DataFrame( ... { ... "A": ["a1", "a2", "a3"], ... "X": [50, 110, 100] ... } ... ) ... ) >>> dp_outputs = {"O": dp_df} >>> baseline_df = spark.createDataFrame( ... pd.DataFrame( ... { ... "A": ["a1", "a2", "a3"], ... "X": [100, 100, 100] ... } ... ) ... ) >>> baseline_outputs = {"default": {"O": baseline_df}}
>>> metric = HighRelativeErrorFraction( ... output="O", ... measure_column="X", ... relative_error_threshold=0.25, ... join_columns=["A"] ... ) >>> metric.relative_error_threshold 0.25 >>> metric.join_columns ['A'] >>> result = metric(dp_outputs, baseline_outputs)[0].value >>> result 0.333 >>> metric.format(result) '0.33'
Methods# Returns the relative error threshold.
Returns a string representation of this object.
Return a table row summarizing the metric result.
Computes quantile relative error value from grouped dataframe.
Returns the names of the grouping columns.
Check that a particular set of outputs is compatible with the metric.
Returns the results of this metric formatted as a dataframe.
Returns the names of the grouping columns.
Returns the name of the run output or view name.
Returns the name of the join columns.
Returns the name of the indicator column.
Check if the join keys uniquely identify rows in the joined DataFrame.
Computes metric value.
Check that the outputs have all the structure the metric expects.
Returns the name of the metric.
Returns the description of the metric.
Returns the baselines used for the metric.
Computes the given metric on the given DP and baseline outputs.
- Parameters
- __init__(output, relative_error_threshold, measure_column, join_columns, grouping_columns=None, *, name=None, description=None, baselines=None)#
Constructor.
- Parameters
relative_error_threshold (
float
float
) – The threshold for the relative error.measure_column (
str
str
) – The column to compute relative error over.grouping_columns (
List
[str
] |None
Optional
[List
[str
]] (default:None
)) – A set of columns that will be used to group the DP and baseline outputs. The error metric will be calculated for each group, and returned in a table. If grouping columns are None, the metric will be calculated over the whole output, and returned as a single number.name (
str
|None
Optional
[str
] (default:None
)) – A name for the metric.description (
str
|None
Optional
[str
] (default:None
)) – A description of the metric.baselines (
str
|None
Optional
[str
] (default:None
)) – The name of the baseline program(s) used for the error report. If None, use all baselines specified as custom baseline and baseline options on tuner class. If no baselines are specified on tuner class, use default baseline. If a string, use only that baseline. If a list, use only those baselines.
- format(value)#
Returns a string representation of this object.
- format_as_table_row(result)#
Return a table row summarizing the metric result.
- Parameters
result (tmlt.analytics.metrics._base.MetricResult) –
- Return type
- compute_on_grouped_output(grouped_output, baseline_name, unprotected_inputs=None, program_parameters=None)#
Computes quantile relative error value from grouped dataframe.
- Parameters
grouped_output (pyspark.sql.GroupedData) –
baseline_name (str) –
unprotected_inputs (Optional[Dict[str, pyspark.sql.DataFrame]]) –
program_parameters (Optional[Dict[str, Any]]) –
- check_compatibility_with_outputs(outputs, output_name)#
Check that a particular set of outputs is compatible with the metric.
Should throw a ValueError if the metric is not compatible.
- Parameters
outputs (Dict[str, pyspark.sql.DataFrame]) –
output_name (str) –
- format_as_dataframe(result)#
Returns the results of this metric formatted as a dataframe.
- Parameters
result (tmlt.analytics.metrics.MetricResult) –
- Return type
- check_join_key_uniqueness(joined_output)#
Check if the join keys uniquely identify rows in the joined DataFrame.
- Parameters
joined_output (pyspark.sql.DataFrame) –
- compute_for_baseline(baseline_name, dp_outputs, baseline_outputs, unprotected_inputs=None, program_parameters=None)#
Computes metric value.
- Parameters
baseline_name (str) –
dp_outputs (Dict[str, pyspark.sql.DataFrame]) –
baseline_outputs (Dict[str, pyspark.sql.DataFrame]) –
unprotected_inputs (Optional[Dict[str, pyspark.sql.DataFrame]]) –
program_parameters (Optional[Dict[str, Any]]) –
- check_compatibility_with_data(dp_outputs, baseline_outputs)#
Check that the outputs have all the structure the metric expects.
Should throw a ValueError if the metric is not compatible.
- Parameters
dp_outputs (Dict[str, pyspark.sql.DataFrame]) –
baseline_outputs (Dict[str, Dict[str, pyspark.sql.DataFrame]]) –
- property baselines#
Returns the baselines used for the metric.
- __call__(dp_outputs, baseline_outputs, unprotected_inputs=None, program_parameters=None)#
Computes the given metric on the given DP and baseline outputs.
- Parameters
dp_outputs (Dict[str, pyspark.sql.DataFrame]) – The differentially private outputs of the program.
baseline_outputs (Dict[str, Dict[str, pyspark.sql.DataFrame]]) – The outputs of the baseline programs.
unprotected_inputs (Optional[Dict[str, pyspark.sql.DataFrame]]) – Optional public dataframes used in error computation.
program_parameters (Optional[Dict[str, Any]]) – Optional program specific parameters used in error computation.
- Return type