Hey
following Vega heatmap chart for matrix stats (correlation)
Here is a vega displaying a heatmap of correlation matrix (matrix stats Elasticsearch api call) split by a key (isFraud in this example).
A bit long, but it's worth it!
{
"$schema": "https://vega.github.io/schema/vega/v4.3.json",
"title": "A heatmap showing the correlation of features",
"background": "white",
"padding": 0,
"data": [
{
"name": "feature_correlation",
"url": {
"%context%": true,
"index": "fraud*",
"body": {
"size": 0,
"aggs": {
"correlation_stats": {
"composite": {
"sources": [{"isFraud": {"terms": {"field": "isFraud"}}}]
},
"aggregations": {
"statistics": {
"matrix_stats": {
"fields": [
"amount",
"oldBalanceOrig",
"newBalanceOrig",
"oldBalanceDest",
"newBalanceDest",
"errorBalanceOrig",
"errorBalanceDest"
]
}
}
}
}
}
}
},
"format": {"property": "aggregations.correlation_stats.buckets"},
"transform": [
{"type": "flatten", "fields": ["statistics.fields"], "as": ["f"]},
{
"type": "project",
"fields": [
"key.isFraud",
"f.name",
"f.correlation.amount",
"f.correlation.newBalanceOrig",
"f.correlation.oldBalanceOrig",
"f.correlation.newBalanceDest",
"f.correlation.oldBalanceDest",
"f.correlation.errorBalanceOrig",
"f.correlation.errorBalanceDest"
],
"as": [
"isFraud",
"name",
"amount",
"newBalanceOrig",
"oldBalanceOrig",
"newBalanceDest",
"oldBalanceDest",
"errorBalanceOrig",
"errorBalanceDest"
]
},
{
"type": "fold",
"fields": [
"amount",
"newBalanceOrig",
"oldBalanceOrig",
"newBalanceDest",
"oldBalanceDest",
"errorBalanceOrig",
"errorBalanceDest"
]
},
{"type": "project", "fields": ["isFraud", "name", "key", "value"]}
]
},
{
"name": "column_domain",
"source": "feature_correlation",
"transform": [{"type": "aggregate", "groupby": ["isFraud"]}]
}
],
"signals": [
{"name": "child_width", "value": 500},
{"name": "child_height", "value": 600}
],
"layout": {
"padding": 20,
"offset": {"columnTitle": 10},
"columns": {"signal": "length(data('column_domain'))"},
"bounds": "full",
"align": "all"
},
"marks": [
{
"name": "column-title",
"type": "group",
"role": "column-title",
"title": {"text": "isFraud", "style": "guide-title", "offset": 10}
},
{
"name": "row_header",
"type": "group",
"role": "row-header",
"encode": {"update": {"height": {"signal": "child_height"}}}
},
{
"name": "column_header",
"type": "group",
"role": "column-header",
"from": {"data": "column_domain"},
"sort": {"field": "datum[\"isFraud\"]", "order": "ascending"},
"title": {
"text": {"signal": "parent[\"isFraud\"]"},
"style": "guide-label",
"frame": "group",
"offset": 10
},
"encode": {"update": {"width": {"signal": "child_width"}}}
},
{
"name": "cell",
"type": "group",
"style": "cell",
"from": {
"facet": {
"name": "facet",
"data": "feature_correlation",
"groupby": ["isFraud"]
}
},
"sort": {"field": ["datum[\"isFraud\"]"], "order": ["ascending"]},
"encode": {
"update": {
"width": {"signal": "child_width"},
"height": {"signal": "child_height"}
}
},
"marks": [
{
"type": "rect",
"from": {"data": "facet"},
"encode": {
"enter": {
"x": {"scale": "x", "field": "name"},
"y": {"scale": "y", "field": "key"},
"width": {"scale": "x", "band": 1},
"height": {"scale": "y", "band": 1},
"tooltip": {
"signal": "datum.name + ' - ' + datum.key + ': ' + format(datum.value, '.3f')"
}
},
"update": {"fill": {"scale": "color", "field": "value"}}
}
}
],
"legends": [
{
"fill": "color",
"type": "gradient",
"title": "Correlation",
"titleFontSize": 12,
"titlePadding": 4,
"gradientLength": {"signal": "child_height - 16"}
}
],
"axes": [
{
"orient": "bottom",
"scale": "x",
"labelAngle": -45,
"tickOffset": 0,
"labelAlign": "right",
"domain": false
},
{"orient": "left", "scale": "y", "domain": false}
]
}
],
"scales": [
{
"name": "x",
"type": "band",
"domain": {"data": "feature_correlation", "field": "name"},
"range": [0, {"signal": "child_width"}],
"nice": true,
"zero": true
},
{
"name": "y",
"type": "band",
"domain": {"data": "feature_correlation", "field": "key"},
"range": [0, {"signal": "child_height"}]
},
{
"name": "color",
"type": "linear",
"range": {"scheme": "yelloworangebrown"},
"domain": {"data": "feature_correlation", "field": "value"},
"zero": false,
"nice": true
}
]
}
