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

• Website: https://sdv.dev
• Documentation: https://sdv.dev/SDV
  • User Guides
  • Developer Guides
• Github: https://github.com/sdv-dev/SDV
• License: MIT
• Development Status: Pre-Alpha

Overview

The Synthetic Data Vault (SDV) is a Synthetic Data Generation ecosystem of libraries that allows users to easily learn single-table, multi-table and timeseries datasets to later on generate new Synthetic Data that has the same format and statistical properties as the original dataset.

Synthetic data can then be used to supplement, augment and in some cases replace real data when training Machine Learning models. Additionally, it enables the testing of Machine Learning or other data dependent software systems without the risk of exposure that comes with data disclosure.

Underneath the hood it uses several probabilistic graphical modeling and deep learning based techniques. To enable a variety of data storage structures, we employ unique hierarchical generative modeling and recursive sampling techniques.

Current functionality and features:

• Synthetic data generators for single tables with the following features:
  • Using Copulas and Deep Learning based models.
  • Handling of multiple data types and missing data with minimum user input.
  • Support for pre-defined and custom constraints and data validation.
• Synthetic data generators for complex multi-table, relational datasets with the following features:
  • Definition of entire multi-table datasets metadata with a custom and flexible JSON schema.
  • Using Copulas and recursive modeling techniques.
• Synthetic data generators for multi-type, multi-variate timeseries with the following features:
  • Using statistical, Autoregressive and Deep Learning models.
  • Conditional sampling based on contextual attributes.

Try it out now!

If you want to quickly discover SDV, simply click the button below and follow the tutorials!

Join our Slack Workspace

If you want to be part of the SDV community to receive announcements of the latest releases, ask questions, suggest new features or participate in the development meetings, please join our Slack Workspace!

Install

Using pip:

pip install sdv

Using conda:

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

For more installation options please visit the SDV installation Guide

Quickstart

In this short tutorial we will guide you through a series of steps that will help you getting started using SDV.

1. Model the dataset using SDV

To model a multi table, relational dataset, we follow two steps. In the first step, we will load the data and configures the meta data. In the second step, we will use the sdv API to fit and save a hierarchical model. We will cover these two steps in this section using an example dataset.

Step 1: Load example data

SDV comes with a toy dataset to play with, which can be loaded using the sdv.load_demo function:

from sdv import load_demo

metadata, tables = load_demo(metadata=True)

This will return two objects:

1. A Metadata object with all the information that SDV needs to know about the dataset.

For more details about how to build the Metadata for your own dataset, please refer to the Working with Metadata tutorial.

2. A dictionary containing three pandas.DataFrames with the tables described in the metadata object.

The returned objects contain the following information:

{
    'users':
            user_id country gender  age
          0        0     USA      M   34
          1        1      UK      F   23
          2        2      ES   None   44
          3        3      UK      M   22
          4        4     USA      F   54
          5        5      DE      M   57
          6        6      BG      F   45
          7        7      ES   None   41
          8        8      FR      F   23
          9        9      UK   None   30,
  'sessions':
          session_id  user_id  device       os
          0           0        0  mobile  android
          1           1        1  tablet      ios
          2           2        1  tablet  android
          3           3        2  mobile  android
          4           4        4  mobile      ios
          5           5        5  mobile  android
          6           6        6  mobile      ios
          7           7        6  tablet      ios
          8           8        6  mobile      ios
          9           9        8  tablet      ios,
  'transactions':
          transaction_id  session_id           timestamp  amount  approved
          0               0           0 2019-01-01 12:34:32   100.0      True
          1               1           0 2019-01-01 12:42:21    55.3      True
          2               2           1 2019-01-07 17:23:11    79.5      True
          3               3           3 2019-01-10 11:08:57   112.1     False
          4               4           5 2019-01-10 21:54:08   110.0     False
          5               5           5 2019-01-11 11:21:20    76.3      True
          6               6           7 2019-01-22 14:44:10    89.5      True
          7               7           8 2019-01-23 10:14:09   132.1     False
          8               8           9 2019-01-27 16:09:17    68.0      True
          9               9           9 2019-01-29 12:10:48    99.9      True
}

2. Fit a model using the SDV API.

First, we build a hierarchical statistical model of the data using SDV. For this we will create an instance of the sdv.SDV class and use its fit method.

During this process, SDV will traverse across all the tables in your dataset following the primary key-foreign key relationships and learn the probability distributions of the values in the columns.

from sdv import SDV

sdv = SDV()
sdv.fit(metadata, tables)

Once the modeling has finished, you can save your fitted SDV instance for later usage using the save method of your instance.

sdv.save('sdv.pkl')

The generated pkl file will not include any of the original data in it, so it can be safely sent to where the synthetic data will be generated without any privacy concerns.

2. Sample data from the fitted model

In order to sample data from the fitted model, we will first need to load it from its pkl file. Note that you can skip this step if you are running all the steps sequentially within the same python session.

sdv = SDV.load('sdv.pkl')

After loading the instance, we can sample synthetic data by calling its sample method.

samples = sdv.sample()

The output will be a dictionary with the same structure as the original tables dict, but filled with synthetic data instead of the real one.

Finally, if you want to evaluate how similar the sampled tables are to the real data, please have a look at our evaluation framework or visit the SDMetrics library.

Join our community

1. If you would like to see more usage examples, please have a look at the tutorials folder of the repository. Please contact us if you have a usage example that you would want to share with the community.
2. Please have a look at the Contributing Guide to see how you can contribute to the project.
3. If you have any doubts, feature requests or detect an error, please open an issue on github or join our Slack Workspace
4. Also, do not forget to check the project documentation site!

Citation

If you use SDV for your research, please consider citing the following paper:

Neha Patki, Roy Wedge, Kalyan Veeramachaneni. The Synthetic Data Vault. IEEE DSAA 2016.

@inproceedings{
    7796926,
    author={N. {Patki} and R. {Wedge} and K. {Veeramachaneni}},
    booktitle={2016 IEEE International Conference on Data Science and Advanced Analytics (DSAA)},
    title={The Synthetic Data Vault},
    year={2016},
    volume={},
    number={},
    pages={399-410},
    keywords={data analysis;relational databases;synthetic data vault;SDV;generative model;relational database;multivariate modelling;predictive model;data analysis;data science;Data models;Databases;Computational modeling;Predictive models;Hidden Markov models;Numerical models;Synthetic data generation;crowd sourcing;data science;predictive modeling},
    doi={10.1109/DSAA.2016.49},
    ISSN={},
    month={Oct}
}