peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/preprocessing
/_target_encoder.py
from numbers import Integral, Real | |
import numpy as np | |
from ..base import OneToOneFeatureMixin, _fit_context | |
from ..utils._param_validation import Interval, StrOptions | |
from ..utils.multiclass import type_of_target | |
from ..utils.validation import ( | |
_check_feature_names_in, | |
_check_y, | |
check_consistent_length, | |
check_is_fitted, | |
) | |
from ._encoders import _BaseEncoder | |
from ._target_encoder_fast import _fit_encoding_fast, _fit_encoding_fast_auto_smooth | |
class TargetEncoder(OneToOneFeatureMixin, _BaseEncoder): | |
"""Target Encoder for regression and classification targets. | |
Each category is encoded based on a shrunk estimate of the average target | |
values for observations belonging to the category. The encoding scheme mixes | |
the global target mean with the target mean conditioned on the value of the | |
category (see [MIC]_). | |
When the target type is "multiclass", encodings are based | |
on the conditional probability estimate for each class. The target is first | |
binarized using the "one-vs-all" scheme via | |
:class:`~sklearn.preprocessing.LabelBinarizer`, then the average target | |
value for each class and each category is used for encoding, resulting in | |
`n_features` * `n_classes` encoded output features. | |
:class:`TargetEncoder` considers missing values, such as `np.nan` or `None`, | |
as another category and encodes them like any other category. Categories | |
that are not seen during :meth:`fit` are encoded with the target mean, i.e. | |
`target_mean_`. | |
For a demo on the importance of the `TargetEncoder` internal cross-fitting, | |
see | |
:ref:`sphx_glr_auto_examples_preprocessing_plot_target_encoder_cross_val.py`. | |
For a comparison of different encoders, refer to | |
:ref:`sphx_glr_auto_examples_preprocessing_plot_target_encoder.py`. Read | |
more in the :ref:`User Guide <target_encoder>`. | |
.. note:: | |
`fit(X, y).transform(X)` does not equal `fit_transform(X, y)` because a | |
:term:`cross fitting` scheme is used in `fit_transform` for encoding. | |
See the :ref:`User Guide <target_encoder>` for details. | |
.. versionadded:: 1.3 | |
Parameters | |
---------- | |
categories : "auto" or list of shape (n_features,) of array-like, default="auto" | |
Categories (unique values) per feature: | |
- `"auto"` : Determine categories automatically from the training data. | |
- list : `categories[i]` holds the categories expected in the i-th column. The | |
passed categories should not mix strings and numeric values within a single | |
feature, and should be sorted in case of numeric values. | |
The used categories are stored in the `categories_` fitted attribute. | |
target_type : {"auto", "continuous", "binary", "multiclass"}, default="auto" | |
Type of target. | |
- `"auto"` : Type of target is inferred with | |
:func:`~sklearn.utils.multiclass.type_of_target`. | |
- `"continuous"` : Continuous target | |
- `"binary"` : Binary target | |
- `"multiclass"` : Multiclass target | |
.. note:: | |
The type of target inferred with `"auto"` may not be the desired target | |
type used for modeling. For example, if the target consisted of integers | |
between 0 and 100, then :func:`~sklearn.utils.multiclass.type_of_target` | |
will infer the target as `"multiclass"`. In this case, setting | |
`target_type="continuous"` will specify the target as a regression | |
problem. The `target_type_` attribute gives the target type used by the | |
encoder. | |
.. versionchanged:: 1.4 | |
Added the option 'multiclass'. | |
smooth : "auto" or float, default="auto" | |
The amount of mixing of the target mean conditioned on the value of the | |
category with the global target mean. A larger `smooth` value will put | |
more weight on the global target mean. | |
If `"auto"`, then `smooth` is set to an empirical Bayes estimate. | |
cv : int, default=5 | |
Determines the number of folds in the :term:`cross fitting` strategy used in | |
:meth:`fit_transform`. For classification targets, `StratifiedKFold` is used | |
and for continuous targets, `KFold` is used. | |
shuffle : bool, default=True | |
Whether to shuffle the data in :meth:`fit_transform` before splitting into | |
folds. Note that the samples within each split will not be shuffled. | |
random_state : int, RandomState instance or None, default=None | |
When `shuffle` is True, `random_state` affects the ordering of the | |
indices, which controls the randomness of each fold. Otherwise, this | |
parameter has no effect. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
Attributes | |
---------- | |
encodings_ : list of shape (n_features,) or (n_features * n_classes) of \ | |
ndarray | |
Encodings learnt on all of `X`. | |
For feature `i`, `encodings_[i]` are the encodings matching the | |
categories listed in `categories_[i]`. When `target_type_` is | |
"multiclass", the encoding for feature `i` and class `j` is stored in | |
`encodings_[j + (i * len(classes_))]`. E.g., for 2 features (f) and | |
3 classes (c), encodings are ordered: | |
f0_c0, f0_c1, f0_c2, f1_c0, f1_c1, f1_c2, | |
categories_ : list of shape (n_features,) of ndarray | |
The categories of each input feature determined during fitting or | |
specified in `categories` | |
(in order of the features in `X` and corresponding with the output | |
of :meth:`transform`). | |
target_type_ : str | |
Type of target. | |
target_mean_ : float | |
The overall mean of the target. This value is only used in :meth:`transform` | |
to encode categories. | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
classes_ : ndarray or None | |
If `target_type_` is 'binary' or 'multiclass', holds the label for each class, | |
otherwise `None`. | |
See Also | |
-------- | |
OrdinalEncoder : Performs an ordinal (integer) encoding of the categorical features. | |
Contrary to TargetEncoder, this encoding is not supervised. Treating the | |
resulting encoding as a numerical features therefore lead arbitrarily | |
ordered values and therefore typically lead to lower predictive performance | |
when used as preprocessing for a classifier or regressor. | |
OneHotEncoder : Performs a one-hot encoding of categorical features. This | |
unsupervised encoding is better suited for low cardinality categorical | |
variables as it generate one new feature per unique category. | |
References | |
---------- | |
.. [MIC] :doi:`Micci-Barreca, Daniele. "A preprocessing scheme for high-cardinality | |
categorical attributes in classification and prediction problems" | |
SIGKDD Explor. Newsl. 3, 1 (July 2001), 27–32. <10.1145/507533.507538>` | |
Examples | |
-------- | |
With `smooth="auto"`, the smoothing parameter is set to an empirical Bayes estimate: | |
>>> import numpy as np | |
>>> from sklearn.preprocessing import TargetEncoder | |
>>> X = np.array([["dog"] * 20 + ["cat"] * 30 + ["snake"] * 38], dtype=object).T | |
>>> y = [90.3] * 5 + [80.1] * 15 + [20.4] * 5 + [20.1] * 25 + [21.2] * 8 + [49] * 30 | |
>>> enc_auto = TargetEncoder(smooth="auto") | |
>>> X_trans = enc_auto.fit_transform(X, y) | |
>>> # A high `smooth` parameter puts more weight on global mean on the categorical | |
>>> # encodings: | |
>>> enc_high_smooth = TargetEncoder(smooth=5000.0).fit(X, y) | |
>>> enc_high_smooth.target_mean_ | |
44... | |
>>> enc_high_smooth.encodings_ | |
[array([44..., 44..., 44...])] | |
>>> # On the other hand, a low `smooth` parameter puts more weight on target | |
>>> # conditioned on the value of the categorical: | |
>>> enc_low_smooth = TargetEncoder(smooth=1.0).fit(X, y) | |
>>> enc_low_smooth.encodings_ | |
[array([20..., 80..., 43...])] | |
""" | |
_parameter_constraints: dict = { | |
"categories": [StrOptions({"auto"}), list], | |
"target_type": [StrOptions({"auto", "continuous", "binary", "multiclass"})], | |
"smooth": [StrOptions({"auto"}), Interval(Real, 0, None, closed="left")], | |
"cv": [Interval(Integral, 2, None, closed="left")], | |
"shuffle": ["boolean"], | |
"random_state": ["random_state"], | |
} | |
def __init__( | |
self, | |
categories="auto", | |
target_type="auto", | |
smooth="auto", | |
cv=5, | |
shuffle=True, | |
random_state=None, | |
): | |
self.categories = categories | |
self.smooth = smooth | |
self.target_type = target_type | |
self.cv = cv | |
self.shuffle = shuffle | |
self.random_state = random_state | |
def fit(self, X, y): | |
"""Fit the :class:`TargetEncoder` to X and y. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
The data to determine the categories of each feature. | |
y : array-like of shape (n_samples,) | |
The target data used to encode the categories. | |
Returns | |
------- | |
self : object | |
Fitted encoder. | |
""" | |
self._fit_encodings_all(X, y) | |
return self | |
def fit_transform(self, X, y): | |
"""Fit :class:`TargetEncoder` and transform X with the target encoding. | |
.. note:: | |
`fit(X, y).transform(X)` does not equal `fit_transform(X, y)` because a | |
:term:`cross fitting` scheme is used in `fit_transform` for encoding. | |
See the :ref:`User Guide <target_encoder>`. for details. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
The data to determine the categories of each feature. | |
y : array-like of shape (n_samples,) | |
The target data used to encode the categories. | |
Returns | |
------- | |
X_trans : ndarray of shape (n_samples, n_features) or \ | |
(n_samples, (n_features * n_classes)) | |
Transformed input. | |
""" | |
from ..model_selection import KFold, StratifiedKFold # avoid circular import | |
X_ordinal, X_known_mask, y_encoded, n_categories = self._fit_encodings_all(X, y) | |
# The cv splitter is voluntarily restricted to *KFold to enforce non | |
# overlapping validation folds, otherwise the fit_transform output will | |
# not be well-specified. | |
if self.target_type_ == "continuous": | |
cv = KFold(self.cv, shuffle=self.shuffle, random_state=self.random_state) | |
else: | |
cv = StratifiedKFold( | |
self.cv, shuffle=self.shuffle, random_state=self.random_state | |
) | |
# If 'multiclass' multiply axis=1 by num classes else keep shape the same | |
if self.target_type_ == "multiclass": | |
X_out = np.empty( | |
(X_ordinal.shape[0], X_ordinal.shape[1] * len(self.classes_)), | |
dtype=np.float64, | |
) | |
else: | |
X_out = np.empty_like(X_ordinal, dtype=np.float64) | |
for train_idx, test_idx in cv.split(X, y): | |
X_train, y_train = X_ordinal[train_idx, :], y_encoded[train_idx] | |
y_train_mean = np.mean(y_train, axis=0) | |
if self.target_type_ == "multiclass": | |
encodings = self._fit_encoding_multiclass( | |
X_train, | |
y_train, | |
n_categories, | |
y_train_mean, | |
) | |
else: | |
encodings = self._fit_encoding_binary_or_continuous( | |
X_train, | |
y_train, | |
n_categories, | |
y_train_mean, | |
) | |
self._transform_X_ordinal( | |
X_out, | |
X_ordinal, | |
~X_known_mask, | |
test_idx, | |
encodings, | |
y_train_mean, | |
) | |
return X_out | |
def transform(self, X): | |
"""Transform X with the target encoding. | |
.. note:: | |
`fit(X, y).transform(X)` does not equal `fit_transform(X, y)` because a | |
:term:`cross fitting` scheme is used in `fit_transform` for encoding. | |
See the :ref:`User Guide <target_encoder>`. for details. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
The data to determine the categories of each feature. | |
Returns | |
------- | |
X_trans : ndarray of shape (n_samples, n_features) or \ | |
(n_samples, (n_features * n_classes)) | |
Transformed input. | |
""" | |
X_ordinal, X_known_mask = self._transform( | |
X, handle_unknown="ignore", force_all_finite="allow-nan" | |
) | |
# If 'multiclass' multiply axis=1 by num of classes else keep shape the same | |
if self.target_type_ == "multiclass": | |
X_out = np.empty( | |
(X_ordinal.shape[0], X_ordinal.shape[1] * len(self.classes_)), | |
dtype=np.float64, | |
) | |
else: | |
X_out = np.empty_like(X_ordinal, dtype=np.float64) | |
self._transform_X_ordinal( | |
X_out, | |
X_ordinal, | |
~X_known_mask, | |
slice(None), | |
self.encodings_, | |
self.target_mean_, | |
) | |
return X_out | |
def _fit_encodings_all(self, X, y): | |
"""Fit a target encoding with all the data.""" | |
# avoid circular import | |
from ..preprocessing import ( | |
LabelBinarizer, | |
LabelEncoder, | |
) | |
check_consistent_length(X, y) | |
self._fit(X, handle_unknown="ignore", force_all_finite="allow-nan") | |
if self.target_type == "auto": | |
accepted_target_types = ("binary", "multiclass", "continuous") | |
inferred_type_of_target = type_of_target(y, input_name="y") | |
if inferred_type_of_target not in accepted_target_types: | |
raise ValueError( | |
"Unknown label type: Target type was inferred to be " | |
f"{inferred_type_of_target!r}. Only {accepted_target_types} are " | |
"supported." | |
) | |
self.target_type_ = inferred_type_of_target | |
else: | |
self.target_type_ = self.target_type | |
self.classes_ = None | |
if self.target_type_ == "binary": | |
label_encoder = LabelEncoder() | |
y = label_encoder.fit_transform(y) | |
self.classes_ = label_encoder.classes_ | |
elif self.target_type_ == "multiclass": | |
label_binarizer = LabelBinarizer() | |
y = label_binarizer.fit_transform(y) | |
self.classes_ = label_binarizer.classes_ | |
else: # continuous | |
y = _check_y(y, y_numeric=True, estimator=self) | |
self.target_mean_ = np.mean(y, axis=0) | |
X_ordinal, X_known_mask = self._transform( | |
X, handle_unknown="ignore", force_all_finite="allow-nan" | |
) | |
n_categories = np.fromiter( | |
(len(category_for_feature) for category_for_feature in self.categories_), | |
dtype=np.int64, | |
count=len(self.categories_), | |
) | |
if self.target_type_ == "multiclass": | |
encodings = self._fit_encoding_multiclass( | |
X_ordinal, | |
y, | |
n_categories, | |
self.target_mean_, | |
) | |
else: | |
encodings = self._fit_encoding_binary_or_continuous( | |
X_ordinal, | |
y, | |
n_categories, | |
self.target_mean_, | |
) | |
self.encodings_ = encodings | |
return X_ordinal, X_known_mask, y, n_categories | |
def _fit_encoding_binary_or_continuous( | |
self, X_ordinal, y, n_categories, target_mean | |
): | |
"""Learn target encodings.""" | |
if self.smooth == "auto": | |
y_variance = np.var(y) | |
encodings = _fit_encoding_fast_auto_smooth( | |
X_ordinal, | |
y, | |
n_categories, | |
target_mean, | |
y_variance, | |
) | |
else: | |
encodings = _fit_encoding_fast( | |
X_ordinal, | |
y, | |
n_categories, | |
self.smooth, | |
target_mean, | |
) | |
return encodings | |
def _fit_encoding_multiclass(self, X_ordinal, y, n_categories, target_mean): | |
"""Learn multiclass encodings. | |
Learn encodings for each class (c) then reorder encodings such that | |
the same features (f) are grouped together. `reorder_index` enables | |
converting from: | |
f0_c0, f1_c0, f0_c1, f1_c1, f0_c2, f1_c2 | |
to: | |
f0_c0, f0_c1, f0_c2, f1_c0, f1_c1, f1_c2 | |
""" | |
n_features = self.n_features_in_ | |
n_classes = len(self.classes_) | |
encodings = [] | |
for i in range(n_classes): | |
y_class = y[:, i] | |
encoding = self._fit_encoding_binary_or_continuous( | |
X_ordinal, | |
y_class, | |
n_categories, | |
target_mean[i], | |
) | |
encodings.extend(encoding) | |
reorder_index = ( | |
idx | |
for start in range(n_features) | |
for idx in range(start, (n_classes * n_features), n_features) | |
) | |
return [encodings[idx] for idx in reorder_index] | |
def _transform_X_ordinal( | |
self, | |
X_out, | |
X_ordinal, | |
X_unknown_mask, | |
row_indices, | |
encodings, | |
target_mean, | |
): | |
"""Transform X_ordinal using encodings. | |
In the multiclass case, `X_ordinal` and `X_unknown_mask` have column | |
(axis=1) size `n_features`, while `encodings` has length of size | |
`n_features * n_classes`. `feat_idx` deals with this by repeating | |
feature indices by `n_classes` E.g., for 3 features, 2 classes: | |
0,0,1,1,2,2 | |
Additionally, `target_mean` is of shape (`n_classes`,) so `mean_idx` | |
cycles through 0 to `n_classes` - 1, `n_features` times. | |
""" | |
if self.target_type_ == "multiclass": | |
n_classes = len(self.classes_) | |
for e_idx, encoding in enumerate(encodings): | |
# Repeat feature indices by n_classes | |
feat_idx = e_idx // n_classes | |
# Cycle through each class | |
mean_idx = e_idx % n_classes | |
X_out[row_indices, e_idx] = encoding[X_ordinal[row_indices, feat_idx]] | |
X_out[X_unknown_mask[:, feat_idx], e_idx] = target_mean[mean_idx] | |
else: | |
for e_idx, encoding in enumerate(encodings): | |
X_out[row_indices, e_idx] = encoding[X_ordinal[row_indices, e_idx]] | |
X_out[X_unknown_mask[:, e_idx], e_idx] = target_mean | |
def get_feature_names_out(self, input_features=None): | |
"""Get output feature names for transformation. | |
Parameters | |
---------- | |
input_features : array-like of str or None, default=None | |
Not used, present here for API consistency by convention. | |
Returns | |
------- | |
feature_names_out : ndarray of str objects | |
Transformed feature names. `feature_names_in_` is used unless it is | |
not defined, in which case the following input feature names are | |
generated: `["x0", "x1", ..., "x(n_features_in_ - 1)"]`. | |
When `type_of_target_` is "multiclass" the names are of the format | |
'<feature_name>_<class_name>'. | |
""" | |
check_is_fitted(self, "n_features_in_") | |
feature_names = _check_feature_names_in(self, input_features) | |
if self.target_type_ == "multiclass": | |
feature_names = [ | |
f"{feature_name}_{class_name}" | |
for feature_name in feature_names | |
for class_name in self.classes_ | |
] | |
return np.asarray(feature_names, dtype=object) | |
else: | |
return feature_names | |
def _more_tags(self): | |
return { | |
"requires_y": True, | |
} | |