Mastercard / dump /1_Transformations.py
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import streamlit as st
import pandas as pd
import plotly.express as px
import plotly.graph_objects as go
from Eda_functions import format_numbers
import numpy as np
import pickle
from st_aggrid import AgGrid
from st_aggrid import GridOptionsBuilder,GridUpdateMode
from utilities import set_header,load_local_css
from st_aggrid import GridOptionsBuilder
import time
import itertools
import statsmodels.api as sm
import numpy as npc
import re
import itertools
from sklearn.metrics import mean_absolute_error, r2_score,mean_absolute_percentage_error
from sklearn.preprocessing import MinMaxScaler
import os
import matplotlib.pyplot as plt
from statsmodels.stats.outliers_influence import variance_inflation_factor
st.set_option('deprecation.showPyplotGlobalUse', False)
from datetime import datetime
import seaborn as sns
from Data_prep_functions import *
st.set_page_config(
page_title="Model Build",
page_icon=":shark:",
layout="wide",
initial_sidebar_state='collapsed'
)
load_local_css('styles.css')
set_header()
st.title('1. Build Your Model')
# media_data=pd.read_csv('Media_data_for_model.csv')
media_data=pd.read_csv('Media_data_for_model_dma_level.csv')
date=media_data['Date']
st.session_state['date']=date
revenue=media_data['Total Approved Accounts - Revenue']
media_data.drop(['Total Approved Accounts - Revenue'],axis=1,inplace=True)
media_data.drop(['Date'],axis=1,inplace=True)
media_data.reset_index(drop=True,inplace=True)
media_data.dropna(inplace=True)
if st.toggle('Apply Transformations on DMA/Panel Level'):
dma=st.selectbox('Select the Level of data ',[ col for col in media_data.columns if col.lower() in ['dma','panel']])
else:
""" code to aggregate data on date """
dma=None
# dma_dict={ dm:media_data[media_data[dma]==dm] for dm in media_data[dma].unique()}
# st.write(dma_dict)
st.markdown('## Select the Range of Transformations')
columns = st.columns(2)
old_shape=media_data.shape
if "old_shape" not in st.session_state:
st.session_state['old_shape']=old_shape
with columns[0]:
slider_value_adstock = st.slider('Select Adstock Range (only applied to media)', 0.0, 1.0, (0.2, 0.4), step=0.1, format="%.2f")
with columns[1]:
slider_value_lag = st.slider('Select Lag Range (applied to media, seasonal, macroeconomic variables)', 1, 7, (1, 3), step=1)
# with columns[2]:
# slider_value_power=st.slider('Select Power range (only applied to media )',0,4,(1,2),step=1)
# with columns[1]:
# st.number_input('Select the range of half saturation point ',min_value=1,max_value=5)
# st.number_input('Select the range of ')
def lag(data,features,lags,dma=None):
if dma:
transformed_data=pd.concat([data.groupby([dma])[features].shift(lag).add_suffix(f'_lag_{lag}') for lag in lags],axis=1)
transformed_data=transformed_data.fillna(method='bfill')
return pd.concat([transformed_data,data],axis=1)
else:
''' data should be aggregated on date'''
transformed_data=pd.concat([data[features].shift(lag).add_suffix(f'_lag_{lag}') for lag in lags],axis=1)
transformed_data=transformed_data.fillna(method='bfill')
return pd.concat([transformed_data,data],axis=1)
#adstock
def adstock(df, alphas, cutoff, features,dma=None):
if dma:
transformed_data=pd.DataFrame()
for d in df[dma].unique():
dma_sub_df = df[df[dma] == d]
n = len(dma_sub_df)
weights = np.array([[[alpha**(i-j) if i >= j and j >= i-cutoff else 0. for j in range(n)] for i in range(n)] for alpha in alphas])
X = dma_sub_df[features].to_numpy()
res = pd.DataFrame(np.hstack(weights @ X),
columns=[f'{col}_adstock_{alpha}' for alpha in alphas for col in features])
transformed_data=pd.concat([transformed_data,res],axis=0)
transformed_data.reset_index(drop=True,inplace=True)
return pd.concat([transformed_data,df],axis=1)
else:
n = len(df)
weights = np.array([[[alpha**(i-j) if i >= j and j >= i-cutoff else 0. for j in range(n)] for i in range(n)] for alpha in alphas])
X = df[features].to_numpy()
res = pd.DataFrame(np.hstack(weights @ X),
columns=[f'{col}_adstock_{alpha}' for alpha in alphas for col in features])
return pd.concat([res,df],axis=1)
if 'media_data' not in st.session_state:
st.session_state['media_data']=pd.DataFrame()
variables_to_be_transformed=[col for col in media_data.columns if col.lower() not in ['dma','panel'] ] # change for buckets
if st.button('Apply Transformations'):
with st.spinner('Applying Transformations'):
transformed_data_lag=lag(media_data,features=variables_to_be_transformed,lags=np.arange(slider_value_lag[0],slider_value_lag[1]+1,1),dma=dma)
variables_to_be_transformed=[col for col in list(transformed_data_lag.columns) if col not in ['Date','DMA','Panel']] #change for buckets
transformed_data_adstock=adstock(df=transformed_data_lag, alphas=np.arange(slider_value_adstock[0],slider_value_adstock[1]+0.1,0.1), cutoff=8, features=variables_to_be_transformed,dma=dma)
st.success('Done')
st.write(f'old shape {old_shape}, new shape {transformed_data_adstock.shape}')
st.write(media_data.head(10))
st.write(transformed_data_adstock)
st.write(transformed_data_adstock.isnull().sum().sort_values(ascending=False))
# st.write(dma_dict)
# st.session_state['media_data']=media_data
# with st.spinner('Applying Transformations'):
# time.sleep(2)
# st.success("Transformations complete!")
# if st.session_state['media_data'].shape[1]>old_shape[1]:
# with columns[0]:
# st.write(f'Total no.of variables before transformation: {old_shape[1]}, Total no.of variables after transformation: {st.session_state["media_data"].shape[1]}')
# #st.write(f'Total no.of variables after transformation: {st.session_state["media_data"].shape[1]}')
# bucket=['paid_search', 'kwai','indicacao','infleux', 'influencer','FB: Level Achieved - Tier 1 Impressions',
# ' FB: Level Achieved - Tier 2 Impressions','paid_social_others',
# ' GA App: Will And Cid Pequena Baixo Risco Clicks',
# 'digital_tactic_others',"programmatic"
# ]
# with columns[1]:
# if st.button('Create Combinations of Variables'):
# top_3_correlated_features=[]
# for col in st.session_state['media_data'].columns[:19]:
# corr_df=pd.concat([st.session_state['media_data'].filter(regex=col),
# revenue],axis=1).corr()['Total Approved Accounts - Revenue'].iloc[:-1]
# top_3_correlated_features.append(list(corr_df.sort_values(ascending=False).head(2).index))
# flattened_list = [item for sublist in top_3_correlated_features for item in sublist]
# all_features_set={var:[col for col in flattened_list if var in col] for var in bucket}
# channels_all=[values for values in all_features_set.values()]
# st.session_state['combinations'] = list(itertools.product(*channels_all))
# # if 'combinations' not in st.session_state:
# # st.session_state['combinations']=combinations_all
# st.session_state['final_selection']=st.session_state['combinations']
# revenue.reset_index(drop=True,inplace=True)
# if 'Model_results' not in st.session_state:
# st.session_state['Model_results']={'Model_object':[],
# 'Model_iteration':[],
# 'Feature_set':[],
# 'MAPE':[],
# 'R2':[],
# 'ADJR2':[]
# }
# #if st.button('Build Model'):
# if 'iterations' not in st.session_state:
# st.session_state['iterations']=1
# save_path = r"Model"
# with columns[1]:
# if "final_selection" in st.session_state:
# st.write(f'Total combinations created {format_numbers(len(st.session_state["final_selection"]))}')
# st.success('Done')
# if st.checkbox('Build all iterations'):
# iterations=len(st.session_state['final_selection'])
# else:
# iterations = st.number_input('Select the number of iterations to perform', min_value=1, step=100, value=st.session_state['iterations'])
# st.session_state['iterations']=iterations
# st.session_state['media_data']=st.session_state['media_data'].fillna(method='ffill')
# if st.button("Build Models"):
# st.markdown('Data Split -- Training Period: May 9th, 2023 - October 5th,2023 , Testing Period: October 6th, 2023 - November 7th, 2023 ')
# progress_bar = st.progress(0) # Initialize the progress bar
# #time_remaining_text = st.empty() # Create an empty space for time remaining text
# start_time = time.time() # Record the start time
# progress_text = st.empty()
# #time_elapsed_text = st.empty()
# for i, selected_features in enumerate(st.session_state["final_selection"][40000:40000+int(iterations)]):
# df = st.session_state['media_data']
# fet = [var for var in selected_features if len(var) > 0]
# X = df[fet]
# y = revenue
# ss = MinMaxScaler()
# X = pd.DataFrame(ss.fit_transform(X), columns=X.columns)
# X = sm.add_constant(X)
# X_train=X.iloc[:150]
# X_test=X.iloc[150:]
# y_train=y.iloc[:150]
# y_test=y.iloc[150:]
# model = sm.OLS(y_train, X_train).fit()
# # st.write(fet)
# positive_coeff=X.columns
# negetive_coeff=[]
# coefficients=model.params.to_dict()
# model_possitive=[col for col in coefficients.keys() if coefficients[col]>0]
# # st.write(positive_coeff)
# # st.write(model_possitive)
# pvalues=[var for var in list(model.pvalues) if var<=0.06]
# if (len(model_possitive)/len(selected_features))>0.9 and (len(pvalues)/len(selected_features))>=0.8:
# predicted_values = model.predict(X_train)
# mape = mean_absolute_percentage_error(y_train, predicted_values)
# adjr2 = model.rsquared_adj
# r2 = model.rsquared
# filename = os.path.join(save_path, f"model_{i}.pkl")
# with open(filename, "wb") as f:
# pickle.dump(model, f)
# # with open(r"C:\Users\ManojP\Documents\MMM\simopt\Model\model.pkl", 'rb') as file:
# # model = pickle.load(file)
# st.session_state['Model_results']['Model_object'].append(filename)
# st.session_state['Model_results']['Model_iteration'].append(i)
# st.session_state['Model_results']['Feature_set'].append(fet)
# st.session_state['Model_results']['MAPE'].append(mape)
# st.session_state['Model_results']['R2'].append(r2)
# st.session_state['Model_results']['ADJR2'].append(adjr2)
# current_time = time.time()
# time_taken = current_time - start_time
# time_elapsed_minutes = time_taken / 60
# completed_iterations_text = f"{i + 1}/{iterations}"
# progress_bar.progress((i + 1) / int(iterations))
# progress_text.text(f'Completed iterations: {completed_iterations_text},Time Elapsed (min): {time_elapsed_minutes:.2f}')
# st.write(f'Out of {st.session_state["iterations"]} iterations : {len(st.session_state["Model_results"]["Model_object"])} valid models')
# pd.DataFrame(st.session_state['Model_results']).to_csv('model_output.csv')
# def to_percentage(value):
# return f'{value * 100:.1f}%'
# st.title('2. Select Models')
# if 'tick' not in st.session_state:
# st.session_state['tick']=False
# if st.checkbox('Show results of top 10 models (based on MAPE and Adj. R2)',value=st.session_state['tick']):
# st.session_state['tick']=True
# st.write('Select one model iteration to generate performance metrics for it:')
# data=pd.DataFrame(st.session_state['Model_results'])
# data.sort_values(by=['MAPE'],ascending=False,inplace=True)
# data.drop_duplicates(subset='Model_iteration',inplace=True)
# top_10=data.head(10)
# top_10['Rank']=np.arange(1,len(top_10)+1,1)
# top_10[['MAPE','R2','ADJR2']]=np.round(top_10[['MAPE','R2','ADJR2']],4).applymap(to_percentage)
# top_10_table = top_10[['Rank','Model_iteration','MAPE','ADJR2','R2']]
# #top_10_table.columns=[['Rank','Model Iteration Index','MAPE','Adjusted R2','R2']]
# gd=GridOptionsBuilder.from_dataframe(top_10_table)
# gd.configure_pagination(enabled=True)
# gd.configure_selection(use_checkbox=True)
# gridoptions=gd.build()
# table = AgGrid(top_10,gridOptions=gridoptions,update_mode=GridUpdateMode.SELECTION_CHANGED)
# selected_rows=table.selected_rows
# # if st.session_state["selected_rows"] != selected_rows:
# # st.session_state["build_rc_cb"] = False
# st.session_state["selected_rows"] = selected_rows
# if 'Model' not in st.session_state:
# st.session_state['Model']={}
# if len(selected_rows)>0:
# st.header('2.1 Results Summary')
# model_object=data[data['Model_iteration']==selected_rows[0]['Model_iteration']]['Model_object']
# features_set=data[data['Model_iteration']==selected_rows[0]['Model_iteration']]['Feature_set']
# with open(str(model_object.values[0]), 'rb') as file:
# model = pickle.load(file)
# st.write(model.summary())
# st.header('2.2 Actual vs. Predicted Plot')
# df=st.session_state['media_data']
# X=df[features_set.values[0]]
# X = sm.add_constant(X)
# y=revenue
# X_train=X.iloc[:150]
# X_test=X.iloc[150:]
# y_train=y.iloc[:150]
# y_test=y.iloc[150:]
# ss = MinMaxScaler()
# X_train = pd.DataFrame(ss.fit_transform(X_train), columns=X_train.columns)
# st.session_state['X']=X_train
# st.session_state['features_set']=features_set.values[0]
# metrics_table,line,actual_vs_predicted_plot=plot_actual_vs_predicted(date, y_train, model.predict(X_train), model,target_column='Revenue')
# st.plotly_chart(actual_vs_predicted_plot,use_container_width=True)
# st.markdown('## 2.3 Residual Analysis')
# columns=st.columns(2)
# with columns[0]:
# fig=plot_residual_predicted(y_train,model.predict(X_train),X_train)
# st.plotly_chart(fig)
# with columns[1]:
# st.empty()
# fig = qqplot(y_train,model.predict(X_train))
# st.plotly_chart(fig)
# with columns[0]:
# fig=residual_distribution(y_train,model.predict(X_train))
# st.pyplot(fig)
# vif_data = pd.DataFrame()
# # X=X.drop('const',axis=1)
# vif_data["Variable"] = X_train.columns
# vif_data["VIF"] = [variance_inflation_factor(X_train.values, i) for i in range(X_train.shape[1])]
# vif_data.sort_values(by=['VIF'],ascending=False,inplace=True)
# vif_data=np.round(vif_data)
# vif_data['VIF']=vif_data['VIF'].astype(float)
# st.header('2.4 Variance Inflation Factor (VIF)')
# #st.dataframe(vif_data)
# color_mapping = {
# 'darkgreen': (vif_data['VIF'] < 3),
# 'orange': (vif_data['VIF'] >= 3) & (vif_data['VIF'] <= 10),
# 'darkred': (vif_data['VIF'] > 10)
# }
# # Create a horizontal bar plot
# fig, ax = plt.subplots()
# fig.set_figwidth(10) # Adjust the width of the figure as needed
# # Sort the bars by descending VIF values
# vif_data = vif_data.sort_values(by='VIF', ascending=False)
# # Iterate through the color mapping and plot bars with corresponding colors
# for color, condition in color_mapping.items():
# subset = vif_data[condition]
# bars = ax.barh(subset["Variable"], subset["VIF"], color=color, label=color)
# # Add text annotations on top of the bars
# for bar in bars:
# width = bar.get_width()
# ax.annotate(f'{width:}', xy=(width, bar.get_y() + bar.get_height() / 2), xytext=(5, 0),
# textcoords='offset points', va='center')
# # Customize the plot
# ax.set_xlabel('VIF Values')
# #ax.set_title('2.4 Variance Inflation Factor (VIF)')
# #ax.legend(loc='upper right')
# # Display the plot in Streamlit
# st.pyplot(fig)
# with st.expander('Results Summary Test data'):
# ss = MinMaxScaler()
# X_test = pd.DataFrame(ss.fit_transform(X_test), columns=X_test.columns)
# st.header('2.2 Actual vs. Predicted Plot')
# metrics_table,line,actual_vs_predicted_plot=plot_actual_vs_predicted(date, y_test, model.predict(X_test), model,target_column='Revenue')
# st.plotly_chart(actual_vs_predicted_plot,use_container_width=True)
# st.markdown('## 2.3 Residual Analysis')
# columns=st.columns(2)
# with columns[0]:
# fig=plot_residual_predicted(revenue,model.predict(X_test),X_test)
# st.plotly_chart(fig)
# with columns[1]:
# st.empty()
# fig = qqplot(revenue,model.predict(X_test))
# st.plotly_chart(fig)
# with columns[0]:
# fig=residual_distribution(revenue,model.predict(X_test))
# st.pyplot(fig)
# value=False
# if st.checkbox('Save this model to tune',key='build_rc_cb'):
# mod_name=st.text_input('Enter model name')
# if len(mod_name)>0:
# st.session_state['Model'][mod_name]={"Model_object":model,'feature_set':st.session_state['features_set'],'X_train':X_train}
# st.session_state['X_train']=X_train
# st.session_state['X_test']=X_test
# st.session_state['y_train']=y_train
# st.session_state['y_test']=y_test
# with open("best_models.pkl", "wb") as f:
# pickle.dump(st.session_state['Model'], f)
# st.success('Model saved!, Proceed next page to tune the model')
# value=False