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Traktor/myenv/Lib/site-packages/sklearn/preprocessing/_target_encoder.py

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2024-05-26 05:12:46 +02:00
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
@_fit_context(prefer_skip_nested_validation=True)
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
@_fit_context(prefer_skip_nested_validation=True)
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,
}
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