module Eps class BaseEstimator def initialize(data = nil, y = nil, **options) @options = options.dup # TODO better pattern - don't pass most options to train options.delete(:intercept) @trained = false train(data, y, **options) if data end def predict(data) _predict(data, false) end def predict_probability(data) _predict(data, true) end def evaluate(data, y = nil, target: nil, weight: nil) data, target = prep_data(data, y, target || @target, weight) Eps.metrics(data.label, predict(data), weight: data.weight) end def to_pmml @pmml ||= PMML.generate(self) end def self.load_pmml(pmml) model = new model.instance_variable_set("@evaluator", PMML.load(pmml)) model.instance_variable_set("@pmml", pmml.respond_to?(:to_xml) ? pmml.to_xml : pmml) # cache data model end def summary(extended: false) raise "Summary not available for loaded models" unless @trained str = String.new("") if @validation_set y_true = @validation_set.label y_pred = predict(@validation_set) case @target_type when "numeric" metric_name = "RMSE" v = Metrics.rmse(y_true, y_pred, weight: @validation_set.weight) metric_value = v.round >= 1000 ? v.round.to_s : "%.3g" % v else metric_name = "accuracy" metric_value = "%.1f%%" % (100 * Metrics.accuracy(y_true, y_pred, weight: @validation_set.weight)).round(1) end str << "Validation %s: %s\n\n" % [metric_name, metric_value] end str << _summary(extended: extended) str end private def _predict(data, probabilities) singular = data.is_a?(Hash) data = [data] if singular data = Eps::DataFrame.new(data) @evaluator.features.each do |k, type| values = data.columns[k] raise ArgumentError, "Missing column: #{k}" if !values column_type = Utils.column_type(values.compact, k) if values if !column_type.nil? if (type == "numeric" && column_type != "numeric") || (type != "numeric" && column_type != "categorical") raise ArgumentError, "Bad type for column #{k}: Expected #{type} but got #{column_type}" end end # TODO check for unknown values for categorical features end predictions = @evaluator.predict(data, probabilities: probabilities) singular ? predictions.first : predictions end def train(data, y = nil, target: nil, weight: nil, split: nil, validation_set: nil, verbose: nil, text_features: nil, early_stopping: nil) data, @target = prep_data(data, y, target, weight) @target_type = Utils.column_type(data.label, @target) if split.nil? split = data.size >= 30 end # cross validation # TODO adjust based on weight if split && !validation_set split = {} if split == true split = {column: split} unless split.is_a?(Hash) split_p = 1 - (split[:validation_size] || 0.25) if split[:column] split_column = split[:column].to_s times = data.columns.delete(split_column) check_missing(times, split_column) split_index = (times.size * split_p).round split_time = split[:value] || times.sort[split_index] train_idx, validation_idx = (0...data.size).to_a.partition { |i| times[i] < split_time } else if split[:shuffle] != false rng = Random.new(0) # seed random number generator train_idx, validation_idx = (0...data.size).to_a.partition { rng.rand < split_p } else split_index = (data.size * split_p).round train_idx, validation_idx = (0...data.size).to_a.partition { |i| i < split_index } end end end # determine feature types @features = {} data.columns.each do |k, v| @features[k] = Utils.column_type(v.compact, k) end # determine text features if not specified if text_features.nil? text_features = [] @features.each do |k, type| next if type != "categorical" values = data.columns[k].compact next unless values.first.is_a?(String) # not boolean values = values.reject(&:empty?) count = values.count # check if spaces # two spaces is rough approximation for 3 words # TODO make more performant if values.count { |v| v.count(" ") >= 2 } > 0.5 * count text_features << k end end end # prep text features @text_features = {} (text_features || {}).each do |k, v| @features[k.to_s] = "text" # same output as scikit-learn CountVectorizer # except for max_features @text_features[k.to_s] = { tokenizer: /\W+/, min_length: 2, max_features: 100 }.merge(v || {}) end if split && !validation_set @train_set = data[train_idx] validation_set = data[validation_idx] else @train_set = data.dup if validation_set raise "Target required for validation set" unless target raise "Weight required for validation set" if data.weight && !weight validation_set, _ = prep_data(validation_set, nil, @target, weight) end end raise "No data in training set" if @train_set.empty? raise "No data in validation set" if validation_set && validation_set.empty? @validation_set = validation_set @evaluator = _train(verbose: verbose, early_stopping: early_stopping) # reset pmml @pmml = nil @trained = true nil end def prep_data(data, y, target, weight) data = Eps::DataFrame.new(data) # target target = (target || "target").to_s y ||= data.columns.delete(target) check_missing(y, target) data.label = y.to_a # weight if weight weight = if weight.respond_to?(:to_a) weight.to_a else data.columns.delete(weight.to_s) end check_missing(weight, "weight") data.weight = weight.to_a end check_data(data) [data, target] end def prep_text_features(train_set) @text_encoders = {} @text_features.each do |k, v| # reset vocabulary v.delete(:vocabulary) # TODO determine max features automatically # start based on number of rows encoder = Eps::TextEncoder.new(**v) counts = encoder.fit(train_set.columns.delete(k)) encoder.vocabulary.each do |word| train_set.columns[[k, word]] = [0] * counts.size end counts.each_with_index do |ci, i| ci.each do |word, count| word_key = [k, word] train_set.columns[word_key][i] = 1 if train_set.columns.key?(word_key) end end @text_encoders[k] = encoder # update vocabulary v[:vocabulary] = encoder.vocabulary end raise "No features left" if train_set.columns.empty? end def check_data(data) raise "No data" if data.empty? raise "Number of data points differs from target" if data.size != data.label.size raise "Number of data points differs from weight" if data.weight && data.size != data.weight.size end def check_missing(c, name) raise ArgumentError, "Missing column: #{name}" if !c raise ArgumentError, "Missing values in column #{name}" if c.any?(&:nil?) end def check_missing_value(df) df.columns.each do |k, v| check_missing(v, k) end end def display_field(k) if k.is_a?(Array) if @features[k.first] == "text" "#{k.first}(#{k.last})" else k.join("=") end else k end end end end