Source code for category_encoders.target_encoder

"""Target Encoder"""
import numpy as np
import pandas as pd
from scipy.special import expit
from category_encoders.ordinal import OrdinalEncoder
import category_encoders.utils as util

__author__ = 'chappers'

[docs]class TargetEncoder(util.BaseEncoder, util.SupervisedTransformerMixin): """Target encoding for categorical features. Supported targets: binomial and continuous. For polynomial target support, see PolynomialWrapper. For the case of categorical target: features are replaced with a blend of posterior probability of the target given particular categorical value and the prior probability of the target over all the training data. For the case of continuous target: features are replaced with a blend of the expected value of the target given particular categorical value and the expected value of the target over all the training data. Parameters ---------- verbose: int integer indicating verbosity of the output. 0 for none. cols: list a list of columns to encode, if None, all string columns will be encoded. drop_invariant: bool boolean for whether or not to drop columns with 0 variance. return_df: bool boolean for whether to return a pandas DataFrame from transform (otherwise it will be a numpy array). handle_missing: str options are 'error', 'return_nan' and 'value', defaults to 'value', which returns the target mean. handle_unknown: str options are 'error', 'return_nan' and 'value', defaults to 'value', which returns the target mean. min_samples_leaf: int For regularization the weighted average between category mean and global mean is taken. The weight is an S-shaped curve between 0 and 1 with the number of samples for a category on the x-axis. The curve reaches 0.5 at min_samples_leaf. (parameter k in the original paper) smoothing: float smoothing effect to balance categorical average vs prior. Higher value means stronger regularization. The value must be strictly bigger than 0. Higher values mean a flatter S-curve (see min_samples_leaf). hierarchy: dict or dataframe A dictionary or a dataframe to define the hierarchy for mapping. If a dictionary, this contains a dict of columns to map into hierarchies. Dictionary key(s) should be the column name from X which requires mapping. For multiple hierarchical maps, this should be a dictionary of dictionaries. If dataframe: a dataframe defining columns to be used for the hierarchies. Column names must take the form: HIER_colA_1, ... HIER_colA_N, HIER_colB_1, ... HIER_colB_M, ... where [colA, colB, ...] are given columns in cols list. 1:N and 1:M define the hierarchy for each column where 1 is the highest hierarchy (top of the tree). A single column or multiple can be used, as relevant. Examples ------- >>> from category_encoders import * >>> import pandas as pd >>> from sklearn.datasets import fetch_openml >>> display_cols = ["Id", "MSSubClass", "MSZoning", "LotFrontage", "YearBuilt", "Heating", "CentralAir"] >>> bunch = fetch_openml(name="house_prices", as_frame=True) >>> y = > 200000 >>> X = pd.DataFrame(, columns=bunch.feature_names)[display_cols] >>> enc = TargetEncoder(cols=['CentralAir', 'Heating'], min_samples_leaf=20, smoothing=10).fit(X, y) >>> numeric_dataset = enc.transform(X) >>> print( <class 'pandas.core.frame.DataFrame'> RangeIndex: 1460 entries, 0 to 1459 Data columns (total 7 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 Id 1460 non-null float64 1 MSSubClass 1460 non-null float64 2 MSZoning 1460 non-null object 3 LotFrontage 1201 non-null float64 4 YearBuilt 1460 non-null float64 5 Heating 1460 non-null float64 6 CentralAir 1460 non-null float64 dtypes: float64(6), object(1) memory usage: 80.0+ KB None >>> from category_encoders.datasets import load_compass >>> X, y = load_compass() >>> hierarchical_map = {'compass': {'N': ('N', 'NE'), 'S': ('S', 'SE'), 'W': 'W'}} >>> enc = TargetEncoder(verbose=1, smoothing=2, min_samples_leaf=2, hierarchy=hierarchical_map, cols=['compass']).fit(X.loc[:,['compass']], y) >>> hierarchy_dataset = enc.transform(X.loc[:,['compass']]) >>> print(hierarchy_dataset['compass'].values) [0.62263617 0.62263617 0.90382995 0.90382995 0.90382995 0.17660024 0.17660024 0.46051953 0.46051953 0.46051953 0.46051953 0.40332791 0.40332791 0.40332791 0.40332791 0.40332791] >>> X, y = load_postcodes('binary') >>> cols = ['postcode'] >>> HIER_cols = ['HIER_postcode_1','HIER_postcode_2','HIER_postcode_3','HIER_postcode_4'] >>> enc = TargetEncoder(verbose=1, smoothing=2, min_samples_leaf=2, hierarchy=X[HIER_cols], cols=['postcode']).fit(X['postcode'], y) >>> hierarchy_dataset = enc.transform(X['postcode']) >>> print(hierarchy_dataset.loc[0:10, 'postcode'].values) [0.75063473 0.90208756 0.88328833 0.77041254 0.68891504 0.85012847 0.76772574 0.88742357 0.7933824 0.63776756 0.9019973 ] References ---------- .. [1] A Preprocessing Scheme for High-Cardinality Categorical Attributes in Classification and Prediction Problems, from """ prefit_ordinal = True encoding_relation = util.EncodingRelation.ONE_TO_ONE def __init__(self, verbose=0, cols=None, drop_invariant=False, return_df=True, handle_missing='value', handle_unknown='value', min_samples_leaf=20, smoothing=10, hierarchy=None): super().__init__(verbose=verbose, cols=cols, drop_invariant=drop_invariant, return_df=return_df, handle_unknown=handle_unknown, handle_missing=handle_missing) self.ordinal_encoder = None self.min_samples_leaf = min_samples_leaf self.smoothing = smoothing self.mapping = None self._mean = None if isinstance(hierarchy, (dict, pd.DataFrame)) and cols is None: raise ValueError('Hierarchy is defined but no columns are named for encoding') if isinstance(hierarchy, dict): self.hierarchy = {} self.hierarchy_depth = {} for switch in hierarchy: flattened_hierarchy = util.flatten_reverse_dict(hierarchy[switch]) hierarchy_check = self._check_dict_key_tuples(flattened_hierarchy) self.hierarchy_depth[switch] = hierarchy_check[1] if not hierarchy_check[0]: raise ValueError('Hierarchy mapping contains different levels for key "' + switch + '"') self.hierarchy[switch] = {(k if isinstance(t, tuple) else t): v for t, v in flattened_hierarchy.items() for k in t} elif isinstance(hierarchy, pd.DataFrame): self.hierarchy = hierarchy self.hierarchy_depth = {} for col in self.cols: HIER_cols = self.hierarchy.columns[self.hierarchy.columns.str.startswith(f'HIER_{col}')].tolist() HIER_levels = [int(i.replace(f'HIER_{col}_', '')) for i in HIER_cols] if np.array_equal(sorted(HIER_levels), np.arange(1, max(HIER_levels)+1)): self.hierarchy_depth[col] = max(HIER_levels) else: raise ValueError(f'Hierarchy columns are not complete for column {col}') elif hierarchy is None: self.hierarchy = hierarchy else: raise ValueError('Given hierarchy mapping is neither a dictionary nor a dataframe') self.cols_hier = [] def _check_dict_key_tuples(self, d): min_tuple_size = min(len(v) for v in d.values()) max_tuple_size = max(len(v) for v in d.values()) return min_tuple_size == max_tuple_size, min_tuple_size def _fit(self, X, y, **kwargs): if isinstance(self.hierarchy, dict): X_hier = pd.DataFrame() for switch in self.hierarchy: if switch in self.cols: colnames = [f'HIER_{str(switch)}_{str(i + 1)}' for i in range(self.hierarchy_depth[switch])] df = pd.DataFrame(X[str(switch)].map(self.hierarchy[str(switch)]).tolist(), index=X.index, columns=colnames) X_hier = pd.concat([X_hier, df], axis=1) elif isinstance(self.hierarchy, pd.DataFrame): X_hier = self.hierarchy if isinstance(self.hierarchy, (dict, pd.DataFrame)): enc_hier = OrdinalEncoder( verbose=self.verbose, cols=X_hier.columns, handle_unknown='value', handle_missing='value' ) enc_hier = X_hier_ordinal = enc_hier.transform(X_hier) self.ordinal_encoder = OrdinalEncoder( verbose=self.verbose, cols=self.cols, handle_unknown='value', handle_missing='value' ) self.ordinal_encoder = X_ordinal = self.ordinal_encoder.transform(X) if self.hierarchy is not None: self.mapping = self.fit_target_encoding(pd.concat([X_ordinal, X_hier_ordinal], axis=1), y) else: self.mapping = self.fit_target_encoding(X_ordinal, y) def fit_target_encoding(self, X, y): mapping = {} prior = self._mean = y.mean() for switch in self.ordinal_encoder.category_mapping: col = switch.get('col') if 'HIER_' not in str(col): values = switch.get('mapping') scalar = prior if (isinstance(self.hierarchy, dict) and col in self.hierarchy) or \ (isinstance(self.hierarchy, pd.DataFrame)): for i in range(self.hierarchy_depth[col]): col_hier = 'HIER_'+str(col)+'_'+str(i+1) col_hier_m1 = col if i == self.hierarchy_depth[col]-1 else 'HIER_'+str(col)+'_'+str(i+2) if not X[col].equals(X[col_hier]) and len(X[col_hier].unique())>1: stats_hier = y.groupby(X[col_hier]).agg(['count', 'mean']) smoove_hier = self._weighting(stats_hier['count']) scalar_hier = scalar * (1 - smoove_hier) + stats_hier['mean'] * smoove_hier scalar_hier_long = X[[col_hier_m1, col_hier]].drop_duplicates() scalar_hier_long.index = np.arange(1, scalar_hier_long.shape[0]+1) scalar = scalar_hier_long[col_hier].map(scalar_hier.to_dict()) stats = y.groupby(X[col]).agg(['count', 'mean']) smoove = self._weighting(stats['count']) smoothing = scalar * (1 - smoove) + stats['mean'] * smoove if self.handle_unknown == 'return_nan': smoothing.loc[-1] = np.nan elif self.handle_unknown == 'value': smoothing.loc[-1] = prior if self.handle_missing == 'return_nan': smoothing.loc[values.loc[np.nan]] = np.nan elif self.handle_missing == 'value': smoothing.loc[-2] = prior mapping[col] = smoothing return mapping def _transform(self, X, y=None): # Now X is the correct dimensions it works with pre fitted ordinal encoder X = self.ordinal_encoder.transform(X) if self.handle_unknown == 'error': if X[self.cols].isin([-1]).any().any(): raise ValueError('Unexpected categories found in dataframe') X = self.target_encode(X) return X def target_encode(self, X_in): X = X_in.copy(deep=True) # Was not mapping extra columns as self.featuer_names_in did not include new column for col in self.cols: X[col] = X[col].map(self.mapping[col]) return X def _weighting(self, n): # monotonically increasing function of n bounded between 0 and 1 # sigmoid in this case, using scipy.expit for numerical stability return expit((n - self.min_samples_leaf) / self.smoothing)