@elaraai/east-py-datascience 0.0.2-beta.6 → 0.0.2-beta.61

package/dist/sklearn/sklearn.d.ts.map

@@ -1 +1 @@
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package/dist/sklearn/sklearn.js

@@ -18,6 +18,28 @@ import { NGBoostConfigType } from "../ngboost/ngboost.js";
 import { GPConfigType } from "../gp/gp.js";
 // Re-export shared types for convenience
 export { VectorType, MatrixType, LabelVectorType } from "../types.js";
+// ============================================================================
+// Class Weight Types
+// ============================================================================
+/**
+ * Mode for computing class weights.
+ */
+export const ClassWeightModeType = VariantType({
+    /** Weights are inversely proportional to class frequencies */
+    balanced: NullType,
+});
+// ============================================================================
+// Confusion Matrix Types
+// ============================================================================
+/**
+ * Result type for confusion matrix.
+ */
+export const ConfusionMatrixResultType = StructType({
+    /** Confusion matrix (n_classes x n_classes) */
+    matrix: MatrixType,
+    /** Class labels in order */
+    classes: LabelVectorType,
+});
 // Re-export config types used in RegressorChain
 export { XGBoostConfigType } from "../xgboost/xgboost.js";
 export { LightGBMConfigType } from "../lightgbm/lightgbm.js";
@@ -27,61 +49,78 @@ export { GPConfigType } from "../gp/gp.js";
 // Config Types
 // ============================================================================
 /**
- * Configuration for train/test split.
+ * Configuration for data splitting.
+ *
+ * Examples:
+ * - 2-way: split_sizes: [0.8, 0.2] -> train/test
+ * - 3-way: split_sizes: [0.7, 0.15, 0.15] -> train/val/test
+ * - 4-way: split_sizes: [0.6, 0.1, 0.15, 0.15] -> train/val/calib/test
  */
 export const SplitConfigType = StructType({
-    /** Proportion of data to include in test split (default 0.2) */
-    test_size: OptionType(FloatType),
-    /** Random seed for reproducibility */
-    random_state: OptionType(IntegerType),
-    /** Whether to shuffle data before splitting (default true) */
-    shuffle: OptionType(BooleanType),
-});
-/**
- * Configuration for 3-way train/val/test split.
- */
-export const ThreeWaySplitConfigType = StructType({
-    /** Proportion of data for validation (default 0.15) */
-    val_size: OptionType(FloatType),
-    /** Proportion of data for test/holdout (default 0.15) */
-    test_size: OptionType(FloatType),
+    /** Array of split proportions (must sum to 1.0). */
+    split_sizes: ArrayType(FloatType),
     /** Random seed for reproducibility */
     random_state: OptionType(IntegerType),
     /** Whether to shuffle data before splitting (default true) */
     shuffle: OptionType(BooleanType),
+    /**
+     * Stratification columns - controls proportional distribution across splits.
+     * Combined into compound strata. Each inner array is one column of labels.
+     * Note: Stratify does NOT guarantee overlap - use the overlap parameter for that.
+     */
+    stratify: OptionType(ArrayType(ArrayType(IntegerType))),
+    /**
+     * Columns that must have overlapping representation in all splits.
+     * Each column is checked independently - values that don't appear in all splits are rejected.
+     * Each inner array is one column of labels (same length as X).
+     */
+    overlap: OptionType(ArrayType(ArrayType(IntegerType))),
+    /**
+     * Multi-value overlap columns - each sample can have MULTIPLE values (a set).
+     * Structure: Array of columns, where each column is Array of samples, where each sample is Array of values.
+     * Ensures each unique value (across all samples) appears in all splits.
+     * Use this when a single sample can belong to multiple categories over time.
+     */
+    multi_overlap: OptionType(ArrayType(ArrayType(ArrayType(IntegerType)))),
+    /**
+     * Minimum samples per overlap value. Values with fewer samples are rejected. (default = n_splits)
+     * This ensures enough samples to distribute across all splits.
+     */
+    min_overlap: OptionType(IntegerType),
 });
 // ============================================================================
 // Result Types
 // ============================================================================
 /**
- * Result of train/test split.
+ * Result of data splitting.
  */
 export const SplitResultType = StructType({
-    /** Training features */
-    X_train: MatrixType,
-    /** Test features */
-    X_test: MatrixType,
-    /** Training labels */
-    y_train: VectorType,
-    /** Test labels */
-    y_test: VectorType,
+    /** Array of feature matrices, one per split (in order of split_sizes) */
+    X_splits: ArrayType(MatrixType),
+    /** Array of target matrices, one per split (in order of split_sizes) */
+    Y_splits: ArrayType(MatrixType),
+    /** Indices of rows rejected due to rare stratify classes or missing overlap values */
+    rejected_indices: ArrayType(IntegerType),
+});
+/**
+ * Configuration for categorical overlap filtering.
+ */
+export const OverlapConfigType = StructType({
+    /** Which column indices in the feature matrix are categorical */
+    cat_indices: ArrayType(IntegerType),
 });
 /**
- * Result of 3-way train/val/test split.
- */
-export const ThreeWaySplitResultType = StructType({
-    /** Training features */
-    X_train: MatrixType,
-    /** Validation features */
-    X_val: MatrixType,
-    /** Test/holdout features */
-    X_test: MatrixType,
-    /** Training targets (matrix) */
-    Y_train: MatrixType,
-    /** Validation targets (matrix) */
-    Y_val: MatrixType,
-    /** Test/holdout targets (matrix) */
-    Y_test: MatrixType,
+ * Result of overlap filtering.
+ */
+export const OverlapResultType = StructType({
+    /** Filtered feature matrices (one per target, rows with unseen categories removed) */
+    X_filtered: ArrayType(MatrixType),
+    /** Filtered target matrices (one per target, filtered in sync with X) */
+    Y_filtered: ArrayType(MatrixType),
+    /** Number of rejected rows per target */
+    rejected_counts: ArrayType(IntegerType),
+    /** Per categorical column, the sorted list of known values from the reference */
+    known_categories: ArrayType(ArrayType(IntegerType)),
 });
 // ============================================================================
 // Flexible Metrics Types
@@ -106,6 +145,14 @@ export const RegressionMetricType = VariantType({
     max_error: NullType,
     /** Median Absolute Error - sklearn.metrics.median_absolute_error */
     median_ae: NullType,
+    /** Mean Error (bias) - mean(pred - true), should be ~0 for unbiased predictions */
+    mean_error: NullType,
+    /** Pinball Loss - proper scoring rule for quantile regression (requires alpha parameter) */
+    pinball_loss: FloatType,
+    /** Huber Loss - robust to outliers (requires delta parameter, default 1.0) */
+    huber: FloatType,
+    /** Mean Tweedie Deviance - for skewed distributions (requires power parameter) */
+    mean_tweedie_deviance: FloatType,
 });
 /**
  * Single metric result (scalar value).
@@ -154,6 +201,17 @@ export const MultiMetricResultType = StructType({
  * Result containing multiple computed metrics (multi-target).
  */
 export const MultiMetricsResultType = ArrayType(MultiMetricResultType);
+/**
+ * Weights type for Cohen's Kappa score.
+ */
+export const CohenKappaWeightsType = VariantType({
+    /** No weighting (default) */
+    none: NullType,
+    /** Linear weighting - penalizes disagreements linearly */
+    linear: NullType,
+    /** Quadratic weighting - penalizes disagreements quadratically */
+    quadratic: NullType,
+});
 /**
  * Available classification metrics from sklearn.metrics.
  */
@@ -170,8 +228,8 @@ export const ClassificationMetricType = VariantType({
     f1: NullType,
     /** Matthews Correlation Coefficient - sklearn.metrics.matthews_corrcoef */
     matthews_corrcoef: NullType,
-    /** Cohen's Kappa - sklearn.metrics.cohen_kappa_score */
-    cohen_kappa: NullType,
+    /** Cohen's Kappa - sklearn.metrics.cohen_kappa_score (with optional weights) */
+    cohen_kappa: CohenKappaWeightsType,
     /** Jaccard Score - sklearn.metrics.jaccard_score */
     jaccard: NullType,
 });
@@ -188,6 +246,24 @@ export const ClassificationAverageType = VariantType({
     /** Only for binary classification */
     binary: NullType,
 });
+/**
+ * Multi-class strategy for ROC AUC.
+ */
+export const RocAucMultiClassType = VariantType({
+    /** One-vs-rest (OvR) - computes AUC of each class against all others */
+    ovr: NullType,
+    /** One-vs-one (OvO) - computes pairwise AUC and averages */
+    ovo: NullType,
+});
+/**
+ * Configuration for ROC AUC score.
+ */
+export const RocAucConfigType = StructType({
+    /** Multi-class strategy (default: ovr) */
+    multi_class: OptionType(RocAucMultiClassType),
+    /** Averaging strategy for multi-class: 'macro' or 'weighted' (default: macro) */
+    average: OptionType(ClassificationAverageType),
+});
 /**
  * Configuration for classification metrics.
  */
@@ -258,6 +334,27 @@ export const SklearnModelBlobType = VariantType({
         /** Number of input features */
         n_features: IntegerType,
     }),
+    /** RobustScaler model */
+    robust_scaler: StructType({
+        /** ONNX model bytes */
+        onnx: BlobType,
+        /** Number of input features */
+        n_features: IntegerType,
+    }),
+    /** LabelEncoder model */
+    label_encoder: StructType({
+        /** Cloudpickle serialized encoder */
+        data: BlobType,
+        /** Number of unique classes */
+        n_classes: IntegerType,
+    }),
+    /** OrdinalEncoder model */
+    ordinal_encoder: StructType({
+        /** Cloudpickle serialized encoder */
+        data: BlobType,
+        /** Number of features */
+        n_features: IntegerType,
+    }),
     /** RegressorChain model */
     regressor_chain: StructType({
         /** Cloudpickle serialized chain */
@@ -302,14 +399,53 @@ export const RegressorChainConfigType = StructType({
 // Platform Functions
 // ============================================================================
 /**
- * Split arrays into train and test subsets.
+ * Split arrays into N subsets (train/test, train/val/test, etc.).
  *
  * @param X - Feature matrix
- * @param y - Target vector
- * @param config - Split configuration
- * @returns Split result with X_train, X_test, y_train, y_test
+ * @param Y - Target matrix
+ * @param config - Split configuration with split_sizes, stratify, overlap
+ * @returns Split result with X_splits, Y_splits arrays
+ *
+ * @example
+ * ```ts
+ * // 2-way split (train/test)
+ * const result = Sklearn.split(X, Y, { split_sizes: [0.8, 0.2], ... });
+ * const [X_train, X_test] = [result.X_splits.get(0n), result.X_splits.get(1n)];
+ *
+ * // 3-way split (train/val/test)
+ * const result = Sklearn.split(X, Y, { split_sizes: [0.7, 0.15, 0.15], ... });
+ *
+ * // With multi-column stratification
+ * const result = Sklearn.split(X, Y, {
+ *     split_sizes: [0.7, 0.15, 0.15],
+ *     stratify: variant('some', [origin_labels, category_labels]),
+ *     overlap: variant('some', [class_labels]),
+ * });
+ * ```
  */
-export const sklearn_train_test_split = East.platform("sklearn_train_test_split", [MatrixType, VectorType, SplitConfigType], SplitResultType);
+export const sklearn_split = East.platform("sklearn_split", [MatrixType, MatrixType, SplitConfigType], SplitResultType);
+/**
+ * Filter target matrices to only contain rows whose categorical values exist in the reference.
+ *
+ * Given a reference feature matrix (e.g. training data) and one or more target matrices
+ * (e.g. validation, calibration), removes rows from each target where any categorical
+ * column has a value not seen in the reference.
+ *
+ * @param X_reference - Reference feature matrix (defines known categories)
+ * @param X_targets - Array of target feature matrices to filter
+ * @param Y_targets - Array of target label matrices to filter in sync
+ * @param config - OverlapConfigType with cat_indices
+ * @returns OverlapResultType with X_filtered, Y_filtered, rejected_counts, known_categories
+ *
+ * @example
+ * ```ts
+ * // After per-head filtering, ensure val/calib only have categories seen in train
+ * const result = Sklearn.overlap(X_train, [X_val, X_calib], [Y_val, Y_calib], { cat_indices: cat_features });
+ * const X_val_clean = result.X_filtered.get(0n);
+ * const X_calib_clean = result.X_filtered.get(1n);
+ * ```
+ */
+export const sklearn_overlap = East.platform("sklearn_overlap", [MatrixType, ArrayType(MatrixType), ArrayType(MatrixType), OverlapConfigType], OverlapResultType);
 /**
  * Fit a StandardScaler to training data.
  *
@@ -344,6 +480,108 @@ export const sklearn_min_max_scaler_fit = East.platform("sklearn_min_max_scaler_
  * @returns Transformed feature matrix
  */
 export const sklearn_min_max_scaler_transform = East.platform("sklearn_min_max_scaler_transform", [SklearnModelBlobType, MatrixType], MatrixType);
+/**
+ * Fit a RobustScaler to training data.
+ *
+ * Scales features using statistics that are robust to outliers.
+ * Centers data using the median and scales using the interquartile range (IQR).
+ *
+ * @param X - Training feature matrix
+ * @returns Model blob containing fitted scaler
+ */
+export const sklearn_robust_scaler_fit = East.platform("sklearn_robust_scaler_fit", [MatrixType], SklearnModelBlobType);
+/**
+ * Transform data using a fitted RobustScaler.
+ *
+ * @param model - Fitted scaler model blob
+ * @param X - Feature matrix to transform
+ * @returns Transformed feature matrix
+ */
+export const sklearn_robust_scaler_transform = East.platform("sklearn_robust_scaler_transform", [SklearnModelBlobType, MatrixType], MatrixType);
+/**
+ * Fit a LabelEncoder to encode target labels.
+ *
+ * Encodes labels with values between 0 and n_classes-1.
+ *
+ * @param y - Target labels (1D integer array)
+ * @returns Model blob containing fitted encoder
+ */
+export const sklearn_label_encoder_fit = East.platform("sklearn_label_encoder_fit", [LabelVectorType], SklearnModelBlobType);
+/**
+ * Transform labels using a fitted LabelEncoder.
+ *
+ * @param model - Fitted encoder model blob
+ * @param y - Labels to transform
+ * @returns Encoded labels (0 to n_classes-1)
+ */
+export const sklearn_label_encoder_transform = East.platform("sklearn_label_encoder_transform", [SklearnModelBlobType, LabelVectorType], LabelVectorType);
+/**
+ * Inverse transform encoded labels back to original values.
+ *
+ * @param model - Fitted encoder model blob
+ * @param y - Encoded labels to inverse transform
+ * @returns Original label values
+ */
+export const sklearn_label_encoder_inverse_transform = East.platform("sklearn_label_encoder_inverse_transform", [SklearnModelBlobType, LabelVectorType], LabelVectorType);
+/**
+ * Fit an OrdinalEncoder to encode categorical features.
+ *
+ * Encodes categorical features as ordinal integers.
+ *
+ * @param X - Feature matrix with categorical values
+ * @returns Model blob containing fitted encoder
+ */
+export const sklearn_ordinal_encoder_fit = East.platform("sklearn_ordinal_encoder_fit", [MatrixType], SklearnModelBlobType);
+/**
+ * Transform features using a fitted OrdinalEncoder.
+ *
+ * @param model - Fitted encoder model blob
+ * @param X - Feature matrix to transform
+ * @returns Encoded feature matrix
+ */
+export const sklearn_ordinal_encoder_transform = East.platform("sklearn_ordinal_encoder_transform", [SklearnModelBlobType, MatrixType], MatrixType);
+/**
+ * Compute class weights for balanced training.
+ *
+ * Calculates weights inversely proportional to class frequencies,
+ * useful for handling class imbalance in classification tasks.
+ *
+ * @param mode - How to compute weights (balanced)
+ * @param y - Class labels (1D integer array)
+ * @returns Weights for each class (ordered by class index)
+ */
+export const sklearn_compute_class_weight = East.platform("sklearn_compute_class_weight", [ClassWeightModeType, LabelVectorType], VectorType);
+/**
+ * Compute confusion matrix for classification results.
+ *
+ * Returns a matrix where entry [i,j] is the number of samples
+ * with true label i that were predicted as label j.
+ *
+ * @param y_true - True class labels (1D integer array)
+ * @param y_pred - Predicted class labels (1D integer array)
+ * @returns Confusion matrix result with matrix and class labels
+ */
+export const sklearn_confusion_matrix = East.platform("sklearn_confusion_matrix", [LabelVectorType, LabelVectorType], ConfusionMatrixResultType);
+/**
+ * Compute ROC AUC score for classification results.
+ *
+ * For binary classification, pass probabilities for the positive class.
+ * For multi-class, pass probability matrix (n_samples x n_classes).
+ *
+ * @param y_true - True class labels (1D integer array)
+ * @param y_proba - Predicted probabilities (matrix: n_samples x n_classes)
+ * @param config - Configuration for multi-class handling
+ * @returns ROC AUC score
+ */
+export const sklearn_roc_auc_score = East.platform("sklearn_roc_auc_score", [LabelVectorType, MatrixType, RocAucConfigType], FloatType);
+/**
+ * Compute log loss (cross-entropy loss) for classification results.
+ *
+ * @param y_true - True class labels (1D integer array)
+ * @param y_proba - Predicted probabilities (matrix: n_samples x n_classes)
+ * @returns Log loss value
+ */
+export const sklearn_log_loss = East.platform("sklearn_log_loss", [LabelVectorType, MatrixType], FloatType);
 /**
  * Train a RegressorChain for multi-target regression.
  *
@@ -364,15 +602,6 @@ export const sklearn_regressor_chain_train = East.platform("sklearn_regressor_ch
  * @returns Predicted target matrix
  */
 export const sklearn_regressor_chain_predict = East.platform("sklearn_regressor_chain_predict", [SklearnModelBlobType, MatrixType], MatrixType);
-/**
- * Split arrays into train, validation, and test subsets.
- *
- * @param X - Feature matrix
- * @param Y - Target matrix (multi-target)
- * @param config - Split configuration with val_size and test_size
- * @returns Split result with X_train, X_val, X_test, Y_train, Y_val, Y_test
- */
-export const sklearn_train_val_test_split = East.platform("sklearn_train_val_test_split", [MatrixType, MatrixType, ThreeWaySplitConfigType], ThreeWaySplitResultType);
 /**
  * Compute regression metrics for single-target predictions.
  *
@@ -425,14 +654,22 @@ export const SklearnTypes = {
     MatrixType,
     /** Label vector type (array of integers) */
     LabelVectorType,
+    /** Class weight mode type */
+    ClassWeightModeType,
+    /** Confusion matrix result type */
+    ConfusionMatrixResultType,
+    /** ROC AUC multi-class strategy type */
+    RocAucMultiClassType,
+    /** ROC AUC configuration type */
+    RocAucConfigType,
     /** Split configuration type */
     SplitConfigType,
     /** Split result type */
     SplitResultType,
-    /** 3-way split configuration type */
-    ThreeWaySplitConfigType,
-    /** 3-way split result type */
-    ThreeWaySplitResultType,
+    /** Overlap configuration type */
+    OverlapConfigType,
+    /** Overlap result type */
+    OverlapResultType,
     /** Model blob type for sklearn models */
     ModelBlobType: SklearnModelBlobType,
     /** RegressorChain base estimator config type */
@@ -454,6 +691,8 @@ export const SklearnTypes = {
     MultiMetricResultType,
     /** Multi-target metrics result */
     MultiMetricsResultType,
+    /** Cohen's Kappa weights type */
+    CohenKappaWeightsType,
     /** Classification metric variant */
     ClassificationMetricType,
     /** Classification averaging type */
@@ -494,10 +733,10 @@ export const SklearnTypes = {
  * ```
  */
 export const Sklearn = {
-    /** Split arrays into train and test subsets */
-    trainTestSplit: sklearn_train_test_split,
-    /** Split arrays into train, validation, and test subsets */
-    trainValTestSplit: sklearn_train_val_test_split,
+    /** Split arrays into N subsets (train/test, train/val/test, etc.) */
+    split: sklearn_split,
+    /** Filter targets to only contain rows with categorical values seen in reference */
+    overlap: sklearn_overlap,
     /** Fit a StandardScaler to data */
     standardScalerFit: sklearn_standard_scaler_fit,
     /** Transform data using fitted StandardScaler */
@@ -506,6 +745,20 @@ export const Sklearn = {
     minMaxScalerFit: sklearn_min_max_scaler_fit,
     /** Transform data using fitted MinMaxScaler */
     minMaxScalerTransform: sklearn_min_max_scaler_transform,
+    /** Fit a RobustScaler to data */
+    robustScalerFit: sklearn_robust_scaler_fit,
+    /** Transform data using fitted RobustScaler */
+    robustScalerTransform: sklearn_robust_scaler_transform,
+    /** Fit a LabelEncoder to labels */
+    labelEncoderFit: sklearn_label_encoder_fit,
+    /** Transform labels using fitted LabelEncoder */
+    labelEncoderTransform: sklearn_label_encoder_transform,
+    /** Inverse transform encoded labels */
+    labelEncoderInverseTransform: sklearn_label_encoder_inverse_transform,
+    /** Fit an OrdinalEncoder to features */
+    ordinalEncoderFit: sklearn_ordinal_encoder_fit,
+    /** Transform features using fitted OrdinalEncoder */
+    ordinalEncoderTransform: sklearn_ordinal_encoder_transform,
     /** Compute regression metrics (single-target) */
     computeMetrics: sklearn_compute_metrics,
     /** Compute regression metrics (multi-target) */
@@ -514,6 +767,14 @@ export const Sklearn = {
     computeClassificationMetrics: sklearn_compute_classification_metrics,
     /** Compute classification metrics (multi-target) */
     computeClassificationMetricsMulti: sklearn_compute_classification_metrics_multi,
+    /** Compute class weights for balanced training */
+    computeClassWeight: sklearn_compute_class_weight,
+    /** Compute confusion matrix */
+    confusionMatrix: sklearn_confusion_matrix,
+    /** Compute ROC AUC score */
+    rocAucScore: sklearn_roc_auc_score,
+    /** Compute log loss (cross-entropy) */
+    logLoss: sklearn_log_loss,
     /** Train a RegressorChain for multi-target regression */
     regressorChainTrain: sklearn_regressor_chain_train,
     /** Predict using a fitted RegressorChain */