SuperModelingFactory 0.7.0__tar.gz → 0.7.1__tar.gz

{supermodelingfactory-0.7.0 → supermodelingfactory-0.7.1}/Modeling_Tool/Feature/Feature_Insights.py

@@ -417,14 +417,38 @@ class CorrelationFilter:
         self.correlated_dict = {}
         self.filtered_varlist = []
         self._corr_matrix_cache = None
+        self._corr_matrix_excluded = set()
         self._metric_summary_cache = None
 
+    def _corr_matrix_frame(self, varlist):
+        # 0.7.0-R1: numeric-subset correlation base. A pure-numeric varlist is
+        # byte-identical to the legacy self.data[varlist].corr() path. Non-numeric
+        # cols (raw Pearson is undefined) are excluded and tracked in
+        # self._corr_matrix_excluded; _high_corr_pairs reindexes them back as NaN
+        # rows/cols so they survive the corr stage instead of crashing the float
+        # cast. At most one raw-value UserWarning per matrix build (no WOE binner).
+        non_numeric = [c for c in varlist if not pd.api.types.is_numeric_dtype(self.data[c])]
+        if not non_numeric:
+            self._corr_matrix_excluded = set()
+            return self.data[varlist]
+        self._corr_matrix_excluded = set(non_numeric)
+        warnings.warn(
+            f"raw-value correlation skips {len(non_numeric)} non-numeric "
+            f"feature(s) {non_numeric[:5]}; they are kept through the corr "
+            f"stage. Set corr_use_woe_bins=True to correlate categorical "
+            f"features via their WOE encoding.",
+            UserWarning,
+            stacklevel=2,
+        )
+        selected = [c for c in varlist if c not in self._corr_matrix_excluded]
+        return self.data[selected]
+
     def _high_corr_pairs(self, varlist):
         if (
             self._corr_matrix_cache is None
-            or not set(varlist).issubset(self._corr_matrix_cache.columns)
+            or not (set(varlist) <= set(self._corr_matrix_cache.columns) | self._corr_matrix_excluded)
         ):
-            self._corr_matrix_cache = self.data[varlist].corr(method=self.method)
+            self._corr_matrix_cache = self._corr_matrix_frame(varlist).corr(method=self.method)
         matrix = self._corr_matrix_cache.reindex(index=varlist, columns=varlist)
         values = matrix.to_numpy(dtype=float)
         row_idx, col_idx = np.triu_indices(len(varlist), k=1)
@@ -561,7 +585,7 @@ class CorrelationFilter:
         >>> filter_analyzer = CorrelationFilter(df, 'target')
         >>> keep_vars = filter_analyzer.remove_highly_correlated(['var1', 'var2', 'var3'])
         """
-        self._corr_matrix_cache = self.data[varlist].corr(method=self.method)
+        self._corr_matrix_cache = self._corr_matrix_frame(varlist).corr(method=self.method)
         self._metric_summary_cache = None
         self._metric_summary(varlist)
         last_keep_list = self.filter_single_iteration(varlist)

{supermodelingfactory-0.7.0 → supermodelingfactory-0.7.1}/Modeling_Tool/Feature/WOE_Engine_Feature_Patch.py

@@ -467,14 +467,81 @@ class CorrelationFilter:
         self.correlated_dict = {}
         self.filtered_varlist = []
         self._corr_matrix_cache = None
+        self._corr_matrix_excluded = set()
         self._metric_summary_cache = None
 
+    def _corr_matrix_frame(self, varlist):
+        # 0.7.0-R1: mixed correlation base. Numeric cols stay raw so a
+        # pure-numeric varlist is byte-identical to the legacy .corr() path;
+        # non-numeric cols are WOE-encoded via the screening binner
+        # (corr_use_woe_bins semantics) and renamed back to raw names. Cols that
+        # cannot be encoded go to self._corr_matrix_excluded: they leave the
+        # matrix and survive the corr stage as NaN rows/cols once _high_corr_pairs
+        # reindexes them back in (same as the weighted raw precedent). At most one
+        # UserWarning per matrix build.
+        non_numeric = [c for c in varlist if not pd.api.types.is_numeric_dtype(self.data[c])]
+        if not non_numeric:
+            self._corr_matrix_excluded = set()
+            return self.data[varlist]
+
+        encoded = {}
+        excluded = set()
+        if self.woe_binner is not None:
+            suffix = str(getattr(self.woe_binner, "woe_suffix", "_woe"))
+            try:
+                adapter = as_woe_engine(self.woe_binner, woe_suffix=suffix)
+            except TypeError as exc:
+                raise TypeError(
+                    "corr_use_woe_bins=True routed categorical feature(s) through "
+                    "the screening WOE engine at the corr stage, but the supplied "
+                    "woe_binner is an Unsupported WOE engine. Expected WOE_Master, "
+                    "MonotoneWOEBinner, or WOEEngineAdapter."
+                ) from exc
+            suffix = adapter.woe_suffix
+            try:
+                tx = adapter.transform(self.data.copy(), varlist=non_numeric, suffix=suffix)
+            except (TypeError, ValueError, KeyError, AttributeError, np.linalg.LinAlgError):
+                tx = None
+            for name in non_numeric:
+                column = f"{name}{suffix}"
+                if tx is not None and column in tx.columns and pd.api.types.is_numeric_dtype(tx[column]):
+                    encoded[name] = tx[column].to_numpy()
+                else:
+                    excluded.add(name)
+            if excluded:
+                excluded_list = [c for c in non_numeric if c in excluded]
+                warnings.warn(
+                    f"corr_use_woe_bins=True could not WOE-encode {len(excluded)} "
+                    f"feature(s) {excluded_list[:5]}; they are excluded from the "
+                    f"correlation matrix and kept through the corr stage. Refit the "
+                    f"screening WOE engine to cover them.",
+                    UserWarning,
+                    stacklevel=2,
+                )
+        else:
+            excluded = set(non_numeric)
+            warnings.warn(
+                f"raw-value correlation skips {len(non_numeric)} non-numeric "
+                f"feature(s) {non_numeric[:5]}; they are kept through the corr "
+                f"stage. Set corr_use_woe_bins=True to correlate categorical "
+                f"features via their WOE encoding.",
+                UserWarning,
+                stacklevel=2,
+            )
+
+        self._corr_matrix_excluded = excluded
+        selected = [c for c in varlist if c not in excluded]
+        frame = self.data[selected].copy()
+        for name, values in encoded.items():
+            frame[name] = values
+        return frame
+
     def _high_corr_pairs(self, varlist):
         if (
             self._corr_matrix_cache is None
-            or not set(varlist).issubset(self._corr_matrix_cache.columns)
+            or not (set(varlist) <= set(self._corr_matrix_cache.columns) | self._corr_matrix_excluded)
         ):
-            self._corr_matrix_cache = self.data[varlist].corr(method=self.method)
+            self._corr_matrix_cache = self._corr_matrix_frame(varlist).corr(method=self.method)
         matrix = self._corr_matrix_cache.reindex(index=varlist, columns=varlist)
         values = matrix.to_numpy(dtype=float)
         row_idx, col_idx = np.triu_indices(len(varlist), k=1)
@@ -562,7 +629,7 @@ class CorrelationFilter:
             self.filtered_varlist = getattr(self._base, "filtered_varlist", [])
             return result
 
-        self._corr_matrix_cache = self.data[varlist].corr(method=self.method)
+        self._corr_matrix_cache = self._corr_matrix_frame(varlist).corr(method=self.method)
         self._metric_summary_cache = None
         self._metric_summary(varlist)
         last_keep_list = self.filter_single_iteration(varlist)

{supermodelingfactory-0.7.0 → supermodelingfactory-0.7.1}/Modeling_Tool/__init__.py

@@ -1,7 +1,7 @@
 # encoding: utf-8
 
 __author__ = "Jingkai Sun"
-__version__ = "0.7.0"
+__version__ = "0.7.1"
 
 from ._utils import SMF_MISSING_BIN
 

{supermodelingfactory-0.7.0 → supermodelingfactory-0.7.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: SuperModelingFactory
-Version: 0.7.0
+Version: 0.7.1
 Summary: Credit risk modeling factory: WOE binning, scorecards, LightGBM, Excel reporting.
 Home-page: https://github.com/Kyle-J-Sun/SuperModelingFactory
 Author: Kyle Sun
@@ -265,7 +265,7 @@ em.close_workbook()
 
 ## 版本
 
-- **Version**: 0.7.0
+- **Version**: 0.7.1
 - **Author**: Jingkai Sun
 
 ## 许可证

{supermodelingfactory-0.7.0 → supermodelingfactory-0.7.1}/README.md

@@ -208,7 +208,7 @@ em.close_workbook()
 
 ## 版本
 
-- **Version**: 0.7.0
+- **Version**: 0.7.1
 - **Author**: Jingkai Sun
 
 ## 许可证

{supermodelingfactory-0.7.0 → supermodelingfactory-0.7.1}/SuperModelingFactory.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: SuperModelingFactory
-Version: 0.7.0
+Version: 0.7.1
 Summary: Credit risk modeling factory: WOE binning, scorecards, LightGBM, Excel reporting.
 Home-page: https://github.com/Kyle-J-Sun/SuperModelingFactory
 Author: Kyle Sun
@@ -265,7 +265,7 @@ em.close_workbook()
 
 ## 版本
 
-- **Version**: 0.7.0
+- **Version**: 0.7.1
 - **Author**: Jingkai Sun
 
 ## 许可证

{supermodelingfactory-0.7.0 → supermodelingfactory-0.7.1}/pyproject.toml

@@ -12,7 +12,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "SuperModelingFactory"
-version = "0.7.0"
+version = "0.7.1"
 description = "Credit risk modeling factory: WOE binning, scorecards, LightGBM, Excel reporting."
 readme = "README.md"
 requires-python = ">=3.10"

{supermodelingfactory-0.7.0 → supermodelingfactory-0.7.1}/setup.py

@@ -15,7 +15,7 @@ def _read(path: str) -> str:
 
 setup(
     name="SuperModelingFactory",
-    version=os.environ.get("SMF_VERSION", "0.7.0"),
+    version=os.environ.get("SMF_VERSION", "0.7.1"),
     description="Credit risk modeling factory: WOE binning, scorecards, LightGBM, Excel reporting.",
     long_description=_read("README.md"),
     long_description_content_type="text/markdown",