aplr 10.18.0__cp38-cp38-manylinux_2_27_x86_64.manylinux_2_28_x86_64.whl

aplr/__init__.py

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+from .aplr import *

aplr/aplr.py

@@ -0,0 +1,959 @@
+from typing import List, Callable, Optional, Dict, Union
+import numpy as np
+import pandas as pd
+import aplr_cpp
+import itertools
+
+FloatVector = np.ndarray
+FloatMatrix = np.ndarray
+IntVector = np.ndarray
+IntMatrix = np.ndarray
+
+
+class BaseAPLR:
+    def _validate_X_fit_rows(self, X):
+        """Checks if X has enough rows to be fitted."""
+        if (isinstance(X, np.ndarray) and X.shape[0] < 2) or (
+            isinstance(X, pd.DataFrame) and len(X) < 2
+        ):
+            raise ValueError("Input X must have at least 2 rows to be fitted.")
+
+    def _common_X_preprocessing(self, X, is_fitting: bool, X_names=None):
+        """Common preprocessing for fit and predict."""
+        is_dataframe_input = isinstance(X, pd.DataFrame)
+
+        if not is_dataframe_input:
+            try:
+                X_numeric = np.array(X, dtype=np.float64)
+            except (ValueError, TypeError) as e:
+                raise TypeError(
+                    "Input X must be numeric if not a pandas DataFrame."
+                ) from e
+            X = pd.DataFrame(X_numeric)
+            if is_fitting:
+                if X_names:
+                    X.columns = X_names
+                else:
+                    X.columns = [f"X{i}" for i in range(X.shape[1])]
+            elif hasattr(self, "X_names_") and len(self.X_names_) == X.shape[1]:
+                X.columns = self.X_names_
+        else:  # X is already a DataFrame
+            X = X.copy()  # Always copy to avoid modifying original
+            if not is_fitting and hasattr(self, "X_names_"):
+                # Check if input columns for prediction match training columns (before OHE)
+                if set(X.columns) != set(self.X_names_):
+                    raise ValueError(
+                        "Input columns for prediction do not match training columns."
+                    )
+                X = X[self.X_names_]  # Ensure order of original columns
+
+        if is_fitting:
+            self.X_names_ = list(X.columns)
+            self.categorical_features_ = list(
+                X.select_dtypes(include=["category", "object"]).columns
+            )
+
+        if self.categorical_features_:
+            X = pd.get_dummies(X, columns=self.categorical_features_, dummy_na=False)
+            if is_fitting:
+                self.ohe_columns_ = list(X.columns)
+            else:
+                missing_cols = set(self.ohe_columns_) - set(X.columns)
+                for c in missing_cols:
+                    X[c] = 0
+                X = X[self.ohe_columns_]  # Enforce column order
+
+        if is_fitting:
+            self.na_imputed_cols_ = [col for col in X.columns if X[col].isnull().any()]
+
+        if self.na_imputed_cols_:
+            for col in self.na_imputed_cols_:
+                X[col + "_missing"] = X[col].isnull().astype(int)
+
+        if not is_fitting:
+            for col in self.median_values_:
+                if col in X.columns:
+                    X[col] = X[col].fillna(self.median_values_[col])
+
+        return X
+
+    def _preprocess_X_fit(self, X, X_names, sample_weight):
+        if sample_weight.size > 0:
+            if sample_weight.ndim != 1:
+                raise ValueError("sample_weight must be a 1D array.")
+            if len(sample_weight) != X.shape[0]:
+                raise ValueError(
+                    "sample_weight must have the same number of rows as X."
+                )
+            if np.any(np.isnan(sample_weight)) or np.any(np.isinf(sample_weight)):
+                raise ValueError("sample_weight cannot contain nan or infinite values.")
+            if np.any(sample_weight < 0):
+                raise ValueError("sample_weight cannot contain negative values.")
+        X = self._common_X_preprocessing(X, is_fitting=True, X_names=X_names)
+        self.median_values_ = {}
+        numeric_cols_for_median = [col for col in X.columns if "_missing" not in col]
+        for col in numeric_cols_for_median:
+            missing_mask = X[col].isnull()
+
+            if sample_weight.size > 0:
+                valid_indices = ~missing_mask
+                col_data = X.loc[valid_indices, col]
+                col_weights = sample_weight[valid_indices]
+                if col_data.empty:
+                    median_val = 0
+                else:
+                    col_data_np = col_data.to_numpy()
+                    sort_indices = np.argsort(col_data_np, kind="stable")
+                    sorted_data = col_data_np[sort_indices]
+                    sorted_weights = col_weights[sort_indices]
+
+                    cumulative_weights = np.cumsum(sorted_weights)
+                    total_weight = cumulative_weights[-1]
+
+                    median_weight_index = np.searchsorted(
+                        cumulative_weights, total_weight / 2.0
+                    )
+                    if median_weight_index >= len(sorted_data):
+                        median_weight_index = len(sorted_data) - 1
+                    median_val = sorted_data[median_weight_index]
+            else:
+                median_val = X[col].median()
+
+            if pd.isna(median_val):
+                median_val = 0
+
+            self.median_values_[col] = median_val
+            X[col] = X[col].fillna(median_val)
+
+        self.final_training_columns_ = list(X.columns)
+        return X.values.astype(np.float64), list(X.columns)
+
+    def _preprocess_X_predict(self, X):
+        X = self._common_X_preprocessing(X, is_fitting=False)
+
+        if hasattr(self, "final_training_columns_"):
+            X = X[self.final_training_columns_]
+
+        return X.values.astype(np.float64)
+
+
+class APLRRegressor(BaseAPLR):
+    def __init__(
+        self,
+        m: int = 3000,
+        v: float = 0.5,
+        random_state: int = 0,
+        loss_function: str = "mse",
+        link_function: str = "identity",
+        n_jobs: int = 0,
+        cv_folds: int = 5,
+        bins: int = 300,
+        max_interaction_level: int = 1,
+        max_interactions: int = 100000,
+        min_observations_in_split: int = 4,
+        ineligible_boosting_steps_added: int = 15,
+        max_eligible_terms: int = 7,
+        verbosity: int = 0,
+        dispersion_parameter: float = 1.5,
+        validation_tuning_metric: str = "default",
+        quantile: float = 0.5,
+        calculate_custom_validation_error_function: Optional[
+            Callable[
+                [
+                    FloatVector,
+                    FloatVector,
+                    FloatVector,
+                    FloatVector,
+                    FloatMatrix,
+                ],
+                float,
+            ]
+        ] = None,
+        calculate_custom_loss_function: Optional[
+            Callable[
+                [
+                    FloatVector,
+                    FloatVector,
+                    FloatVector,
+                    FloatVector,
+                    FloatMatrix,
+                ],
+                float,
+            ]
+        ] = None,
+        calculate_custom_negative_gradient_function: Optional[
+            Callable[
+                [FloatVector, FloatVector, FloatVector, FloatMatrix],
+                FloatVector,
+            ]
+        ] = None,
+        calculate_custom_transform_linear_predictor_to_predictions_function: Optional[
+            Callable[[FloatVector], FloatVector]
+        ] = None,
+        calculate_custom_differentiate_predictions_wrt_linear_predictor_function: Optional[
+            Callable[[FloatVector], FloatVector]
+        ] = None,
+        boosting_steps_before_interactions_are_allowed: int = 0,
+        monotonic_constraints_ignore_interactions: bool = False,
+        group_mse_by_prediction_bins: int = 10,
+        group_mse_cycle_min_obs_in_bin: int = 30,
+        early_stopping_rounds: int = 200,
+        num_first_steps_with_linear_effects_only: int = 0,
+        penalty_for_non_linearity: float = 0.0,
+        penalty_for_interactions: float = 0.0,
+        max_terms: int = 0,
+        ridge_penalty: float = 0.0001,
+        mean_bias_correction: bool = False,
+        faster_convergence: bool = False,
+    ):
+        self.m = m
+        self.v = v
+        self.random_state = random_state
+        self.loss_function = loss_function
+        self.link_function = link_function
+        self.n_jobs = n_jobs
+        self.cv_folds = cv_folds
+        self.bins = bins
+        self.max_interaction_level = max_interaction_level
+        self.max_interactions = max_interactions
+        self.min_observations_in_split = min_observations_in_split
+        self.ineligible_boosting_steps_added = ineligible_boosting_steps_added
+        self.max_eligible_terms = max_eligible_terms
+        self.verbosity = verbosity
+        self.dispersion_parameter = dispersion_parameter
+        self.validation_tuning_metric = validation_tuning_metric
+        self.quantile = quantile
+        self.calculate_custom_validation_error_function = (
+            calculate_custom_validation_error_function
+        )
+        self.calculate_custom_loss_function = calculate_custom_loss_function
+        self.calculate_custom_negative_gradient_function = (
+            calculate_custom_negative_gradient_function
+        )
+        self.calculate_custom_transform_linear_predictor_to_predictions_function = (
+            calculate_custom_transform_linear_predictor_to_predictions_function
+        )
+        self.calculate_custom_differentiate_predictions_wrt_linear_predictor_function = (
+            calculate_custom_differentiate_predictions_wrt_linear_predictor_function
+        )
+        self.boosting_steps_before_interactions_are_allowed = (
+            boosting_steps_before_interactions_are_allowed
+        )
+        self.monotonic_constraints_ignore_interactions = (
+            monotonic_constraints_ignore_interactions
+        )
+        self.group_mse_by_prediction_bins = group_mse_by_prediction_bins
+        self.group_mse_cycle_min_obs_in_bin = group_mse_cycle_min_obs_in_bin
+        self.early_stopping_rounds = early_stopping_rounds
+        self.num_first_steps_with_linear_effects_only = (
+            num_first_steps_with_linear_effects_only
+        )
+        self.penalty_for_non_linearity = penalty_for_non_linearity
+        self.penalty_for_interactions = penalty_for_interactions
+        self.max_terms = max_terms
+        self.ridge_penalty = ridge_penalty
+        self.mean_bias_correction = mean_bias_correction
+        self.faster_convergence = faster_convergence
+
+        # Data transformations
+        self.median_values_ = {}
+        self.categorical_features_ = []
+        self.ohe_columns_ = []
+        self.na_imputed_cols_ = []
+        self.X_names_ = []
+
+        # Creating aplr_cpp and setting parameters
+        self.APLRRegressor = aplr_cpp.APLRRegressor()
+        self.__set_params_cpp()
+
+    # Sets parameters for aplr_cpp.APLRRegressor cpp object
+    def __set_params_cpp(self):
+        self.APLRRegressor.m = self.m
+        self.APLRRegressor.v = self.v
+        self.APLRRegressor.random_state = self.random_state
+        self.APLRRegressor.loss_function = self.loss_function
+        self.APLRRegressor.link_function = self.link_function
+        self.APLRRegressor.n_jobs = self.n_jobs
+        self.APLRRegressor.cv_folds = self.cv_folds
+        self.APLRRegressor.bins = self.bins
+        self.APLRRegressor.max_interaction_level = self.max_interaction_level
+        self.APLRRegressor.max_interactions = self.max_interactions
+        self.APLRRegressor.min_observations_in_split = self.min_observations_in_split
+        self.APLRRegressor.ineligible_boosting_steps_added = (
+            self.ineligible_boosting_steps_added
+        )
+        self.APLRRegressor.max_eligible_terms = self.max_eligible_terms
+        self.APLRRegressor.verbosity = self.verbosity
+        self.APLRRegressor.dispersion_parameter = self.dispersion_parameter
+        self.APLRRegressor.validation_tuning_metric = self.validation_tuning_metric
+        self.APLRRegressor.quantile = self.quantile
+        self.APLRRegressor.calculate_custom_validation_error_function = (
+            self.calculate_custom_validation_error_function
+        )
+        self.APLRRegressor.calculate_custom_loss_function = (
+            self.calculate_custom_loss_function
+        )
+        self.APLRRegressor.calculate_custom_negative_gradient_function = (
+            self.calculate_custom_negative_gradient_function
+        )
+        self.APLRRegressor.calculate_custom_transform_linear_predictor_to_predictions_function = (
+            self.calculate_custom_transform_linear_predictor_to_predictions_function
+        )
+        self.APLRRegressor.calculate_custom_differentiate_predictions_wrt_linear_predictor_function = (
+            self.calculate_custom_differentiate_predictions_wrt_linear_predictor_function
+        )
+        self.APLRRegressor.boosting_steps_before_interactions_are_allowed = (
+            self.boosting_steps_before_interactions_are_allowed
+        )
+        self.APLRRegressor.monotonic_constraints_ignore_interactions = (
+            self.monotonic_constraints_ignore_interactions
+        )
+        self.APLRRegressor.group_mse_by_prediction_bins = (
+            self.group_mse_by_prediction_bins
+        )
+        self.APLRRegressor.group_mse_cycle_min_obs_in_bin = (
+            self.group_mse_cycle_min_obs_in_bin
+        )
+        self.APLRRegressor.early_stopping_rounds = self.early_stopping_rounds
+        self.APLRRegressor.num_first_steps_with_linear_effects_only = (
+            self.num_first_steps_with_linear_effects_only
+        )
+        self.APLRRegressor.penalty_for_non_linearity = self.penalty_for_non_linearity
+        self.APLRRegressor.penalty_for_interactions = self.penalty_for_interactions
+        self.APLRRegressor.max_terms = self.max_terms
+        self.APLRRegressor.ridge_penalty = self.ridge_penalty
+        self.APLRRegressor.mean_bias_correction = self.mean_bias_correction
+        self.APLRRegressor.faster_convergence = self.faster_convergence
+
+    def fit(
+        self,
+        X: Union[pd.DataFrame, FloatMatrix],
+        y: FloatVector,
+        sample_weight: FloatVector = np.empty(0),
+        X_names: List[str] = [],
+        cv_observations: IntMatrix = np.empty([0, 0]),
+        prioritized_predictors_indexes: List[int] = [],
+        monotonic_constraints: List[int] = [],
+        group: FloatVector = np.empty(0),
+        interaction_constraints: List[List[int]] = [],
+        other_data: FloatMatrix = np.empty([0, 0]),
+        predictor_learning_rates: List[float] = [],
+        predictor_penalties_for_non_linearity: List[float] = [],
+        predictor_penalties_for_interactions: List[float] = [],
+        predictor_min_observations_in_split: List[int] = [],
+    ):
+        self._validate_X_fit_rows(X)
+        self.__set_params_cpp()
+        X_transformed, X_names_transformed = self._preprocess_X_fit(
+            X, X_names, sample_weight
+        )
+        self.APLRRegressor.fit(
+            X_transformed,
+            y,
+            sample_weight,
+            X_names_transformed,
+            cv_observations,
+            prioritized_predictors_indexes,
+            monotonic_constraints,
+            group,
+            interaction_constraints,
+            other_data,
+            predictor_learning_rates,
+            predictor_penalties_for_non_linearity,
+            predictor_penalties_for_interactions,
+            predictor_min_observations_in_split,
+        )
+
+    def predict(
+        self,
+        X: Union[pd.DataFrame, FloatMatrix],
+        cap_predictions_to_minmax_in_training: bool = True,
+    ) -> FloatVector:
+        if self.link_function == "custom_function":
+            self.APLRRegressor.calculate_custom_transform_linear_predictor_to_predictions_function = (
+                self.calculate_custom_transform_linear_predictor_to_predictions_function
+            )
+        X_transformed = self._preprocess_X_predict(X)
+        return self.APLRRegressor.predict(
+            X_transformed, cap_predictions_to_minmax_in_training
+        )
+
+    def set_term_names(self, X_names: List[str]):
+        self.APLRRegressor.set_term_names(X_names)
+
+    def calculate_feature_importance(
+        self,
+        X: Union[pd.DataFrame, FloatMatrix],
+        sample_weight: FloatVector = np.empty(0),
+    ) -> FloatVector:
+        X_transformed = self._preprocess_X_predict(X)
+        return self.APLRRegressor.calculate_feature_importance(
+            X_transformed, sample_weight
+        )
+
+    def calculate_term_importance(
+        self,
+        X: Union[pd.DataFrame, FloatMatrix],
+        sample_weight: FloatVector = np.empty(0),
+    ) -> FloatVector:
+        X_transformed = self._preprocess_X_predict(X)
+        return self.APLRRegressor.calculate_term_importance(
+            X_transformed, sample_weight
+        )
+
+    def calculate_local_feature_contribution(
+        self, X: Union[pd.DataFrame, FloatMatrix]
+    ) -> FloatMatrix:
+        X_transformed = self._preprocess_X_predict(X)
+        return self.APLRRegressor.calculate_local_feature_contribution(X_transformed)
+
+    def calculate_local_term_contribution(
+        self, X: Union[pd.DataFrame, FloatMatrix]
+    ) -> FloatMatrix:
+        X_transformed = self._preprocess_X_predict(X)
+        return self.APLRRegressor.calculate_local_term_contribution(X_transformed)
+
+    def calculate_local_contribution_from_selected_terms(
+        self, X: Union[pd.DataFrame, FloatMatrix], predictor_indexes: List[int]
+    ) -> FloatVector:
+        X_transformed = self._preprocess_X_predict(X)
+        return self.APLRRegressor.calculate_local_contribution_from_selected_terms(
+            X_transformed, predictor_indexes
+        )
+
+    def calculate_terms(self, X: Union[pd.DataFrame, FloatMatrix]) -> FloatMatrix:
+        X_transformed = self._preprocess_X_predict(X)
+        return self.APLRRegressor.calculate_terms(X_transformed)
+
+    def get_term_names(self) -> List[str]:
+        return self.APLRRegressor.get_term_names()
+
+    def get_term_affiliations(self) -> List[str]:
+        return self.APLRRegressor.get_term_affiliations()
+
+    def get_unique_term_affiliations(self) -> List[str]:
+        return self.APLRRegressor.get_unique_term_affiliations()
+
+    def get_base_predictors_in_each_unique_term_affiliation(self) -> List[List[int]]:
+        return self.APLRRegressor.get_base_predictors_in_each_unique_term_affiliation()
+
+    def get_term_coefficients(self) -> FloatVector:
+        return self.APLRRegressor.get_term_coefficients()
+
+    def get_validation_error_steps(self) -> FloatMatrix:
+        return self.APLRRegressor.get_validation_error_steps()
+
+    def get_feature_importance(self) -> FloatVector:
+        return self.APLRRegressor.get_feature_importance()
+
+    def get_term_importance(self) -> FloatVector:
+        return self.APLRRegressor.get_term_importance()
+
+    def get_term_main_predictor_indexes(self) -> IntVector:
+        return self.APLRRegressor.get_term_main_predictor_indexes()
+
+    def get_term_interaction_levels(self) -> IntVector:
+        return self.APLRRegressor.get_term_interaction_levels()
+
+    def get_intercept(self) -> float:
+        return self.APLRRegressor.get_intercept()
+
+    def get_optimal_m(self) -> int:
+        return self.APLRRegressor.get_optimal_m()
+
+    def get_validation_tuning_metric(self) -> str:
+        return self.APLRRegressor.get_validation_tuning_metric()
+
+    def get_main_effect_shape(self, predictor_index: int) -> Dict[float, float]:
+        return self.APLRRegressor.get_main_effect_shape(predictor_index)
+
+    def get_unique_term_affiliation_shape(
+        self,
+        unique_term_affiliation: str,
+        max_rows_before_sampling: int = 500000,
+        additional_points: int = 250,
+    ) -> FloatMatrix:
+        return self.APLRRegressor.get_unique_term_affiliation_shape(
+            unique_term_affiliation, max_rows_before_sampling, additional_points
+        )
+
+    def get_cv_error(self) -> float:
+        return self.APLRRegressor.get_cv_error()
+
+    def set_intercept(self, value: float):
+        self.APLRRegressor.set_intercept(value)
+
+    def plot_affiliation_shape(
+        self,
+        affiliation: str,
+        plot: bool = True,
+        save: bool = False,
+        path: str = "",
+    ):
+        """
+        Plots or saves the shape of a given unique term affiliation.
+
+        For main effects, it produces a line plot. For two-way interactions, it produces a heatmap.
+        Plotting for higher-order interactions is not supported.
+
+        :param affiliation: A string specifying which unique_term_affiliation to use.
+        :param plot: If True, displays the plot.
+        :param save: If True, saves the plot to a file.
+        :param path: The file path to save the plot. If empty and save is True, a default path will be used.
+        """
+        try:
+            import matplotlib.pyplot as plt
+        except ImportError:
+            raise ImportError("matplotlib is required for plotting. Please install it.")
+
+        all_affiliations = self.get_unique_term_affiliations()
+        if affiliation not in all_affiliations:
+            raise ValueError(
+                f"Affiliation '{affiliation}' not found in model. "
+                f"Available affiliations are: {all_affiliations}"
+            )
+
+        affiliation_index = all_affiliations.index(affiliation)
+
+        predictors_in_each_affiliation = (
+            self.get_base_predictors_in_each_unique_term_affiliation()
+        )
+        predictor_indexes_used = predictors_in_each_affiliation[affiliation_index]
+
+        shape = self.get_unique_term_affiliation_shape(affiliation)
+        if shape.shape[0] == 0:
+            print(f"No shape data available for affiliation '{affiliation}'.")
+            return
+
+        predictor_names = affiliation.split(" & ")
+
+        is_main_effect: bool = len(predictor_indexes_used) == 1
+        is_two_way_interaction: bool = len(predictor_indexes_used) == 2
+
+        if is_main_effect:
+            fig = plt.figure()
+            # Sort by predictor value for a clean line plot
+            sorted_indices = np.argsort(shape[:, 0])
+            plt.plot(shape[sorted_indices, 0], shape[sorted_indices, 1])
+            plt.xlabel(predictor_names[0])
+            plt.ylabel("Contribution to linear predictor")
+            plt.title(f"Main effect of {predictor_names[0]}")
+            plt.grid(True)
+        elif is_two_way_interaction:
+            fig = plt.figure(figsize=(8, 6))
+
+            # Get unique coordinates and their inverse mapping
+            y_unique, y_inv = np.unique(shape[:, 0], return_inverse=True)
+            x_unique, x_inv = np.unique(shape[:, 1], return_inverse=True)
+
+            # Create grid for sums and counts
+            grid_sums = np.zeros((len(y_unique), len(x_unique)))
+            grid_counts = np.zeros((len(y_unique), len(x_unique)))
+
+            # Populate sums and counts to later calculate the mean
+            np.add.at(grid_sums, (y_inv, x_inv), shape[:, 2])
+            np.add.at(grid_counts, (y_inv, x_inv), 1)
+
+            # Calculate mean, avoiding division by zero
+            with np.errstate(divide="ignore", invalid="ignore"):
+                pivot_table_values = np.true_divide(grid_sums, grid_counts)
+                # Where there's no data, pivot_table_values will be nan, which is fine for imshow.
+
+            plt.imshow(
+                pivot_table_values,
+                aspect="auto",
+                origin="lower",
+                extent=[
+                    x_unique.min(),
+                    x_unique.max(),
+                    y_unique.min(),
+                    y_unique.max(),
+                ],
+                cmap="Blues_r",
+            )
+            plt.colorbar(label="Contribution to the linear predictor")
+            plt.xlabel(predictor_names[1])
+            plt.ylabel(predictor_names[0])
+            plt.title(
+                f"Interaction between {predictor_names[0]} and {predictor_names[1]}"
+            )
+        else:
+            print(
+                f"Plotting for interaction level > 2 is not supported. Affiliation: {affiliation}"
+            )
+            return
+
+        if save:
+            save_path = path or f"shape_of_{affiliation.replace(' & ', '_')}.png"
+            plt.savefig(save_path)
+
+        if plot:
+            plt.show()
+
+        plt.close(fig)
+
+    def remove_provided_custom_functions(self):
+        self.APLRRegressor.remove_provided_custom_functions()
+        self.calculate_custom_validation_error_function = None
+        self.calculate_custom_loss_function = None
+        self.calculate_custom_negative_gradient_function = None
+
+    # For sklearn
+    def get_params(self, deep=True):
+        return {
+            "m": self.m,
+            "v": self.v,
+            "random_state": self.random_state,
+            "loss_function": self.loss_function,
+            "link_function": self.link_function,
+            "n_jobs": self.n_jobs,
+            "cv_folds": self.cv_folds,
+            "bins": self.bins,
+            "max_interaction_level": self.max_interaction_level,
+            "max_interactions": self.max_interactions,
+            "verbosity": self.verbosity,
+            "min_observations_in_split": self.min_observations_in_split,
+            "ineligible_boosting_steps_added": self.ineligible_boosting_steps_added,
+            "max_eligible_terms": self.max_eligible_terms,
+            "dispersion_parameter": self.dispersion_parameter,
+            "validation_tuning_metric": self.validation_tuning_metric,
+            "quantile": self.quantile,
+            "calculate_custom_validation_error_function": self.calculate_custom_validation_error_function,
+            "calculate_custom_loss_function": self.calculate_custom_loss_function,
+            "calculate_custom_negative_gradient_function": self.calculate_custom_negative_gradient_function,
+            "calculate_custom_transform_linear_predictor_to_predictions_function": self.calculate_custom_transform_linear_predictor_to_predictions_function,
+            "calculate_custom_differentiate_predictions_wrt_linear_predictor_function": self.calculate_custom_differentiate_predictions_wrt_linear_predictor_function,
+            "boosting_steps_before_interactions_are_allowed": self.boosting_steps_before_interactions_are_allowed,
+            "monotonic_constraints_ignore_interactions": self.monotonic_constraints_ignore_interactions,
+            "group_mse_by_prediction_bins": self.group_mse_by_prediction_bins,
+            "group_mse_cycle_min_obs_in_bin": self.group_mse_cycle_min_obs_in_bin,
+            "early_stopping_rounds": self.early_stopping_rounds,
+            "num_first_steps_with_linear_effects_only": self.num_first_steps_with_linear_effects_only,
+            "penalty_for_non_linearity": self.penalty_for_non_linearity,
+            "penalty_for_interactions": self.penalty_for_interactions,
+            "max_terms": self.max_terms,
+            "ridge_penalty": self.ridge_penalty,
+            "mean_bias_correction": self.mean_bias_correction,
+            "faster_convergence": self.faster_convergence,
+        }
+
+    # For sklearn
+    def set_params(self, **parameters):
+        for parameter, value in parameters.items():
+            setattr(self, parameter, value)
+        self.__set_params_cpp()
+        return self
+
+
+class APLRClassifier(BaseAPLR):
+    def __init__(
+        self,
+        m: int = 3000,
+        v: float = 0.5,
+        random_state: int = 0,
+        n_jobs: int = 0,
+        cv_folds: int = 5,
+        bins: int = 300,
+        verbosity: int = 0,
+        max_interaction_level: int = 1,
+        max_interactions: int = 100000,
+        min_observations_in_split: int = 4,
+        ineligible_boosting_steps_added: int = 15,
+        max_eligible_terms: int = 7,
+        boosting_steps_before_interactions_are_allowed: int = 0,
+        monotonic_constraints_ignore_interactions: bool = False,
+        early_stopping_rounds: int = 200,
+        num_first_steps_with_linear_effects_only: int = 0,
+        penalty_for_non_linearity: float = 0.0,
+        penalty_for_interactions: float = 0.0,
+        max_terms: int = 0,
+        ridge_penalty: float = 0.0001,
+    ):
+        self.m = m
+        self.v = v
+        self.random_state = random_state
+        self.n_jobs = n_jobs
+        self.cv_folds = cv_folds
+        self.bins = bins
+        self.verbosity = verbosity
+        self.max_interaction_level = max_interaction_level
+        self.max_interactions = max_interactions
+        self.min_observations_in_split = min_observations_in_split
+        self.ineligible_boosting_steps_added = ineligible_boosting_steps_added
+        self.max_eligible_terms = max_eligible_terms
+        self.boosting_steps_before_interactions_are_allowed = (
+            boosting_steps_before_interactions_are_allowed
+        )
+        self.monotonic_constraints_ignore_interactions = (
+            monotonic_constraints_ignore_interactions
+        )
+        self.early_stopping_rounds = early_stopping_rounds
+        self.num_first_steps_with_linear_effects_only = (
+            num_first_steps_with_linear_effects_only
+        )
+        self.penalty_for_non_linearity = penalty_for_non_linearity
+        self.penalty_for_interactions = penalty_for_interactions
+        self.max_terms = max_terms
+        self.ridge_penalty = ridge_penalty
+
+        # Data transformations
+        self.median_values_ = {}
+        self.categorical_features_ = []
+        self.ohe_columns_ = []
+        self.na_imputed_cols_ = []
+        self.X_names_ = []
+
+        # Creating aplr_cpp and setting parameters
+        self.APLRClassifier = aplr_cpp.APLRClassifier()
+        self.__set_params_cpp()
+
+    # Sets parameters for aplr_cpp.APLRClassifier cpp object
+    def __set_params_cpp(self):
+        self.APLRClassifier.m = self.m
+        self.APLRClassifier.v = self.v
+        self.APLRClassifier.random_state = self.random_state
+        self.APLRClassifier.n_jobs = self.n_jobs
+        self.APLRClassifier.cv_folds = self.cv_folds
+        self.APLRClassifier.bins = self.bins
+        self.APLRClassifier.verbosity = self.verbosity
+        self.APLRClassifier.max_interaction_level = self.max_interaction_level
+        self.APLRClassifier.max_interactions = self.max_interactions
+        self.APLRClassifier.min_observations_in_split = self.min_observations_in_split
+        self.APLRClassifier.ineligible_boosting_steps_added = (
+            self.ineligible_boosting_steps_added
+        )
+        self.APLRClassifier.max_eligible_terms = self.max_eligible_terms
+        self.APLRClassifier.boosting_steps_before_interactions_are_allowed = (
+            self.boosting_steps_before_interactions_are_allowed
+        )
+        self.APLRClassifier.monotonic_constraints_ignore_interactions = (
+            self.monotonic_constraints_ignore_interactions
+        )
+        self.APLRClassifier.early_stopping_rounds = self.early_stopping_rounds
+        self.APLRClassifier.num_first_steps_with_linear_effects_only = (
+            self.num_first_steps_with_linear_effects_only
+        )
+        self.APLRClassifier.penalty_for_non_linearity = self.penalty_for_non_linearity
+        self.APLRClassifier.penalty_for_interactions = self.penalty_for_interactions
+        self.APLRClassifier.max_terms = self.max_terms
+        self.APLRClassifier.ridge_penalty = self.ridge_penalty
+
+    def fit(
+        self,
+        X: Union[pd.DataFrame, FloatMatrix],
+        y: Union[FloatVector, List[str]],
+        sample_weight: FloatVector = np.empty(0),
+        X_names: List[str] = [],
+        cv_observations: IntMatrix = np.empty([0, 0]),
+        prioritized_predictors_indexes: List[int] = [],
+        monotonic_constraints: List[int] = [],
+        interaction_constraints: List[List[int]] = [],
+        predictor_learning_rates: List[float] = [],
+        predictor_penalties_for_non_linearity: List[float] = [],
+        predictor_penalties_for_interactions: List[float] = [],
+        predictor_min_observations_in_split: List[int] = [],
+    ):
+        self._validate_X_fit_rows(X)
+        self.__set_params_cpp()
+        X_transformed, X_names_transformed = self._preprocess_X_fit(
+            X, X_names, sample_weight
+        )
+
+        if isinstance(y, np.ndarray):
+            y = y.astype(str).tolist()
+        elif isinstance(y, list) and y and not isinstance(y[0], str):
+            y = [str(val) for val in y]
+
+        self.APLRClassifier.fit(
+            X_transformed,
+            y,
+            sample_weight,
+            X_names_transformed,
+            cv_observations,
+            prioritized_predictors_indexes,
+            monotonic_constraints,
+            interaction_constraints,
+            predictor_learning_rates,
+            predictor_penalties_for_non_linearity,
+            predictor_penalties_for_interactions,
+            predictor_min_observations_in_split,
+        )
+        # For sklearn
+        self.classes_ = np.arange(len(self.APLRClassifier.get_categories()))
+
+    def predict_class_probabilities(
+        self,
+        X: Union[pd.DataFrame, FloatMatrix],
+        cap_predictions_to_minmax_in_training: bool = False,
+    ) -> FloatMatrix:
+        X_transformed = self._preprocess_X_predict(X)
+        return self.APLRClassifier.predict_class_probabilities(
+            X_transformed, cap_predictions_to_minmax_in_training
+        )
+
+    def predict(
+        self,
+        X: Union[pd.DataFrame, FloatMatrix],
+        cap_predictions_to_minmax_in_training: bool = False,
+    ) -> List[str]:
+        X_transformed = self._preprocess_X_predict(X)
+        return self.APLRClassifier.predict(
+            X_transformed, cap_predictions_to_minmax_in_training
+        )
+
+    def calculate_local_feature_contribution(
+        self, X: Union[pd.DataFrame, FloatMatrix]
+    ) -> FloatMatrix:
+        X_transformed = self._preprocess_X_predict(X)
+        return self.APLRClassifier.calculate_local_feature_contribution(X_transformed)
+
+    def get_categories(self) -> List[str]:
+        return self.APLRClassifier.get_categories()
+
+    def get_logit_model(self, category: str) -> APLRRegressor:
+        logit_model_cpp = self.APLRClassifier.get_logit_model(category)
+
+        logit_model_py = APLRRegressor(
+            m=self.m,
+            v=self.v,
+            random_state=self.random_state,
+            loss_function="binomial",
+            link_function="logit",
+            n_jobs=self.n_jobs,
+            cv_folds=self.cv_folds,
+            bins=self.bins,
+            max_interaction_level=self.max_interaction_level,
+            max_interactions=self.max_interactions,
+            min_observations_in_split=self.min_observations_in_split,
+            ineligible_boosting_steps_added=self.ineligible_boosting_steps_added,
+            max_eligible_terms=self.max_eligible_terms,
+            verbosity=self.verbosity,
+            boosting_steps_before_interactions_are_allowed=self.boosting_steps_before_interactions_are_allowed,
+            monotonic_constraints_ignore_interactions=self.monotonic_constraints_ignore_interactions,
+            early_stopping_rounds=self.early_stopping_rounds,
+            num_first_steps_with_linear_effects_only=self.num_first_steps_with_linear_effects_only,
+            penalty_for_non_linearity=self.penalty_for_non_linearity,
+            penalty_for_interactions=self.penalty_for_interactions,
+            max_terms=self.max_terms,
+            ridge_penalty=self.ridge_penalty,
+        )
+
+        logit_model_py.APLRRegressor = logit_model_cpp
+
+        return logit_model_py
+
+    def get_validation_error_steps(self) -> FloatMatrix:
+        return self.APLRClassifier.get_validation_error_steps()
+
+    def get_cv_error(self) -> float:
+        return self.APLRClassifier.get_cv_error()
+
+    def get_feature_importance(self) -> FloatVector:
+        return self.APLRClassifier.get_feature_importance()
+
+    def get_unique_term_affiliations(self) -> List[str]:
+        return self.APLRClassifier.get_unique_term_affiliations()
+
+    def get_base_predictors_in_each_unique_term_affiliation(self) -> List[List[int]]:
+        return self.APLRClassifier.get_base_predictors_in_each_unique_term_affiliation()
+
+    # For sklearn
+    def get_params(self, deep=True):
+        return {
+            "m": self.m,
+            "v": self.v,
+            "random_state": self.random_state,
+            "n_jobs": self.n_jobs,
+            "cv_folds": self.cv_folds,
+            "bins": self.bins,
+            "verbosity": self.verbosity,
+            "max_interaction_level": self.max_interaction_level,
+            "max_interactions": self.max_interactions,
+            "min_observations_in_split": self.min_observations_in_split,
+            "ineligible_boosting_steps_added": self.ineligible_boosting_steps_added,
+            "max_eligible_terms": self.max_eligible_terms,
+            "boosting_steps_before_interactions_are_allowed": self.boosting_steps_before_interactions_are_allowed,
+            "monotonic_constraints_ignore_interactions": self.monotonic_constraints_ignore_interactions,
+            "early_stopping_rounds": self.early_stopping_rounds,
+            "num_first_steps_with_linear_effects_only": self.num_first_steps_with_linear_effects_only,
+            "penalty_for_non_linearity": self.penalty_for_non_linearity,
+            "penalty_for_interactions": self.penalty_for_interactions,
+            "max_terms": self.max_terms,
+            "ridge_penalty": self.ridge_penalty,
+        }
+
+    # For sklearn
+    def set_params(self, **parameters):
+        for parameter, value in parameters.items():
+            setattr(self, parameter, value)
+        self.__set_params_cpp()
+        return self
+
+    # For sklearn
+    def predict_proba(self, X: FloatMatrix) -> FloatMatrix:
+        return self.predict_class_probabilities(X)
+
+
+class APLRTuner:
+    def __init__(
+        self,
+        parameters: Union[Dict[str, List[float]], List[Dict[str, List[float]]]] = {
+            "max_interaction_level": [0, 1],
+            "min_observations_in_split": [4, 10, 20, 100, 500, 1000],
+        },
+        is_regressor: bool = True,
+    ):
+        self.parameters = parameters
+        self.is_regressor = is_regressor
+        self.parameter_grid = self._create_parameter_grid()
+
+    def _create_parameter_grid(self) -> List[Dict[str, float]]:
+        items = sorted(self.parameters.items())
+        keys, values = zip(*items)
+        combinations = list(itertools.product(*values))
+        grid = [dict(zip(keys, combination)) for combination in combinations]
+        return grid
+
+    def fit(self, X: Union[pd.DataFrame, FloatMatrix], y: FloatVector, **kwargs):
+        self.cv_results: List[Dict[str, float]] = []
+        best_validation_result = np.inf
+        for params in self.parameter_grid:
+            if self.is_regressor:
+                model = APLRRegressor(**params)
+            else:
+                model = APLRClassifier(**params)
+            model.fit(X, y, **kwargs)
+            cv_error_for_this_model = model.get_cv_error()
+            cv_results_for_this_model = model.get_params()
+            cv_results_for_this_model["cv_error"] = cv_error_for_this_model
+            self.cv_results.append(cv_results_for_this_model)
+            if cv_error_for_this_model < best_validation_result:
+                best_validation_result = cv_error_for_this_model
+                self.best_model = model
+        self.cv_results = sorted(self.cv_results, key=lambda x: x["cv_error"])
+
+    def predict(
+        self, X: Union[pd.DataFrame, FloatMatrix], **kwargs
+    ) -> Union[FloatVector, List[str]]:
+        return self.best_model.predict(X, **kwargs)
+
+    def predict_class_probabilities(
+        self, X: Union[pd.DataFrame, FloatMatrix], **kwargs
+    ) -> FloatMatrix:
+        if self.is_regressor == False:
+            return self.best_model.predict_class_probabilities(X, **kwargs)
+        else:
+            raise TypeError(
+                "predict_class_probabilities is only possible when is_regressor is False"
+            )
+
+    def predict_proba(
+        self, X: Union[pd.DataFrame, FloatMatrix], **kwargs
+    ) -> FloatMatrix:
+        return self.predict_class_probabilities(X, **kwargs)
+
+    def get_best_estimator(self) -> Union[APLRClassifier, APLRRegressor]:
+        return self.best_model
+
+    def get_cv_results(self) -> List[Dict[str, float]]:
+        return self.cv_results

aplr-10.18.0.dist-info/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2022 Mathias von Ottenbreit <ottenbreitdatascience@gmail.com>
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

aplr-10.18.0.dist-info/METADATA

@@ -0,0 +1,21 @@
+Metadata-Version: 2.1
+Name: aplr
+Version: 10.18.0
+Summary: Automatic Piecewise Linear Regression
+Home-page: https://github.com/ottenbreit-data-science/aplr
+Author: Mathias von Ottenbreit
+Author-email: ottenbreitdatascience@gmail.com
+License: MIT
+Platform: Windows
+Platform: Linux
+Platform: MacOS
+Classifier: License :: OSI Approved :: MIT License
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.11
+Requires-Dist: pandas>=1.0.0
+Provides-Extra: plots
+Requires-Dist: matplotlib>=3.0; extra == "plots"
+
+The documentation for Automatic Piecewise Linear Regression is available at [https://github.com/ottenbreit-data-science/aplr](https://github.com/ottenbreit-data-science/aplr).

aplr-10.18.0.dist-info/RECORD

@@ -0,0 +1,8 @@
+aplr_cpp.cpython-38-x86_64-linux-gnu.so,sha256=rfci_P0fNhia2ChwvbSzWtqC27Sw2d1kcLAsgNX09a0,38070432
+aplr/__init__.py,sha256=rRfTgNWnYZlFatyA920lWqBcjwmQUI7FcvEPFUTJgzE,20
+aplr/aplr.py,sha256=cEI63m6-5U1VVou-CfKIQ85ys0DL8rqi9ghWFBK3BxY,41090
+aplr-10.18.0.dist-info/LICENSE,sha256=g4qcQtkSVPHtGRi3T93DoFCrssvW6ij_emU-2fj_xfY,1113
+aplr-10.18.0.dist-info/METADATA,sha256=FLw37myL48T6IBuMBl0QE0yGRkxhLuY_lHUYS0MNzw4,736
+aplr-10.18.0.dist-info/WHEEL,sha256=TDhnuTXxsaVxA0eY5gHEFoja9375NYy0e69tu9LyUnk,148
+aplr-10.18.0.dist-info/top_level.txt,sha256=DXVC0RIFGpzVnPeKWAZTXQdJheOEZL51Wip6Fx7zbR4,14
+aplr-10.18.0.dist-info/RECORD,,

aplr-10.18.0.dist-info/WHEEL

@@ -0,0 +1,6 @@
+Wheel-Version: 1.0
+Generator: setuptools (75.3.2)
+Root-Is-Purelib: false
+Tag: cp38-cp38-manylinux_2_27_x86_64
+Tag: cp38-cp38-manylinux_2_28_x86_64
+

aplr-10.18.0.dist-info/top_level.txt

@@ -0,0 +1,2 @@
+aplr
+aplr_cpp