spforge 0.8.16__tar.gz → 0.8.18__tar.gz

{spforge-0.8.16/spforge.egg-info → spforge-0.8.18}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: spforge
-Version: 0.8.16
+Version: 0.8.18
 Summary: A flexible framework for generating features, ratings, and building machine learning or other models for training and inference on sports data.
 Author-email: Mathias Holmstrøm <mathiasholmstom@gmail.com>
 License: See LICENSE file

{spforge-0.8.16 → spforge-0.8.18}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "spforge"
-version = "0.8.16"
+version = "0.8.18"
 description = "A flexible framework for generating features, ratings, and building machine learning or other models for training and inference on sports data."
 readme = "README.md"
 requires-python = ">=3.11"

{spforge-0.8.16 → spforge-0.8.18}/spforge/autopipeline.py

@@ -236,6 +236,7 @@ class AutoPipeline(BaseEstimator):
         estimator_features: list[str],
         predictor_transformers: list[PredictorTransformer] | None = None,
         granularity: list[str] | None = None,
+        aggregation_weight: str | None = None,
         filters: list[Filter] | None = None,
         scale_features: bool = False,
         categorical_handling: CategoricalHandling = "auto",
@@ -250,6 +251,7 @@ class AutoPipeline(BaseEstimator):
         self.estimator_features = estimator_features
         self.feature_names = estimator_features  # Internal compat
         self.granularity = granularity or []
+        self.aggregation_weight = aggregation_weight
         self.predictor_transformers = predictor_transformers
         self.estimator = estimator
         self.filters = filters or []
@@ -326,6 +328,10 @@ class AutoPipeline(BaseEstimator):
         # Add granularity columns
         context.extend(self.granularity)
 
+        # Add aggregation weight column
+        if self.aggregation_weight:
+            context.append(self.aggregation_weight)
+
         # Add filter columns
         self._filter_feature_names = []
         for f in self.filters:
@@ -492,7 +498,11 @@ class AutoPipeline(BaseEstimator):
         pre = PreprocessorToDataFrame(pre_raw)
 
         est = (
-            GroupByEstimator(self.estimator, granularity=[f"{c}" for c in self.granularity])
+            GroupByEstimator(
+                self.estimator,
+                granularity=[f"{c}" for c in self.granularity],
+                aggregation_weight=self.aggregation_weight,
+            )
             if do_groupby
             else self.estimator
         )

{spforge-0.8.16 → spforge-0.8.18}/spforge/estimator/_group_by_estimator.py

@@ -10,10 +10,16 @@ from spforge.transformers._other_transformer import GroupByReducer
 
 
 class GroupByEstimator(BaseEstimator):
-    def __init__(self, estimator: Any, granularity: list[str] | None = None):
+    def __init__(
+        self,
+        estimator: Any,
+        granularity: list[str] | None = None,
+        aggregation_weight: str | None = None,
+    ):
         self.estimator = estimator
         self.granularity = granularity or []
-        self._reducer = GroupByReducer(self.granularity)
+        self.aggregation_weight = aggregation_weight
+        self._reducer = GroupByReducer(self.granularity, aggregation_weight=aggregation_weight)
         self._est = None
 
     def __sklearn_is_fitted__(self):
@@ -22,7 +28,9 @@ class GroupByEstimator(BaseEstimator):
     @nw.narwhalify
     def fit(self, X: IntoFrameT, y: Any, sample_weight: np.ndarray | None = None):
         X = X.to_pandas()
-        self._reducer = GroupByReducer(self.granularity)
+        # Backwards compatibility: old pickled objects may not have aggregation_weight
+        agg_weight = getattr(self, "aggregation_weight", None)
+        self._reducer = GroupByReducer(self.granularity, aggregation_weight=agg_weight)
         X_red = nw.from_native(self._reducer.fit_transform(X))
         y_red, sw_red = self._reducer.reduce_y(X, y, sample_weight=sample_weight)
 

{spforge-0.8.16 → spforge-0.8.18}/spforge/scorer/_score.py

@@ -366,18 +366,49 @@ class PWMSE(BaseScorer):
         self.labels = labels
         self.evaluation_labels = evaluation_labels
 
+        self._needs_extension = False
+        self._needs_slicing = False
         self._eval_indices: list[int] | None = None
+        self._extension_mapping: dict[int, int] | None = None
+
         if self.evaluation_labels is not None and self.labels is not None:
-            label_to_idx = {lbl: i for i, lbl in enumerate(self.labels)}
-            self._eval_indices = [label_to_idx[lbl] for lbl in self.evaluation_labels]
+            training_set = set(self.labels)
+            eval_set = set(self.evaluation_labels)
+
+            if eval_set <= training_set:
+                self._needs_slicing = True
+                label_to_idx = {lbl: i for i, lbl in enumerate(self.labels)}
+                self._eval_indices = [label_to_idx[lbl] for lbl in self.evaluation_labels]
+            elif training_set <= eval_set:
+                self._needs_extension = True
+                eval_label_to_idx = {lbl: i for i, lbl in enumerate(self.evaluation_labels)}
+                self._extension_mapping = {
+                    train_idx: eval_label_to_idx[lbl]
+                    for train_idx, lbl in enumerate(self.labels)
+                }
+            else:
+                raise ValueError(
+                    f"evaluation_labels must be a subset or superset of labels. "
+                    f"labels={self.labels}, evaluation_labels={self.evaluation_labels}"
+                )
+
+    def _align_predictions(self, preds: np.ndarray) -> np.ndarray:
+        if self._needs_slicing and self._eval_indices is not None:
+            sliced = preds[:, self._eval_indices]
+            row_sums = sliced.sum(axis=1, keepdims=True)
+            row_sums = np.where(row_sums == 0, 1.0, row_sums)
+            return sliced / row_sums
+
+        if self._needs_extension and self._extension_mapping is not None:
+            n_samples = preds.shape[0]
+            n_eval_labels = len(self.evaluation_labels)
+            extended = np.full((n_samples, n_eval_labels), 1e-5, dtype=np.float64)
+            for train_idx, eval_idx in self._extension_mapping.items():
+                extended[:, eval_idx] = preds[:, train_idx]
+            row_sums = extended.sum(axis=1, keepdims=True)
+            return extended / row_sums
 
-    def _slice_and_renormalize(self, preds: np.ndarray) -> np.ndarray:
-        if self._eval_indices is None:
-            return preds
-        sliced = preds[:, self._eval_indices]
-        row_sums = sliced.sum(axis=1, keepdims=True)
-        row_sums = np.where(row_sums == 0, 1.0, row_sums)
-        return sliced / row_sums
+        return preds
 
     def _get_scoring_labels(self) -> list[int]:
         if self.evaluation_labels is not None:
@@ -446,7 +477,7 @@ class PWMSE(BaseScorer):
 
                 targets = gran_df[self.target].to_numpy().astype(np.float64)
                 preds = np.asarray(gran_df[self.pred_column].to_list(), dtype=np.float64)
-                preds = self._slice_and_renormalize(preds)
+                preds = self._align_predictions(preds)
                 score = self._pwmse_score(targets, preds)
                 if self.compare_to_naive:
                     naive_probs_list = _naive_probability_predictions_for_df(
@@ -464,7 +495,7 @@ class PWMSE(BaseScorer):
 
         targets = df[self.target].to_numpy().astype(np.float64)
         preds = np.asarray(df[self.pred_column].to_list(), dtype=np.float64)
-        preds = self._slice_and_renormalize(preds)
+        preds = self._align_predictions(preds)
         score = self._pwmse_score(targets, preds)
         if self.compare_to_naive:
             naive_probs_list = _naive_probability_predictions_for_df(

{spforge-0.8.16 → spforge-0.8.18}/spforge/transformers/_other_transformer.py

@@ -8,8 +8,9 @@ from sklearn.base import BaseEstimator, TransformerMixin
 
 
 class GroupByReducer(BaseEstimator, TransformerMixin):
-    def __init__(self, granularity: list[str]):
+    def __init__(self, granularity: list[str], aggregation_weight: str | None = None):
         self.granularity = granularity
+        self.aggregation_weight = aggregation_weight
 
     @nw.narwhalify
     def fit(self, X: IntoFrameT, y: Any = None):
@@ -26,18 +27,47 @@ class GroupByReducer(BaseEstimator, TransformerMixin):
             raise ValueError("Could not find granularity columns in dataframe %s", self.granularity)
 
         non_keys = [c for c in df.columns if c not in keys]
-        num_cols = [c for c in non_keys if pd.api.types.is_numeric_dtype(df[c])]
+        schema = df.schema
+        num_cols = [c for c in non_keys if schema[c].is_numeric()]
         other_cols = [c for c in non_keys if c not in num_cols]
 
         aggs: list[nw.Expr] = []
 
+        # Backwards compatibility: old pickled objects may not have aggregation_weight
+        weight_col = getattr(self, "aggregation_weight", None)
+        has_weight = weight_col and weight_col in df.columns
+
         for c in num_cols:
-            aggs.append(nw.col(c).mean().alias(c))
+            if c == weight_col:
+                aggs.append(nw.col(c).sum().alias(c))
+            elif has_weight:
+                aggs.append((nw.col(c) * nw.col(weight_col)).sum().alias(f"__{c}_weighted_sum"))
+                aggs.append(nw.col(c).mean().alias(f"__{c}_fallback"))
+            else:
+                aggs.append(nw.col(c).mean().alias(c))
 
         for c in other_cols:
             aggs.append(nw.col(c).first().alias(c))
 
+        if has_weight:
+            aggs.append(nw.col(weight_col).sum().alias("__weight_sum"))
+
         out = df.group_by(keys).agg(aggs)
+
+        if has_weight:
+            weighted_cols = [c for c in num_cols if c != weight_col]
+            for c in weighted_cols:
+                out = out.with_columns(
+                    nw.when((~nw.col("__weight_sum").is_null()) & (nw.col("__weight_sum") != 0))
+                    .then(nw.col(f"__{c}_weighted_sum") / nw.col("__weight_sum"))
+                    .otherwise(nw.col(f"__{c}_fallback"))
+                    .alias(c)
+                )
+            drop_cols = [f"__{c}_weighted_sum" for c in weighted_cols]
+            drop_cols += [f"__{c}_fallback" for c in weighted_cols]
+            drop_cols.append("__weight_sum")
+            out = out.drop(drop_cols)
+
         return out
 
     @nw.narwhalify
@@ -59,12 +89,12 @@ class GroupByReducer(BaseEstimator, TransformerMixin):
         if sample_weight is not None:
             df = df.with_columns(nw.lit(sample_weight).alias("__sw"))
 
-        y_is_numeric = df.select(nw.col("__y")).schema["__y"].is_numeric()
+        y_uniques = df.group_by(keys).agg(nw.col("__y").n_unique().alias("__y_nunique"))
+        non_uniform = y_uniques.filter(nw.col("__y_nunique") > 1)
+        if len(non_uniform) > 0:
+            raise ValueError("Target (y) must be uniform within each granularity group")
 
-        if y_is_numeric:
-            agg_exprs = [nw.col("__y").mean().alias("__y")]
-        else:
-            agg_exprs = [nw.col("__y").first().alias("__y")]
+        agg_exprs = [nw.col("__y").first().alias("__y")]
 
         if sample_weight is not None:
             agg_exprs.append(nw.col("__sw").sum().alias("__sw"))

{spforge-0.8.16 → spforge-0.8.18/spforge.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: spforge
-Version: 0.8.16
+Version: 0.8.18
 Summary: A flexible framework for generating features, ratings, and building machine learning or other models for training and inference on sports data.
 Author-email: Mathias Holmstrøm <mathiasholmstom@gmail.com>
 License: See LICENSE file

{spforge-0.8.16 → spforge-0.8.18}/tests/scorer/test_score.py

@@ -2138,3 +2138,145 @@ def test_scorers_respect_validation_column(scorer_factory, df_factory):
     score_all = scorer_factory().score(df)
     score_valid = scorer_factory().score(df_valid)
     assert score_all == score_valid
+
+
+# ============================================================================
+# PWMSE evaluation_labels Extension Tests
+# ============================================================================
+
+
+@pytest.mark.parametrize("df_type", [pl.DataFrame, pd.DataFrame])
+def test_pwmse__evaluation_labels_extends_predictions(df_type):
+    """PWMSE with evaluation_labels as superset extends predictions with small probs."""
+    df = create_dataframe(
+        df_type,
+        {
+            "pred": [
+                [0.3, 0.5, 0.2],
+                [0.2, 0.6, 0.2],
+            ],
+            "target": [0, 1],
+        },
+    )
+
+    scorer = PWMSE(
+        pred_column="pred",
+        target="target",
+        labels=[0, 1, 2],
+        evaluation_labels=[-1, 0, 1, 2, 3],
+    )
+    score = scorer.score(df)
+
+    n_eval_labels = 5
+    eps = 1e-5
+    preds_original = np.array([[0.3, 0.5, 0.2], [0.2, 0.6, 0.2]])
+    extended = np.full((2, n_eval_labels), eps, dtype=np.float64)
+    extended[:, 1] = preds_original[:, 0]
+    extended[:, 2] = preds_original[:, 1]
+    extended[:, 3] = preds_original[:, 2]
+    row_sums = extended.sum(axis=1, keepdims=True)
+    preds_renorm = extended / row_sums
+
+    eval_labels = np.array([-1, 0, 1, 2, 3], dtype=np.float64)
+    targets = np.array([0, 1], dtype=np.float64)
+    diffs_sqd = (eval_labels[None, :] - targets[:, None]) ** 2
+    expected = float((diffs_sqd * preds_renorm).sum(axis=1).mean())
+
+    assert abs(score - expected) < 1e-10
+
+
+@pytest.mark.parametrize("df_type", [pl.DataFrame, pd.DataFrame])
+def test_pwmse__evaluation_labels_exact_match(df_type):
+    """PWMSE with evaluation_labels identical to labels (no-op)."""
+    df = create_dataframe(
+        df_type,
+        {
+            "pred": [
+                [0.3, 0.5, 0.2],
+                [0.2, 0.6, 0.2],
+            ],
+            "target": [0, 1],
+        },
+    )
+
+    scorer_with_eval = PWMSE(
+        pred_column="pred",
+        target="target",
+        labels=[0, 1, 2],
+        evaluation_labels=[0, 1, 2],
+    )
+    scorer_without_eval = PWMSE(
+        pred_column="pred",
+        target="target",
+        labels=[0, 1, 2],
+    )
+
+    score_with = scorer_with_eval.score(df)
+    score_without = scorer_without_eval.score(df)
+
+    assert abs(score_with - score_without) < 1e-10
+
+
+@pytest.mark.parametrize("df_type", [pl.DataFrame, pd.DataFrame])
+def test_pwmse__evaluation_labels_partial_overlap_raises(df_type):
+    """PWMSE with partial overlap between labels and evaluation_labels raises."""
+    with pytest.raises(ValueError, match="evaluation_labels must be a subset or superset"):
+        PWMSE(
+            pred_column="pred",
+            target="target",
+            labels=[0, 1, 2],
+            evaluation_labels=[1, 2, 3],
+        )
+
+
+@pytest.mark.parametrize("df_type", [pl.DataFrame, pd.DataFrame])
+def test_pwmse__evaluation_labels_extends_with_compare_to_naive(df_type):
+    """PWMSE extension mode works correctly with compare_to_naive."""
+    df = create_dataframe(
+        df_type,
+        {
+            "pred": [
+                [0.8, 0.15, 0.05],
+                [0.1, 0.7, 0.2],
+                [0.05, 0.15, 0.8],
+                [0.3, 0.4, 0.3],
+            ],
+            "target": [0, 1, 2, 1],
+        },
+    )
+
+    scorer = PWMSE(
+        pred_column="pred",
+        target="target",
+        labels=[0, 1, 2],
+        evaluation_labels=[-1, 0, 1, 2, 3],
+        compare_to_naive=True,
+    )
+    score = scorer.score(df)
+
+    n_eval_labels = 5
+    eps = 1e-5
+    preds_original = np.array([
+        [0.8, 0.15, 0.05],
+        [0.1, 0.7, 0.2],
+        [0.05, 0.15, 0.8],
+        [0.3, 0.4, 0.3],
+    ])
+    extended = np.full((4, n_eval_labels), eps, dtype=np.float64)
+    extended[:, 1] = preds_original[:, 0]
+    extended[:, 2] = preds_original[:, 1]
+    extended[:, 3] = preds_original[:, 2]
+    row_sums = extended.sum(axis=1, keepdims=True)
+    preds_renorm = extended / row_sums
+
+    eval_labels = np.array([-1, 0, 1, 2, 3], dtype=np.float64)
+    targets = np.array([0, 1, 2, 1], dtype=np.float64)
+    diffs_sqd = (eval_labels[None, :] - targets[:, None]) ** 2
+    model_score = float((diffs_sqd * preds_renorm).sum(axis=1).mean())
+
+    naive_probs = np.array([0.0, 0.25, 0.5, 0.25, 0.0])
+    naive_preds = np.tile(naive_probs, (4, 1))
+    naive_score = float((diffs_sqd * naive_preds).sum(axis=1).mean())
+
+    expected = naive_score - model_score
+    assert abs(score - expected) < 1e-10

{spforge-0.8.16 → spforge-0.8.18}/tests/test_autopipeline.py

@@ -328,7 +328,18 @@ def test_infer_categorical_from_feature_names_when_only_numeric_features_given(d
     assert any(c.startswith("cat") for c in cap.fit_columns)
 
 
-def test_granularity_groups_rows_before_estimator_fit_and_predict(df_reg):
+def test_granularity_groups_rows_before_estimator_fit_and_predict(frame):
+    df_pd = pd.DataFrame(
+        {
+            "gameid": ["g1", "g1", "g2", "g2", "g3", "g3"],
+            "num1": [1.0, 2.0, np.nan, 4.0, 5.0, 6.0],
+            "num2": [10.0, 20.0, 30.0, 40.0, np.nan, 60.0],
+            "cat1": ["a", "b", "a", None, "b", "c"],
+            "y": [1.0, 1.0, 2.0, 2.0, 3.0, 3.0],
+        }
+    )
+    df = df_pd if frame == "pd" else pl.from_pandas(df_pd)
+
     model = AutoPipeline(
         estimator=CaptureEstimator(),
         estimator_features=["gameid", "num1", "num2", "cat1"],
@@ -339,16 +350,16 @@ def test_granularity_groups_rows_before_estimator_fit_and_predict(df_reg):
         remainder="drop",
     )
 
-    X = _select(df_reg, ["gameid", "num1", "num2", "cat1"])
-    y = _col(df_reg, "y")
+    X = _select(df, ["gameid", "num1", "num2", "cat1"])
+    y = _col(df, "y")
     model.fit(X, y=y)
 
     inner = _inner_estimator(model)
 
-    if isinstance(df_reg, pl.DataFrame):
-        n_groups = df_reg.select(pl.col("gameid").n_unique()).item()
+    if isinstance(df, pl.DataFrame):
+        n_groups = df.select(pl.col("gameid").n_unique()).item()
     else:
-        n_groups = df_reg["gameid"].nunique()
+        n_groups = df["gameid"].nunique()
 
     assert inner.fit_shape[0] == n_groups
 
@@ -724,9 +735,10 @@ def test_feature_importance_names__granularity_uses_deep_feature_names():
             "gameid": ["g1", "g1", "g2", "g2"],
             "num1": [1.0, 2.0, 3.0, 4.0],
             "num2": [10.0, 20.0, 30.0, 40.0],
+            "y": [1.0, 1.0, 2.0, 2.0],
         }
     )
-    y = pd.Series([1.0, 2.0, 3.0, 4.0], name="y")
+    y = df["y"]
 
     model = AutoPipeline(
         estimator=RandomForestRegressor(n_estimators=5, random_state=42),
@@ -745,3 +757,127 @@ def test_feature_importance_names__granularity_uses_deep_feature_names():
     assert list(names.keys()) == list(inner.feature_names_in_)
     assert "gameid" not in names
     assert "const_pred" in names
+
+
+@pytest.mark.parametrize("frame", ["pd", "pl"])
+def test_granularity_with_aggregation_weight__features_weighted(frame):
+    df_pd = pd.DataFrame(
+        {
+            "gameid": ["g1", "g1", "g2", "g2"],
+            "num1": [10.0, 30.0, 20.0, 40.0],
+            "weight": [0.25, 0.75, 0.5, 0.5],
+            "y": [1.0, 1.0, 2.0, 2.0],
+        }
+    )
+    df = df_pd if frame == "pd" else pl.from_pandas(df_pd)
+
+    cap = CaptureEstimator()
+    model = AutoPipeline(
+        estimator=cap,
+        estimator_features=["num1"],
+        granularity=["gameid"],
+        aggregation_weight="weight",
+        remainder="drop",
+    )
+
+    X = _select(df, ["gameid", "num1", "weight"])
+    y = _col(df, "y")
+    model.fit(X, y=y)
+
+    inner = _inner_estimator(model)
+    assert inner.fit_shape[0] == 2
+
+    preds = model.predict(X)
+    assert preds.shape[0] == len(X)
+
+
+@pytest.mark.parametrize("frame", ["pd", "pl"])
+def test_granularity_aggregation_weight__weighted_mean_correct(frame):
+    df_pd = pd.DataFrame(
+        {
+            "gameid": ["g1", "g1"],
+            "num1": [10.0, 30.0],
+            "weight": [0.25, 0.75],
+            "y": [1.0, 1.0],
+        }
+    )
+    df = df_pd if frame == "pd" else pl.from_pandas(df_pd)
+
+    from spforge.transformers._other_transformer import GroupByReducer
+
+    reducer = GroupByReducer(granularity=["gameid"], aggregation_weight="weight")
+    transformed = reducer.fit_transform(df)
+
+    if frame == "pl":
+        num1_val = transformed["num1"].to_list()[0]
+    else:
+        num1_val = transformed["num1"].iloc[0]
+
+    expected = (10.0 * 0.25 + 30.0 * 0.75) / (0.25 + 0.75)
+    assert abs(num1_val - expected) < 1e-6
+
+
+@pytest.mark.parametrize("frame", ["pd", "pl"])
+def test_reduce_y_raises_when_target_not_uniform_per_group(frame):
+    df_pd = pd.DataFrame(
+        {
+            "gameid": ["g1", "g1"],
+            "num1": [10.0, 30.0],
+        }
+    )
+    df = df_pd if frame == "pd" else pl.from_pandas(df_pd)
+
+    from spforge.transformers._other_transformer import GroupByReducer
+
+    reducer = GroupByReducer(granularity=["gameid"])
+
+    y = np.array([1.0, 2.0])
+    with pytest.raises(ValueError, match="Target.*must be uniform"):
+        reducer.reduce_y(df, y)
+
+
+@pytest.mark.parametrize("frame", ["pd", "pl"])
+def test_reduce_y_works_when_target_uniform_per_group(frame):
+    df_pd = pd.DataFrame(
+        {
+            "gameid": ["g1", "g1", "g2", "g2"],
+            "num1": [10.0, 30.0, 20.0, 40.0],
+        }
+    )
+    df = df_pd if frame == "pd" else pl.from_pandas(df_pd)
+
+    from spforge.transformers._other_transformer import GroupByReducer
+
+    reducer = GroupByReducer(granularity=["gameid"])
+
+    y = np.array([1.0, 1.0, 2.0, 2.0])
+    y_out, _ = reducer.reduce_y(df, y)
+
+    assert len(y_out) == 2
+    assert set(y_out) == {1.0, 2.0}
+
+
+@pytest.mark.parametrize("frame", ["pd", "pl"])
+def test_aggregation_weight_sums_weight_column(frame):
+    df_pd = pd.DataFrame(
+        {
+            "gameid": ["g1", "g1"],
+            "num1": [10.0, 30.0],
+            "weight": [0.25, 0.75],
+            "y": [1.0, 1.0],
+        }
+    )
+    df = df_pd if frame == "pd" else pl.from_pandas(df_pd)
+
+    from spforge.transformers._other_transformer import GroupByReducer
+
+    reducer = GroupByReducer(granularity=["gameid"], aggregation_weight="weight")
+    transformed = reducer.fit_transform(df)
+
+    if frame == "pl":
+        weight_val = transformed["weight"].to_list()[0]
+    else:
+        weight_val = transformed["weight"].iloc[0]
+
+    expected = 0.25 + 0.75
+    assert abs(weight_val - expected) < 1e-6