upgini 1.2.15__py3-none-any.whl → 1.2.16a1__py3-none-any.whl

upgini/__about__.py

@@ -1 +1 @@
-__version__ = "1.2.15"
+__version__ = "1.2.16a1"

upgini/features_enricher.py

@@ -871,6 +871,13 @@ class FeaturesEnricher(TransformerMixin):
                 else None
             )
 
+            if self.X is None:
+                self.X = X
+            if self.y is None:
+                self.y = y
+            if self.eval_set is None:
+                self.eval_set = effective_eval_set
+
             try:
                 self.__log_debug_information(
                     validated_X,
@@ -938,14 +945,14 @@ class FeaturesEnricher(TransformerMixin):
 
                 gc.collect()
 
+                if fitting_X.shape[1] == 0 and fitting_enriched_X.shape[1] == 0:
+                    print(self.bundle.get("metrics_no_important_free_features"))
+                    self.logger.warning("No client or free relevant ADS features found to calculate metrics")
+                    self.warning_counter.increment()
+                    return None
+
                 print(self.bundle.get("metrics_start"))
                 with Spinner():
-                    if fitting_X.shape[1] == 0 and fitting_enriched_X.shape[1] == 0:
-                        print(self.bundle.get("metrics_no_important_free_features"))
-                        self.logger.warning("No client or free relevant ADS features found to calculate metrics")
-                        self.warning_counter.increment()
-                        return None
-
                     self._check_train_and_eval_target_distribution(y_sorted, fitting_eval_set_dict)
 
                     has_date = SearchKey.find_key(search_keys, [SearchKey.DATE, SearchKey.DATETIME]) is not None
@@ -989,7 +996,7 @@ class FeaturesEnricher(TransformerMixin):
                             text_features=self.generate_features,
                             has_date=has_date,
                         )
-                        etalon_metric = baseline_estimator.cross_val_predict(
+                        etalon_metric, _ = baseline_estimator.cross_val_predict(
                             fitting_X, y_sorted, self.baseline_score_column
                         )
                         if etalon_metric is None:
@@ -1023,7 +1030,11 @@ class FeaturesEnricher(TransformerMixin):
                             text_features=self.generate_features,
                             has_date=has_date,
                         )
-                        enriched_metric = enriched_estimator.cross_val_predict(fitting_enriched_X, enriched_y_sorted)
+                        enriched_metric, enriched_shaps = enriched_estimator.cross_val_predict(
+                            fitting_enriched_X, enriched_y_sorted
+                        )
+
+                        print(f"Calculated enriched shaps: {enriched_shaps}")
                         if enriched_metric is None:
                             self.logger.warning(
                                 f"Enriched {metric} on train combined features is None (maybe all features was removed)"
@@ -1156,13 +1167,6 @@ class FeaturesEnricher(TransformerMixin):
                     elif uplift_col in metrics_df.columns and (metrics_df[uplift_col] < 0).any():
                         self.logger.warning("Uplift is negative")
 
-                    if self.X is None:
-                        self.X = X
-                    if self.y is None:
-                        self.y = y
-                    if self.eval_set is None:
-                        self.eval_set = effective_eval_set
-
                     return metrics_df
             except Exception as e:
                 error_message = "Failed to calculate metrics" + (
@@ -1187,6 +1191,18 @@ class FeaturesEnricher(TransformerMixin):
             finally:
                 self.logger.info(f"Calculating metrics elapsed time: {time.time() - start_time}")
 
+    def _update_shap_values(self, new_shaps: Dict[str, float]):
+        feature_name_header = self.bundle.get("features_info_name")
+        shap_value_header = self.bundle.get("features_info_shap")
+
+        def update_shap(row):
+            return new_shaps.get(row[feature_name_header], row[shap_value_header])
+
+        self.features_info[shap_value_header] = self.features_info.apply(update_shap, axis=1)
+        self.features_info.sort_values(by=shap_value_header, ascending=False, inplace=True)
+
+        # TODO redraw
+
     def _check_train_and_eval_target_distribution(self, y, eval_set_dict):
         uneven_distribution = False
         for eval_set in eval_set_dict.values():
@@ -1578,7 +1594,9 @@ class FeaturesEnricher(TransformerMixin):
             generated_features.extend(generator.generated_features)
 
         normalizer = Normalizer(self.bundle, self.logger, self.warning_counter)
-        df, search_keys, generated_features = normalizer.normalize(df, search_keys, generated_features)
+        df, search_keys, generated_features = normalizer.normalize(
+            df, search_keys, generated_features
+        )
         columns_renaming = normalizer.columns_renaming
 
         df = clean_full_duplicates(df, logger=self.logger, silent=True, bundle=self.bundle)
@@ -2018,7 +2036,9 @@ class FeaturesEnricher(TransformerMixin):
                 generated_features.extend(generator.generated_features)
 
             normalizer = Normalizer(self.bundle, self.logger, self.warning_counter, silent_mode)
-            df, search_keys, generated_features = normalizer.normalize(df, search_keys, generated_features)
+            df, search_keys, generated_features = normalizer.normalize(
+                df, search_keys, generated_features
+            )
             columns_renaming = normalizer.columns_renaming
 
             # Don't pass all features in backend on transform

upgini/metrics.py

@@ -1,5 +1,6 @@
 from __future__ import annotations
 
+from collections import defaultdict
 import inspect
 import logging
 import re
@@ -9,7 +10,7 @@ from typing import Any, Callable, Dict, List, Optional, Tuple, Union
 import catboost
 import numpy as np
 import pandas as pd
-from catboost import CatBoostClassifier, CatBoostRegressor
+from catboost import CatBoost, CatBoostClassifier, CatBoostRegressor, Pool
 from numpy import log1p
 from pandas.api.types import is_numeric_dtype
 from sklearn.metrics import check_scoring, get_scorer, make_scorer, roc_auc_score
@@ -288,9 +289,12 @@ class EstimatorWrapper:
         x, y, _ = self._prepare_data(x, y)
         return x, y, {}
 
+    def calculate_shap(self, x: pd.DataFrame, y: pd.Series, estimator) -> Optional[Dict[str, float]]:
+        return None
+
     def cross_val_predict(
         self, x: pd.DataFrame, y: np.ndarray, baseline_score_column: Optional[Any] = None
-    ) -> Optional[float]:
+    ) -> Tuple[Optional[float], Optional[Dict[str, float]]]:
         x, y, groups, fit_params = self._prepare_to_fit(x, y)
 
         if x.shape[1] == 0:
@@ -298,6 +302,7 @@ class EstimatorWrapper:
 
         scorer = check_scoring(self.estimator, scoring=self.scorer)
 
+        shap_values_all_folds = defaultdict(list)
         if baseline_score_column is not None and self.metric_name == "GINI":
             self.logger.info("Calculate baseline GINI on passed baseline_score_column and target")
             metric = roc_auc_score(y, x[baseline_score_column])
@@ -319,7 +324,29 @@ class EstimatorWrapper:
             self.check_fold_metrics(metrics_by_fold)
 
             metric = np.mean(metrics_by_fold) * self.multiplier
-        return self.post_process_metric(metric)
+
+            splits = self.cv.split(x, y, groups)
+
+            for estimator, split in zip(self.cv_estimators, splits):
+                _, validation_idx = split
+                cv_x = x.iloc[validation_idx]
+                cv_y = y[validation_idx]
+                shaps = self.calculate_shap(cv_x, cv_y, estimator)
+                if shaps is not None:
+                    for feature, shap_value in shaps.items():
+                        # shap_values_all_folds[feature] = shap_values_all_folds.get(feature, []) + shap_value.tolist()
+                        shap_values_all_folds[feature].extend(shap_value.tolist())
+
+        if shap_values_all_folds:
+            average_shap_values = {
+                feature: np.mean(shaps)
+                for feature, shaps
+                in shap_values_all_folds.items()
+            }
+        else:
+            average_shap_values = None
+
+        return self.post_process_metric(metric), average_shap_values
 
     def check_fold_metrics(self, metrics_by_fold: List[float]):
         first_metric_sign = 1 if metrics_by_fold[0] >= 0 else -1
@@ -548,7 +575,7 @@ class CatBoostWrapper(EstimatorWrapper):
 
     def cross_val_predict(
         self, x: pd.DataFrame, y: np.ndarray, baseline_score_column: Optional[Any] = None
-    ) -> Optional[float]:
+    ) -> Tuple[Optional[float], Optional[Dict[str, float]]]:
         try:
             return super().cross_val_predict(x, y, baseline_score_column)
         except Exception as e:
@@ -573,6 +600,29 @@ class CatBoostWrapper(EstimatorWrapper):
             else:
                 raise e
 
+    def calculate_shap(self, x: pd.DataFrame, y: pd.Series, estimator: CatBoost) -> Optional[Dict[str, float]]:
+        try:
+            # Create Pool for fold data, if need (for example, when categorical features are present)
+            fold_pool = Pool(x, y, cat_features=self.cat_features)
+
+            # Get SHAP values of current estimator
+            shap_values_fold = estimator.get_feature_importance(data=fold_pool, type="ShapValues")
+
+            # Remove last columns (base value) and flatten
+            if self.target_type == ModelTaskType.MULTICLASS:
+                all_shaps = shap_values_fold[:, :, :-1]
+                all_shaps = [all_shaps[:, :, k].flatten() for k in range(all_shaps.shape[2])]
+            else:
+                all_shaps = shap_values_fold[:, :-1]
+                all_shaps = [all_shaps[:, k].flatten() for k in range(all_shaps.shape[1])]
+
+            all_shaps = np.abs(all_shaps)
+
+            return dict(zip(estimator.feature_names_, all_shaps))
+
+        except Exception:
+            return None
+
 
 class LightGBMWrapper(EstimatorWrapper):
     def __init__(

upgini/normalizer/normalize_utils.py

@@ -49,7 +49,10 @@ class Normalizer:
         self.generated_features = []
 
     def normalize(
-        self, df: pd.DataFrame, search_keys: Dict[str, SearchKey], generated_features: List[str]
+        self,
+        df: pd.DataFrame,
+        search_keys: Dict[str, SearchKey],
+        generated_features: List[str],
     ) -> Tuple[pd.DataFrame, Dict[str, SearchKey], List[str]]:
         self.search_keys = search_keys.copy()
         self.generated_features = generated_features.copy()

upgini/utils/display_utils.py

@@ -72,7 +72,7 @@ def make_table(df: pd.DataFrame, wrap_long_string=None) -> str:
     )
 
 
-def display_html_dataframe(df: pd.DataFrame, internal_df: pd.DataFrame, header: str):
+def display_html_dataframe(df: pd.DataFrame, internal_df: pd.DataFrame, header: str, display_id: str):
     if not ipython_available():
         print(header)
         print(internal_df)
@@ -133,7 +133,7 @@ def display_html_dataframe(df: pd.DataFrame, internal_df: pd.DataFrame, header:
             {table_html}
         </div>
         """
-    display(HTML(result_html))
+    return display(HTML(result_html))
 
 
 def make_html_report(

upgini/utils/features_validator.py

@@ -58,6 +58,10 @@ class FeaturesValidator:
 
         columns_renaming = columns_renaming or {}
 
+        if features_for_generate:
+            empty_or_constant_features = [
+                f for f in empty_or_constant_features if columns_renaming.get(f, f) not in features_for_generate
+            ]
         if empty_or_constant_features:
             msg = bundle.get("empty_or_contant_features").format(
                 [columns_renaming.get(f, f) for f in empty_or_constant_features]

{upgini-1.2.15.dist-info → upgini-1.2.16a1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: upgini
-Version: 1.2.15
+Version: 1.2.16a1
 Summary: Intelligent data search & enrichment for Machine Learning
 Project-URL: Bug Reports, https://github.com/upgini/upgini/issues
 Project-URL: Homepage, https://upgini.com/

{upgini-1.2.15.dist-info → upgini-1.2.16a1.dist-info}/RECORD

@@ -1,13 +1,13 @@
-upgini/__about__.py,sha256=Q6rDLuL8XHKQggYBtRCtxzpPQJgFYWn4x0gcVlH7H4g,23
+upgini/__about__.py,sha256=vMDC8s3UWLhN6avUSjtfizIVhxWIHW-WKTw04ha19HE,25
 upgini/__init__.py,sha256=M64LwQTBa-5Jz24Zm2h8rWwlKQQ1J8nP7gGgIciS0WU,589
 upgini/ads.py,sha256=nvuRxRx5MHDMgPr9SiU-fsqRdFaBv8p4_v1oqiysKpc,2714
 upgini/dataset.py,sha256=iPFiMJtk4HF1ytw9wCQr8H9RfoOKj_TIo8XYZKWgcMc,31331
 upgini/errors.py,sha256=2b_Wbo0OYhLUbrZqdLIx5jBnAsiD1Mcenh-VjR4HCTw,950
-upgini/features_enricher.py,sha256=vRC7g6n6XQxSrvzXk6NJjP0ZytDQhWR4sTAo4Hp7gmA,188319
+upgini/features_enricher.py,sha256=oEWJjD3v4v_0fZr8ZWSzqFCs08yJrjVTDMNPEFsFL_E,188978
 upgini/http.py,sha256=21asexflvavydzCOONJDGQBtQanCElrbnqLXakJ9Cu8,42880
 upgini/lazy_import.py,sha256=74gQ8JuA48BGRLxAo7lNHNKY2D2emMxrUxKGdxVGhuY,1012
 upgini/metadata.py,sha256=osmzdNESeh7yP3BZday6N9Q3eaIHfzhhRM1d6NSgcf0,11223
-upgini/metrics.py,sha256=bgi1rc3vCCeCuwRX1doQSQCzaV5OEiYHv_6XIvapnaw,31254
+upgini/metrics.py,sha256=zs_gnjZCdk8AUYOj-mD7V1k-8Gn2EfHcXvK7J6RWOxA,33492
 upgini/search_task.py,sha256=qxUxAD-bed-FpZYmTB_4orW7YJsW_O6a1TcgnZIRFr4,17307
 upgini/spinner.py,sha256=4iMd-eIe_BnkqFEMIliULTbj6rNI2HkN_VJ4qYe0cUc,1118
 upgini/version_validator.py,sha256=ddSKUK_-eGJB3NgrqOMoWJU-OxQ253WsNLp8aqJkaIM,1389
@@ -27,7 +27,7 @@ upgini/data_source/data_source_publisher.py,sha256=X-8aGtVgzGmxyXkMVBoBLIGDMb4lY
 upgini/mdc/__init__.py,sha256=aM08nIWFc2gWdWUa3_IuEnNND0cQPkBGnYpRMnfFN8k,1019
 upgini/mdc/context.py,sha256=3u1B-jXt7tXEvNcV3qmR9SDCseudnY7KYsLclBdwVLk,1405
 upgini/normalizer/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-upgini/normalizer/normalize_utils.py,sha256=Lv75lq7M46z9cAIutwkdKZtPZkWblgoRzToAJ1BwY8A,7709
+upgini/normalizer/normalize_utils.py,sha256=w7S4yQZkdlBptC7peqmrn8zqs-Z0RPq2rp78IZuoE7M,7734
 upgini/resource_bundle/__init__.py,sha256=S5F2G47pnJd2LDpmFsjDqEwiKkP8Hm-hcseDbMka6Ko,8345
 upgini/resource_bundle/exceptions.py,sha256=5fRvx0_vWdE1-7HcSgF0tckB4A9AKyf5RiinZkInTsI,621
 upgini/resource_bundle/strings.properties,sha256=eqJP6bGu12zFuQJqMY03QbMhppcdwIfL2bsJWaqmuZ4,27221
@@ -44,10 +44,10 @@ upgini/utils/custom_loss_utils.py,sha256=kieNZYBYZm5ZGBltF1F_jOSF4ea6C29rYuCyiDc
 upgini/utils/cv_utils.py,sha256=w6FQb9nO8BWDx88EF83NpjPLarK4eR4ia0Wg0kLBJC4,3525
 upgini/utils/datetime_utils.py,sha256=4tsGeehU0KS6wqNsc9gEEWZ9s6T9E0UReUIO3rSuXNU,12174
 upgini/utils/deduplicate_utils.py,sha256=NpaPtBYXwUtfKTRHWrtz2uUq6tZN6C_Nd719ydPRF2Q,8484
-upgini/utils/display_utils.py,sha256=A2ouB5eiZ-Kyt9ykYxkLQwyoRPrdYeJymwNTiajtFXs,10990
+upgini/utils/display_utils.py,sha256=kOY3lKKbJDIb424TFAF0wQiFUhcARTy2Flz0bQ2M8NY,11014
 upgini/utils/email_utils.py,sha256=j0Ug1R_0AnCg1Y92zIZ4XMwvKo3G5_pcOlBN1OH_gZs,5191
 upgini/utils/fallback_progress_bar.py,sha256=PDaKb8dYpVZaWMroNcOHsTc3pSjgi9mOm0--cOFTwJ0,1074
-upgini/utils/features_validator.py,sha256=yiOdzVtpArELMufzAa9mtWq32lETB6sIF-w3Yvl3vV8,3614
+upgini/utils/features_validator.py,sha256=URNywJnfPVpRKGAK9drJIdyHarGczB298y9QGQwOVGE,3818
 upgini/utils/format.py,sha256=Yv5cvvSs2bOLUzzNu96Pu33VMDNbabio92QepUj41jU,243
 upgini/utils/ip_utils.py,sha256=Q6vb7Sr5Khx3Sq3eENjW2qCXKej_S5jZbneH6zEOkzQ,5171
 upgini/utils/phone_utils.py,sha256=IrbztLuOJBiePqqxllfABWfYlfAjYevPhXKipl95wUI,10432
@@ -57,7 +57,7 @@ upgini/utils/sklearn_ext.py,sha256=13jQS_k7v0aUtudXV6nGUEWjttPQzAW9AFYL5wgEz9k,4
 upgini/utils/target_utils.py,sha256=qHzZRmICFbLNCrmVqGkaBcjm91L2ERRZMppci36acV4,10085
 upgini/utils/track_info.py,sha256=G5Lu1xxakg2_TQjKZk4b5SvrHsATTXNVV3NbvWtT8k8,5663
 upgini/utils/warning_counter.py,sha256=dIWBB4dI5XRRJZudvIlqlIYKEiwLLPcXarsZuYRt338,227
-upgini-1.2.15.dist-info/METADATA,sha256=Hua2FUNftyzzpi9eR090MFJ-5F8S_KS_5SrZhwOUgco,48577
-upgini-1.2.15.dist-info/WHEEL,sha256=1yFddiXMmvYK7QYTqtRNtX66WJ0Mz8PYEiEUoOUUxRY,87
-upgini-1.2.15.dist-info/licenses/LICENSE,sha256=5RRzgvdJUu3BUDfv4bzVU6FqKgwHlIay63pPCSmSgzw,1514
-upgini-1.2.15.dist-info/RECORD,,
+upgini-1.2.16a1.dist-info/METADATA,sha256=0w4SeT93Uz51cWP6Y0uHw0Eh2iMVqkUIOjlaaD_Jduw,48579
+upgini-1.2.16a1.dist-info/WHEEL,sha256=1yFddiXMmvYK7QYTqtRNtX66WJ0Mz8PYEiEUoOUUxRY,87
+upgini-1.2.16a1.dist-info/licenses/LICENSE,sha256=5RRzgvdJUu3BUDfv4bzVU6FqKgwHlIay63pPCSmSgzw,1514
+upgini-1.2.16a1.dist-info/RECORD,,