upgini 1.2.86a2__py3-none-any.whl → 1.2.87__py3-none-any.whl

upgini/utils/sklearn_ext.py

@@ -1,4 +1,5 @@
 import functools
+import inspect
 import numbers
 import time
 import warnings
@@ -9,6 +10,7 @@ from traceback import format_exc
 
 import numpy as np
 import scipy.sparse as sp
+from category_encoders import CatBoostEncoder
 from joblib import Parallel, logger
 from scipy.sparse import issparse
 from sklearn import config_context, get_config
@@ -16,10 +18,13 @@ from sklearn.base import clone, is_classifier
 from sklearn.exceptions import FitFailedWarning, NotFittedError
 from sklearn.metrics import check_scoring
 from sklearn.metrics._scorer import _MultimetricScorer
-from sklearn.model_selection import StratifiedKFold, check_cv
+from sklearn.model_selection import StratifiedKFold, TimeSeriesSplit, check_cv
+from sklearn.preprocessing import OrdinalEncoder
 from sklearn.utils.fixes import np_version, parse_version
 from sklearn.utils.validation import indexable
 
+from upgini.utils.blocked_time_series import BlockedTimeSeriesSplit
+
 # from sklearn.model_selection import cross_validate as original_cross_validate
 
 _DEFAULT_TAGS = {
@@ -59,6 +64,7 @@ def cross_validate(
     return_train_score=False,
     return_estimator=False,
     error_score=np.nan,
+    random_state=None,
 ):
     """Evaluate metric(s) by cross-validation and also record fit/score times.
 
@@ -279,6 +285,8 @@ def cross_validate(
                 return_times=True,
                 return_estimator=return_estimator,
                 error_score=error_score,
+                is_timeseries=isinstance(cv, TimeSeriesSplit) or isinstance(cv, BlockedTimeSeriesSplit),
+                random_state=random_state,
             )
             for train, test in cv.split(x, y, groups)
         )
@@ -296,6 +304,7 @@ def cross_validate(
         ret = {}
         ret["fit_time"] = results["fit_time"]
         ret["score_time"] = results["score_time"]
+        ret["cat_encoder"] = results["cat_encoder"]
 
         if return_estimator:
             ret["estimator"] = results["estimator"]
@@ -320,16 +329,16 @@ def cross_validate(
             else:
                 shuffle = False
             if hasattr(cv, "random_state") and shuffle:
-                random_state = cv.random_state
+                cv_random_state = cv.random_state
             else:
-                random_state = None
+                cv_random_state = None
             return cross_validate(
                 estimator,
                 x,
                 y,
                 groups=groups,
                 scoring=scoring,
-                cv=StratifiedKFold(n_splits=cv.get_n_splits(), shuffle=shuffle, random_state=random_state),
+                cv=StratifiedKFold(n_splits=cv.get_n_splits(), shuffle=shuffle, random_state=cv_random_state),
                 n_jobs=n_jobs,
                 verbose=verbose,
                 fit_params=fit_params,
@@ -337,21 +346,46 @@ def cross_validate(
                 return_train_score=return_train_score,
                 return_estimator=return_estimator,
                 error_score=error_score,
+                random_state=random_state,
             )
         raise e
 
 
-def is_catboost_estimator(estimator):
+def _is_catboost_estimator(estimator):
     try:
         from catboost import CatBoostClassifier, CatBoostRegressor
+
         return isinstance(estimator, (CatBoostClassifier, CatBoostRegressor))
     except ImportError:
         return False
 
 
-def is_lightgbm_estimator(estimator):
+def _supports_cat_features(estimator) -> bool:
+    """Check if estimator's fit method accepts cat_features parameter.
+
+    Parameters
+    ----------
+    estimator : estimator object
+        The estimator to check.
+
+    Returns
+    -------
+    bool
+        True if estimator's fit method accepts cat_features parameter, False otherwise.
+    """
+    try:
+        # Get the signature of the fit method
+        fit_params = inspect.signature(estimator.fit).parameters
+        # Check if cat_features is in the parameters
+        return "cat_features" in fit_params
+    except (AttributeError, ValueError):
+        return False
+
+
+def _is_lightgbm_estimator(estimator):
     try:
         from lightgbm import LGBMClassifier, LGBMRegressor
+
         return isinstance(estimator, (LGBMClassifier, LGBMRegressor))
     except ImportError:
         return False
@@ -375,6 +409,8 @@ def _fit_and_score(
     split_progress=None,
     candidate_progress=None,
     error_score=np.nan,
+    is_timeseries=False,
+    random_state=None,
 ):
     """Fit estimator and compute scores for a given dataset split.
 
@@ -509,13 +545,24 @@ def _fit_and_score(
 
     result = {}
     try:
+        if "cat_features" in fit_params and fit_params["cat_features"]:
+            X_train, y_train, X_test, y_test, cat_features, cat_encoder = _encode_cat_features(
+                X_train, y_train, X_test, y_test, fit_params["cat_features"], estimator, is_timeseries, random_state
+            )
+            if cat_features and _supports_cat_features(estimator):
+                fit_params["cat_features"] = cat_features
+            else:
+                del fit_params["cat_features"]
+        else:
+            cat_encoder = None
+        result["cat_encoder"] = cat_encoder
         if y_train is None:
             estimator.fit(X_train, **fit_params)
         else:
-            if is_catboost_estimator(estimator):
+            if _is_catboost_estimator(estimator):
                 fit_params = fit_params.copy()
                 fit_params["eval_set"] = [(X_test, y_test)]
-            elif is_lightgbm_estimator(estimator):
+            elif _is_lightgbm_estimator(estimator):
                 fit_params = fit_params.copy()
                 fit_params["eval_set"] = [(X_test, y_test)]
             estimator.fit(X_train, y_train, **fit_params)
@@ -1245,3 +1292,60 @@ def _num_samples(x):
         return len(x)
     except TypeError as type_error:
         raise TypeError(message) from type_error
+
+
+def _encode_cat_features(X_train, y_train, X_test, y_test, cat_features, estimator, is_timeseries, random_state):
+    if _is_catboost_estimator(estimator):
+        if is_timeseries:
+            # Fit encoder on training fold
+            encoder = OrdinalEncoder(handle_unknown="use_encoded_value", unknown_value=-1)
+            encoder.fit(X_train[cat_features], y_train)
+
+            X_train[cat_features] = encoder.transform(X_train[cat_features]).astype(int)
+            X_test[cat_features] = encoder.transform(X_test[cat_features]).astype(int)
+
+            # Don't use as categorical features, so CatBoost will not encode them
+            return X_train, y_train, X_test, y_test, [], encoder
+        else:
+            return X_train, y_train, X_test, y_test, cat_features, None
+    else:
+        if is_timeseries:
+            # Fit encoder on training fold
+            encoder = OrdinalEncoder(handle_unknown="use_encoded_value", unknown_value=-1)
+            encoder.fit(X_train[cat_features], y_train)
+
+            # Progressive encoding on train (using y)
+            X_train[cat_features] = encoder.transform(X_train[cat_features], y_train).astype(int)
+
+            # Static encoding on validation (no y)
+            X_test[cat_features] = encoder.transform(X_test[cat_features]).astype(int)
+
+            return X_train, y_train, X_test, y_test, [], encoder
+        else:
+            # Shuffle train data
+            X_train_shuffled, y_train_shuffled = _shuffle_pair(
+                X_train[cat_features], y_train, random_state
+            )
+
+            # Fit encoder on training fold
+            encoder = CatBoostEncoder(random_state=random_state, cols=cat_features)
+            encoder.fit(X_train_shuffled, y_train_shuffled)
+
+            # Progressive encoding on train (using y)
+            X_train[cat_features] = encoder.transform(X_train[cat_features], y_train).astype("category")
+
+            # Static encoding on validation (no y)
+            X_test[cat_features] = encoder.transform(X_test[cat_features]).astype("category")
+
+            return X_train, y_train, X_test, y_test, cat_features, encoder
+
+
+def _shuffle_pair(X, y, random_state):
+    # If X doesn't have reseted index there could be a problem
+    # shuffled_idx = np.random.RandomState(random_state).permutation(len(X))
+    # return X.iloc[shuffled_idx], pd.Series(y).iloc[shuffled_idx]
+
+    Xy = X.copy()
+    Xy["target"] = y
+    Xy_shuffled = Xy.sample(frac=1, random_state=random_state)
+    return Xy_shuffled.drop(columns="target"), Xy_shuffled["target"]

{upgini-1.2.86a2.dist-info → upgini-1.2.87.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: upgini
-Version: 1.2.86a2
+Version: 1.2.87
 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-1.2.86a2.dist-info → upgini-1.2.87.dist-info}/RECORD

@@ -1,12 +1,12 @@
-upgini/__about__.py,sha256=yGLa0SZe61T_OjwHem32zlqsP2f3eCCrsj4uwsanjlA,25
+upgini/__about__.py,sha256=2c1xmkbQfshecLuTpCtHd1FsSA6LAdrFr8uGLjxlkKs,23
 upgini/__init__.py,sha256=LXSfTNU0HnlOkE69VCxkgIKDhWP-JFo_eBQ71OxTr5Y,261
 upgini/ads.py,sha256=nvuRxRx5MHDMgPr9SiU-fsqRdFaBv8p4_v1oqiysKpc,2714
 upgini/dataset.py,sha256=fRtqSkXNONLnPe6cCL967GMt349FTIpXzy_u8LUKncw,35354
 upgini/errors.py,sha256=2b_Wbo0OYhLUbrZqdLIx5jBnAsiD1Mcenh-VjR4HCTw,950
-upgini/features_enricher.py,sha256=G0qbRPdlWe9p6cwYF3khP99-0kgAO8N0A2sfQxSLgmM,213446
+upgini/features_enricher.py,sha256=eFnJVb8jM1INlT-imfjafhWtOfx9EJv2HSvlfyGy0_U,216188
 upgini/http.py,sha256=6Qcepv0tDC72mBBJxYHnA2xqw6QwFaKrXN8o4vju8Es,44372
 upgini/metadata.py,sha256=zt_9k0iQbWXuiRZcel4ORNPdQKt6Ou69ucZD_E1Q46o,12341
-upgini/metrics.py,sha256=3cip0_L6-OFew74KsRwzxJDU6UFq05h2v7IsyHLcMRc,43164
+upgini/metrics.py,sha256=zIOaiyfQLedU9Fk4877drnlWh-KiImSkZpPeiq6Xr1E,45295
 upgini/search_task.py,sha256=Q5HjBpLIB3OCxAD1zNv5yQ3ZNJx696WCK_-H35_y7Rs,17912
 upgini/spinner.py,sha256=4iMd-eIe_BnkqFEMIliULTbj6rNI2HkN_VJ4qYe0cUc,1118
 upgini/version_validator.py,sha256=DvbaAvuYFoJqYt0fitpsk6Xcv-H1BYDJYHUMxaKSH_Y,1509
@@ -31,14 +31,14 @@ upgini/autofe/timeseries/roll.py,sha256=zADKXU-eYWQnQ5R3am1yEal8uU6Tm0jLAixwPb_a
 upgini/autofe/timeseries/trend.py,sha256=K1_iw2ko_LIUU8YCUgrvN3n0MkHtsi7-63-8x9er1k4,2129
 upgini/autofe/timeseries/volatility.py,sha256=SvZfhM_ZAWCNpTf87WjSnZsnlblARgruDlu4By4Zvhc,8078
 upgini/data_source/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-upgini/data_source/data_source_publisher.py,sha256=4S9qwlAklD8vg9tUU_c1pHE2_glUHAh15-wr5hMwKFw,22879
+upgini/data_source/data_source_publisher.py,sha256=GJd12WDqFBjLJDYQ4nG4SgOqDXS1duI8zIg_YKycjPI,24285
 upgini/mdc/__init__.py,sha256=iHJlXQg6xRM1-ZOUtaPSJqw5SpQDszvxp4LyqviNLIQ,1027
 upgini/mdc/context.py,sha256=3u1B-jXt7tXEvNcV3qmR9SDCseudnY7KYsLclBdwVLk,1405
 upgini/normalizer/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 upgini/normalizer/normalize_utils.py,sha256=g2TcDXZeJp9kAFO2sTqZ4CAsN4J1qHNgoJHZ8gtzUWo,7376
 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=U_ewTI-qPww4X3WcFG3qDf_jv2vo6RrlCehVDjqtzEI,27991
+upgini/resource_bundle/strings.properties,sha256=xpHD-3mW1U6Nca0QghC6FSrQLDci9pInuMpOBPPiB8M,28212
 upgini/resource_bundle/strings_widget.properties,sha256=gOdqvZWntP2LCza_tyVk1_yRYcG4c04K9sQOAVhF_gw,1577
 upgini/sampler/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 upgini/sampler/base.py,sha256=7GpjYqjOp58vYcJLiX__1R5wjUlyQbxvHJ2klFnup_M,6389
@@ -51,8 +51,8 @@ upgini/utils/blocked_time_series.py,sha256=Uqr3vp4YqNclj2-PzEYqVy763GSXHn86sbpIl
 upgini/utils/country_utils.py,sha256=lY-eXWwFVegdVENFttbvLcgGDjFO17Sex8hd2PyJaRk,6937
 upgini/utils/custom_loss_utils.py,sha256=kieNZYBYZm5ZGBltF1F_jOSF4ea6C29rYuCyiDcqVNY,3857
 upgini/utils/cv_utils.py,sha256=w6FQb9nO8BWDx88EF83NpjPLarK4eR4ia0Wg0kLBJC4,3525
-upgini/utils/datetime_utils.py,sha256=_jq-kn_dGNFfs-DGXcWCGzy9bkplfAjrZ8SsmN28zXc,13535
-upgini/utils/deduplicate_utils.py,sha256=AcMLoObMjhOTQ_fMS1LWy0GKp6WXnZ-FNux_8V3nbZU,8914
+upgini/utils/datetime_utils.py,sha256=UL1ernnawW0LV9mPDpCIc6sFy0HUhFscWVNwfH4V7rI,14366
+upgini/utils/deduplicate_utils.py,sha256=EpBVCov42-FJIAPfa4jY_ZRct3N2MFaC7i-oJNZ_MGI,8954
 upgini/utils/display_utils.py,sha256=hAeWEcJtPDg8fAVcMNrNB-azFD2WJp1nvbPAhR7SeP4,12071
 upgini/utils/email_utils.py,sha256=pZ2vCfNxLIPUhxr0-OlABNXm12jjU44isBk8kGmqQzA,5277
 upgini/utils/fallback_progress_bar.py,sha256=PDaKb8dYpVZaWMroNcOHsTc3pSjgi9mOm0--cOFTwJ0,1074
@@ -64,13 +64,13 @@ upgini/utils/mstats.py,sha256=u3gQVUtDRbyrOQK6V1UJ2Rx1QbkSNYGjXa6m3Z_dPVs,6286
 upgini/utils/phone_utils.py,sha256=IrbztLuOJBiePqqxllfABWfYlfAjYevPhXKipl95wUI,10432
 upgini/utils/postal_code_utils.py,sha256=5M0sUqH2DAr33kARWCTXR-ACyzWbjDq_-0mmEml6ZcU,1716
 upgini/utils/progress_bar.py,sha256=N-Sfdah2Hg8lXP_fV9EfUTXz_PyRt4lo9fAHoUDOoLc,1550
-upgini/utils/sklearn_ext.py,sha256=HpaNQaKJisgNE7IZ71n7uswxTj7kbPglU2G3s1sORAc,45042
+upgini/utils/sklearn_ext.py,sha256=jLJWAKkqQinV15Z4y1ZnsN3c-fKFwXTsprs00COnyVU,49315
 upgini/utils/sort.py,sha256=8uuHs2nfSMVnz8GgvbOmgMB1PgEIZP1uhmeRFxcwnYw,7039
 upgini/utils/target_utils.py,sha256=LRN840dzx78-wg7ftdxAkp2c1eu8-JDvkACiRThm4HE,16832
 upgini/utils/track_info.py,sha256=G5Lu1xxakg2_TQjKZk4b5SvrHsATTXNVV3NbvWtT8k8,5663
 upgini/utils/ts_utils.py,sha256=26vhC0pN7vLXK6R09EEkMK3Lwb9IVPH7LRdqFIQ3kPs,1383
 upgini/utils/warning_counter.py,sha256=-GRY8EUggEBKODPSuXAkHn9KnEQwAORC0mmz_tim-PM,254
-upgini-1.2.86a2.dist-info/METADATA,sha256=xU87Vnwtiae10PnJMUIC5KiOMP_TUEZ8BeafznKJxCg,49164
-upgini-1.2.86a2.dist-info/WHEEL,sha256=1yFddiXMmvYK7QYTqtRNtX66WJ0Mz8PYEiEUoOUUxRY,87
-upgini-1.2.86a2.dist-info/licenses/LICENSE,sha256=5RRzgvdJUu3BUDfv4bzVU6FqKgwHlIay63pPCSmSgzw,1514
-upgini-1.2.86a2.dist-info/RECORD,,
+upgini-1.2.87.dist-info/METADATA,sha256=7RwdKFD1Q_DPR057nF27EPBCwNWtQl8SLOX0dc3n0do,49162
+upgini-1.2.87.dist-info/WHEEL,sha256=1yFddiXMmvYK7QYTqtRNtX66WJ0Mz8PYEiEUoOUUxRY,87
+upgini-1.2.87.dist-info/licenses/LICENSE,sha256=5RRzgvdJUu3BUDfv4bzVU6FqKgwHlIay63pPCSmSgzw,1514
+upgini-1.2.87.dist-info/RECORD,,