wavetrainer 0.0.29__tar.gz → 0.0.30__tar.gz

{wavetrainer-0.0.29/wavetrainer.egg-info → wavetrainer-0.0.30}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: wavetrainer
-Version: 0.0.29
+Version: 0.0.30
 Summary: A library for automatically finding the optimal model within feature and hyperparameter space.
 Home-page: https://github.com/8W9aG/wavetrainer
 Author: Will Sackfield

{wavetrainer-0.0.29 → wavetrainer-0.0.30}/setup.py

@@ -23,7 +23,7 @@ def install_requires() -> typing.List[str]:
 
 setup(
     name='wavetrainer',
-    version='0.0.29',
+    version='0.0.30',
     description='A library for automatically finding the optimal model within feature and hyperparameter space.',
     long_description=long_description,
     long_description_content_type='text/markdown',

{wavetrainer-0.0.29 → wavetrainer-0.0.30}/tests/trainer_test.py

@@ -58,4 +58,4 @@ class TestTrainer(unittest.TestCase):
             trainer.fit(df, y=y)
             df = trainer.transform(df)
             print("df:")
-            print(df)
+            print(df)

{wavetrainer-0.0.29 → wavetrainer-0.0.30}/wavetrainer/__init__.py

@@ -2,5 +2,5 @@
 
 from .create import create
 
-__VERSION__ = "0.0.29"
+__VERSION__ = "0.0.30"
 __all__ = ("create",)

{wavetrainer-0.0.29 → wavetrainer-0.0.30}/wavetrainer/model/catboost_model.py

@@ -72,6 +72,16 @@ class CatboostModel(Model):
     def supports_importances(self) -> bool:
         return True
 
+    @property
+    def feature_importances(self) -> dict[str, float]:
+        catboost = self._provide_catboost()
+        importances = catboost.get_feature_importance(prettified=True)
+        if importances is None:
+            raise ValueError("importances is null")
+        feature_ids = importances["Feature Id"].to_list()  # type: ignore
+        importances = importances["Importances"].to_list()  # type: ignore
+        return {feature_ids[x]: importances[x] for x in range(len(feature_ids))}
+
     def pre_fit(
         self,
         df: pd.DataFrame,
@@ -165,7 +175,7 @@ class CatboostModel(Model):
                 label=eval_y,
                 cat_features=eval_x.select_dtypes(include="category").columns.tolist(),
             )
-            if eval_x is not None
+            if eval_x is not None and self._best_iteration is not None
             else None
         )
         catboost.fit(

{wavetrainer-0.0.29 → wavetrainer-0.0.30}/wavetrainer/model/model.py

@@ -37,6 +37,13 @@ class Model(Params, Fit):
             "supports_importances not implemented in parent class."
         )
 
+    @property
+    def feature_importances(self) -> dict[str, float]:
+        """The feature importances of this model."""
+        raise NotImplementedError(
+            "feature_importances not implemented in parent class."
+        )
+
     def pre_fit(
         self,
         df: pd.DataFrame,

{wavetrainer-0.0.29 → wavetrainer-0.0.30}/wavetrainer/model/model_router.py

@@ -52,6 +52,13 @@ class ModelRouter(Model):
             raise ValueError("model is null")
         return model.supports_importances
 
+    @property
+    def feature_importances(self) -> dict[str, float]:
+        model = self._model
+        if model is None:
+            raise ValueError("model is null")
+        return model.feature_importances
+
     def pre_fit(
         self,
         df: pd.DataFrame,

{wavetrainer-0.0.29 → wavetrainer-0.0.30}/wavetrainer/model/tabpfn_model.py

@@ -48,6 +48,10 @@ class TabPFNModel(Model):
     def supports_importances(self) -> bool:
         return False
 
+    @property
+    def feature_importances(self) -> dict[str, float]:
+        return {}
+
     def pre_fit(
         self,
         df: pd.DataFrame,

{wavetrainer-0.0.29 → wavetrainer-0.0.30}/wavetrainer/trainer.py

@@ -39,6 +39,13 @@ _IDX_USR_ATTR_KEY = "idx"
 _DT_COLUMN_KEY = "dt_column"
 
 
+def _assign_bin(timestamp, bins: list[datetime.datetime]) -> int:
+    for i in range(len(bins) - 1):
+        if bins[i] <= timestamp < bins[i + 1]:
+            return i
+    return len(bins) - 2  # Assign to last bin if at the end
+
+
 class Trainer(Fit):
     """A class for training and predicting from an array of data."""
 
@@ -426,12 +433,6 @@ class Trainer(Fit):
                 + [(dt_index.max() + pd.Timedelta(days=1)).to_pydatetime()]
             )
 
-            def assign_bin(timestamp, bins: list[datetime.datetime]) -> int:
-                for i in range(len(bins) - 1):
-                    if bins[i] <= timestamp < bins[i + 1]:
-                        return i
-                return len(bins) - 2  # Assign to last bin if at the end
-
             def perform_predictions(
                 group: pd.DataFrame,
                 column_path: str,
@@ -471,7 +472,7 @@ class Trainer(Fit):
 
             old_index = dt_index.copy()
             df = df.groupby(
-                dt_index.map(functools.partial(assign_bin, bins=bins))
+                dt_index.map(functools.partial(_assign_bin, bins=bins))
             ).progress_apply(  # type: ignore
                 functools.partial(
                     perform_predictions,
@@ -489,3 +490,21 @@ class Trainer(Fit):
             df[col] = input_df[col]
 
         return df
+
+    def feature_importances(self) -> dict[str, dict[str, float]]:
+        """Find the feature importances for the rolling models."""
+        feature_importances = {}
+
+        for column in os.listdir(self._folder):
+            column_path = os.path.join(self._folder, column)
+            if not os.path.isdir(column_path):
+                continue
+            for date_str in os.listdir(column_path):
+                date_path = os.path.join(column_path, date_str)
+                if not os.path.isdir(date_path):
+                    continue
+                model = ModelRouter()
+                model.load(date_path)
+                feature_importances[date_str] = model.feature_importances
+
+        return feature_importances

{wavetrainer-0.0.29 → wavetrainer-0.0.30/wavetrainer.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: wavetrainer
-Version: 0.0.29
+Version: 0.0.30
 Summary: A library for automatically finding the optimal model within feature and hyperparameter space.
 Home-page: https://github.com/8W9aG/wavetrainer
 Author: Will Sackfield