597 lines
21 KiB
Python
597 lines
21 KiB
Python
from typing import TYPE_CHECKING, Any, Dict, Iterable, List, Optional, Type, Union
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import numpy as np
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import pandas as pd
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from ray.data.aggregate import Max, Min
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from ray.data.preprocessor import SerializablePreprocessorBase
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from ray.data.preprocessors.utils import (
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_Computed,
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_PublicField,
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migrate_private_fields,
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)
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from ray.data.preprocessors.version_support import SerializablePreprocessor
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from ray.util.annotations import PublicAPI
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if TYPE_CHECKING:
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from ray.data.dataset import Dataset
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class _AbstractKBinsDiscretizer(SerializablePreprocessorBase):
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"""Abstract base class for all KBinsDiscretizers.
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Essentially a thin wraper around ``pd.cut``.
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Expects either ``self.stats_`` or ``self.bins`` to be set and
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contain {column:list_of_bin_intervals}.
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"""
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def _transform_pandas(self, df: pd.DataFrame):
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def bin_values(s: pd.Series) -> pd.Series:
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if s.name not in self.columns:
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return s
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labels = self.dtypes.get(s.name) if self.dtypes else False
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ordered = True
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if labels:
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if isinstance(labels, pd.CategoricalDtype):
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ordered = labels.ordered
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labels = list(labels.categories)
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else:
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labels = False
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bins = self.stats_ if self._is_fittable else self.bins
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return pd.cut(
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s,
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bins[s.name] if isinstance(bins, dict) else bins,
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right=self.right,
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labels=labels,
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ordered=ordered,
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retbins=False,
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include_lowest=self.include_lowest,
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duplicates=self.duplicates,
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)
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binned_df = df.apply(bin_values, axis=0)
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df[self.output_columns] = binned_df[self.columns]
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return df
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def _validate_bins_columns(self):
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if isinstance(self.bins, dict) and not all(
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col in self.bins for col in self.columns
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):
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raise ValueError(
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"If `bins` is a dictionary, all elements of `columns` must be present "
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"in it."
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)
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def __repr__(self):
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return (
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f"{self.__class__.__name__}("
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f"columns={self.columns!r}, "
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f"bins={self.bins!r}, "
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f"right={self.right!r}, "
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f"include_lowest={self.include_lowest!r}, "
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f"duplicates={self.duplicates!r}, "
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f"dtypes={self.dtypes!r}, "
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f"output_columns={self.output_columns!r})"
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)
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@PublicAPI(stability="alpha")
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@SerializablePreprocessor(
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version=1, identifier="io.ray.preprocessors.custom_kbins_discretizer"
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)
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class CustomKBinsDiscretizer(_AbstractKBinsDiscretizer):
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"""Bin values into discrete intervals using custom bin edges.
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Columns must contain numerical values.
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Examples:
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Use :class:`CustomKBinsDiscretizer` to bin continuous features.
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>>> import pandas as pd
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>>> import ray
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>>> from ray.data.preprocessors import CustomKBinsDiscretizer
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>>> df = pd.DataFrame({
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... "value_1": [0.2, 1.4, 2.5, 6.2, 9.7, 2.1],
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... "value_2": [10, 15, 13, 12, 23, 25],
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... })
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>>> ds = ray.data.from_pandas(df)
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>>> discretizer = CustomKBinsDiscretizer(
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... columns=["value_1", "value_2"],
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... bins=[0, 1, 4, 10, 25]
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... )
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>>> discretizer.transform(ds).to_pandas()
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value_1 value_2
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0 0 2
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1 1 3
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2 1 3
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3 2 3
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4 2 3
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5 1 3
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:class:`CustomKBinsDiscretizer` can also be used in append mode by providing the
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name of the output_columns that should hold the encoded values.
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>>> discretizer = CustomKBinsDiscretizer(
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... columns=["value_1", "value_2"],
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... bins=[0, 1, 4, 10, 25],
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... output_columns=["value_1_discretized", "value_2_discretized"]
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... )
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>>> discretizer.fit_transform(ds).to_pandas() # doctest: +SKIP
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value_1 value_2 value_1_discretized value_2_discretized
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0 0.2 10 0 2
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1 1.4 15 1 3
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2 2.5 13 1 3
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3 6.2 12 2 3
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4 9.7 23 2 3
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5 2.1 25 1 3
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You can also specify different bin edges per column.
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>>> discretizer = CustomKBinsDiscretizer(
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... columns=["value_1", "value_2"],
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... bins={"value_1": [0, 1, 4], "value_2": [0, 18, 35, 70]},
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... )
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>>> discretizer.transform(ds).to_pandas()
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value_1 value_2
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0 0.0 0
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1 1.0 0
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2 1.0 0
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3 <NA> 0
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4 <NA> 1
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5 1.0 1
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Args:
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columns: The columns to discretize.
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bins: Defines custom bin edges. Can be an iterable of numbers,
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a ``pd.IntervalIndex``, or a dict mapping columns to either of them.
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Note that ``pd.IntervalIndex`` for bins must be non-overlapping.
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right: Indicates whether bins include the rightmost edge.
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include_lowest: Indicates whether the first interval should be left-inclusive.
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duplicates: Can be either 'raise' or 'drop'. If bin edges are not unique,
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raise ``ValueError`` or drop non-uniques.
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dtypes: An optional dictionary that maps columns to ``pd.CategoricalDtype``
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objects or ``np.integer`` types. If you don't include a column in ``dtypes``
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or specify it as an integer dtype, the outputted column will consist of
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ordered integers corresponding to bins. If you use a
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``pd.CategoricalDtype``, the outputted column will be a
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``pd.CategoricalDtype`` with the categories being mapped to bins.
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You can use ``pd.CategoricalDtype(categories, ordered=True)`` to
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preserve information about bin order.
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output_columns: The names of the transformed columns. If None, the transformed
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columns will be the same as the input columns. If not None, the length of
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``output_columns`` must match the length of ``columns``, othwerwise an error
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will be raised.
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.. seealso::
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:class:`UniformKBinsDiscretizer`
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If you want to bin data into uniform width bins.
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"""
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def __init__(
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self,
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columns: List[str],
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bins: Union[
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Iterable[float],
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pd.IntervalIndex,
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Dict[str, Union[Iterable[float], pd.IntervalIndex]],
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],
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*,
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right: bool = True,
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include_lowest: bool = False,
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duplicates: str = "raise",
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dtypes: Optional[
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Dict[str, Union[pd.CategoricalDtype, Type[np.integer]]]
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] = None,
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output_columns: Optional[List[str]] = None,
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):
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self._columns = columns
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self._bins = bins
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self._right = right
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self._include_lowest = include_lowest
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self._duplicates = duplicates
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self._dtypes = dtypes
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self._output_columns = (
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SerializablePreprocessorBase._derive_and_validate_output_columns(
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columns, output_columns
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)
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)
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self._validate_bins_columns()
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@property
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def columns(self) -> List[str]:
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return self._columns
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@property
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def bins(
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self,
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) -> Union[
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Iterable[float],
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pd.IntervalIndex,
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Dict[str, Union[Iterable[float], pd.IntervalIndex]],
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]:
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return self._bins
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@property
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def right(self) -> bool:
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return self._right
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@property
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def include_lowest(self) -> bool:
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return self._include_lowest
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@property
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def duplicates(self) -> str:
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return self._duplicates
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@property
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def dtypes(
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self,
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) -> Optional[Dict[str, Union[pd.CategoricalDtype, Type[np.integer]]]]:
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return self._dtypes
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@property
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def output_columns(self) -> List[str]:
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return self._output_columns
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_is_fittable = False
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def _get_serializable_fields(self) -> Dict[str, Any]:
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return {
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"columns": self._columns,
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"bins": self._bins,
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"right": self._right,
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"include_lowest": self._include_lowest,
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"duplicates": self._duplicates,
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"dtypes": self._dtypes,
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"output_columns": self._output_columns,
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}
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def _set_serializable_fields(self, fields: Dict[str, Any], version: int):
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# required fields
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self._columns = fields["columns"]
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self._bins = fields["bins"]
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self._right = fields["right"]
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self._include_lowest = fields["include_lowest"]
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self._duplicates = fields["duplicates"]
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self._dtypes = fields["dtypes"]
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self._output_columns = fields["output_columns"]
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def __setstate__(self, state: Dict[str, Any]) -> None:
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super().__setstate__(state)
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migrate_private_fields(
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self,
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fields={
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"_columns": _PublicField(public_field="columns"),
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"_bins": _PublicField(public_field="bins"),
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"_right": _PublicField(public_field="right", default=True),
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"_include_lowest": _PublicField(
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public_field="include_lowest", default=False
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),
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"_duplicates": _PublicField(public_field="duplicates", default="raise"),
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"_dtypes": _PublicField(public_field="dtypes", default=None),
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"_output_columns": _PublicField(
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public_field="output_columns",
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default=_Computed(lambda obj: obj._columns),
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),
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},
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)
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@PublicAPI(stability="alpha")
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@SerializablePreprocessor(
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version=1, identifier="io.ray.preprocessors.uniform_kbins_discretizer"
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)
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class UniformKBinsDiscretizer(_AbstractKBinsDiscretizer):
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"""Bin values into discrete intervals (bins) of uniform width.
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Columns must contain numerical values.
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Examples:
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Use :class:`UniformKBinsDiscretizer` to bin continuous features.
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>>> import pandas as pd
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>>> import ray
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>>> from ray.data.preprocessors import UniformKBinsDiscretizer
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>>> df = pd.DataFrame({
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... "value_1": [0.2, 1.4, 2.5, 6.2, 9.7, 2.1],
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... "value_2": [10, 15, 13, 12, 23, 25],
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... })
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>>> ds = ray.data.from_pandas(df)
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>>> discretizer = UniformKBinsDiscretizer(
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... columns=["value_1", "value_2"], bins=4
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... )
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>>> discretizer.fit_transform(ds).to_pandas()
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value_1 value_2
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0 0 0
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1 0 1
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2 0 0
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3 2 0
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4 3 3
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5 0 3
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:class:`UniformKBinsDiscretizer` can also be used in append mode by providing the
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name of the output_columns that should hold the encoded values.
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>>> discretizer = UniformKBinsDiscretizer(
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... columns=["value_1", "value_2"],
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... bins=4,
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... output_columns=["value_1_discretized", "value_2_discretized"]
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... )
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>>> discretizer.fit_transform(ds).to_pandas() # doctest: +SKIP
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value_1 value_2 value_1_discretized value_2_discretized
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0 0.2 10 0 0
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1 1.4 15 0 1
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2 2.5 13 0 0
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3 6.2 12 2 0
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4 9.7 23 3 3
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5 2.1 25 0 3
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You can also specify different number of bins per column.
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>>> discretizer = UniformKBinsDiscretizer(
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... columns=["value_1", "value_2"], bins={"value_1": 4, "value_2": 3}
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... )
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>>> discretizer.fit_transform(ds).to_pandas()
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value_1 value_2
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0 0 0
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1 0 0
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2 0 0
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3 2 0
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4 3 2
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5 0 2
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Args:
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columns: The columns to discretize.
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bins: Defines the number of equal-width bins.
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Can be either an integer (which will be applied to all columns),
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or a dict that maps columns to integers.
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The range is extended by .1% on each side to include
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the minimum and maximum values.
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right: Indicates whether bins includes the rightmost edge or not.
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include_lowest: Whether the first interval should be left-inclusive
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or not.
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duplicates: Can be either 'raise' or 'drop'. If bin edges are not unique,
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raise ``ValueError`` or drop non-uniques.
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dtypes: An optional dictionary that maps columns to ``pd.CategoricalDtype``
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objects or ``np.integer`` types. If you don't include a column in ``dtypes``
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or specify it as an integer dtype, the outputted column will consist of
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ordered integers corresponding to bins. If you use a
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``pd.CategoricalDtype``, the outputted column will be a
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``pd.CategoricalDtype`` with the categories being mapped to bins.
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You can use ``pd.CategoricalDtype(categories, ordered=True)`` to
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preserve information about bin order.
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output_columns: The names of the transformed columns. If None, the transformed
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columns will be the same as the input columns. If not None, the length of
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``output_columns`` must match the length of ``columns``, othwerwise an error
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will be raised.
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.. seealso::
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:class:`CustomKBinsDiscretizer`
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If you want to specify your own bin edges.
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"""
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def __init__(
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self,
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columns: List[str],
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bins: Union[int, Dict[str, int]],
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*,
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right: bool = True,
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include_lowest: bool = False,
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duplicates: str = "raise",
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dtypes: Optional[
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Dict[str, Union[pd.CategoricalDtype, Type[np.integer]]]
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] = None,
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output_columns: Optional[List[str]] = None,
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):
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super().__init__()
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self._columns = columns
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self._bins = bins
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self._right = right
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self._include_lowest = include_lowest
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self._duplicates = duplicates
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self._dtypes = dtypes
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self._output_columns = (
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SerializablePreprocessorBase._derive_and_validate_output_columns(
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columns, output_columns
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)
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)
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@property
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def columns(self) -> List[str]:
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return self._columns
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@property
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def bins(self) -> Union[int, Dict[str, int]]:
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return self._bins
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@property
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def right(self) -> bool:
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return self._right
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@property
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def include_lowest(self) -> bool:
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return self._include_lowest
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@property
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def duplicates(self) -> str:
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return self._duplicates
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@property
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def dtypes(
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self,
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) -> Optional[Dict[str, Union[pd.CategoricalDtype, Type[np.integer]]]]:
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return self._dtypes
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@property
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def output_columns(self) -> List[str]:
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return self._output_columns
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def _fit(self, dataset: "Dataset") -> SerializablePreprocessorBase:
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self._validate_on_fit()
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if isinstance(self.bins, dict):
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columns = self.bins.keys()
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else:
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columns = self.columns
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for column in columns:
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bins = self.bins[column] if isinstance(self.bins, dict) else self.bins
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if not isinstance(bins, int):
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raise TypeError(
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f"`bins` must be an integer or a dict of integers, got {bins}"
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)
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self._stat_computation_plan.add_aggregator(
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aggregator_fn=Min,
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columns=columns,
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)
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self._stat_computation_plan.add_aggregator(
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aggregator_fn=Max,
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columns=columns,
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)
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return self
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def _validate_on_fit(self):
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self._validate_bins_columns()
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def _fit_execute(self, dataset: "Dataset"):
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stats = self._stat_computation_plan.compute(dataset)
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self.stats_ = post_fit_processor(stats, self.bins, self.right)
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return self
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def _get_serializable_fields(self) -> Dict[str, Any]:
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return {
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"columns": self._columns,
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"bins": self._bins,
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"right": self._right,
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"include_lowest": self._include_lowest,
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"duplicates": self._duplicates,
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"dtypes": self._dtypes,
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"output_columns": self._output_columns,
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"_fitted": getattr(self, "_fitted", None),
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}
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def _set_serializable_fields(self, fields: Dict[str, Any], version: int):
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# required fields
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self._columns = fields["columns"]
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self._bins = fields["bins"]
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self._right = fields["right"]
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self._include_lowest = fields["include_lowest"]
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self._duplicates = fields["duplicates"]
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self._dtypes = fields["dtypes"]
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self._output_columns = fields["output_columns"]
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# optional fields
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self._fitted = fields.get("_fitted")
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def __setstate__(self, state: Dict[str, Any]) -> None:
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super().__setstate__(state)
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migrate_private_fields(
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self,
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fields={
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"_columns": _PublicField(public_field="columns"),
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"_bins": _PublicField(public_field="bins"),
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"_right": _PublicField(public_field="right", default=True),
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"_include_lowest": _PublicField(
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public_field="include_lowest", default=False
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),
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"_duplicates": _PublicField(public_field="duplicates", default="raise"),
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"_dtypes": _PublicField(public_field="dtypes", default=None),
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"_output_columns": _PublicField(
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public_field="output_columns",
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default=_Computed(lambda obj: obj._columns),
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),
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},
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)
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|
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def post_fit_processor(aggregate_stats: dict, bins: Union[str, Dict], right: bool):
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mins, maxes, stats = {}, {}, {}
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for key, value in aggregate_stats.items():
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column_name = key[4:-1] # min(column) -> column
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if key.startswith("min"):
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mins[column_name] = value
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if key.startswith("max"):
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maxes[column_name] = value
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|
|
|
for column in mins.keys():
|
|
stats[column] = _translate_min_max_number_of_bins_to_bin_edges(
|
|
mn=mins[column],
|
|
mx=maxes[column],
|
|
bins=bins[column] if isinstance(bins, dict) else bins,
|
|
right=right,
|
|
)
|
|
|
|
return stats
|
|
|
|
|
|
# Copied from
|
|
# https://github.com/pandas-dev/pandas/blob/v1.4.4/pandas/core/reshape/tile.py#L257
|
|
# under
|
|
# BSD 3-Clause License
|
|
#
|
|
# Copyright (c) 2008-2011, AQR Capital Management, LLC, Lambda Foundry, Inc.
|
|
# and PyData Development Team
|
|
# All rights reserved.
|
|
#
|
|
# Copyright (c) 2011-2022, Open source contributors.
|
|
#
|
|
# Redistribution and use in source and binary forms, with or without
|
|
# modification, are permitted provided that the following conditions are met:
|
|
#
|
|
# * Redistributions of source code must retain the above copyright notice, this
|
|
# list of conditions and the following disclaimer.
|
|
#
|
|
# * Redistributions in binary form must reproduce the above copyright notice,
|
|
# this list of conditions and the following disclaimer in the documentation
|
|
# and/or other materials provided with the distribution.
|
|
#
|
|
# * Neither the name of the copyright holder nor the names of its
|
|
# contributors may be used to endorse or promote products derived from
|
|
# this software without specific prior written permission.
|
|
#
|
|
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
|
|
# AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
|
|
# IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
|
# DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
|
|
# FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
|
|
# DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
|
|
# SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
|
|
# CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
|
|
# OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
|
|
# OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
|
|
def _translate_min_max_number_of_bins_to_bin_edges(
|
|
mn: float, mx: float, bins: int, right: bool
|
|
) -> List[float]:
|
|
"""Translates a range and desired number of bins into list of bin edges."""
|
|
rng = (mn, mx)
|
|
mn, mx = (mi + 0.0 for mi in rng)
|
|
|
|
if np.isinf(mn) or np.isinf(mx):
|
|
raise ValueError(
|
|
"Cannot specify integer `bins` when input data contains infinity."
|
|
)
|
|
elif mn == mx: # adjust end points before binning
|
|
mn -= 0.001 * abs(mn) if mn != 0 else 0.001
|
|
mx += 0.001 * abs(mx) if mx != 0 else 0.001
|
|
bins = np.linspace(mn, mx, bins + 1, endpoint=True)
|
|
else: # adjust end points after binning
|
|
bins = np.linspace(mn, mx, bins + 1, endpoint=True)
|
|
adj = (mx - mn) * 0.001 # 0.1% of the range
|
|
if right:
|
|
bins[0] -= adj
|
|
else:
|
|
bins[-1] += adj
|
|
return bins
|
|
|
|
|
|
# TODO(ml-team)
|
|
# Add QuantileKBinsDiscretizer
|