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HigherOrderFeatures.py
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#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
@author: Md Azimul Haque
"""
import category_encoders as ce
import pandas as pd
import numpy as np
np.seterr(divide = 'ignore')
from collections import Counter
from sklearn.preprocessing import StandardScaler,MinMaxScaler,PowerTransformer,LabelEncoder
from sklearn.model_selection import StratifiedKFold
from sklearn.model_selection import train_test_split
pd.options.mode.chained_assignment = None # default='warn'
from ImportData_EDAFeatures import CreateDF_UntilEDA
def split_data(dataset,dependent_variable,problemtype='regression'):
if problemtype=='regression':
#if regression problem, divide feature into quantiles and then do stratified k fold
dataset[dependent_variable[0]+'Quartile'] = pd.qcut(dataset[dependent_variable[0]], q=10,labels=['0-10','10-20','20-30','30-40','40-50','50-60','60-70','70-80','80-90','90-100'])
y = dataset[dependent_variable[0]+'Quartile']
else:
y = dataset[dependent_variable[0]]
#train, and external test
data_intermediate,data_external_test,y_intermediate,y_external_test = train_test_split(dataset,y,stratify=y,test_size=0.2)
data_intermediate.reset_index(inplace=True,drop=True)
data_external_test.reset_index(inplace=True,drop=True)
y_intermediate.reset_index(inplace=True,drop=True)
y_external_test.reset_index(inplace=True,drop=True)
#train and validation data
data_train,data_validation_test,y_train,y_validation_test = train_test_split(data_intermediate,y_intermediate,stratify=y_intermediate,test_size=0.2)
data_train.reset_index(inplace=True,drop=True)
data_validation_test.reset_index(inplace=True,drop=True)
y_train.reset_index(inplace=True,drop=True)
y_validation_test.reset_index(inplace=True,drop=True)
#save results as dictionary
data_dict = {'data_external_test':data_external_test,'data_validation_test':data_validation_test}
#stratified k fold cross validation
skf = StratifiedKFold(n_splits=5, shuffle=True, random_state=1)
fold_dict = {}
index = 0
for train_index, test_index in skf.split(data_train, y_train):
fold_training = data_train[data_train.index.isin(train_index)]
fold_test = data_train[data_train.index.isin(test_index)]
fold_dict[index] = {'fold_training':fold_training,'fold_test':fold_test}
index += 1
data_dict['fold_dict'] = fold_dict
return data_dict
def check_corr(corr_df,feature,dependent_variable):
#original_corr = round(np.corrcoef(corr_df[dependent_variable[0]].values,corr_df[feature].values)[0][1],3)
best_column = ''
best_corr = round(np.corrcoef(corr_df[dependent_variable[0]].values,corr_df[feature].values)[0][1],3)
for column in corr_df.columns:
if column not in [dependent_variable[0],feature]:
## filter and remove inf rows for log transformed column
# if '_Log' in column:
# log_feature = corr_df[column][corr_df[column].values != -np.inf]
# filtered_dependent = corr_df[dependent_variable[0]][corr_df[column].values != -np.inf]
# new_corr = round(np.corrcoef(log_feature,filtered_dependent)[0][1],3)
#
# else:
new_corr = round(np.corrcoef(corr_df[dependent_variable[0]].values,corr_df[column].values)[0][1],3)
#find best correlation
if abs(new_corr) > abs(best_corr):
best_corr = new_corr
best_column = column
if best_column == '':
#Single plot
return feature
else:
#process plot
return best_column.split('_')[-1]
def find_numerical_transformation_regression(dataset,feature,dependent_variable):
standscal = StandardScaler()
minmax = MinMaxScaler()
boxcox = PowerTransformer(method='box-cox')
yeojohnson = PowerTransformer(method='yeo-johnson')
corr_df = pd.DataFrame({feature:dataset[feature].values,dependent_variable[0]:dataset[dependent_variable[0]].values})
corr_df.reset_index(inplace=True,drop=True)
if dependent_variable[0] == 'selling_price':
corr_df[feature]=corr_df[feature].astype('int64')
#square
corr_df[feature+'_Square'] = np.power(corr_df[feature], 2)
#cube
corr_df[feature+'_Cube'] = np.power(corr_df[feature], 3)
#sqrt
corr_df[feature+'_Sqrt'] = np.sqrt(corr_df[feature])
#cbrt
corr_df[feature+'_Cbrt'] = np.cbrt(corr_df[feature])
#log
#corr_df[feature+'_Log'] = np.log(corr_df[feature])
#standard scaler
corr_df[feature+'_Stand'] = standscal.fit_transform(corr_df[[feature]])
#minmax
corr_df[feature+'_MinMax'] = minmax.fit_transform(corr_df[[feature]])
#boxcox
if 0 not in corr_df[feature].values and feature!='year':
corr_df[feature+'_BoxCox'] = boxcox.fit_transform(corr_df[[feature]])
#yeo-johnson
# print(feature,corr_df[feature].max(),corr_df[feature].min())
# print(feature,corr_df[feature].dtype)
# print(feature,corr_df[feature].dtype)
# print(feature,corr_df[feature].unique())
# print(corr_df[feature].value_counts())
if feature!='year':
corr_df[feature+'_Yeo'] = yeojohnson.fit_transform(corr_df[[feature]])
##check correlation
feature_transformed = check_corr(corr_df,feature,dependent_variable)
if feature_transformed == feature:
return 'None'
else:
return feature_transformed
def do_transformation(dataset,feature,transformation_name,new_numerical_features):
#square
if transformation_name == 'Square':
dataset[feature+'_Square'] = np.power(dataset[feature], 2)
new_numerical_features.append(feature+'_Square')
#cube
elif transformation_name == 'Cube':
dataset[feature+'_Cube'] = np.power(dataset[feature], 3)
new_numerical_features.append(feature+'_Cube')
#sqrt
elif transformation_name == 'Sqrt':
dataset[feature+'_Sqrt'] = np.sqrt(dataset[feature])
new_numerical_features.append(feature+'_Sqrt')
#cbrt
elif transformation_name == 'Cbrt':
dataset[feature+'_Cbrt'] = np.cbrt(dataset[feature])
new_numerical_features.append(feature+'_Cbrt')
# #log
# elif transformation_name == 'Log':
# dataset[feature+'_Log'] = np.log(dataset[feature])
# new_numerical_features.append(feature+'_Log')
return dataset,new_numerical_features
def numericalHOFE_Identification(dataset,dependent_variable,numerical_features):
decide_type = {}
new_numerical_features = []
for feature in numerical_features:
# dataset[feature]=dataset[feature].astype('int64')
# print(feature,dataset[feature].dtype)
transformation_name = find_numerical_transformation_regression(dataset,feature,dependent_variable)
if transformation_name in ['Square','Cube','Sqrt','Cbrt','Log']:
dataset,new_numerical_features = do_transformation(dataset,feature,transformation_name,new_numerical_features)
else:
decide_type[feature] = transformation_name
numerical_features += new_numerical_features
return decide_type,dataset,numerical_features
def categoricalHOFE_All(dataset,dependent_variable,categorical_features,numerical_features):
label_encoder = LabelEncoder()
categorical_linear = []
categorical_tree = []
for feature in numerical_features:
##binning
try:
dataset[feature+'_Quartile'] = pd.qcut(dataset[feature], q=10,labels=['0-10','10-20','20-30','30-40','40-50','50-60','60-70','70-80','80-90','90-100'])
categorical_features.append(feature+'_Quartile')
except:
pass
#for each feature
for feature in categorical_features:
if feature not in ['torque']:
if feature in ['haschildren','toCouponGEQ15min','toCouponGEQ25min','directionsame','directionopp','acceptedcoupon','rejectedcoupon','acceptedcoupon','rejectedcoupon']:
categorical_linear.append(feature)
else:
#dummy
dataset2 = pd.get_dummies(dataset[feature],drop_first=True)
for column in dataset2.columns:
dataset[str(feature)+'_'+str(column)] = dataset2[column]
categorical_linear.append(str(feature)+'_'+str(column))
if feature in ['haschildren','toCouponGEQ15min','toCouponGEQ25min','directionsame','directionopp','acceptedcoupon','rejectedcoupon','acceptedcoupon','rejectedcoupon']:
categorical_tree.append(feature)
else:
#label encoding
dataset[feature+'_Encoded'] = label_encoder.fit_transform(dataset[feature])
categorical_tree.append(feature+'_Encoded')
return dataset,categorical_features,categorical_linear,categorical_tree
def OrdinalHOFE_All(dataset,ordinal_features):
ordinal_features_engineered = []
for feature in ordinal_features:
#rank
if feature == 'income':
income_ranking_dictionary = {'Less than $12500':1,
'$12500 - $24999':2,
'$25000 - $37499':3,
'$37500 - $49999':4,
'$50000 - $62499':5,
'$62500 - $74999':6,
'$75000 - $87499':7,
'$87500 - $99999':7,
'$100000 or More':8}
dataset['income_Ranking'] = dataset['income'].replace(income_ranking_dictionary)
ordinal_features_engineered.append('income_Ranking')
elif feature == 'education':
education_ranking_dictionary={'Some High School':1,
'High School Graduate':2,
'Associates degree':3,
'Some college - no degree':4,
'Bachelors degree':5,
'Graduate degree (Masters or Doctorate)':6}
dataset['education_Ranking'] = dataset['education'].replace(education_ranking_dictionary)
ordinal_features_engineered.append('education_Ranking')
### polynomial
temp_columns = list(dataset.columns)
#save index for joining
dataset['Saveindex'] = dataset.index
encoder = ce.PolynomialEncoder(cols=[feature])
data2 = encoder.fit_transform(dataset, verbose=1)
new_columns = list(set(data2.columns).difference(set(temp_columns)))
if 'Saveindex' in new_columns:
new_columns.remove('Saveindex')
if 'intercept' in new_columns:
new_columns.remove('intercept')
#print('new_columns:',new_columns)
name_dict = {}
new_names = []
for name in new_columns:
if feature in name:
name_dict[name] = feature+'_'+'Polynomial'+''.join(name.split('_')[1])
new_names.append(feature+'_'+'Polynomial'+''.join(name.split('_')[1]))
#print(name_dict)
data2.rename(columns=name_dict,inplace=True)
ordinal_features_engineered += new_names
data2 = data2[new_names+['Saveindex']]
dataset=dataset.merge(data2)
### backward differencing
temp_columns = list(dataset.columns)
#save index for joining
dataset['Saveindex'] = dataset.index
encoder = ce.BackwardDifferenceEncoder(cols=[feature])
data2 = encoder.fit_transform(dataset, verbose=1)
new_columns = list(set(data2.columns).difference(set(temp_columns)))
if 'Saveindex' in new_columns:
new_columns.remove('Saveindex')
if 'intercept' in new_columns:
new_columns.remove('intercept')
#print('new_columns:',new_columns)
name_dict = {}
new_names = []
for name in new_columns:
if feature in name:
name_dict[name] = feature+'_'+'BackwardDifference'+''.join(name.split('_')[1])
new_names.append(feature+'_'+'BackwardDifference'+''.join(name.split('_')[1]))
#print(name_dict)
data2.rename(columns=name_dict,inplace=True)
ordinal_features_engineered += new_names
data2 = data2[new_names+['Saveindex']]
dataset=dataset.merge(data2)
del dataset['Saveindex']
return dataset,ordinal_features_engineered
#backward differencing
def get_encoding(calc_df,feature,dependent_variable):
count_encoding_dictionary_missing = dict(calc_df[feature].value_counts())
#percent encoding
percent_encoding_dictionary_missing = {}
for key in count_encoding_dictionary_missing:
percent_encoding_dictionary_missing[key] = round((count_encoding_dictionary_missing[key]/calc_df.shape[0])*100,2)
rank_list = sorted(count_encoding_dictionary_missing, key=count_encoding_dictionary_missing.get)
#count rank encoding
rank_count_encoding_dictionary_missing = {}
counter = 1
for category_secondary in rank_list:
rank_count_encoding_dictionary_missing[category_secondary] = counter
counter += 1
#mean encoding
mean_groupby = calc_df[[feature,dependent_variable[0]]].groupby(feature).mean()
mean_encoding_missing = {}
for index_value in mean_groupby.index:
mean_encoding_missing[index_value] = mean_groupby[dependent_variable[0]][index_value]
return count_encoding_dictionary_missing,percent_encoding_dictionary_missing,rank_count_encoding_dictionary_missing,mean_encoding_missing
def calc_missing_category(data_dict,feature,category,dependent_variable):
count_encoding_dictionary_missing = {}
percent_encoding_dictionary_missing = {}
rank_count_encoding_dictionary_missing = {}
mean_encoding_missing = {}
#- loop and find another cross validation where it is present
for fold_dict_index in data_dict['fold_dict'].keys():
if category in data_dict['fold_dict'][fold_dict_index]['fold_training'][feature].unique():
calc_df = data_dict['fold_dict'][fold_dict_index]['fold_training']
#- calculate encoding
count_encoding_dictionary_missing,percent_encoding_dictionary_missing,rank_count_encoding_dictionary_missing,mean_encoding_missing = get_encoding(calc_df,feature,dependent_variable)
break
#count encoding
elif category in data_dict['fold_dict'][fold_dict_index]['fold_test'][feature].unique():
calc_df = data_dict['fold_dict'][fold_dict_index]['fold_test']
#- calculate encoding
count_encoding_dictionary_missing,percent_encoding_dictionary_missing,rank_count_encoding_dictionary_missing,mean_encoding_missing = get_encoding(calc_df,feature,dependent_variable)
break
elif category in data_dict['data_validation_test'][feature].unique():
calc_df = data_dict['data_validation_test']
#- calculate encoding
count_encoding_dictionary_missing,percent_encoding_dictionary_missing,rank_count_encoding_dictionary_missing,mean_encoding_missing = get_encoding(calc_df,feature,dependent_variable)
break
elif category in data_dict['data_external_test'][feature].unique():
calc_df = data_dict['data_external_test']
#- calculate encoding
count_encoding_dictionary_missing,percent_encoding_dictionary_missing,rank_count_encoding_dictionary_missing,mean_encoding_missing = get_encoding(calc_df,feature,dependent_variable)
break
else:
print('no logic')
return count_encoding_dictionary_missing,percent_encoding_dictionary_missing,rank_count_encoding_dictionary_missing,mean_encoding_missing
def process_all(dataset,dependent_variable,categorical_features,numerical_features,ordinal_features,problemtype='regression'):
standscal = StandardScaler()
minmax = MinMaxScaler()
boxcox = PowerTransformer(method='box-cox')
yeojohnson = PowerTransformer(method='yeo-johnson')
numerical_features_linear = []
numerical_features_tree = []
ordinal_features_engineered = []
#get dummy and label encoded features for entire dataset
dataset,categorical_features,categorical_linear,categorical_tree = categoricalHOFE_All(dataset,dependent_variable,categorical_features,numerical_features)
#identify type of transformation needed for regression problem and numerical features
if problemtype=='regression':
decide_type,dataset,numerical_features = numericalHOFE_Identification(dataset,dependent_variable,numerical_features)
#ordinal features
if ordinal_features:
#process all
dataset,ordinal_features_engineered = OrdinalHOFE_All(dataset,ordinal_features)
##create data dictionary
data_dict = split_data(dataset,dependent_variable,problemtype=problemtype)
categorical_features_include_list = []
#### for each categorical feature, do transformation for train-test-external test
for feature in categorical_features:
category_counter = 0
for fold_dict_index in data_dict['fold_dict'].keys():
calc_df = data_dict['fold_dict'][fold_dict_index]['fold_training']
#for each unique_category_in_feature
for category in dataset[feature].unique():
#check if any category not present in training data
if category not in calc_df[feature].unique():
category_counter += 1
if category_counter == 0:
categorical_features_include_list.append(feature)
##perform all transformation to obtain higher order features
for fold_dict_index in data_dict['fold_dict'].keys():
#get training datafarme for ease of calculation
calc_df = data_dict['fold_dict'][fold_dict_index]['fold_training']
#### for each categorical feature, do transformation for train-test-external test
for feature in categorical_features_include_list:
#count encoding
count_encoding_dictionary = dict(Counter(calc_df[feature]))
#percent encoding
percent_encoding_dictionary = {}
for key in count_encoding_dictionary:
percent_encoding_dictionary[key] = round((count_encoding_dictionary[key]/calc_df.shape[0])*100,2)
rank_list = sorted(count_encoding_dictionary, key=count_encoding_dictionary.get)
#count rank encoding
rank_count_encoding_dictionary = {}
counter = 1
for category in rank_list:
rank_count_encoding_dictionary[category] = counter
counter += 1
#mean encoding
mean_groupby = calc_df[[feature,dependent_variable[0]]].groupby(feature).mean()
mean_encoding = {}
for index_value in mean_groupby.index:
if dependent_variable[0] == 'sellingprice':
mean_encoding[index_value] =mean_groupby[dependent_variable[0]][index_value]
else:
mean_encoding[index_value] = mean_groupby[dependent_variable[0]][index_value]
#for each unique_category_in_feature
category_counter = 0
for category in dataset[feature].unique():
#check if any category not present in training data
if category not in calc_df[feature].unique():
category_counter += 1
#do not process
#in another function, give input data_dict, column name, unique categories, dependent_variable
# count_encoding_dictionary_missing,percent_encoding_dictionary_missing,rank_count_encoding_dictionary_missing,mean_encoding_missing = calc_missing_category(data_dict,feature,category,dependent_variable)
# #fetch encoding for category
# count_encoding_dictionary[category] = count_encoding_dictionary_missing[category]
# percent_encoding_dictionary[category] = percent_encoding_dictionary_missing[category]
# rank_count_encoding_dictionary[category] = rank_count_encoding_dictionary_missing[category]
# mean_encoding[category] = mean_encoding_missing[category]
if category_counter == 0:
#replace for train
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_countEncoded']=calc_df[feature].replace(count_encoding_dictionary)
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_percentEncoded']=calc_df[feature].replace(percent_encoding_dictionary)
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_countRankEncoded']=calc_df[feature].replace(rank_count_encoding_dictionary)
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_MeanEncoded']=calc_df[feature].replace(mean_encoding)
#replace for fold test
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_countEncoded']=data_dict['fold_dict'][fold_dict_index]['fold_test'][feature].replace(count_encoding_dictionary)
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_percentEncoded']=data_dict['fold_dict'][fold_dict_index]['fold_test'][feature].replace(percent_encoding_dictionary)
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_countRankEncoded']=data_dict['fold_dict'][fold_dict_index]['fold_test'][feature].replace(rank_count_encoding_dictionary)
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_MeanEncoded']=data_dict['fold_dict'][fold_dict_index]['fold_test'][feature].replace(mean_encoding)
#for data_external_test and data_validation_test, only do perprocess for once.
#it can be done randomly at any split, so we chose it at first index.
if fold_dict_index == 0:
#replace for data_external_test
data_dict['data_external_test'][feature+'_countEncoded']=data_dict['data_external_test'][feature].replace(count_encoding_dictionary)
data_dict['data_external_test'][feature+'_percentEncoded']=data_dict['data_external_test'][feature].replace(percent_encoding_dictionary)
data_dict['data_external_test'][feature+'_countRankEncoded']=data_dict['data_external_test'][feature].replace(rank_count_encoding_dictionary)
data_dict['data_external_test'][feature+'_MeanEncoded']=data_dict['data_external_test'][feature].replace(mean_encoding)
#replace for data_validation_test
data_dict['data_validation_test'][feature+'_countEncoded']=data_dict['data_external_test'][feature].replace(count_encoding_dictionary)
data_dict['data_validation_test'][feature+'_percentEncoded']=data_dict['data_external_test'][feature].replace(percent_encoding_dictionary)
data_dict['data_validation_test'][feature+'_countRankEncoded']=data_dict['data_external_test'][feature].replace(rank_count_encoding_dictionary)
data_dict['data_validation_test'][feature+'_MeanEncoded']=data_dict['data_external_test'][feature].replace(mean_encoding)
#add new feature names
categorical_tree += [feature+'_countEncoded',feature+'_percentEncoded',feature+'_countRankEncoded',feature+'_MeanEncoded']
categorical_linear += [feature+'_countEncoded',feature+'_percentEncoded',feature+'_countRankEncoded',feature+'_MeanEncoded']
#for each numerical feature, do transformation for train-test-external test
for feature in numerical_features:
if problemtype=='regression' and feature in decide_type.keys():
#standard scaler
if decide_type[feature] == 'Stand':
standscal.fit(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_Stand']=standscal.transform(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_Stand']=standscal.transform(data_dict['fold_dict'][fold_dict_index]['fold_test'][[feature]])
if fold_dict_index == 0:
data_dict['data_external_test'][feature+'_Stand']=standscal.transform(data_dict['data_external_test'][[feature]])
data_dict['data_validation_test'][feature+'_Stand']=standscal.transform(data_dict['data_validation_test'][[feature]])
numerical_features_linear.append(feature+'_Stand')
#minmax
elif decide_type[feature] == 'MinMax':
minmax.fit(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_MinMax']=minmax.transform(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_MinMax']=minmax.transform(data_dict['fold_dict'][fold_dict_index]['fold_test'][[feature]])
if fold_dict_index == 0:
data_dict['data_external_test'][feature+'_MinMax']=minmax.transform(data_dict['data_external_test'][[feature]])
data_dict['data_validation_test'][feature+'_MinMax']=minmax.transform(data_dict['data_validation_test'][[feature]])
numerical_features_linear.append(feature+'_MinMax')
#boxcox
elif decide_type[feature] == 'BoxCox':
boxcox.fit(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_BoxCox']=boxcox.transform(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_BoxCox']=boxcox.transform(data_dict['fold_dict'][fold_dict_index]['fold_test'][[feature]])
if fold_dict_index == 0:
data_dict['data_external_test'][feature+'_BoxCox']=boxcox.transform(data_dict['data_external_test'][[feature]])
data_dict['data_validation_test'][feature+'_BoxCox']=boxcox.transform(data_dict['data_validation_test'][[feature]])
numerical_features_linear.append(feature+'_BoxCox')
#yeo-johnson
elif decide_type[feature] == 'Yeo':
yeojohnson.fit(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_Yeo']=yeojohnson.transform(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_Yeo']=yeojohnson.transform(data_dict['fold_dict'][fold_dict_index]['fold_test'][[feature]])
if fold_dict_index == 0:
data_dict['data_external_test'][feature+'_Yeo']=yeojohnson.transform(data_dict['data_external_test'][[feature]])
data_dict['data_validation_test'][feature+'_Yeo']=yeojohnson.transform(data_dict['data_validation_test'][[feature]])
numerical_features_linear.append(feature+'_Yeo')
#try all types of transformation
elif problemtype!='regression':
#standard scaler
standscal.fit(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_Stand']=standscal.transform(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_Stand']=standscal.transform(data_dict['fold_dict'][fold_dict_index]['fold_test'][[feature]])
if fold_dict_index == 0:
data_dict['data_external_test'][feature+'_Stand']=standscal.transform(data_dict['data_external_test'][[feature]])
data_dict['data_validation_test'][feature+'_Stand']=standscal.transform(data_dict['data_validation_test'][[feature]])
numerical_features_linear.append(feature+'_Stand')
#minmax
minmax.fit(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_MinMax']=minmax.transform(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_MinMax']=minmax.transform(data_dict['fold_dict'][fold_dict_index]['fold_test'][[feature]])
if fold_dict_index == 0:
data_dict['data_external_test'][feature+'_MinMax']=minmax.transform(data_dict['data_external_test'][[feature]])
data_dict['data_validation_test'][feature+'_MinMax']=minmax.transform(data_dict['data_validation_test'][[feature]])
numerical_features_linear.append(feature+'_MinMax')
#boxcox
if 0 not in data_dict['fold_dict'][fold_dict_index]['fold_training'][feature].values:
boxcox.fit(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_BoxCox']=boxcox.transform(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_BoxCox']=boxcox.transform(data_dict['fold_dict'][fold_dict_index]['fold_test'][[feature]])
if fold_dict_index == 0:
data_dict['data_external_test'][feature+'_BoxCox']=boxcox.transform(data_dict['data_external_test'][[feature]])
data_dict['data_validation_test'][feature+'_BoxCox']=boxcox.transform(data_dict['data_validation_test'][[feature]])
numerical_features_linear.append(feature+'_BoxCox')
#yeo-johnson
yeojohnson.fit(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_Yeo']=yeojohnson.transform(data_dict['fold_dict'][fold_dict_index]['fold_training'][[feature]])
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_Yeo']=yeojohnson.transform(data_dict['fold_dict'][fold_dict_index]['fold_test'][[feature]])
if fold_dict_index == 0:
data_dict['data_external_test'][feature+'_Yeo']=yeojohnson.transform(data_dict['data_external_test'][[feature]])
data_dict['data_validation_test'][feature+'_Yeo']=yeojohnson.transform(data_dict['data_validation_test'][[feature]])
numerical_features_linear.append(feature+'_Yeo')
#sqrt
data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_Sqrt']=np.sqrt(data_dict['fold_dict'][fold_dict_index]['fold_training'][feature])
data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_Sqrt']=np.sqrt(data_dict['fold_dict'][fold_dict_index]['fold_test'][feature])
if fold_dict_index == 0:
data_dict['data_external_test'][feature+'_Sqrt']=np.sqrt(data_dict['data_external_test'][feature])
data_dict['data_validation_test'][feature+'_Sqrt']=np.sqrt(data_dict['data_validation_test'][feature])
numerical_features_linear.append(feature+'_Sqrt')
numerical_features_tree.append(feature+'_Sqrt')
# #log
# data_dict['fold_dict'][fold_dict_index]['fold_training'][feature+'_Log']=np.log(data_dict['fold_dict'][fold_dict_index]['fold_training'][feature])
# data_dict['fold_dict'][fold_dict_index]['fold_test'][feature+'_Log']=np.log(data_dict['fold_dict'][fold_dict_index]['fold_test'][feature])
# if fold_dict_index == 0:
# data_dict['data_external_test'][feature+'_Log']=np.log(data_dict['data_external_test'][feature])
# data_dict['data_validation_test'][feature+'_Log']=np.log(data_dict['data_validation_test'][feature])
# numerical_features_linear.append(feature+'_Log')
return dataset,data_dict,categorical_linear,categorical_tree,categorical_features_include_list,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered
def createHotelCancellations(dataset,dependent_variable,numerical_features,categorical_features):
dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered = process_all(dataset,dependent_variable,categorical_features,numerical_features,problemtype='')
return dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered
def createCouponRecommendation(dataset,dependent_variable,numerical_features,categorical_features):
dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered = process_all(dataset,dependent_variable,categorical_features,numerical_features,problemtype='')
return dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered
def createPredictRoomBooking(dataset,dependent_variable,numerical_features,categorical_features):
dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered = process_all(dataset,dependent_variable,categorical_features,numerical_features,problemtype='regression')
return dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered
def createCarSales(dataset,dependent_variable,numerical_features,categorical_features):
dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered = process_all(dataset,dependent_variable,categorical_features,numerical_features,problemtype='regression')
return dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered
def CreateDF_UntilHOFE(dataset,dependent_variable,numerical_features,categorical_features,dataset_name=''):
'''
4 options. 1 for each dataset: 'HotelCancellations', 'CouponRecommendation', 'PredictRoomBooking','CarSales'
'''
ordinal_features = []
if dataset_name == 'HotelCancellations':
dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered = process_all(dataset,dependent_variable,categorical_features,numerical_features,ordinal_features,problemtype='')
elif dataset_name == 'CouponRecommendation':
#delete income
categorical_features.remove('income')
categorical_features.remove('education')
#add ordinal
ordinal_features += ['income','education']
dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered = process_all(dataset,dependent_variable,categorical_features,numerical_features,ordinal_features,problemtype='')
elif dataset_name == 'PredictRoomBooking':
dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered = process_all(dataset,dependent_variable,categorical_features,numerical_features,ordinal_features,problemtype='regression')
elif dataset_name == 'CarSales':
dataset,data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered = process_all(dataset,dependent_variable,categorical_features,numerical_features,ordinal_features,problemtype='regression')
return data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered
if __name__ == '__main__':
# problem = 'CouponRecommendation'
# dataset,dependent_variable,numerical_features,categorical_features = CreateDF_UntilEDA(problem)
# data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered = CreateDF_UntilHOFE(dataset,dependent_variable,numerical_features,categorical_features,dataset_name=problem)
'HotelCancellations', 'CouponRecommendation', 'PredictRoomBooking','CarSales'
problem = 'CarSales'
dataset,dependent_variable,numerical_features,categorical_features = CreateDF_UntilEDA(problem)
data_dict,categorical_linear,categorical_tree,categorical_features,numerical_features_linear,numerical_features_tree,ordinal_features,ordinal_features_engineered = CreateDF_UntilHOFE(dataset,dependent_variable,numerical_features,categorical_features,dataset_name=problem)