Merge pull request #76 from gaxler/OneHotEncoder

One hot encoder
This commit is contained in:
VolodymyrOrlov
2021-02-11 17:42:57 -08:00
committed by GitHub
5 changed files with 657 additions and 0 deletions
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@@ -91,6 +91,8 @@ pub mod naive_bayes;
/// Supervised neighbors-based learning methods /// Supervised neighbors-based learning methods
pub mod neighbors; pub mod neighbors;
pub(crate) mod optimization; pub(crate) mod optimization;
/// Preprocessing utilities
pub mod preprocessing;
/// Support Vector Machines /// Support Vector Machines
pub mod svm; pub mod svm;
/// Supervised tree-based learning methods /// Supervised tree-based learning methods
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@@ -0,0 +1,329 @@
//! # One-hot Encoding For [RealNumber](../../math/num/trait.RealNumber.html) Matricies
//! Transform a data [Matrix](../../linalg/trait.BaseMatrix.html) by replacing all categorical variables with their one-hot equivalents
//!
//! Internally OneHotEncoder treats every categorical column as a series and transforms it using [CategoryMapper](../series_encoder/struct.CategoryMapper.html)
//!
//! ### Usage Example
//! ```
//! use smartcore::linalg::naive::dense_matrix::DenseMatrix;
//! use smartcore::preprocessing::categorical::{OneHotEncoder, OneHotEncoderParams};
//! let data = DenseMatrix::from_2d_array(&[
//! &[1.5, 1.0, 1.5, 3.0],
//! &[1.5, 2.0, 1.5, 4.0],
//! &[1.5, 1.0, 1.5, 5.0],
//! &[1.5, 2.0, 1.5, 6.0],
//! ]);
//! let encoder_params = OneHotEncoderParams::from_cat_idx(&[1, 3]);
//! // Infer number of categories from data and return a reusable encoder
//! let encoder = OneHotEncoder::fit(&data, encoder_params).unwrap();
//! // Transform categorical to one-hot encoded (can transform similar)
//! let oh_data = encoder.transform(&data).unwrap();
//! // Produces the following:
//! // &[1.5, 1.0, 0.0, 1.5, 1.0, 0.0, 0.0, 0.0]
//! // &[1.5, 0.0, 1.0, 1.5, 0.0, 1.0, 0.0, 0.0]
//! // &[1.5, 1.0, 0.0, 1.5, 0.0, 0.0, 1.0, 0.0]
//! // &[1.5, 0.0, 1.0, 1.5, 0.0, 0.0, 0.0, 1.0]
//! ```
use std::iter;
use crate::error::Failed;
use crate::linalg::Matrix;
use crate::preprocessing::data_traits::{CategoricalFloat, Categorizable};
use crate::preprocessing::series_encoder::CategoryMapper;
/// OneHotEncoder Parameters
#[derive(Debug, Clone)]
pub struct OneHotEncoderParams {
/// Column number that contain categorical variable
pub col_idx_categorical: Option<Vec<usize>>,
/// (Currently not implemented) Try and infer which of the matrix columns are categorical variables
infer_categorical: bool,
}
impl OneHotEncoderParams {
/// Generate parameters from categorical variable column numbers
pub fn from_cat_idx(categorical_params: &[usize]) -> Self {
Self {
col_idx_categorical: Some(categorical_params.to_vec()),
infer_categorical: false,
}
}
}
/// Calculate the offset to parameters to due introduction of one-hot encoding
fn find_new_idxs(num_params: usize, cat_sizes: &[usize], cat_idxs: &[usize]) -> Vec<usize> {
// This functions uses iterators and returns a vector.
// In case we get a huge amount of paramenters this might be a problem
// todo: Change this such that it will return an iterator
let cat_idx = cat_idxs.iter().copied().chain((num_params..).take(1));
// Offset is constant between two categorical values, here we calculate the number of steps
// that remain constant
let repeats = cat_idx.scan(0, |a, v| {
let im = v + 1 - *a;
*a = v;
Some(im)
});
// Calculate the offset to parameter idx due to newly intorduced one-hot vectors
let offset_ = cat_sizes.iter().scan(0, |a, &v| {
*a = *a + v - 1;
Some(*a)
});
let offset = (0..1).chain(offset_);
let new_param_idxs: Vec<usize> = (0..num_params)
.zip(
repeats
.zip(offset)
.map(|(r, o)| iter::repeat(o).take(r))
.flatten(),
)
.map(|(idx, ofst)| idx + ofst)
.collect();
new_param_idxs
}
fn validate_col_is_categorical<T: Categorizable>(data: &[T]) -> bool {
for v in data {
if !v.is_valid() {
return false;
}
}
true
}
/// Encode Categorical variavbles of data matrix to one-hot
#[derive(Debug, Clone)]
pub struct OneHotEncoder {
category_mappers: Vec<CategoryMapper<CategoricalFloat>>,
col_idx_categorical: Vec<usize>,
}
impl OneHotEncoder {
/// Create an encoder instance with categories infered from data matrix
pub fn fit<T, M>(data: &M, params: OneHotEncoderParams) -> Result<OneHotEncoder, Failed>
where
T: Categorizable,
M: Matrix<T>,
{
match (params.col_idx_categorical, params.infer_categorical) {
(None, false) => Err(Failed::fit(
"Must pass categorical series ids or infer flag",
)),
(Some(_idxs), true) => Err(Failed::fit(
"Ambigous parameters, got both infer and categroy ids",
)),
(Some(mut idxs), false) => {
// make sure categories have same order as data columns
idxs.sort_unstable();
let (nrows, _) = data.shape();
// col buffer to avoid allocations
let mut col_buf: Vec<T> = iter::repeat(T::zero()).take(nrows).collect();
let mut res: Vec<CategoryMapper<CategoricalFloat>> = Vec::with_capacity(idxs.len());
for &idx in &idxs {
data.copy_col_as_vec(idx, &mut col_buf);
if !validate_col_is_categorical(&col_buf) {
let msg = format!(
"Column {} of data matrix containts non categorizable (integer) values",
idx
);
return Err(Failed::fit(&msg[..]));
}
let hashable_col = col_buf.iter().map(|v| v.to_category());
res.push(CategoryMapper::fit_to_iter(hashable_col));
}
Ok(Self {
category_mappers: res,
col_idx_categorical: idxs,
})
}
(None, true) => {
todo!("Auto-Inference for Categorical Variables not yet implemented")
}
}
}
/// Transform categorical variables to one-hot encoded and return a new matrix
pub fn transform<T, M>(&self, x: &M) -> Result<M, Failed>
where
T: Categorizable,
M: Matrix<T>,
{
let (nrows, p) = x.shape();
let additional_params: Vec<usize> = self
.category_mappers
.iter()
.map(|enc| enc.num_categories())
.collect();
// Eac category of size v adds v-1 params
let expandws_p: usize = p + additional_params.iter().fold(0, |cs, &v| cs + v - 1);
let new_col_idx = find_new_idxs(p, &additional_params[..], &self.col_idx_categorical[..]);
let mut res = M::zeros(nrows, expandws_p);
for (pidx, &old_cidx) in self.col_idx_categorical.iter().enumerate() {
let cidx = new_col_idx[old_cidx];
let col_iter = (0..nrows).map(|r| x.get(r, old_cidx).to_category());
let sencoder = &self.category_mappers[pidx];
let oh_series = col_iter.map(|c| sencoder.get_one_hot::<T, Vec<T>>(&c));
for (row, oh_vec) in oh_series.enumerate() {
match oh_vec {
None => {
// Since we support T types, bad value in a series causes in to be invalid
let msg = format!("At least one value in column {} doesn't conform to category definition", old_cidx);
return Err(Failed::transform(&msg[..]));
}
Some(v) => {
// copy one hot vectors to their place in the data matrix;
for (col_ofst, &val) in v.iter().enumerate() {
res.set(row, cidx + col_ofst, val);
}
}
}
}
}
// copy old data in x to their new location while skipping catergorical vars (already treated)
let mut skip_idx_iter = self.col_idx_categorical.iter();
let mut cur_skip = skip_idx_iter.next();
for (old_p, &new_p) in new_col_idx.iter().enumerate() {
// if found treated varible, skip it
if let Some(&v) = cur_skip {
if v == old_p {
cur_skip = skip_idx_iter.next();
continue;
}
}
for r in 0..nrows {
let val = x.get(r, old_p);
res.set(r, new_p, val);
}
}
Ok(res)
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::linalg::naive::dense_matrix::DenseMatrix;
use crate::preprocessing::series_encoder::CategoryMapper;
#[test]
fn adjust_idxs() {
assert_eq!(find_new_idxs(0, &[], &[]), Vec::<usize>::new());
// [0,1,2] -> [0, 1, 1, 1, 2]
assert_eq!(find_new_idxs(3, &[3], &[1]), vec![0, 1, 4]);
}
fn build_cat_first_and_last() -> (DenseMatrix<f64>, DenseMatrix<f64>) {
let orig = DenseMatrix::from_2d_array(&[
&[1.0, 1.5, 3.0],
&[2.0, 1.5, 4.0],
&[1.0, 1.5, 5.0],
&[2.0, 1.5, 6.0],
]);
let oh_enc = DenseMatrix::from_2d_array(&[
&[1.0, 0.0, 1.5, 1.0, 0.0, 0.0, 0.0],
&[0.0, 1.0, 1.5, 0.0, 1.0, 0.0, 0.0],
&[1.0, 0.0, 1.5, 0.0, 0.0, 1.0, 0.0],
&[0.0, 1.0, 1.5, 0.0, 0.0, 0.0, 1.0],
]);
(orig, oh_enc)
}
fn build_fake_matrix() -> (DenseMatrix<f64>, DenseMatrix<f64>) {
// Categorical first and last
let orig = DenseMatrix::from_2d_array(&[
&[1.5, 1.0, 1.5, 3.0],
&[1.5, 2.0, 1.5, 4.0],
&[1.5, 1.0, 1.5, 5.0],
&[1.5, 2.0, 1.5, 6.0],
]);
let oh_enc = DenseMatrix::from_2d_array(&[
&[1.5, 1.0, 0.0, 1.5, 1.0, 0.0, 0.0, 0.0],
&[1.5, 0.0, 1.0, 1.5, 0.0, 1.0, 0.0, 0.0],
&[1.5, 1.0, 0.0, 1.5, 0.0, 0.0, 1.0, 0.0],
&[1.5, 0.0, 1.0, 1.5, 0.0, 0.0, 0.0, 1.0],
]);
(orig, oh_enc)
}
#[test]
fn hash_encode_f64_series() {
let series = vec![3.0, 1.0, 2.0, 1.0];
let hashable_series: Vec<CategoricalFloat> =
series.iter().map(|v| v.to_category()).collect();
let enc = CategoryMapper::from_positional_category_vec(hashable_series);
let inv = enc.invert_one_hot(vec![0.0, 0.0, 1.0]);
let orig_val: f64 = inv.unwrap().into();
assert_eq!(orig_val, 2.0);
}
#[test]
fn test_fit() {
let (x, _) = build_fake_matrix();
let params = OneHotEncoderParams::from_cat_idx(&[1, 3]);
let oh_enc = OneHotEncoder::fit(&x, params).unwrap();
assert_eq!(oh_enc.category_mappers.len(), 2);
let num_cat: Vec<usize> = oh_enc
.category_mappers
.iter()
.map(|a| a.num_categories())
.collect();
assert_eq!(num_cat, vec![2, 4]);
}
#[test]
fn matrix_transform_test() {
let (x, expected_x) = build_fake_matrix();
let params = OneHotEncoderParams::from_cat_idx(&[1, 3]);
let oh_enc = OneHotEncoder::fit(&x, params).unwrap();
let nm = oh_enc.transform(&x).unwrap();
assert_eq!(nm, expected_x);
let (x, expected_x) = build_cat_first_and_last();
let params = OneHotEncoderParams::from_cat_idx(&[0, 2]);
let oh_enc = OneHotEncoder::fit(&x, params).unwrap();
let nm = oh_enc.transform(&x).unwrap();
assert_eq!(nm, expected_x);
}
#[test]
fn fail_on_bad_category() {
let m = DenseMatrix::from_2d_array(&[
&[1.0, 1.5, 3.0],
&[2.0, 1.5, 4.0],
&[1.0, 1.5, 5.0],
&[2.0, 1.5, 6.0],
]);
let params = OneHotEncoderParams::from_cat_idx(&[1]);
match OneHotEncoder::fit(&m, params) {
Err(_) => {
assert!(true);
}
_ => assert!(false),
}
}
}
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//! Traits to indicate that float variables can be viewed as categorical
//! This module assumes
use crate::math::num::RealNumber;
pub type CategoricalFloat = u16;
// pub struct CategoricalFloat(u16);
const ERROR_MARGIN: f64 = 0.001;
pub trait Categorizable: RealNumber {
type A;
fn to_category(self) -> CategoricalFloat;
fn is_valid(self) -> bool;
}
impl Categorizable for f32 {
type A = CategoricalFloat;
fn to_category(self) -> CategoricalFloat {
self as CategoricalFloat
}
fn is_valid(self) -> bool {
let a = self.to_category();
(a as f32 - self).abs() < (ERROR_MARGIN as f32)
}
}
impl Categorizable for f64 {
type A = CategoricalFloat;
fn to_category(self) -> CategoricalFloat {
self as CategoricalFloat
}
fn is_valid(self) -> bool {
let a = self.to_category();
(a as f64 - self).abs() < ERROR_MARGIN
}
}
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/// Transform a data matrix by replaceing all categorical variables with their one-hot vector equivalents
pub mod categorical;
mod data_traits;
/// Encode a series (column, array) of categorical variables as one-hot vectors
pub mod series_encoder;
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#![allow(clippy::ptr_arg)]
//! # Series Encoder
//! Encode a series of categorical features as a one-hot numeric array.
use crate::error::Failed;
use crate::linalg::BaseVector;
use crate::math::num::RealNumber;
use std::collections::HashMap;
use std::hash::Hash;
/// ## Bi-directional map category <-> label num.
/// Turn Hashable objects into a one-hot vectors or ordinal values.
/// This struct encodes single class per exmample
///
/// You can fit_to_iter a category enumeration by passing an iterator of categories.
/// category numbers will be assigned in the order they are encountered
///
/// Example:
/// ```
/// use std::collections::HashMap;
/// use smartcore::preprocessing::series_encoder::CategoryMapper;
///
/// let fake_categories: Vec<usize> = vec![1, 2, 3, 4, 5, 3, 5, 3, 1, 2, 4];
/// let it = fake_categories.iter().map(|&a| a);
/// let enc = CategoryMapper::<usize>::fit_to_iter(it);
/// let oh_vec: Vec<f64> = enc.get_one_hot(&1).unwrap();
/// // notice that 1 is actually a zero-th positional category
/// assert_eq!(oh_vec, vec![1.0, 0.0, 0.0, 0.0, 0.0]);
/// ```
///
/// You can also pass a predefined category enumeration such as a hashmap `HashMap<C, usize>` or a vector `Vec<C>`
///
///
/// ```
/// use std::collections::HashMap;
/// use smartcore::preprocessing::series_encoder::CategoryMapper;
///
/// let category_map: HashMap<&str, usize> =
/// vec![("cat", 2), ("background",0), ("dog", 1)]
/// .into_iter()
/// .collect();
/// let category_vec = vec!["background", "dog", "cat"];
///
/// let enc_lv = CategoryMapper::<&str>::from_positional_category_vec(category_vec);
/// let enc_lm = CategoryMapper::<&str>::from_category_map(category_map);
///
/// // ["background", "dog", "cat"]
/// println!("{:?}", enc_lv.get_categories());
/// let lv: Vec<f64> = enc_lv.get_one_hot(&"dog").unwrap();
/// let lm: Vec<f64> = enc_lm.get_one_hot(&"dog").unwrap();
/// assert_eq!(lv, lm);
/// ```
#[derive(Debug, Clone)]
pub struct CategoryMapper<C> {
category_map: HashMap<C, usize>,
categories: Vec<C>,
num_categories: usize,
}
impl<C> CategoryMapper<C>
where
C: Hash + Eq + Clone,
{
/// Get the number of categories in the mapper
pub fn num_categories(&self) -> usize {
self.num_categories
}
/// Fit an encoder to a lable iterator
pub fn fit_to_iter(categories: impl Iterator<Item = C>) -> Self {
let mut category_map: HashMap<C, usize> = HashMap::new();
let mut category_num = 0usize;
let mut unique_lables: Vec<C> = Vec::new();
for l in categories {
if !category_map.contains_key(&l) {
category_map.insert(l.clone(), category_num);
unique_lables.push(l.clone());
category_num += 1;
}
}
Self {
category_map,
num_categories: category_num,
categories: unique_lables,
}
}
/// Build an encoder from a predefined (category -> class number) map
pub fn from_category_map(category_map: HashMap<C, usize>) -> Self {
let mut _unique_cat: Vec<(C, usize)> =
category_map.iter().map(|(k, v)| (k.clone(), *v)).collect();
_unique_cat.sort_by(|a, b| a.1.cmp(&b.1));
let categories: Vec<C> = _unique_cat.into_iter().map(|a| a.0).collect();
Self {
num_categories: categories.len(),
categories,
category_map,
}
}
/// Build an encoder from a predefined positional category-class num vector
pub fn from_positional_category_vec(categories: Vec<C>) -> Self {
let category_map: HashMap<C, usize> = categories
.iter()
.enumerate()
.map(|(v, k)| (k.clone(), v))
.collect();
Self {
num_categories: categories.len(),
category_map,
categories,
}
}
/// Get label num of a category
pub fn get_num(&self, category: &C) -> Option<&usize> {
self.category_map.get(category)
}
/// Return category corresponding to label num
pub fn get_cat(&self, num: usize) -> &C {
&self.categories[num]
}
/// List all categories (position = category number)
pub fn get_categories(&self) -> &[C] {
&self.categories[..]
}
/// Get one-hot encoding of the category
pub fn get_one_hot<U, V>(&self, category: &C) -> Option<V>
where
U: RealNumber,
V: BaseVector<U>,
{
match self.get_num(category) {
None => None,
Some(&idx) => Some(make_one_hot::<U, V>(idx, self.num_categories)),
}
}
/// Invert one-hot vector, back to the category
pub fn invert_one_hot<U, V>(&self, one_hot: V) -> Result<C, Failed>
where
U: RealNumber,
V: BaseVector<U>,
{
let pos = U::one();
let oh_it = (0..one_hot.len()).map(|idx| one_hot.get(idx));
let s: Vec<usize> = oh_it
.enumerate()
.filter_map(|(idx, v)| if v == pos { Some(idx) } else { None })
.collect();
if s.len() == 1 {
let idx = s[0];
return Ok(self.get_cat(idx).clone());
}
let pos_entries = format!(
"Expected a single positive entry, {} entires found",
s.len()
);
Err(Failed::transform(&pos_entries[..]))
}
/// Get ordinal encoding of the catergory
pub fn get_ordinal<U>(&self, category: &C) -> Option<U>
where
U: RealNumber,
{
match self.get_num(category) {
None => None,
Some(&idx) => U::from_usize(idx),
}
}
}
/// Make a one-hot encoded vector from a categorical variable
///
/// Example:
/// ```
/// use smartcore::preprocessing::series_encoder::make_one_hot;
/// let one_hot: Vec<f64> = make_one_hot(2, 3);
/// assert_eq!(one_hot, vec![0.0, 0.0, 1.0]);
/// ```
pub fn make_one_hot<T, V>(category_idx: usize, num_categories: usize) -> V
where
T: RealNumber,
V: BaseVector<T>,
{
let pos = T::one();
let mut z = V::zeros(num_categories);
z.set(category_idx, pos);
z
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn from_categories() {
let fake_categories: Vec<usize> = vec![1, 2, 3, 4, 5, 3, 5, 3, 1, 2, 4];
let it = fake_categories.iter().map(|&a| a);
let enc = CategoryMapper::<usize>::fit_to_iter(it);
let oh_vec: Vec<f64> = match enc.get_one_hot(&1) {
None => panic!("Wrong categories"),
Some(v) => v,
};
let res: Vec<f64> = vec![1f64, 0f64, 0f64, 0f64, 0f64];
assert_eq!(oh_vec, res);
}
fn build_fake_str_enc<'a>() -> CategoryMapper<&'a str> {
let fake_category_pos = vec!["background", "dog", "cat"];
let enc = CategoryMapper::<&str>::from_positional_category_vec(fake_category_pos);
enc
}
#[test]
fn ordinal_encoding() {
let enc = build_fake_str_enc();
assert_eq!(1f64, enc.get_ordinal::<f64>(&"dog").unwrap())
}
#[test]
fn category_map_and_vec() {
let category_map: HashMap<&str, usize> = vec![("background", 0), ("dog", 1), ("cat", 2)]
.into_iter()
.collect();
let enc = CategoryMapper::<&str>::from_category_map(category_map);
let oh_vec: Vec<f64> = match enc.get_one_hot(&"dog") {
None => panic!("Wrong categories"),
Some(v) => v,
};
let res: Vec<f64> = vec![0f64, 1f64, 0f64];
assert_eq!(oh_vec, res);
}
#[test]
fn positional_categories_vec() {
let enc = build_fake_str_enc();
let oh_vec: Vec<f64> = match enc.get_one_hot(&"dog") {
None => panic!("Wrong categories"),
Some(v) => v,
};
let res: Vec<f64> = vec![0.0, 1.0, 0.0];
assert_eq!(oh_vec, res);
}
#[test]
fn invert_label_test() {
let enc = build_fake_str_enc();
let res: Vec<f64> = vec![0.0, 1.0, 0.0];
let lab = enc.invert_one_hot(res).unwrap();
assert_eq!(lab, "dog");
if let Err(e) = enc.invert_one_hot(vec![0.0, 0.0, 0.0]) {
let pos_entries = format!("Expected a single positive entry, 0 entires found");
assert_eq!(e, Failed::transform(&pos_entries[..]));
};
}
#[test]
fn test_many_categorys() {
let enc = build_fake_str_enc();
let cat_it = ["dog", "cat", "fish", "background"].iter().cloned();
let res: Vec<Option<Vec<f64>>> = cat_it.map(|v| enc.get_one_hot(&v)).collect();
let v = vec![
Some(vec![0.0, 1.0, 0.0]),
Some(vec![0.0, 0.0, 1.0]),
None,
Some(vec![1.0, 0.0, 0.0]),
];
assert_eq!(res, v)
}
}