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aaronreidsmith / scikit-learn   python

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Version: 0.22 

"""
This module contains the BinMapper class.

BinMapper is used for mapping a real-valued dataset into integer-valued bins.
Bin thresholds are computed with the quantiles so that each bin contains
approximately the same number of samples.
"""
# Author: Nicolas Hug

import numpy as np

from ...utils import check_random_state, check_array
from ...base import BaseEstimator, TransformerMixin
from ...utils.validation import check_is_fitted
from ._binning import _map_to_bins
from .common import X_DTYPE, X_BINNED_DTYPE, ALMOST_INF


def _find_binning_thresholds(data, max_bins, subsample, random_state):
    """Extract feature-wise quantiles from numerical data.

    Missing values are ignored for finding the thresholds.

    Parameters
    ----------
    data : array-like, shape (n_samples, n_features)
        The data to bin.
    max_bins: int
        The maximum number of bins to use for non-missing values. If for a
        given feature the number of unique values is less than ``max_bins``,
        then those unique values will be used to compute the bin thresholds,
        instead of the quantiles.
    subsample : int or None
        If ``n_samples > subsample``, then ``sub_samples`` samples will be
        randomly chosen to compute the quantiles. If ``None``, the whole data
        is used.
    random_state: int or numpy.random.RandomState or None
        Pseudo-random number generator to control the random sub-sampling.
        See :term:`random_state`.

    Return
    ------
    binning_thresholds: list of arrays
        For each feature, stores the increasing numeric values that can
        be used to separate the bins. Thus ``len(binning_thresholds) ==
        n_features``.
    """
    rng = check_random_state(random_state)
    if subsample is not None and data.shape[0] > subsample:
        subset = rng.choice(np.arange(data.shape[0]), subsample, replace=False)
        data = data.take(subset, axis=0)

    binning_thresholds = []
    for f_idx in range(data.shape[1]):
        col_data = data[:, f_idx]
        # ignore missing values when computing bin thresholds
        missing_mask = np.isnan(col_data)
        if missing_mask.any():
            col_data = col_data[~missing_mask]
        col_data = np.ascontiguousarray(col_data, dtype=X_DTYPE)
        distinct_values = np.unique(col_data)
        if len(distinct_values) <= max_bins:
            midpoints = distinct_values[:-1] + distinct_values[1:]
            midpoints *= .5
        else:
            # We sort again the data in this case. We could compute
            # approximate midpoint percentiles using the output of
            # np.unique(col_data, return_counts) instead but this is more
            # work and the performance benefit will be limited because we
            # work on a fixed-size subsample of the full data.
            percentiles = np.linspace(0, 100, num=max_bins + 1)
            percentiles = percentiles[1:-1]
            midpoints = np.percentile(col_data, percentiles,
                                      interpolation='midpoint').astype(X_DTYPE)
            assert midpoints.shape[0] == max_bins - 1

        # We avoid having +inf thresholds: +inf thresholds are only allowed in
        # a "split on nan" situation.
        np.clip(midpoints, a_min=None, a_max=ALMOST_INF, out=midpoints)

        binning_thresholds.append(midpoints)

    return binning_thresholds


class _BinMapper(TransformerMixin, BaseEstimator):
    """Transformer that maps a dataset into integer-valued bins.

    The bins are created in a feature-wise fashion, using quantiles so that
    each bins contains approximately the same number of samples.

    For large datasets, quantiles are computed on a subset of the data to
    speed-up the binning, but the quantiles should remain stable.

    Features with a small number of values may be binned into less than
    ``n_bins`` bins. The last bin (at index ``n_bins - 1``) is always reserved
    for missing values.

    Parameters
    ----------
    n_bins : int, optional (default=256)
        The maximum number of bins to use (including the bin for missing
        values). Non-missing values are binned on ``max_bins = n_bins - 1``
        bins. The last bin is always reserved for missing values. If for a
        given feature the number of unique values is less than ``max_bins``,
        then those unique values will be used to compute the bin thresholds,
        instead of the quantiles.
    subsample : int or None, optional (default=2e5)
        If ``n_samples > subsample``, then ``sub_samples`` samples will be
        randomly chosen to compute the quantiles. If ``None``, the whole data
        is used.
    random_state: int or numpy.random.RandomState or None, \
        optional (default=None)
        Pseudo-random number generator to control the random sub-sampling.
        See :term:`random_state`.

    Attributes
    ----------
    bin_thresholds_ : list of arrays
        For each feature, gives the real-valued bin threhsolds. There are
        ``max_bins - 1`` thresholds, where ``max_bins = n_bins - 1`` is the
        number of bins used for non-missing values.
    n_bins_non_missing_ : array of uint32
        For each feature, gives the number of bins actually used for
        non-missing values. For features with a lot of unique values, this is
        equal to ``n_bins - 1``.
    missing_values_bin_idx_ : uint8
        The index of the bin where missing values are mapped. This is a
        constant across all features. This corresponds to the last bin, and
        it is always equal to ``n_bins - 1``. Note that if ``n_bins_missing_``
        is less than ``n_bins - 1`` for a given feature, then there are
        empty (and unused) bins.
    """
    def __init__(self, n_bins=256, subsample=int(2e5), random_state=None):
        self.n_bins = n_bins
        self.subsample = subsample
        self.random_state = random_state

    def fit(self, X, y=None):
        """Fit data X by computing the binning thresholds.

        The last bin is reserved for missing values, whether missing values
        are present in the data or not.

        Parameters
        ----------
        X : array-like, shape (n_samples, n_features)
            The data to bin.
        y: None
            Ignored.

        Returns
        -------
        self : object
        """
        if not (3 <= self.n_bins <= 256):
            # min is 3: at least 2 distinct bins and a missing values bin
            raise ValueError('n_bins={} should be no smaller than 3 '
                             'and no larger than 256.'.format(self.n_bins))

        X = check_array(X, dtype=[X_DTYPE], force_all_finite=False)
        max_bins = self.n_bins - 1
        self.bin_thresholds_ = _find_binning_thresholds(
            X, max_bins, subsample=self.subsample,
            random_state=self.random_state)

        self.n_bins_non_missing_ = np.array(
            [thresholds.shape[0] + 1 for thresholds in self.bin_thresholds_],
            dtype=np.uint32)

        self.missing_values_bin_idx_ = self.n_bins - 1

        return self

    def transform(self, X):
        """Bin data X.

        Missing values will be mapped to the last bin.

        Parameters
        ----------
        X : array-like, shape (n_samples, n_features)
            The data to bin.

        Returns
        -------
        X_binned : array-like, shape (n_samples, n_features)
            The binned data (fortran-aligned).
        """
        X = check_array(X, dtype=[X_DTYPE], force_all_finite=False)
        check_is_fitted(self)
        if X.shape[1] != self.n_bins_non_missing_.shape[0]:
            raise ValueError(
                'This estimator was fitted with {} features but {} got passed '
                'to transform()'.format(self.n_bins_non_missing_.shape[0],
                                        X.shape[1])
            )
        binned = np.zeros_like(X, dtype=X_BINNED_DTYPE, order='F')
        _map_to_bins(X, self.bin_thresholds_, self.missing_values_bin_idx_,
                     binned)
        return binned