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scikit-learn / preprocessing / imputation.py
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# Authors: Nicolas Tresegnie <nicolas.tresegnie@gmail.com>
# License: BSD 3 clause

import warnings

import numpy as np
import numpy.ma as ma
from scipy import sparse
from scipy import stats

from ..base import BaseEstimator, TransformerMixin
from ..utils import array2d
from ..utils import atleast2d_or_csr
from ..utils import atleast2d_or_csc
from ..utils import as_float_array
from ..utils.fixes import astype

from ..externals import six

zip = six.moves.zip
map = six.moves.map

__all__ = [
    'Imputer',
]


def _get_mask(X, value_to_mask):
    """Compute the boolean mask X == missing_values."""
    if value_to_mask == "NaN" or np.isnan(value_to_mask):
        return np.isnan(X)
    else:
        return X == value_to_mask


def _get_median(data, n_zeros):
    """Compute the median of data with n_zeros additional zeros.

    This function is used to support sparse matrices; it modifies data in-place
    """
    n_elems = len(data) + n_zeros
    if not n_elems:
        return np.nan
    n_negative = np.count_nonzero(data < 0)
    middle, is_odd = divmod(n_elems, 2)
    data.sort()

    if is_odd:
        return _get_elem_at_rank(middle, data, n_negative, n_zeros)

    return (_get_elem_at_rank(middle - 1, data, n_negative, n_zeros) +
            _get_elem_at_rank(middle, data, n_negative, n_zeros)) / 2.


def _get_elem_at_rank(rank, data, n_negative, n_zeros):
    """Find the value in data augmented with n_zeros for the given rank"""
    if rank < n_negative:
        return data[rank]
    if rank - n_negative < n_zeros:
        return 0
    return data[rank - n_zeros]


def _most_frequent(array, extra_value, n_repeat):
    """Compute the most frequent value in a 1d array extended with
       [extra_value] * n_repeat, where extra_value is assumed to be not part
       of the array."""
    # Compute the most frequent value in array only
    if array.size > 0:
        mode = stats.mode(array)
        most_frequent_value = mode[0][0]
        most_frequent_count = mode[1][0]
    else:
        most_frequent_value = 0
        most_frequent_count = 0

    # Compare to array + [extra_value] * n_repeat
    if most_frequent_count == 0 and n_repeat == 0:
        return np.nan
    elif most_frequent_count < n_repeat:
        return extra_value
    elif most_frequent_count > n_repeat:
        return most_frequent_value
    elif most_frequent_count == n_repeat:
        # Ties the breaks. Copy the behaviour of scipy.stats.mode
        if most_frequent_value < extra_value:
            return most_frequent_value
        else:
            return extra_value


class Imputer(BaseEstimator, TransformerMixin):
    """Imputation transformer for completing missing values.

    Parameters
    ----------
    missing_values : integer or "NaN", optional (default="NaN")
        The placeholder for the missing values. All occurrences of
        `missing_values` will be imputed. For missing values encoded as np.nan,
        use the string value "NaN".

    strategy : string, optional (default="mean")
        The imputation strategy.

        - If "mean", then replace missing values using the mean along
          the axis.
        - If "median", then replace missing values using the median along
          the axis.
        - If "most_frequent", then replace missing using the most frequent
          value along the axis.

    axis : integer, optional (default=0)
        The axis along which to impute.

        - If `axis=0`, then impute along columns.
        - If `axis=1`, then impute along rows.

    verbose : integer, optional (default=0)
        Controls the verbosity of the imputer.

    copy : boolean, optional (default=True)
        If True, a copy of X will be created. If False, imputation will
        be done in-place whenever possible. Note that, in the following cases,
        a new copy will always be made, even if `copy=False`:

        - If X is not an array of floating values;
        - If X is sparse and `missing_values=0`;
        - If `axis=0` and X is encoded as a CSR matrix;
        - If `axis=1` and X is encoded as a CSC matrix.

    Attributes
    ----------
    `statistics_` : array of shape (n_features,)
        The imputation fill value for each feature if axis == 0.

    Notes
    -----
    - When ``axis=0``, columns which only contained missing values at `fit`
      are discarded upon `transform`.
    - When ``axis=1``, an exception is raised if there are rows for which it is
      not possible to fill in the missing values (e.g., because they only
      contain missing values).
    """
    def __init__(self, missing_values="NaN", strategy="mean",
                 axis=0, verbose=0, copy=True):
        self.missing_values = missing_values
        self.strategy = strategy
        self.axis = axis
        self.verbose = verbose
        self.copy = copy

    def fit(self, X, y=None):
        """Fit the imputer on X.

        Parameters
        ----------
        X : {array-like, sparse matrix}, shape (n_samples, n_features)
            Input data, where ``n_samples`` is the number of samples and
            ``n_features`` is the number of features.

        Returns
        -------
        self : object
            Returns self.
        """
        # Check parameters
        allowed_strategies = ["mean", "median", "most_frequent"]
        if self.strategy not in allowed_strategies:
            raise ValueError("Can only use these strategies: {0} "
                             " got strategy={1}".format(allowed_strategies,
                                                        self.strategy))

        if self.axis not in [0, 1]:
            raise ValueError("Can only impute missing values on axis 0 and 1, "
                             " got axis={0}".format(self.axis))

        # Since two different arrays can be provided in fit(X) and
        # transform(X), the imputation data will be computed in transform()
        # when the imputation is done per sample (i.e., when axis=1).
        if self.axis == 0:
            X = atleast2d_or_csc(X, dtype=np.float64, force_all_finite=False)

            if sparse.issparse(X):
                self.statistics_ = self._sparse_fit(X,
                                                    self.strategy,
                                                    self.missing_values,
                                                    self.axis)
            else:
                self.statistics_ = self._dense_fit(X,
                                                   self.strategy,
                                                   self.missing_values,
                                                   self.axis)

        return self

    def _sparse_fit(self, X, strategy, missing_values, axis):
        """Fit the transformer on sparse data."""
        # Imputation is done "by column", so if we want to do it
        # by row we only need to convert the matrix to csr format.
        if axis == 1:
            X = X.tocsr()
        else:
            X = X.tocsc()

        # Count the zeros
        if missing_values == 0:
            n_zeros_axis = np.zeros(X.shape[not axis], dtype=int)
        else:
            n_zeros_axis = X.shape[axis] - np.diff(X.indptr)

        # Mean
        if strategy == "mean":
            if missing_values != 0:
                n_non_missing = n_zeros_axis

                # Mask the missing elements
                mask_missing_values = _get_mask(X.data, missing_values)
                mask_valids = np.logical_not(mask_missing_values)

                # Sum only the valid elements
                new_data = X.data.copy()
                new_data[mask_missing_values] = 0
                X = sparse.csc_matrix((new_data, X.indices, X.indptr),
                                      copy=False)
                sums = X.sum(axis=0)

                # Count the elements != 0
                mask_non_zeros = sparse.csc_matrix(
                    (mask_valids.astype(np.float64),
                     X.indices,
                     X.indptr), copy=False)
                s = mask_non_zeros.sum(axis=0)
                n_non_missing = np.add(n_non_missing, s)

            else:
                sums = X.sum(axis=axis)
                n_non_missing = np.diff(X.indptr)

            # Ignore the error, columns with a np.nan statistics_
            # are not an error at this point. These columns will
            # be removed in transform
            with np.errstate(all="ignore"):
                return np.ravel(sums) / np.ravel(n_non_missing)

        # Median + Most frequent
        else:
            # Remove the missing values, for each column
            columns_all = np.hsplit(X.data, X.indptr[1:-1])
            mask_missing_values = _get_mask(X.data, missing_values)
            mask_valids = np.hsplit(np.logical_not(mask_missing_values),
                                    X.indptr[1:-1])

            # astype necessary for bug in numpy.hsplit before v1.9
            columns = [col[astype(mask, bool, copy=False)]
                       for col, mask in zip(columns_all, mask_valids)]

            # Median
            if strategy == "median":
                median = np.empty(len(columns))
                for i, column in enumerate(columns):
                    median[i] = _get_median(column, n_zeros_axis[i])

                return median

            # Most frequent
            elif strategy == "most_frequent":
                most_frequent = np.empty(len(columns))

                for i, column in enumerate(columns):
                    most_frequent[i] = _most_frequent(column,
                                                      0,
                                                      n_zeros_axis[i])

                return most_frequent

    def _dense_fit(self, X, strategy, missing_values, axis):
        """Fit the transformer on dense data."""
        X = array2d(X, force_all_finite=False)
        mask = _get_mask(X, missing_values)
        masked_X = ma.masked_array(X, mask=mask)

        # Mean
        if strategy == "mean":
            mean_masked = np.ma.mean(masked_X, axis=axis)
            # Avoid the warning "Warning: converting a masked element to nan."
            mean = np.ma.getdata(mean_masked)
            mean[np.ma.getmask(mean_masked)] = np.nan

            return mean

        # Median
        elif strategy == "median":
            if tuple(int(v) for v in np.__version__.split('.')[:2]) < (1, 5):
                # In old versions of numpy, calling a median on an array
                # containing nans returns nan. This is different is
                # recent versions of numpy, which we want to mimic
                masked_X.mask = np.logical_or(masked_X.mask,
                                              np.isnan(X))
            median_masked = np.ma.median(masked_X, axis=axis)
            # Avoid the warning "Warning: converting a masked element to nan."
            median = np.ma.getdata(median_masked)
            median[np.ma.getmaskarray(median_masked)] = np.nan

            return median

        # Most frequent
        elif strategy == "most_frequent":
            # scipy.stats.mstats.mode cannot be used because it will no work
            # properly if the first element is masked and if it's frequency
            # is equal to the frequency of the most frequent valid element
            # See https://github.com/scipy/scipy/issues/2636

            # To be able access the elements by columns
            if axis == 0:
                X = X.transpose()
                mask = mask.transpose()

            most_frequent = np.empty(X.shape[0])

            for i, (row, row_mask) in enumerate(zip(X[:], mask[:])):
                row_mask = np.logical_not(row_mask).astype(np.bool)
                row = row[row_mask]
                most_frequent[i] = _most_frequent(row, np.nan, 0)

            return most_frequent

    def transform(self, X):
        """Impute all missing values in X.

        Parameters
        ----------
        X : {array-like, sparse matrix}, shape = [n_samples, n_features]
            The input data to complete.
        """
        # Copy just once
        X = as_float_array(X, copy=self.copy, force_all_finite=False)

        # Since two different arrays can be provided in fit(X) and
        # transform(X), the imputation data need to be recomputed
        # when the imputation is done per sample
        if self.axis == 1:
            X = atleast2d_or_csr(X, force_all_finite=False, copy=False)

            if sparse.issparse(X):
                statistics = self._sparse_fit(X,
                                              self.strategy,
                                              self.missing_values,
                                              self.axis)

            else:
                statistics = self._dense_fit(X,
                                             self.strategy,
                                             self.missing_values,
                                             self.axis)
        else:
            X = atleast2d_or_csc(X, force_all_finite=False, copy=False)
            statistics = self.statistics_

        # Delete the invalid rows/columns
        invalid_mask = np.isnan(statistics)
        valid_mask = np.logical_not(invalid_mask)
        valid_statistics = statistics[valid_mask]
        valid_statistics_indexes = np.where(valid_mask)[0]
        missing = np.arange(X.shape[not self.axis])[invalid_mask]

        if self.axis == 0 and invalid_mask.any():
            if self.verbose:
                warnings.warn("Deleting features without "
                              "observed values: %s" % missing)
            X = X[:, valid_statistics_indexes]
        elif self.axis == 1 and invalid_mask.any():
            raise ValueError("Some rows only contain "
                             "missing values: %s" % missing)

        # Do actual imputation
        if sparse.issparse(X) and self.missing_values != 0:
            mask = _get_mask(X.data, self.missing_values)
            indexes = np.repeat(np.arange(len(X.indptr) - 1, dtype=np.int),
                                np.diff(X.indptr))[mask]

            X.data[mask] = valid_statistics[indexes].astype(X.dtype)
        else:
            if sparse.issparse(X):
                X = X.toarray()

            mask = _get_mask(X, self.missing_values)
            n_missing = np.sum(mask, axis=self.axis)
            values = np.repeat(valid_statistics, n_missing)

            if self.axis == 0:
                coordinates = np.where(mask.transpose())[::-1]
            else:
                coordinates = mask

            X[coordinates] = values

        return X