def test_preprocessing_network(self):
feature_value_map = read_data()
normalization_parameters = {}
for name, values in feature_value_map.items():
normalization_parameters[name] = normalization.identify_parameter(
name, values, feature_type=self._feature_type_override(name))
test_features = NumpyFeatureProcessor.preprocess(
feature_value_map, normalization_parameters)
net = core.Net("PreprocessingTestNet")
C2.set_net(net)
preprocessor = PreprocessorNet()
name_preprocessed_blob_map = {}
for feature_name in feature_value_map:
workspace.FeedBlob(str(feature_name), np.array([0],
dtype=np.int32))
preprocessed_blob, _ = preprocessor.preprocess_blob(
str(feature_name), [normalization_parameters[feature_name]])
name_preprocessed_blob_map[feature_name] = preprocessed_blob
workspace.CreateNet(net)
for feature_name, feature_value in six.iteritems(feature_value_map):
feature_value = np.expand_dims(feature_value, -1)
workspace.FeedBlob(str(feature_name), feature_value)
workspace.RunNetOnce(net)
for feature_name in feature_value_map:
normalized_features = workspace.FetchBlob(
name_preprocessed_blob_map[feature_name])
if feature_name != ENUM_FEATURE_ID:
normalized_features = np.squeeze(normalized_features, -1)
tolerance = 0.01
if feature_name == BOXCOX_FEATURE_ID:
# At the limit, boxcox has some numerical instability
tolerance = 0.5
non_matching = np.where(
np.logical_not(
np.isclose(
normalized_features,
test_features[feature_name],
rtol=tolerance,
atol=tolerance,
)))
self.assertTrue(
np.all(
np.isclose(
normalized_features,
test_features[feature_name],
rtol=tolerance,
atol=tolerance,
)),
"{} does not match: {} {}".format(
feature_name,
normalized_features[non_matching].tolist(),
test_features[feature_name][non_matching].tolist(),
),
)
def test_preprocessing_network(self):
feature_value_map = read_data()
normalization_parameters = {}
name_preprocessed_blob_map = {}
for feature_name, feature_values in feature_value_map.items():
normalization_parameters[
feature_name] = normalization.identify_parameter(
feature_values,
feature_type=self._feature_type_override(feature_name))
feature_values[
0] = MISSING_VALUE # Set one entry to MISSING_VALUE to test that
preprocessor = Preprocessor(
{feature_name: normalization_parameters[feature_name]}, False)
feature_values_matrix = np.expand_dims(feature_values, -1)
normalized_feature_values = preprocessor.forward(
feature_values_matrix)
name_preprocessed_blob_map[
feature_name] = normalized_feature_values.numpy()
test_features = NumpyFeatureProcessor.preprocess(
feature_value_map, normalization_parameters)
for feature_name in feature_value_map:
normalized_features = name_preprocessed_blob_map[feature_name]
if feature_name != ENUM_FEATURE_ID:
normalized_features = np.squeeze(normalized_features, -1)
tolerance = 0.01
if feature_name == BOXCOX_FEATURE_ID:
# At the limit, boxcox has some numerical instability
tolerance = 0.5
non_matching = np.where(
np.logical_not(
np.isclose(
normalized_features.flatten(),
test_features[feature_name].flatten(),
rtol=tolerance,
atol=tolerance,
)))
self.assertTrue(
np.all(
np.isclose(
normalized_features.flatten(),
test_features[feature_name].flatten(),
rtol=tolerance,
atol=tolerance,
)),
"{} does not match: {} \n!=\n {}".format(
feature_name,
normalized_features.flatten()[non_matching],
test_features[feature_name].flatten()[non_matching],
),
)
def expected_action_features(self, normalize):
# Feature order: 12, 11, 13
dense = np.array(
[[21, 20, MISSING_VALUE], [24, 23, 25], [27, MISSING_VALUE, 26]],
dtype=np.float32,
)
if normalize:
dense = NumpyFeatureProcessor.preprocess_array(
dense, [12, 11, 13], self.get_action_normalization_parameters()
)
return dense
def expected_next_action_features(self, normalize):
# Feature order: 12, 11, 13
dense = np.array(
[[31, 30, 33], [34, MISSING_VALUE, 35], [MISSING_VALUE, 36, 37]],
dtype=np.float32,
)
if normalize:
dense = NumpyFeatureProcessor.preprocess_array(
dense, [12, 11, 13], self.get_action_normalization_parameters()
)
return dense
def expected_action_features(self, normalize):
# Feature order: 12, 11, 13
dense = np.array(
[[21, 20, MISSING_VALUE], [24, 23, 25], [27, MISSING_VALUE, 26]],
dtype=np.float32,
)
if normalize:
dense = NumpyFeatureProcessor.preprocess_array(
dense, [12, 11, 13],
self.get_action_normalization_parameters())
return dense
def expected_next_action_features(self, normalize):
# Feature order: 12, 11, 13
dense = np.array(
[[31, 30, 33], [34, MISSING_VALUE, 35], [MISSING_VALUE, 36, 37]],
dtype=np.float32,
)
if normalize:
dense = NumpyFeatureProcessor.preprocess_array(
dense, [12, 11, 13],
self.get_action_normalization_parameters())
return dense
def expected_next_state_features(self, normalize):
# Feature order: 1, 3, 2, 4
dense = np.array(
[
[11, MISSING_VALUE, 10, MISSING_VALUE],
[13, MISSING_VALUE, MISSING_VALUE, MISSING_VALUE],
[MISSING_VALUE, 15, 14, 16],
],
dtype=np.float32,
)
if normalize:
dense = NumpyFeatureProcessor.preprocess_array(
dense, [1, 3, 2, 4], self.get_state_normalization_parameters())
return dense
def expected_next_state_features(self, normalize):
# Feature order: 1, 3, 2, 4
dense = np.array(
[
[11, MISSING_VALUE, 10, MISSING_VALUE],
[13, MISSING_VALUE, MISSING_VALUE, MISSING_VALUE],
[MISSING_VALUE, 15, 14, 16],
],
dtype=np.float32,
)
if normalize:
dense = NumpyFeatureProcessor.preprocess_array(
dense, [1, 3, 2, 4], self.get_state_normalization_parameters()
)
return dense
def expected_possible_next_actions_features(self, normalize):
# Feature order: 12, 11, 13
dense = np.array(
[
[MISSING_VALUE, 40, MISSING_VALUE],
[MISSING_VALUE, MISSING_VALUE, MISSING_VALUE],
[41, MISSING_VALUE, MISSING_VALUE],
[45, 43, 44],
[MISSING_VALUE, MISSING_VALUE, MISSING_VALUE],
[MISSING_VALUE, MISSING_VALUE, MISSING_VALUE],
],
dtype=np.float32,
)
if normalize:
dense = NumpyFeatureProcessor.preprocess_array(
dense, [12, 11, 13], self.get_action_normalization_parameters()
)
return dense
def expected_possible_next_actions_features(self, normalize):
# Feature order: 12, 11, 13
dense = np.array(
[
[MISSING_VALUE, 40, MISSING_VALUE],
[MISSING_VALUE, MISSING_VALUE, MISSING_VALUE],
[41, MISSING_VALUE, MISSING_VALUE],
[45, 43, 44],
[MISSING_VALUE, MISSING_VALUE, MISSING_VALUE],
[MISSING_VALUE, MISSING_VALUE, MISSING_VALUE],
],
dtype=np.float32,
)
if normalize:
dense = NumpyFeatureProcessor.preprocess_array(
dense, [12, 11, 13],
self.get_action_normalization_parameters())
return dense
def test_prepare_normalization_and_normalize(self):
feature_value_map = read_data()
normalization_parameters = {}
for name, values in feature_value_map.items():
normalization_parameters[name] = normalization.identify_parameter(
name,
values,
10,
feature_type=self._feature_type_override(name))
for k, v in normalization_parameters.items():
if id_to_type(k) == CONTINUOUS:
self.assertEqual(v.feature_type, CONTINUOUS)
self.assertIs(v.boxcox_lambda, None)
self.assertIs(v.boxcox_shift, None)
elif id_to_type(k) == BOXCOX:
self.assertEqual(v.feature_type, BOXCOX)
self.assertIsNot(v.boxcox_lambda, None)
self.assertIsNot(v.boxcox_shift, None)
else:
assert v.feature_type == id_to_type(k)
sorted_features, _ = sort_features_by_normalization(
normalization_parameters)
norm_net = core.Net("net")
C2.set_net(norm_net)
preprocessor = PreprocessorNet()
input_matrix = np.zeros([10000, len(sorted_features)],
dtype=np.float32)
for i, feature in enumerate(sorted_features):
input_matrix[:, i] = feature_value_map[feature]
input_matrix_blob = "input_matrix_blob"
workspace.FeedBlob(input_matrix_blob, np.array([], dtype=np.float32))
output_blob, _ = preprocessor.normalize_dense_matrix(
input_matrix_blob, sorted_features, normalization_parameters, "",
False)
workspace.FeedBlob(input_matrix_blob, input_matrix)
workspace.RunNetOnce(norm_net)
normalized_feature_matrix = workspace.FetchBlob(output_blob)
normalized_features = {}
on_column = 0
for feature in sorted_features:
norm = normalization_parameters[feature]
if norm.feature_type == ENUM:
column_size = len(norm.possible_values)
else:
column_size = 1
normalized_features[
feature] = normalized_feature_matrix[:,
on_column:(on_column +
column_size)]
on_column += column_size
self.assertTrue(
all([
np.isfinite(parameter.stddev) and np.isfinite(parameter.mean)
for parameter in normalization_parameters.values()
]))
for k, v in six.iteritems(normalized_features):
self.assertTrue(np.all(np.isfinite(v)))
feature_type = normalization_parameters[k].feature_type
if feature_type == identify_types.PROBABILITY:
sigmoidv = special.expit(v)
self.assertTrue(
np.all(
np.logical_and(np.greater(sigmoidv, 0),
np.less(sigmoidv, 1))))
elif feature_type == identify_types.ENUM:
possible_values = normalization_parameters[k].possible_values
self.assertEqual(v.shape[0], len(feature_value_map[k]))
self.assertEqual(v.shape[1], len(possible_values))
possible_value_map = {}
for i, possible_value in enumerate(possible_values):
possible_value_map[possible_value] = i
for i, row in enumerate(v):
original_feature = feature_value_map[k][i]
self.assertEqual(possible_value_map[original_feature],
np.where(row == 1)[0][0])
elif feature_type == identify_types.QUANTILE:
for i, feature in enumerate(v[0]):
original_feature = feature_value_map[k][i]
expected = NumpyFeatureProcessor.value_to_quantile(
original_feature,
normalization_parameters[k].quantiles)
self.assertAlmostEqual(feature, expected, 2)
elif feature_type == identify_types.BINARY:
pass
elif (feature_type == identify_types.CONTINUOUS
or feature_type == identify_types.BOXCOX):
one_stddev = np.isclose(np.std(v, ddof=1), 1, atol=0.01)
zero_stddev = np.isclose(np.std(v, ddof=1), 0, atol=0.01)
zero_mean = np.isclose(np.mean(v), 0, atol=0.01)
self.assertTrue(
np.all(zero_mean),
"mean of feature {} is {}, not 0".format(k, np.mean(v)),
)
self.assertTrue(np.all(np.logical_or(one_stddev, zero_stddev)))
elif feature_type == identify_types.CONTINUOUS_ACTION:
less_than_max = v < 1
more_than_min = v > -1
self.assertTrue(
np.all(less_than_max),
"values are not less than 1: {}".format(
v[less_than_max == False]),
)
self.assertTrue(
np.all(more_than_min),
"values are not more than -1: {}".format(
v[more_than_min == False]),
)
else:
raise NotImplementedError()
def test_prepare_normalization_and_normalize(self):
feature_value_map = read_data()
normalization_parameters = {}
for name, values in feature_value_map.items():
normalization_parameters[name] = normalization.identify_parameter(
name, values, 10, feature_type=self._feature_type_override(name)
)
for k, v in normalization_parameters.items():
if id_to_type(k) == CONTINUOUS:
self.assertEqual(v.feature_type, CONTINUOUS)
self.assertIs(v.boxcox_lambda, None)
self.assertIs(v.boxcox_shift, None)
elif id_to_type(k) == BOXCOX:
self.assertEqual(v.feature_type, BOXCOX)
self.assertIsNot(v.boxcox_lambda, None)
self.assertIsNot(v.boxcox_shift, None)
else:
assert v.feature_type == id_to_type(k)
sorted_features, _ = sort_features_by_normalization(normalization_parameters)
norm_net = core.Net("net")
C2.set_net(norm_net)
preprocessor = PreprocessorNet()
input_matrix = np.zeros([10000, len(sorted_features)], dtype=np.float32)
for i, feature in enumerate(sorted_features):
input_matrix[:, i] = feature_value_map[feature]
input_matrix_blob = "input_matrix_blob"
workspace.FeedBlob(input_matrix_blob, np.array([], dtype=np.float32))
output_blob, _ = preprocessor.normalize_dense_matrix(
input_matrix_blob, sorted_features, normalization_parameters, "", False
)
workspace.FeedBlob(input_matrix_blob, input_matrix)
workspace.RunNetOnce(norm_net)
normalized_feature_matrix = workspace.FetchBlob(output_blob)
normalized_features = {}
on_column = 0
for feature in sorted_features:
norm = normalization_parameters[feature]
if norm.feature_type == ENUM:
column_size = len(norm.possible_values)
else:
column_size = 1
normalized_features[feature] = normalized_feature_matrix[
:, on_column : (on_column + column_size)
]
on_column += column_size
self.assertTrue(
all(
[
np.isfinite(parameter.stddev) and np.isfinite(parameter.mean)
for parameter in normalization_parameters.values()
]
)
)
for k, v in six.iteritems(normalized_features):
self.assertTrue(np.all(np.isfinite(v)))
feature_type = normalization_parameters[k].feature_type
if feature_type == identify_types.PROBABILITY:
sigmoidv = special.expit(v)
self.assertTrue(
np.all(
np.logical_and(np.greater(sigmoidv, 0), np.less(sigmoidv, 1))
)
)
elif feature_type == identify_types.ENUM:
possible_values = normalization_parameters[k].possible_values
self.assertEqual(v.shape[0], len(feature_value_map[k]))
self.assertEqual(v.shape[1], len(possible_values))
possible_value_map = {}
for i, possible_value in enumerate(possible_values):
possible_value_map[possible_value] = i
for i, row in enumerate(v):
original_feature = feature_value_map[k][i]
self.assertEqual(
possible_value_map[original_feature], np.where(row == 1)[0][0]
)
elif feature_type == identify_types.QUANTILE:
for i, feature in enumerate(v[0]):
original_feature = feature_value_map[k][i]
expected = NumpyFeatureProcessor.value_to_quantile(
original_feature, normalization_parameters[k].quantiles
)
self.assertAlmostEqual(feature, expected, 2)
elif feature_type == identify_types.BINARY:
pass
elif (
feature_type == identify_types.CONTINUOUS
or feature_type == identify_types.BOXCOX
):
one_stddev = np.isclose(np.std(v, ddof=1), 1, atol=0.01)
zero_stddev = np.isclose(np.std(v, ddof=1), 0, atol=0.01)
zero_mean = np.isclose(np.mean(v), 0, atol=0.01)
self.assertTrue(
np.all(zero_mean),
"mean of feature {} is {}, not 0".format(k, np.mean(v)),
)
self.assertTrue(np.all(np.logical_or(one_stddev, zero_stddev)))
elif feature_type == identify_types.CONTINUOUS_ACTION:
less_than_max = v < 1
more_than_min = v > -1
self.assertTrue(
np.all(less_than_max),
"values are not less than 1: {}".format(v[less_than_max == False]),
)
self.assertTrue(
np.all(more_than_min),
"values are not more than -1: {}".format(v[more_than_min == False]),
)
else:
raise NotImplementedError()
def test_preprocessing_network(self):
feature_value_map = read_data()
normalization_parameters = {}
for name, values in feature_value_map.items():
normalization_parameters[name] = normalization.identify_parameter(
name, values, feature_type=self._feature_type_override(name)
)
test_features = NumpyFeatureProcessor.preprocess(
feature_value_map, normalization_parameters
)
net = core.Net("PreprocessingTestNet")
C2.set_net(net)
preprocessor = PreprocessorNet()
name_preprocessed_blob_map = {}
for feature_name in feature_value_map:
workspace.FeedBlob(str(feature_name), np.array([0], dtype=np.int32))
preprocessed_blob, _ = preprocessor.preprocess_blob(
str(feature_name), [normalization_parameters[feature_name]]
)
name_preprocessed_blob_map[feature_name] = preprocessed_blob
workspace.CreateNet(net)
for feature_name, feature_value in six.iteritems(feature_value_map):
feature_value = np.expand_dims(feature_value, -1)
workspace.FeedBlob(str(feature_name), feature_value)
workspace.RunNetOnce(net)
for feature_name in feature_value_map:
normalized_features = workspace.FetchBlob(
name_preprocessed_blob_map[feature_name]
)
if feature_name != ENUM_FEATURE_ID:
normalized_features = np.squeeze(normalized_features, -1)
tolerance = 0.01
if feature_name == BOXCOX_FEATURE_ID:
# At the limit, boxcox has some numerical instability
tolerance = 0.5
non_matching = np.where(
np.logical_not(
np.isclose(
normalized_features,
test_features[feature_name],
rtol=tolerance,
atol=tolerance,
)
)
)
self.assertTrue(
np.all(
np.isclose(
normalized_features,
test_features[feature_name],
rtol=tolerance,
atol=tolerance,
)
),
"{} does not match: {} {}".format(
feature_name,
normalized_features[non_matching].tolist(),
test_features[feature_name][non_matching].tolist(),
),
)
def test_preprocessing_network(self):
feature_value_map = read_data()
normalization_parameters = {}
name_preprocessed_blob_map = {}
for feature_name, feature_values in feature_value_map.items():
normalization_parameters[feature_name] = normalization.identify_parameter(
feature_name,
feature_values,
feature_type=self._feature_type_override(feature_name),
)
feature_values[
0
] = MISSING_VALUE # Set one entry to MISSING_VALUE to test that
preprocessor = Preprocessor(
{feature_name: normalization_parameters[feature_name]}, False
)
feature_values_matrix = np.expand_dims(feature_values, -1)
normalized_feature_values = preprocessor.forward(feature_values_matrix)
name_preprocessed_blob_map[feature_name] = normalized_feature_values.numpy()
test_features = NumpyFeatureProcessor.preprocess(
feature_value_map, normalization_parameters
)
for feature_name in feature_value_map:
normalized_features = name_preprocessed_blob_map[feature_name]
if feature_name != ENUM_FEATURE_ID:
normalized_features = np.squeeze(normalized_features, -1)
tolerance = 0.01
if feature_name == BOXCOX_FEATURE_ID:
# At the limit, boxcox has some numerical instability
tolerance = 0.5
non_matching = np.where(
np.logical_not(
np.isclose(
normalized_features.flatten(),
test_features[feature_name].flatten(),
rtol=tolerance,
atol=tolerance,
)
)
)
self.assertTrue(
np.all(
np.isclose(
normalized_features.flatten(),
test_features[feature_name].flatten(),
rtol=tolerance,
atol=tolerance,
)
),
"{} does not match: {} \n!=\n {}".format(
feature_name,
normalized_features.flatten()[non_matching],
test_features[feature_name].flatten()[non_matching],
),
)