/
vb_summary.py
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/
vb_summary.py
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#NEEDS COMMENTS
from vb_helper import myLogger
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.patches import Patch
from scipy.stats import spearmanr,pearsonr
from scipy.cluster import hierarchy
from sklearn.decomposition import PCA
from sklearn.preprocessing import StandardScaler, PolynomialFeatures
from sklearn.linear_model import ElasticNetCV, LinearRegression, Lars
#from sklearn.pipeline import make_pipeline
import re #possibly used to search for double underscores
class VBSummary(myLogger):
def __init__(self):
myLogger.__init__(self)
plt.rcParams['font.size'] = '8'
def setData(self,df_dict):
#data looks like: summary_data={'full_float_X':X_json_s,'full_y':y_json_s,'X_nan_bool':X_nan_bool_s}
self.full_X_float_df=pd.read_json(df_dict['full_float_X'])
self.full_y_df=pd.read_json(df_dict['full_y'])
self.X_nan_bool_df=pd.read_json(df_dict['X_nan_bool'])
self.cv_novelty_predict=np.array(df_dict['cv_novelty_predict'])
self.cv_novelty_decision_function=np.array(df_dict['cv_novelty_decision_function'])
self.cv_novelty_score_samples=np.array(df_dict['cv_novelty_score_samples'])
def plotNoveltyVsY(self,novelty_measure='predict'):
plot_count=3
y=self.full_y_df.to_numpy()
n=y.shape[0]
if novelty_measure=='predict':
novelty_mean=self.cv_novelty_predict.mean(axis=1)
elif novelty_measure=='decision_function':
novelty_mean=self.cv_novelty_decision_function.mean(axis=1)
elif novelty_measure=='score_samples':
novelty_mean=self.cv_novelty_score_samples.mean(axis=1)
else: assert False, f'novelty measure not recognized: {novelty_measure}'
fig=plt.figure(figsize=(10,8),dpi=200)
ax=fig.add_subplot(plot_count,1,1)
ax.set_title('import ordered (horizontal), single class membership (vertical), true y (color))')
#ax.scatter(self.full_y_df.to_numpy(),novelty_mean)
ax.scatter(np.arange(n),novelty_mean,alpha=0.7,s=10-4*novelty_mean,c=y,cmap='cool',)
ax=fig.add_subplot(plot_count,1,2)
ax.scatter(np.arange(n),y,alpha=0.7,s=10-4*novelty_mean,c=novelty_mean,cmap='plasma',)
ax.set_title('import ordered (horizontal), true y (vertical), single class membership (color))')
ax=fig.add_subplot(plot_count,1,3)
X=self.full_X_float_df.to_numpy()
yhat=LinearRegression().fit(X,y).predict(X)
ax.scatter(np.arange(n),(y-yhat)**2,alpha=0.7,s=10-4*novelty_mean,c=novelty_mean,cmap='plasma',)
ax.set_title('import ordered (horizontal), squared lin-reg error (vertical), single class membership (color))')
fig.tight_layout()
def viewComponents(self,num_cols=[6,9],keep_cats=False):
n=self.full_X_float_df.shape[0]
k=self.full_X_float_df.shape[1]
g=len(num_cols)
fig=plt.figure(figsize=(4*g,12),dpi=200)
cmap='cool'
X=self.full_X_float_df
for g_idx,col_count in enumerate(num_cols):
ax=fig.add_subplot(g,1,g_idx+1,projection='3d')
keep_cols=self.getTopNCols(col_count,keep_cats=keep_cats)
X_scaled_expanded=StandardScaler().fit_transform(X.loc[(slice(None),keep_cols)])
X_orthog=PCA(n_components=3).fit_transform(X_scaled_expanded) #performing the PCA
self.X_orthog=X_orthog
sc=ax.scatter(*X_orthog.T,c=self.full_y_df.to_numpy(),cmap=cmap,s=4,marker='o',depthshade=False,alpha=0.5)
if keep_cats:
ax.set_title(f'PCA projection of top {col_count} columns')
else:
ax.set_title(f'PCA projection of top {col_count} numeric columns')
clb=fig.colorbar(sc,shrink=0.25,orientation='horizontal')
clb.ax.set_title('y')
ax.set_xlabel('component 1')
ax.set_ylabel('component 2')
ax.set_zlabel('component 3')
fig.tight_layout()
def getTopNCols(self,n_cols,keep_cats=True):
# finding correlations between X's and y, and then picking features with highest corr's
try: self.spear_xy,self.r_list
except:
self.spear_xy=[];self.r_list=[]
for col in self.full_X_float_df.columns:
r=spearmanr(self.full_y_df,self.full_X_float_df[col]).correlation
self.spear_xy.append((r,col))
self.r_list.append(r)
if keep_cats:
r_arr=np.array(self.r_list)
else:
r_arr=np.array([r for r,col in self.spear_xy if not re.search('__',col)])
#r_min=r_arr.mean()+r_arr.std()
r_min=np.sort(np.abs(r_arr))[-n_cols]
keep_cols=[]
for r,col in self.spear_xy:
if np.abs(r)>=r_min:
keep_cols.append(col)
return keep_cols
def kernelDensityPie(self):
try: self.spear_xy,self.r_list
except:
_=self.getTopNCols(1) #only interested in running getTopNCols, not its output
spear_xy_indexed=[(np.abs(tup[0]),tup[1],i) for i,tup in enumerate(self.spear_xy)]
abs_r_sort,col_sort,idx_sort=zip(*sorted(spear_xy_indexed,reverse=True)) #zip puts together multiple lists
r_sort=[self.r_list[i] for i in idx_sort]
all_vars=col_sort
float_vars,float_idx=zip(*[(name,i) for i,name in enumerate(all_vars) if not re.search('__',name)])
#'__' in a feature name indicates a categorical feature
if len(float_vars)<len(all_vars):
cat_vars,cat_idx_list=zip(*[(name,i) for i,name in enumerate(all_vars) if not name in float_vars])
cat_var_dict=self.mergeCatVars(cat_vars)
cat_group_names=list(cat_var_dict.keys())
else:
cat_var_dict={}
float_var_count=len(float_vars)
total_var_count=float_var_count+len(cat_var_dict)+1 #1 added for the response variable
plot_cols=int(total_var_count**0.5)
plot_rows=-(-total_var_count//plot_cols) #ceiling divide - plot layout stuff
fig,axes_tup=plt.subplots(nrows=plot_rows,ncols=plot_cols,figsize=(12,12),dpi=200)
axes_list=[ax for axes in axes_tup for ax in axes] #flattening out a list of lists
for ax_idx,ax in enumerate(axes_list):
if ax_idx<float_var_count+1:
if ax_idx==0:
self.full_y_df.plot.density(ax=ax,c='r',ind=200) #c=color, ind=x-axis resolution
else:
name=float_vars[ax_idx-1]
self.full_X_float_df.loc[:,[name]].plot.density(ax=ax,c='b',ind=200)
r=round(r_sort[float_idx[ax_idx-1]],2)
ax.set_title(f'rank correlation with y: {r}',fontsize='x-small')
ax.legend(loc=1,bbox_to_anchor=(1,0.8),fontsize='x-small')
elif ax_idx<total_var_count:
cat_idx=ax_idx-float_var_count-1
cat_name=cat_group_names[cat_idx]
cat_flavors,var_names=zip(*cat_var_dict[cat_name])
cum_r=np.sum(np.abs(np.array([r_sort[cat_idx_list[cat_vars.index(cat)]] for cat in var_names])))
cat_df=self.full_X_float_df.loc[:,var_names]
cat_df.columns=cat_flavors
cat_shares=cat_df.sum()
cat_shares.name=cat_name
self.cat_shares=cat_shares
cat_shares.plot(y=cat_name,ax=ax,kind='pie',fontsize='x-small') #creating pie charts for the cat features
r=round(cum_r,2)
ax.set_title(f'cumulative abs rank correlation with y: {r}',fontsize='x-small')
#ax.legend(fontsize='x-small')
else:
ax.axis('off')
#ax.text()
fig.tight_layout()
def mergeCatVars(self,var_names):
#combining the multiple levels of each feature into a single dictionary entry
var_dict={}
for var in var_names:
parts=re.split('__',var)
if len(parts)>2:
parts=['_'.join(parts[:-1]),parts[-1]]
assert len(parts)==2,f'problem with parts of {var}'
if not parts[0] in var_dict:
var_dict[parts[0]]=[]
var_dict[parts[0]].append((parts[1],var))
return var_dict
def missingVals(self):
n=self.X_nan_bool_df.shape[0]
if np.sum(self.X_nan_bool_df.to_numpy().ravel())==0:
print(f'no missing values found')
return
nan_01=self.X_nan_bool_df.to_numpy().astype(np.int16)
feature_names=self.X_nan_bool_df.columns.to_list()
feature_idx=np.arange(len(feature_names))
#nan_bool_stack=self.X_nan_bool_df.reset_index(drop=True,inplace=False).to_numpy().astype(np.uint8)
plt.rcParams['font.size'] = '8'
fig, (ax0, ax1, ax2, ax3) = plt.subplots(4, 1, figsize=(12, 16),dpi=200)
#generating plot ax0
feat_miss_count_ser=self.X_nan_bool_df.astype(np.int16).sum(axis=0)
feat_miss_count_ser.plot.bar(ax=ax0,)
ax0.set_title('Missing Data Counts by Feature')
pct_missing_list=[f'{round(pct)}%' for pct in (100*feat_miss_count_ser/n).tolist()]
self.addAnnotations(ax0,pct_missing_list) #adding % missing above the bars
#generating plot ax1
row_miss_count_ser=self.X_nan_bool_df.astype(np.int16).sum(axis=1)
ax1.bar(np.arange(n),row_miss_count_ser.to_numpy(),width=1)
ax1.set_title('Missing Data Counts by Row')
#generating data for ax2 and ax3
nan_01_sum=nan_01.sum(axis=0)
has_nan_features=nan_01_sum>0
nan_01_hasnan=nan_01[:,has_nan_features]
hasnan_features=[name for i,name in enumerate(feature_names) if has_nan_features[i]]
#add link to sci-kit learn documentation for ax3
nan_corr=self.pearsonCorrelationMatrix(nan_01_hasnan)
nan_corr_df=pd.DataFrame(data=nan_corr, columns=hasnan_features)
self.nan_corr=nan_corr
self.nan_corr_df=nan_corr_df
corr_linkage = hierarchy.ward(nan_corr)
dendro = hierarchy.dendrogram( #just used for ordering the features by the grouping
corr_linkage, labels=hasnan_features, ax=None,no_plot=True, leaf_rotation=90)
ax2.imshow(nan_01,aspect='auto',interpolation='none',cmap='plasma')
colors=[plt.get_cmap('plasma')(value) for value in [255]]
labels=['missing data']
patches=[Patch(color=colors[i],label=labels[i]) for i in [0]]
ax2.legend(handles=patches,bbox_to_anchor=(0,1.1),loc=9,ncol=2,fontsize='large')
ax2.set_xticks(feature_idx)
ax2.set_xticklabels(feature_names, rotation='vertical',fontsize=6)
ax2.set_title('Missing Data Layout')
cp=ax3.imshow(nan_corr[dendro['leaves'],:][:,dendro['leaves']],aspect='equal',interpolation='none')
fig.colorbar(cp,shrink=0.5)
hasnan_feature_idx=np.arange(len(hasnan_features))
ax3.set_yticks(hasnan_feature_idx)
ax3.set_xticks(hasnan_feature_idx)
ax3.set_xticklabels(dendro['ivl'], rotation='vertical',fontsize=6)
ax3.set_yticklabels(dendro['ivl'],fontsize=6)
ax3.set_title('Missing Data Clustering Across Features')
fig.tight_layout()
# ended here on 2/24
def addAnnotations(self,ax,notes):
for i,p in enumerate(ax.patches):
width = p.get_width()
height = p.get_height()
x, y = p.get_xy()
ax.annotate(notes[i], (x + width/2, y + height+1), ha='center',fontsize=6)
def hierarchicalDendrogram(self,linkage='ward',dist='spearmanr'):
#from https://scikit-learn.org/dev/auto_examples/inspection/plot_permutation_importance_multicollinear.html#sphx-glr-auto-examples-inspection-plot-permutation-importance-multicollinear-py
X=self.full_X_float_df#.to_numpy()
#X=(X-X.mean())/X.std()
plt.rcParams['font.size'] = '8'
fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(12, 8),dpi=200)
if dist.lower()=='spearmanr':
corr = spearmanr(X,nan_policy='omit').correlation
elif dist.lower()=='pearsonr':
corr=self.pearsonCorrelationMatrix(X)
else: assert False, 'distance not developed'
if linkage.lower()=='ward':
corr_linkage = hierarchy.ward(corr)
else: assert False, 'linkage not developed'
self.corr_linkage=corr_linkage
self.corr=corr
dendro = hierarchy.dendrogram(
corr_linkage, labels=X.columns.tolist(), ax=ax1, leaf_rotation=90
)
dendro_idx = np.arange(0, len(dendro['ivl']))
cp=ax2.imshow(corr[dendro['leaves'], :][:, dendro['leaves']],aspect='equal',interpolation='none')
fig.colorbar(cp,shrink=0.5)
ax2.set_xticks(dendro_idx)
ax2.set_yticks(dendro_idx)
ax2.set_xticklabels(dendro['ivl'], rotation='vertical',fontsize=6)
ax2.set_yticklabels(dendro['ivl'],fontsize=6)
fig.tight_layout()
plt.show()
def pearsonCorrelationMatrix(self,Xdf):
if type(Xdf) is pd.DataFrame:
X=Xdf.to_numpy()
else:
X=Xdf
cols=X.shape[1]
corr_mat=np.empty((cols,cols))
for c0 in range(cols):
corr_mat[c0,c0]=1
for c1 in range(cols):
if c0<c1:
corr=pearsonr(X[:,c0],X[:,c1])[0]
if np.isnan(corr):
print(f'nan for {X[:,c0]} and {X[:,c1]}')
corr_mat[c0,c1]=corr
corr_mat[c1,c0]=corr
return corr_mat