def fit_iv_values(binning_model, threshold,
selection_param: SelectionProperties):
alternative_col_name = None
for col_name, col_results in binning_model.bin_results.all_cols_results.items(
):
if col_name not in selection_param.select_col_names:
continue
alternative_col_name = col_name
iv = col_results.iv
if iv > threshold:
selection_param.add_left_col_name(col_name)
selection_param.add_feature_value(col_name, iv)
if len(selection_param.all_left_col_names) == 0:
assert alternative_col_name is not None
selection_param.add_left_col_name(alternative_col_name)
return selection_param
class BaseHeteroFeatureSelection(ModelBase):
def __init__(self):
super(BaseHeteroFeatureSelection, self).__init__()
self.transfer_variable = HeteroFeatureSelectionTransferVariable()
self.curt_select_properties = SelectionProperties()
self.completed_selection_result = CompletedSelectionResults()
self.schema = None
self.header = None
self.party_name = 'Base'
# Possible previous model
self.binning_model = None
self.static_obj = None
self.model_param = FeatureSelectionParam()
# self.meta_dicts = {}
self.meta_list = []
self.isometric_models = {}
def _init_model(self, params):
self.model_param = params
# self.cols_index = params.select_cols
self.filter_methods = params.filter_methods
# self.local_only = params.local_only
def _init_select_params(self, data_instances):
if self.schema is None:
self.schema = data_instances.schema
if self.header is not None:
return
self.schema = data_instances.schema
header = get_header(data_instances)
self.header = header
self.curt_select_properties.set_header(header)
self.curt_select_properties.set_last_left_col_indexes(
[x for x in range(len(header))])
if self.model_param.select_col_indexes == -1:
self.curt_select_properties.set_select_all_cols()
else:
self.curt_select_properties.add_select_col_indexes(
self.model_param.select_col_indexes)
self.curt_select_properties.add_select_col_names(
self.model_param.select_names)
self.completed_selection_result.set_header(header)
self.completed_selection_result.set_select_col_names(
self.curt_select_properties.select_col_names)
self.completed_selection_result.set_all_left_col_indexes(
self.curt_select_properties.all_left_col_indexes)
def _get_meta(self):
meta_dicts = {
'filter_methods': self.filter_methods,
'cols': self.completed_selection_result.get_select_col_names(),
'need_run': self.need_run,
"filter_metas": self.meta_list
}
meta_protobuf_obj = feature_selection_meta_pb2.FeatureSelectionMeta(
**meta_dicts)
return meta_protobuf_obj
def _get_param(self):
LOGGER.debug(
"curt_select_properties.left_col_name: {}, completed_selection_result: {}"
.format(self.curt_select_properties.left_col_names,
self.completed_selection_result.all_left_col_names))
LOGGER.debug("Length of left cols: {}".format(
len(self.completed_selection_result.all_left_col_names)))
# left_cols = {x: True for x in self.curt_select_properties.left_col_names}
left_cols = {
x: True
for x in self.completed_selection_result.all_left_col_names
}
final_left_cols = feature_selection_param_pb2.LeftCols(
original_cols=self.completed_selection_result.get_select_col_names(
),
left_cols=left_cols)
host_col_names = []
if self.role == consts.GUEST:
for host_id, this_host_name in enumerate(
self.completed_selection_result.get_host_sorted_col_names(
)):
party_id = self.component_properties.host_party_idlist[host_id]
LOGGER.debug(
"In _get_param, this_host_name: {}, party_id: {}".format(
this_host_name, party_id))
host_col_names.append(
feature_selection_param_pb2.HostColNames(
col_names=this_host_name, party_id=str(party_id)))
else:
party_id = self.component_properties.local_partyid
anonymous_names = [
anonymous_generator.generate_anonymous(fid, model=self)
for fid in range(len(self.header))
]
host_col_names.append(
feature_selection_param_pb2.HostColNames(
col_names=anonymous_names, party_id=str(party_id)))
result_obj = feature_selection_param_pb2.FeatureSelectionParam(
results=self.completed_selection_result.filter_results,
final_left_cols=final_left_cols,
col_names=self.completed_selection_result.get_sorted_col_names(),
host_col_names=host_col_names,
header=self.curt_select_properties.header)
# json_result = json_format.MessageToJson(result_obj)
# LOGGER.debug("json_result: {}".format(json_result))
return result_obj
def save_data(self):
return self.data_output
def export_model(self):
LOGGER.debug("Model output is : {}".format(self.model_output))
if self.model_output is not None:
LOGGER.debug("model output is already exist, return directly")
return self.model_output
meta_obj = self._get_meta()
param_obj = self._get_param()
result = {MODEL_META_NAME: meta_obj, MODEL_PARAM_NAME: param_obj}
self.model_output = result
return result
def _load_selection_model(self, model_dict):
LOGGER.debug("Feature selection need run: {}".format(self.need_run))
if not self.need_run:
return
model_param = list(
model_dict.get('model').values())[0].get(MODEL_PARAM_NAME)
model_meta = list(
model_dict.get('model').values())[0].get(MODEL_META_NAME)
self.model_output = {
MODEL_META_NAME: model_meta,
MODEL_PARAM_NAME: model_param
}
header = list(model_param.header)
# self.schema = {'header': header}
self.header = header
self.curt_select_properties.set_header(header)
self.completed_selection_result.set_header(header)
self.curt_select_properties.set_last_left_col_indexes(
[x for x in range(len(header))])
self.curt_select_properties.add_select_col_names(header)
final_left_cols_names = dict(model_param.final_left_cols.left_cols)
LOGGER.debug("final_left_cols_names: {}".format(final_left_cols_names))
for col_name, _ in final_left_cols_names.items():
self.curt_select_properties.add_left_col_name(col_name)
self.completed_selection_result.add_filter_results(
filter_name='conclusion',
select_properties=self.curt_select_properties)
self.update_curt_select_param()
def _load_isometric_model(self, iso_model):
LOGGER.debug(f"In _load_isometric_model, iso_model: {iso_model}")
for cpn_name, model_dict in iso_model.items():
model_param = None
model_meta = None
for name, model_pb in model_dict.items():
if name.endswith("Param"):
model_param = model_pb
else:
model_meta = model_pb
model_name = model_param.model_name
if model_name in self.isometric_models:
raise ValueError(
"Should not load two same type isometric models"
" in feature selection")
adapter = adapter_factory(model_name)
this_iso_model = adapter.convert(model_meta, model_param)
# LOGGER.debug(f"model_name: {model_name},"
# f" iso_model: {this_iso_model._metric_info[0].__dict__}")
self.isometric_models[model_name] = this_iso_model
# for model_name, model_dict in iso_model.items():
def load_model(self, model_dict):
LOGGER.debug(f"In load_model, model_dict: {model_dict}")
if 'model' in model_dict:
self._load_selection_model(model_dict)
if 'isometric_model' in model_dict:
self._load_isometric_model(model_dict['isometric_model'])
@staticmethod
def select_cols(instance, left_col_idx):
instance.features = instance.features[left_col_idx]
return instance
def _transfer_data(self, data_instances):
before_one_data = data_instances.first()
f = functools.partial(
self.select_cols,
left_col_idx=self.completed_selection_result.all_left_col_indexes)
new_data = data_instances.mapValues(f)
LOGGER.debug("When transfering, all left_col_names: {}".format(
self.completed_selection_result.all_left_col_names))
new_data = self.set_schema(
new_data, self.completed_selection_result.all_left_col_names)
one_data = new_data.first()[1]
LOGGER.debug(
"In feature selection transform, Before transform: {}, length: {} After transform: {}, length: {}"
.format(before_one_data[1].features,
len(before_one_data[1].features), one_data.features,
len(one_data.features)))
return new_data
def _abnormal_detection(self, data_instances):
"""
Make sure input data_instances is valid.
"""
abnormal_detection.empty_table_detection(data_instances)
abnormal_detection.empty_feature_detection(data_instances)
self.check_schema_content(data_instances.schema)
def set_schema(self, data_instance, header=None):
if header is None:
self.schema["header"] = self.curt_select_properties.header
else:
self.schema["header"] = header
data_instance.schema = self.schema
return data_instance
def update_curt_select_param(self):
new_select_properties = SelectionProperties()
new_select_properties.set_header(self.curt_select_properties.header)
new_select_properties.set_last_left_col_indexes(
self.curt_select_properties.all_left_col_indexes)
new_select_properties.add_select_col_names(
self.curt_select_properties.left_col_names)
self.curt_select_properties = new_select_properties
def _filter(self, data_instances, method, suffix, idx=0):
this_filter = filter_factory.get_filter(filter_name=method,
model_param=self.model_param,
role=self.role,
model=self,
idx=idx)
if method == consts.STATISTIC_FILTER:
method = self.model_param.statistic_param.metrics[idx]
elif method == consts.IV_FILTER:
metric = self.model_param.iv_param.metrics[idx]
f_type = self.model_param.iv_param.filter_type[idx]
method = f"{metric}_{f_type}"
elif method == consts.PSI_FILTER:
metric = self.model_param.psi_param.metrics[idx]
f_type = self.model_param.psi_param.filter_type[idx]
method = f"{metric}_{f_type}"
this_filter.set_selection_properties(self.curt_select_properties)
this_filter.set_transfer_variable(self.transfer_variable)
self.curt_select_properties = this_filter.fit(
data_instances, suffix).selection_properties
host_select_properties = getattr(this_filter,
'host_selection_properties', None)
if host_select_properties is not None:
LOGGER.debug("method: {}, host_select_properties: {}".format(
method, host_select_properties[0].all_left_col_names))
self.completed_selection_result.add_filter_results(
filter_name=method,
select_properties=self.curt_select_properties,
host_select_properties=host_select_properties)
last_col_nums = len(self.curt_select_properties.last_left_col_names)
left_col_names = self.curt_select_properties.left_col_names
self.add_summary(
method, {
"last_col_nums": last_col_nums,
"left_col_nums": len(left_col_names),
"left_col_names": left_col_names
})
LOGGER.debug("method: {}, selection_cols: {}, left_cols: {}".format(
method, self.curt_select_properties.select_col_names,
self.curt_select_properties.left_col_names))
self.update_curt_select_param()
LOGGER.debug("After updated, method: {}, selection_cols: {}".format(
method, self.curt_select_properties.select_col_names))
# self.meta_dicts = this_filter.get_meta_obj(self.meta_dicts)
self.meta_list.append(this_filter.get_meta_obj())
def fit(self, data_instances):
LOGGER.info("Start Hetero Selection Fit and transform.")
self._abnormal_detection(data_instances)
self._init_select_params(data_instances)
original_col_nums = len(
self.curt_select_properties.last_left_col_names)
if len(self.curt_select_properties.select_col_indexes) == 0:
LOGGER.warning("None of columns has been set to select")
else:
for filter_idx, method in enumerate(self.filter_methods):
if method in [
consts.STATISTIC_FILTER, consts.IV_FILTER,
consts.PSI_FILTER, consts.HETERO_SBT_FILTER,
consts.HOMO_SBT_FILTER, consts.HETERO_FAST_SBT_FILTER
]:
if method == consts.STATISTIC_FILTER:
metrics = self.model_param.statistic_param.metrics
elif method == consts.IV_FILTER:
metrics = self.model_param.iv_param.metrics
elif method == consts.PSI_FILTER:
metrics = self.model_param.psi_param.metrics
elif method in [
consts.HETERO_SBT_FILTER, consts.HOMO_SBT_FILTER,
consts.HETERO_FAST_SBT_FILTER
]:
metrics = self.model_param.sbt_param.metrics
else:
raise ValueError(f"method: {method} is not supported")
for idx, _ in enumerate(metrics):
self._filter(data_instances,
method,
suffix=(str(filter_idx), str(idx)),
idx=idx)
else:
self._filter(data_instances,
method,
suffix=str(filter_idx))
last_col_nums = self.curt_select_properties.last_left_col_names
self.add_summary(
"all", {
"last_col_nums": original_col_nums,
"left_col_nums": len(last_col_nums),
"left_col_names": last_col_nums
})
new_data = self._transfer_data(data_instances)
LOGGER.debug(f"Final summary: {self.summary()}")
LOGGER.info("Finish Hetero Selection Fit and transform.")
return new_data
@assert_io_num_rows_equal
@assert_schema_consistent
def transform(self, data_instances):
self._abnormal_detection(data_instances)
self._init_select_params(data_instances)
new_data = self._transfer_data(data_instances)
return new_data
class BaseHeteroFeatureSelection(ModelBase):
def __init__(self):
super(BaseHeteroFeatureSelection, self).__init__()
self.transfer_variable = HeteroFeatureSelectionTransferVariable()
self.curt_select_properties = SelectionProperties()
self.completed_selection_result = CompletedSelectionResults()
self.schema = None
self.header = None
self.party_name = 'Base'
# Possible previous model
self.binning_model = None
self.static_obj = None
self.model_param = FeatureSelectionParam()
self.meta_dicts = {}
def _init_model(self, params):
self.model_param = params
# self.cols_index = params.select_cols
self.filter_methods = params.filter_methods
# self.local_only = params.local_only
def _init_select_params(self, data_instances):
if self.schema is None:
self.schema = data_instances.schema
if self.header is not None:
return
self.schema = data_instances.schema
header = get_header(data_instances)
self.header = header
self.curt_select_properties.set_header(header)
self.curt_select_properties.set_last_left_col_indexes(
[x for x in range(len(header))])
if self.model_param.select_col_indexes == -1:
self.curt_select_properties.set_select_all_cols()
else:
self.curt_select_properties.add_select_col_indexes(
self.model_param.select_col_indexes)
self.curt_select_properties.add_select_col_names(
self.model_param.select_names)
self.completed_selection_result.set_header(header)
self.completed_selection_result.set_select_col_names(
self.curt_select_properties.select_col_names)
self.completed_selection_result.set_all_left_col_indexes(
self.curt_select_properties.all_left_col_indexes)
def _get_meta(self):
self.meta_dicts['filter_methods'] = self.filter_methods
self.meta_dicts[
'cols'] = self.completed_selection_result.get_select_col_names()
self.meta_dicts['need_run'] = self.need_run
meta_protobuf_obj = feature_selection_meta_pb2.FeatureSelectionMeta(
**self.meta_dicts)
return meta_protobuf_obj
def _get_param(self):
LOGGER.debug(
"curt_select_properties.left_col_name: {}, completed_selection_result: {}"
.format(self.curt_select_properties.left_col_names,
self.completed_selection_result.all_left_col_names))
LOGGER.debug("Length of left cols: {}".format(
len(self.completed_selection_result.all_left_col_names)))
# left_cols = {x: True for x in self.curt_select_properties.left_col_names}
left_cols = {
x: True
for x in self.completed_selection_result.all_left_col_names
}
final_left_cols = feature_selection_param_pb2.LeftCols(
original_cols=self.completed_selection_result.get_select_col_names(
),
left_cols=left_cols)
host_col_names = []
for host_id, this_host_name in enumerate(
self.completed_selection_result.get_host_sorted_col_names()):
party_id = self.component_properties.host_party_idlist[host_id]
LOGGER.debug(
"In _get_param, this_host_name: {}, party_id: {}".format(
this_host_name, party_id))
host_col_names.append(
feature_selection_param_pb2.HostColNames(
col_names=this_host_name, party_id=str(party_id)))
result_obj = feature_selection_param_pb2.FeatureSelectionParam(
results=self.completed_selection_result.filter_results,
final_left_cols=final_left_cols,
col_names=self.completed_selection_result.get_sorted_col_names(),
host_col_names=host_col_names,
header=self.curt_select_properties.header)
json_result = json_format.MessageToJson(result_obj)
LOGGER.debug("json_result: {}".format(json_result))
return result_obj
def save_data(self):
return self.data_output
def export_model(self):
LOGGER.debug("Model output is : {}".format(self.model_output))
if self.model_output is not None:
LOGGER.debug("model output is already exist, return directly")
return self.model_output
meta_obj = self._get_meta()
param_obj = self._get_param()
result = {MODEL_META_NAME: meta_obj, MODEL_PARAM_NAME: param_obj}
self.model_output = result
return result
def load_model(self, model_dict):
if 'model' in model_dict:
# self._parse_need_run(model_dict, MODEL_META_NAME)
LOGGER.debug("Feature selection need run: {}".format(
self.need_run))
if not self.need_run:
return
model_param = list(
model_dict.get('model').values())[0].get(MODEL_PARAM_NAME)
model_meta = list(
model_dict.get('model').values())[0].get(MODEL_META_NAME)
self.model_output = {
MODEL_META_NAME: model_meta,
MODEL_PARAM_NAME: model_param
}
header = list(model_param.header)
# self.schema = {'header': header}
self.header = header
self.curt_select_properties.set_header(header)
self.completed_selection_result.set_header(header)
self.curt_select_properties.set_last_left_col_indexes(
[x for x in range(len(header))])
self.curt_select_properties.add_select_col_names(header)
final_left_cols_names = dict(model_param.final_left_cols.left_cols)
LOGGER.debug(
"final_left_cols_names: {}".format(final_left_cols_names))
for col_name, _ in final_left_cols_names.items():
self.curt_select_properties.add_left_col_name(col_name)
self.completed_selection_result.add_filter_results(
filter_name='conclusion',
select_properties=self.curt_select_properties)
self.update_curt_select_param()
LOGGER.debug(
"After load model, completed_selection_result.all_left_col_indexes: {}"
.format(self.completed_selection_result.all_left_col_indexes))
if 'isometric_model' in model_dict:
LOGGER.debug(
"Has isometric_model, model_dict: {}".format(model_dict))
if self.party_name == consts.GUEST:
self.binning_model = HeteroFeatureBinningGuest()
else:
self.binning_model = HeteroFeatureBinningHost()
new_model_dict = {'model': model_dict['isometric_model']}
self.binning_model.load_model(new_model_dict)
@staticmethod
def select_cols(instance, left_col_idx):
instance.features = instance.features[left_col_idx]
return instance
def _transfer_data(self, data_instances):
before_one_data = data_instances.first()
f = functools.partial(
self.select_cols,
left_col_idx=self.completed_selection_result.all_left_col_indexes)
new_data = data_instances.mapValues(f)
LOGGER.debug("When transfering, all left_col_names: {}".format(
self.completed_selection_result.all_left_col_names))
new_data = self.set_schema(
new_data, self.completed_selection_result.all_left_col_names)
one_data = new_data.first()[1]
LOGGER.debug(
"In feature selection transform, Before transform: {}, length: {} After transform: {}, length: {}"
.format(before_one_data[1].features,
len(before_one_data[1].features), one_data.features,
len(one_data.features)))
return new_data
def _abnormal_detection(self, data_instances):
"""
Make sure input data_instances is valid.
"""
abnormal_detection.empty_table_detection(data_instances)
abnormal_detection.empty_feature_detection(data_instances)
def set_schema(self, data_instance, header=None):
if header is None:
self.schema["header"] = self.curt_select_properties.header
else:
self.schema["header"] = header
data_instance.schema = self.schema
return data_instance
def update_curt_select_param(self):
new_select_properties = SelectionProperties()
new_select_properties.set_header(self.curt_select_properties.header)
new_select_properties.set_last_left_col_indexes(
self.curt_select_properties.all_left_col_indexes)
new_select_properties.add_select_col_names(
self.curt_select_properties.left_col_names)
LOGGER.debug("In update_curt_select_param, header: {}, cols_map: {},"
"last_left_col_indexes: {}, select_col_names: {}".format(
new_select_properties.header,
new_select_properties.col_name_maps,
new_select_properties.last_left_col_indexes,
new_select_properties.select_col_names))
self.curt_select_properties = new_select_properties
def _filter(self, data_instances, method, suffix):
this_filter = filter_factory.get_filter(filter_name=method,
model_param=self.model_param,
role=self.role)
this_filter.set_selection_properties(self.curt_select_properties)
this_filter.set_statics_obj(self.static_obj)
this_filter.set_binning_obj(self.binning_model)
this_filter.set_transfer_variable(self.transfer_variable)
self.curt_select_properties = this_filter.fit(
data_instances, suffix).selection_properties
host_select_properties = getattr(this_filter,
'host_selection_properties', None)
LOGGER.debug("method: {}, host_select_properties: {}".format(
method, host_select_properties))
self.completed_selection_result.add_filter_results(
filter_name=method,
select_properties=self.curt_select_properties,
host_select_properties=host_select_properties)
LOGGER.debug("method: {}, selection_cols: {}, left_cols: {}".format(
method, self.curt_select_properties.select_col_names,
self.curt_select_properties.left_col_names))
self.update_curt_select_param()
LOGGER.debug(
"After updated, method: {}, selection_cols: {}, left_cols: {}".
format(method, self.curt_select_properties.select_col_names,
self.curt_select_properties.left_col_names))
self.meta_dicts = this_filter.get_meta_obj(self.meta_dicts)
def fit(self, data_instances):
LOGGER.info("Start Hetero Selection Fit and transform.")
self._abnormal_detection(data_instances)
self._init_select_params(data_instances)
if len(self.curt_select_properties.select_col_indexes) == 0:
LOGGER.warning("None of columns has been set to select")
else:
for filter_idx, method in enumerate(self.filter_methods):
self._filter(data_instances, method, suffix=str(filter_idx))
new_data = self._transfer_data(data_instances)
LOGGER.info("Finish Hetero Selection Fit and transform.")
return new_data
@assert_io_num_rows_equal
def transform(self, data_instances):
self._abnormal_detection(data_instances)
self._init_select_params(data_instances)
new_data = self._transfer_data(data_instances)
return new_data