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optbinning.binning.multidimensional.binning_2d
_prebinning_matrices
null
def _prebinning_matrices(self, splits_x, splits_y, x_clean, y_clean, z_clean, x_missing, y_missing, z_missing, x_special, y_special, z_special): z0 = z_clean == 0 z1 = ~z0 # Compute n_nonevent and n_event for special and missing special_target_info = target_info(z_special) self._n_nonevent_special = special_target_info[0] self._n_event_special = special_target_info[1] missing_target_info = target_info(z_missing) self._n_nonevent_missing = missing_target_info[0] self._n_event_missing = missing_target_info[1] n_splits_x = len(splits_x) n_splits_y = len(splits_y) indices_x = np.digitize(x_clean, splits_x, right=False) n_bins_x = n_splits_x + 1 indices_y = np.digitize(y_clean, splits_y, right=False) n_bins_y = n_splits_y + 1 E = np.empty((n_bins_y, n_bins_x), dtype=int) NE = np.empty((n_bins_y, n_bins_x), dtype=int) for i in range(n_bins_y): mask_y = (indices_y == i) for j in range(n_bins_x): mask_x = (indices_x == j) mask = mask_x & mask_y NE[i, j] = np.count_nonzero(z0 & mask) E[i, j] = np.count_nonzero(z1 & mask) return NE, E
(self, splits_x, splits_y, x_clean, y_clean, z_clean, x_missing, y_missing, z_missing, x_special, y_special, z_special)
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4,798
optbinning.binning.multidimensional.binning_2d
fit
Fit the optimal binning 2D according to the given training data. Parameters ---------- x : array-like, shape = (n_samples,) Training vector x, where n_samples is the number of samples. y : array-like, shape = (n_samples,) Training vector y, where n_samples is the number of samples. z : array-like, shape = (n_samples,) Target vector relative to x and y. check_input : bool (default=False) Whether to check input arrays. Returns ------- self : OptimalBinning2D Fitted optimal binning 2D.
def fit(self, x, y, z, check_input=False): """Fit the optimal binning 2D according to the given training data. Parameters ---------- x : array-like, shape = (n_samples,) Training vector x, where n_samples is the number of samples. y : array-like, shape = (n_samples,) Training vector y, where n_samples is the number of samples. z : array-like, shape = (n_samples,) Target vector relative to x and y. check_input : bool (default=False) Whether to check input arrays. Returns ------- self : OptimalBinning2D Fitted optimal binning 2D. """ return self._fit(x, y, z, check_input)
(self, x, y, z, check_input=False)
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4,799
optbinning.binning.multidimensional.binning_2d
fit_transform
Fit the optimal binning 2D according to the given training data, then transform it. Parameters ---------- x : array-like, shape = (n_samples,) Training vector x, where n_samples is the number of samples. y : array-like, shape = (n_samples,) Training vector y, where n_samples is the number of samples. z : array-like, shape = (n_samples,) Target vector relative to x and y. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence, "event_rate" to choose the event rate, "indices" to assign the corresponding indices of the bins and "bins" to assign the corresponding bin interval. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate, and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. show_digits : int, optional (default=2) The number of significant digits of the bin column. Applies when ``metric="bins"``. check_input : bool (default=False) Whether to check input arrays. Returns ------- z_new : numpy array, shape = (n_samples,) Transformed array.
def fit_transform(self, x, y, z, metric="woe", metric_special=0, metric_missing=0, show_digits=2, check_input=False): """Fit the optimal binning 2D according to the given training data, then transform it. Parameters ---------- x : array-like, shape = (n_samples,) Training vector x, where n_samples is the number of samples. y : array-like, shape = (n_samples,) Training vector y, where n_samples is the number of samples. z : array-like, shape = (n_samples,) Target vector relative to x and y. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence, "event_rate" to choose the event rate, "indices" to assign the corresponding indices of the bins and "bins" to assign the corresponding bin interval. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate, and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. show_digits : int, optional (default=2) The number of significant digits of the bin column. Applies when ``metric="bins"``. check_input : bool (default=False) Whether to check input arrays. Returns ------- z_new : numpy array, shape = (n_samples,) Transformed array. """ return self.fit(x, y, z, check_input).transform( x, y, metric, metric_special, metric_missing, show_digits, check_input)
(self, x, y, z, metric='woe', metric_special=0, metric_missing=0, show_digits=2, check_input=False)
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4,808
optbinning.binning.multidimensional.binning_2d
transform
Transform given data to Weight of Evidence (WoE) or event rate using bins from the fitted optimal binning 2D. Parameters ---------- x : array-like, shape = (n_samples,) Training vector x, where n_samples is the number of samples. y : array-like, shape = (n_samples,) Training vector y, where n_samples is the number of samples. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence, "event_rate" to choose the event rate, "indices" to assign the corresponding indices of the bins and "bins" to assign the corresponding bin interval. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. show_digits : int, optional (default=2) The number of significant digits of the bin column. Applies when ``metric="bins"``. check_input : bool (default=False) Whether to check input arrays. Returns ------- z_new : numpy array, shape = (n_samples,) Transformed array.
def transform(self, x, y, metric="woe", metric_special=0, metric_missing=0, show_digits=2, check_input=False): """Transform given data to Weight of Evidence (WoE) or event rate using bins from the fitted optimal binning 2D. Parameters ---------- x : array-like, shape = (n_samples,) Training vector x, where n_samples is the number of samples. y : array-like, shape = (n_samples,) Training vector y, where n_samples is the number of samples. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence, "event_rate" to choose the event rate, "indices" to assign the corresponding indices of the bins and "bins" to assign the corresponding bin interval. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. show_digits : int, optional (default=2) The number of significant digits of the bin column. Applies when ``metric="bins"``. check_input : bool (default=False) Whether to check input arrays. Returns ------- z_new : numpy array, shape = (n_samples,) Transformed array. """ self._check_is_fitted() return transform_binary_target( self.dtype_x, self.dtype_y, self._splits_x_optimal, self._splits_y_optimal, x, y, self._n_nonevent, self._n_event, self.special_codes_x, self.special_codes_y, self._categories_x, self._categories_y, metric, metric_special, metric_missing, show_digits, check_input)
(self, x, y, metric='woe', metric_special=0, metric_missing=0, show_digits=2, check_input=False)
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4,809
optbinning.binning.distributed.binning_sketch
OptimalBinningSketch
Optimal binning over data streams of a numerical or categorical variable with respect to a binary target. Parameters ---------- name : str, optional (default="") The variable name. dtype : str, optional (default="numerical") The variable data type. Supported data types are "numerical" for continuous and ordinal variables and "categorical" for categorical and nominal variables. sketch : str, optional (default="gk") Sketch algorithm. Supported algorithms are "gk" (Greenwald-Khanna's) and "t-digest" (Ted Dunning) algorithm. Algorithm "t-digest" relies on `tdigest <https://github.com/CamDavidsonPilon/tdigest>`_. eps : float, optional (default=1e-4) Relative error epsilon. For ``sketch="gk"`` this is the absolute precision, whereas for ``sketch="t-digest"`` is the relative precision. K : int, optional (default=25) Parameter excess growth K to compute compress threshold in t-digest. solver : str, optional (default="cp") The optimizer to solve the optimal binning problem. Supported solvers are "mip" to choose a mixed-integer programming solver, "cp" to choose a constrained programming solver or "ls" to choose `LocalSolver <https://www.localsolver.com/>`_. divergence : str, optional (default="iv") The divergence measure in the objective function to be maximized. Supported divergences are "iv" (Information Value or Jeffrey's divergence), "js" (Jensen-Shannon), "hellinger" (Hellinger divergence) and "triangular" (triangular discrimination). max_n_prebins : int (default=20) The maximum number of bins after pre-binning (prebins). min_n_bins : int or None, optional (default=None) The minimum number of bins. If None, then ``min_n_bins`` is a value in ``[0, max_n_prebins]``. max_n_bins : int or None, optional (default=None) The maximum number of bins. If None, then ``max_n_bins`` is a value in ``[0, max_n_prebins]``. min_bin_size : float or None, optional (default=None) The fraction of minimum number of records for each bin. If None, ``min_bin_size = min_prebin_size``. max_bin_size : float or None, optional (default=None) The fraction of maximum number of records for each bin. If None, ``max_bin_size = 1.0``. min_bin_n_nonevent : int or None, optional (default=None) The minimum number of non-event records for each bin. If None, ``min_bin_n_nonevent = 1``. max_bin_n_nonevent : int or None, optional (default=None) The maximum number of non-event records for each bin. If None, then an unlimited number of non-event records for each bin. min_bin_n_event : int or None, optional (default=None) The minimum number of event records for each bin. If None, ``min_bin_n_event = 1``. max_bin_n_event : int or None, optional (default=None) The maximum number of event records for each bin. If None, then an unlimited number of event records for each bin. monotonic_trend : str or None, optional (default="auto") The **event rate** monotonic trend. Supported trends are “auto”, "auto_heuristic" and "auto_asc_desc" to automatically determine the trend maximizing IV using a machine learning classifier, "ascending", "descending", "concave", "convex", "peak" and "peak_heuristic" to allow a peak change point, and "valley" and "valley_heuristic" to allow a valley change point. Trends "auto_heuristic", "peak_heuristic" and "valley_heuristic" use a heuristic to determine the change point, and are significantly faster for large size instances (``max_n_prebins > 20``). Trend "auto_asc_desc" is used to automatically select the best monotonic trend between "ascending" and "descending". If None, then the monotonic constraint is disabled. min_event_rate_diff : float, optional (default=0) The minimum event rate difference between consecutives bins. max_pvalue : float or None, optional (default=None) The maximum p-value among bins. The Z-test is used to detect bins not satisfying the p-value constraint. max_pvalue_policy : str, optional (default="consecutive") The method to determine bins not satisfying the p-value constraint. Supported methods are "consecutive" to compare consecutive bins and "all" to compare all bins. gamma : float, optional (default=0) Regularization strength to reduce the number of dominating bins. Larger values specify stronger regularization. cat_cutoff : float or None, optional (default=None) Generate bin others with categories in which the fraction of occurrences is below the ``cat_cutoff`` value. This option is available when ``dtype`` is "categorical". cat_heuristic: bool (default=False): Whether to merge categories to guarantee max_n_prebins. If True, this option will be triggered when the number of categories >= max_n_prebins. This option is recommended if the number of categories, in the long run, can increase considerably, and recurrent calls to method ``solve`` are required. special_codes : array-like or None, optional (default=None) List of special codes. Use special codes to specify the data values that must be treated separately. split_digits : int or None, optional (default=None) The significant digits of the split points. If ``split_digits`` is set to 0, the split points are integers. If None, then all significant digits in the split points are considered. mip_solver : str, optional (default="bop") The mixed-integer programming solver. Supported solvers are "bop" to choose the Google OR-Tools binary optimizer or "cbc" to choose the COIN-OR Branch-and-Cut solver CBC. time_limit : int (default=100) The maximum time in seconds to run the optimization solver. verbose : bool (default=False) Enable verbose output. Notes ----- The parameter ``sketch`` is neglected when ``dtype=categorical``. The sketch parameter ``K`` is only applicable when ``sketch=t-digest``. Both quantile sketch algorithms produce good results, being the t-digest the most accurate. Note, however, the t-digest algorithm implementation is significantly slower than the GK implementation, thus, GK is the recommended algorithm when handling partitions. **Besides, GK is deterministic, therefore returning reproducible results.**
class OptimalBinningSketch(BaseSketch, BaseEstimator): """Optimal binning over data streams of a numerical or categorical variable with respect to a binary target. Parameters ---------- name : str, optional (default="") The variable name. dtype : str, optional (default="numerical") The variable data type. Supported data types are "numerical" for continuous and ordinal variables and "categorical" for categorical and nominal variables. sketch : str, optional (default="gk") Sketch algorithm. Supported algorithms are "gk" (Greenwald-Khanna's) and "t-digest" (Ted Dunning) algorithm. Algorithm "t-digest" relies on `tdigest <https://github.com/CamDavidsonPilon/tdigest>`_. eps : float, optional (default=1e-4) Relative error epsilon. For ``sketch="gk"`` this is the absolute precision, whereas for ``sketch="t-digest"`` is the relative precision. K : int, optional (default=25) Parameter excess growth K to compute compress threshold in t-digest. solver : str, optional (default="cp") The optimizer to solve the optimal binning problem. Supported solvers are "mip" to choose a mixed-integer programming solver, "cp" to choose a constrained programming solver or "ls" to choose `LocalSolver <https://www.localsolver.com/>`_. divergence : str, optional (default="iv") The divergence measure in the objective function to be maximized. Supported divergences are "iv" (Information Value or Jeffrey's divergence), "js" (Jensen-Shannon), "hellinger" (Hellinger divergence) and "triangular" (triangular discrimination). max_n_prebins : int (default=20) The maximum number of bins after pre-binning (prebins). min_n_bins : int or None, optional (default=None) The minimum number of bins. If None, then ``min_n_bins`` is a value in ``[0, max_n_prebins]``. max_n_bins : int or None, optional (default=None) The maximum number of bins. If None, then ``max_n_bins`` is a value in ``[0, max_n_prebins]``. min_bin_size : float or None, optional (default=None) The fraction of minimum number of records for each bin. If None, ``min_bin_size = min_prebin_size``. max_bin_size : float or None, optional (default=None) The fraction of maximum number of records for each bin. If None, ``max_bin_size = 1.0``. min_bin_n_nonevent : int or None, optional (default=None) The minimum number of non-event records for each bin. If None, ``min_bin_n_nonevent = 1``. max_bin_n_nonevent : int or None, optional (default=None) The maximum number of non-event records for each bin. If None, then an unlimited number of non-event records for each bin. min_bin_n_event : int or None, optional (default=None) The minimum number of event records for each bin. If None, ``min_bin_n_event = 1``. max_bin_n_event : int or None, optional (default=None) The maximum number of event records for each bin. If None, then an unlimited number of event records for each bin. monotonic_trend : str or None, optional (default="auto") The **event rate** monotonic trend. Supported trends are “auto”, "auto_heuristic" and "auto_asc_desc" to automatically determine the trend maximizing IV using a machine learning classifier, "ascending", "descending", "concave", "convex", "peak" and "peak_heuristic" to allow a peak change point, and "valley" and "valley_heuristic" to allow a valley change point. Trends "auto_heuristic", "peak_heuristic" and "valley_heuristic" use a heuristic to determine the change point, and are significantly faster for large size instances (``max_n_prebins > 20``). Trend "auto_asc_desc" is used to automatically select the best monotonic trend between "ascending" and "descending". If None, then the monotonic constraint is disabled. min_event_rate_diff : float, optional (default=0) The minimum event rate difference between consecutives bins. max_pvalue : float or None, optional (default=None) The maximum p-value among bins. The Z-test is used to detect bins not satisfying the p-value constraint. max_pvalue_policy : str, optional (default="consecutive") The method to determine bins not satisfying the p-value constraint. Supported methods are "consecutive" to compare consecutive bins and "all" to compare all bins. gamma : float, optional (default=0) Regularization strength to reduce the number of dominating bins. Larger values specify stronger regularization. cat_cutoff : float or None, optional (default=None) Generate bin others with categories in which the fraction of occurrences is below the ``cat_cutoff`` value. This option is available when ``dtype`` is "categorical". cat_heuristic: bool (default=False): Whether to merge categories to guarantee max_n_prebins. If True, this option will be triggered when the number of categories >= max_n_prebins. This option is recommended if the number of categories, in the long run, can increase considerably, and recurrent calls to method ``solve`` are required. special_codes : array-like or None, optional (default=None) List of special codes. Use special codes to specify the data values that must be treated separately. split_digits : int or None, optional (default=None) The significant digits of the split points. If ``split_digits`` is set to 0, the split points are integers. If None, then all significant digits in the split points are considered. mip_solver : str, optional (default="bop") The mixed-integer programming solver. Supported solvers are "bop" to choose the Google OR-Tools binary optimizer or "cbc" to choose the COIN-OR Branch-and-Cut solver CBC. time_limit : int (default=100) The maximum time in seconds to run the optimization solver. verbose : bool (default=False) Enable verbose output. Notes ----- The parameter ``sketch`` is neglected when ``dtype=categorical``. The sketch parameter ``K`` is only applicable when ``sketch=t-digest``. Both quantile sketch algorithms produce good results, being the t-digest the most accurate. Note, however, the t-digest algorithm implementation is significantly slower than the GK implementation, thus, GK is the recommended algorithm when handling partitions. **Besides, GK is deterministic, therefore returning reproducible results.** """ def __init__(self, name="", dtype="numerical", sketch="gk", eps=1e-4, K=25, solver="cp", divergence="iv", max_n_prebins=20, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, min_bin_n_nonevent=None, max_bin_n_nonevent=None, min_bin_n_event=None, max_bin_n_event=None, monotonic_trend="auto", min_event_rate_diff=0, max_pvalue=None, max_pvalue_policy="consecutive", gamma=0, cat_cutoff=None, cat_unknown=None, cat_heuristic=False, special_codes=None, split_digits=None, mip_solver="bop", time_limit=100, verbose=False): self.name = name self.dtype = dtype self.sketch = sketch self.eps = eps self.K = K self.solver = solver self.divergence = divergence self.max_n_prebins = max_n_prebins self.min_n_bins = min_n_bins self.max_n_bins = max_n_bins self.min_bin_size = min_bin_size self.max_bin_size = max_bin_size self.min_bin_n_event = min_bin_n_event self.max_bin_n_event = max_bin_n_event self.min_bin_n_nonevent = min_bin_n_nonevent self.max_bin_n_nonevent = max_bin_n_nonevent self.monotonic_trend = monotonic_trend self.min_e
(name='', dtype='numerical', sketch='gk', eps=0.0001, K=25, solver='cp', divergence='iv', max_n_prebins=20, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, min_bin_n_nonevent=None, max_bin_n_nonevent=None, min_bin_n_event=None, max_bin_n_event=None, monotonic_trend='auto', min_event_rate_diff=0, max_pvalue=None, max_pvalue_policy='consecutive', gamma=0, cat_cutoff=None, cat_unknown=None, cat_heuristic=False, special_codes=None, split_digits=None, mip_solver='bop', time_limit=100, verbose=False)
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0.034067798405885696, 0.01559455506503582, -0.004499192815274 ]
4,811
optbinning.binning.distributed.binning_sketch
__init__
null
def __init__(self, name="", dtype="numerical", sketch="gk", eps=1e-4, K=25, solver="cp", divergence="iv", max_n_prebins=20, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, min_bin_n_nonevent=None, max_bin_n_nonevent=None, min_bin_n_event=None, max_bin_n_event=None, monotonic_trend="auto", min_event_rate_diff=0, max_pvalue=None, max_pvalue_policy="consecutive", gamma=0, cat_cutoff=None, cat_unknown=None, cat_heuristic=False, special_codes=None, split_digits=None, mip_solver="bop", time_limit=100, verbose=False): self.name = name self.dtype = dtype self.sketch = sketch self.eps = eps self.K = K self.solver = solver self.divergence = divergence self.max_n_prebins = max_n_prebins self.min_n_bins = min_n_bins self.max_n_bins = max_n_bins self.min_bin_size = min_bin_size self.max_bin_size = max_bin_size self.min_bin_n_event = min_bin_n_event self.max_bin_n_event = max_bin_n_event self.min_bin_n_nonevent = min_bin_n_nonevent self.max_bin_n_nonevent = max_bin_n_nonevent self.monotonic_trend = monotonic_trend self.min_event_rate_diff = min_event_rate_diff self.max_pvalue = max_pvalue self.max_pvalue_policy = max_pvalue_policy self.gamma = gamma self.cat_cutoff = cat_cutoff self.cat_unknown = cat_unknown self.cat_heuristic = cat_heuristic self.special_codes = special_codes self.split_digits = split_digits self.mip_solver = mip_solver self.time_limit = time_limit self.verbose = verbose # auxiliary self._flag_min_n_event_nonevent = False self._categories = None self._cat_others = [] self._n_event = None self._n_nonevent = None self._n_nonevent_missing = None self._n_event_missing = None self._n_nonevent_special = None self._n_event_special = None self._n_event_special = None self._n_nonevent_cat_others = None self._n_event_cat_others = None # data storage self._bsketch = None # info self._binning_table = None self._n_refinements = 0 self._n_prebins = None # streaming stats self._n_add = 0 self._n_solve = 0 self._solve_stats = {} # timming self._time_streaming_add = 0 self._time_streaming_solve = 0 self._time_total = None self._time_prebinning = None self._time_solver = None self._time_optimizer = None self._time_postprocessing = None self._is_solved = False # Check parameters _check_parameters(**self.get_params())
(self, name='', dtype='numerical', sketch='gk', eps=0.0001, K=25, solver='cp', divergence='iv', max_n_prebins=20, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, min_bin_n_nonevent=None, max_bin_n_nonevent=None, min_bin_n_event=None, max_bin_n_event=None, monotonic_trend='auto', min_event_rate_diff=0, max_pvalue=None, max_pvalue_policy='consecutive', gamma=0, cat_cutoff=None, cat_unknown=None, cat_heuristic=False, special_codes=None, split_digits=None, mip_solver='bop', time_limit=100, verbose=False)
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4,818
optbinning.binning.distributed.binning_sketch
_compute_cat_prebins
null
def _compute_cat_prebins(self, splits, categories, n_nonevent, n_event): self._n_refinements = 0 mask_remove = (n_nonevent == 0) | (n_event == 0) if self.cat_heuristic and len(categories) > self.max_n_prebins: n_records = n_nonevent + n_event mask_size = n_records < self._bsketch.n / self.max_n_prebins mask_remove |= mask_size if np.any(mask_remove): if self.divergence in ("hellinger", "triangular"): self._flag_min_n_event_nonevent = True if self.cat_heuristic: mask_remove = mask_size else: self._n_refinements += 1 mask_splits = np.concatenate( [mask_remove[:-2], [mask_remove[-2] | mask_remove[-1]]]) splits = splits[~mask_splits] splits_int = np.ceil(splits).astype(int) indices = np.digitize(np.arange(len(categories)), splits_int, right=False) n_bins = len(splits) + 1 new_nonevent = np.empty(n_bins, dtype=np.int64) new_event = np.empty(n_bins, dtype=np.int64) new_categories = [] for i in range(n_bins): mask = (indices == i) new_categories.append(categories[mask]) new_nonevent[i] = n_nonevent[mask].sum() new_event[i] = n_event[mask].sum() new_categories = np.array(new_categories, dtype=object) [splits, categories, n_nonevent, n_event] = self._compute_cat_prebins( splits, new_categories, new_nonevent, new_event) return splits, categories, n_nonevent, n_event
(self, splits, categories, n_nonevent, n_event)
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4,819
optbinning.binning.distributed.binning_sketch
_compute_prebins
null
def _compute_prebins(self, splits): self._n_refinements = 0 n_event, n_nonevent = self._bsketch.bins(splits) mask_remove = (n_nonevent == 0) | (n_event == 0) if np.any(mask_remove): if self.divergence in ("hellinger", "triangular"): self._flag_min_n_event_nonevent = True else: self._n_refinements += 1 mask_splits = np.concatenate( [mask_remove[:-2], [mask_remove[-2] | mask_remove[-1]]]) splits = splits[~mask_splits] splits, n_nonevent, n_event = self._compute_prebins(splits) return splits, n_nonevent, n_event
(self, splits)
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4,820
optbinning.binning.distributed.binning_sketch
_fit_optimizer
null
def _fit_optimizer(self, splits, n_nonevent, n_event): if self.verbose: logger.info("Optimizer started.") time_init = time.perf_counter() if len(n_nonevent) <= 1: self._status = "OPTIMAL" self._splits_optimal = splits self._solution = np.zeros(len(splits)).astype(bool) if self.verbose: logger.warning("Optimizer: {} bins after pre-binning." .format(len(n_nonevent))) logger.warning("Optimizer: solver not run.") logger.info("Optimizer terminated. Time: 0s") return # Min/max number of bins if self.min_bin_size is not None: min_bin_size = int(np.ceil(self.min_bin_size * self._bsketch.n)) else: min_bin_size = self.min_bin_size if self.max_bin_size is not None: max_bin_size = int(np.ceil(self.max_bin_size * self._bsketch.n)) else: max_bin_size = self.max_bin_size # Min number of event and nonevent per bin if (self.divergence in ("hellinger", "triangular") and self._flag_min_n_event_nonevent): if self.min_bin_n_nonevent is None: min_bin_n_nonevent = 1 else: min_bin_n_nonevent = max(self.min_bin_n_nonevent, 1) if self.min_bin_n_event is None: min_bin_n_event = 1 else: min_bin_n_event = max(self.min_bin_n_event, 1) else: min_bin_n_nonevent = self.min_bin_n_nonevent min_bin_n_event = self.min_bin_n_event # Monotonic trend trend_change = None if self.dtype == "numerical": auto_monotonic_modes = ("auto", "auto_heuristic", "auto_asc_desc") if self.monotonic_trend in auto_monotonic_modes: monotonic = auto_monotonic(n_nonevent, n_event, self.monotonic_trend) if self.monotonic_trend == "auto_heuristic": if monotonic in ("peak", "valley"): if monotonic == "peak": monotonic = "peak_heuristic" else: monotonic = "valley_heuristic" event_rate = n_event / (n_nonevent + n_event) trend_change = peak_valley_trend_change_heuristic( event_rate, monotonic) if self.verbose: logger.info("Optimizer: classifier predicts {} " "monotonic trend.".format(monotonic)) else: monotonic = self.monotonic_trend if monotonic in ("peak_heuristic", "valley_heuristic"): event_rate = n_event / (n_nonevent + n_event) trend_change = peak_valley_trend_change_heuristic( event_rate, monotonic) if self.verbose: logger.info("Optimizer: trend change position {}." .format(trend_change)) else: monotonic = self.monotonic_trend if monotonic is not None: monotonic = "ascending" if self.verbose: if monotonic is None: logger.info( "Optimizer: monotonic trend not set.") else: logger.info("Optimizer: monotonic trend set to {}." .format(monotonic)) if self.solver == "cp": optimizer = BinningCP(monotonic, self.min_n_bins, self.max_n_bins, min_bin_size, max_bin_size, min_bin_n_event, self.max_bin_n_event, min_bin_n_nonevent, self.max_bin_n_nonevent, self.min_event_rate_diff, self.max_pvalue, self.max_pvalue_policy, self.gamma, None, self.time_limit) elif self.solver == "mip": optimizer = BinningMIP(monotonic, self.min_n_bins, self.max_n_bins, min_bin_size, max_bin_size, min_bin_n_event, self.max_bin_n_event, min_bin_n_nonevent, self.max_bin_n_nonevent, self.min_event_rate_diff, self.max_pvalue, self.max_pvalue_policy, self.gamma, None, self.mip_solver, self.time_limit) if self.verbose: logger.info("Optimizer: build model...") optimizer.build_model(self.divergence, n_nonevent, n_event, trend_change) if self.verbose: logger.info("Optimizer: solve...") status, solution = optimizer.solve() self._solution = solution self._optimizer, self._time_optimizer = solver_statistics( self.solver, optimizer.solver_) self._status = status self._splits_optimal = splits[solution[:-1]] self._time_solver = time.perf_counter() - time_init if self.verbose: logger.info("Optimizer terminated. Time: {:.4f}s" .format(self._time_solver))
(self, splits, n_nonevent, n_event)
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4,825
optbinning.binning.distributed.binning_sketch
_prebinning_data
null
def _prebinning_data(self): self._n_nonevent_missing = self._bsketch._count_missing_ne self._n_nonevent_special = self._bsketch._count_special_ne self._n_event_missing = self._bsketch._count_missing_e self._n_event_special = self._bsketch._count_special_e self._t_n_nonevent = self._bsketch.n_nonevent self._t_n_event = self._bsketch.n_event if self.dtype == "numerical": sketch_all = self._bsketch.merge_sketches() if self.sketch == "gk": percentiles = np.linspace(0, 1, self.max_n_prebins + 1) splits = np.array([sketch_all.quantile(p) for p in percentiles[1:-1]]) elif self.sketch == "t-digest": percentiles = np.linspace(0, 100, self.max_n_prebins + 1) splits = np.array([sketch_all.percentile(p) for p in percentiles[1:-1]]) splits, n_nonevent, n_event = self._compute_prebins(splits) else: [splits, categories, n_nonevent, n_event, cat_others, n_nonevent_others, n_event_others] = self._bsketch.bins() self._categories = categories self._cat_others = cat_others self._n_nonevent_cat_others = n_nonevent_others self._n_event_cat_others = n_event_others [splits, categories, n_nonevent, n_event] = self._compute_cat_prebins(splits, categories, n_nonevent, n_event) self._splits_prebinning = splits return splits, n_nonevent, n_event
(self)
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4,828
optbinning.binning.distributed.binning_sketch
_update_streaming_stats
null
def _update_streaming_stats(self): self._binning_table.build() if self.divergence == "iv": dv = self._binning_table.iv elif self.divergence == "js": dv = self._binning_table.js elif self.divergence == "hellinger": dv = self._binning_table.hellinger elif self.divergence == "triangular": dv = self._binning_table.triangular self._solve_stats[self._n_solve] = { "n_add": self._n_add, "n_records": self._bsketch.n, "divergence".format(self.divergence): dv }
(self)
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4,831
optbinning.binning.distributed.binning_sketch
add
Add new data x, y to the binning sketch. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. y : array-like, shape = (n_samples,) Target vector relative to x. check_input : bool (default=False) Whether to check input arrays.
def add(self, x, y, check_input=False): """Add new data x, y to the binning sketch. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. y : array-like, shape = (n_samples,) Target vector relative to x. check_input : bool (default=False) Whether to check input arrays. """ if self._bsketch is None: if self.dtype == "numerical": self._bsketch = BSketch(self.sketch, self.eps, self.K, self.special_codes) else: self._bsketch = BCatSketch(self.cat_cutoff, self.special_codes) # Add new data stream time_add = time.perf_counter() self._bsketch.add(x, y, check_input) self._n_add += 1 self._time_streaming_add += time.perf_counter() - time_add if self.verbose: logger.info("Sketch: added new data.")
(self, x, y, check_input=False)
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0.02529621683061123, 0.04061596095561981, 0.006936488673090935, 0.08684146404266357 ]
4,834
optbinning.binning.distributed.binning_sketch
information
Print overview information about the options settings, problem statistics, and the solution of the computation. Parameters ---------- print_level : int (default=1) Level of details.
def information(self, print_level=1): """Print overview information about the options settings, problem statistics, and the solution of the computation. Parameters ---------- print_level : int (default=1) Level of details. """ self._check_is_solved() if not isinstance(print_level, numbers.Integral) or print_level < 0: raise ValueError("print_level must be an integer >= 0; got {}." .format(print_level)) binning_type = self.__class__.__name__.lower() # Optimizer if self._optimizer is not None: solver = self._optimizer time_solver = self._time_solver else: solver = None time_solver = 0 # Sketch memory usage memory_usage = asizeof.asizeof(self._bsketch) * 1e-6 dict_user_options = self.get_params() print_binning_information(binning_type, print_level, self.name, self._status, self.solver, solver, self._time_total, self._time_prebinning, time_solver, self._time_optimizer, self._time_postprocessing, self._n_prebins, self._n_refinements, self._bsketch.n, self._n_add, self._time_streaming_add, self._n_solve, self._time_streaming_solve, memory_usage, dict_user_options)
(self, print_level=1)
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4,835
optbinning.binning.distributed.binning_sketch
merge
Merge current instance with another OptimalBinningSketch instance. Parameters ---------- optbsketch : object OptimalBinningSketch instance.
def merge(self, optbsketch): """Merge current instance with another OptimalBinningSketch instance. Parameters ---------- optbsketch : object OptimalBinningSketch instance. """ if not self.mergeable(optbsketch): raise Exception("optbsketch does not share signature.") self._bsketch.merge(optbsketch._bsketch) if self.verbose: logger.info("Sketch: current sketch was merged.")
(self, optbsketch)
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4,836
optbinning.binning.distributed.binning_sketch
mergeable
Check whether two OptimalBinningSketch instances can be merged. Parameters ---------- optbsketch : object OptimalBinningSketch instance. Returns ------- mergeable : bool
def mergeable(self, optbsketch): """Check whether two OptimalBinningSketch instances can be merged. Parameters ---------- optbsketch : object OptimalBinningSketch instance. Returns ------- mergeable : bool """ return self.get_params() == optbsketch.get_params()
(self, optbsketch)
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4,837
optbinning.binning.distributed.binning_sketch
plot_progress
Plot divergence measure progress.
def plot_progress(self): """Plot divergence measure progress.""" self._check_is_solved() df = pd.DataFrame.from_dict(self._solve_stats).T plot_progress_divergence(df, self.divergence)
(self)
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4,840
optbinning.binning.distributed.binning_sketch
solve
Solve optimal binning using added data. Returns ------- self : OptimalBinningSketch Current fitted optimal binning.
def solve(self): """Solve optimal binning using added data. Returns ------- self : OptimalBinningSketch Current fitted optimal binning. """ time_init = time.perf_counter() # Check if data was added if not self._n_add: raise NotFittedError("No data was added. Add data before solving.") # Pre-binning if self.verbose: logger.info("Pre-binning started.") time_prebinning = time.perf_counter() splits, n_nonevent, n_event = self._prebinning_data() self._n_prebins = len(splits) + 1 self._time_prebinning = time.perf_counter() - time_prebinning if self.verbose: logger.info("Pre-binning: number of prebins: {}" .format(self._n_prebins)) logger.info("Pre-binning: number of refinements: {}" .format(self._n_refinements)) logger.info("Pre-binning terminated. Time: {:.4f}s" .format(self._time_prebinning)) # Optimization self._fit_optimizer(splits, n_nonevent, n_event) # Post-processing if self.verbose: logger.info("Post-processing started.") logger.info("Post-processing: compute binning information.") time_postprocessing = time.perf_counter() if not len(splits): n_nonevent = np.array([self._t_n_nonevent]) n_event = np.array([self._t_n_event]) self._n_nonevent, self._n_event = bin_info( self._solution, n_nonevent, n_event, self._n_nonevent_missing, self._n_event_missing, self._n_nonevent_special, self._n_event_special, self._n_nonevent_cat_others, self._n_event_cat_others, self._cat_others) self._binning_table = BinningTable( self.name, self.dtype, self.special_codes, self._splits_optimal, self._n_nonevent, self._n_event, None, None, self._categories, self._cat_others, None) self._time_postprocessing = time.perf_counter() - time_postprocessing if self.verbose: logger.info("Post-processing terminated. Time: {:.4f}s" .format(self._time_postprocessing)) self._time_total = time.perf_counter() - time_init self._time_streaming_solve += self._time_total self._n_solve += 1 if self.verbose: logger.info("Optimal binning terminated. Status: {}. Time: {:.4f}s" .format(self._status, self._time_total)) # Completed successfully self._is_solved = True self._update_streaming_stats() return self
(self)
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4,841
optbinning.binning.distributed.binning_sketch
transform
Transform given data to Weight of Evidence (WoE) or event rate using bins from the current fitted optimal binning. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence, "event_rate" to choose the event rate, "indices" to assign the corresponding indices of the bins and "bins" to assign the corresponding bin interval. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. show_digits : int, optional (default=2) The number of significant digits of the bin column. Applies when ``metric="bins"``. check_input : bool (default=False) Whether to check input arrays. Returns ------- x_new : numpy array, shape = (n_samples,) Transformed array. Notes ----- Transformation of data including categories not present during training return zero WoE or event rate.
def transform(self, x, metric="woe", metric_special=0, metric_missing=0, show_digits=2, check_input=False): """Transform given data to Weight of Evidence (WoE) or event rate using bins from the current fitted optimal binning. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence, "event_rate" to choose the event rate, "indices" to assign the corresponding indices of the bins and "bins" to assign the corresponding bin interval. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. show_digits : int, optional (default=2) The number of significant digits of the bin column. Applies when ``metric="bins"``. check_input : bool (default=False) Whether to check input arrays. Returns ------- x_new : numpy array, shape = (n_samples,) Transformed array. Notes ----- Transformation of data including categories not present during training return zero WoE or event rate. """ self._check_is_solved() return transform_binary_target(self._splits_optimal, self.dtype, x, self._n_nonevent, self._n_event, self.special_codes, self._categories, self._cat_others, self.cat_unknown, metric, metric_special, metric_missing, None, show_digits, check_input)
(self, x, metric='woe', metric_special=0, metric_missing=0, show_digits=2, check_input=False)
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4,842
optbinning.binning.piecewise.binning
OptimalPWBinning
Optimal Piecewise binning of a numerical variable with respect to a binary target. Parameters ---------- name : str, optional (default="") The variable name. estimator : object or None (default=None) An esimator to compute probability estimates. If None, it uses `sklearn.linear_model.LogisticRegression <https://scikit-learn.org/stable/modules/generated/ sklearn.linear_model.LogisticRegression.html>`_. The estimator must be an object with method `predict_proba`. objective : str, optional (default="l2") The objective function. Supported objectives are "l2", "l1", "huber" and "quantile". Note that "l1", "huber" and "quantile" are robust objective functions. degree : int (default=1) The degree of the polynomials. * degree = 0: piecewise constant functions. * degree = 1: piecewise linear functions. * degree > 1: piecewise polynomial functions. continuous : bool (default=True) Whether to fit a continuous or discontinuous piecewise regression. continuous_deriv : bool (default=True) Whether to fit a polynomial with continuous derivatives. This option fits a smooth degree d-polynomial with d-1 continuity in derivatives (splines). prebinning_method : str, optional (default="cart") The pre-binning method. Supported methods are "cart" for a CART decision tree, "quantile" to generate prebins with approximately same frequency and "uniform" to generate prebins with equal width. Method "cart" uses `sklearn.tree.DecistionTreeClassifier <https://scikit-learn.org/stable/modules/generated/sklearn.tree. DecisionTreeClassifier.html>`_. max_n_prebins : int (default=20) The maximum number of bins after pre-binning (prebins). min_prebin_size : float (default=0.05) The fraction of mininum number of records for each prebin. min_n_bins : int or None, optional (default=None) The minimum number of bins. If None, then ``min_n_bins`` is a value in ``[0, max_n_prebins]``. max_n_bins : int or None, optional (default=None) The maximum number of bins. If None, then ``max_n_bins`` is a value in ``[0, max_n_prebins]``. min_bin_size : float or None, optional (default=None) The fraction of minimum number of records for each bin. If None, ``min_bin_size = min_prebin_size``. max_bin_size : float or None, optional (default=None) The fraction of maximum number of records for each bin. If None, ``max_bin_size = 1.0``. monotonic_trend : str or None, optional (default="auto") The **event rate** monotonic trend. Supported trends are “auto”, "auto_heuristic" and "auto_asc_desc" to automatically determine the trend maximizing IV using a machine learning classifier, "ascending", "descending", "concave", "convex", "peak" and "peak_heuristic" to allow a peak change point, and "valley" and "valley_heuristic" to allow a valley change point. Trends "auto_heuristic", "peak_heuristic" and "valley_heuristic" use a heuristic to determine the change point, and are significantly faster for large size instances (``max_n_prebins > 20``). Trend "auto_asc_desc" is used to automatically select the best monotonic trend between "ascending" and "descending". If None, then the monotonic constraint is disabled. n_subsamples : int or None (default=None) Number of subsamples to fit the piecewise regression algorithm. If None, all values are considered. max_pvalue : float or None, optional (default=None) The maximum p-value among bins. The Z-test is used to detect bins not satisfying the p-value constraint. Option supported by solvers "cp" and "mip". max_pvalue_policy : str, optional (default="consecutive") The method to determine bins not satisfying the p-value constraint. Supported methods are "consecutive" to compare consecutive bins and "all" to compare all bins. outlier_detector : str or None, optional (default=None) The outlier detection method. Supported methods are "range" to use the interquartile range based method, "zcore" to use the modified Z-score method or "yquantile" to use the y-axis detector over quantiles. outlier_params : dict or None, optional (default=None) Dictionary of parameters to pass to the outlier detection method. user_splits : array-like or None, optional (default=None) The list of pre-binning split points when ``dtype`` is "numerical" or the list of prebins when ``dtype`` is "categorical". user_splits_fixed : array-like or None (default=None) The list of pre-binning split points that must be fixed. special_codes : array-like, dict or None, optional (default=None) List of special codes. Use special codes to specify the data values that must be treated separately. split_digits : int or None, optional (default=None) The significant digits of the split points. If ``split_digits`` is set to 0, the split points are integers. If None, then all significant digits in the split points are considered. solver : str, optional (default="auto") The optimizer to solve the underlying mathematical optimization problem. Supported solvers are `"ecos" <https://github.com/embotech/ecos>`_, `"osqp" <https://github.com/oxfordcontrol/osqp>`_, "direct", to choose the direct solver, and "auto", to choose the most appropriate solver for the problem. Version 0.16.1 added support to solvers `"scs" <https://github.com/cvxgrp/scs>`_ and `"highs" <https://github.com/ERGO-Code/HiGHS>`_. h_epsilon: float (default=1.35) The parameter h_epsilon used when ``objective="huber"``, controls the number of samples that should be classified as outliers. quantile : float (default=0.5) The parameter quantile is the q-th quantile to be used when ``objective="quantile"``. regularization: str or None (default=None) Type of regularization. Supported regularization are "l1" (Lasso) and "l2" (Ridge). If None, no regularization is applied. reg_l1 : float (default=1.0) L1 regularization term. Increasing this value will smooth the regression model. Only applicable if ``regularization="l1"``. reg_l2 : float (default=1.0) L2 regularization term. Increasing this value will smooth the regression model. Only applicable if ``regularization="l2"``. random_state : int, RandomState instance or None, (default=None) If ``n_subsamples < n_samples``, controls the shuffling applied to the data before applying the split. verbose : bool (default=False) Enable verbose output.
class OptimalPWBinning(BasePWBinning): """Optimal Piecewise binning of a numerical variable with respect to a binary target. Parameters ---------- name : str, optional (default="") The variable name. estimator : object or None (default=None) An esimator to compute probability estimates. If None, it uses `sklearn.linear_model.LogisticRegression <https://scikit-learn.org/stable/modules/generated/ sklearn.linear_model.LogisticRegression.html>`_. The estimator must be an object with method `predict_proba`. objective : str, optional (default="l2") The objective function. Supported objectives are "l2", "l1", "huber" and "quantile". Note that "l1", "huber" and "quantile" are robust objective functions. degree : int (default=1) The degree of the polynomials. * degree = 0: piecewise constant functions. * degree = 1: piecewise linear functions. * degree > 1: piecewise polynomial functions. continuous : bool (default=True) Whether to fit a continuous or discontinuous piecewise regression. continuous_deriv : bool (default=True) Whether to fit a polynomial with continuous derivatives. This option fits a smooth degree d-polynomial with d-1 continuity in derivatives (splines). prebinning_method : str, optional (default="cart") The pre-binning method. Supported methods are "cart" for a CART decision tree, "quantile" to generate prebins with approximately same frequency and "uniform" to generate prebins with equal width. Method "cart" uses `sklearn.tree.DecistionTreeClassifier <https://scikit-learn.org/stable/modules/generated/sklearn.tree. DecisionTreeClassifier.html>`_. max_n_prebins : int (default=20) The maximum number of bins after pre-binning (prebins). min_prebin_size : float (default=0.05) The fraction of mininum number of records for each prebin. min_n_bins : int or None, optional (default=None) The minimum number of bins. If None, then ``min_n_bins`` is a value in ``[0, max_n_prebins]``. max_n_bins : int or None, optional (default=None) The maximum number of bins. If None, then ``max_n_bins`` is a value in ``[0, max_n_prebins]``. min_bin_size : float or None, optional (default=None) The fraction of minimum number of records for each bin. If None, ``min_bin_size = min_prebin_size``. max_bin_size : float or None, optional (default=None) The fraction of maximum number of records for each bin. If None, ``max_bin_size = 1.0``. monotonic_trend : str or None, optional (default="auto") The **event rate** monotonic trend. Supported trends are “auto”, "auto_heuristic" and "auto_asc_desc" to automatically determine the trend maximizing IV using a machine learning classifier, "ascending", "descending", "concave", "convex", "peak" and "peak_heuristic" to allow a peak change point, and "valley" and "valley_heuristic" to allow a valley change point. Trends "auto_heuristic", "peak_heuristic" and "valley_heuristic" use a heuristic to determine the change point, and are significantly faster for large size instances (``max_n_prebins > 20``). Trend "auto_asc_desc" is used to automatically select the best monotonic trend between "ascending" and "descending". If None, then the monotonic constraint is disabled. n_subsamples : int or None (default=None) Number of subsamples to fit the piecewise regression algorithm. If None, all values are considered. max_pvalue : float or None, optional (default=None) The maximum p-value among bins. The Z-test is used to detect bins not satisfying the p-value constraint. Option supported by solvers "cp" and "mip". max_pvalue_policy : str, optional (default="consecutive") The method to determine bins not satisfying the p-value constraint. Supported methods are "consecutive" to compare consecutive bins and "all" to compare all bins. outlier_detector : str or None, optional (default=None) The outlier detection method. Supported methods are "range" to use the interquartile range based method, "zcore" to use the modified Z-score method or "yquantile" to use the y-axis detector over quantiles. outlier_params : dict or None, optional (default=None) Dictionary of parameters to pass to the outlier detection method. user_splits : array-like or None, optional (default=None) The list of pre-binning split points when ``dtype`` is "numerical" or the list of prebins when ``dtype`` is "categorical". user_splits_fixed : array-like or None (default=None) The list of pre-binning split points that must be fixed. special_codes : array-like, dict or None, optional (default=None) List of special codes. Use special codes to specify the data values that must be treated separately. split_digits : int or None, optional (default=None) The significant digits of the split points. If ``split_digits`` is set to 0, the split points are integers. If None, then all significant digits in the split points are considered. solver : str, optional (default="auto") The optimizer to solve the underlying mathematical optimization problem. Supported solvers are `"ecos" <https://github.com/embotech/ecos>`_, `"osqp" <https://github.com/oxfordcontrol/osqp>`_, "direct", to choose the direct solver, and "auto", to choose the most appropriate solver for the problem. Version 0.16.1 added support to solvers `"scs" <https://github.com/cvxgrp/scs>`_ and `"highs" <https://github.com/ERGO-Code/HiGHS>`_. h_epsilon: float (default=1.35) The parameter h_epsilon used when ``objective="huber"``, controls the number of samples that should be classified as outliers. quantile : float (default=0.5) The parameter quantile is the q-th quantile to be used when ``objective="quantile"``. regularization: str or None (default=None) Type of regularization. Supported regularization are "l1" (Lasso) and "l2" (Ridge). If None, no regularization is applied. reg_l1 : float (default=1.0) L1 regularization term. Increasing this value will smooth the regression model. Only applicable if ``regularization="l1"``. reg_l2 : float (default=1.0) L2 regularization term. Increasing this value will smooth the regression model. Only applicable if ``regularization="l2"``. random_state : int, RandomState instance or None, (default=None) If ``n_subsamples < n_samples``, controls the shuffling applied to the data before applying the split. verbose : bool (default=False) Enable verbose output. """ def __init__(self, name="", estimator=None, objective="l2", degree=1, continuous=True, continuous_deriv=True, prebinning_method="cart", max_n_prebins=20, min_prebin_size=0.05, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, monotonic_trend="auto", n_subsamples=None, max_pvalue=None, max_pvalue_policy="consecutive", outlier_detector=None, outlier_params=None, user_splits=None, user_splits_fixed=None, special_codes=None, split_digits=None, solver="auto", h_epsilon=1.35, quantile=0.5, regularization=None, reg_l1=1.0, reg_l2=1.0, random_state=None, verbose=False): super().__init__(name, estimator, objective, degree, continuous, continuous_deriv, prebinning_method, max_n_prebins, min_prebin_size, min_n_bins, max_n_bins, min_bin_size, max_bin_size, monotonic_trend, n_subsamples, max_pvalue, m
(name='', estimator=None, objective='l2', degree=1, continuous=True, continuous_deriv=True, prebinning_method='cart', max_n_prebins=20, min_prebin_size=0.05, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, monotonic_trend='auto', n_subsamples=None, max_pvalue=None, max_pvalue_policy='consecutive', outlier_detector=None, outlier_params=None, user_splits=None, user_splits_fixed=None, special_codes=None, split_digits=None, solver='auto', h_epsilon=1.35, quantile=0.5, regularization=None, reg_l1=1.0, reg_l2=1.0, random_state=None, verbose=False)
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4,844
optbinning.binning.piecewise.binning
__init__
null
def __init__(self, name="", estimator=None, objective="l2", degree=1, continuous=True, continuous_deriv=True, prebinning_method="cart", max_n_prebins=20, min_prebin_size=0.05, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, monotonic_trend="auto", n_subsamples=None, max_pvalue=None, max_pvalue_policy="consecutive", outlier_detector=None, outlier_params=None, user_splits=None, user_splits_fixed=None, special_codes=None, split_digits=None, solver="auto", h_epsilon=1.35, quantile=0.5, regularization=None, reg_l1=1.0, reg_l2=1.0, random_state=None, verbose=False): super().__init__(name, estimator, objective, degree, continuous, continuous_deriv, prebinning_method, max_n_prebins, min_prebin_size, min_n_bins, max_n_bins, min_bin_size, max_bin_size, monotonic_trend, n_subsamples, max_pvalue, max_pvalue_policy, outlier_detector, outlier_params, user_splits, user_splits_fixed, special_codes, split_digits, solver, h_epsilon, quantile, regularization, reg_l1, reg_l2, random_state, verbose) self._problem_type = "classification" self._n_nonevent_special = None self._n_nonevent_missing = None self._n_event_special = None self._n_event_missing = None self._t_n_nonevent = None self._t_n_event = None
(self, name='', estimator=None, objective='l2', degree=1, continuous=True, continuous_deriv=True, prebinning_method='cart', max_n_prebins=20, min_prebin_size=0.05, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, monotonic_trend='auto', n_subsamples=None, max_pvalue=None, max_pvalue_policy='consecutive', outlier_detector=None, outlier_params=None, user_splits=None, user_splits_fixed=None, special_codes=None, split_digits=None, solver='auto', h_epsilon=1.35, quantile=0.5, regularization=None, reg_l1=1.0, reg_l2=1.0, random_state=None, verbose=False)
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4,851
optbinning.binning.piecewise.binning
_fit
null
def _fit(self, x, y, lb, ub, check_input): time_init = time.perf_counter() if self.verbose: logger.info("Optimal piecewise binning started.") logger.info("Options: check parameters.") _check_parameters(**self.get_params(deep=False), problem_type=self._problem_type) # Pre-processing if self.verbose: logger.info("Pre-processing started.") self._n_samples = len(x) if self.verbose: logger.info("Pre-processing: number of samples: {}" .format(self._n_samples)) time_preprocessing = time.perf_counter() [x_clean, y_clean, x_missing, y_missing, x_special, y_special, _, _, _, _, _, sw_special, _] = self._fit_preprocessing( x, y, check_input) self._time_preprocessing = time.perf_counter() - time_preprocessing if self.verbose: n_clean = len(x_clean) n_missing = len(x_missing) n_special = len(x_special) logger.info("Pre-processing: number of clean samples: {}" .format(n_clean)) logger.info("Pre-processing: number of missing samples: {}" .format(n_missing)) logger.info("Pre-processing: number of special samples: {}" .format(n_special)) if self.outlier_detector is not None: n_outlier = self._n_samples-(n_clean + n_missing + n_special) logger.info("Pre-processing: number of outlier samples: {}" .format(n_outlier)) logger.info("Pre-processing terminated. Time: {:.4f}s" .format(self._time_preprocessing)) # Pre-binning # Fit estimator and compute event_rate = P[Y=1, X=x] time_estimator = time.perf_counter() if self.estimator is None: self.estimator = LogisticRegression() if self.verbose: logger.info("Pre-binning: set logistic regression as an " "estimator.") if self.verbose: logger.info("Pre-binning: estimator fitting started.") self.estimator.fit(x_clean.reshape(-1, 1), y_clean) event_rate = self.estimator.predict_proba(x_clean.reshape(-1, 1))[:, 1] self._time_estimator = time.perf_counter() - time_estimator if self.verbose: logger.info("Pre-binning: estimator terminated. Time {:.4f}s." .format(self._time_estimator)) # Fit optimal binning algorithm for continuous target. Use optimal # split points to compute optimal piecewise functions self._fit_binning(x_clean, y_clean, event_rate, lb, ub) # Post-processing if self.verbose: logger.info("Post-processing started.") logger.info("Post-processing: compute binning information.") time_postprocessing = time.perf_counter() # Compute n_nonevent and n_event for special and missing self._n_nonevent_special, self._n_event_special = target_info_special( self.special_codes, x_special, y_special, sw_special) missing_target_info = target_info(y_missing) self._n_nonevent_missing = missing_target_info[0] self._n_event_missing = missing_target_info[1] bt = self._optb.binning_table.build(add_totals=False) n_nonevent = bt["Non-event"].values[:-2] n_event = bt["Event"].values[:-2] n_nonevent = np.r_[n_nonevent, self._n_nonevent_special] n_event = np.r_[n_event, self._n_event_special] n_nonevent = np.r_[n_nonevent, self._n_nonevent_missing] n_event = np.r_[n_event, self._n_event_missing] self._t_n_nonevent = n_nonevent.sum() self._t_n_event = n_event.sum() # Compute metrics if self.verbose: logger.info("Post-processing: compute performance metrics.") d_metrics = binary_metrics( x_clean, y_clean, self._optb.splits, self._c, self._t_n_nonevent, self._t_n_event, self._n_nonevent_special, self._n_event_special, self._n_nonevent_missing, self._n_event_missing, self.special_codes) # Binning table self._binning_table = PWBinningTable( self.name, self.special_codes, self._optb.splits, self._c, n_nonevent, n_event, x_clean.min(), x_clean.max(), d_metrics) self._time_postprocessing = time.perf_counter() - time_postprocessing if self.verbose: logger.info("Post-processing terminated. Time: {:.4f}s" .format(self._time_postprocessing)) self._time_total = time.perf_counter() - time_init if self.verbose: logger.info("Optimal piecewise binning terminated. Status: {}. " "Time: {:.4f}s".format(self._status, self._time_total)) # Completed successfully self._is_fitted = True return self
(self, x, y, lb, ub, check_input)
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4,863
optbinning.binning.piecewise.binning
fit_transform
Fit the optimal piecewise binning according to the given training data, then transform it. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. y : array-like, shape = (n_samples,) Target vector relative to x. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence and "event_rate" to choose the event rate. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate, and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. lb : float or None (default=None) Avoid values below the lower bound lb. ub : float or None (default=None) Avoid values above the upper bound ub. check_input : bool (default=False) Whether to check input arrays. Returns ------- x_new : numpy array, shape = (n_samples,) Transformed array.
def fit_transform(self, x, y, metric="woe", metric_special=0, metric_missing=0, lb=None, ub=None, check_input=False): """Fit the optimal piecewise binning according to the given training data, then transform it. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. y : array-like, shape = (n_samples,) Target vector relative to x. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence and "event_rate" to choose the event rate. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate, and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. lb : float or None (default=None) Avoid values below the lower bound lb. ub : float or None (default=None) Avoid values above the upper bound ub. check_input : bool (default=False) Whether to check input arrays. Returns ------- x_new : numpy array, shape = (n_samples,) Transformed array. """ return self.fit(x, y, lb, ub, check_input).transform( x, metric, metric_special, metric_missing, lb, ub, check_input)
(self, x, y, metric='woe', metric_special=0, metric_missing=0, lb=None, ub=None, check_input=False)
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4,869
sklearn.utils._metadata_requests
set_transform_request
Request metadata passed to the ``transform`` method. Note that this method is only relevant if ``enable_metadata_routing=True`` (see :func:`sklearn.set_config`). Please see :ref:`User Guide <metadata_routing>` on how the routing mechanism works. The options for each parameter are: - ``True``: metadata is requested, and passed to ``transform`` if provided. The request is ignored if metadata is not provided. - ``False``: metadata is not requested and the meta-estimator will not pass it to ``transform``. - ``None``: metadata is not requested, and the meta-estimator will raise an error if the user provides it. - ``str``: metadata should be passed to the meta-estimator with this given alias instead of the original name. The default (``sklearn.utils.metadata_routing.UNCHANGED``) retains the existing request. This allows you to change the request for some parameters and not others. .. versionadded:: 1.3 .. note:: This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a :class:`~sklearn.pipeline.Pipeline`. Otherwise it has no effect. Parameters ---------- check_input : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``check_input`` parameter in ``transform``. lb : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``lb`` parameter in ``transform``. metric : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``metric`` parameter in ``transform``. metric_missing : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``metric_missing`` parameter in ``transform``. metric_special : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``metric_special`` parameter in ``transform``. ub : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``ub`` parameter in ``transform``. x : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``x`` parameter in ``transform``. Returns ------- self : object The updated object.
def __get__(self, instance, owner): # we would want to have a method which accepts only the expected args def func(**kw): """Updates the request for provided parameters This docstring is overwritten below. See REQUESTER_DOC for expected functionality """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)}. Accepted arguments" f" are: {set(self.keys)}" ) requests = instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) instance._metadata_request = requests return instance # Now we set the relevant attributes of the function so that it seems # like a normal method to the end user, with known expected arguments. func.__name__ = f"set_{self.name}_request" params = [ inspect.Parameter( name="self", kind=inspect.Parameter.POSITIONAL_OR_KEYWORD, annotation=owner, ) ] params.extend( [ inspect.Parameter( k, inspect.Parameter.KEYWORD_ONLY, default=UNCHANGED, annotation=Optional[Union[bool, None, str]], ) for k in self.keys ] ) func.__signature__ = inspect.Signature( params, return_annotation=owner, ) doc = REQUESTER_DOC.format(method=self.name) for metadata in self.keys: doc += REQUESTER_DOC_PARAM.format(metadata=metadata, method=self.name) doc += REQUESTER_DOC_RETURN func.__doc__ = doc return func
(self: optbinning.binning.piecewise.binning.OptimalPWBinning, *, check_input: Union[bool, NoneType, str] = '$UNCHANGED$', lb: Union[bool, NoneType, str] = '$UNCHANGED$', metric: Union[bool, NoneType, str] = '$UNCHANGED$', metric_missing: Union[bool, NoneType, str] = '$UNCHANGED$', metric_special: Union[bool, NoneType, str] = '$UNCHANGED$', ub: Union[bool, NoneType, str] = '$UNCHANGED$', x: Union[bool, NoneType, str] = '$UNCHANGED$') -> optbinning.binning.piecewise.binning.OptimalPWBinning
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4,870
optbinning.binning.piecewise.binning
transform
Transform given data to Weight of Evidence (WoE) or event rate using bins from the fitted optimal piecewise binning. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence and "event_rate" to choose the event rate. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate, and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. lb : float or None (default=None) Avoid values below the lower bound lb. ub : float or None (default=None) Avoid values above the upper bound ub. check_input : bool (default=False) Whether to check input arrays. Returns ------- x_new : numpy array, shape = (n_samples,) Transformed array.
def transform(self, x, metric="woe", metric_special=0, metric_missing=0, lb=None, ub=None, check_input=False): """Transform given data to Weight of Evidence (WoE) or event rate using bins from the fitted optimal piecewise binning. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence and "event_rate" to choose the event rate. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate, and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. lb : float or None (default=None) Avoid values below the lower bound lb. ub : float or None (default=None) Avoid values above the upper bound ub. check_input : bool (default=False) Whether to check input arrays. Returns ------- x_new : numpy array, shape = (n_samples,) Transformed array. """ self._check_is_fitted() return transform_binary_target( self._optb.splits, x, self._c, lb, ub, self._t_n_nonevent, self._t_n_event, self._n_nonevent_special, self._n_event_special, self._n_nonevent_missing, self._n_event_missing, self.special_codes, metric, metric_special, metric_missing, check_input)
(self, x, metric='woe', metric_special=0, metric_missing=0, lb=None, ub=None, check_input=False)
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4,871
optbinning.binning.uncertainty.binning_scenarios
SBOptimalBinning
Scenario-based stochastic optimal binning of a numerical variable with respect to a binary target. Extensive form of the stochastic optimal binning given a finite number of scenarios. The goal is to maximize the expected IV obtaining a solution feasible for all scenarios. Parameters ---------- name : str, optional (default="") The variable name. prebinning_method : str, optional (default="cart") The pre-binning method. Supported methods are "cart" for a CART decision tree, "quantile" to generate prebins with approximately same frequency and "uniform" to generate prebins with equal width. Method "cart" uses `sklearn.tree.DecistionTreeClassifier <https://scikit-learn.org/stable/modules/generated/sklearn.tree. DecisionTreeClassifier.html>`_. max_n_prebins : int (default=20) The maximum number of bins after pre-binning (prebins). min_prebin_size : float (default=0.05) The fraction of mininum number of records for each prebin. min_n_bins : int or None, optional (default=None) The minimum number of bins. If None, then ``min_n_bins`` is a value in ``[0, max_n_prebins]``. max_n_bins : int or None, optional (default=None) The maximum number of bins. If None, then ``max_n_bins`` is a value in ``[0, max_n_prebins]``. min_bin_size : float or None, optional (default=None) The fraction of minimum number of records for each bin. If None, ``min_bin_size = min_prebin_size``. max_bin_size : float or None, optional (default=None) The fraction of maximum number of records for each bin. If None, ``max_bin_size = 1.0``. monotonic_trend : str or None, optional (default=None) The **event rate** monotonic trend. Supported trends are "ascending", "descending", "concave", "convex", "peak" and "valley". If None, then the monotonic constraint is disabled. min_event_rate_diff : float, optional (default=0) The minimum event rate difference between consecutives bins. max_pvalue : float or None, optional (default=None) The maximum p-value among bins. The Z-test is used to detect bins not satisfying the p-value constraint. max_pvalue_policy : str, optional (default="consecutive") The method to determine bins not satisfying the p-value constraint. Supported methods are "consecutive" to compare consecutive bins and "all" to compare all bins. class_weight : dict, "balanced" or None, optional (default=None) Weights associated with classes in the form ``{class_label: weight}``. If None, all classes are supposed to have weight one. Check `sklearn.tree.DecistionTreeClassifier <https://scikit-learn.org/stable/modules/generated/sklearn.tree. DecisionTreeClassifier.html>`_. user_splits : array-like or None, optional (default=None) The list of pre-binning split points when ``dtype`` is "numerical" or the list of prebins when ``dtype`` is "categorical". user_splits_fixed : array-like or None (default=None) The list of pre-binning split points that must be fixed. special_codes : array-like or None, optional (default=None) List of special codes. Use special codes to specify the data values that must be treated separately. split_digits : int or None, optional (default=None) The significant digits of the split points. If ``split_digits`` is set to 0, the split points are integers. If None, then all significant digits in the split points are considered. time_limit : int (default=100) The maximum time in seconds to run the optimization solver. verbose : bool (default=False) Enable verbose output.
class SBOptimalBinning(OptimalBinning): """Scenario-based stochastic optimal binning of a numerical variable with respect to a binary target. Extensive form of the stochastic optimal binning given a finite number of scenarios. The goal is to maximize the expected IV obtaining a solution feasible for all scenarios. Parameters ---------- name : str, optional (default="") The variable name. prebinning_method : str, optional (default="cart") The pre-binning method. Supported methods are "cart" for a CART decision tree, "quantile" to generate prebins with approximately same frequency and "uniform" to generate prebins with equal width. Method "cart" uses `sklearn.tree.DecistionTreeClassifier <https://scikit-learn.org/stable/modules/generated/sklearn.tree. DecisionTreeClassifier.html>`_. max_n_prebins : int (default=20) The maximum number of bins after pre-binning (prebins). min_prebin_size : float (default=0.05) The fraction of mininum number of records for each prebin. min_n_bins : int or None, optional (default=None) The minimum number of bins. If None, then ``min_n_bins`` is a value in ``[0, max_n_prebins]``. max_n_bins : int or None, optional (default=None) The maximum number of bins. If None, then ``max_n_bins`` is a value in ``[0, max_n_prebins]``. min_bin_size : float or None, optional (default=None) The fraction of minimum number of records for each bin. If None, ``min_bin_size = min_prebin_size``. max_bin_size : float or None, optional (default=None) The fraction of maximum number of records for each bin. If None, ``max_bin_size = 1.0``. monotonic_trend : str or None, optional (default=None) The **event rate** monotonic trend. Supported trends are "ascending", "descending", "concave", "convex", "peak" and "valley". If None, then the monotonic constraint is disabled. min_event_rate_diff : float, optional (default=0) The minimum event rate difference between consecutives bins. max_pvalue : float or None, optional (default=None) The maximum p-value among bins. The Z-test is used to detect bins not satisfying the p-value constraint. max_pvalue_policy : str, optional (default="consecutive") The method to determine bins not satisfying the p-value constraint. Supported methods are "consecutive" to compare consecutive bins and "all" to compare all bins. class_weight : dict, "balanced" or None, optional (default=None) Weights associated with classes in the form ``{class_label: weight}``. If None, all classes are supposed to have weight one. Check `sklearn.tree.DecistionTreeClassifier <https://scikit-learn.org/stable/modules/generated/sklearn.tree. DecisionTreeClassifier.html>`_. user_splits : array-like or None, optional (default=None) The list of pre-binning split points when ``dtype`` is "numerical" or the list of prebins when ``dtype`` is "categorical". user_splits_fixed : array-like or None (default=None) The list of pre-binning split points that must be fixed. special_codes : array-like or None, optional (default=None) List of special codes. Use special codes to specify the data values that must be treated separately. split_digits : int or None, optional (default=None) The significant digits of the split points. If ``split_digits`` is set to 0, the split points are integers. If None, then all significant digits in the split points are considered. time_limit : int (default=100) The maximum time in seconds to run the optimization solver. verbose : bool (default=False) Enable verbose output. """ def __init__(self, name="", prebinning_method="cart", max_n_prebins=20, min_prebin_size=0.05, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, monotonic_trend=None, min_event_rate_diff=0, max_pvalue=None, max_pvalue_policy="consecutive", class_weight=None, user_splits=None, user_splits_fixed=None, special_codes=None, split_digits=None, time_limit=100, verbose=False): self.name = name self.dtype = "numerical" self.prebinning_method = prebinning_method self.solver = "cp" self.max_n_prebins = max_n_prebins self.min_prebin_size = min_prebin_size self.min_n_bins = min_n_bins self.max_n_bins = max_n_bins self.min_bin_size = min_bin_size self.max_bin_size = max_bin_size self.monotonic_trend = monotonic_trend self.min_event_rate_diff = min_event_rate_diff self.max_pvalue = max_pvalue self.max_pvalue_policy = max_pvalue_policy self.class_weight = class_weight self.user_splits = user_splits self.user_splits_fixed = user_splits_fixed self.special_codes = special_codes self.split_digits = split_digits self.time_limit = time_limit self.verbose = verbose # auxiliary self._categories = None self._cat_others = None self._n_scenarios = None self._n_event = None self._n_nonevent = None self._n_nonevent_missing = None self._n_event_missing = None self._n_nonevent_special = None self._n_event_special = None self._problem_type = "classification" self._user_splits = user_splits self._user_splits_fixed = user_splits_fixed # info self._binning_table = None self._binning_tables = None self._n_prebins = None self._n_refinements = 0 self._n_samples_scenario = None self._n_samples = None self._optimizer = None self._splits_optimal = None self._status = None # timing self._time_total = None self._time_preprocessing = None self._time_prebinning = None self._time_solver = None self._time_optimizer = None self._time_postprocessing = None self._is_fitted = False def fit(self, X, Y, weights=None, check_input=False): """Fit the optimal binning given a list of scenarios. Parameters ---------- X : array-like, shape = (n_scenarios,) Lit of training vectors, where n_scenarios is the number of scenarios. Y : array-like, shape = (n_scenarios,) List of target vectors relative to X. weights : array-like, shape = (n_scenarios,) Scenarios weights. If None, then scenarios are equally weighted. check_input : bool (default=False) Whether to check input arrays. Returns ------- self : SBOptimalBinning Fitted optimal binning. """ return self._fit(X, Y, weights, check_input) def fit_transform(self, x, X, Y, weights=None, metric="woe", metric_special=0, metric_missing=0, show_digits=2, check_input=False): """Fit the optimal binning given a list of scenarios, then transform it. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. X : array-like, shape = (n_scenarios,) Lit of training vectors, where n_scenarios is the number of scenarios. Y : array-like, shape = (n_scenarios,) List of target vectors relative to X. weights : array-like, shape = (n_scenarios,) Scenarios weights. If None, then scenarios are equally weighted. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence, "event_rate" to choose the event rate, "indices" to assign the corresponding indices o
(name='', prebinning_method='cart', max_n_prebins=20, min_prebin_size=0.05, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, monotonic_trend=None, min_event_rate_diff=0, max_pvalue=None, max_pvalue_policy='consecutive', class_weight=None, user_splits=None, user_splits_fixed=None, special_codes=None, split_digits=None, time_limit=100, verbose=False)
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0.012713688425719738, 0.004466230981051922, 0.03907765448093414, 0.022458191961050034, 0.03626788780093193 ]
4,873
optbinning.binning.uncertainty.binning_scenarios
__init__
null
def __init__(self, name="", prebinning_method="cart", max_n_prebins=20, min_prebin_size=0.05, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, monotonic_trend=None, min_event_rate_diff=0, max_pvalue=None, max_pvalue_policy="consecutive", class_weight=None, user_splits=None, user_splits_fixed=None, special_codes=None, split_digits=None, time_limit=100, verbose=False): self.name = name self.dtype = "numerical" self.prebinning_method = prebinning_method self.solver = "cp" self.max_n_prebins = max_n_prebins self.min_prebin_size = min_prebin_size self.min_n_bins = min_n_bins self.max_n_bins = max_n_bins self.min_bin_size = min_bin_size self.max_bin_size = max_bin_size self.monotonic_trend = monotonic_trend self.min_event_rate_diff = min_event_rate_diff self.max_pvalue = max_pvalue self.max_pvalue_policy = max_pvalue_policy self.class_weight = class_weight self.user_splits = user_splits self.user_splits_fixed = user_splits_fixed self.special_codes = special_codes self.split_digits = split_digits self.time_limit = time_limit self.verbose = verbose # auxiliary self._categories = None self._cat_others = None self._n_scenarios = None self._n_event = None self._n_nonevent = None self._n_nonevent_missing = None self._n_event_missing = None self._n_nonevent_special = None self._n_event_special = None self._problem_type = "classification" self._user_splits = user_splits self._user_splits_fixed = user_splits_fixed # info self._binning_table = None self._binning_tables = None self._n_prebins = None self._n_refinements = 0 self._n_samples_scenario = None self._n_samples = None self._optimizer = None self._splits_optimal = None self._status = None # timing self._time_total = None self._time_preprocessing = None self._time_prebinning = None self._time_solver = None self._time_optimizer = None self._time_postprocessing = None self._is_fitted = False
(self, name='', prebinning_method='cart', max_n_prebins=20, min_prebin_size=0.05, min_n_bins=None, max_n_bins=None, min_bin_size=None, max_bin_size=None, monotonic_trend=None, min_event_rate_diff=0, max_pvalue=None, max_pvalue_policy='consecutive', class_weight=None, user_splits=None, user_splits_fixed=None, special_codes=None, split_digits=None, time_limit=100, verbose=False)
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4,880
optbinning.binning.uncertainty.binning_scenarios
_compute_prebins
null
def _compute_prebins(self, splits_prebinning, x, y): n_splits = len(splits_prebinning) if not n_splits: return splits_prebinning, np.array([]), np.array([]) n_bins = n_splits + 1 n_nonevent = np.empty((n_bins, self._n_scenarios), dtype=np.int64) n_event = np.empty((n_bins, self._n_scenarios), dtype=np.int64) mask_remove = np.zeros(n_bins, dtype=bool) for s in range(self._n_scenarios): y0 = (y[s] == 0) y1 = ~y0 indices = np.digitize(x[s], splits_prebinning, right=False) for i in range(n_bins): mask = (indices == i) n_nonevent[i, s] = np.count_nonzero(y0 & mask) n_event[i, s] = np.count_nonzero(y1 & mask) mask_remove |= (n_nonevent[:, s] == 0) | (n_event[:, s] == 0) if np.any(mask_remove): self._n_refinements += 1 mask_splits = np.concatenate( [mask_remove[:-2], [mask_remove[-2] | mask_remove[-1]]]) if self.user_splits_fixed is not None: user_splits_fixed = np.asarray(self._user_splits_fixed) user_splits = np.asarray(self._user_splits) fixed_remove = user_splits_fixed & mask_splits if any(fixed_remove): raise ValueError("Fixed user_splits {} are removed " "because produce pure prebins. Provide " "different splits to be fixed." .format(user_splits[fixed_remove])) # Update boolean array of fixed user splits. self._user_splits_fixed = user_splits_fixed[~mask_splits] self._user_splits = user_splits[~mask_splits] splits = splits_prebinning[~mask_splits] if self.verbose: logger.info("Pre-binning: number prebins removed: {}" .format(np.count_nonzero(mask_remove))) [splits_prebinning, n_nonevent, n_event] = self._compute_prebins( splits, x, y) return splits_prebinning, n_nonevent, n_event
(self, splits_prebinning, x, y)
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4,881
optbinning.binning.uncertainty.binning_scenarios
_fit
null
def _fit(self, X, Y, weights, check_input): time_init = time.perf_counter() # Check parameters and input arrays _check_parameters(**self.get_params()) _check_X_Y_weights(X, Y, weights) self._n_scenarios = len(X) if self.verbose: logger.info("Optimal binning started.") logger.info("Options: check parameters.") _check_parameters(**self.get_params()) # Pre-processing if self.verbose: logger.info("Pre-processing started.") time_preprocessing = time.perf_counter() self._n_samples_scenario = [len(x) for x in X] self._n_samples = sum(self._n_samples_scenario) if self.verbose: logger.info("Pre-processing: number of samples: {}" .format(self._n_samples)) [x_clean, y_clean, x_missing, y_missing, x_special, y_special, w] = split_data_scenarios(X, Y, weights, self.special_codes, check_input) self._time_preprocessing = time.perf_counter() - time_preprocessing if self.verbose: n_clean = len(x_clean) n_missing = len(x_missing) n_special = len(x_special) logger.info("Pre-processing: number of clean samples: {}" .format(n_clean)) logger.info("Pre-processing: number of missing samples: {}" .format(n_missing)) logger.info("Pre-processing: number of special samples: {}" .format(n_special)) logger.info("Pre-processing terminated. Time: {:.4f}s" .format(self._time_preprocessing)) # Pre-binning if self.verbose: logger.info("Pre-binning started.") time_prebinning = time.perf_counter() if self.user_splits is not None: user_splits = check_array( self.user_splits, ensure_2d=False, dtype=None, force_all_finite=True) if len(set(user_splits)) != len(user_splits): raise ValueError("User splits are not unique.") sorted_idx = np.argsort(user_splits) user_splits = user_splits[sorted_idx] if self.user_splits_fixed is not None: self.user_splits_fixed = np.asarray( self.user_splits_fixed)[sorted_idx] splits, n_nonevent, n_event = self._prebinning_refinement( user_splits, x_clean, y_clean, y_missing, y_special) else: splits, n_nonevent, n_event = self._fit_prebinning( w, x_clean, y_clean, y_missing, y_special, self.class_weight) self._n_prebins = len(n_nonevent) self._time_prebinning = time.perf_counter() - time_prebinning if self.verbose: logger.info("Pre-binning: number of prebins: {}" .format(self._n_prebins)) logger.info("Pre-binning: number of refinements: {}" .format(self._n_refinements)) logger.info("Pre-binning terminated. Time: {:.4f}s" .format(self._time_prebinning)) # Optimization self._fit_optimizer(splits, n_nonevent, n_event, weights) # Post-processing if self.verbose: logger.info("Post-processing started.") logger.info("Post-processing: compute binning information.") time_postprocessing = time.perf_counter() self._n_nonevent = 0 self._n_event = 0 self._binning_tables = [] min_x = np.inf max_x = -np.inf for s in range(self._n_scenarios): min_xs = x_clean[s].min() max_xs = x_clean[s].max() if min_xs < min_x: min_x = min_xs if max_xs > max_x: max_x = max_xs s_n_nonevent, s_n_event = bin_info( self._solution, n_nonevent[:, s], n_event[:, s], self._n_nonevent_missing[s], self._n_event_missing[s], self._n_nonevent_special[s], self._n_event_special[s], None, None, []) self._n_nonevent += s_n_nonevent self._n_event += s_n_event binning_table = BinningTable( self.name, self.dtype, self.special_codes, self._splits_optimal, s_n_nonevent, s_n_event, min_xs, max_xs, None, None, self.user_splits) self._binning_tables.append(binning_table) self._binning_table = BinningTable( self.name, self.dtype, self.special_codes, self._splits_optimal, self._n_nonevent, self._n_event, min_x, max_x, None, None, self.user_splits) self._time_postprocessing = time.perf_counter() - time_postprocessing if self.verbose: logger.info("Post-processing terminated. Time: {:.4f}s" .format(self._time_postprocessing)) self._time_total = time.perf_counter() - time_init if self.verbose: logger.info("Optimal binning terminated. Status: {}. Time: {:.4f}s" .format(self._status, self._time_total)) # Completed successfully self._is_fitted = True return self
(self, X, Y, weights, check_input)
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4,882
optbinning.binning.uncertainty.binning_scenarios
_fit_optimizer
null
def _fit_optimizer(self, splits, n_nonevent, n_event, weights): time_init = time.perf_counter() if not len(n_nonevent): self._status = "OPTIMAL" self._splits_optimal = splits self._solution = np.zeros(len(splits), dtype=bool) if self.verbose: logger.warning("Optimizer: no bins after pre-binning.") logger.warning("Optimizer: solver not run.") logger.info("Optimizer terminated. Time: 0s") return if self.min_bin_size is not None: min_bin_size = [int(np.ceil( self.min_bin_size * self._n_samples_scenario[s])) for s in range(self._n_scenarios)] else: min_bin_size = self.min_bin_size if self.max_bin_size is not None: max_bin_size = [int(np.ceil( self.max_bin_size * self._n_samples_scenario[s])) for s in range(self._n_scenarios)] else: max_bin_size = self.max_bin_size optimizer = BinningCP(self.monotonic_trend, self.min_n_bins, self.max_n_bins, min_bin_size, max_bin_size, None, None, None, None, self.min_event_rate_diff, self.max_pvalue, self.max_pvalue_policy, None, self.user_splits_fixed, self.time_limit) if weights is None: weights = np.ones(self._n_scenarios, int) if self.verbose: logger.info("Optimizer: build model...") optimizer.build_model_scenarios(n_nonevent, n_event, weights) status, solution = optimizer.solve() if self.verbose: logger.info("Optimizer: solve...") self._solution = solution self._optimizer, self._time_optimizer = solver_statistics( self.solver, optimizer.solver_) self._status = status self._splits_optimal = splits[solution[:-1]] self._time_solver = time.perf_counter() - time_init if self.verbose: logger.info("Optimizer terminated. Time: {:.4f}s" .format(self._time_solver))
(self, splits, n_nonevent, n_event, weights)
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4,883
optbinning.binning.uncertainty.binning_scenarios
_fit_prebinning
null
def _fit_prebinning(self, weights, x_clean, y_clean, y_missing, y_special, class_weight=None): x = [] y = [] for s in range(self._n_scenarios): x.extend(x_clean[s]) y.extend(y_clean[s]) x = np.array(x) y = np.array(y) min_bin_size = int(np.ceil(self.min_prebin_size * self._n_samples)) prebinning = PreBinning(method=self.prebinning_method, n_bins=self.max_n_prebins, min_bin_size=min_bin_size, problem_type=self._problem_type, class_weight=class_weight).fit(x, y, weights) return self._prebinning_refinement(prebinning.splits, x_clean, y_clean, y_missing, y_special)
(self, weights, x_clean, y_clean, y_missing, y_special, class_weight=None)
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4,888
optbinning.binning.uncertainty.binning_scenarios
_prebinning_refinement
null
def _prebinning_refinement(self, splits_prebinning, x, y, y_missing, y_special): self._n_nonevent_special = [] self._n_event_special = [] self._n_nonevent_missing = [] self._n_event_missing = [] for s in range(self._n_scenarios): s_n_nonevent, s_n_event = target_info(y_special[s]) m_n_nonevent, m_n_event = target_info(y_missing[s]) self._n_nonevent_special.append(s_n_nonevent) self._n_event_special.append(s_n_event) self._n_nonevent_missing.append(m_n_nonevent) self._n_event_missing.append(m_n_event) n_splits = len(splits_prebinning) if not n_splits: return splits_prebinning, np.array([]), np.array([]) if self.split_digits is not None: splits_prebinning = np.round(splits_prebinning, self.split_digits) splits_prebinning, n_nonevent, n_event = self._compute_prebins( splits_prebinning, x, y) return splits_prebinning, n_nonevent, n_event
(self, splits_prebinning, x, y, y_missing, y_special)
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4,893
optbinning.binning.uncertainty.binning_scenarios
binning_table_scenario
Return the instantiated binning table corresponding to ``scenario_id``. Please refer to :ref:`Binning table: binary target`. Parameters ---------- scenario_id : int Scenario identifier. Returns ------- binning_table : BinningTable
def binning_table_scenario(self, scenario_id): """Return the instantiated binning table corresponding to ``scenario_id``. Please refer to :ref:`Binning table: binary target`. Parameters ---------- scenario_id : int Scenario identifier. Returns ------- binning_table : BinningTable """ self._check_is_fitted() if (not isinstance(scenario_id, numbers.Integral) or not 0 <= scenario_id < self._n_scenarios): raise ValueError("scenario_id must be < {}; got {}." .format(self._n_scenarios, scenario_id)) return self._binning_tables[scenario_id]
(self, scenario_id)
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4,894
optbinning.binning.uncertainty.binning_scenarios
fit
Fit the optimal binning given a list of scenarios. Parameters ---------- X : array-like, shape = (n_scenarios,) Lit of training vectors, where n_scenarios is the number of scenarios. Y : array-like, shape = (n_scenarios,) List of target vectors relative to X. weights : array-like, shape = (n_scenarios,) Scenarios weights. If None, then scenarios are equally weighted. check_input : bool (default=False) Whether to check input arrays. Returns ------- self : SBOptimalBinning Fitted optimal binning.
def fit(self, X, Y, weights=None, check_input=False): """Fit the optimal binning given a list of scenarios. Parameters ---------- X : array-like, shape = (n_scenarios,) Lit of training vectors, where n_scenarios is the number of scenarios. Y : array-like, shape = (n_scenarios,) List of target vectors relative to X. weights : array-like, shape = (n_scenarios,) Scenarios weights. If None, then scenarios are equally weighted. check_input : bool (default=False) Whether to check input arrays. Returns ------- self : SBOptimalBinning Fitted optimal binning. """ return self._fit(X, Y, weights, check_input)
(self, X, Y, weights=None, check_input=False)
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4,895
optbinning.binning.uncertainty.binning_scenarios
fit_transform
Fit the optimal binning given a list of scenarios, then transform it. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. X : array-like, shape = (n_scenarios,) Lit of training vectors, where n_scenarios is the number of scenarios. Y : array-like, shape = (n_scenarios,) List of target vectors relative to X. weights : array-like, shape = (n_scenarios,) Scenarios weights. If None, then scenarios are equally weighted. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence, "event_rate" to choose the event rate, "indices" to assign the corresponding indices of the bins and "bins" to assign the corresponding bin interval. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate, and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. show_digits : int, optional (default=2) The number of significant digits of the bin column. Applies when ``metric="bins"``. check_input : bool (default=False) Whether to check input arrays. Returns ------- x_new : numpy array, shape = (n_samples,) Transformed array.
def fit_transform(self, x, X, Y, weights=None, metric="woe", metric_special=0, metric_missing=0, show_digits=2, check_input=False): """Fit the optimal binning given a list of scenarios, then transform it. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. X : array-like, shape = (n_scenarios,) Lit of training vectors, where n_scenarios is the number of scenarios. Y : array-like, shape = (n_scenarios,) List of target vectors relative to X. weights : array-like, shape = (n_scenarios,) Scenarios weights. If None, then scenarios are equally weighted. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence, "event_rate" to choose the event rate, "indices" to assign the corresponding indices of the bins and "bins" to assign the corresponding bin interval. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate, and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. show_digits : int, optional (default=2) The number of significant digits of the bin column. Applies when ``metric="bins"``. check_input : bool (default=False) Whether to check input arrays. Returns ------- x_new : numpy array, shape = (n_samples,) Transformed array. """ return self.fit(X, Y, weights, check_input).transform( x, metric, metric_special, metric_missing, show_digits, check_input)
(self, x, X, Y, weights=None, metric='woe', metric_special=0, metric_missing=0, show_digits=2, check_input=False)
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4,900
sklearn.utils._metadata_requests
set_fit_request
Request metadata passed to the ``fit`` method. Note that this method is only relevant if ``enable_metadata_routing=True`` (see :func:`sklearn.set_config`). Please see :ref:`User Guide <metadata_routing>` on how the routing mechanism works. The options for each parameter are: - ``True``: metadata is requested, and passed to ``fit`` if provided. The request is ignored if metadata is not provided. - ``False``: metadata is not requested and the meta-estimator will not pass it to ``fit``. - ``None``: metadata is not requested, and the meta-estimator will raise an error if the user provides it. - ``str``: metadata should be passed to the meta-estimator with this given alias instead of the original name. The default (``sklearn.utils.metadata_routing.UNCHANGED``) retains the existing request. This allows you to change the request for some parameters and not others. .. versionadded:: 1.3 .. note:: This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a :class:`~sklearn.pipeline.Pipeline`. Otherwise it has no effect. Parameters ---------- check_input : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``check_input`` parameter in ``fit``. weights : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``weights`` parameter in ``fit``. Returns ------- self : object The updated object.
def __get__(self, instance, owner): # we would want to have a method which accepts only the expected args def func(**kw): """Updates the request for provided parameters This docstring is overwritten below. See REQUESTER_DOC for expected functionality """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)}. Accepted arguments" f" are: {set(self.keys)}" ) requests = instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) instance._metadata_request = requests return instance # Now we set the relevant attributes of the function so that it seems # like a normal method to the end user, with known expected arguments. func.__name__ = f"set_{self.name}_request" params = [ inspect.Parameter( name="self", kind=inspect.Parameter.POSITIONAL_OR_KEYWORD, annotation=owner, ) ] params.extend( [ inspect.Parameter( k, inspect.Parameter.KEYWORD_ONLY, default=UNCHANGED, annotation=Optional[Union[bool, None, str]], ) for k in self.keys ] ) func.__signature__ = inspect.Signature( params, return_annotation=owner, ) doc = REQUESTER_DOC.format(method=self.name) for metadata in self.keys: doc += REQUESTER_DOC_PARAM.format(metadata=metadata, method=self.name) doc += REQUESTER_DOC_RETURN func.__doc__ = doc return func
(self: optbinning.binning.uncertainty.binning_scenarios.SBOptimalBinning, *, check_input: Union[bool, NoneType, str] = '$UNCHANGED$', weights: Union[bool, NoneType, str] = '$UNCHANGED$') -> optbinning.binning.uncertainty.binning_scenarios.SBOptimalBinning
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4,904
optbinning.binning.uncertainty.binning_scenarios
transform
Transform given data to Weight of Evidence (WoE) or event rate using bins from the fitted optimal binning. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence, "event_rate" to choose the event rate, "indices" to assign the corresponding indices of the bins and "bins" to assign the corresponding bin interval. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. show_digits : int, optional (default=2) The number of significant digits of the bin column. Applies when ``metric="bins"``. check_input : bool (default=False) Whether to check input arrays. Returns ------- x_new : numpy array, shape = (n_samples,) Transformed array. Notes ----- Transformation of data including categories not present during training return zero WoE or event rate.
def transform(self, x, metric="woe", metric_special=0, metric_missing=0, show_digits=2, check_input=False): """Transform given data to Weight of Evidence (WoE) or event rate using bins from the fitted optimal binning. Parameters ---------- x : array-like, shape = (n_samples,) Training vector, where n_samples is the number of samples. metric : str (default="woe") The metric used to transform the input vector. Supported metrics are "woe" to choose the Weight of Evidence, "event_rate" to choose the event rate, "indices" to assign the corresponding indices of the bins and "bins" to assign the corresponding bin interval. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. show_digits : int, optional (default=2) The number of significant digits of the bin column. Applies when ``metric="bins"``. check_input : bool (default=False) Whether to check input arrays. Returns ------- x_new : numpy array, shape = (n_samples,) Transformed array. Notes ----- Transformation of data including categories not present during training return zero WoE or event rate. """ self._check_is_fitted() return transform_binary_target(self._splits_optimal, self.dtype, x, self._n_nonevent, self._n_event, self.special_codes, self._categories, self._cat_others, None, metric, metric_special, metric_missing, self.user_splits, show_digits, check_input)
(self, x, metric='woe', metric_special=0, metric_missing=0, show_digits=2, check_input=False)
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4,905
optbinning.scorecard.scorecard
Scorecard
Scorecard development given a binary or continuous target dtype. Parameters ---------- binning_process : object A ``BinningProcess`` instance. estimator : object A supervised learning estimator with a ``fit`` and ``predict`` method that provides information about feature coefficients through a ``coef_`` attribute. For binary classification, the estimator must include a ``predict_proba`` method. scaling_method : str or None (default=None) The scaling method to control the range of the scores. Supported methods are "pdo_odds" and "min_max". Method "pdo_odds" is only applicable for binary classification. If None, no scaling is applied. scaling_method_params : dict or None (default=None) Dictionary with scaling method parameters. If ``scaling_method="pdo_odds"`` parameters required are: "pdo", "odds", and "scorecard_points". If ``scaling_method="min_max"`` parameters required are "min" and "max". If ``scaling_method=None``, this parameter is not used. intercept_based : bool (default=False) Build a intercept-based scorecard. A intercept-based scorecard modifies the original scorecard by setting the smallest point for each variable to zero and updating the intercept accordingly. reverse_scorecard: bool (default=False) Whether to change the sense of the relationship between predictions and scorecard points to ascending/descending. rounding : bool (default=False) Whether to round scorecard points. If ``scaling_method="min_max"`` a mixed-integer programming problem is solved to guarantee the minimum/maximum score after rounding. Otherwise, the scorecard points are round to the nearest integer. verbose : bool (default=False) Enable verbose output. Attributes ---------- binning_process_ : object The external binning process. estimator_ : object The external estimator fit on the reduced dataset. intercept_ : float The intercept if ``intercept_based=True``.
class Scorecard(Base, BaseEstimator): """Scorecard development given a binary or continuous target dtype. Parameters ---------- binning_process : object A ``BinningProcess`` instance. estimator : object A supervised learning estimator with a ``fit`` and ``predict`` method that provides information about feature coefficients through a ``coef_`` attribute. For binary classification, the estimator must include a ``predict_proba`` method. scaling_method : str or None (default=None) The scaling method to control the range of the scores. Supported methods are "pdo_odds" and "min_max". Method "pdo_odds" is only applicable for binary classification. If None, no scaling is applied. scaling_method_params : dict or None (default=None) Dictionary with scaling method parameters. If ``scaling_method="pdo_odds"`` parameters required are: "pdo", "odds", and "scorecard_points". If ``scaling_method="min_max"`` parameters required are "min" and "max". If ``scaling_method=None``, this parameter is not used. intercept_based : bool (default=False) Build a intercept-based scorecard. A intercept-based scorecard modifies the original scorecard by setting the smallest point for each variable to zero and updating the intercept accordingly. reverse_scorecard: bool (default=False) Whether to change the sense of the relationship between predictions and scorecard points to ascending/descending. rounding : bool (default=False) Whether to round scorecard points. If ``scaling_method="min_max"`` a mixed-integer programming problem is solved to guarantee the minimum/maximum score after rounding. Otherwise, the scorecard points are round to the nearest integer. verbose : bool (default=False) Enable verbose output. Attributes ---------- binning_process_ : object The external binning process. estimator_ : object The external estimator fit on the reduced dataset. intercept_ : float The intercept if ``intercept_based=True``. """ def __init__(self, binning_process, estimator, scaling_method=None, scaling_method_params=None, intercept_based=False, reverse_scorecard=False, rounding=False, verbose=False): self.binning_process = binning_process self.estimator = estimator self.scaling_method = scaling_method self.scaling_method_params = scaling_method_params self.intercept_based = intercept_based self.reverse_scorecard = reverse_scorecard self.rounding = rounding self.verbose = verbose # attributes self.binning_process_ = None self.estimator_ = None self.intercept_ = 0 self._metric_special = None self._metric_missing = None # auxiliary self._target_dtype = None # timing self._time_total = None self._time_binning_process = None self._time_estimator = None self._time_build_scorecard = None self._time_rounding = None self._is_fitted = False def fit(self, X, y, sample_weight=None, metric_special=0, metric_missing=0, show_digits=2, check_input=False): """Fit scorecard. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) Training vector, where n_samples is the number of samples. y : array-like of shape (n_samples,) Target vector relative to x. sample_weight : array-like of shape (n_samples,) (default=None) Array of weights that are assigned to individual samples. If not provided, then each sample is given unit weight. This option is only available for a binary target. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate, and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. check_input : bool (default=False) Whether to check input arrays. show_digits : int, optional (default=2) The number of significant digits of the bin column. Returns ------- self : Scorecard Fitted scorecard. """ return self._fit(X, y, sample_weight, metric_special, metric_missing, show_digits, check_input) def information(self, print_level=1): """Print overview information about the options settings and statistics. Parameters ---------- print_level : int (default=1) Level of details. """ self._check_is_fitted() if not isinstance(print_level, numbers.Integral) or print_level < 0: raise ValueError("print_level must be an integer >= 0; got {}." .format(print_level)) n_numerical = list( self.binning_process_._variable_dtypes.values()).count("numerical") n_categorical = self.binning_process_._n_variables - n_numerical n_selected = np.count_nonzero(self.binning_process_._support) dict_user_options = self.get_params(deep=False) print_scorecard_information( print_level, self.binning_process_._n_samples, self.binning_process_._n_variables, self._target_dtype, n_numerical, n_categorical, n_selected, self._time_total, self._time_binning_process, self._time_estimator, self._time_build_scorecard, self._time_rounding, dict_user_options) def predict(self, X): """Predict using the fitted underlying estimator and the reduced dataset. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) Training vector, where n_samples is the number of samples. Returns ------- pred: array of shape (n_samples) The predicted target values. """ X_t = self._transform( X=X, metric=None, metric_special=self._metric_special, metric_missing=self._metric_missing) return self.estimator_.predict(X_t) def predict_proba(self, X): """Predict class probabilities using the fitted underlying estimator and the reduced dataset. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) Training vector, where n_samples is the number of samples. Returns ------- p: array of shape (n_samples, n_classes) The class probabilities of the input samples. """ X_t = self._transform( X=X, metric=None, metric_special=self._metric_special, metric_missing=self._metric_missing) return self.estimator_.predict_proba(X_t) def decision_function(self, X): """Predict confidence scores for samples. The confidence score for a sample is proportional to the signed distance of that sample to the hyperplane. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) The data matrix for which we want to get the confidence scores. Returns ------- scores : array of shape (n_samples, n_classes) Confidence scores per (n_samples, n_classes) combination. """ X_t = self._transform( X=X, metric=None, metric_special=self._metric_special, metric_missing=self._metric_missing) return self.estimator_.decision_function(X_t) def score(self, X): """Score of the dataset. Parameters ---------- X : pandas.DataFrame (n_samples, n_features
(binning_process, estimator, scaling_method=None, scaling_method_params=None, intercept_based=False, reverse_scorecard=False, rounding=False, verbose=False)
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0.01078744512051344, 0.03733643516898155, 0.03768441453576088, 0.007220628671348095, 0.022496020421385765 ]
4,907
optbinning.scorecard.scorecard
__init__
null
def __init__(self, binning_process, estimator, scaling_method=None, scaling_method_params=None, intercept_based=False, reverse_scorecard=False, rounding=False, verbose=False): self.binning_process = binning_process self.estimator = estimator self.scaling_method = scaling_method self.scaling_method_params = scaling_method_params self.intercept_based = intercept_based self.reverse_scorecard = reverse_scorecard self.rounding = rounding self.verbose = verbose # attributes self.binning_process_ = None self.estimator_ = None self.intercept_ = 0 self._metric_special = None self._metric_missing = None # auxiliary self._target_dtype = None # timing self._time_total = None self._time_binning_process = None self._time_estimator = None self._time_build_scorecard = None self._time_rounding = None self._is_fitted = False
(self, binning_process, estimator, scaling_method=None, scaling_method_params=None, intercept_based=False, reverse_scorecard=False, rounding=False, verbose=False)
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4,914
optbinning.scorecard.scorecard
_fit
null
def _fit(self, X, y, sample_weight, metric_special, metric_missing, show_digits, check_input): # Store the metrics for missing and special bins for predictions self._metric_special = metric_special self._metric_missing = metric_missing time_init = time.perf_counter() if self.verbose: logger.info("Scorecard building process started.") logger.info("Options: check parameters.") _check_parameters(**self.get_params(deep=False)) # Check X dtype if not isinstance(X, pd.DataFrame): raise TypeError("X must be a pandas.DataFrame.") # Target type and metric self._target_dtype = type_of_target(y) if self._target_dtype not in ("binary", "continuous"): raise ValueError("Target type {} is not supported." .format(self._target_dtype)) _check_scorecard_scaling(self.scaling_method, self.scaling_method_params, self.rounding, self._target_dtype) # Check sample weight if sample_weight is not None and self._target_dtype != "binary": raise ValueError("Target type {} does not support sample weight." .format(self._target_dtype)) if self._target_dtype == "binary": metric = "woe" bt_metric = "WoE" elif self._target_dtype == "continuous": metric = "mean" bt_metric = "Mean" if self.verbose: logger.info("Dataset: {} target.".format(self._target_dtype)) # Fit binning process if self.verbose: logger.info("Binning process started.") time_binning_process = time.perf_counter() self.binning_process_ = clone(self.binning_process) # Suppress binning process verbosity self.binning_process_.set_params(verbose=False) X_t = self.binning_process_.fit_transform( X[self.binning_process.variable_names], y, sample_weight, metric, metric_special, metric_missing, show_digits, check_input) self._time_binning_process = time.perf_counter() - time_binning_process if self.verbose: logger.info("Binning process terminated. Time: {:.4f}s" .format(self._time_binning_process)) # Fit estimator time_estimator = time.perf_counter() if self.verbose: logger.info("Fitting estimator.") self.estimator_ = clone(self.estimator) if sample_weight is not None: self.estimator_.fit(X_t, y, sample_weight=sample_weight) else: self.estimator_.fit(X_t, y) self._time_estimator = time.perf_counter() - time_estimator if self.verbose: logger.info("Fitting terminated. Time {:.4f}s" .format(self._time_estimator)) # Get coefs intercept = 0 if hasattr(self.estimator_, 'coef_'): coefs = self.estimator_.coef_.flatten() if hasattr(self.estimator_, 'intercept_'): intercept = self.estimator_.intercept_ else: raise RuntimeError('The classifier does not expose ' '"coef_" attribute.') # Build scorecard time_build_scorecard = time.perf_counter() if self.verbose: logger.info("Scorecard table building started.") selected_variables = self.binning_process_.get_support(names=True) binning_tables = [] for i, variable in enumerate(selected_variables): optb = self.binning_process_.get_binned_variable(variable) binning_table = optb.binning_table.build( show_digits=show_digits, add_totals=False) c = coefs[i] binning_table.loc[:, "Variable"] = variable binning_table.loc[:, "Coefficient"] = c binning_table.loc[:, "Points"] = binning_table[bt_metric] * c nt = len(binning_table) if metric_special != 'empirical': if isinstance(optb.special_codes, dict): n_specials = len(optb.special_codes) else: n_specials = 1 binning_table.loc[ nt-1-n_specials:nt-2, "Points"] = metric_special * c if metric_missing != 'empirical': binning_table.loc[nt-1, "Points"] = metric_missing * c binning_table.index.names = ['Bin id'] binning_table.reset_index(level=0, inplace=True) binning_tables.append(binning_table) df_scorecard = pd.concat(binning_tables) df_scorecard.reset_index() # Apply score points if self.scaling_method is not None: points = df_scorecard["Points"] scaled_points = _compute_scorecard_points( points, binning_tables, self.scaling_method, self.scaling_method_params, intercept, self.reverse_scorecard) df_scorecard.loc[:, "Points"] = scaled_points if self.intercept_based: scaled_points, self.intercept_ = _compute_intercept_based( df_scorecard) df_scorecard.loc[:, "Points"] = scaled_points time_rounding = time.perf_counter() if self.rounding: points = df_scorecard["Points"] if self.scaling_method in ("pdo_odds", None): round_points = np.rint(points) if self.intercept_based: self.intercept_ = np.rint(self.intercept_) elif self.scaling_method == "min_max": round_mip = RoundingMIP() round_mip.build_model(df_scorecard) status, round_points = round_mip.solve() if status not in ("OPTIMAL", "FEASIBLE"): if self.verbose: logger.warning("MIP rounding failed, method nearest " "integer used instead.") # Back-up method round_points = np.rint(points) if self.intercept_based: self.intercept_ = np.rint(self.intercept_) df_scorecard.loc[:, "Points"] = round_points self._time_rounding = time.perf_counter() - time_rounding self._df_scorecard = df_scorecard self._time_build_scorecard = time.perf_counter() - time_build_scorecard self._time_total = time.perf_counter() - time_init if self.verbose: logger.info("Scorecard table terminated. Time: {:.4f}s" .format(self._time_build_scorecard)) logger.info("Scorecard building process terminated. Time: {:.4f}s" .format(self._time_total)) # Completed successfully self._is_fitted = True return self
(self, X, y, sample_weight, metric_special, metric_missing, show_digits, check_input)
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4,921
optbinning.scorecard.scorecard
_transform
null
def _transform(self, X, metric, metric_special, metric_missing): self._check_is_fitted() X_t = self.binning_process_.transform( X=X[self.binning_process_.variable_names], metric=metric, metric_special=metric_special, metric_missing=metric_missing) return X_t
(self, X, metric, metric_special, metric_missing)
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4,924
optbinning.scorecard.scorecard
decision_function
Predict confidence scores for samples. The confidence score for a sample is proportional to the signed distance of that sample to the hyperplane. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) The data matrix for which we want to get the confidence scores. Returns ------- scores : array of shape (n_samples, n_classes) Confidence scores per (n_samples, n_classes) combination.
def decision_function(self, X): """Predict confidence scores for samples. The confidence score for a sample is proportional to the signed distance of that sample to the hyperplane. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) The data matrix for which we want to get the confidence scores. Returns ------- scores : array of shape (n_samples, n_classes) Confidence scores per (n_samples, n_classes) combination. """ X_t = self._transform( X=X, metric=None, metric_special=self._metric_special, metric_missing=self._metric_missing) return self.estimator_.decision_function(X_t)
(self, X)
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4,925
optbinning.scorecard.scorecard
fit
Fit scorecard. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) Training vector, where n_samples is the number of samples. y : array-like of shape (n_samples,) Target vector relative to x. sample_weight : array-like of shape (n_samples,) (default=None) Array of weights that are assigned to individual samples. If not provided, then each sample is given unit weight. This option is only available for a binary target. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate, and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. check_input : bool (default=False) Whether to check input arrays. show_digits : int, optional (default=2) The number of significant digits of the bin column. Returns ------- self : Scorecard Fitted scorecard.
def fit(self, X, y, sample_weight=None, metric_special=0, metric_missing=0, show_digits=2, check_input=False): """Fit scorecard. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) Training vector, where n_samples is the number of samples. y : array-like of shape (n_samples,) Target vector relative to x. sample_weight : array-like of shape (n_samples,) (default=None) Array of weights that are assigned to individual samples. If not provided, then each sample is given unit weight. This option is only available for a binary target. metric_special : float or str (default=0) The metric value to transform special codes in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate, and any numerical value. metric_missing : float or str (default=0) The metric value to transform missing values in the input vector. Supported metrics are "empirical" to use the empirical WoE or event rate and any numerical value. check_input : bool (default=False) Whether to check input arrays. show_digits : int, optional (default=2) The number of significant digits of the bin column. Returns ------- self : Scorecard Fitted scorecard. """ return self._fit(X, y, sample_weight, metric_special, metric_missing, show_digits, check_input)
(self, X, y, sample_weight=None, metric_special=0, metric_missing=0, show_digits=2, check_input=False)
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4,928
optbinning.scorecard.scorecard
information
Print overview information about the options settings and statistics. Parameters ---------- print_level : int (default=1) Level of details.
def information(self, print_level=1): """Print overview information about the options settings and statistics. Parameters ---------- print_level : int (default=1) Level of details. """ self._check_is_fitted() if not isinstance(print_level, numbers.Integral) or print_level < 0: raise ValueError("print_level must be an integer >= 0; got {}." .format(print_level)) n_numerical = list( self.binning_process_._variable_dtypes.values()).count("numerical") n_categorical = self.binning_process_._n_variables - n_numerical n_selected = np.count_nonzero(self.binning_process_._support) dict_user_options = self.get_params(deep=False) print_scorecard_information( print_level, self.binning_process_._n_samples, self.binning_process_._n_variables, self._target_dtype, n_numerical, n_categorical, n_selected, self._time_total, self._time_binning_process, self._time_estimator, self._time_build_scorecard, self._time_rounding, dict_user_options)
(self, print_level=1)
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4,929
optbinning.scorecard.scorecard
predict
Predict using the fitted underlying estimator and the reduced dataset. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) Training vector, where n_samples is the number of samples. Returns ------- pred: array of shape (n_samples) The predicted target values.
def predict(self, X): """Predict using the fitted underlying estimator and the reduced dataset. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) Training vector, where n_samples is the number of samples. Returns ------- pred: array of shape (n_samples) The predicted target values. """ X_t = self._transform( X=X, metric=None, metric_special=self._metric_special, metric_missing=self._metric_missing) return self.estimator_.predict(X_t)
(self, X)
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4,930
optbinning.scorecard.scorecard
predict_proba
Predict class probabilities using the fitted underlying estimator and the reduced dataset. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) Training vector, where n_samples is the number of samples. Returns ------- p: array of shape (n_samples, n_classes) The class probabilities of the input samples.
def predict_proba(self, X): """Predict class probabilities using the fitted underlying estimator and the reduced dataset. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) Training vector, where n_samples is the number of samples. Returns ------- p: array of shape (n_samples, n_classes) The class probabilities of the input samples. """ X_t = self._transform( X=X, metric=None, metric_special=self._metric_special, metric_missing=self._metric_missing) return self.estimator_.predict_proba(X_t)
(self, X)
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-0.015411688014864922, 0.05838000401854515, 0.01267183292657137 ]
4,931
optbinning.scorecard.scorecard
save
Save scorecard to pickle file. Parameters ---------- path : str Pickle file path.
def save(self, path): """Save scorecard to pickle file. Parameters ---------- path : str Pickle file path. """ if not isinstance(path, str): raise TypeError("path must be a string.") with open(path, "wb") as f: pickle.dump(self, f)
(self, path)
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4,932
optbinning.scorecard.scorecard
score
Score of the dataset. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) Training vector, where n_samples is the number of samples. Returns ------- score: array of shape (n_samples) The score of the input samples.
def score(self, X): """Score of the dataset. Parameters ---------- X : pandas.DataFrame (n_samples, n_features) Training vector, where n_samples is the number of samples. Returns ------- score: array of shape (n_samples) The score of the input samples. """ X_t = self._transform( X=X, metric="indices", metric_special="empirical", metric_missing="empirical") score_ = np.zeros(X_t.shape[0]) selected_variables = self.binning_process_.get_support(names=True) for variable in selected_variables: mask = self._df_scorecard.Variable == variable points = self._df_scorecard[mask].Points.values score_ += points[X_t[variable]] return score_ + self.intercept_
(self, X)
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4,933
sklearn.utils._metadata_requests
set_fit_request
Request metadata passed to the ``fit`` method. Note that this method is only relevant if ``enable_metadata_routing=True`` (see :func:`sklearn.set_config`). Please see :ref:`User Guide <metadata_routing>` on how the routing mechanism works. The options for each parameter are: - ``True``: metadata is requested, and passed to ``fit`` if provided. The request is ignored if metadata is not provided. - ``False``: metadata is not requested and the meta-estimator will not pass it to ``fit``. - ``None``: metadata is not requested, and the meta-estimator will raise an error if the user provides it. - ``str``: metadata should be passed to the meta-estimator with this given alias instead of the original name. The default (``sklearn.utils.metadata_routing.UNCHANGED``) retains the existing request. This allows you to change the request for some parameters and not others. .. versionadded:: 1.3 .. note:: This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a :class:`~sklearn.pipeline.Pipeline`. Otherwise it has no effect. Parameters ---------- check_input : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``check_input`` parameter in ``fit``. metric_missing : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``metric_missing`` parameter in ``fit``. metric_special : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``metric_special`` parameter in ``fit``. sample_weight : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``sample_weight`` parameter in ``fit``. show_digits : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``show_digits`` parameter in ``fit``. Returns ------- self : object The updated object.
def __get__(self, instance, owner): # we would want to have a method which accepts only the expected args def func(**kw): """Updates the request for provided parameters This docstring is overwritten below. See REQUESTER_DOC for expected functionality """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)}. Accepted arguments" f" are: {set(self.keys)}" ) requests = instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) instance._metadata_request = requests return instance # Now we set the relevant attributes of the function so that it seems # like a normal method to the end user, with known expected arguments. func.__name__ = f"set_{self.name}_request" params = [ inspect.Parameter( name="self", kind=inspect.Parameter.POSITIONAL_OR_KEYWORD, annotation=owner, ) ] params.extend( [ inspect.Parameter( k, inspect.Parameter.KEYWORD_ONLY, default=UNCHANGED, annotation=Optional[Union[bool, None, str]], ) for k in self.keys ] ) func.__signature__ = inspect.Signature( params, return_annotation=owner, ) doc = REQUESTER_DOC.format(method=self.name) for metadata in self.keys: doc += REQUESTER_DOC_PARAM.format(metadata=metadata, method=self.name) doc += REQUESTER_DOC_RETURN func.__doc__ = doc return func
(self: optbinning.scorecard.scorecard.Scorecard, *, check_input: Union[bool, NoneType, str] = '$UNCHANGED$', metric_missing: Union[bool, NoneType, str] = '$UNCHANGED$', metric_special: Union[bool, NoneType, str] = '$UNCHANGED$', sample_weight: Union[bool, NoneType, str] = '$UNCHANGED$', show_digits: Union[bool, NoneType, str] = '$UNCHANGED$') -> optbinning.scorecard.scorecard.Scorecard
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4,935
optbinning.scorecard.scorecard
table
Scorecard table. Parameters ---------- style : str, optional (default="summary") Scorecard's style. Supported styles are "summary" and "detailed". Summary only includes columns variable, bin description and points. Detailed contained additional columns with bin information and estimator coefficients. Returns ------- table : pandas.DataFrame The scorecard table.
def table(self, style="summary"): """Scorecard table. Parameters ---------- style : str, optional (default="summary") Scorecard's style. Supported styles are "summary" and "detailed". Summary only includes columns variable, bin description and points. Detailed contained additional columns with bin information and estimator coefficients. Returns ------- table : pandas.DataFrame The scorecard table. """ self._check_is_fitted() if style not in ("summary", "detailed"): raise ValueError('Invalid value for style. Allowed string ' 'values are "summary" and "detailed".') if style == "summary": columns = ["Variable", "Bin", "Points"] elif style == "detailed": main_columns = ["Variable", "Bin id", "Bin"] columns = self._df_scorecard.columns rest_columns = [col for col in columns if col not in main_columns] columns = main_columns + rest_columns return self._df_scorecard[columns]
(self, style='summary')
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4,945
cerberus.validator
DocumentError
Raised when the target document is missing or has the wrong format
class DocumentError(Exception): """Raised when the target document is missing or has the wrong format""" pass
null
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4,946
cerberus.schema
SchemaError
Raised when the validation schema is missing, has the wrong format or contains errors.
class SchemaError(Exception): """ Raised when the validation schema is missing, has the wrong format or contains errors.""" pass
null
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4,947
cerberus.utils
TypeDefinition
TypeDefinition(name, included_types, excluded_types)
from cerberus.utils import TypeDefinition
(name, included_types, excluded_types)
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4,949
namedtuple_TypeDefinition
__new__
Create new instance of TypeDefinition(name, included_types, excluded_types)
from builtins import function
(_cls, name, included_types, excluded_types)
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4,952
collections
_replace
Return a new TypeDefinition object replacing specified fields with new values
def namedtuple(typename, field_names, *, rename=False, defaults=None, module=None): """Returns a new subclass of tuple with named fields. >>> Point = namedtuple('Point', ['x', 'y']) >>> Point.__doc__ # docstring for the new class 'Point(x, y)' >>> p = Point(11, y=22) # instantiate with positional args or keywords >>> p[0] + p[1] # indexable like a plain tuple 33 >>> x, y = p # unpack like a regular tuple >>> x, y (11, 22) >>> p.x + p.y # fields also accessible by name 33 >>> d = p._asdict() # convert to a dictionary >>> d['x'] 11 >>> Point(**d) # convert from a dictionary Point(x=11, y=22) >>> p._replace(x=100) # _replace() is like str.replace() but targets named fields Point(x=100, y=22) """ # Validate the field names. At the user's option, either generate an error # message or automatically replace the field name with a valid name. if isinstance(field_names, str): field_names = field_names.replace(',', ' ').split() field_names = list(map(str, field_names)) typename = _sys.intern(str(typename)) if rename: seen = set() for index, name in enumerate(field_names): if (not name.isidentifier() or _iskeyword(name) or name.startswith('_') or name in seen): field_names[index] = f'_{index}' seen.add(name) for name in [typename] + field_names: if type(name) is not str: raise TypeError('Type names and field names must be strings') if not name.isidentifier(): raise ValueError('Type names and field names must be valid ' f'identifiers: {name!r}') if _iskeyword(name): raise ValueError('Type names and field names cannot be a ' f'keyword: {name!r}') seen = set() for name in field_names: if name.startswith('_') and not rename: raise ValueError('Field names cannot start with an underscore: ' f'{name!r}') if name in seen: raise ValueError(f'Encountered duplicate field name: {name!r}') seen.add(name) field_defaults = {} if defaults is not None: defaults = tuple(defaults) if len(defaults) > len(field_names): raise TypeError('Got more default values than field names') field_defaults = dict(reversed(list(zip(reversed(field_names), reversed(defaults))))) # Variables used in the methods and docstrings field_names = tuple(map(_sys.intern, field_names)) num_fields = len(field_names) arg_list = ', '.join(field_names) if num_fields == 1: arg_list += ',' repr_fmt = '(' + ', '.join(f'{name}=%r' for name in field_names) + ')' tuple_new = tuple.__new__ _dict, _tuple, _len, _map, _zip = dict, tuple, len, map, zip # Create all the named tuple methods to be added to the class namespace namespace = { '_tuple_new': tuple_new, '__builtins__': {}, '__name__': f'namedtuple_{typename}', } code = f'lambda _cls, {arg_list}: _tuple_new(_cls, ({arg_list}))' __new__ = eval(code, namespace) __new__.__name__ = '__new__' __new__.__doc__ = f'Create new instance of {typename}({arg_list})' if defaults is not None: __new__.__defaults__ = defaults @classmethod def _make(cls, iterable): result = tuple_new(cls, iterable) if _len(result) != num_fields: raise TypeError(f'Expected {num_fields} arguments, got {len(result)}') return result _make.__func__.__doc__ = (f'Make a new {typename} object from a sequence ' 'or iterable') def _replace(self, /, **kwds): result = self._make(_map(kwds.pop, field_names, self)) if kwds: raise ValueError(f'Got unexpected field names: {list(kwds)!r}') return result _replace.__doc__ = (f'Return a new {typename} object replacing specified ' 'fields with new values') def __repr__(self): 'Return a nicely formatted representation string' return self.__class__.__name__ + repr_fmt % self def _asdict(self): 'Return a new dict which maps field names to their values.' return _dict(_zip(self._fields, self)) def __getnewargs__(self): 'Return self as a plain tuple. Used by copy and pickle.' return _tuple(self) # Modify function metadata to help with introspection and debugging for method in ( __new__, _make.__func__, _replace, __repr__, _asdict, __getnewargs__, ): method.__qualname__ = f'{typename}.{method.__name__}' # Build-up the class namespace dictionary # and use type() to build the result class class_namespace = { '__doc__': f'{typename}({arg_list})', '__slots__': (), '_fields': field_names, '_field_defaults': field_defaults, '__new__': __new__, '_make': _make, '_replace': _replace, '__repr__': __repr__, '_asdict': _asdict, '__getnewargs__': __getnewargs__, '__match_args__': field_names, } for index, name in enumerate(field_names): doc = _sys.intern(f'Alias for field number {index}') class_namespace[name] = _tuplegetter(index, doc) result = type(typename, (tuple,), class_namespace) # For pickling to work, the __module__ variable needs to be set to the frame # where the named tuple is created. Bypass this step in environments where # sys._getframe is not defined (Jython for example) or sys._getframe is not # defined for arguments greater than 0 (IronPython), or where the user has # specified a particular module. if module is None: try: module = _sys._getframe(1).f_globals.get('__name__', '__main__') except (AttributeError, ValueError): pass if module is not None: result.__module__ = module return result
(self, /, **kwds)
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4,953
cerberus.validator
Validator
Validator class. Normalizes and/or validates any mapping against a validation-schema which is provided as an argument at class instantiation or upon calling the :meth:`~cerberus.Validator.validate`, :meth:`~cerberus.Validator.validated` or :meth:`~cerberus.Validator.normalized` method. An instance itself is callable and executes a validation. All instantiation parameters are optional. There are the introspective properties :attr:`types`, :attr:`validators`, :attr:`coercers`, :attr:`default_setters`, :attr:`rules`, :attr:`normalization_rules` and :attr:`validation_rules`. The attributes reflecting the available rules are assembled considering constraints that are defined in the docstrings of rules' methods and is effectively used as validation schema for :attr:`schema`. :param schema: See :attr:`~cerberus.Validator.schema`. Defaults to :obj:`None`. :type schema: any :term:`mapping` :param ignore_none_values: See :attr:`~cerberus.Validator.ignore_none_values`. Defaults to ``False``. :type ignore_none_values: :class:`bool` :param allow_unknown: See :attr:`~cerberus.Validator.allow_unknown`. Defaults to ``False``. :type allow_unknown: :class:`bool` or any :term:`mapping` :param require_all: See :attr:`~cerberus.Validator.require_all`. Defaults to ``False``. :type require_all: :class:`bool` :param purge_unknown: See :attr:`~cerberus.Validator.purge_unknown`. Defaults to to ``False``. :type purge_unknown: :class:`bool` :param purge_readonly: Removes all fields that are defined as ``readonly`` in the normalization phase. :type purge_readonly: :class:`bool` :param error_handler: The error handler that formats the result of :attr:`~cerberus.Validator.errors`. When given as two-value tuple with an error-handler class and a dictionary, the latter is passed to the initialization of the error handler. Default: :class:`~cerberus.errors.BasicErrorHandler`. :type error_handler: class or instance based on :class:`~cerberus.errors.BaseErrorHandler` or :class:`tuple`
from cerberus.validator import Validator
(*args, **kwargs)
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4,954
cerberus.validator
__get_rule_handler
null
def __get_rule_handler(self, domain, rule): methodname = '_{0}_{1}'.format(domain, rule.replace(' ', '_')) result = getattr(self, methodname, None) if result is None: raise RuntimeError( "There's no handler for '{}' in the '{}' " "domain.".format(rule, domain) ) return result
(self, domain, rule)
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4,955
cerberus.validator
__init_error_handler
null
@staticmethod def __init_error_handler(kwargs): error_handler = kwargs.pop('error_handler', errors.BasicErrorHandler) if isinstance(error_handler, tuple): error_handler, eh_config = error_handler else: eh_config = {} if isinstance(error_handler, type) and issubclass( error_handler, errors.BaseErrorHandler ): return error_handler(**eh_config) elif isinstance(error_handler, errors.BaseErrorHandler): return error_handler else: raise RuntimeError('Invalid error_handler.')
(kwargs)
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4,956
cerberus.validator
__init_processing
null
def __init_processing(self, document, schema=None): self._errors = errors.ErrorList() self.recent_error = None self.document_error_tree = errors.DocumentErrorTree() self.schema_error_tree = errors.SchemaErrorTree() self.document = copy(document) if not self.is_child: self._is_normalized = False if schema is not None: self.schema = DefinitionSchema(self, schema) elif self.schema is None: if isinstance(self.allow_unknown, Mapping): self._schema = {} else: raise SchemaError(errors.SCHEMA_ERROR_MISSING) if document is None: raise DocumentError(errors.DOCUMENT_MISSING) if not isinstance(document, Mapping): raise DocumentError(errors.DOCUMENT_FORMAT.format(document)) self.error_handler.start(self)
(self, document, schema=None)
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4,957
cerberus.validator
__normalize_coerce
null
def __normalize_coerce(self, processor, field, value, nullable, error): if isinstance(processor, _str_type): processor = self.__get_rule_handler('normalize_coerce', processor) elif isinstance(processor, Iterable): result = value for p in processor: result = self.__normalize_coerce(p, field, result, nullable, error) if ( errors.COERCION_FAILED in self.document_error_tree.fetch_errors_from( self.document_path + (field,) ) ): break return result try: return processor(value) except Exception as e: if not (nullable and value is None): self._error(field, error, str(e)) return value
(self, processor, field, value, nullable, error)
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0.06396949291229248, 0.009651019237935543, 0.05260717496275902, 0.02260301634669304 ]
4,958
cerberus.validator
__normalize_containers
null
def __normalize_containers(self, mapping, schema): for field in mapping: rules = set(schema.get(field, ())) # TODO: This check conflates validation and normalization if isinstance(mapping[field], Mapping): if 'keysrules' in rules: self.__normalize_mapping_per_keysrules( field, mapping, schema[field]['keysrules'] ) if 'valuesrules' in rules: self.__normalize_mapping_per_valuesrules( field, mapping, schema[field]['valuesrules'] ) if rules & set( ('allow_unknown', 'purge_unknown', 'schema') ) or isinstance(self.allow_unknown, Mapping): try: self.__normalize_mapping_per_schema(field, mapping, schema) except _SchemaRuleTypeError: pass elif isinstance(mapping[field], _str_type): continue elif isinstance(mapping[field], Sequence): if 'schema' in rules: self.__normalize_sequence_per_schema(field, mapping, schema) elif 'items' in rules: self.__normalize_sequence_per_items(field, mapping, schema)
(self, mapping, schema)
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4,959
cerberus.validator
__normalize_default_fields
null
def __normalize_default_fields(self, mapping, schema): empty_fields = [ x for x in schema if x not in mapping or ( mapping[x] is None # noqa: W503 and not schema[x].get('nullable', False) ) # noqa: W503 ] try: fields_with_default = [x for x in empty_fields if 'default' in schema[x]] except TypeError: raise _SchemaRuleTypeError for field in fields_with_default: self._normalize_default(mapping, schema, field) known_fields_states = set() fields_with_default_setter = [ x for x in empty_fields if 'default_setter' in schema[x] ] while fields_with_default_setter: field = fields_with_default_setter.pop(0) try: self._normalize_default_setter(mapping, schema, field) except KeyError: fields_with_default_setter.append(field) except Exception as e: self._error(field, errors.SETTING_DEFAULT_FAILED, str(e)) fields_processing_state = hash(tuple(fields_with_default_setter)) if fields_processing_state in known_fields_states: for field in fields_with_default_setter: self._error( field, errors.SETTING_DEFAULT_FAILED, 'Circular dependencies of default setters.', ) break else: known_fields_states.add(fields_processing_state)
(self, mapping, schema)
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4,960
cerberus.validator
__normalize_mapping
null
def __normalize_mapping(self, mapping, schema): if isinstance(schema, _str_type): schema = self._resolve_schema(schema) schema = schema.copy() for field in schema: schema[field] = self._resolve_rules_set(schema[field]) self.__normalize_rename_fields(mapping, schema) if self.purge_unknown and not self.allow_unknown: self._normalize_purge_unknown(mapping, schema) if self.purge_readonly: self.__normalize_purge_readonly(mapping, schema) # Check `readonly` fields before applying default values because # a field's schema definition might contain both `readonly` and # `default`. self.__validate_readonly_fields(mapping, schema) self.__normalize_default_fields(mapping, schema) self._normalize_coerce(mapping, schema) self.__normalize_containers(mapping, schema) self._is_normalized = True return mapping
(self, mapping, schema)
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4,961
cerberus.validator
__normalize_mapping_per_keysrules
null
def __normalize_mapping_per_keysrules(self, field, mapping, property_rules): schema = dict(((k, property_rules) for k in mapping[field])) document = dict(((k, k) for k in mapping[field])) validator = self._get_child_validator( document_crumb=field, schema_crumb=(field, 'keysrules'), schema=schema ) result = validator.normalized(document, always_return_document=True) if validator._errors: self._drop_nodes_from_errorpaths(validator._errors, [], [2, 4]) self._error(validator._errors) for k in result: if k == result[k]: continue if result[k] in mapping[field]: warn( "Normalizing keys of {path}: {key} already exists, " "its value is replaced.".format( path='.'.join(str(x) for x in self.document_path + (field,)), key=k, ) ) mapping[field][result[k]] = mapping[field][k] else: mapping[field][result[k]] = mapping[field][k] del mapping[field][k]
(self, field, mapping, property_rules)
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4,962
cerberus.validator
__normalize_mapping_per_schema
null
def __normalize_mapping_per_schema(self, field, mapping, schema): rules = schema.get(field, {}) if not rules and isinstance(self.allow_unknown, Mapping): rules = self.allow_unknown validator = self._get_child_validator( document_crumb=field, schema_crumb=(field, 'schema'), schema=rules.get('schema', {}), allow_unknown=rules.get('allow_unknown', self.allow_unknown), # noqa: E501 purge_unknown=rules.get('purge_unknown', self.purge_unknown), require_all=rules.get('require_all', self.require_all), ) # noqa: E501 value_type = type(mapping[field]) result_value = validator.normalized(mapping[field], always_return_document=True) mapping[field] = value_type(result_value) if validator._errors: self._error(validator._errors)
(self, field, mapping, schema)
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0.0028099585324525833, 0.038804810494184494, -0.01303925085812807 ]
4,963
cerberus.validator
__normalize_mapping_per_valuesrules
null
def __normalize_mapping_per_valuesrules(self, field, mapping, value_rules): schema = dict(((k, value_rules) for k in mapping[field])) validator = self._get_child_validator( document_crumb=field, schema_crumb=(field, 'valuesrules'), schema=schema ) mapping[field] = validator.normalized( mapping[field], always_return_document=True ) if validator._errors: self._drop_nodes_from_errorpaths(validator._errors, [], [2]) self._error(validator._errors)
(self, field, mapping, value_rules)
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4,964
cerberus.validator
__normalize_purge_readonly
null
@staticmethod def __normalize_purge_readonly(mapping, schema): for field in [x for x in mapping if schema.get(x, {}).get('readonly', False)]: mapping.pop(field) return mapping
(mapping, schema)
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4,965
cerberus.validator
__normalize_rename_fields
null
def __normalize_rename_fields(self, mapping, schema): for field in tuple(mapping): if field in schema: self._normalize_rename(mapping, schema, field) self._normalize_rename_handler(mapping, schema, field) elif ( isinstance(self.allow_unknown, Mapping) and 'rename_handler' in self.allow_unknown ): self._normalize_rename_handler( mapping, {field: self.allow_unknown}, field ) return mapping
(self, mapping, schema)
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4,966
cerberus.validator
__normalize_sequence_per_items
null
def __normalize_sequence_per_items(self, field, mapping, schema): rules, values = schema[field]['items'], mapping[field] if len(rules) != len(values): return schema = dict(((k, v) for k, v in enumerate(rules))) document = dict((k, v) for k, v in enumerate(values)) validator = self._get_child_validator( document_crumb=field, schema_crumb=(field, 'items'), schema=schema ) value_type = type(mapping[field]) result = validator.normalized(document, always_return_document=True) mapping[field] = value_type(result.values()) if validator._errors: self._drop_nodes_from_errorpaths(validator._errors, [], [2]) self._error(validator._errors)
(self, field, mapping, schema)
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4,967
cerberus.validator
__normalize_sequence_per_schema
null
def __normalize_sequence_per_schema(self, field, mapping, schema): schema = dict( ((k, schema[field]['schema']) for k in range(len(mapping[field]))) ) document = dict((k, v) for k, v in enumerate(mapping[field])) validator = self._get_child_validator( document_crumb=field, schema_crumb=(field, 'schema'), schema=schema ) value_type = type(mapping[field]) result = validator.normalized(document, always_return_document=True) mapping[field] = value_type(result.values()) if validator._errors: self._drop_nodes_from_errorpaths(validator._errors, [], [2]) self._error(validator._errors)
(self, field, mapping, schema)
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4,968
cerberus.validator
__store_config
Assign args to kwargs and store configuration.
def __store_config(self, args, kwargs): """Assign args to kwargs and store configuration.""" signature = ( 'schema', 'ignore_none_values', 'allow_unknown', 'require_all', 'purge_unknown', 'purge_readonly', ) for i, p in enumerate(signature[: len(args)]): if p in kwargs: raise TypeError("__init__ got multiple values for argument " "'%s'" % p) else: kwargs[p] = args[i] self._config = kwargs """ This dictionary holds the configuration arguments that were used to initialize the :class:`Validator` instance except the ``error_handler``. """
(self, args, kwargs)
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4,969
cerberus.validator
__validate_definitions
Validate a field's value against its defined rules.
def __validate_definitions(self, definitions, field): """Validate a field's value against its defined rules.""" def validate_rule(rule): validator = self.__get_rule_handler('validate', rule) return validator(definitions.get(rule, None), field, value) definitions = self._resolve_rules_set(definitions) value = self.document[field] rules_queue = [ x for x in self.priority_validations if x in definitions or x in self.mandatory_validations ] rules_queue.extend( x for x in self.mandatory_validations if x not in rules_queue ) rules_queue.extend( x for x in definitions if x not in rules_queue and x not in self.normalization_rules and x not in ('allow_unknown', 'require_all', 'meta', 'required') ) self._remaining_rules = rules_queue while self._remaining_rules: rule = self._remaining_rules.pop(0) try: result = validate_rule(rule) # TODO remove on next breaking release if result: break except _SchemaRuleTypeError: break self._drop_remaining_rules()
(self, definitions, field)
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4,970
cerberus.validator
__validate_dependencies_mapping
null
def __validate_dependencies_mapping(self, dependencies, field): validated_dependencies_counter = 0 error_info = {} for dependency_name, dependency_values in dependencies.items(): if not isinstance(dependency_values, Sequence) or isinstance( dependency_values, _str_type ): dependency_values = [dependency_values] wanted_field, wanted_field_value = self._lookup_field(dependency_name) if wanted_field_value in dependency_values: validated_dependencies_counter += 1 else: error_info.update({dependency_name: wanted_field_value}) if validated_dependencies_counter != len(dependencies): self._error(field, errors.DEPENDENCIES_FIELD_VALUE, error_info)
(self, dependencies, field)
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4,971
cerberus.validator
__validate_dependencies_sequence
null
def __validate_dependencies_sequence(self, dependencies, field): for dependency in dependencies: if self._lookup_field(dependency)[0] is None: self._error(field, errors.DEPENDENCIES_FIELD, dependency)
(self, dependencies, field)
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4,972
cerberus.validator
__validate_logical
Validates value against all definitions and logs errors according to the operator.
def __validate_logical(self, operator, definitions, field, value): """ Validates value against all definitions and logs errors according to the operator. """ valid_counter = 0 _errors = errors.ErrorList() for i, definition in enumerate(definitions): schema = {field: definition.copy()} for rule in ('allow_unknown', 'type'): if rule not in schema[field] and rule in self.schema[field]: schema[field][rule] = self.schema[field][rule] if 'allow_unknown' not in schema[field]: schema[field]['allow_unknown'] = self.allow_unknown validator = self._get_child_validator( schema_crumb=(field, operator, i), schema=schema, allow_unknown=True ) if validator(self.document, update=self.update, normalize=False): valid_counter += 1 else: self._drop_nodes_from_errorpaths(validator._errors, [], [3]) _errors.extend(validator._errors) return valid_counter, _errors
(self, operator, definitions, field, value)
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4,973
cerberus.validator
__validate_readonly_fields
null
def __validate_readonly_fields(self, mapping, schema): for field in ( x for x in schema if x in mapping and self._resolve_rules_set(schema[x]).get('readonly') ): self._validate_readonly(schema[field]['readonly'], field, mapping[field])
(self, mapping, schema)
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4,974
cerberus.validator
__validate_required_fields
Validates that required fields are not missing. :param document: The document being validated.
def __validate_required_fields(self, document): """ Validates that required fields are not missing. :param document: The document being validated. """ try: required = set( field for field, definition in self.schema.items() if self._resolve_rules_set(definition).get('required', self.require_all) is True ) except AttributeError: if self.is_child and self.schema_path[-1] == 'schema': raise _SchemaRuleTypeError else: raise required -= self._unrequired_by_excludes missing = required - set( field for field in document if document.get(field) is not None or not self.ignore_none_values ) for field in missing: self._error(field, errors.REQUIRED_FIELD) # At least one field from self._unrequired_by_excludes should be present in # document. if self._unrequired_by_excludes: fields = set(field for field in document if document.get(field) is not None) if self._unrequired_by_excludes.isdisjoint(fields): for field in self._unrequired_by_excludes - fields: self._error(field, errors.REQUIRED_FIELD)
(self, document)
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4,975
cerberus.validator
__validate_schema_mapping
null
def __validate_schema_mapping(self, field, schema, value): schema = self._resolve_schema(schema) field_rules = self._resolve_rules_set(self.schema[field]) validator = self._get_child_validator( document_crumb=field, schema_crumb=(field, 'schema'), schema=schema, allow_unknown=field_rules.get('allow_unknown', self.allow_unknown), require_all=field_rules.get('require_all', self.require_all), ) try: if not validator(value, update=self.update, normalize=False): self._error(field, errors.MAPPING_SCHEMA, validator._errors) except _SchemaRuleTypeError: self._error(field, errors.BAD_TYPE_FOR_SCHEMA) raise
(self, field, schema, value)
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4,976
cerberus.validator
__validate_schema_sequence
null
def __validate_schema_sequence(self, field, schema, value): schema = dict(((i, schema) for i in range(len(value)))) validator = self._get_child_validator( document_crumb=field, schema_crumb=(field, 'schema'), schema=schema, allow_unknown=self.allow_unknown, ) validator( dict(((i, v) for i, v in enumerate(value))), update=self.update, normalize=False, ) if validator._errors: self._drop_nodes_from_errorpaths(validator._errors, [], [2]) self._error(field, errors.SEQUENCE_SCHEMA, validator._errors)
(self, field, schema, value)
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4,977
cerberus.validator
__validate_unknown_fields
null
def __validate_unknown_fields(self, field): if self.allow_unknown: value = self.document[field] if isinstance(self.allow_unknown, (Mapping, _str_type)): # validate that unknown fields matches the schema # for unknown_fields schema_crumb = 'allow_unknown' if self.is_child else '__allow_unknown__' validator = self._get_child_validator( schema_crumb=schema_crumb, schema={field: self.allow_unknown} ) if not validator({field: value}, normalize=False): self._error(validator._errors) else: self._error(field, errors.UNKNOWN_FIELD)
(self, field)
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4,978
cerberus.validator
validate
Normalizes and validates a mapping against a validation-schema of defined rules. :param document: The document to normalize. :type document: any :term:`mapping` :param schema: The validation schema. Defaults to :obj:`None`. If not provided here, the schema must have been provided at class instantiation. :type schema: any :term:`mapping` :param update: If ``True``, required fields won't be checked. :type update: :class:`bool` :param normalize: If ``True``, normalize the document before validation. :type normalize: :class:`bool` :return: ``True`` if validation succeeds, otherwise ``False``. Check the :func:`errors` property for a list of processing errors. :rtype: :class:`bool`
def validate(self, document, schema=None, update=False, normalize=True): """ Normalizes and validates a mapping against a validation-schema of defined rules. :param document: The document to normalize. :type document: any :term:`mapping` :param schema: The validation schema. Defaults to :obj:`None`. If not provided here, the schema must have been provided at class instantiation. :type schema: any :term:`mapping` :param update: If ``True``, required fields won't be checked. :type update: :class:`bool` :param normalize: If ``True``, normalize the document before validation. :type normalize: :class:`bool` :return: ``True`` if validation succeeds, otherwise ``False``. Check the :func:`errors` property for a list of processing errors. :rtype: :class:`bool` """ self.update = update self._unrequired_by_excludes = set() self.__init_processing(document, schema) if normalize: self.__normalize_mapping(self.document, self.schema) for field in self.document: if self.ignore_none_values and self.document[field] is None: continue definitions = self.schema.get(field) if definitions is not None: self.__validate_definitions(definitions, field) else: self.__validate_unknown_fields(field) if not self.update: self.__validate_required_fields(self.document) self.error_handler.end(self) return not bool(self._errors)
(self, document, schema=None, update=False, normalize=True)
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4,979
cerberus.validator
__init__
The arguments will be treated as with this signature: __init__(self, schema=None, ignore_none_values=False, allow_unknown=False, require_all=False, purge_unknown=False, purge_readonly=False, error_handler=errors.BasicErrorHandler)
def __init__(self, *args, **kwargs): """ The arguments will be treated as with this signature: __init__(self, schema=None, ignore_none_values=False, allow_unknown=False, require_all=False, purge_unknown=False, purge_readonly=False, error_handler=errors.BasicErrorHandler) """ self.document = None """ The document that is or was recently processed. Type: any :term:`mapping` """ self._errors = errors.ErrorList() """ The list of errors that were encountered since the last document processing was invoked. Type: :class:`~cerberus.errors.ErrorList` """ self.recent_error = None """ The last individual error that was submitted. Type: :class:`~cerberus.errors.ValidationError` """ self.document_error_tree = errors.DocumentErrorTree() """ A tree representiation of encountered errors following the structure of the document. Type: :class:`~cerberus.errors.DocumentErrorTree` """ self.schema_error_tree = errors.SchemaErrorTree() """ A tree representiation of encountered errors following the structure of the schema. Type: :class:`~cerberus.errors.SchemaErrorTree` """ self.document_path = () """ The path within the document to the current sub-document. Type: :class:`tuple` """ self.schema_path = () """ The path within the schema to the current sub-schema. Type: :class:`tuple` """ self.update = False self.error_handler = self.__init_error_handler(kwargs) """ The error handler used to format :attr:`~cerberus.Validator.errors` and process submitted errors with :meth:`~cerberus.Validator._error`. Type: :class:`~cerberus.errors.BaseErrorHandler` """ self.__store_config(args, kwargs) self.schema = kwargs.get('schema', None) self.allow_unknown = kwargs.get('allow_unknown', False) self.require_all = kwargs.get('require_all', False) self._remaining_rules = [] """ Keeps track of the rules that are next in line to be evaluated during the validation of a field. Type: :class:`list` """ super(BareValidator, self).__init__()
(self, *args, **kwargs)
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4,980
cerberus.validator
_drop_nodes_from_errorpaths
Removes nodes by index from an errorpath, relatively to the basepaths of self. :param errors: A list of :class:`errors.ValidationError` instances. :param dp_items: A list of integers, pointing at the nodes to drop from the :attr:`document_path`. :param sp_items: Alike ``dp_items``, but for :attr:`schema_path`.
def _drop_nodes_from_errorpaths(self, _errors, dp_items, sp_items): """ Removes nodes by index from an errorpath, relatively to the basepaths of self. :param errors: A list of :class:`errors.ValidationError` instances. :param dp_items: A list of integers, pointing at the nodes to drop from the :attr:`document_path`. :param sp_items: Alike ``dp_items``, but for :attr:`schema_path`. """ dp_basedepth = len(self.document_path) sp_basedepth = len(self.schema_path) for error in _errors: for i in sorted(dp_items, reverse=True): error.document_path = drop_item_from_tuple( error.document_path, dp_basedepth + i ) for i in sorted(sp_items, reverse=True): error.schema_path = drop_item_from_tuple( error.schema_path, sp_basedepth + i ) if error.child_errors: self._drop_nodes_from_errorpaths(error.child_errors, dp_items, sp_items)
(self, _errors, dp_items, sp_items)
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4,981
cerberus.validator
_drop_remaining_rules
Drops rules from the queue of the rules that still need to be evaluated for the currently processed field. If no arguments are given, the whole queue is emptied.
def _drop_remaining_rules(self, *rules): """ Drops rules from the queue of the rules that still need to be evaluated for the currently processed field. If no arguments are given, the whole queue is emptied. """ if rules: for rule in rules: try: self._remaining_rules.remove(rule) except ValueError: pass else: self._remaining_rules = []
(self, *rules)
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4,982
cerberus.validator
_error
Creates and adds one or multiple errors. :param args: Accepts different argument's signatures. *1. Bulk addition of errors:* - :term:`iterable` of :class:`~cerberus.errors.ValidationError`-instances The errors will be added to :attr:`~cerberus.Validator._errors`. *2. Custom error:* - the invalid field's name - the error message A custom error containing the message will be created and added to :attr:`~cerberus.Validator._errors`. There will however be fewer information contained in the error (no reference to the violated rule and its constraint). *3. Defined error:* - the invalid field's name - the error-reference, see :mod:`cerberus.errors` - arbitrary, supplemental information about the error A :class:`~cerberus.errors.ValidationError` instance will be created and added to :attr:`~cerberus.Validator._errors`.
def _error(self, *args): """ Creates and adds one or multiple errors. :param args: Accepts different argument's signatures. *1. Bulk addition of errors:* - :term:`iterable` of :class:`~cerberus.errors.ValidationError`-instances The errors will be added to :attr:`~cerberus.Validator._errors`. *2. Custom error:* - the invalid field's name - the error message A custom error containing the message will be created and added to :attr:`~cerberus.Validator._errors`. There will however be fewer information contained in the error (no reference to the violated rule and its constraint). *3. Defined error:* - the invalid field's name - the error-reference, see :mod:`cerberus.errors` - arbitrary, supplemental information about the error A :class:`~cerberus.errors.ValidationError` instance will be created and added to :attr:`~cerberus.Validator._errors`. """ if len(args) == 1: self._errors.extend(args[0]) self._errors.sort() for error in args[0]: self.document_error_tree.add(error) self.schema_error_tree.add(error) self.error_handler.emit(error) elif len(args) == 2 and isinstance(args[1], _str_type): self._error(args[0], errors.CUSTOM, args[1]) elif len(args) >= 2: field = args[0] code = args[1].code rule = args[1].rule info = args[2:] document_path = self.document_path + (field,) schema_path = self.schema_path if code != errors.UNKNOWN_FIELD.code and rule is not None: schema_path += (field, rule) if not rule: constraint = None else: rules_set = self._resolve_rules_set( self._resolve_schema(self.schema)[field] ) if rule == 'nullable': constraint = rules_set.get(rule, False) elif rule == 'required': constraint = rules_set.get(rule, self.require_all) if rule not in rules_set: schema_path = "__require_all__" else: constraint = rules_set[rule] value = self.document.get(field) self.recent_error = errors.ValidationError( document_path, schema_path, code, rule, constraint, value, info ) self._error([self.recent_error])
(self, *args)
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4,983
cerberus.validator
_get_child_validator
Creates a new instance of Validator-(sub-)class. All initial parameters of the parent are passed to the initialization, unless a parameter is given as an explicit *keyword*-parameter. :param document_crumb: Extends the :attr:`~cerberus.Validator.document_path` of the child-validator. :type document_crumb: :class:`tuple` or :term:`hashable` :param schema_crumb: Extends the :attr:`~cerberus.Validator.schema_path` of the child-validator. :type schema_crumb: :class:`tuple` or hashable :param kwargs: Overriding keyword-arguments for initialization. :type kwargs: :class:`dict` :return: an instance of ``self.__class__``
def _get_child_validator(self, document_crumb=None, schema_crumb=None, **kwargs): """ Creates a new instance of Validator-(sub-)class. All initial parameters of the parent are passed to the initialization, unless a parameter is given as an explicit *keyword*-parameter. :param document_crumb: Extends the :attr:`~cerberus.Validator.document_path` of the child-validator. :type document_crumb: :class:`tuple` or :term:`hashable` :param schema_crumb: Extends the :attr:`~cerberus.Validator.schema_path` of the child-validator. :type schema_crumb: :class:`tuple` or hashable :param kwargs: Overriding keyword-arguments for initialization. :type kwargs: :class:`dict` :return: an instance of ``self.__class__`` """ child_config = self._config.copy() child_config.update(kwargs) if not self.is_child: child_config['is_child'] = True child_config['error_handler'] = toy_error_handler child_config['root_allow_unknown'] = self.allow_unknown child_config['root_require_all'] = self.require_all child_config['root_document'] = self.document child_config['root_schema'] = self.schema child_validator = self.__class__(**child_config) if document_crumb is None: child_validator.document_path = self.document_path else: if not isinstance(document_crumb, tuple): document_crumb = (document_crumb,) child_validator.document_path = self.document_path + document_crumb if schema_crumb is None: child_validator.schema_path = self.schema_path else: if not isinstance(schema_crumb, tuple): schema_crumb = (schema_crumb,) child_validator.schema_path = self.schema_path + schema_crumb return child_validator
(self, document_crumb=None, schema_crumb=None, **kwargs)
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4,984
cerberus.validator
_lookup_field
Searches for a field as defined by path. This method is used by the ``dependency`` evaluation logic. :param path: Path elements are separated by a ``.``. A leading ``^`` indicates that the path relates to the document root, otherwise it relates to the currently evaluated document, which is possibly a subdocument. The sequence ``^^`` at the start will be interpreted as a literal ``^``. :type path: :class:`str` :returns: Either the found field name and its value or :obj:`None` for both. :rtype: A two-value :class:`tuple`.
def _lookup_field(self, path): """ Searches for a field as defined by path. This method is used by the ``dependency`` evaluation logic. :param path: Path elements are separated by a ``.``. A leading ``^`` indicates that the path relates to the document root, otherwise it relates to the currently evaluated document, which is possibly a subdocument. The sequence ``^^`` at the start will be interpreted as a literal ``^``. :type path: :class:`str` :returns: Either the found field name and its value or :obj:`None` for both. :rtype: A two-value :class:`tuple`. """ if path.startswith('^'): path = path[1:] context = self.document if path.startswith('^') else self.root_document else: context = self.document parts = path.split('.') for part in parts: if part not in context: return None, None context = context.get(part, {}) return parts[-1], context
(self, path)
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4,985
cerberus.validator
_normalize_coerce
{'oneof': [ {'type': 'callable'}, {'type': 'list', 'schema': {'oneof': [{'type': 'callable'}, {'type': 'string'}]}}, {'type': 'string'} ]}
def _normalize_coerce(self, mapping, schema): """ {'oneof': [ {'type': 'callable'}, {'type': 'list', 'schema': {'oneof': [{'type': 'callable'}, {'type': 'string'}]}}, {'type': 'string'} ]} """ error = errors.COERCION_FAILED for field in mapping: if field in schema and 'coerce' in schema[field]: mapping[field] = self.__normalize_coerce( schema[field]['coerce'], field, mapping[field], schema[field].get('nullable', False), error, ) elif ( isinstance(self.allow_unknown, Mapping) and 'coerce' in self.allow_unknown ): mapping[field] = self.__normalize_coerce( self.allow_unknown['coerce'], field, mapping[field], self.allow_unknown.get('nullable', False), error, )
(self, mapping, schema)
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4,986
cerberus.validator
_normalize_default
{'nullable': True}
def _normalize_default(self, mapping, schema, field): """{'nullable': True}""" mapping[field] = schema[field]['default']
(self, mapping, schema, field)
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4,987
cerberus.validator
_normalize_default_setter
{'oneof': [ {'type': 'callable'}, {'type': 'string'} ]}
def _normalize_default_setter(self, mapping, schema, field): """ {'oneof': [ {'type': 'callable'}, {'type': 'string'} ]} """ if 'default_setter' in schema[field]: setter = schema[field]['default_setter'] if isinstance(setter, _str_type): setter = self.__get_rule_handler('normalize_default_setter', setter) mapping[field] = setter(mapping)
(self, mapping, schema, field)
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4,988
cerberus.validator
_normalize_purge_unknown
{'type': 'boolean'}
@staticmethod def _normalize_purge_unknown(mapping, schema): """{'type': 'boolean'}""" for field in [x for x in mapping if x not in schema]: mapping.pop(field) return mapping
(mapping, schema)
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4,989
cerberus.validator
_normalize_rename
{'type': 'hashable'}
def _normalize_rename(self, mapping, schema, field): """{'type': 'hashable'}""" if 'rename' in schema[field]: mapping[schema[field]['rename']] = mapping[field] del mapping[field]
(self, mapping, schema, field)
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4,990
cerberus.validator
_normalize_rename_handler
{'oneof': [ {'type': 'callable'}, {'type': 'list', 'schema': {'oneof': [{'type': 'callable'}, {'type': 'string'}]}}, {'type': 'string'} ]}
def _normalize_rename_handler(self, mapping, schema, field): """ {'oneof': [ {'type': 'callable'}, {'type': 'list', 'schema': {'oneof': [{'type': 'callable'}, {'type': 'string'}]}}, {'type': 'string'} ]} """ if 'rename_handler' not in schema[field]: return new_name = self.__normalize_coerce( schema[field]['rename_handler'], field, field, False, errors.RENAMING_FAILED ) if new_name != field: mapping[new_name] = mapping[field] del mapping[field]
(self, mapping, schema, field)
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4,991
cerberus.validator
_resolve_rules_set
null
def _resolve_rules_set(self, rules_set): if isinstance(rules_set, Mapping): return rules_set elif isinstance(rules_set, _str_type): return self.rules_set_registry.get(rules_set) return None
(self, rules_set)
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4,992
cerberus.validator
_resolve_schema
null
def _resolve_schema(self, schema): if isinstance(schema, Mapping): return schema elif isinstance(schema, _str_type): return self.schema_registry.get(schema) return None
(self, schema)
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4,993
cerberus.validator
_validate_allof
{'type': 'list', 'logical': 'allof'}
def _validate_allof(self, definitions, field, value): """{'type': 'list', 'logical': 'allof'}""" valids, _errors = self.__validate_logical('allof', definitions, field, value) if valids < len(definitions): self._error(field, errors.ALLOF, _errors, valids, len(definitions))
(self, definitions, field, value)
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4,994
cerberus.validator
dummy
{'oneof': [{'type': 'boolean'}, {'type': ['dict', 'string'], 'check_with': 'bulk_schema'}]}
def dummy_for_rule_validation(rule_constraints): def dummy(self, constraint, field, value): raise RuntimeError( 'Dummy method called. Its purpose is to hold just' 'validation constraints for a rule in its ' 'docstring.' ) f = dummy f.__doc__ = rule_constraints return f
(self, constraint, field, value)
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4,995
cerberus.validator
_validate_allowed
{'type': 'container'}
def _validate_allowed(self, allowed_values, field, value): """{'type': 'container'}""" if isinstance(value, Iterable) and not isinstance(value, _str_type): unallowed = tuple(x for x in value if x not in allowed_values) if unallowed: self._error(field, errors.UNALLOWED_VALUES, unallowed) else: if value not in allowed_values: self._error(field, errors.UNALLOWED_VALUE, value)
(self, allowed_values, field, value)
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4,996
cerberus.validator
_validate_anyof
{'type': 'list', 'logical': 'anyof'}
def _validate_anyof(self, definitions, field, value): """{'type': 'list', 'logical': 'anyof'}""" valids, _errors = self.__validate_logical('anyof', definitions, field, value) if valids < 1: self._error(field, errors.ANYOF, _errors, valids, len(definitions))
(self, definitions, field, value)
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4,997
cerberus.validator
_validate_check_with
{'oneof': [ {'type': 'callable'}, {'type': 'list', 'schema': {'oneof': [{'type': 'callable'}, {'type': 'string'}]}}, {'type': 'string'} ]}
def _validate_check_with(self, checks, field, value): """ {'oneof': [ {'type': 'callable'}, {'type': 'list', 'schema': {'oneof': [{'type': 'callable'}, {'type': 'string'}]}}, {'type': 'string'} ]} """ if isinstance(checks, _str_type): try: value_checker = self.__get_rule_handler('check_with', checks) # TODO remove on next major release except RuntimeError: value_checker = self.__get_rule_handler('validator', checks) warn( "The 'validator' rule was renamed to 'check_with'. Please update " "your schema and method names accordingly.", DeprecationWarning, ) value_checker(field, value) elif isinstance(checks, Iterable): for v in checks: self._validate_check_with(v, field, value) else: checks(field, value, self._error)
(self, checks, field, value)
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4,998
cerberus.validator
_validate_contains
{'empty': False }
def _validate_contains(self, expected_values, field, value): """{'empty': False }""" if not isinstance(value, Iterable): return if not isinstance(expected_values, Iterable) or isinstance( expected_values, _str_type ): expected_values = set((expected_values,)) else: expected_values = set(expected_values) missing_values = expected_values - set(value) if missing_values: self._error(field, errors.MISSING_MEMBERS, missing_values)
(self, expected_values, field, value)
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