"""CatBoost-style target encoding. See https://youtu.be/d6UMEmeXB6o?t=818 for short explanation""" from h2oaicore.transformer_utils import CustomTransformer import datatable as dt import numpy as np import pandas as pd from sklearn.preprocessing import LabelEncoder # ToDo: Completely replace pandas with datatable class ExpandingMean(CustomTransformer): _multiclass = False def __init__(self, **kwargs): super().__init__(**kwargs) self._group_means = None self.dataset_mean = np.nan @staticmethod def get_default_properties(): return dict(col_type="categorical", min_cols=1, max_cols=8, relative_importance=1) @property def display_name(self): return "ExpandingMean" def transform(self, X: dt.Frame): transformed_X = X[:, :, dt.join(self._group_means)][:, -1] return dt.Frame(transformed_X.to_pandas().fillna(self.dataset_mean)) def fit_transform(self, X: dt.Frame, y: np.array = None): target = '__target__' X[:, target] = dt.Frame(y) target_is_numeric = X[:, target][:, [bool, int, float]].shape[1] > 0 if not target_is_numeric: X[:, target] = dt.Frame(LabelEncoder().fit_transform(X[:, target].to_pandas().iloc[:, 0].values).ravel()) self._group_means = X[:, dt.mean(dt.f[target]), dt.by(*self.input_feature_names)] self._group_means.key = self.input_feature_names self.dataset_mean = X[target].mean().to_numpy().ravel()[0] # Expanding mean transform X_ = X.to_pandas()[self.input_feature_names + [target]] X_["index"] = X_.index X_shuffled = X_.sample(n=len(X_), replace=False) X_shuffled["cnt"] = 1 X_shuffled["cumsum"] = (X_shuffled .groupby(self.input_feature_names, sort=False)['__target__'] .apply(lambda x: x.shift().cumsum())) X_shuffled["cumcnt"] = (X_shuffled .groupby(self.input_feature_names, sort=False)['cnt'] .apply(lambda x: x.shift().cumsum())) X_shuffled["encoded"] = X_shuffled["cumsum"] / X_shuffled["cumcnt"] X_shuffled["encoded"] = X_shuffled["encoded"].fillna(self.dataset_mean) X_transformed = X_shuffled.sort_values("index")["encoded"].values return dt.Frame(X_transformed)