How to do feature selection/feature importance using PySpark? - python

I am trying to get feature selection/feature importances from my dataset using PySpark but I am having trouble doing it with PySpark.
This is what I have done using Python Pandas to do it but I would like to accomplish it using PySpark:
cols = [col for col in new_result.columns if col not in ['treatment']]
data = new_result[cols]
target = new_result['treatment']
model = ExtraTreesClassifier()
model.fit(data,target)
print(model.feature_importances_)
feat_importances = pd.Series(model.feature_importances_, index=data.columns)
feat_importances.nlargest(10).plot(kind='barh')
plt.show()
This is what I have tried but I don't feel the code for PySpark have achieved what I wanted. I know the model is different but I would like to get the same result as what I did for Pandas please:
from pyspark.ml.linalg import Vectors
from pyspark.ml.feature import VectorAssembler
from pyspark.ml.classification import RandomForestClassifier
assembler = VectorAssembler(
inputCols=['Primary_ID',
'Age',
'Gender',
'Country',
'self_employed',
'family_history',
'work_interfere',
'no_employees',
'remote_work',
'tech_company',
'benefits',
'care_options',
'wellness_program',
'seek_help',
'anonymity',
'leave',
'mental_health_consequence',
'phys_health_consequence',
'coworkers',
'supervisor',
'mental_vs_physical',
'obs_consequence',
'mental_issue_in_tech'],
outputCol="features")
output = assembler.transform(new_result)
from pyspark.ml.feature import StringIndexer
indexer = StringIndexer(inputCol="treatment", outputCol="treatment_index")
output_fixed = indexer.fit(output).transform(output)
final_data = output_fixed.select("features",'treatment_index')
train_data,test_data = final_data.randomSplit([0.7,0.3])
rf = RandomForestClassifier(numTrees=3, maxDepth=2, labelCol="treatment", seed=42)
model = rf.fit(output)
model.featureImportances
Return result of SparseVector(23, {2: 0.0961, 5: 0.1798, 6: 0.3232, 11: 0.0006, 14: 0.1307, 22: 0.2696}) What does this mean? Please advise and thank you in advance for all the help!

Vectors are represented in 2 flavours internally in the spark.
DenseVector
This takes more memory as all the elements are stored as Array[Double]
SparseVector
This is memory efficient way of storing the vector. representation having 3 parts-
size of vector
array of indices - It contains only those indices which has value other than 0.
array of values - it contains actual values associated with the indices.
Example -
val sparseVector = SparseVector(4, [1, 3], [3.0, 4.0])
println(sparseVector.toArray.mkString(", "))
// 0.0, 3.0, 0.0, 4.0
all the missing values are considered as 0
Regarding your problem-
you can map your sparse vector having feature importance with vector assembler input columns. Please note that size of feature vector and the feature importance are same.
val vectorToIndex = vectorAssembler.getInputCols.zipWithIndex.map(_.swap).toMap
val featureToWeight = rf.fit(trainingData).featureImportances.toArray.zipWithIndex.toMap.map{
case(featureWeight, index) => vectorToIndex(index) -> featureWeight
}
println(featureToWeight)
The similar code should work in python too

Related

How to create synthetic data based on dataset with mixed data types for classification problem?

I am trying to build a classification model, but I don't have enough data. What would be the most appropriate way to create synthetic data based on my existing dataset if I have numerical and categorical features?
I looked at using Vine copulas like here: https://sdv.dev/Copulas/tutorials/03_Multivariate_Distributions.html#Vine-Copulas but sampling such copulas gives floats even for the columns that I would like to be integers (label-encoded categorical features). And then I dont know how to convert such floats back to a categorical features.
Sample toy code of my problem is below
import numpy as np
import pandas as pd
from sklearn import preprocessing
from sklearn.datasets import fetch_openml
from copulas.multivariate import VineCopula, GaussianMultivariate
X, y = fetch_openml("titanic", version=1, as_frame=True, return_X_y=True)
X['label'] = y
# reducing features and removing nulls to keep things simple
X = X[['sex', 'age', 'fare', 'embarked', 'label']]
row_keep = X.isnull().sum(axis=1) == 0
df = X.loc[row_keep, :].copy()
df.reset_index(drop=True, inplace=True)
# encoding columns
cat_cols = ['sex', 'embarked', 'label']
num_cols = ['age', 'fare']
label_encoders = {}
for c in cat_cols:
cat_proc = preprocessing.LabelEncoder()
col_proc = cat_proc.fit_transform(df[c])
df[c] = col_proc
label_encoders[c] = cat_proc
# Fit a copula
copula = VineCopula('regular')
copula.fit(df)
# Sample synthetic data
df_synthetic = copula.sample(1000)
All the columns of df_synthetic are floats. How would I convert those back to ints that I can map back to categorical features?
Is there another way to augment this sort of dataset? Would be even better, if it's performant and I can sample 7000-10000 new synthetic entries. The toy problem with 5 columns above took ~1mins to sample 1000 rows, but my real problem has 27 columns, which I imagine would take a lot longer.
To have your columns converted to ints, use round and then .astype(int):
df_synthetic["sex"] = round(df_synthetic["sex"]).astype(int)
df_synthetic["embarked"] = round(df_synthetic["embarked"]).astype(int)
df_synthetic["label"] = round(df_synthetic["label"]).astype(int)
You might have to adjust values manually (ex. cap sex in [0,1] if some larger/smaller value has been generated), but that will strongly depend on your data characteristics.

Merging some list and dictionary data into one ndarray

I have a few data structures returned from a RandomForestClassifier() and from encoding string data from a CSV. I am predicting the probability of certain crimes happening given some weather data. The model part works well but I'm a bit of a Python nooby and can't wrap my head around merging this data.
Here's a dumbed down version of what I have:
#this line is pseudo code
data = from_csv_file
label_dict = { 'Assault': 0, 'Robbery': 1 }
# index 0 of each cell in predictions is Assault, index 1 is Robbery
encoded_labels = [0, 1]
# Probabilities of crime being assault or robbery
predictions = [
[0.4, 0.6],
[0.1, 0.9],
[0.8, 0.2],
...
]
I'd like to add a new column to data for each crime label with the cell contents being the probability, e.g. new columns called prob_Assault and prob_Robbery. Eventually I'd like to add a boolean column (True/False) that shows if the prediction was correct or not.
How could I go about this? Using Python 3.10, pandas, numpy, and scikit-learn.
EDIT: Might be easier for some if you saw the important part of my actual code
# Training data X, Y
tr_y = tr['offence']
tr_x = tr.drop('offence', axis=1)
# Test X (what to predict)
test_x = test_data.drop('offence', axis=1)
clf = RandomForestClassifier(n_estimators=40)
fitted = clf.fit(tr_x, tr_y)
pred = clf.predict_proba(test_x)
encoded_labels = fitted.classes_
# I also have the encodings dictionary that shows the encodings for crime types
You are on the right track. What you need is to reformat the predictions from list to a numpy array and then access to its columns:
import numpy as np
predictions = np.array(predictions)
data["prob_Assault"] = predictions[:,0]
data["prob_Robbery"] = predictions[:,1]
I am assuming that data is a pandas dataframe. I am not sure how you want to evaluate these probabilities, but you can use logical statements in the pandas as well:
data["prob_Assault"] == 0.8 # For example, 0.8 is the correct probability
The code above will return a Series of boolean such as:
0 True
1 False
2 False
...
You can assign these values to the dataframe as a new column:
data["check"] = data["prob_Assault"] == 0.8
Or even select the True rows of the dataframe:
data[data["prob_Assault"] == 0.8]
Maybe I misunderstood your problem, but if not, that could be a solution :
Create a dataframe with two columns : prob_Assault and prob_Robbery.
predictions_df = pd.DataFrame(predictions, columns = ['prob_Assault', 'prob_Robbery'])
Join that predictions_df to your data

Map the first five observations of the Iris dataset from numbers to strings

As an introduction to machine learning I have to find the first five names corresponding to the flowers of the Iris dataset from the scikit-learn library.
I'm not quite sure how to approach this, as I'm completely new in the field. I was told I can do some numpy indexing to retrieve these.
I know that the integers in iris.target correspond to 0 = 'setosa', 1 = 'versicolor', 2 = 'virginica'.
EDIT:
To clarify, what I actually want to achieve is to map the integers to names for the first 5 flowers from iris.data (assign setosa, veriscolor or virginica to each of the first five observations).
Do you want to convert the numbers to their corresponding categories? If so, try:
# Load first five flowers and store them in `y`
y = load_iris()['target'][:5]
# Declare dictionary to map each number to its corresponding text
dictionary = {0:'setosa',1:'versicolor',2:'virginica'}
# Translate each number to text using the dictionary
[dictionary[i] for i in y]
You can do the same with numpy.where:
# Import numpy
import numpy as np
# Case-like structure
np.where(y == 0, 'setosa',
np.where(y == 1, 'versicolor',
'virginica'))
use pandas if you can. its simple,
import pandas as pd
import numpy as np
url = "https://archive.ics.uci.edu/ml/machine-learning-databases/iris/iris.data"
new_names = ['sepal_length','sepal_width','petal_length','petal_width','iris_class']
dataset = pd.read_csv(url, names=new_names, skiprows=0, delimiter=',') # load iris dataset from url
dataset.info() # gives details about your dataset
dataset.head() # this will give you first 5 entries in your dataset
# for more details
# check out this link
# https://medium.com/#yosik81/machine-learning-in-30-minutes-with-python-and-google-colab-6e6dfb77f5e1

Relating column names to model parameters in pySpark ML

I'm running a model using GLM (using ML in Spark 2.0) on data that has one categorical independent variable. I'm converting that column into dummy variables using StringIndexer and OneHotEncoder, then using VectorAssembler to combine it with a continuous independent variable into a column of sparse vectors.
If my column names are continuous and categorical where the first is a column of floats and the second is a column of strings denoting (in this case, 8) different categories:
string_indexer = StringIndexer(inputCol='categorical',
outputCol='categorical_index')
encoder = OneHotEncoder(inputCol ='categorical_index',
outputCol='categorical_vector')
assembler = VectorAssembler(inputCols=['continuous', 'categorical_vector'],
outputCol='indep_vars')
pipeline = Pipeline(stages=string_indexer+encoder+assembler)
model = pipeline.fit(df)
df = model.transform(df)
Everything works fine to this point, and I run the model:
glm = GeneralizedLinearRegression(family='gaussian',
link='identity',
labelCol='dep_var',
featuresCol='indep_vars')
model = glm.fit(df)
model.params
Which outputs:
DenseVector([8440.0573, 3729.449, 4388.9042, 2879.1802, 4613.7646, 5163.3233, 5186.6189, 5513.1392])
Which is great, because I can verify that these coefficients are essentially correct (via other sources). However, I haven't found a good way to link these coefficients to the original column names, which I need to do (I've simplified this model for SO; there's more involved.)
The relationship between column names and coefficients is broken by StringIndexer and OneHotEncoder. I've found one fairly slow way:
df[['categorical', 'categorical_index']].distinct()
Which gives me a small dataframe relating the the string names to the numerical names, which I think I could then relate back to the keys in the sparse vector? This is very clunky and slow though, when you consider the scale of the data.
Is there a better way to do this?
For PySpark, here is the solution to map feature index to feature name:
First, train your model:
pipeline = Pipeline().setStages([label_stringIdx,assembler,classifier])
model = pipeline.fit(x)
Transform your data:
df_output = model.transform(x)
Extract the mapping between feature index and feature name. Merge numeric attributes and binary attributes into a single list.
numeric_metadata = df_output.select("features").schema[0].metadata.get('ml_attr').get('attrs').get('numeric')
binary_metadata = df_output.select("features").schema[0].metadata.get('ml_attr').get('attrs').get('binary')
merge_list = numeric_metadata + binary_metadata
OUTPUT:
[{'name': 'variable_abc', 'idx': 0},
{'name': 'variable_azz', 'idx': 1},
{'name': 'variable_azze', 'idx': 2},
{'name': 'variable_azqs', 'idx': 3},
....
I also came across the exact problem and I've got your solution :)
This is based on the Scala version here:
How to map variable names to features after pipeline
# transform data
best_model = pipeline.fit(df)
best_pred = best_model.transform(df)
# extract features metadata
meta = [f.metadata
for f in best_pred.schema.fields
if f.name == 'features'][0]
# access feature name and index
features_name_ind = meta['ml_attr']['attrs']['numeric'] + \
meta['ml_attr']['attrs']['binary']
print features_name_ind[:2]
# [{'name': 'feature_name_1', 'idx': 0}, {'name': 'feature_name_2', 'idx': 1}]
I didn't investigate the previous versions, but in Spark 2.4.3 it is possible to retrieve a lot of information about the features just by using the summary attribute of a GeneralizedLinearRegressionModel.
Printing summary results in something like this:
Coefficients:
Feature Estimate Std Error T Value P Value
(Intercept) -0.1742 0.4298 -0.4053 0.6853
x1_enc_(-inf,5.5] -0.7781 0.3661 -2.1256 0.0335
x1_enc_(5.5,8.5] 0.1850 0.3736 0.4953 0.6204
x1_enc_(8.5,9.5] -0.3937 0.4324 -0.9106 0.3625
x45_enc_1-10-7-8-9 -0.5382 0.2718 -1.9801 0.0477
x45_enc_2-3-4-ND 0.5187 0.2811 1.8454 0.0650
x45_enc_5 -0.0456 0.3353 -0.1361 0.8917
x33_enc_1 0.6361 0.4043 1.5731 0.1157
x33_enc_10 0.0059 0.4083 0.0145 0.9884
x33_enc_2-3-4-8-ND 0.6121 0.1741 3.5152 0.0004
x102_enc_(-inf,4.5] 0.5315 0.1695 3.1354 0.0017
(Dispersion parameter for binomial family taken to be 1.0000)
Null deviance: 937.7397 on 666 degrees of freedom
Residual deviance: 858.8846 on 666 degrees of freedom
AIC: 880.8846
The Feature column can be constructed by accessing an internal Java object:
In [131]: glm.summary._call_java('featureNames')
Out[131]:
['x1_enc_(-inf,5.5]',
'x1_enc_(5.5,8.5]',
'x1_enc_(8.5,9.5]',
'x45_enc_1-10-7-8-9',
'x45_enc_2-3-4-ND',
'x45_enc_5',
'x33_enc_1',
'x33_enc_10',
'x33_enc_2-3-4-8-ND',
'x102_enc_(-inf,4.5]']
The Estimate column can be constructed by the following concatenation:
In [134]: [glm.intercept] + list(glm.coefficients)
Out[134]:
[-0.17419580191414719,
-0.7781490190325139,
0.1850214800764976,
-0.3936963366945294,
-0.5382255101657534,
0.5187453074755956,
-0.045649677050663987,
0.6360647167539958,
0.00593020879299306,
0.6121475986933201,
0.531510974697773]
PS.: This line shows why the column Features can be retrieved by using an internal Java object.
Sorry, this seems to be a very late answer and maybe you might have already figured it out but wth, anyways. I recently did the same implementation of String Indexer, OneHotEncoder and VectorAssembler and as far as I have understood, the following code will present what you are looking for.
from pyspark.ml import Pipeline
from pyspark.ml.feature import OneHotEncoder, StringIndexer, VectorAssembler
categoricalColumns = ["one_categorical_variable"]
stages = [] # stages in the pipeline
for categoricalCol in categoricalColumns:
# Category Indexing with StringIndexer
stringIndexer = StringIndexer(inputCol=categoricalCol,
outputCol=categoricalCol+"Index")
# Using OneHotEncoder to convert categorical variables into binary
SparseVectors
encoder = OneHotEncoder(inputCol=stringIndexer.getOutputCol(),
outputCol=categoricalCol+"classVec")
# Adding the stages so that they will be run all at once later
stages += [stringIndexer, encoder]
# convert label into label indices using the StringIndexer
label_stringIdx = StringIndexer(inputCol = "Service_Level", outputCol =
"label")
stages += [label_stringIdx]
# Transform all features into a vector using VectorAssembler
numericCols = ["continuous_variable"]
assemblerInputs = map(lambda c: c + "classVec", categoricalColumns) +
numericCols
assembler = VectorAssembler(inputCols=assemblerInputs, outputCol="features")
stages += [assembler]
# Creating a Pipeline for Training
pipeline = Pipeline(stages=stages)
# Running the feature transformations.
pipelineModel = pipeline.fit(df)
df = pipelineModel.transform(df)

How to find the features names of the coefficients using scikit linear regression?

I use scikit linear regression and if I change the order of the features, the coef are still printed in the same order, hence I would like to know the mapping of the feature with the coeff.
#training the model
model_1_features = ['sqft_living', 'bathrooms', 'bedrooms', 'lat', 'long']
model_2_features = model_1_features + ['bed_bath_rooms']
model_3_features = model_2_features + ['bedrooms_squared', 'log_sqft_living', 'lat_plus_long']
model_1 = linear_model.LinearRegression()
model_1.fit(train_data[model_1_features], train_data['price'])
model_2 = linear_model.LinearRegression()
model_2.fit(train_data[model_2_features], train_data['price'])
model_3 = linear_model.LinearRegression()
model_3.fit(train_data[model_3_features], train_data['price'])
# extracting the coef
print model_1.coef_
print model_2.coef_
print model_3.coef_
The trick is that right after you have trained your model, you know the order of the coefficients:
model_1 = linear_model.LinearRegression()
model_1.fit(train_data[model_1_features], train_data['price'])
print(list(zip(model_1.coef_, model_1_features)))
This will print the coefficients and the correct feature. (Tested with pandas DataFrame)
If you want to reuse the coefficients later you can also put them in a dictionary:
coef_dict = {}
for coef, feat in zip(model_1.coef_,model_1_features):
coef_dict[feat] = coef
(You can test it for yourself by training two models with the same features but, as you said, shuffled order of features.)
import pandas as pd
import numpy as np
from sklearn.linear_model import LinearRegression
regressor = LinearRegression()
regressor.fit(X_train, y_train)
coef_table = pd.DataFrame(list(X_train.columns)).copy()
coef_table.insert(len(coef_table.columns),"Coefs",regressor.coef_.transpose())
#Robin posted a great answer, but for me I had to make one tweak on it to work the way I wanted, and it was to refer to the dimension of the 'coef_' np.array that I wanted, namely modifying to this: model_1.coef_[0,:], as below:
coef_dict = {}
for coef, feat in zip(model_1.coef_[0,:],model_1_features):
coef_dict[feat] = coef
Then the dict was created as I pictured it, with {'feature_name' : coefficient_value} pairs.
Here is what I use for pretty printing of coefficients in Jupyter. I'm not sure I follow why order is an issue - as far as I know the order of the coefficients should match the order of the input data that you gave it.
Note that the first line assumes you have a Pandas data frame called df in which you originally stored the data prior to turning it into a numpy array for regression:
fieldList = np.array(list(df)).reshape(-1,1)
coeffs = np.reshape(np.round(clf.coef_,5),(-1,1))
coeffs=np.concatenate((fieldList,coeffs),axis=1)
print(pd.DataFrame(coeffs,columns=['Field','Coeff']))
Borrowing from Robin, but simplifying the syntax:
coef_dict = dict(zip(model_1_features, model_1.coef_))
Important note about zip: zip assumes its inputs are of equal length, making it especially important to confirm that the lengths of the features and coefficients match (which in more complicated models might not be the case). If one input is longer than the other, the longer input will have the values in its extra index positions cut off. Notice the missing 7 in the following example:
In [1]: [i for i in zip([1, 2, 3], [4, 5, 6, 7])]
Out[1]: [(1, 4), (2, 5), (3, 6)]
pd.DataFrame(data=regression.coef_, index=X_train.columns)
All of these answers were great but what personally worked for me was this, as the feature names I needed were the columns of my train_date dataframe:
pd.DataFrame(data=model_1.coef_,columns=train_data.columns)
Right after training the model, the coefficient values are stored in the variable model.coef_[0]. We can iterate over the column names and store the column name and their coefficient value in a dictionary.
model.fit(X_train,y)
# assuming all the columns except last one is used in training
columns = data.iloc[:,-1].columns
coef_dict = {}
for i in range(0,len(columns)):
coef_dict[columns[i]] = model.coef_[0][i]
Hope this helps!
As of scikit-learn version 1.0, the LinearRegression estimator has a feature_names_in_ attribute. From the docs:
feature_names_in_ : ndarray of shape (n_features_in_,)
Names of features seen during fit. Defined only when X has feature names that are all strings.
New in version 1.0.
Assuming you're fitting on a pandas.DataFrame (train_data), your estimators (model_1, model_2, and model_3) will have the attribute. You can line up your coefficients using any of the methods listed in previous answers, but I'm in favor of this one:
coef_series = pd.Series(
data=model_1.coef_,
index=model_1.feature_names_in_
)
A minimally reproducible example
import numpy as np
import pandas as pd
from sklearn.linear_model import LinearRegression
# for repeatability
np.random.seed(0)
# random data
Xy = pd.DataFrame(
data=np.random.random((10, 3)),
columns=["x0", "x1", "y"]
)
# separate X and y
X = Xy.drop(columns="y")
y = Xy.y
# initialize estimator
lr = LinearRegression()
# fit to pandas.DataFrame
lr.fit(X, y)
# get coeficients and their respective feature names
coef_series = pd.Series(
data=lr.coef_,
index=lr.feature_names_in_
)
print(coef_series)
x0 0.230524
x1 -0.275611
dtype: float64

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