feat(reindex_missing_columns): add ReindexMissingColumns and `Repor…

…tNonFinite` (#27)

* feat(reindex_missing_columns): add `ReindexMissingColumns`

* feat: add `ReportNonFinite`

* feat: export modules

* docs(readme): update README.md

* fix: import annotations from __future__

.gitignore

@@ -140,3 +140,4 @@ dmypy.json
 cython_debug/
 .VSCodeCounter/
 catboost_info/
+sklearn_utilities_info/

README.md

@@ -54,6 +54,8 @@ See [Docs](https://sklearn-utilities.readthedocs.io/en/latest/sklearn_utilities.
 - `DropMissingColumns`: drops columns with missing values above a threshold.
 - `DropMissingRowsY`: drops rows with missing values in y. Use `feature_engine.DropMissingData` for X.
 - `IntersectXY`: drops rows where the index of X and y do not intersect. Use with `feature_engine.DropMissingData`.
+- `ReindexMissingColumns`: reindexes columns of X in `transform()` to match the columns of X in `fit()`.
+- `ReportNonFinite`: reports non-finite values in X and/or y.
 - `IdTransformer`: a transformer that does nothing.
 - `RecursiveFitSubtractRegressor`: a regressor that recursively fits a regressor and subtracts the prediction from the target.
 - `SmartMultioutputEstimator`: a `MultiOutputEstimator` that supports tuple of arrays in `predict()` and supports pandas `Series` and `DataFrame`.

pyproject.toml

@@ -52,6 +52,10 @@ torch = "==2.0.0||>2.1.0"
 [tool.poetry.group.catboost.dependencies]
 catboost = "^1.2.2"
 
+
+[tool.poetry.group.seaborn.dependencies]
+seaborn = "^0.13.0"
+
 [tool.semantic_release]
 branch = "main"
 version_toml = ["pyproject.toml:tool.poetry.version"]

src/sklearn_utilities/__init__.py

@@ -24,6 +24,8 @@
     TransformedTargetEstimatorVar,
 )
 from .recursive_fit_subtract_regressor import RecursiveFitSubtractRegressor
+from .reindex_missing_columns import ReindexMissingColumns
+from .report_non_finite import ReportNonFinite
 
 __all__ = [
     "DataFrameWrapper",
@@ -49,4 +51,6 @@
     "PipelineVar",
     "StandardScalerVar",
     "EvalSetWrapper",
+    "ReportNonFinite",
+    "ReindexMissingColumns",
 ]

src/sklearn_utilities/reindex_missing_columns.py

@@ -0,0 +1,57 @@
+from __future__ import annotations
+
+import warnings
+from typing import Any, Callable, Literal
+
+from pandas import DataFrame, Index
+from sklearn.base import BaseEstimator, TransformerMixin
+from typing_extensions import Self
+
+from .types import TXPandas
+
+
+class ReindexMissingColumns(BaseEstimator, TransformerMixin):
+    """Reindex X to match the columns of the training data to avoid errors."""
+
+    def __init__(
+        self,
+        *,
+        if_missing: Literal["warn", "raise"]
+        | Callable[[Index[Any], Index[Any]], None] = "warn",
+        reindex_kwargs: dict[
+            Literal["method", "copy", "level", "fill_value", "limit", "tolerance"], Any
+        ] = {},
+    ) -> None:
+        """Reindex X to match the columns of the training data to avoid errors.
+
+        Parameters
+        ----------
+        if_missing : Literal['warn', 'raise'] | Callable[[Index[Any], Index[Any]], None], optional
+            If callable, the first argument is the expected columns and the
+            second argument is the actual columns, by default 'warn'
+        reindex_kwargs : dict[Literal['method', 'copy', 'level', 'fill_value',
+        'limit', 'tolerance'], Any], optional
+            Keyword arguments to pass to reindex, by default {}
+        """
+        self.if_missing = if_missing
+        self.reindex_kwargs = reindex_kwargs
+
+    def fit(self, X: DataFrame, y: Any = None, **fit_params: Any) -> Self:
+        self.feature_names_in_ = X.columns
+        return self
+
+    def transform(self, X: TXPandas, y: Any = None, **fit_params: Any) -> TXPandas:
+        expected_columns = self.feature_names_in_
+        actual_columns = X.columns
+        if not expected_columns.equals(actual_columns):
+            missing_columns = expected_columns.difference(actual_columns)
+            if self.if_missing == "warn":
+                warnings.warn(f"Missing columns: {missing_columns}")
+            elif self.if_missing == "raise":
+                raise ValueError(f"Missing columns: {missing_columns}")
+            elif isinstance(self.if_missing, Callable):  # type: ignore
+                self.if_missing(expected_columns, actual_columns)
+            else:
+                raise ValueError(f"Invalid value for if_missing: {self.if_missing}")
+
+        return X.reindex(columns=self.feature_names_in_, **self.reindex_kwargs)

src/sklearn_utilities/report_non_finite.py

@@ -0,0 +1,212 @@
+from __future__ import annotations
+
+from logging import getLogger
+from pathlib import Path
+from typing import Any, Callable
+
+import matplotlib.pyplot as plt
+import numpy as np
+from matplotlib.figure import Figure
+from pandas import DataFrame, Series, Timestamp
+from sklearn.base import BaseEstimator, TransformerMixin
+from typing_extensions import Self
+
+from .types import TXPandas
+
+LOG = getLogger(__name__)
+
+
+class ReportNonFinite(BaseEstimator, TransformerMixin):
+    """Report non-finite values in X or y."""
+
+    def __init__(
+        self,
+        *,
+        on_fit: bool = False,
+        on_fit_y: bool = False,
+        on_transform: bool = True,
+        plot: bool = True,
+        calc_corr: bool = False,
+        callback: Callable[[dict[str, DataFrame | Series]], None] | None = None,
+        callback_figure: Callable[[Figure], None]
+        | None = lambda fig: Path("sklearn_utilities_info/ReportNonFinite").mkdir(  # type: ignore
+            parents=True, exist_ok=True
+        )
+        or fig.savefig(
+            Path("sklearn_utilities_info/ReportNonFinite")
+            / f"{Timestamp.now().isoformat().replace(':', '-')}.png"
+        ),
+    ) -> None:
+        """Report non-finite values in X or y.
+
+        Parameters
+        ----------
+        on_fit : bool, optional
+            Whether to report non-finite values in X during fit, by default False
+        on_fit_y : bool, optional
+            Whether to report non-finite values in y during fit, by default False
+        on_transform : bool, optional
+            Whether to report non-finite values in X during transform, by default True
+        plot : bool, optional
+            Whether to plot the report result, by default True
+        calc_corr : bool, optional
+            Whether to calculate the correlation of non-finite values, by default False
+        callback : Callable[[dict[str, DataFrame  |  Series]], None] | None, optional
+            The callback function, by default None
+        callback_figure : _type_, optional
+            The callback function for figure, by default
+            `lambda fig:
+            Path("sklearn-utilities/ReportNonFinite").mkdir(parents=True, exist_ok=True)
+            or fig.savefig(Path("sklearn-utilities/ReportNonFinite") /
+            f"{Timestamp.now().isoformat().replace(':', '-')}.png")`
+        """
+        self.on_fit = on_fit
+        self.on_fit_y = on_fit_y
+        self.on_transform = on_transform
+        self.plot = plot
+        self.calc_corr = calc_corr
+        self.callback = callback
+        self.callback_figure = callback_figure
+
+    def fit(self, X: DataFrame, y: Any = None, **fit_params: Any) -> Self:
+        if self.on_fit:
+            try:
+                self._report(X, "fit")
+            except Exception as e:
+                LOG.warning(f"Failed to report non-finite values in X during fit: {e}")
+                LOG.exception(e)
+
+        if self.on_fit_y:
+            try:
+                DataFrame(y)
+            except Exception as e:
+                LOG.warning(f"Failed to convert y to DataFrame during fit: {e}")
+                LOG.exception(e)
+
+            try:
+                self._report(DataFrame(y), "fit_y")
+            except Exception as e:
+                LOG.warning(f"Failed to report non-finite values in y during fit: {e}")
+                LOG.exception(e)
+        return self
+
+    def transform(self, X: TXPandas, y: Any = None, **fit_params: Any) -> TXPandas:
+        if self.on_transform:
+            try:
+                self._report(X, "transform")
+            except Exception as e:
+                LOG.warning(
+                    f"Failed to report non-finite values in X during transform: {e}"
+                )
+                LOG.exception(e)
+        return X
+
+    def _report(self, X: TXPandas, caller: str = "") -> TXPandas:
+        """Report non-finite values in X.
+
+        Parameters
+        ----------
+        X : TXPandas
+            Input data.
+        caller : str, optional
+            The caller name used in the log message, by default "".
+
+        Returns
+        -------
+        TXPandas
+            Input data.
+        """
+        is_na = X.isna()
+        is_inf = X.isin([np.inf, -np.inf])
+        is_non_finite = is_na | is_inf
+
+        d: dict[str, DataFrame | Series] = {
+            "nan_rate_by_column": is_na.mean(),
+            "inf_rate_by_column": is_inf.mean(),
+            "nan_rate_by_row": is_na.mean(axis=1),
+            "inf_rate_by_row": is_inf.mean(axis=1),
+        }
+        d = d | {
+            "non_finite_rate_by_column": d["nan_rate_by_column"]
+            + d["inf_rate_by_column"],
+            "non_finite_rate_by_row": d["nan_rate_by_row"] + d["inf_rate_by_row"],
+        }
+
+        if self.calc_corr:
+            d["nan_rate_corr_by_column"] = is_na.corr()
+            d["inf_rate_corr_by_column"] = is_inf.corr()
+            d["non_finite_rate_corr_by_column"] = is_non_finite.corr()
+
+        LOG.info(f"Non-finite values in X during {caller}: {d}")
+
+        if self.plot:
+            import seaborn as sns
+
+            fig, axes = plt.subplots(3, 3 if self.calc_corr else 2, figsize=(20, 10))
+            fig.suptitle(f"Non-finite values in X during {caller}")
+            d["nan_rate_by_column"].plot(
+                ax=axes[0, 0],
+                kind="bar",
+                title="NaN rate By column",
+                xlabel="column name",
+                ylabel="NaN rate",
+            )
+            d["inf_rate_by_column"].plot(
+                ax=axes[1, 0],
+                kind="bar",
+                title="Inf rate By column",
+                xlabel="column name",
+                ylabel="Inf rate",
+            )
+            d["non_finite_rate_by_column"].plot(
+                ax=axes[2, 0],
+                kind="bar",
+                title="Non-finite rate By column",
+                xlabel="column name",
+                ylabel="Non-finite rate",
+            )
+            d["nan_rate_by_row"].plot(
+                ax=axes[0, 1],
+                kind="line",
+                title="NaN rate By row",
+                xlabel="row index",
+                ylabel="NaN rate",
+            )
+            d["inf_rate_by_row"].plot(
+                ax=axes[1, 1],
+                kind="line",
+                title="Inf rate By row",
+                xlabel="row index",
+                ylabel="Inf rate",
+            )
+            d["non_finite_rate_by_row"].plot(
+                ax=axes[2, 1],
+                kind="line",
+                title="Non-finite rate By row",
+                xlabel="row index",
+                ylabel="Non-finite rate",
+            )
+            if self.calc_corr:
+                sns.heatmap(
+                    d["nan_rate_corr_by_column"], ax=axes[0, 2], vmin=-1, vmax=1
+                )
+                axes[0, 2].set_title("NaN rate Corr By column")
+                sns.heatmap(
+                    d["inf_rate_corr_by_column"], ax=axes[1, 2], vmin=-1, vmax=1
+                )
+                axes[1, 2].set_title("Inf rate Corr By column")
+                sns.heatmap(
+                    d["non_finite_rate_corr_by_column"], ax=axes[2, 2], vmin=-1, vmax=1
+                )
+                axes[2, 2].set_title("Non-finite rate Corr By column")
+
+            # tight layout
+            plt.tight_layout()
+
+            # callback
+            if self.callback_figure is not None:
+                self.callback_figure(fig)
+
+        if self.callback is not None:
+            self.callback(d)
+        return X

tests/test_reindex_missing_columns.py

@@ -0,0 +1,18 @@
+import numpy as np
+import pandas as pd
+import pytest
+from pandas.testing import assert_frame_equal
+
+from sklearn_utilities.reindex_missing_columns import ReindexMissingColumns
+
+
+def test_reindex_missing_columns() -> None:
+    df = pd.DataFrame({"a": [1, 2, 3], "b": [4, 5, 6]})
+    df_missing = df.drop(columns=["a"], inplace=False)
+    df_expected = pd.DataFrame({"a": [np.nan] * 3, "b": [4, 5, 6]})
+    estimator = ReindexMissingColumns().fit(df)
+
+    with pytest.warns(UserWarning):
+        df_out = estimator.transform(df_missing)
+
+    assert_frame_equal(df_out, df_expected)

tests/test_report_non_finite.py

@@ -0,0 +1,39 @@
+from typing import Any
+
+from pandas import DataFrame
+from pandas.testing import assert_frame_equal
+
+from sklearn_utilities.report_non_finite import ReportNonFinite
+
+
+def test_fit(caplog: Any) -> None:
+    caplog.set_level("DEBUG")
+    X = DataFrame(
+        {
+            "clean": [1, 2, 3],
+            "inf": [4, float("inf"), 6],
+            "nan": [7, 8, float("nan")],
+            "both": [float("inf"), float("nan"), 9],
+        }
+    )
+    transformer = ReportNonFinite(on_fit=True, calc_corr=True)
+    transformer.fit(X)
+    # Add assertions to check the expected behavior of the fit method
+    assert "Non-finite values in X during fit" in caplog.text
+
+
+def test_transform(caplog: Any) -> None:
+    caplog.set_level("DEBUG")
+    X = DataFrame(
+        {
+            "clean": [1, 2, 3],
+            "inf": [4, float("inf"), 6],
+            "nan": [7, 8, float("nan")],
+            "both": [float("inf"), float("nan"), 9],
+        }
+    )
+    transformer = ReportNonFinite(on_transform=True, calc_corr=True)
+    X_transformed = transformer.transform(X)
+    # Add assertions to check the expected behavior of the transform method
+    assert "Non-finite values in X during transform" in caplog.text
+    assert_frame_equal(X_transformed, X)