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vtreat_api.py
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vtreat_api.py
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"""
Define user visible vtreat API.
"""
import warnings
from typing import Any, Dict, Iterable, Optional
import pandas
import numpy
import vtreat.vtreat_impl as vtreat_impl
import vtreat.util
import vtreat.cross_plan
def vtreat_parameters(user_params: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
"""
build a vtreat parameters dictionary, adding in user choices
:param user_params: dictionary of user choices
:return: dictionary of user and default choices
"""
params = {
"use_hierarchical_estimate": True,
"coders": {
"clean_copy",
"missing_indicator",
"indicator_code",
"impact_code",
"deviation_code",
"logit_code",
"prevalence_code",
},
"filter_to_recommended": True,
"indicator_min_fraction": 0.02,
"cross_validation_plan": vtreat.cross_plan.KWayCrossPlanYStratified(),
"cross_validation_k": 5,
"user_transforms": [],
"sparse_indicators": False,
"missingness_imputation": numpy.mean,
"check_for_duplicate_frames": True,
"error_on_duplicate_frames": False,
"retain_cross_plan": True,
"tunable_params": ["indicator_min_fraction"],
}
pkeys = set(params.keys())
if user_params is not None:
for k in user_params.keys():
if k not in pkeys:
raise KeyError("parameter key " + str(k) + " not recognized")
params[k] = user_params[k]
if params["error_on_duplicate_frames"]:
params["check_for_duplicate_frames"] = True
for k in params["tunable_params"]:
if k not in pkeys:
raise KeyError("tunable_params key " + str(k) + " not recognized")
return params
def unsupervised_parameters(
user_params: Optional[Dict[str, Any]] = None
) -> Dict[str, Any]:
"""
build a vtreat parameters dictionary for unsupervised tasks, adding in user choices
:param user_params: dictionary of user choices
:return: dictionary of user and default choices
"""
params = {
"coders": {
"clean_copy",
"missing_indicator",
"indicator_code",
"prevalence_code",
},
"indicator_min_fraction": 0.0,
"indicator_max_levels": 1000,
"user_transforms": [],
"sparse_indicators": False,
"missingness_imputation": numpy.mean,
"tunable_params": ["indicator_min_fraction", "indicator_max_levels"],
}
pkeys = set(params.keys())
if user_params is not None:
for k in user_params.keys():
if k not in pkeys:
raise KeyError("parameter key " + str(k) + " not recognized")
params[k] = user_params[k]
for k in params["tunable_params"]:
if k not in pkeys:
raise KeyError("tunable_params key " + str(k) + " not recognized")
return params
class NumericOutcomeTreatment(vtreat_impl.VariableTreatment):
"""manage a treatment plan for a numeric outcome (regression)"""
def __init__(
self,
*,
var_list: Optional[Iterable[str]] = None,
outcome_name: Optional[str] = None,
cols_to_copy: Optional[Iterable[str]] = None,
params: Optional[Dict[str, Any]] = None,
imputation_map: Optional[Dict[str, Any]] = None,
):
"""
:param var_list: list or tuple of column names, if empty all non outcome and copy columns are used
:param outcome_name: name of column containing dependent variable
:param cols_to_copy: list or tuple of column names
:param params: vtreat.vtreat_parameters()
:param imputation_map: map of column names to custom missing imputation values or functions
"""
params = self.merge_params(params)
vtreat_impl.VariableTreatment.__init__(
self,
var_list=var_list,
outcome_name=outcome_name,
cols_to_copy=cols_to_copy,
params=params,
imputation_map=imputation_map,
)
def merge_params(self, p: Optional[Dict[str, Any]]) -> Dict[str, Any]:
"""
Merge user parameters, returns new parameters does not alter object.
:param p:
:return: merged parameters
"""
return vtreat_parameters(p)
# noinspection PyPep8Naming
def transform(self, X):
"""
Apply transform to data.
:param X: data
:return: transformed data
"""
X, orig_type = vtreat_impl.ready_data_frame(X)
self.check_column_names(X.columns)
if self.last_fit_x_id_ is None:
raise ValueError("called transform on not yet fit treatment")
if self.params_["check_for_duplicate_frames"] and (
self.last_fit_x_id_ == vtreat.util.hash_data_frame(X)
):
if self.params_["error_on_duplicate_frames"]:
raise ValueError(
"possibly called transform on same data used to fit\n"
+ "(this causes over-fit, please use fit_transform() instead)"
)
warnings.warn(
"possibly called transform on same data used to fit\n"
+ "(this causes over-fit, please use fit_transform() instead)"
)
res = vtreat_impl.pre_prep_frame(
X,
col_list=self.plan_.num_list + self.plan_.cat_list,
cols_to_copy=self.cols_to_copy_,
cat_cols=self.plan_.cat_list,
)
res = vtreat_impl.perform_transform(x=res, transform=self, params=self.params_)
res = vtreat_impl.limit_to_appropriate_columns(res=res, transform=self)
res, res_columns = vtreat_impl.back_to_orig_type_data_frame(res, orig_type)
self.last_result_columns = res_columns
return res
# noinspection PyPep8Naming
def fit_transform(self, X, y=None, **fit_params):
"""
fit_transform data, this is the way to fit with cross methods.
:param X: explanatory values
:param y: dependent values
:param fit_params:
:return: transformed data
"""
X, orig_type = vtreat_impl.ready_data_frame(X)
self.check_column_names(X.columns)
if y is None:
if self.outcome_name_ is None:
raise ValueError(".fit_transform(X) must have outcome_name set")
y = numpy.asarray(X[self.outcome_name_])
else:
y = numpy.asarray(y)
if (self.outcome_name_ is not None) and (self.outcome_name_ in X.columns):
if not numpy.all(X[self.outcome_name_] == y):
raise ValueError(
".fit_transform(X, y) called with y != X[outcome_name]"
)
if not X.shape[0] == len(y):
raise ValueError("X.shape[0] should equal len(y)")
y = vtreat.util.safe_to_numeric_array(y)
if vtreat.util.is_bad(y).sum() > 0:
raise ValueError("y should not have any missing/NA/NaN values")
if numpy.max(y) <= numpy.min(y):
raise ValueError("y does not vary")
cross_rows = None
cross_plan = None
if self.params_["retain_cross_plan"]:
cross_rows = self.cross_rows_
cross_plan = self.cross_plan_
self.clear()
self.last_fit_x_id_ = vtreat.util.hash_data_frame(X)
X = vtreat_impl.pre_prep_frame(
X, col_list=self.var_list_, cols_to_copy=self.cols_to_copy_
)
if isinstance(y, pandas.Series):
y = y.reset_index(inplace=False, drop=True)
# model for independent transforms
self.plan_ = None
self.score_frame_ = None
self.plan_ = vtreat_impl.fit_numeric_outcome_treatment(
X=X,
y=y,
var_list=self.var_list_,
outcome_name=self.outcome_name_,
cols_to_copy=self.cols_to_copy_,
params=self.params_,
imputation_map=self.imputation_map_,
)
cross_frame = vtreat_impl.perform_transform(
x=X, transform=self, params=self.params_
)
if (cross_plan is None) or (cross_rows != X.shape[0]):
if cross_plan is not None:
warnings.warn(
"Number of rows different than previous fit with retain_cross_plan==True"
)
cross_plan = self.params_["cross_validation_plan"].split_plan(
n_rows=X.shape[0],
k_folds=self.params_["cross_validation_k"],
data=X,
y=y,
)
cross_rows = X.shape[0]
# patch in cross-frame versions of complex columns such as impact
vtreat_impl.cross_patch_refit_y_aware_cols(
x=X, y=y, res=cross_frame, plan=self.plan_, cross_plan=cross_plan
)
vtreat_impl.cross_patch_user_y_aware_cols(
x=cross_frame,
y=y,
res=cross_frame,
params=self.params_,
cross_plan=cross_plan,
)
# use cross_frame to compute variable effects
self.score_frame_ = vtreat_impl.score_plan_variables(
cross_frame=cross_frame,
outcome=y,
plan=self.plan_,
params=self.params_,
is_classification=False,
)
if ("filter_to_recommended" in self.params_.keys()) and self.params_[
"filter_to_recommended"
]:
self.set_result_restriction(
set(
[
ci
for ci in self.score_frame_["variable"][
self.score_frame_["recommended"]
]
]
)
)
cross_frame = vtreat_impl.limit_to_appropriate_columns(
res=cross_frame, transform=self
)
cross_frame, res_columns = vtreat_impl.back_to_orig_type_data_frame(
cross_frame, orig_type
)
self.last_result_columns = res_columns
if self.params_["retain_cross_plan"]:
self.cross_plan_ = cross_plan
self.cross_rows_ = cross_rows
else:
self.cross_plan_ = None
self.cross_rows_ = None
return cross_frame
class BinomialOutcomeTreatment(vtreat_impl.VariableTreatment):
"""manage a treatment plan for a target outcome (binomial classification)"""
def __init__(
self,
*,
var_list: Optional[Iterable[str]] = None,
outcome_name: Optional[str] = None,
outcome_target=None,
cols_to_copy: Optional[Iterable[str]] = None,
params: Optional[Dict[str, Any]] = None,
imputation_map: Optional[Dict[str, Any]] = None,
):
"""
:param var_list: list or tuple of column names, if empty all non outcome and copy columns are used
:param outcome_name: name of column containing dependent variable
:param outcome_target: value of outcome to consider "positive"
:param cols_to_copy: list or tuple of column names
:param params: vtreat.vtreat_parameters()
:param imputation_map: map of column names to custom missing imputation values or functions
"""
params = self.merge_params(params)
vtreat_impl.VariableTreatment.__init__(
self,
var_list=var_list,
outcome_name=outcome_name,
outcome_target=outcome_target,
cols_to_copy=cols_to_copy,
params=params,
imputation_map=imputation_map,
)
def merge_params(self, p: Optional[Dict[str, Any]]) -> Dict[str, Any]:
"""
Merge user parameters, returns new parameters does not alter object.
:param p:
:return: merged parameters
"""
return vtreat_parameters(p)
# noinspection PyPep8Naming
def transform(self, X):
"""
Apply transform to data.
:param X: data
:return: transformed data
"""
X, orig_type = vtreat_impl.ready_data_frame(X)
self.check_column_names(X.columns)
if self.last_fit_x_id_ is None:
raise ValueError("called transform on not yet fit treatment")
if self.params_["check_for_duplicate_frames"] and (
self.last_fit_x_id_ == vtreat.util.hash_data_frame(X)
):
if self.params_["error_on_duplicate_frames"]:
raise ValueError(
"possibly called transform on same data used to fit\n"
+ "(this causes over-fit, please use fit_transform() instead)"
)
warnings.warn(
"possibly called transform on same data used to fit\n"
+ "(this causes over-fit, please use fit_transform() instead)"
)
X = vtreat_impl.pre_prep_frame(
X,
col_list=self.plan_.num_list + self.plan_.cat_list,
cols_to_copy=self.cols_to_copy_,
cat_cols=self.plan_.cat_list,
)
res = vtreat_impl.perform_transform(x=X, transform=self, params=self.params_)
res = vtreat_impl.limit_to_appropriate_columns(res=res, transform=self)
res, res_columns = vtreat_impl.back_to_orig_type_data_frame(res, orig_type)
self.last_result_columns = res_columns
return res
# noinspection PyPep8Naming
def fit_transform(self, X, y=None, **fit_params):
"""
fit_transform data, this is the way to fit with cross methods.
:param X: explanatory values
:param y: dependent values
:param fit_params:
:return: transformed data
"""
X, orig_type = vtreat_impl.ready_data_frame(X)
self.check_column_names(X.columns)
if y is None:
if self.outcome_name_ is None:
raise ValueError(".fit_transform(X) must have outcome_name set")
y = numpy.asarray(X[self.outcome_name_])
else:
y = numpy.asarray(y)
if (self.outcome_name_ is not None) and (self.outcome_name_ in X.columns):
if not numpy.all(X[self.outcome_name_] == y):
raise ValueError(
".fit_transform(X, y) called with y != X[outcome_name]"
)
if not X.shape[0] == len(y):
raise ValueError("X.shape[0] should equal len(y)")
y_mean = numpy.mean(y == self.outcome_target_)
if y_mean <= 0 or y_mean >= 1:
raise ValueError("y==outcome_target does not vary")
cross_rows = None
cross_plan = None
if self.params_["retain_cross_plan"]:
cross_rows = self.cross_rows_
cross_plan = self.cross_plan_
self.clear()
self.last_fit_x_id_ = vtreat.util.hash_data_frame(X)
X = vtreat_impl.pre_prep_frame(
X, col_list=self.var_list_, cols_to_copy=self.cols_to_copy_
)
if isinstance(y, pandas.Series):
y = y.reset_index(inplace=False, drop=True)
# model for independent transforms
self.plan_ = None
self.score_frame_ = None
self.plan_ = vtreat_impl.fit_binomial_outcome_treatment(
X=X,
y=y,
outcome_target=self.outcome_target_,
var_list=self.var_list_,
outcome_name=self.outcome_name_,
cols_to_copy=self.cols_to_copy_,
params=self.params_,
imputation_map=self.imputation_map_,
)
cross_frame = vtreat_impl.perform_transform(
x=X, transform=self, params=self.params_
)
if (cross_plan is None) or (cross_rows != X.shape[0]):
if cross_plan is not None:
warnings.warn(
"Number of rows different than previous fit with retain_cross_plan==True"
)
cross_plan = self.params_["cross_validation_plan"].split_plan(
n_rows=X.shape[0],
k_folds=self.params_["cross_validation_k"],
data=X,
y=y,
)
cross_rows = X.shape[0]
# patch in cross-frame versions of complex columns such as impact
vtreat_impl.cross_patch_refit_y_aware_cols(
x=X, y=y, res=cross_frame, plan=self.plan_, cross_plan=cross_plan
)
vtreat_impl.cross_patch_user_y_aware_cols(
x=cross_frame,
y=y,
res=cross_frame,
params=self.params_,
cross_plan=cross_plan,
)
# use cross_frame to compute variable effects
self.score_frame_ = vtreat_impl.score_plan_variables(
cross_frame=cross_frame,
outcome=numpy.asarray(
numpy.asarray(y) == self.outcome_target_, dtype=float
),
plan=self.plan_,
params=self.params_,
is_classification=True,
)
if ("filter_to_recommended" in self.params_.keys()) and self.params_[
"filter_to_recommended"
]:
self.set_result_restriction(
set(
[
ci
for ci in self.score_frame_["variable"][
self.score_frame_["recommended"]
]
]
)
)
cross_frame = vtreat_impl.limit_to_appropriate_columns(
res=cross_frame, transform=self
)
cross_frame, res_columns = vtreat_impl.back_to_orig_type_data_frame(
cross_frame, orig_type
)
self.last_result_columns = res_columns
if self.params_["retain_cross_plan"]:
self.cross_plan_ = cross_plan
self.cross_rows_ = cross_rows
else:
self.cross_plan_ = None
self.cross_rows_ = None
return cross_frame
class MultinomialOutcomeTreatment(vtreat_impl.VariableTreatment):
"""manage a treatment plan for a set of outcomes (multinomial classification)"""
def __init__(
self,
*,
var_list: Optional[Iterable[str]] = None,
outcome_name: Optional[str] = None,
cols_to_copy: Optional[Iterable[str]] = None,
params: Optional[Dict[str, Any]] = None,
imputation_map: Optional[Dict[str, Any]] = None,
):
"""
:param var_list: list or tuple of column names, if empty all non outcome and copy columns are used
:param outcome_name: name of column containing dependent variable
:param cols_to_copy: list or tuple of column names
:param params: vtreat.vtreat_parameters()
:param imputation_map: map of column names to custom missing imputation values or functions
"""
params = self.merge_params(params)
vtreat_impl.VariableTreatment.__init__(
self,
var_list=var_list,
outcome_name=outcome_name,
cols_to_copy=cols_to_copy,
params=params,
imputation_map=imputation_map,
)
self.outcomes_ = None
def merge_params(self, p: Optional[Dict[str, Any]]) -> Dict[str, Any]:
"""
Merge user parameters, returns new parameters does not alter object.
:param p:
:return: merged parameters
"""
return vtreat_parameters(p)
# noinspection PyPep8Naming
def transform(self, X):
"""
Apply transform to data.
:param X: data
:return: transformed data
"""
X, orig_type = vtreat_impl.ready_data_frame(X)
self.check_column_names(X.columns)
if self.last_fit_x_id_ is None:
raise ValueError("called transform on not yet fit treatment")
if self.params_["check_for_duplicate_frames"] and (
self.last_fit_x_id_ == vtreat.util.hash_data_frame(X)
):
if self.params_["error_on_duplicate_frames"]:
raise ValueError(
"possibly called transform on same data used to fit\n"
+ "(this causes over-fit, please use fit_transform() instead)"
)
warnings.warn(
"possibly called transform on same data used to fit\n"
+ "(this causes over-fit, please use fit_transform() instead)"
)
X = vtreat_impl.pre_prep_frame(
X,
col_list=self.plan_.num_list + self.plan_.cat_list,
cols_to_copy=self.cols_to_copy_,
cat_cols=self.plan_.cat_list,
)
res = vtreat_impl.perform_transform(x=X, transform=self, params=self.params_)
res = vtreat_impl.limit_to_appropriate_columns(res=res, transform=self)
res, res_columns = vtreat_impl.back_to_orig_type_data_frame(res, orig_type)
self.last_result_columns = res_columns
return res
# noinspection PyPep8Naming
def fit_transform(self, X, y=None, **fit_params):
"""
fit_transform data, this is the way to fit with cross methods.
:param X: explanatory values
:param y: dependent values
:param fit_params:
:return: transformed data
"""
X, orig_type = vtreat_impl.ready_data_frame(X)
self.check_column_names(X.columns)
if y is None:
if self.outcome_name_ is None:
raise ValueError(".fit_transform(X) must have outcome_name set")
y = numpy.asarray(X[self.outcome_name_])
else:
y = numpy.asarray(y)
if (self.outcome_name_ is not None) and (self.outcome_name_ in X.columns):
if not numpy.all(X[self.outcome_name_] == y):
raise ValueError(
".fit_transform(X, y) called with y != X[outcome_name]"
)
if not X.shape[0] == len(y):
raise ValueError("X.shape[0] should equal len(y)")
if len(numpy.unique(y)) <= 1:
raise ValueError("y must take on at least 2 values")
cross_rows = None
cross_plan = None
if self.params_["retain_cross_plan"]:
cross_rows = self.cross_rows_
cross_plan = self.cross_plan_
self.clear()
self.last_fit_x_id_ = vtreat.util.hash_data_frame(X)
X = vtreat_impl.pre_prep_frame(
X, col_list=self.var_list_, cols_to_copy=self.cols_to_copy_
)
if isinstance(y, pandas.Series):
y = y.reset_index(inplace=False, drop=True)
# model for independent transforms
self.plan_ = None
self.score_frame_ = None
self.outcomes_ = numpy.unique(y)
self.plan_ = vtreat_impl.fit_multinomial_outcome_treatment(
X=X,
y=y,
var_list=self.var_list_,
outcome_name=self.outcome_name_,
cols_to_copy=self.cols_to_copy_,
params=self.params_,
imputation_map=self.imputation_map_,
)
cross_frame = vtreat_impl.perform_transform(
x=X, transform=self, params=self.params_
)
if (cross_plan is None) or (cross_rows != X.shape[0]):
if cross_plan is not None:
warnings.warn(
"Number of rows different than previous fit with retain_cross_plan==True"
)
cross_plan = self.params_["cross_validation_plan"].split_plan(
n_rows=X.shape[0],
k_folds=self.params_["cross_validation_k"],
data=X,
y=y,
)
cross_rows = X.shape[0]
vtreat_impl.cross_patch_refit_y_aware_cols(
x=X, y=y, res=cross_frame, plan=self.plan_, cross_plan=cross_plan
)
vtreat_impl.cross_patch_user_y_aware_cols(
x=cross_frame,
y=y,
res=cross_frame,
params=self.params_,
cross_plan=cross_plan,
)
# use cross_frame to compute variable effects
def si(oi):
"""score i-th outcome group"""
sf = vtreat_impl.score_plan_variables(
cross_frame=cross_frame,
outcome=numpy.asarray(numpy.asarray(y) == oi, dtype=float),
plan=self.plan_,
params=self.params_,
is_classification=True,
)
sf["outcome_target"] = oi
return sf
score_frames = [si(oi) for oi in self.outcomes_]
self.score_frame_ = pandas.concat(score_frames, axis=0)
self.score_frame_.reset_index(inplace=True, drop=True)
if ("filter_to_recommended" in self.params_.keys()) and self.params_[
"filter_to_recommended"
]:
self.set_result_restriction(
set(
[
ci
for ci in self.score_frame_["variable"][
self.score_frame_["recommended"]
]
]
)
)
cross_frame = vtreat_impl.limit_to_appropriate_columns(
res=cross_frame, transform=self
)
cross_frame, res_columns = vtreat_impl.back_to_orig_type_data_frame(
cross_frame, orig_type
)
self.last_result_columns = res_columns
if self.params_["retain_cross_plan"]:
self.cross_plan_ = cross_plan
self.cross_rows_ = cross_rows
else:
self.cross_plan_ = None
self.cross_rows_ = None
return cross_frame
class UnsupervisedTreatment(vtreat_impl.VariableTreatment):
"""manage an unsupervised treatment plan"""
def __init__(
self,
*,
var_list: Optional[Iterable[str]] = None,
cols_to_copy: Optional[Iterable[str]] = None,
params: Optional[Dict[str, Any]] = None,
imputation_map: Optional[Dict[str, Any]] = None,
):
"""
:param var_list: list or tuple of column names, if empty all non copy columns are used
:param cols_to_copy: list or tuple of column names
:param params: vtreat.unsupervised_parameters()
:param imputation_map: map of column names to custom missing imputation values or functions
"""
params = self.merge_params(params)
vtreat_impl.VariableTreatment.__init__(
self,
var_list=var_list,
outcome_name=None,
cols_to_copy=cols_to_copy,
params=params,
imputation_map=imputation_map,
)
def merge_params(self, p: Optional[Dict[str, Any]]) -> Dict[str, Any]:
"""
Merge user parameters, returns new parameters does not alter object.
:param p:
:return: merged parameters
"""
return unsupervised_parameters(p)
# noinspection PyPep8Naming
def transform(self, X):
"""
Apply transform to data.
:param X: data
:return: transformed data
"""
X, orig_type = vtreat_impl.ready_data_frame(X)
self.check_column_names(X.columns)
if self.last_fit_x_id_ is None:
raise ValueError("called transform on not yet fit treatment")
X = vtreat_impl.pre_prep_frame(
X,
col_list=self.plan_.num_list + self.plan_.cat_list,
cols_to_copy=self.cols_to_copy_,
cat_cols=self.plan_.cat_list,
)
res = vtreat_impl.perform_transform(x=X, transform=self, params=self.params_)
res = vtreat_impl.limit_to_appropriate_columns(res=res, transform=self)
res, res_columns = vtreat_impl.back_to_orig_type_data_frame(res, orig_type)
self.last_result_columns = res_columns
return res
# noinspection PyPep8Naming
def fit_transform(self, X, y=None, **fit_params):
"""
fit_transform data.
:param X: explanatory values
:param y: dependent values
:param fit_params:
:return: transformed data
"""
X, orig_type = vtreat_impl.ready_data_frame(X)
self.check_column_names(X.columns)
assert y is None
self.clear()
self.last_fit_x_id_ = vtreat.util.hash_data_frame(X)
X = vtreat_impl.pre_prep_frame(
X, col_list=self.var_list_, cols_to_copy=self.cols_to_copy_
)
self.plan_ = vtreat_impl.fit_unsupervised_treatment(
X=X,
var_list=self.var_list_,
outcome_name=self.outcome_name_,
cols_to_copy=self.cols_to_copy_,
params=self.params_,
imputation_map=self.imputation_map_,
)
res = vtreat_impl.perform_transform(x=X, transform=self, params=self.params_)
self.score_frame_ = vtreat_impl.pseudo_score_plan_variables(
cross_frame=res, plan=self.plan_, params=self.params_
)
if ("filter_to_recommended" in self.params_.keys()) and self.params_[
"filter_to_recommended"
]:
self.set_result_restriction(
set(
[
ci
for ci in self.score_frame_["variable"][
self.score_frame_["recommended"]
]
]
)
)
res = vtreat_impl.limit_to_appropriate_columns(res=res, transform=self)
res, res_columns = vtreat_impl.back_to_orig_type_data_frame(res, orig_type)
self.last_result_columns = res_columns
return res