Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[SW-2474] Fix Monotone Constraints on GBM and XGBoost MOJO Model #2376

Merged
merged 5 commits into from
Oct 30, 2020
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Jump to
Jump to file
Failed to load files.
Diff view
Diff view
Original file line number Diff line number Diff line change
Expand Up @@ -20,7 +20,6 @@ package ai.h2o.sparkling.ml.params
import java.util

import ai.h2o.sparkling.H2OFrame
import hex.KeyValue

import scala.collection.JavaConverters._

Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -44,6 +44,7 @@ class MOJOParameterTestSuite extends FunSuite with SharedH2OTestContext with Mat
val algorithm = new H2OGBM()
.setLabelCol("CAPSULE")
.setSeed(1)
.setMonotoneConstraints(Map("AGE" -> 1.0, "RACE" -> -1.0))
val mojo = algorithm.fit(dataset)

compareParameterValues(algorithm, mojo)
Expand All @@ -57,7 +58,10 @@ class MOJOParameterTestSuite extends FunSuite with SharedH2OTestContext with Mat
}

test("Test MOJO parameters on XGBoost") {
val algorithm = new H2OXGBoost().setLabelCol("CAPSULE").setSeed(1)
val algorithm = new H2OXGBoost()
.setLabelCol("CAPSULE")
.setSeed(1)
.setMonotoneConstraints(Map("AGE" -> 1.0, "RACE" -> -1.0))
val mojo = algorithm.fit(dataset)

compareParameterValues(algorithm, mojo)
Expand Down
6 changes: 6 additions & 0 deletions py/src/ai/h2o/sparkling/ml/params/H2OTypeConverters.py
Original file line number Diff line number Diff line change
Expand Up @@ -454,6 +454,12 @@ def scalaMapStringStringToDictStringAny(value):
else:
raise TypeError("Invalid type.")

@staticmethod
def nullableScalaMapStringStringToDictStringAny(value):
if value is None:
return None
else:
H2OTypeConverters.scalaMapStringStringToDictStringAny(value)

@staticmethod
def scalaArrayToPythonArray(array):
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,11 @@
# limitations under the License.
#

from ai.h2o.sparkling.ml.params.H2OTypeConverters import H2OTypeConverters


class HasMonotoneConstraintsOnMOJO:

def getMonotoneConstraints(self):
return self._java_obj.getMonotoneConstraints()
value = self._java_obj.getMonotoneConstraints()
return H2OTypeConverters.nullableScalaMapStringStringToDictStringAny(value)
Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,7 @@

def testGBMParameters(prostateDataset):
features = ['AGE', 'RACE', 'DPROS', 'DCAPS', 'PSA']
algorithm = H2OGBM(seed=1, labelCol="CAPSULE", featuresCols=features)
algorithm = H2OGBM(seed=1, labelCol="CAPSULE", featuresCols=features, monotoneConstraints={'AGE': 1, 'RACE': -1})
model = algorithm.fit(prostateDataset)
compareParameterValues(algorithm, model)

Expand All @@ -33,7 +33,7 @@ def testDRFParameters(prostateDataset):

def testXGBoostParameters(prostateDataset):
features = ['AGE', 'RACE', 'DPROS', 'DCAPS', 'PSA']
algorithm = H2OXGBoost(seed=1, labelCol="CAPSULE", featuresCols=features)
algorithm = H2OXGBoost(seed=1, labelCol="CAPSULE", featuresCols=features, monotoneConstraints={'AGE': 1, 'RACE': -1})
model = algorithm.fit(prostateDataset)
compareParameterValues(algorithm, model)

Expand Down Expand Up @@ -88,7 +88,6 @@ def isMethodRelevant(method):
methods = filter(isMethodRelevant, dir(model))

for method in methods:
print(method)
modelValue = getattr(model, method)()
algorithmValue = getattr(algorithm, method)()
assert(valuesAreEqual(algorithmValue, modelValue))
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -18,40 +18,34 @@
package ai.h2o.sparkling.ml.params

import ai.h2o.sparkling.ml.models.SpecificMOJOParameters
import hex.KeyValue
import hex.genmodel.MojoModel
import hex.genmodel.attributes.parameters.KeyValue
import org.apache.spark.expose.Logging

import scala.collection.JavaConverters._

trait HasMonotoneConstraintsOnMOJO extends ParameterConstructorMethods with SpecificMOJOParameters with Logging {
private val monotoneConstraints = new NullableDictionaryParam[Double](
private val monotoneConstraints = new NullableMapStringDoubleParam(
this,
"monotoneConstraints",
"A key must correspond to a feature name and value could be 1 or -1")

def getMonotoneConstraints(): Map[String, Double] = {
val value = $(monotoneConstraints)
if (value == null) {
null
} else {
value.asScala.toMap
}
}
def getMonotoneConstraints(): Map[String, Double] = $(monotoneConstraints)

override private[sparkling] def setSpecificParams(h2oMojo: MojoModel): Unit = {
super.setSpecificParams(h2oMojo)
try {
val h2oParameters = h2oMojo._modelAttributes.getModelParameters()
val h2oParametersMap = h2oParameters.map(i => i.name -> i.actual_value).toMap
h2oParametersMap.get("monotone_constraints").foreach { value =>
val keyValues = value.asInstanceOf[Array[KeyValue]]
val javaMap = if (keyValues != null) {
keyValues.map(kv => kv.getKey -> kv.getValue).toMap.asJava
val objectArray = value.asInstanceOf[Array[AnyRef]]
val scalaMap = if (objectArray != null) {
val keyValues = objectArray.map(_.asInstanceOf[KeyValue])
keyValues.map(kv => kv.getKey -> kv.getValue).toMap[String, Double]
} else {
null
}
set(monotoneConstraints, javaMap)
set(monotoneConstraints, scalaMap)
}
} catch {
case e: Throwable => logError("An error occurred during a try to access H2O MOJO parameters.", e)
Expand Down
Original file line number Diff line number Diff line change
@@ -0,0 +1,51 @@
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/

package ai.h2o.sparkling.ml.params

import org.apache.spark.ml.param.{Param, Params}
import org.json4s._
import org.json4s.jackson.JsonMethods.{compact, parse, render}

class NullableMapStringDoubleParam(parent: Params, name: String, doc: String, isValid: Map[String, Double] => Boolean)
extends Param[Map[String, Double]](parent, name, doc, isValid) {

def this(parent: Params, name: String, doc: String) =
this(parent, name, doc, _ => true)

override def jsonEncode(value: Map[String, Double]): String = {
val encoded = if (value == null) {
JNull
} else {
JObject(value.map(p => p._1 -> DoubleParam.jValueEncode(p._2)).toList)
}
compact(render(encoded))
}

override def jsonDecode(json: String): Map[String, Double] = {
parse(json) match {
case JNull => null
case JObject(pairs) =>
pairs.map {
case (name, value) =>
(name, DoubleParam.jValueDecode(value))
}.toMap
case _ =>
throw new IllegalArgumentException(s"Cannot decode $json to Map[String, Double].")
}
}
}
14 changes: 11 additions & 3 deletions scoring/src/main/scala/ai/h2o/sparkling/ml/utils/Utils.scala
Original file line number Diff line number Diff line change
Expand Up @@ -20,13 +20,21 @@ package ai.h2o.sparkling.ml.utils
import java.io.File

import hex.genmodel.{ModelMojoReader, MojoModel, MojoReaderBackendFactory}
import org.apache.spark.expose.Logging
import org.apache.spark.sql.Row
import org.apache.spark.sql.catalyst.expressions.GenericRow

object Utils {
object Utils extends Logging {
def getMojoModel(mojoFile: File): MojoModel = {
val reader = MojoReaderBackendFactory.createReaderBackend(mojoFile.getAbsolutePath)
ModelMojoReader.readFrom(reader, true)
try {
val reader = MojoReaderBackendFactory.createReaderBackend(mojoFile.getAbsolutePath)
ModelMojoReader.readFrom(reader, true)
} catch {
case e: Throwable =>
logError(s"Reading a mojo model with metadata failed. Trying to load the model without metadata...", e)
val reader = MojoReaderBackendFactory.createReaderBackend(mojoFile.getAbsolutePath)
ModelMojoReader.readFrom(reader, false)
}
}

def arrayToRow[T](array: Array[T]): Row = new GenericRow(array.map(_.asInstanceOf[Any]))
Expand Down