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Standalone minimum variance estimator #463

Merged
merged 18 commits into from
Mar 6, 2020
Merged

Standalone minimum variance estimator #463

merged 18 commits into from
Mar 6, 2020

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clin-projects
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@clin-projects clin-projects commented Feb 26, 2020

Related issues
N/A

Describe the proposed solution
Standalone unary estimator to perform a minimum variance filter on derived features. Move shared functionality out of SanityChecker into DerivedFeatureFilterUtils object

Describe alternatives you've considered

Alternative 1: Gated Params

  • Put all SanityChecker filters behind params so that they can be disabled
  • Currently, SanityChecker member functions are private; we would make public those functions needed by UnsupervisedSanityChecker
  • UnsupervisedSanityChecker = unaryEstimator that calls functions from SanityChecker
  • Keep SanityCheckerParams the same for both (there will just be some extra that do not apply to unary case)

Alternative 2: Minimal Wrapper Function

  • Create a wrapper function that creates a new SanityChecker stage using a dummy response and sets trivial thresholds to deactivate filters that use the response

Additional context
We have a need for a minimum variance filter in an unsupervised (i.e., label-less) setting. While SanityChecker already has a minimum variance filter, it is a BinaryEstimator and assumes a (response, features) pair as input

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@clin-projects clin-projects changed the title Standalone minimum variance estimator [WIP] Standalone minimum variance estimator Feb 27, 2020
val outputMeta = OpVectorMetadata(getOutputFeatureName, outputFeatures, vectorMeta.history)

val summaryMetadata = {
val featuresStatistics = new SummaryStatistics(colStats, sample = 1.0)
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In general we ant to have a case class for metadata with a toMetadata and fromMetadata method to make working with these easier

@clin-projects clin-projects changed the title [WIP] Standalone minimum variance estimator Standalone minimum variance estimator Feb 28, 2020
) extends UnaryEstimator[OPVector, OPVector](operationName = operationName, uid = uid)
with MinVarianceFilterParams {

private def makeColumnStatistics
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rather than copy pasting these functions is it possible to move them to a shared companion object and just have default empty values for the parts you dont use?

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@tovbinm tovbinm left a comment

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lgtm

* @param removeBadFeatures
* @return
*/
def minVariance
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perhaps name this filterMinVariance

}
val removeBad = $(removeBadFeatures)

logInfo("Getting vector rows")
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Do these have to be log info statements? debug seem more appropriate.

val json = meta.wrapped.prettyJson
val recovered = Metadata.fromJson(json)

// recovered shouldBe meta
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I would prefer to compare properly, instead of the hashcode (since it's difficult to troubleshoot).

import org.junit.runner.RunWith
import org.scalatest.junit.JUnitRunner

case class UnlabeledTextRawData
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move this class to the end of the file

import org.slf4j.impl.Log4jLoggerAdapter


trait MinVarianceFilterParams extends DerivedFeatureFilterParams {
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move this trait to the end of the file

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If you are just setting defaults for these values you dont need a separate trait just set them in the class

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@leahmcguire leahmcguire left a comment

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LGTM please just add comments for functions

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@leahmcguire @tovbinm All comments addressed. Let me know if further changes are needed, or whether we can merge, thanks!!!

@tovbinm tovbinm merged commit eabb33e into master Mar 6, 2020
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tovbinm commented Mar 6, 2020

Great work!

@tovbinm tovbinm deleted the cl/minvarfilter branch March 6, 2020 14:58
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Oof, I didn't get to this in time but why did you change all the log levels for SanityChecker? We use this stuff pretty often when running experiments.

@nicodv nicodv mentioned this pull request Jun 11, 2020
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4 participants