demo0.py

#!/usr/bin/env python
# coding: utf-8

"""Building ML pipeline from blocks and fit + predict the pipeline itself."""

import os
import pickle
import time

import numpy as np
import pandas as pd

from lightautoml.dataset.np_pd_dataset import PandasDataset
from lightautoml.dataset.roles import CategoryRole
from lightautoml.dataset.roles import DatetimeRole
from lightautoml.dataset.roles import FoldsRole
from lightautoml.dataset.roles import NumericRole
from lightautoml.dataset.roles import TargetRole
from lightautoml.dataset.utils import roles_parser
from lightautoml.ml_algo.boost_lgbm import BoostLGBM
from lightautoml.ml_algo.tuning.optuna import OptunaTuner
from lightautoml.pipelines.features.lgb_pipeline import LGBSimpleFeatures
from lightautoml.pipelines.ml.base import MLPipeline
from lightautoml.pipelines.selection.importance_based import ImportanceCutoffSelector
from lightautoml.pipelines.selection.importance_based import (
    ModelBasedImportanceEstimator,
)
from lightautoml.tasks import Task
from lightautoml.validation.np_iterators import FoldsIterator


# Read data from file
print("Read data from file")
data = pd.read_csv(
    "./data/sampled_app_train.csv",
    usecols=[
        "TARGET",
        "NAME_CONTRACT_TYPE",
        "AMT_CREDIT",
        "NAME_TYPE_SUITE",
        "AMT_GOODS_PRICE",
        "DAYS_BIRTH",
        "DAYS_EMPLOYED",
    ],
)

# Fix dates and convert to date type
print("Fix dates and convert to date type")
data["BIRTH_DATE"] = np.datetime64("2018-01-01") + data["DAYS_BIRTH"].astype(np.dtype("timedelta64[D]"))
data["EMP_DATE"] = np.datetime64("2018-01-01") + np.clip(data["DAYS_EMPLOYED"], None, 0).astype(
    np.dtype("timedelta64[D]")
)
data.drop(["DAYS_BIRTH", "DAYS_EMPLOYED"], axis=1, inplace=True)

# Create folds
print("Create folds")
data["__fold__"] = np.random.randint(0, 5, len(data))

# Print data head
print("Print data head")
print(data.head())

# # Set roles for columns
print("Set roles for columns")
check_roles = {
    TargetRole(): "TARGET",
    CategoryRole(dtype=str): ["NAME_CONTRACT_TYPE", "NAME_TYPE_SUITE"],
    NumericRole(np.float32): ["AMT_CREDIT", "AMT_GOODS_PRICE"],
    DatetimeRole(seasonality=["y", "m", "wd"]): ["BIRTH_DATE", "EMP_DATE"],
    FoldsRole(): "__fold__",
}

# create Task
task = Task("binary")
# # Creating PandasDataSet
print("Creating PandasDataset")
start_time = time.time()
pd_dataset = PandasDataset(data, roles_parser(check_roles), task=task)
print("PandasDataset created. Time = {:.3f} sec".format(time.time() - start_time))

# # Print pandas dataset feature roles
print("Print pandas dataset feature roles")
roles = pd_dataset.roles
for role in roles:
    print("{}: {}".format(role, roles[role]))

# # Feature selection part
print("Feature selection part")
selector_iterator = FoldsIterator(pd_dataset, 1)
print("Selection iterator created")

model = BoostLGBM()
pipe = LGBSimpleFeatures()
print("Pipe and model created")

model0 = BoostLGBM(
    default_params={
        "learning_rate": 0.05,
        "num_leaves": 64,
        "seed": 0,
        "num_threads": 5,
    }
)

mbie = ModelBasedImportanceEstimator()
selector = ImportanceCutoffSelector(pipe, model0, mbie, cutoff=10)
start_time = time.time()
selector.fit(selector_iterator)
print("Feature selector fitted. Time = {:.3f} sec".format(time.time() - start_time))

print("Feature selector scores:")
print("\n{}".format(selector.get_features_score()))

# # Build AutoML pipeline
print("Start building AutoML pipeline")
pipe = LGBSimpleFeatures()
print("Pipe created")

params_tuner1 = OptunaTuner(n_trials=10, timeout=300)
model1 = BoostLGBM(default_params={"learning_rate": 0.05, "num_leaves": 128})
print("Tuner1 and model1 created")

params_tuner2 = OptunaTuner(n_trials=100, timeout=300)
model2 = BoostLGBM(default_params={"learning_rate": 0.025, "num_leaves": 64})
print("Tuner2 and model2 created")

total = MLPipeline(
    [(model1, params_tuner1), (model2, params_tuner2)],
    pre_selection=selector,
    features_pipeline=pipe,
    post_selection=None,
)

print("Finished building AutoML pipeline")

# # Create full train iterator
print("Full train valid iterator creation")
train_valid = FoldsIterator(pd_dataset)
print("Full train valid iterator created")

# # Fit predict using pipeline
print("Start AutoML pipeline fit_predict")
start_time = time.time()
pred = total.fit_predict(train_valid)
print("Fit_predict finished. Time = {:.3f} sec".format(time.time() - start_time))

# # Check preds
print("Preds:")
print("\n{}".format(pred))
print("Preds.shape = {}".format(pred.shape))

# # Predict full train dataset
print("Predict full train dataset")
start_time = time.time()
train_pred = total.predict(pd_dataset)
print("Predict finished. Time = {:.3f} sec".format(time.time() - start_time))
print("Preds:")
print("\n{}".format(train_pred))
print("Preds.shape = {}".format(train_pred.shape))

print("Pickle automl")
with open("automl.pickle", "wb") as f:
    pickle.dump(total, f)

print("Load pickled automl")
with open("automl.pickle", "rb") as f:
    total = pickle.load(f)

print("Predict loaded automl")
train_pred = total.predict(pd_dataset)
os.remove("automl.pickle")

# # Check preds feature names
print("Preds features: {}".format(train_pred.features))

# # Check model feature scores
print("Feature scores for model_1:\n{}".format(model1.get_features_score()))
print("Feature scores for model_2:\n{}".format(model2.get_features_score()))