sklearn.preprocessing.PolynomialFeatures (#269)

* adding supun's polyfeatures code

* interaction_only flag breaks this, commenting out for now

* removing extra dividers

Co-authored-by: Matteo Interlandi <m.interlandi@gmail.com>
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Karla Saur 2020-08-30 13:52:03 -07:00 коммит произвёл GitHub
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Коммит e3cb0aedad
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8 изменённых файлов: 491 добавлений и 0 удалений

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@ -66,6 +66,7 @@ from .sklearn import nb as sklearn_nb # noqa: E402
from .sklearn import normalizer as sklearn_normalizer # noqa: E402
from .sklearn import one_hot_encoder as sklearn_ohe # noqa: E402
from .sklearn import pipeline # noqa: E402
from .sklearn import poly_features # noqa: E402
from .sklearn import scaler as sklearn_scaler # noqa: E402
from .sklearn import sv # noqa: E402
from . import lightgbm # noqa: E402

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@ -90,6 +90,10 @@ All scikit-learn operators converters are stored under this package.
<dd>
<div class="desc"><p>Converters for operators necessary for supporting scikit-learn Pipelines.</p></div>
</dd>
<dt><code class="name"><a title="hummingbird.ml.operator_converters.sklearn.poly_features" href="poly_features.html">hummingbird.ml.operator_converters.sklearn.poly_features</a></code></dt>
<dd>
<div class="desc"><p>Converter for scikit-learn PolynomialFeatures.</p></div>
</dd>
<dt><code class="name"><a title="hummingbird.ml.operator_converters.sklearn.scaler" href="scaler.html">hummingbird.ml.operator_converters.sklearn.scaler</a></code></dt>
<dd>
<div class="desc"><p>Converters for scikit-learn scalers: RobustScaler, MaxAbsScaler, MinMaxScaler, StandardScaler.</p></div>
@ -137,6 +141,7 @@ All scikit-learn operators converters are stored under this package.
<li><code><a title="hummingbird.ml.operator_converters.sklearn.normalizer" href="normalizer.html">hummingbird.ml.operator_converters.sklearn.normalizer</a></code></li>
<li><code><a title="hummingbird.ml.operator_converters.sklearn.one_hot_encoder" href="one_hot_encoder.html">hummingbird.ml.operator_converters.sklearn.one_hot_encoder</a></code></li>
<li><code><a title="hummingbird.ml.operator_converters.sklearn.pipeline" href="pipeline.html">hummingbird.ml.operator_converters.sklearn.pipeline</a></code></li>
<li><code><a title="hummingbird.ml.operator_converters.sklearn.poly_features" href="poly_features.html">hummingbird.ml.operator_converters.sklearn.poly_features</a></code></li>
<li><code><a title="hummingbird.ml.operator_converters.sklearn.scaler" href="scaler.html">hummingbird.ml.operator_converters.sklearn.scaler</a></code></li>
<li><code><a title="hummingbird.ml.operator_converters.sklearn.sv" href="sv.html">hummingbird.ml.operator_converters.sklearn.sv</a></code></li>
</ul>

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@ -0,0 +1,331 @@
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<title>hummingbird.ml.operator_converters.sklearn.poly_features API documentation</title>
<meta name="description" content="Converter for scikit-learn PolynomialFeatures." />
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<link rel="canonical" href="https://microsoft.github.io/hummingbird/ml/operator_converters/sklearn/poly_features.html">
</head>
<body>
<main>
<article id="content">
<header>
<h1 class="title">Module <code>hummingbird.ml.operator_converters.sklearn.poly_features</code></h1>
</header>
<section id="section-intro">
<p>Converter for scikit-learn PolynomialFeatures.</p>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/microsoft/hummingbird/blob/master/hummingbird/ml/operator_converters/sklearn/poly_features.py#L0-L86" class="git-link">Browse git</a>
</summary>
<pre><code class="python"># -------------------------------------------------------------------------
# Copyright (c) Microsoft Corporation. All rights reserved.
# Licensed under the MIT License. See License.txt in the project root for
# license information.
# --------------------------------------------------------------------------
&#34;&#34;&#34;
Converter for scikit-learn PolynomialFeatures.
&#34;&#34;&#34;
from .._base_operator import BaseOperator
from onnxconverter_common.registration import register_converter
import torch
class PolynomialFeatures(BaseOperator, torch.nn.Module):
&#34;&#34;&#34;
Class implementing PolynomialFeatures operators in PyTorch.
# TODO extend this class to support higher orders
&#34;&#34;&#34;
def __init__(self, n_features, degree, interaction_only, include_bias, device):
super(PolynomialFeatures, self).__init__()
self.transformer = True
self.n_features = n_features
self.interaction_only = interaction_only
self.include_bias = include_bias
indices = [i for j in range(n_features) for i in range(j * n_features + j, (j + 1) * n_features)]
self.n_poly_features = len(indices)
self.n_features = n_features
self.indices = torch.nn.Parameter(torch.LongTensor(indices), requires_grad=False)
self.bias = torch.nn.Parameter(torch.FloatTensor([1.0]), requires_grad=False)
def forward(self, x):
x_orig = x
x = x.view(-1, self.n_features, 1) * x.view(-1, 1, self.n_features)
x = x.view(-1, self.n_features ** 2)
x = torch.index_select(x, 1, self.indices)
# TODO: This gives mismatched elements
# if self.interaction_only:
# if self.include_bias:
# bias = self.bias.expand(x_orig.size()[0], 1)
# return torch.cat([bias, x], dim=1)
# else:
# return x
if self.include_bias:
bias = self.bias.expand(x_orig.size()[0], 1)
return torch.cat([bias, x_orig, x], dim=1)
else:
return torch.cat([x_orig, x], dim=1)
def convert_sklearn_poly_features(operator, device, extra_config):
&#34;&#34;&#34;
Converter for `sklearn.preprocessing.PolynomialFeatures`
Currently this supports only degree 2, and does not support interaction_only
Args:
operator: An operator wrapping a `sklearn.preprocessing.PolynomialFeatures` model
device: String defining the type of device the converted operator should be run on
extra_config: Extra configuration used to select the best conversion strategy
Returns:
A PyTorch model
&#34;&#34;&#34;
if operator.raw_operator.interaction_only:
raise NotImplementedError(&#34;Hummingbird does not currently support interaction_only flag for PolynomialFeatures&#34;)
if operator.raw_operator.degree != 2:
raise NotImplementedError(&#34;Hummingbird currently only supports degree 2 for PolynomialFeatures&#34;)
return PolynomialFeatures(
operator.raw_operator.n_input_features_,
operator.raw_operator.degree,
operator.raw_operator.interaction_only,
operator.raw_operator.include_bias,
device,
)
register_converter(&#34;SklearnPolynomialFeatures&#34;, convert_sklearn_poly_features)</code></pre>
</details>
</section>
<section>
</section>
<section>
</section>
<section>
<h2 class="section-title" id="header-functions">Functions</h2>
<dl>
<dt id="hummingbird.ml.operator_converters.sklearn.poly_features.convert_sklearn_poly_features"><code class="name flex">
<span>def <span class="ident">convert_sklearn_poly_features</span></span>(<span>operator, device, extra_config)</span>
</code></dt>
<dd>
<div class="desc"><p>Converter for <code>sklearn.preprocessing.PolynomialFeatures</code></p>
<p>Currently this supports only degree 2, and does not support interaction_only</p>
<h2 id="args">Args</h2>
<dl>
<dt><strong><code>operator</code></strong></dt>
<dd>An operator wrapping a <code>sklearn.preprocessing.PolynomialFeatures</code> model</dd>
<dt><strong><code>device</code></strong></dt>
<dd>String defining the type of device the converted operator should be run on</dd>
<dt><strong><code>extra_config</code></strong></dt>
<dd>Extra configuration used to select the best conversion strategy</dd>
</dl>
<h2 id="returns">Returns</h2>
<dl>
<dt><code>A PyTorch model</code></dt>
<dd>&nbsp;</dd>
</dl></div>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/microsoft/hummingbird/blob/master/hummingbird/ml/operator_converters/sklearn/poly_features.py#L58-L84" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def convert_sklearn_poly_features(operator, device, extra_config):
&#34;&#34;&#34;
Converter for `sklearn.preprocessing.PolynomialFeatures`
Currently this supports only degree 2, and does not support interaction_only
Args:
operator: An operator wrapping a `sklearn.preprocessing.PolynomialFeatures` model
device: String defining the type of device the converted operator should be run on
extra_config: Extra configuration used to select the best conversion strategy
Returns:
A PyTorch model
&#34;&#34;&#34;
if operator.raw_operator.interaction_only:
raise NotImplementedError(&#34;Hummingbird does not currently support interaction_only flag for PolynomialFeatures&#34;)
if operator.raw_operator.degree != 2:
raise NotImplementedError(&#34;Hummingbird currently only supports degree 2 for PolynomialFeatures&#34;)
return PolynomialFeatures(
operator.raw_operator.n_input_features_,
operator.raw_operator.degree,
operator.raw_operator.interaction_only,
operator.raw_operator.include_bias,
device,
)</code></pre>
</details>
</dd>
</dl>
</section>
<section>
<h2 class="section-title" id="header-classes">Classes</h2>
<dl>
<dt id="hummingbird.ml.operator_converters.sklearn.poly_features.PolynomialFeatures"><code class="flex name class">
<span>class <span class="ident">PolynomialFeatures</span></span>
<span>(</span><span>n_features, degree, interaction_only, include_bias, device)</span>
</code></dt>
<dd>
<div class="desc"><p>Class implementing PolynomialFeatures operators in PyTorch.</p>
<h1 id="todo-extend-this-class-to-support-higher-orders">TODO extend this class to support higher orders</h1></div>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/microsoft/hummingbird/blob/master/hummingbird/ml/operator_converters/sklearn/poly_features.py#L15-L55" class="git-link">Browse git</a>
</summary>
<pre><code class="python">class PolynomialFeatures(BaseOperator, torch.nn.Module):
&#34;&#34;&#34;
Class implementing PolynomialFeatures operators in PyTorch.
# TODO extend this class to support higher orders
&#34;&#34;&#34;
def __init__(self, n_features, degree, interaction_only, include_bias, device):
super(PolynomialFeatures, self).__init__()
self.transformer = True
self.n_features = n_features
self.interaction_only = interaction_only
self.include_bias = include_bias
indices = [i for j in range(n_features) for i in range(j * n_features + j, (j + 1) * n_features)]
self.n_poly_features = len(indices)
self.n_features = n_features
self.indices = torch.nn.Parameter(torch.LongTensor(indices), requires_grad=False)
self.bias = torch.nn.Parameter(torch.FloatTensor([1.0]), requires_grad=False)
def forward(self, x):
x_orig = x
x = x.view(-1, self.n_features, 1) * x.view(-1, 1, self.n_features)
x = x.view(-1, self.n_features ** 2)
x = torch.index_select(x, 1, self.indices)
# TODO: This gives mismatched elements
# if self.interaction_only:
# if self.include_bias:
# bias = self.bias.expand(x_orig.size()[0], 1)
# return torch.cat([bias, x], dim=1)
# else:
# return x
if self.include_bias:
bias = self.bias.expand(x_orig.size()[0], 1)
return torch.cat([bias, x_orig, x], dim=1)
else:
return torch.cat([x_orig, x], dim=1)</code></pre>
</details>
<h3>Ancestors</h3>
<ul class="hlist">
<li>hummingbird.ml.operator_converters._base_operator.BaseOperator</li>
<li>abc.ABC</li>
<li>torch.nn.modules.module.Module</li>
</ul>
<h3>Methods</h3>
<dl>
<dt id="hummingbird.ml.operator_converters.sklearn.poly_features.PolynomialFeatures.forward"><code class="name flex">
<span>def <span class="ident">forward</span></span>(<span>self, x)</span>
</code></dt>
<dd>
<div class="desc"><p>Defines the computation performed at every call.</p>
<p>Should be overridden by all subclasses.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>Although the recipe for forward pass needs to be defined within
this function, one should call the :class:<code>Module</code> instance afterwards
instead of this since the former takes care of running the
registered hooks while the latter silently ignores them.</p>
</div></div>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/microsoft/hummingbird/blob/master/hummingbird/ml/operator_converters/sklearn/poly_features.py#L37-L55" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def forward(self, x):
x_orig = x
x = x.view(-1, self.n_features, 1) * x.view(-1, 1, self.n_features)
x = x.view(-1, self.n_features ** 2)
x = torch.index_select(x, 1, self.indices)
# TODO: This gives mismatched elements
# if self.interaction_only:
# if self.include_bias:
# bias = self.bias.expand(x_orig.size()[0], 1)
# return torch.cat([bias, x], dim=1)
# else:
# return x
if self.include_bias:
bias = self.bias.expand(x_orig.size()[0], 1)
return torch.cat([bias, x_orig, x], dim=1)
else:
return torch.cat([x_orig, x], dim=1)</code></pre>
</details>
</dd>
</dl>
</dd>
</dl>
</section>
</article>
<nav id="sidebar">
<header>
<a class="homelink" rel="home" title="Hummingbird Home" href="https://github.com/microsoft/hummingbird"> Hummingbird
</a>
</header>
<h1>Index</h1>
<div class="toc">
<ul></ul>
</div>
<ul id="index">
<li><h3>Super-module</h3>
<ul>
<li><code><a title="hummingbird.ml.operator_converters.sklearn" href="index.html">hummingbird.ml.operator_converters.sklearn</a></code></li>
</ul>
</li>
<li><h3><a href="#header-functions">Functions</a></h3>
<ul class="">
<li><code><a title="hummingbird.ml.operator_converters.sklearn.poly_features.convert_sklearn_poly_features" href="#hummingbird.ml.operator_converters.sklearn.poly_features.convert_sklearn_poly_features">convert_sklearn_poly_features</a></code></li>
</ul>
</li>
<li><h3><a href="#header-classes">Classes</a></h3>
<ul>
<li>
<h4><code><a title="hummingbird.ml.operator_converters.sklearn.poly_features.PolynomialFeatures" href="#hummingbird.ml.operator_converters.sklearn.poly_features.PolynomialFeatures">PolynomialFeatures</a></code></h4>
<ul class="">
<li><code><a title="hummingbird.ml.operator_converters.sklearn.poly_features.PolynomialFeatures.forward" href="#hummingbird.ml.operator_converters.sklearn.poly_features.PolynomialFeatures.forward">forward</a></code></li>
</ul>
</li>
</ul>
</li>
</ul>
</nav>
</main>
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@ -51,6 +51,7 @@ MLPClassifier,
MultinomialNB,
Normalizer,
OneHotEncoder,
PolynomialFeatures,
RandomForestClassifier,
RandomForestRegressor,
RobustScaler,
@ -111,6 +112,7 @@ MLPClassifier,
MultinomialNB,
Normalizer,
OneHotEncoder,
PolynomialFeatures,
RandomForestClassifier,
RandomForestRegressor,
RobustScaler,
@ -188,6 +190,7 @@ def _build_sklearn_operator_list():
MinMaxScaler,
Normalizer,
OneHotEncoder,
PolynomialFeatures,
RobustScaler,
StandardScaler,
)
@ -231,6 +234,7 @@ def _build_sklearn_operator_list():
MaxAbsScaler,
MinMaxScaler,
Normalizer,
PolynomialFeatures,
RobustScaler,
StandardScaler,
# Feature selection

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@ -36,6 +36,7 @@ from .sklearn import nb as sklearn_nb # noqa: E402
from .sklearn import normalizer as sklearn_normalizer # noqa: E402
from .sklearn import one_hot_encoder as sklearn_ohe # noqa: E402
from .sklearn import pipeline # noqa: E402
from .sklearn import poly_features # noqa: E402
from .sklearn import scaler as sklearn_scaler # noqa: E402
from .sklearn import sv # noqa: E402
from . import lightgbm # noqa: E402

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@ -0,0 +1,87 @@
# -------------------------------------------------------------------------
# Copyright (c) Microsoft Corporation. All rights reserved.
# Licensed under the MIT License. See License.txt in the project root for
# license information.
# --------------------------------------------------------------------------
"""
Converter for scikit-learn PolynomialFeatures.
"""
from .._base_operator import BaseOperator
from onnxconverter_common.registration import register_converter
import torch
class PolynomialFeatures(BaseOperator, torch.nn.Module):
"""
Class implementing PolynomialFeatures operators in PyTorch.
# TODO extend this class to support higher orders
"""
def __init__(self, n_features, degree, interaction_only, include_bias, device):
super(PolynomialFeatures, self).__init__()
self.transformer = True
self.n_features = n_features
self.interaction_only = interaction_only
self.include_bias = include_bias
indices = [i for j in range(n_features) for i in range(j * n_features + j, (j + 1) * n_features)]
self.n_poly_features = len(indices)
self.n_features = n_features
self.indices = torch.nn.Parameter(torch.LongTensor(indices), requires_grad=False)
self.bias = torch.nn.Parameter(torch.FloatTensor([1.0]), requires_grad=False)
def forward(self, x):
x_orig = x
x = x.view(-1, self.n_features, 1) * x.view(-1, 1, self.n_features)
x = x.view(-1, self.n_features ** 2)
x = torch.index_select(x, 1, self.indices)
# TODO: This gives mismatched elements
# if self.interaction_only:
# if self.include_bias:
# bias = self.bias.expand(x_orig.size()[0], 1)
# return torch.cat([bias, x], dim=1)
# else:
# return x
if self.include_bias:
bias = self.bias.expand(x_orig.size()[0], 1)
return torch.cat([bias, x_orig, x], dim=1)
else:
return torch.cat([x_orig, x], dim=1)
def convert_sklearn_poly_features(operator, device, extra_config):
"""
Converter for `sklearn.preprocessing.PolynomialFeatures`
Currently this supports only degree 2, and does not support interaction_only
Args:
operator: An operator wrapping a `sklearn.preprocessing.PolynomialFeatures` model
device: String defining the type of device the converted operator should be run on
extra_config: Extra configuration used to select the best conversion strategy
Returns:
A PyTorch model
"""
if operator.raw_operator.interaction_only:
raise NotImplementedError("Hummingbird does not currently support interaction_only flag for PolynomialFeatures")
if operator.raw_operator.degree != 2:
raise NotImplementedError("Hummingbird currently only supports degree 2 for PolynomialFeatures")
return PolynomialFeatures(
operator.raw_operator.n_input_features_,
operator.raw_operator.degree,
operator.raw_operator.interaction_only,
operator.raw_operator.include_bias,
device,
)
register_converter("SklearnPolynomialFeatures", convert_sklearn_poly_features)

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@ -36,6 +36,7 @@ MLPClassifier,
MultinomialNB,
Normalizer,
OneHotEncoder,
PolynomialFeatures,
RandomForestClassifier,
RandomForestRegressor,
RobustScaler,
@ -113,6 +114,7 @@ def _build_sklearn_operator_list():
MinMaxScaler,
Normalizer,
OneHotEncoder,
PolynomialFeatures,
RobustScaler,
StandardScaler,
)
@ -156,6 +158,7 @@ def _build_sklearn_operator_list():
MaxAbsScaler,
MinMaxScaler,
Normalizer,
PolynomialFeatures,
RobustScaler,
StandardScaler,
# Feature selection

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@ -0,0 +1,59 @@
"""
Tests sklearn Binarizer converter
"""
import unittest
import warnings
import numpy as np
import torch
from sklearn.preprocessing import PolynomialFeatures
import hummingbird.ml
class TestSklearnPolynomialFeatures(unittest.TestCase):
def _test_sklearn_polynomial_featurizer(self, data, model):
data_tensor = torch.from_numpy(data)
torch_model = hummingbird.ml.convert(model, "torch")
self.assertIsNotNone(torch_model)
np.testing.assert_allclose(
model.transform(data), torch_model.transform(data_tensor), rtol=1e-06, atol=1e-06,
)
def test_sklearn_poly_feat_with_bias(self):
data = np.array([[1.2, 3.2, 1.3, -5.6], [4.3, -3.2, 5.7, 1.0], [0, 3.2, 4.7, -8.9]], dtype=np.float32)
model = PolynomialFeatures(degree=2, include_bias=True, order="F").fit(data)
self._test_sklearn_polynomial_featurizer(data, model)
def test_sklearn_poly_feat_with_no_bias(self):
data = np.array([[1.2, 3.2, 1.3, -5.6], [4.3, -3.2, 5.7, 1.0], [0, 3.2, 4.7, -8.9]], dtype=np.float32)
model = PolynomialFeatures(degree=2, include_bias=False, order="F").fit(data)
self._test_sklearn_polynomial_featurizer(data, model)
# TODO: interaction is not currently supported (bug)
# def test_sklearn_poly_feat_with_interaction_and_bias(self):
# data = np.array([[1.2, 3.2, 1.3, -5.6], [4.3, -3.2, 5.7, 1.0], [0, 3.2, 4.7, -8.9]], dtype=np.float32)
# model = PolynomialFeatures(degree=2, include_bias=True, order="F", interaction_only=True).fit(data)
# self._test_sklearn_polynomial_featurizer(data, model)
# def test_sklearn_poly_feat_with_interaction_and_no_bias(self):
# data = np.array([[1.2, 3.2, 1.3, -5.6], [4.3, -3.2, 5.7, 1.0], [0, 3.2, 4.7, -8.9]], dtype=np.float32)
# model = PolynomialFeatures(degree=2, include_bias=False, order="F", interaction_only=True).fit(data)
# self._test_sklearn_polynomial_featurizer(data, model)
def test_sklearn_poly_featurizer_raises(self):
data = np.array([[1.2, 3.2, 1.3, -5.6], [4.3, -3.2, 5.7, 1.0], [0, 3.2, 4.7, -8.9]], dtype=np.float32)
# TODO: delete when implemented
model = PolynomialFeatures(degree=4, include_bias=True, order="F").fit(data)
self.assertRaises(NotImplementedError, hummingbird.ml.convert, model, "torch")
# TODO: delete when implemented
model = PolynomialFeatures(degree=2, interaction_only=True, order="F").fit(data)
self.assertRaises(NotImplementedError, hummingbird.ml.convert, model, "torch")
if __name__ == "__main__":
unittest.main()