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refactoring segmentation function

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This commit is contained in:
mehak-sachdeva 2017-01-30 17:14:20 -05:00
parent e5f1f92ce1
commit cee8967274
4 changed files with 188 additions and 152 deletions
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18
src/pg/sql/05_segmentation.sql
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@ -51,3 +51,21 @@ AS $$
model_params = {'n_estimators': n_estimators, 'max_depth':max_depth, 'subsample' : subsample, 'learning_rate': learning_rate, 'min_samples_leaf' : min_samples_leaf}
return create_and_predict_segment(query,variable_name,target_table, model_params)
$$ LANGUAGE plpythonu;
CREATE OR REPLACE FUNCTION
CDB_CreateAndPredictSegment (
query TEXT,
variable_name TEXT,
target_table TEXT,
feature_columns TEXT[],
n_estimators INTEGER DEFAULT 1200,
max_depth INTEGER DEFAULT 3,
subsample DOUBLE PRECISION DEFAULT 0.5,
learning_rate DOUBLE PRECISION DEFAULT 0.01,
min_samples_leaf INTEGER DEFAULT 1)
RETURNS TABLE (cartodb_id TEXT, prediction NUMERIC, accuracy NUMERIC)
AS $$
from crankshaft.segmentation import create_and_predict_segment
model_params = {'n_estimators': n_estimators, 'max_depth':max_depth, 'subsample' : subsample, 'learning_rate': learning_rate, 'min_samples_leaf' : min_samples_leaf}
return create_and_predict_segment(query,variable_name,target_table, model_params)
$$ LANGUAGE plpythonu;

41
src/py/crankshaft/crankshaft/analysis_data_provider.py
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@ -65,3 +65,44 @@ class AnalysisDataProvider:
return data
except plpy.SPIError, err:
plpy.error('Analysis failed: %s' % err)
def get_model_data(self, params):
"""fetch data for Segmentation"""
columns = ','.join(['array_agg("{col}") As "{col}"'.format(col=col)
for col in params['feature_columns']])
query = ("SELECT"
"array_agg({target}) As target,"
"{columns} As feature",
"FROM ({subquery}) As q").format(params['query'],
['variable'])
try:
data = plpy.execute(query)
return data
except plpy.SPIError, err:
plpy.error('Failed to build segmentation model: %s' % err)
def get_segment_data(self, params):
"""fetch cartodb_ids"""
query = ("SELECT"
"array_agg({id_col} ORDER BY {id_col}) as ids,"
"FROM ({subquery}) as q").format(**params)
try:
data = plpy.execute(query)
return data
except plpy.SPIError, err:
plpy.error('Failed to build segmentation model: %s' % err)
def get_predict_data(self, params):
"""fetch data for Segmentation"""
joined_features = ','.join(['"{0}"::numeric'.format(a)
for a in features_columns])
query = ("SELECT"
"Array({joined_features}) As features,"
"FROM ({subquery}) as q").format(**params)
try:
cursor = plpy.cursor(query)
return cursor
except plpy.SPIError, err:
plpy.error('Failed to build segmentation model: %s' % err)

184
src/py/crankshaft/crankshaft/segmentation/segmentation.py
View File

@ -8,56 +8,28 @@ import plpy
from sklearn.ensemble import GradientBoostingRegressor
from sklearn import metrics
from sklearn.cross_validation import train_test_split
from crankshaft.analysis_data_provider import AnalysisDateProvider
# Lower level functions
# ---------------------
# NOTE: added optional param here
def replace_nan_with_mean(array, avgs=None):
"""
Input:
@param array: an array of floats which may have null-valued entries
Output:
array with nans filled in with the mean of the dataset
"""
# TODO: update code to take in avgs parameter
# returns an array of rows and column indices
indices = np.where(np.isnan(array))
# iterate through entries which have nan values
for row, col in zip(*indices):
array[row, col] = np.mean(array[~np.isnan(array[:, col]), col])
return array
def get_data(variable, feature_columns, query):
"""
Fetch data from the database, clean, and package into
numpy arrays
Input:
@param variable: name of the target variable
@param feature_columns: list of column names
@param query: subquery that data is pulled from for the packaging
Output:
prepared data, packaged into NumPy arrays
"""
class Segmentation:
columns = ','.join(['array_agg("{col}") As "{col}"'.format(col=col)
for col in feature_columns])
def __init__(self, data_provider=None):
if data_provider is None:
self.data_provider = AnalysisDataProvider()
else:
self.data_provider = data_provider
try:
data = plpy.execute('''
SELECT
array_agg("{variable}") As target,
{columns}
FROM ({query}) As a'''.format(
variable=variable,
columns=columns,
query=query))
except Exception, e:
plpy.error('Failed to access data to build segmentation model: %s' % e)
def clean_data(self, query, variable, feature_columns):
params = {"subquery": query,
"target": variable,
"features": feature_columns}
data = self.data_provider.get_model_data(params)
# extract target data from plpy object
target = np.array(data[0]['target'])
@ -66,28 +38,53 @@ def get_data(variable, feature_columns, query):
features = np.column_stack([np.array(data[0][col], dtype=float)
for col in feature_columns])
return replace_nan_with_mean(target), replace_nan_with_mean(features)
features, feature_means = replace_nan_with_mean(features)
target, target_mean = replace_nan_with_mean(target)
return target, features, target_mean, feature_means
def replace_nan_with_mean(array, means=None):
"""
Input:
@param array: an array of floats which may have null-valued
entries
Output:
array with nans filled in with the mean of the dataset
"""
# TODO: update code to take in avgs parameter
# returns an array of rows and column indices
indices = np.where(np.isnan(array))
if not means:
for col in np.shape(array)[1]:
means[col] = np.mean(array[~np.isnan(array[:, col]), col])
# iterate through entries which have nan values
for row, col in zip(*indices):
array[row, col] = means[col]
return array, means
# High level interface
# --------------------
def create_and_predict_segment_agg(target, features, target_features,
def create_and_predict_segment_agg(target, features, target_features,
target_ids, model_parameters):
"""
Version of create_and_predict_segment that works on arrays that come
straight form the SQL calling the function.
Input:
@param target: The 1D array of lenth NSamples containing the target
variable we want the model to predict
@param target: The 1D array of lenth NSamples containing the
target variable we want the model to predict
@param features: The 2D array of size NSamples * NFeatures that
form the imput to the model
@param target_ids: A 1D array of target_ids that will be used to
associate the results of the prediction with the rows which
@param target_ids: A 1D array of target_ids that will be used
to associate the results of the prediction with the rows which
they come from
@param model_parameters: A dictionary containing parameters for the
model.
@param model_parameters: A dictionary containing parameters for
the model.
"""
clean_target = replace_nan_with_mean(target)
@ -101,51 +98,43 @@ def create_and_predict_segment_agg(target, features, target_features,
return zip(target_ids, prediction,
np.full(prediction.shape, accuracy_array))
def create_and_predict_segment(query, variable, target_query, model_params):
def create_and_predict_segment(query, variable, feature_columns,
target_query, model_params):
"""
generate a segment with machine learning
Stuart Lynn
@param query: subquery that data is pulled from for packaging
@param variable: name of the target variable
@param feature_columns: list of column names
@target_query: The query to run to obtain the data to predict
@param model_params: A dictionary of model parameters, the full
specification can be found on the
scikit learn page for [GradientBoostingRegressor]
(http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.GradientBoostingRegressor.html)
"""
# fetch column names
try:
columns = plpy.execute('''
SELECT *
FROM ({query}) As a
LIMIT 1'''.format(query=query))[0].keys()
except Exception, e:
plpy.error('Failed to build segmentation model: %s' % e)
# extract column names to be used in building the segmentation model
feature_columns = set(columns) - set([variable, 'cartodb_id',
'the_geom', 'the_geom_webmercator'])
# get data from database
target, features = get_data(variable, feature_columns, query)
params = {"subquery": target_query,
"id_col": "cartodb_id"}
target, features, target_mean,
feature_means = clean_data(variable, feature_columns, query)
model, accuracy = train_model(target, features, model_params, 0.2)
result = predict_segment(model, feature_columns, target_query)
result = predict_segment(model, feature_columns, target_query,
feature_means)
accuracy_array = [accuracy] * result.shape[0]
# cartodb_id plpy.execute code here instead of in predict_segment
try:
cartodb_ids = plpy.execute('''
SELECT array_agg(cartodb_id ORDER BY cartodb_id) As cartodb_ids
FROM ({0}) As a'''.format(target_query))[0]['cartodb_ids']
except Exception, err:
plpy.error('Failed to build segmentation model: %s' % err)
cartodb_ids = self.data_provider.get_segment_data(params)
return zip(cartodb_ids, result, accuracy_array)
def train_model(target, features, model_params, test_split):
def train_model(target, features, model_params, test_split):
"""
Train the Gradient Boosting model on the provided data and calculate
Train the Gradient Boosting model on the provided data to calculate
the accuracy of the model
Input:
@param target: 1D Array of the variable that the model is to be
trained to predict
@param features: 2D Array NSamples * NFeatures to use in trining
@param features: 2D Array NSamples *NFeatures to use in trining
the model
@param model_params: A dictionary of model parameters, the full
specification can be found on the
@ -154,8 +143,9 @@ def train_model(target, features, model_params, test_split):
@parma test_split: The fraction of the data to be withheld for
testing the model / calculating the accuray
"""
features_train, features_test, target_train, target_test =
train_test_split(features, target, test_size=test_split)
features_train, features_test,
target_train, target_test = train_test_split(features, target,
test_size=test_split)
model = GradientBoostingRegressor(**model_params)
model.fit(features_train, target_train)
accuracy = calculate_model_accuracy(model, features_test, target_test)
@ -167,16 +157,16 @@ def calculate_model_accuracy(model, features_test, target_test):
Calculate the mean squared error of the model prediction
Input:
@param model: model trained from input features
@param features_test: test features set to make a prediction from
@param features_test: test features set to make prediction from
@param target_target: test target set to compare predictions to
Output:
mean squared error of the model prection compared to target_test
mean squared error of the model prection compared target_test
"""
prediction = model.predict(features_test)
return metrics.mean_squared_error(prediction, target_test)
def predict_segment(model, features_col, target_query):
def predict_segment(model, features_columns, target_query, feature_means):
"""
Use the provided model to predict the values for the new feature set
Input:
@ -188,37 +178,21 @@ def predict_segment(model, features_col, target_query):
"""
batch_size = 1000
joined_features = ','.join(['"{0}"::numeric'.format(a)
for a in features_col])
params = {"subquery": target_query,
"feature": feature_columns}
try:
cursor = plpy.cursor('''
SELECT Array[{joined_features}] As features
FROM ({target_query}) As a'''.format(
joined_features=joined_features,
target_query=target_query))
except Exception, err:
plpy.error('Failed to build segmentation model: %s' % err)
# TODO: is this a good solution for finding the averages?
# r = plpy.execute('''
# SELECT {cols}
# FROM ({target_query}) As a
# '''.format(cols=', '.join(['avg({c}) As {c}'.format(c=c)
# for c in joined_features]),
# target_query=target_query))
# avgs = [r[0][c] for c in joined_features]
results = []
cursors = self.data_provider.get_predict_data(params)
while True:
rows = cursor.fetch(batch_size)
rows = cursors.fetch(batch_size)
if not rows:
break
batch = np.row_stack([np.array(row['features'], dtype=float)
for row in rows])
# Need to fix this to global mean. This will cause weird effects
batch = replace_nan_with_mean(batch)
batch = replace_nan_with_mean(batch, feature_means)
prediction = model.predict(batch)
results.append(prediction)

3
src/py/crankshaft/test/mock_plpy.py
View File

@ -42,6 +42,9 @@ class MockPlPy:
def info(self, msg):
self.infos.append(msg)
def error(self, msg):
self.infos.append(msg)
def cursor(self, query):
data = self.execute(query)
return MockCursor(data)