Mean target value encoding for categorical variable using dask

mean_target_encoding.py

#
# XXX: do not use this code, it's broken!
# Use: https://gist.github.com/ogrisel/b6a97ed87939e3b559568ac2f6599cba
#
# See comments.

import os
import os.path as op
from time import time
import dask.dataframe as ddf
import dask.array as da
from dask import delayed, compute
from distributed import Client


def make_categorical_data(n_samples=int(1e7), n_features=10):
    """Generate some random categorical data

    The default parameters should generate around 1GB of random integer data
    with increasing cardinality along with a normally distributed real valued
    target variable.
    """
    feature_names = ['f_%03d' % i for i in range(n_features)]
    features_series = [
        da.random.randint(low=0, high=(i + 1) * 10, size=n_samples,
                          chunks=n_samples // 10)
        for i in range(n_features)
    ]
    features_series = [
        ddf.from_dask_array(col_data, columns=[feature_name])
        for col_data, feature_name in zip(features_series, feature_names)
    ]

    target = da.random.normal(loc=0, scale=1, size=n_samples,
                              chunks=n_samples // 10)
    target = ddf.from_dask_array(target, columns=['target'])

    data = ddf.concat(features_series + [target], axis=1)
    data = data.repartition(npartitions=10)
    return data


def target_mean_transform(data, feature_colname, target_colname):
    if data[feature_colname].dtype.kind not in ('i', 'O'):
        # Non-categorical variables are kept untransformed:
        return data[feature_colname]

    data = data[[feature_colname, target_colname]]
    target_means = data.groupby(feature_colname).mean()
    mapping = target_means.to_dict()[target_colname]
    return data[feature_colname].map(mapping)


def encode_with_target_mean(data, target_colname='target'):
    """Supervised encoding of categorical variables with per-group target mean.

    All columns that contain integer values are replaced by real valued data
    representing the average target value for each category.
    """
    features_data = data.drop(target_colname, axis=1)
    target_data = data[target_colname]
    return delayed(ddf.concat)(
        [delayed(target_mean_transform)(data, colname, target_colname)
         for colname in features_data.columns] + [target_data],
        axis=1
    )


if __name__ == '__main__':
    # make sure dask uses the distributed scheduler:
    # Start the scheduler and at least one worker with:
    #    $ dask-scheduler
    #    $ dask-worker localhost:8786
    #
    c = Client('localhost:8786')
    original_folder_name = op.abspath('random_categorical_data')
    encoded_folder_name = op.abspath('random_encoded_data')
    if not op.exists(original_folder_name):
        print("Generating random categorical data in", original_folder_name)
        os.mkdir(original_folder_name)
        data = make_categorical_data()
        ddf.to_parquet(original_folder_name, data)

    print("Using data from", original_folder_name)
    data = ddf.read_parquet(original_folder_name)

    print("Encoding categorical variables...")
    encoded = encode_with_target_mean(data, target_colname='target')

    print("Saving encoded data to", encoded_folder_name)
    t0 = time()
    # Repartition to get small parquet files in the output folder.
    encoded = encoded.repartition(npartitions=10)
    compute(delayed(ddf.to_parquet)(encoded_folder_name, encoded))
    print("done in %0.3fs" % (time() - t0))

I think we may want a version of dask.Series.map(val) that works when val is a dask.Series. Taking a look now.

So delayed(ddf.concat) is unnecessary

Actually in my case, the columns are generated by delayed calls. Therefore I cannot pass them directly to ddf.concat. I would probably need to introduce an explicit synchronyzation barrier by calling compute on the output of encode_with_target_mean on the output of the [delayed(target_mean_transform)(...)] comprehension but I wanted to make it work in a single call to the scheduler.

It's probably not possible. I will try in a new gist.

When you call a delayed function on a dask object that dask object will be made into a numpy or pandas dataframe before being passed to your function. If you want to apply that function independently to every partition then I recommend using the map_partitions method.

In my case map_partitions does not work as I need to a global groupby for each column (ideally in parallel). I cannot restrict the transformation to be partition-wise.

I think we may want a version of dask.Series.map(val) that works when val is a dask.Series. Taking a look now.

That would be nice to have to avoid when the cardinality of the categorical variables would be too big to get the full mapping to fit in memory but I don't think this is a problem for common categorical encoding in practice. Categories with a cardinality in the million scale are small enough to fit in ram without any problem.

Maybe I should just not try to do any nesting by parallelizing the column-wise transforms. The internal calls to group-by and map should already parallelize enough.

Ok I have a new version of the example where I removed the column-wise parallelism:

https://gist.github.com/ogrisel/b6a97ed87939e3b559568ac2f6599cba

There is no need for delayed anymore (just plain collection operations) and the tasks panel of bokeh makes me think that it's well parallelized like that already.

Also that fixed version only take 10s 13s total instead of 20s.

Maybe I should just not try to do any nesting by parallelizing the column-wise transforms. The internal calls to group-by and map should already parallelize enough.

I think that can still be parallelized, if you're able to fit the data in distributed memory.

def encode_with_target_mean(data, target_colname='target'):
    """Supervised encoding of categorical variables with per-group target mean.

    All columns that contain integer values are replaced by real valued data
    representing the average target value for each category.
    """
    features_data = data.drop(target_colname, axis=1)
    target_data = data[target_colname]

    encode_columns = features_data.select_dtypes(['int', 'object']).dtypes.index

    mappings = [target_data.groupby(features_data[col]).mean()
                for col in encode_columns]
    mappings = compute(*mappings)  # explicit compute here, so dd.persist(data) is useful earlier
    mappings = {m.index.name: m for m in mappings}

    for col in encode_columns:
        features_data[col] = features_data[col].map(mappings[col])
        
    return ddf.concat([features_data, target_data], axis=1)

A couple other changes in the main (mostly removing delayed calls): https://gist.github.com/436442baeb353c53bcdf61adf6b32823, which runs in

Using data from /private/tmp/random_categorical_data
Encoding categorical variables...
Saving encoded data to /private/tmp/random_encoded_data
done in 17.253s

compared to 24 seconds for the original version.

The flat / pure collection API version runs in 10s 13s. Column-wise parallelism is probably useless. Unless the data has many many columns on a cluster with many many workers.

Edit: I did not include the time of computing the mappings which adds ~3s.

BTW in your code you might also want to features_data.select_dtypes(['int', 'object', 'category']).

@TomAugspurger thanks for the parallelized mapping version though. Even if slower it's interesting. I had not thought about that option.