Feature engineering automation

fe.py

import numpy as np
import pandas as pd

from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler, Binarizer
from sklearn.base import TransformerMixin, BaseEstimator

"""
PyData Chicago 

Franklin Sarkett
franklin.sarkett@gmail.com

Work Hard Once
Strategy and Automation applied to building machine learning models
"""


class DataFrameColumnExtractor(TransformerMixin, BaseEstimator):
    """
    Returns a DataFrame, given a DataFrame
    """
    def __init__(self, column):
        self.column = column

    def transform(self, df):
        df_col = df[[self.column]]

        # if all values are NaN, then replace with 0
        for c in df_col.columns:
            if df_col[c].isnull().all():
                df_col[c] = df_col[c].fillna(0)

        return df_col

    def fit(self, *_):
        return self


class DataFrameImputer(TransformerMixin, BaseEstimator):
    """
    Impute missing values.
    Columns of dtype object are imputed with the most frequent val in col.
    Columns of other types are imputed with mean of column.
    """
    def __init__(self):
        self.fill = 0

    def fit(self, df, y=None):
        # if not df and not series, error
        if not isinstance(df, pd.DataFrame) and not isinstance(df, pd.Series):
            raise ValueError('var `df` type is not a DataFrame or Series, it is a {}'.format(type(df)))
        self.fill = pd.Series([df[c].median(skipna=True) for c in df], index=df.columns)
        return self

    def transform(self, df, y=None):
        return df.fillna(self.fill)


class StandardScalerLimitTransformer(TransformerMixin, BaseEstimator):
    """
    Replaces extreme values with the min and max allowed values
    """
    def __init__(self, min_value=-3, max_value=3):
        self.min_value = min_value
        self.max_value = max_value

    def fit(self, X, y=None):
        return self

    def transform(self, X, y=None):
        # logging.getLogger('SSLimitTransformer').info('transform')
        X[X < self.min_value] = self.min_value
        X[X > self.max_value] = self.max_value
        return X


def build_transformed_dataset(df, y):

    pipeline_sqft = Pipeline([
        ('Sqft', DataFrameColumnExtractor('SquareFootage')),
        ('df', DataFrameImputer()),
        ('scaler', StandardScaler()),
        ('minmaxlimit', StandardScalerLimitTransformer())
    ])

    pipeline_tav = Pipeline([
        ('TaxAssessedValue', DataFrameColumnExtractor('TaxAssessedValue')),
        ('df', DataFrameImputer()),
        ('scaler', StandardScaler()),
        ('minmaxlimit', StandardScalerLimitTransformer())
    ])

    # feature union
    dffu = DataFrameFeatureUnion([
        ('sqft', pipeline_sqft),
        ('tav', pipeline_tav),
    ])

    # calling fit_transform on each pipeline in the feature union
    X1 = dffu.fit_transform(df)

    # concat on axis=1, adding cols
    df_out = pd.concat([df, X1], axis=1)

    return df_out, y