Benchmarking native categorical support

bench_adult.py

from sklearn.model_selection import cross_validate
import matplotlib.pyplot as plt
import numpy as np

from sklearn.datasets import fetch_openml
from sklearn.experimental import enable_hist_gradient_boosting  # noqa
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.pipeline import make_pipeline
from sklearn.compose import make_column_transformer
from sklearn.compose import make_column_selector
from sklearn.preprocessing import OneHotEncoder
from sklearn.impute import SimpleImputer

X, y = fetch_openml(data_id=179, as_frame=True, return_X_y=True)

# does not support categories in encoding y yet
y = y.cat.codes

n_features = X.shape[1]
n_categorical_features = (X.dtypes == 'category').sum()
n_numerical_features = (X.dtypes == 'float').sum()
print(f"Number of features: {X.shape[1]}")
print(f"Number of categorical featuers: {n_categorical_features}")
print(f"Number of numerical featuers: {n_numerical_features}")

cat_pipe = make_pipeline(
    SimpleImputer(strategy='constant', fill_value='missing'),
    OneHotEncoder(sparse=False, handle_unknown='ignore'))

preprocessor = make_column_transformer(
    (cat_pipe, make_column_selector(dtype_include='category')),
    remainder='passthrough')

hist_one_hot = make_pipeline(preprocessor,
                             HistGradientBoostingClassifier(random_state=0))
hist_native = HistGradientBoostingClassifier(categorical='pandas',
                                             random_state=0)

one_hot_result = cross_validate(hist_one_hot, X, y)
native_result = cross_validate(hist_native, X, y)

fig, (ax1, ax2, ax3) = plt.subplots(1, 3, figsize=(12, 8))

plot_info = [('fit_time', 'Fit times (s)', ax1),
             ('score_time', 'Score times (s)', ax2),
             ('test_score', 'Test Scores (accuracy)', ax3)]

x, width = np.arange(2), 0.9
for key, title, ax in plot_info:
    items = [native_result[key], one_hot_result[key]]
    ax.bar(x, [np.mean(item) for item in items],
           width,
           yerr=[np.std(item) for item in items],
           color=['b', 'r'])
    ax.set(xlabel='Split number',
           title=title,
           xticks=[0, 1],
           xticklabels=['Native', "One Hot"])
fig.suptitle("Adult dataset")
plt.show()