Source code for nvtabular.ops.categorify

# Copyright (c) 2021, NVIDIA CORPORATION.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#

import os
import warnings
from copy import deepcopy
from dataclasses import dataclass
from operator import getitem
from pathlib import Path
from typing import Optional, Union

import dask.dataframe as dd
import numpy as np
import pandas as pd
import pyarrow as pa
from dask.base import tokenize
from dask.core import flatten
from dask.dataframe.core import _concat
from dask.dataframe.shuffle import shuffle_group
from dask.delayed import Delayed
from dask.highlevelgraph import HighLevelGraph
from dask.utils import parse_bytes
from fsspec.core import get_fs_token_paths
from pyarrow import parquet as pq

from merlin.core import dispatch
from merlin.core.dispatch import DataFrameType, annotate, is_cpu_object, nullable_series
from merlin.core.utils import device_mem_size, run_on_worker
from merlin.io.worker import fetch_table_data, get_worker_cache
from merlin.schema import Schema, Tags

from .operator import ColumnSelector, Operator
from .stat_operator import StatOperator


[docs]class Categorify(StatOperator): """ Most of the data set will contain categorical features, and these variables are typically stored as text values. Machine Learning algorithms don't support these text values. Categorify operation can be added to the workflow to transform categorical features into unique integer values. Example usage:: # Define pipeline cat_features = CATEGORICAL_COLUMNS >> nvt.ops.Categorify(freq_threshold=10) # Initialize the workflow and execute it proc = nvt.Workflow(cat_features) proc.fit(dataset) proc.transform(dataset).to_parquet('./test/') Example for frequency hashing:: import cudf import nvtabular as nvt # Create toy dataset df = cudf.DataFrame({ 'author': ['User_A', 'User_B', 'User_C', 'User_C', 'User_A', 'User_B', 'User_A'], 'productID': [100, 101, 102, 101, 102, 103, 103], 'label': [0, 0, 1, 1, 1, 0, 0] }) dataset = nvt.Dataset(df) # Define pipeline CATEGORICAL_COLUMNS = ['author', 'productID'] cat_features = CATEGORICAL_COLUMNS >> nvt.ops.Categorify( freq_threshold={"author": 3, "productID": 2}, num_buckets={"author": 10, "productID": 20}) # Initialize the workflow and execute it proc = nvt.Workflow(cat_features) proc.fit(dataset) ddf = proc.transform(dataset).to_ddf() # Print results print(ddf.compute()) Example with multi-hot:: import cudf import nvtabular as nvt # Create toy dataset df = cudf.DataFrame({ 'userID': [10001, 10002, 10003], 'productID': [30003, 30005, 40005], 'categories': [['Cat A', 'Cat B'], ['Cat C'], ['Cat A', 'Cat C', 'Cat D']], 'label': [0,0,1] }) dataset = nvt.Dataset(df) # Define pipeline CATEGORICAL_COLUMNS = ['userID', 'productID', 'categories'] cat_features = CATEGORICAL_COLUMNS >> nvt.ops.Categorify() # Initialize the workflow and execute it proc = nvt.Workflow(cat_features) proc.fit(dataset) ddf = proc.transform(dataset).to_ddf() # Print results print(ddf.compute()) Parameters ----------- freq_threshold : int or dictionary:{column: freq_limit_value}, default 0 Categories with a count/frequency below this threshold will be omitted from the encoding and corresponding data will be mapped to the "null" category. Can be represented as both an integer or a dictionary with column names as keys and frequency limit as value. If dictionary is used, all columns targeted must be included in the dictionary. encode_type : {"joint", "combo"}, default "joint" If "joint", the columns within any multi-column group will be jointly encoded. If "combo", the combination of values will be encoded as a new column. Note that replacement is not allowed for "combo", because the same column name can be included in multiple groups. tree_width : dict or int, optional Tree width of the hash-based groupby reduction for each categorical column. High-cardinality columns may require a large `tree_width`, while low-cardinality columns can likely use `tree_width=1`. If passing a dict, each key and value should correspond to the column name and width, respectively. The default value is 8 for all columns. out_path : str, optional Root directory where groupby statistics will be written out in parquet format. on_host : bool, default True Whether to convert cudf data to pandas between tasks in the hash-based groupby reduction. The extra host <-> device data movement can reduce performance. However, using `on_host=True` typically improves stability (by avoiding device-level memory pressure). na_sentinel : default 0 Label to use for null-category mapping cat_cache : {"device", "host", "disk"} or dict Location to cache the list of unique categories for each categorical column. If passing a dict, each key and value should correspond to the column name and location, respectively. Default is "host" for all columns. dtype : If specified, categorical labels will be cast to this dtype after encoding is performed. name_sep : str, default "_" String separator to use between concatenated column names for multi-column groups. search_sorted : bool, default False. Set it True to apply searchsorted algorithm in encoding. num_buckets : int, or dictionary:{column: num_hash_buckets} Column-wise modulo to apply after hash function. Note that this means that the corresponding value will be the categorical cardinality of the transformed categorical feature. If given as an int, that value will be used as the number of "hash buckets" for every feature. If a dictionary is passed, it will be used to specify explicit mappings from a column name to a number of buckets. In this case, only the columns specified in the keys of `num_buckets` will be transformed. max_size : int or dictionary:{column: max_size_value}, default 0 This parameter allows you to set the maximum size for an embedding table for each column. For example, if max_size is set to 1000 only the first 999 most frequent values for each column will be be encoded, and the rest will be mapped to a single value (0). To map the rest to a number of buckets, you can set the num_buckets parameter > 1. In that case, topK value will be `max_size - num_buckets -1`. Setting the max_size param means that freq_threshold should not be given. If the num_buckets parameter is set, it must be smaller than the max_size value. start_index: int, default 0 The start index where Categorify will begin to translate dataframe entries into integer values, including an initial out-of-vocabulary encoding value. For instance, if our original translated dataframe entries appear as [[1], [1, 4], [3, 2], [2]], with an out-of-vocabulary value of 0, then with a start_index of 16, Categorify will reserve 16 as the out-of-vocabulary encoding value, and our new translated dataframe entry will now be [[17], [17, 20], [19, 18], [18]]. This parameter is useful to reserve an initial segment of non-negative translated integers for special user-defined values. cardinality_memory_limit: int or str, default None Upper limit on the "allowed" memory usage of the internal DataFrame and Table objects used to store unique categories. By default, this limit is 12.5% of the total memory. Note that this argument is meant as a guide for internal optimizations and UserWarnings within NVTabular, and does not guarantee that the memory limit will be satisfied. """ def __init__( self, freq_threshold=0, out_path=None, tree_width=None, na_sentinel=None, cat_cache="host", dtype=None, on_host=True, encode_type="joint", name_sep="_", search_sorted=False, num_buckets=None, vocabs=None, max_size=0, start_index=0, single_table=False, cardinality_memory_limit=None, ): # We need to handle three types of encoding here: # # (1) Conventional encoding. There are no multi-column groups. So, # each categorical column is separately transformed into a new # "encoded" column (1-to-1). The unique values are calculated # separately for each column. # # (2) Multi-column "Joint" encoding (there are multi-column groups # in `columns` and `encode_type="joint"`). Still a # 1-to-1 transofrmation of categorical columns. However, # we concatenate column groups to determine uniques (rather # than getting uniques of each categorical column separately). # # (3) Multi-column "Group" encoding (there are multi-column groups # in `columns` and `encode_type="combo"`). No longer # a 1-to-1 transformation of categorical columns. Each column # group will be transformed to a single "encoded" column. This # means the unique "values" correspond to unique combinations. # Since the same column may be included in multiple groups, # replacement is not allowed for this transform. # Set workflow_nodes if the user has passed in a list of columns. # The purpose is to capture multi-column groups. If the user doesn't # specify `columns`, there are no multi-column groups to worry about. self.workflow_nodes = None self.name_sep = name_sep # For case (2), we need to keep track of the multi-column group name # that will be used for the joint encoding of each column in that group. # For case (3), we also use this "storage name" to signify the name of # the file with the required "combination" groupby statistics. self.storage_name = {} # Only support two kinds of multi-column encoding if encode_type not in ("joint", "combo"): raise ValueError(f"encode_type={encode_type} not supported.") if encode_type == "combo" and vocabs is not None: raise ValueError("Passing in vocabs is not supported with a combo encoding.") # Other self-explanatory initialization super().__init__() self.single_table = single_table self.freq_threshold = freq_threshold or 0 self.out_path = out_path or "./" self.tree_width = tree_width self.na_sentinel = na_sentinel or 0 self.dtype = dtype self.on_host = on_host self.cat_cache = cat_cache self.encode_type = encode_type self.search_sorted = search_sorted self.start_index = start_index self.cardinality_memory_limit = cardinality_memory_limit if self.search_sorted and self.freq_threshold: raise ValueError( "cannot use search_sorted=True with anything else than the default freq_threshold" ) if num_buckets == 0: raise ValueError( "For hashing num_buckets should be an int > 1, otherwise set num_buckets=None." ) elif isinstance(num_buckets, dict): self.num_buckets = num_buckets elif isinstance(num_buckets, int) or num_buckets is None: self.num_buckets = num_buckets else: raise ValueError( "`num_buckets` must be dict or int, got type {}".format(type(num_buckets)) ) if isinstance(max_size, dict): self.max_size = max_size elif isinstance(max_size, int) or max_size is None: self.max_size = max_size else: raise ValueError("max_size must be dict or int, got type {}".format(type(max_size))) if freq_threshold and max_size: raise ValueError("cannot use freq_threshold param together with max_size param") if self.num_buckets is not None: # See: merlin.core.dispatch.hash_series warnings.warn( "Performing a hash-based transformation. Do not " "expect Categorify to be consistent on GPU and CPU " "with this num_buckets setting!" ) self.vocabs = {} if vocabs is not None: self.vocabs = self.process_vocabs(vocabs) self.categories = deepcopy(self.vocabs)
[docs] @annotate("Categorify_fit", color="darkgreen", domain="nvt_python") def fit(self, col_selector: ColumnSelector, ddf: dd.DataFrame): # User passed in a list of column groups. We need to figure out # if this list contains any multi-column groups, and if there # are any (obvious) problems with these groups columns_uniq = list(set(flatten(col_selector.names, container=tuple))) columns_all = list(flatten(col_selector.names, container=tuple)) if sorted(columns_all) != sorted(columns_uniq) and self.encode_type == "joint": # If we are doing "joint" encoding, there must be unique mapping # between input column names and column groups. Otherwise, more # than one unique-value table could be used to encode the same # column. raise ValueError("Same column name included in multiple groups.") for group in col_selector.subgroups: if len(group.names) > 1: # For multi-column groups, we concatenate column names # to get the "group" name. name = _make_name(*group.names, sep=self.name_sep) for col in group.names: self.storage_name[col] = name # Check metadata type to reset on_host and cat_cache if the # underlying ddf is already a pandas-backed collection _cpu = False if isinstance(ddf._meta, pd.DataFrame): _cpu = True self.on_host = False # Cannot use "device" caching if the data is pandas-backed self.cat_cache = "host" if self.cat_cache == "device" else self.cat_cache if self.search_sorted: # Pandas' search_sorted only works with Series. # For now, it is safest to disallow this option. self.search_sorted = False warnings.warn("Cannot use `search_sorted=True` for pandas-backed data.") # convert tuples to lists cols_with_vocabs = list(self.categories.keys()) columns = [ list(c) if isinstance(c, tuple) else c for c in col_selector.grouped_names if c not in cols_with_vocabs ] # Define a rough row-count at which we are likely to # start hitting memory-pressure issues that cannot # be accommodated with smaller partition sizes. # By default, we estimate a "problematic" cardinality # to be one that consumes >12.5% of the total memory. self.cardinality_memory_limit = parse_bytes( self.cardinality_memory_limit or int(device_mem_size(kind="total", cpu=_cpu) * 0.125) ) dsk, key = _category_stats(ddf, self._create_fit_options_from_columns(columns)) return Delayed(key, dsk)
[docs] def fit_finalize(self, categories): idx_count = 0 for cat in categories: # this is a path self.categories[cat] = categories[cat] # check the argument if self.single_table: cat_file_path = self.categories[cat] idx_count, new_cat_file_path = run_on_worker( _reset_df_index, cat, cat_file_path, idx_count ) self.categories[cat] = new_cat_file_path
[docs] def clear(self): """Clear the internal state of the operator's stats.""" self.categories = deepcopy(self.vocabs)
[docs] def process_vocabs(self, vocabs): """Process vocabs passed in by the user.""" categories = {} if isinstance(vocabs, dict) and all(dispatch.is_series_object(v) for v in vocabs.values()): fit_options = self._create_fit_options_from_columns(list(vocabs.keys())) base_path = os.path.join(self.out_path, fit_options.stat_name) os.makedirs(base_path, exist_ok=True) for col, vocab in vocabs.items(): vals = {col: vocab} if vocab.iloc[0] is not None: with_empty = dispatch.add_to_series(vocab, [None]).reset_index()[0] vals = {col: with_empty} save_path = os.path.join(base_path, f"unique.{col}.parquet") col_df = dispatch.make_df(vals) col_df.to_parquet(save_path) categories[col] = save_path elif isinstance(vocabs, dict) and all(isinstance(v, str) for v in vocabs.values()): categories = vocabs else: error = """Unrecognized vocab type, please provide either a dictionary with paths to parquet files or a dictionary with pandas Series objects. """ raise ValueError(error) return categories
def _create_fit_options_from_columns(self, columns) -> "FitOptions": return FitOptions( columns, [], [], self.out_path, self.freq_threshold, self.tree_width, self.on_host, concat_groups=self.encode_type == "joint", name_sep=self.name_sep, max_size=self.max_size, num_buckets=self.num_buckets, cardinality_memory_limit=self.cardinality_memory_limit, )
[docs] def set_storage_path(self, new_path, copy=False): self.categories = _copy_storage(self.categories, self.out_path, new_path, copy=copy) self.out_path = new_path
[docs] @annotate("Categorify_transform", color="darkgreen", domain="nvt_python") def transform(self, col_selector: ColumnSelector, df: DataFrameType) -> DataFrameType: new_df = df.copy(deep=False) if isinstance(self.freq_threshold, dict): assert all(x in self.freq_threshold for x in col_selector.names) column_mapping = self.column_mapping(col_selector) column_names = list(column_mapping.keys()) # Encode each column-group separately for name in column_names: try: # Use the column-group `list` directly (not the string name) use_name = column_mapping.get(name, name) # Storage name may be different than group for case (2) # Only use the "aliased" `storage_name` if we are dealing with # a multi-column group, or if we are doing joint encoding if isinstance(use_name, (list, tuple)) and len(use_name) == 1: use_name = use_name[0] if isinstance(use_name, (list, tuple)) and len(use_name) == 1: use_name = use_name[0] if use_name != name or self.encode_type == "joint": storage_name = self.storage_name.get(name, name) else: storage_name = name if isinstance(use_name, tuple): use_name = list(use_name) path = self.categories[storage_name] encoded = _encode( use_name, storage_name, path, df, self.cat_cache, na_sentinel=self.na_sentinel, freq_threshold=self.freq_threshold[name] if isinstance(self.freq_threshold, dict) else self.freq_threshold, search_sorted=self.search_sorted, buckets=self.num_buckets, encode_type=self.encode_type, cat_names=column_names, max_size=self.max_size, dtype=self.output_dtype, start_index=self.start_index, ) new_df[name] = encoded except Exception as e: raise RuntimeError(f"Failed to categorical encode column {name}") from e return new_df
[docs] def column_mapping(self, col_selector): column_mapping = {} if self.encode_type == "combo": for group in col_selector.grouped_names: if isinstance(group, (tuple, list)): name = _make_name(*group, sep=self.name_sep) group = [*group] else: name = group group = [group] column_mapping[name] = group else: column_mapping = super().column_mapping(col_selector) return column_mapping
def _compute_properties(self, col_schema, input_schema): new_schema = super()._compute_properties(col_schema, input_schema) col_name = col_schema.name category_name = self.storage_name.get(col_name, col_name) target_category_path = self.categories.get(category_name, None) cardinality, dimensions = self.get_embedding_sizes([category_name])[category_name] to_add = { "num_buckets": self.num_buckets[col_name] if isinstance(self.num_buckets, dict) else self.num_buckets, "freq_threshold": self.freq_threshold[col_name] if isinstance(self.freq_threshold, dict) else self.freq_threshold, "max_size": self.max_size[col_name] if isinstance(self.max_size, dict) else self.max_size, "start_index": self.start_index, "cat_path": target_category_path, "domain": {"min": 0, "max": cardinality, "name": category_name}, "embedding_sizes": {"cardinality": cardinality, "dimension": dimensions}, } return col_schema.with_properties({**new_schema.properties, **to_add}) @property def output_tags(self): return [Tags.CATEGORICAL] @property def output_dtype(self): return self.dtype or np.int64
[docs] def compute_selector( self, input_schema: Schema, selector: ColumnSelector, parents_selector: ColumnSelector, dependencies_selector: ColumnSelector, ) -> ColumnSelector: self._validate_matching_cols(input_schema, parents_selector, "computing input selector") return parents_selector
[docs] def get_embedding_sizes(self, columns): return _get_embeddings_dask( self.categories, columns, self.num_buckets, self.freq_threshold, self.max_size, self.start_index, )
[docs] def inference_initialize(self, columns, inference_config): # we don't currently support 'combo' if self.encode_type == "combo": warnings.warn("Falling back to unoptimized inference path for encode_type 'combo' ") return None import nvtabular_cpp return nvtabular_cpp.inference.CategorifyTransform(self)
transform.__doc__ = Operator.transform.__doc__ fit.__doc__ = StatOperator.fit.__doc__ fit_finalize.__doc__ = StatOperator.fit_finalize.__doc__
def get_embedding_sizes(source, output_dtypes=None): """Returns a dictionary of embedding sizes from a workflow or workflow_node Parameters ---------- source : Workflow or ColumnSelector Either a nvtabular Workflow or ColumnSelector object that we should use to find embedding sizes output_dtypes : dict, optional Optional dictionary of column_name:dtype. If passing a workflow object dtypes will be read from the workflow. This is used to figure out which columns are multihot-categorical, which are split out by this function. If passed a workflow_node and this parameter isn't set, you won't have multihot columns returned separately """ # TODO: do we need to distinguish multihot columns here? (if so why? ) # have to lazy import Workflow to avoid circular import errors from nvtabular.workflow import Workflow output_node = source.output_node if isinstance(source, Workflow) else source if isinstance(source, Workflow): output_dtypes = output_dtypes or source.output_dtypes else: # passed in a column group output_dtypes = output_dtypes or {} output = {} multihot_columns = set() cats_schema = output_node.output_schema.select_by_tag(Tags.CATEGORICAL) for col_name, col_schema in cats_schema.column_schemas.items(): if col_schema.dtype and col_schema.is_list and col_schema.is_ragged: # multi hot so remove from output and add to multihot multihot_columns.add(col_name) embeddings_sizes = col_schema.properties.get("embedding_sizes", {}) cardinality = embeddings_sizes["cardinality"] dimensions = embeddings_sizes["dimension"] output[col_name] = (cardinality, dimensions) # TODO: returning different return types like this (based off the presence # of multihot features) is pretty janky. fix. if not multihot_columns: return output single_hots = {k: v for k, v in output.items() if k not in multihot_columns} multi_hots = {k: v for k, v in output.items() if k in multihot_columns} return single_hots, multi_hots def _get_embeddings_dask(paths, cat_names, buckets=0, freq_limit=0, max_size=0, start_index=0): embeddings = {} if isinstance(freq_limit, int): freq_limit = {name: freq_limit for name in cat_names} if isinstance(buckets, int): buckets = {name: buckets for name in cat_names} if isinstance(max_size, int): max_size = {name: max_size for name in cat_names} for col in cat_names: path = paths.get(col) num_rows = pq.ParquetFile(path).metadata.num_rows if path else 0 if isinstance(buckets, dict): bucket_size = buckets.get(col, 0) elif isinstance(buckets, int): bucket_size = buckets else: bucket_size = 0 _has_frequency_limit = col in freq_limit and freq_limit[col] > 0 _has_max_size = col in max_size and max_size[col] > 0 if bucket_size and not _has_frequency_limit and not _has_max_size: # pure hashing (no categorical lookup) num_rows = bucket_size else: num_rows += bucket_size num_rows += start_index embeddings[col] = _emb_sz_rule(num_rows) return embeddings def _emb_sz_rule(n_cat: int, minimum_size=16, maximum_size=512) -> int: return n_cat, min(max(minimum_size, round(1.6 * n_cat ** 0.56)), maximum_size) def _make_name(*args, sep="_"): return sep.join(args) @dataclass class FitOptions: """Contains options on how to fit statistics. Parameters ---------- col_groups: list Columns to group by agg_cols: list For groupby statistics, this is the list of continuous columns to calculate statistics for agg_list: list List of operations (sum/max/...) to perform on the grouped continuous columns out_path: str Where to write statistics in parquet format freq_limit: int or dict Categories with a count/frequency below this threshold will be omitted from the encoding and corresponding data will be mapped to the "null" category. tree_width: Tree width of the hash-based groupby reduction for each categorical column. on_host: Whether to convert cudf data to pandas between tasks in the groupby reduction. stat_name: Name of statistic to use when writing out statistics concat_groups: Whether to use a 'joint' vocabulary between columns name_sep: Delimiter to use for concatenating columns into a string max_size: The maximum size of an embedding table num_buckets: If specified will also do hashing operation for values that would otherwise be mapped to as unknown (by freq_limit or max_size parameters) start_index: int The index to start mapping our output categorical values to. cardinality_memory_limit: int Suggested upper limit on categorical data containers. """ col_groups: list agg_cols: list agg_list: list out_path: str freq_limit: Union[int, dict] tree_width: Union[int, dict] on_host: bool stat_name: str = "categories" concat_groups: bool = False name_sep: str = "-" max_size: Optional[Union[int, dict]] = None num_buckets: Optional[Union[int, dict]] = None start_index: int = 0 cardinality_memory_limit: Optional[int] = None def __post_init__(self): if not isinstance(self.col_groups, ColumnSelector): self.col_groups = ColumnSelector(self.col_groups) col_selectors = [] for cat_col_names in self.col_groups.grouped_names: if isinstance(cat_col_names, tuple): cat_col_names = list(cat_col_names) if isinstance(cat_col_names, str): cat_col_names = [cat_col_names] if not isinstance(cat_col_names, ColumnSelector): cat_col_selector = ColumnSelector(cat_col_names) else: cat_col_selector = cat_col_names col_selectors.append(cat_col_selector) self.col_groups = col_selectors @annotate("top_level_groupby", color="green", domain="nvt_python") def _top_level_groupby(df, options: FitOptions): sum_sq = "std" in options.agg_list or "var" in options.agg_list calculate_min = "min" in options.agg_list calculate_max = "max" in options.agg_list # Top-level operation for category-based groupby aggregations output = {} k = 0 for i, cat_col_names in enumerate(options.col_groups): if not isinstance(cat_col_names, ColumnSelector): cat_col_selector = ColumnSelector(cat_col_names) else: cat_col_selector = cat_col_names cat_col_selector_str = _make_name(*cat_col_selector.names, sep=options.name_sep) if options.concat_groups and len(cat_col_selector.names) > 1: # Concatenate columns and replace cat_col_group # with the single name df_gb = type(df)() ignore_index = True df_gb[cat_col_selector_str] = _concat( [df[col] for col in cat_col_selector.names], ignore_index ) cat_col_selector = ColumnSelector([cat_col_selector_str]) else: # Compile aggregation dictionary and add "squared-sum" # column(s) (necessary when `agg_cols` is non-empty) combined_col_selector = cat_col_selector + options.agg_cols df_gb = df[combined_col_selector.names].copy(deep=False) agg_dict = {} base_aggs = [] if "size" in options.agg_list: # This is either for a Categorify operation, # or "size" is in the list of aggregations base_aggs.append("size") if set(options.agg_list).difference({"size", "min", "max"}): # This is a groupby aggregation that may # require "count" statistics base_aggs.append("count") agg_dict[cat_col_selector.names[0]] = base_aggs if isinstance(options.agg_cols, list): options.agg_cols = ColumnSelector(options.agg_cols) for col in options.agg_cols.names: agg_dict[col] = ["sum"] if sum_sq: name = _make_name(col, "pow2", sep=options.name_sep) df_gb[name] = df_gb[col].pow(2) agg_dict[name] = ["sum"] if calculate_min: agg_dict[col].append("min") if calculate_max: agg_dict[col].append("max") # Perform groupby and flatten column index # (flattening provides better cudf/pd support) if is_list_col(cat_col_selector, df_gb): # handle list columns by encoding the list values df_gb = dispatch.flatten_list_column(df_gb[cat_col_selector.names[0]]) # NOTE: groupby(..., dropna=False) requires pandas>=1.1.0 gb = df_gb.groupby(cat_col_selector.names, dropna=False).agg(agg_dict) gb.columns = [ _make_name(*(tuple(cat_col_selector.names) + name[1:]), sep=options.name_sep) if name[0] == cat_col_selector.names[0] else _make_name(*(tuple(cat_col_selector.names) + name), sep=options.name_sep) for name in gb.columns.to_flat_index() ] gb.reset_index(inplace=True, drop=False) del df_gb # Split the result by the hash value of the categorical column nsplits = options.tree_width[cat_col_selector_str] for j, split in shuffle_group( gb, cat_col_selector.names, 0, nsplits, nsplits, True, nsplits ).items(): if options.on_host and not is_cpu_object(split): output[k] = split.to_arrow(preserve_index=False) else: output[k] = split k += 1 del gb return output @annotate("mid_level_groupby", color="green", domain="nvt_python") def _mid_level_groupby(dfs, col_selector: ColumnSelector, freq_limit_val, options: FitOptions): if options.concat_groups and len(col_selector.names) > 1: col_selector = ColumnSelector([_make_name(*col_selector.names, sep=options.name_sep)]) if options.on_host and not is_cpu_object(dfs[0]): # Construct gpu DataFrame from pyarrow data. # `on_host=True` implies gpu-backed data. df = pa.concat_tables(dfs, promote=True) df = dispatch.from_host(df) else: df = _concat(dfs, ignore_index=True) groups = df.groupby(col_selector.names, dropna=False) gb = groups.agg( {col: _get_aggregation_type(col) for col in df.columns if col not in col_selector.names} ) gb.reset_index(drop=False, inplace=True) name_count = _make_name(*(col_selector.names + ["count"]), sep=options.name_sep) name_size = _make_name(*(col_selector.names + ["size"]), sep=options.name_sep) if options.freq_limit and not options.max_size: gb = gb[gb[name_size] >= freq_limit_val] required = col_selector.names.copy() if "count" in options.agg_list: required.append(name_count) if "size" in options.agg_list: required.append(name_size) ddof = 1 if isinstance(options.agg_cols, list): options.agg_cols = ColumnSelector(options.agg_cols) for cont_col in options.agg_cols.names: name_sum = _make_name(*(col_selector.names + [cont_col, "sum"]), sep=options.name_sep) if "sum" in options.agg_list: required.append(name_sum) if "mean" in options.agg_list: name_mean = _make_name(*(col_selector.names + [cont_col, "mean"]), sep=options.name_sep) required.append(name_mean) gb[name_mean] = gb[name_sum] / gb[name_count] if "min" in options.agg_list: name_min = _make_name(*(col_selector.names + [cont_col, "min"]), sep=options.name_sep) required.append(name_min) if "max" in options.agg_list: name_max = _make_name(*(col_selector.names + [cont_col, "max"]), sep=options.name_sep) required.append(name_max) if "var" in options.agg_list or "std" in options.agg_list: n = gb[name_count] x = gb[name_sum] x2 = gb[ _make_name(*(col_selector.names + [cont_col, "pow2", "sum"]), sep=options.name_sep) ] result = x2 - x ** 2 / n div = n - ddof div[div < 1] = 1 result /= div result[(n - ddof) == 0] = np.nan if "var" in options.agg_list: name_var = _make_name( *(col_selector.names + [cont_col, "var"]), sep=options.name_sep ) required.append(name_var) gb[name_var] = result if "std" in options.agg_list: name_std = _make_name( *(col_selector.names + [cont_col, "std"]), sep=options.name_sep ) required.append(name_std) gb[name_std] = np.sqrt(result) if options.on_host and not is_cpu_object(gb[required]): gb_pd = gb[required].to_arrow(preserve_index=False) del gb return gb_pd return gb[required] def _get_aggregation_type(col): if col.endswith("_min"): return "min" elif col.endswith("_max"): return "max" else: return "sum" @annotate("write_gb_stats", color="green", domain="nvt_python") def _write_gb_stats(dfs, base_path, col_selector: ColumnSelector, options: FitOptions): if options.concat_groups and len(col_selector) > 1: col_selector = ColumnSelector([_make_name(*col_selector.names, sep=options.name_sep)]) rel_path = "cat_stats.%s.parquet" % (_make_name(*col_selector.names, sep=options.name_sep)) path = os.path.join(base_path, rel_path) pwriter = None if (not options.on_host or is_cpu_object(dfs[0])) and len(dfs): # Want first non-empty df for schema (if there are any) _d = next((df for df in dfs if len(df)), dfs[0]) pwriter = dispatch.parquet_writer_dispatch(_d, path=path, compression=None) # Loop over dfs and append to file # TODO: For high-cardinality columns, should support # Dask-based to_parquet call here (but would need to # support directory reading within dependent ops) n_writes = 0 for df in dfs: if len(df): if options.on_host and not is_cpu_object(df): # Use pyarrow - df is already a pyarrow table if pwriter is None: pwriter = pq.ParquetWriter(path, df.schema, compression=None) pwriter.write_table(df) else: # df is a cudf or pandas DataFrame df.reset_index(drop=True, inplace=True) pwriter.write_table(df) n_writes += 1 # No data to write if n_writes == 0: raise RuntimeError("GroupbyStatistics result is empty.") # Close writer and return path if pwriter is not None: pwriter.close() return path @annotate("write_uniques", color="green", domain="nvt_python") def _write_uniques(dfs, base_path, col_selector: ColumnSelector, options: FitOptions): """Writes out a dataframe to a parquet file. Parameters ---------- dfs : DataFrame base_path : str col_selector : options : FitOptions Raises ------ ValueError If the computed nlargest value is non-positive. Returns ------- path : str the path to the output parquet file. """ if options.concat_groups and len(col_selector.names) > 1: col_selector = ColumnSelector([_make_name(*col_selector.names, sep=options.name_sep)]) if options.on_host: # Construct gpu DataFrame from pyarrow data. # `on_host=True` implies gpu-backed data, # because CPU-backed data would have never # been converted from pandas to pyarrow. df = pa.concat_tables(dfs, promote=True) if ( df.nbytes > options.cardinality_memory_limit if options.cardinality_memory_limit else False ): # Before fully converting this pyarrow Table # to a cudf DatFrame, we can reduce the memory # footprint of `df`. Since the size of `df` # depends on the cardinality of the features, # and NOT on the partition size, the remaining # logic in this function has an OOM-error risk # (even with tiny partitions). size_columns = [] for col in col_selector.names: name = col + "_size" if name in df.schema.names: # Convert this column alone to cudf, # and drop the field from df. Note that # we are only converting this column to # cudf to take advantage of fast `max` # performance. size_columns.append(dispatch.from_host(df.select([name]))) df = df.drop([name]) # Use numpy to calculate the "minimum" # dtype needed to capture the "size" column, # and cast the type typ = np.min_scalar_type(size_columns[-1][name].max() * 2) size_columns[-1][name] = size_columns[-1][name].astype(typ) # Convert the remaining columns in df to cudf, # and append the type-casted "size" columns df = dispatch.concat_columns([dispatch.from_host(df)] + size_columns) else: # Empty DataFrame - No need for type-casting df = dispatch.from_host(df) else: # For now, if we are not concatenating in host memory, # we will assume that reducing the memory footprint of # "size" columns is not a priority. However, the same # type-casting optimization can also be done for both # pandas and cudf-backed data here. df = _concat(dfs, ignore_index=True) # Check if we should warn user that this Column is likely # to cause memory-pressure issues _df_size = df.memory_usage(deep=True, index=True).sum() if (_df_size > options.cardinality_memory_limit) if options.cardinality_memory_limit else False: warnings.warn( f"Category DataFrame (with columns: {df.columns}) is {_df_size} " f"bytes in size. This is large compared to the suggested " f"upper limit of {options.cardinality_memory_limit} bytes!" f"(12.5% of the total memory by default)" ) rel_path = "unique.%s.parquet" % (_make_name(*col_selector.names, sep=options.name_sep)) path = "/".join([base_path, rel_path]) if len(df): # Make sure first category is Null. # Use ignore_index=True to avoid allocating memory for # an index we don't even need df = df.sort_values(col_selector.names, na_position="first", ignore_index=True) new_cols = {} nulls_missing = False for col in col_selector.names: name_size = col + "_size" null_size = 0 # Set null size if first element in `col` is # null, and the `size` aggregation is known if name_size in df and df[col].iloc[:1].isnull().any(): null_size = df[name_size].iloc[0] if options.max_size: max_emb_size = options.max_size if isinstance(options.max_size, dict): max_emb_size = max_emb_size[col] if options.num_buckets: if isinstance(options.num_buckets, int): nlargest = max_emb_size - options.num_buckets - 1 else: nlargest = max_emb_size - options.num_buckets[col] - 1 else: nlargest = max_emb_size - 1 if nlargest <= 0: raise ValueError("`nlargest` cannot be 0 or negative") if nlargest < len(df) and name_size in df: # remove NAs from column, we have na count from above. df = df.dropna() # sort based on count (name_size column) df = df.nlargest(n=nlargest, columns=name_size) new_cols[col] = _concat( [nullable_series([None], df, df[col].dtype), df[col]], ignore_index=True, ) new_cols[name_size] = _concat( [nullable_series([null_size], df, df[name_size].dtype), df[name_size]], ignore_index=True, ) # recreate newly "count" ordered df df = type(df)(new_cols) if not dispatch.series_has_nulls(df[col]): if name_size in df: df = df.sort_values(name_size, ascending=False, ignore_index=True) nulls_missing = True new_cols[col] = _concat( [nullable_series([None], df, df[col].dtype), df[col]], ignore_index=True, ) if name_size in df: new_cols[name_size] = _concat( [nullable_series([null_size], df, df[name_size].dtype), df[name_size]], ignore_index=True, ) else: # ensure None aka "unknown" stays at index 0 if name_size in df: df_0 = df.iloc[0:1] df_1 = df.iloc[1:].sort_values(name_size, ascending=False, ignore_index=True) df = _concat([df_0, df_1]) new_cols[col] = df[col].copy(deep=False) if name_size in df: new_cols[name_size] = df[name_size].copy(deep=False) if nulls_missing: df = type(df)(new_cols) df.to_parquet(path, index=False, compression=None) else: df_null = type(df)({c: [None] for c in col_selector.names}) for c in col_selector.names: df_null[c] = df_null[c].astype(df[c].dtype) df_null.to_parquet(path, index=False, compression=None) del df return path def _finish_labels(paths, cols): return {col: paths[i] for i, col in enumerate(cols)} def _groupby_to_disk(ddf, write_func, options: FitOptions): if not options.col_groups: return {} if options.concat_groups: if options.agg_list and not set(options.agg_list).issubset({"count", "size"}): raise ValueError( "Cannot use concat_groups=True with aggregations other than count and size" ) if options.agg_cols: raise ValueError("Cannot aggregate continuous-column stats with concat_groups=True") # Update tree_width tw = {} for col in options.col_groups: col = [col] if isinstance(col, str) else col if isinstance(col, tuple): col = list(col) col_str = _make_name(*col.names, sep=options.name_sep) if options.tree_width is None: tw[col_str] = 8 elif isinstance(options.tree_width, int): tw[col_str] = options.tree_width else: tw[col_str] = options.tree_width.get(col_str, None) or 8 options.tree_width = tw # Make dedicated output directory for the categories fs = get_fs_token_paths(options.out_path)[0] out_path = fs.sep.join([options.out_path, options.stat_name]) fs.mkdirs(out_path, exist_ok=True) dsk = {} token = tokenize( ddf, options.col_groups, options.out_path, options.freq_limit, options.tree_width, options.on_host, ) level_1_name = "level_1-" + token split_name = "split-" + token level_2_name = "level_2-" + token level_3_name = "level_3-" + token finalize_labels_name = options.stat_name + "-" + token for p in range(ddf.npartitions): dsk[(level_1_name, p)] = (_top_level_groupby, (ddf._name, p), options) k = 0 for c, col in enumerate(options.col_groups): col = [col] if isinstance(col, str) else col col_str = _make_name(*col.names, sep=options.name_sep) for s in range(options.tree_width[col_str]): dsk[(split_name, p, c, s)] = (getitem, (level_1_name, p), k) k += 1 col_groups_str = [] for c, col in enumerate(options.col_groups): col = [col] if isinstance(col, str) else col col_str = _make_name(*col.names, sep=options.name_sep) col_groups_str.append(col_str) freq_limit_val = None if options.freq_limit: freq_limit_val = ( options.freq_limit[col_str] if isinstance(options.freq_limit, dict) else options.freq_limit ) for s in range(options.tree_width[col_str]): dsk[(level_2_name, c, s)] = ( _mid_level_groupby, [(split_name, p, c, s) for p in range(ddf.npartitions)], col, freq_limit_val, options, ) dsk[(level_3_name, c)] = ( write_func, [(level_2_name, c, s) for s in range(options.tree_width[col_str])], out_path, col, options, ) dsk[finalize_labels_name] = ( _finish_labels, [(level_3_name, c) for c, col in enumerate(options.col_groups)], col_groups_str, ) graph = HighLevelGraph.from_collections(finalize_labels_name, dsk, dependencies=[ddf]) return graph, finalize_labels_name def _category_stats(ddf, options: FitOptions): # Check if we only need categories if options.agg_cols == [] and options.agg_list == []: options.agg_list = ["size"] return _groupby_to_disk(ddf, _write_uniques, options) # Otherwise, getting category-statistics if isinstance(options.agg_cols, str): options.agg_cols = [options.agg_cols] if options.agg_list == []: options.agg_list = ["count"] return _groupby_to_disk(ddf, _write_gb_stats, options) def _encode( name, storage_name, path, df, cat_cache, na_sentinel=-1, freq_threshold=0, search_sorted=False, buckets=None, encode_type="joint", cat_names=None, max_size=0, dtype=None, start_index=0, ): """The _encode method is responsible for transforming a dataframe by taking the written out vocabulary file and looking up values to translate inputs to numeric outputs. Parameters ---------- name : storage_name : dict path : str df : DataFrame cat_cache : na_sentinel : int Sentinel for NA value. Defaults to -1. freq_threshold : int Categories with a count or frequency below this threshold will be omitted from the encoding and corresponding data will be mapped to the "Null" category. Defaults to 0. search_sorted : Defaults to False. buckets : Defaults to None. encode_type : Defaults to "joint". cat_names : Defaults to None. max_size : Defaults to 0. dtype : Defaults to None. start_index : int The index to start outputting categorical values to. This is useful to, for instance, reserve an initial segment of non-negative integers for out-of-vocabulary or other special values. Defaults to 1. Returns ------- labels : numpy ndarray or Pandas Series """ if isinstance(buckets, int): buckets = {name: buckets for name in cat_names} # this is to apply freq_hashing logic if max_size: freq_threshold = 1 value = None selection_l = ColumnSelector(name if isinstance(name, list) else [name]) selection_r = ColumnSelector(name if isinstance(name, list) else [storage_name]) list_col = is_list_col(selection_l, df) if path: read_pq_func = dispatch.read_parquet_dispatch(df) if cat_cache is not None: cat_cache = ( cat_cache if isinstance(cat_cache, str) else cat_cache.get(storage_name, "disk") ) if len(df): with get_worker_cache("cats") as cache: value = fetch_table_data( cache, path, columns=selection_r.names, cache=cat_cache, cats_only=True, reader=read_pq_func, ) else: value = read_pq_func( # pylint: disable=unexpected-keyword-arg path, columns=selection_r.names ) value.index.name = "labels" value.reset_index(drop=False, inplace=True) if value is None: value = type(df)() for c in selection_r.names: typ = df[selection_l.names[0]].dtype if len(selection_l.names) == 1 else df[c].dtype value[c] = nullable_series([None], df, typ) value.index.name = "labels" value.reset_index(drop=False, inplace=True) if not search_sorted: if list_col: codes = dispatch.flatten_list_column(df[selection_l.names[0]]) codes["order"] = dispatch.arange(len(codes), like_df=df) else: # We go into this case codes = type(df)({"order": dispatch.arange(len(df), like_df=df)}, index=df.index) for cl, cr in zip(selection_l.names, selection_r.names): if isinstance(df[cl].dropna().iloc[0], (np.ndarray, list)): ser = df[cl].copy() codes[cl] = dispatch.flatten_list_column_values(ser).astype(value[cr].dtype) else: codes[cl] = df[cl].copy().astype(value[cr].dtype) if buckets and storage_name in buckets: na_sentinel = _hash_bucket(df, buckets, selection_l.names, encode_type=encode_type) # apply frequency hashing if freq_threshold and buckets and storage_name in buckets: merged_df = codes.merge( value, left_on=selection_l.names, right_on=selection_r.names, how="left" ).sort_values("order") merged_df.reset_index(drop=True, inplace=True) max_id = merged_df["labels"].max() merged_df["labels"].fillna( df._constructor_sliced(na_sentinel + max_id + 1), inplace=True ) labels = merged_df["labels"].values # only do hashing elif buckets and storage_name in buckets: labels = na_sentinel # no hashing else: na_sentinel = 0 labels = codes.merge( value, left_on=selection_l.names, right_on=selection_r.names, how="left" ).sort_values("order")["labels"] labels.fillna(na_sentinel, inplace=True) labels = labels.values else: # Use `searchsorted` if we are using a "full" encoding if list_col: labels = value[selection_r.names].searchsorted( df[selection_l.names[0]].list.leaves, side="left", na_position="first" ) else: labels = value[selection_r.names].searchsorted( df[selection_l.names], side="left", na_position="first" ) labels[labels >= len(value[selection_r.names])] = na_sentinel labels = labels + start_index if list_col: labels = dispatch.encode_list_column(df[selection_l.names[0]], labels, dtype=dtype) elif dtype: labels = labels.astype(dtype, copy=False) return labels def _read_groupby_stat_df(path, name, cat_cache, read_pq_func): if cat_cache is not None: cat_cache = cat_cache if isinstance(cat_cache, str) else cat_cache.get(name, "disk") with get_worker_cache("stats") as cache: if cache: return fetch_table_data(cache, path, cache=cat_cache, reader=read_pq_func) return read_pq_func(path) def is_list_col(col_selector, df): if isinstance(col_selector, list): col_selector = ColumnSelector(col_selector) has_lists = any(dispatch.is_list_dtype(df[col]) for col in col_selector.names) if has_lists and len(col_selector.names) != 1: raise ValueError("Can't categorical encode multiple list columns") return has_lists def _hash_bucket(df, num_buckets, col, encode_type="joint"): if encode_type == "joint": nb = num_buckets[col[0]] encoded = dispatch.hash_series(df[col[0]]) % nb elif encode_type == "combo": if len(col) > 1: name = _make_name(*tuple(col), sep="_") else: name = col[0] nb = num_buckets[name] val = 0 for column in col: val ^= dispatch.hash_series(df[column]) # or however we want to do this aggregation val = val % nb encoded = val return encoded def _copy_storage(existing_stats, existing_path, new_path, copy): """helper function to copy files to a new storage location""" existing_fs = get_fs_token_paths(existing_path)[0] new_fs = get_fs_token_paths(new_path)[0] new_locations = {} for column, existing_file in existing_stats.items(): new_file = existing_file.replace(str(existing_path), str(new_path)) if copy and new_file != existing_file: new_fs.makedirs(os.path.dirname(new_file), exist_ok=True) with new_fs.open(new_file, "wb") as output: output.write(existing_fs.open(existing_file, "rb").read()) new_locations[column] = new_file return new_locations def _reset_df_index(col_name, cat_file_path, idx_count): cat_df = dispatch.read_parquet_dispatch(None)(cat_file_path) # change indexes for category cat_df.index += idx_count # update count idx_count += cat_df.shape[0] # save the new indexes in file new_cat_file_path = Path(cat_file_path).parent / f"unique.{col_name}.all.parquet" cat_df.to_parquet(new_cat_file_path) return idx_count, new_cat_file_path