Source code for evalml.data_checks.class_imbalance_data_check

"""Data check that checks if any of the target labels are imbalanced, or if the number of values for each target are below 2 times the number of CV folds.

Use for classification problems.
"""
import numpy as np

from evalml.data_checks import (
    DataCheck,
    DataCheckError,
    DataCheckMessageCode,
    DataCheckWarning,
)
from evalml.utils import infer_feature_types


[docs]class ClassImbalanceDataCheck(DataCheck): """Check if any of the target labels are imbalanced, or if the number of values for each target are below 2 times the number of CV folds. Use for classification problems. Args: threshold (float): The minimum threshold allowed for class imbalance before a warning is raised. This threshold is calculated by comparing the number of samples in each class to the sum of samples in that class and the majority class. For example, a multiclass case with [900, 900, 100] samples per classes 0, 1, and 2, respectively, would have a 0.10 threshold for class 2 (100 / (900 + 100)). Defaults to 0.10. min_samples (int): The minimum number of samples per accepted class. If the minority class is both below the threshold and min_samples, then we consider this severely imbalanced. Must be greater than 0. Defaults to 100. num_cv_folds (int): The number of cross-validation folds. Must be positive. Choose 0 to ignore this warning. Defaults to 3. test_size (None, float, int): Percentage of test set size. Used to calculate class imbalance prior to splitting the data into training and validation/test sets. Raises: ValueError: If threshold is not within 0 and 0.5 ValueError: If min_samples is not greater than 0 ValueError: If number of cv folds is negative ValueError: If test_size is not between 0 and 1 """ def __init__(self, threshold=0.1, min_samples=100, num_cv_folds=3, test_size=None): if threshold <= 0 or threshold > 0.5: raise ValueError( "Provided threshold {} is not within the range (0, 0.5]".format( threshold, ), ) self.threshold = threshold if min_samples <= 0: raise ValueError( "Provided value min_samples {} is not greater than 0".format( min_samples, ), ) self.min_samples = min_samples if num_cv_folds < 0: raise ValueError( "Provided number of CV folds {} is less than 0".format(num_cv_folds), ) self.cv_folds = num_cv_folds * 2 if test_size is not None: if not (isinstance(test_size, (int, float)) and 0 < test_size <= 1): raise ValueError( "Parameter test_size must be a number between 0 and less than or equal to 1", ) self.test_size = test_size else: self.test_size = 1
[docs] def validate(self, X, y): """Check if any target labels are imbalanced beyond a threshold for binary and multiclass problems. Ignores NaN values in target labels if they appear. Args: X (pd.DataFrame, np.ndarray): Features. Ignored. y (pd.Series, np.ndarray): Target labels to check for imbalanced data. Returns: dict: Dictionary with DataCheckWarnings if imbalance in classes is less than the threshold, and DataCheckErrors if the number of values for each target is below 2 * num_cv_folds. Examples: >>> import pandas as pd ... >>> X = pd.DataFrame() >>> y = pd.Series([0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1]) In this binary example, the target class 0 is present in fewer than 10% (threshold=0.10) of instances, and fewer than 2 * the number of cross folds (2 * 3 = 6). Therefore, both a warning and an error are returned as part of the Class Imbalance Data Check. In addition, if a target is present with fewer than `min_samples` occurrences (default is 100) and is under the threshold, a severe class imbalance warning will be raised. >>> class_imb_dc = ClassImbalanceDataCheck(threshold=0.10) >>> assert class_imb_dc.validate(X, y) == [ ... { ... "message": "The number of instances of these targets is less than 2 * the number of cross folds = 6 instances: [0]", ... "data_check_name": "ClassImbalanceDataCheck", ... "level": "error", ... "code": "CLASS_IMBALANCE_BELOW_FOLDS", ... "details": {"target_values": [0], "rows": None, "columns": None}, ... "action_options": [] ... }, ... { ... "message": "The following labels fall below 10% of the target: [0]", ... "data_check_name": "ClassImbalanceDataCheck", ... "level": "warning", ... "code": "CLASS_IMBALANCE_BELOW_THRESHOLD", ... "details": {"target_values": [0], "rows": None, "columns": None}, ... "action_options": [] ... }, ... { ... "message": "The following labels in the target have severe class imbalance because they fall under 10% of the target and have less than 100 samples: [0]", ... "data_check_name": "ClassImbalanceDataCheck", ... "level": "warning", ... "code": "CLASS_IMBALANCE_SEVERE", ... "details": {"target_values": [0], "rows": None, "columns": None}, ... "action_options": [] ... } ... ] In this multiclass example, the target class 0 is present in fewer than 30% of observations, however with 1 cv fold, the minimum number of instances required is 2 * 1 = 2. Therefore a warning, but not an error, is raised. >>> y = pd.Series([0, 0, 1, 1, 1, 1, 2, 2, 2, 2, 2]) >>> class_imb_dc = ClassImbalanceDataCheck(threshold=0.30, min_samples=5, num_cv_folds=1) >>> assert class_imb_dc.validate(X, y) == [ ... { ... "message": "The following labels fall below 30% of the target: [0]", ... "data_check_name": "ClassImbalanceDataCheck", ... "level": "warning", ... "code": "CLASS_IMBALANCE_BELOW_THRESHOLD", ... "details": {"target_values": [0], "rows": None, "columns": None}, ... "action_options": [] ... }, ... { ... "message": "The following labels in the target have severe class imbalance because they fall under 30% of the target and have less than 5 samples: [0]", ... "data_check_name": "ClassImbalanceDataCheck", ... "level": "warning", ... "code": "CLASS_IMBALANCE_SEVERE", ... "details": {"target_values": [0], "rows": None, "columns": None}, ... "action_options": [] ... } ... ] ... >>> y = pd.Series([0, 0, 1, 1, 1, 1, 2, 2, 2, 2]) >>> class_imb_dc = ClassImbalanceDataCheck(threshold=0.30, num_cv_folds=1) >>> assert class_imb_dc.validate(X, y) == [] """ messages = [] y = infer_feature_types(y) fold_counts = y.value_counts(normalize=False, sort=True) fold_counts = np.floor(fold_counts * self.test_size).astype(int) if len(fold_counts) == 0: return messages # search for targets that occur less than twice the number of cv folds first below_threshold_folds = fold_counts.where(fold_counts < self.cv_folds).dropna() if len(below_threshold_folds): below_threshold_values = below_threshold_folds.index.tolist() error_msg = "The number of instances of these targets is less than 2 * the number of cross folds = {} instances: {}" messages.append( DataCheckError( message=error_msg.format( self.cv_folds, sorted(below_threshold_values), ), data_check_name=self.name, message_code=DataCheckMessageCode.CLASS_IMBALANCE_BELOW_FOLDS, details={"target_values": sorted(below_threshold_values)}, ).to_dict(), ) counts = fold_counts / (fold_counts + fold_counts.values[0]) below_threshold = counts.where(counts < self.threshold).dropna() # if there are items that occur less than the threshold, add them to the list of results if len(below_threshold): below_threshold_values = below_threshold.index.tolist() warning_msg = "The following labels fall below {:.0f}% of the target: {}" messages.append( DataCheckWarning( message=warning_msg.format( self.threshold * 100, below_threshold_values, ), data_check_name=self.name, message_code=DataCheckMessageCode.CLASS_IMBALANCE_BELOW_THRESHOLD, details={"target_values": below_threshold_values}, ).to_dict(), ) sample_counts = fold_counts.where(fold_counts < self.min_samples).dropna() if len(below_threshold) and len(sample_counts): sample_count_values = sample_counts.index.tolist() severe_imbalance = [v for v in sample_count_values if v in below_threshold] warning_msg = "The following labels in the target have severe class imbalance because they fall under {:.0f}% of the target and have less than {} samples: {}" messages.append( DataCheckWarning( message=warning_msg.format( self.threshold * 100, self.min_samples, severe_imbalance, ), data_check_name=self.name, message_code=DataCheckMessageCode.CLASS_IMBALANCE_SEVERE, details={"target_values": severe_imbalance}, ).to_dict(), ) return messages