xverse

xverse short for X uniVerse is a Python module for machine learning in the space of feature engineering, feature transformation and feature selection.

Currently, xverse package handles only binary target.

Installation

The package requires numpy, pandas, scikit-learn, scipy and statsmodels. In addition, the package is tested on Python version 3.5 and above.

To install the package, download this folder and execute:

python setup.py install

or from command line execute

pip install xverse

To install the development version, you can use

pip install --upgrade git+https://github.com/Sundar0989/XuniVerse

Still have issues installing. Please refer to the 'install_help' directory to walk you through steps.

Usage

XVerse module is fully compatible with sklearn transformers, so they can be used in pipelines or in your existing scripts. Currently, it supports only Pandas dataframes.

Example

Monotonic Binning (Feature transformation)

from xverse.transformer import MonotonicBinning

clf = MonotonicBinning()
clf.fit(X, y)

print(clf.bins)

{'age': array([19., 35., 45., 87.]),
 'balance': array([-3313.        ,   174.        ,   979.33333333, 71188.        ]),
 'campaign': array([ 1.,  3., 50.]),
 'day': array([ 1., 12., 20., 31.]),
 'duration': array([   4.        ,  128.        ,  261.33333333, 3025.        ]),
 'pdays': array([-1.00e+00, -5.00e-01,  1.00e+00,  8.71e+02]),
 'previous': array([ 0.,  1., 25.])}

Weight of Evidence (WOE) and Information Value (IV) (Feature transformation and Selection)

from xverse.transformer import WOE

clf = WOE()
clf.fit(X, y)

print(clf.woe_df.head()) #Weight of Evidence transformation dataset

+---+---------------+--------------------+-------+-------+-----------+---------------------+--------------------+---------------------+------------------------+----------------------+---------------------+
|   | Variable_Name | Category           | Count | Event | Non_Event | Event_Rate          | Non_Event_Rate     | Event_Distribution  | Non_Event_Distribution | WOE                  | Information_Value   |
+---+---------------+--------------------+-------+-------+-----------+---------------------+--------------------+---------------------+------------------------+----------------------+---------------------+
| 0 | age           | (18.999, 35.0]     | 1652  | 197   | 1455      | 0.11924939467312348 | 0.8807506053268765 | 0.3781190019193858  | 0.36375                | 0.038742147481056366 | 0.02469286279236605 |
+---+---------------+--------------------+-------+-------+-----------+---------------------+--------------------+---------------------+------------------------+----------------------+---------------------+
| 1 | age           | (35.0, 45.0]       | 1388  | 129   | 1259      | 0.09293948126801153 | 0.9070605187319885 | 0.2476007677543186  | 0.31475                | -0.2399610313340142  | 0.02469286279236605 |
+---+---------------+--------------------+-------+-------+-----------+---------------------+--------------------+---------------------+------------------------+----------------------+---------------------+
| 2 | age           | (45.0, 87.0]       | 1481  | 195   | 1286      | 0.13166779203241052 | 0.8683322079675895 | 0.3742802303262956  | 0.3215                 | 0.15200725211484276  | 0.02469286279236605 |
+---+---------------+--------------------+-------+-------+-----------+---------------------+--------------------+---------------------+------------------------+----------------------+---------------------+
| 3 | balance       | (-3313.001, 174.0] | 1512  | 133   | 1379      | 0.08796296296296297 | 0.9120370370370371 | 0.255278310940499   | 0.34475                | -0.3004651512228873  | 0.06157421302850976 |
+---+---------------+--------------------+-------+-------+-----------+---------------------+--------------------+---------------------+------------------------+----------------------+---------------------+
| 4 | balance       | (174.0, 979.333]   | 1502  | 163   | 1339      | 0.1085219707057257  | 0.8914780292942743 | 0.31285988483685223 | 0.33475                | -0.06762854653574929 | 0.06157421302850976 |
+---+---------------+--------------------+-------+-------+-----------+---------------------+--------------------+---------------------+------------------------+----------------------+---------------------+

print(clf.iv_df) #Information value dataset

+----+---------------+------------------------+
|    | Variable_Name | Information_Value      |
+----+---------------+------------------------+
| 6  | duration      | 1.1606798895024775     |
+----+---------------+------------------------+
| 14 | poutcome      | 0.4618899274360784     |
+----+---------------+------------------------+
| 12 | month         | 0.37953277364723703    |
+----+---------------+------------------------+
| 3  | contact       | 0.2477624664660033     |
+----+---------------+------------------------+
| 13 | pdays         | 0.20326698063078097    |
+----+---------------+------------------------+
| 15 | previous      | 0.1770811514357682     |
+----+---------------+------------------------+
| 9  | job           | 0.13251854742728092    |
+----+---------------+------------------------+
| 8  | housing       | 0.10655553101753026    |
+----+---------------+------------------------+
| 1  | balance       | 0.06157421302850976    |
+----+---------------+------------------------+
| 10 | loan          | 0.06079091829519839    |
+----+---------------+------------------------+
| 11 | marital       | 0.04009032555607127    |
+----+---------------+------------------------+
| 7  | education     | 0.03181211694236827    |
+----+---------------+------------------------+
| 0  | age           | 0.02469286279236605    |
+----+---------------+------------------------+
| 2  | campaign      | 0.019350877455830695   |
+----+---------------+------------------------+
| 4  | day           | 0.0028156288525541884  |
+----+---------------+------------------------+
| 5  | default       | 1.6450124824351054e-05 |
+----+---------------+------------------------+

Apply this handy rule to select variables based on Information value

+-------------------+-----------------------------+
| Information Value | Variable Predictiveness     |
+-------------------+-----------------------------+
| Less than 0.02    | Not useful for prediction   |
+-------------------+-----------------------------+
| 0.02 to 0.1       | Weak predictive Power       |
+-------------------+-----------------------------+
| 0.1 to 0.3        | Medium predictive Power     |
+-------------------+-----------------------------+
| 0.3 to 0.5        | Strong predictive Power     |
+-------------------+-----------------------------+
| >0.5              | Suspicious Predictive Power |
+-------------------+-----------------------------+

clf.transform(X) #apply WOE transformation on the dataset

VotingSelector (Feature selection)

from xverse.ensemble import VotingSelector

clf = VotingSelector()
clf.fit(X, y)
print(clf.available_techniques)

['WOE', 'RF', 'RFE', 'ETC', 'CS', 'L_ONE']

clf.feature_importances_

+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
|    | Variable_Name | Information_Value      | Random_Forest         | Recursive_Feature_Elimination | Extra_Trees          | Chi_Square           | L_One                   |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 0  | duration      | 1.1606798895024775     | 0.29100016518065835   | 0.0                           | 0.24336032789230097  | 62.53045588382914    | 0.0009834060765907017   |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 1  | poutcome      | 0.4618899274360784     | 0.05975563617541324   | 0.8149539108454378            | 0.07291945099022576  | 209.1788690088815    | 0.27884071686005385     |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 2  | month         | 0.37953277364723703    | 0.09472524644853274   | 0.6270707318033509            | 0.10303345973615481  | 54.81011477300214    | 0.18763733424335785     |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 3  | contact       | 0.2477624664660033     | 0.018358265986906014  | 0.45594899004325673           | 0.029325952072445132 | 25.357947712611868   | 0.04876094100065351     |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 4  | pdays         | 0.20326698063078097    | 0.04927368012222067   | 0.0                           | 0.02738001362078519  | 13.808925800391403   | -0.00026932622581396677 |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 5  | previous      | 0.1770811514357682     | 0.02612886929056733   | 0.0                           | 0.027197295919351088 | 13.019278420681164   | 0.0                     |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 6  | job           | 0.13251854742728092    | 0.050024353325485646  | 0.5207956132479409            | 0.05775450997836301  | 13.043319831003855   | 0.11279310830899944     |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 7  | housing       | 0.10655553101753026    | 0.021126744587568032  | 0.28135643347861894           | 0.020830177741565564 | 28.043094016887064   | 0.0                     |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 8  | balance       | 0.06157421302850976    | 0.0963543249575152    | 0.0                           | 0.08429423739161768  | 0.03720300378031974  | -1.3553979494412002e-06 |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 9  | loan          | 0.06079091829519839    | 0.008783347837152861  | 0.6414812505459246            | 0.013652849211750306 | 3.4361027026756084   | 0.0                     |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 10 | marital       | 0.04009032555607127    | 0.02648832289940045   | 0.9140684291962617            | 0.03929791951230852  | 10.889749514307464   | 0.0                     |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 11 | education     | 0.03181211694236827    | 0.02757205345952717   | 0.21529148795958114           | 0.03980467391633981  | 4.70588768051867     | 0.0                     |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 12 | age           | 0.02469286279236605    | 0.10164634631051869   | 0.0                           | 0.08893247762137796  | 0.6818947945319156   | -0.004414426121909251   |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 13 | campaign      | 0.019350877455830695   | 0.04289312347011537   | 0.0                           | 0.05716486374991612  | 1.8596566731099653   | -0.012650844735972498   |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 14 | day           | 0.0028156288525541884  | 0.083859807784465     | 0.0                           | 0.09056623672332145  | 0.08687716739873641  | -0.00231307077371602    |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+
| 15 | default       | 1.6450124824351054e-05 | 0.0020097121639531665 | 0.0                           | 0.004485553922176626 | 0.007542737902818529 | 0.0                     |
+----+---------------+------------------------+-----------------------+-------------------------------+----------------------+----------------------+-------------------------+

clf.feature_votes_

+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
|    | Variable_Name | Information_Value | Random_Forest | Recursive_Feature_Elimination | Extra_Trees | Chi_Square | L_One | Votes |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 1  | poutcome      | 1                 | 1             | 1                             | 1           | 1          | 1     | 6     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 2  | month         | 1                 | 1             | 1                             | 1           | 1          | 1     | 6     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 6  | job           | 1                 | 1             | 1                             | 1           | 1          | 1     | 6     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 0  | duration      | 1                 | 1             | 0                             | 1           | 1          | 1     | 5     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 3  | contact       | 1                 | 0             | 1                             | 0           | 1          | 1     | 4     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 4  | pdays         | 1                 | 1             | 0                             | 0           | 1          | 0     | 3     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 7  | housing       | 1                 | 0             | 1                             | 0           | 1          | 0     | 3     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 12 | age           | 0                 | 1             | 0                             | 1           | 0          | 1     | 3     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 14 | day           | 0                 | 1             | 0                             | 1           | 0          | 1     | 3     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 5  | previous      | 1                 | 0             | 0                             | 0           | 1          | 0     | 2     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 8  | balance       | 0                 | 1             | 0                             | 1           | 0          | 0     | 2     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 13 | campaign      | 0                 | 0             | 0                             | 1           | 0          | 1     | 2     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 9  | loan          | 0                 | 0             | 1                             | 0           | 0          | 0     | 1     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 10 | marital       | 0                 | 0             | 1                             | 0           | 0          | 0     | 1     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 11 | education     | 0                 | 0             | 1                             | 0           | 0          | 0     | 1     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+
| 15 | default       | 0                 | 0             | 0                             | 0           | 0          | 0     | 0     |
+----+---------------+-------------------+---------------+-------------------------------+-------------+------------+-------+-------+

Contributing

XuniVerse is under active development, if you'd like to be involved, we'd love to have you. Check out the CONTRIBUTING.md file or open an issue on the github project to get started.

References

https://www.listendata.com/2015/03/weight-of-evidence-woe-and-information.html

https://medium.com/@sundarstyles89/variable-selection-using-python-vote-based-approach-faa42da960f0

Contributors

Alessio Tamburro (https://github.com/alessiot)