ml_config_entity.py 8.1 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307
  1. # -*- coding: utf-8 -*-
  2. """
  3. @author: yq
  4. @time: 2024/11/1
  5. @desc: 数据处理配置类
  6. """
  7. import json
  8. import os
  9. from typing import List, Union
  10. from commom import GeneralException, f_get_datetime
  11. from config import BaseConfig
  12. from enums import ResultCodesEnum
  13. from init import warning_ignore
  14. class MlConfigEntity():
  15. def __init__(self,
  16. y_column: str,
  17. project_name: str = None,
  18. x_columns: List[str] = [],
  19. columns_exclude: List[str] = [],
  20. columns_include: List[str] = [],
  21. columns_anns: dict = {},
  22. bin_search_interval: float = 0.05,
  23. bin_sample_rate: float = 0.1,
  24. iv_threshold: float = 0.01,
  25. corr_threshold: float = 0.4,
  26. psi_threshold: float = 0.2,
  27. vif_threshold: float = 10,
  28. monto_shift_threshold=1,
  29. trend_shift_threshold=0,
  30. max_feature_num: int = 10,
  31. special_values: Union[dict, list, str] = None,
  32. breaks_list: dict = None,
  33. format_bin: str = False,
  34. jupyter_print=False,
  35. bin_detail_print=True,
  36. stress_test=False,
  37. stress_sample_times=100,
  38. stress_bad_rate_list: List[float] = [],
  39. model_type="lr",
  40. feature_strategy="woe",
  41. rules=[],
  42. fill_method: str = None,
  43. fill_value=None,
  44. *args, **kwargs):
  45. self._model_type = model_type
  46. self._feature_strategy = feature_strategy
  47. self._psi_threshold = psi_threshold
  48. self._vif_threshold = vif_threshold
  49. # 排除的x列
  50. self._columns_exclude = columns_exclude
  51. # 强制保留的x列
  52. self._columns_include = columns_include
  53. # 变量注释
  54. self._columns_anns = columns_anns
  55. # 是否开启下输出内容
  56. self._stress_test = stress_test
  57. # jupyter下输出内容
  58. self._stress_sample_times = stress_sample_times
  59. # jupyter下输出内容
  60. self._stress_bad_rate_list = stress_bad_rate_list
  61. # jupyter下输出内容
  62. self._jupyter_print = jupyter_print
  63. # jupyter下输出内容
  64. self._bin_detail_print = bin_detail_print
  65. # 单调性允许变化次数
  66. self._monto_shift_threshold = monto_shift_threshold
  67. # 变量趋势一致性允许变化次数
  68. self._trend_shift_threshold = trend_shift_threshold
  69. # 是否启用粗分箱
  70. self._format_bin = format_bin
  71. # 项目名称,和缓存路径有关
  72. self._project_name = project_name
  73. # 定义y变量
  74. self._y_column = y_column
  75. # 候选x变量
  76. self._x_columns = x_columns
  77. # 缺失值填充方法
  78. self._fill_method = fill_method
  79. # 缺失值填充值
  80. self._fill_value = fill_value
  81. # 使用iv筛变量时的阈值
  82. self._iv_threshold = iv_threshold
  83. # 贪婪搜索分箱时数据粒度大小,应该在0.01-0.1之间
  84. self._bin_search_interval = bin_search_interval
  85. # 最终保留多少x变量
  86. self._max_feature_num = max_feature_num
  87. self._special_values = special_values
  88. self._breaks_list = breaks_list
  89. # 变量相关性阈值
  90. self._corr_threshold = corr_threshold
  91. # 贪婪搜索采样比例,只针对4箱5箱时有效
  92. self._bin_sample_rate = bin_sample_rate
  93. # 加减分规则
  94. self._rules = rules
  95. if self._project_name is None or len(self._project_name) == 0:
  96. self._base_dir = os.path.join(BaseConfig.train_path, f"{f_get_datetime()}")
  97. else:
  98. self._base_dir = os.path.join(BaseConfig.train_path, self._project_name)
  99. self._include = columns_include + list(self.breaks_list.keys())
  100. os.makedirs(self._base_dir, exist_ok=True)
  101. if self._jupyter_print:
  102. warning_ignore()
  103. @property
  104. def model_type(self):
  105. return self._model_type
  106. @property
  107. def feature_strategy(self):
  108. return self._feature_strategy
  109. @property
  110. def psi_threshold(self):
  111. return self._psi_threshold
  112. @property
  113. def vif_threshold(self):
  114. return self._vif_threshold
  115. @property
  116. def stress_test(self):
  117. return self._stress_test
  118. @property
  119. def stress_sample_times(self):
  120. return self._stress_sample_times
  121. @property
  122. def stress_bad_rate_list(self):
  123. return self._stress_bad_rate_list
  124. @property
  125. def jupyter_print(self):
  126. return self._jupyter_print
  127. @property
  128. def bin_detail_print(self):
  129. return self._bin_detail_print
  130. @property
  131. def base_dir(self):
  132. return self._base_dir
  133. @property
  134. def monto_shift_threshold(self):
  135. return self._monto_shift_threshold
  136. @property
  137. def trend_shift_threshold(self):
  138. return self._trend_shift_threshold
  139. @property
  140. def format_bin(self):
  141. return self._format_bin
  142. @property
  143. def project_name(self):
  144. return self._project_name
  145. @property
  146. def bin_sample_rate(self):
  147. return self._bin_sample_rate
  148. @property
  149. def rules(self):
  150. return self._rules
  151. @property
  152. def corr_threshold(self):
  153. return self._corr_threshold
  154. @property
  155. def max_feature_num(self):
  156. return self._max_feature_num
  157. @property
  158. def y_column(self):
  159. return self._y_column
  160. @property
  161. def x_columns(self):
  162. return self._x_columns
  163. @property
  164. def columns_exclude(self):
  165. return self._columns_exclude
  166. @property
  167. def columns_include(self):
  168. return self._columns_include
  169. @property
  170. def columns_anns(self):
  171. return self._columns_anns
  172. @property
  173. def fill_value(self):
  174. return self._fill_value
  175. @property
  176. def fill_method(self):
  177. return self._fill_method
  178. @property
  179. def iv_threshold(self):
  180. return self._iv_threshold
  181. @property
  182. def bin_search_interval(self):
  183. return self._bin_search_interval
  184. @property
  185. def special_values(self):
  186. if self._special_values is None or len(self._special_values) == 0:
  187. return None
  188. if isinstance(self._special_values, str):
  189. return [self._special_values]
  190. if isinstance(self._special_values, (dict, list)):
  191. return self._special_values
  192. return None
  193. def get_special_values(self, column: str = None):
  194. if self._special_values is None or len(self._special_values) == 0:
  195. return []
  196. if isinstance(self._special_values, str):
  197. return [self._special_values]
  198. if isinstance(self._special_values, list):
  199. return self._special_values
  200. if isinstance(self._special_values, dict) and column is not None:
  201. return self._special_values.get(column, [])
  202. return []
  203. @property
  204. def breaks_list(self):
  205. if self._breaks_list is None:
  206. return {}
  207. if isinstance(self._breaks_list, dict):
  208. return self._breaks_list
  209. return {}
  210. def get_breaks_list(self, column: str = None):
  211. if self._breaks_list is None or len(self._breaks_list) == 0:
  212. return []
  213. if isinstance(self._breaks_list, dict) and column is not None:
  214. return self._breaks_list.get(column, [])
  215. return []
  216. def is_include(self, column: str) -> bool:
  217. return column in self._include
  218. def f_get_save_path(self, file_name: str) -> str:
  219. path = os.path.join(self._base_dir, file_name)
  220. return path
  221. @staticmethod
  222. def from_config(config_path: str):
  223. """
  224. 从配置文件生成实体类
  225. """
  226. if os.path.exists(config_path):
  227. with open(config_path, mode="r", encoding="utf-8") as f:
  228. j = json.loads(f.read())
  229. else:
  230. raise GeneralException(ResultCodesEnum.NOT_FOUND, message=f"指配置文件【{config_path}】不存在")
  231. return MlConfigEntity(**j)
  232. if __name__ == "__main__":
  233. pass