ml_config_entity.py 8.9 KB

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  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, FileEnum
  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. params_xgb={},
  42. rules=[],
  43. *args, **kwargs):
  44. self._model_type = model_type
  45. self._feature_strategy = feature_strategy
  46. self._params_xgb = params_xgb
  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. # 使用iv筛变量时的阈值
  78. self._iv_threshold = iv_threshold
  79. # 贪婪搜索分箱时数据粒度大小,应该在0.01-0.1之间
  80. self._bin_search_interval = bin_search_interval
  81. # 最终保留多少x变量
  82. self._max_feature_num = max_feature_num
  83. self._special_values = special_values
  84. self._breaks_list = breaks_list
  85. # 变量相关性阈值
  86. self._corr_threshold = corr_threshold
  87. # 贪婪搜索采样比例,只针对4箱5箱时有效
  88. self._bin_sample_rate = bin_sample_rate
  89. # 加减分规则
  90. self._rules = rules
  91. if self._project_name is None or len(self._project_name) == 0:
  92. self._base_dir = os.path.join(BaseConfig.train_path, f"{f_get_datetime()}")
  93. else:
  94. self._base_dir = os.path.join(BaseConfig.train_path, self._project_name)
  95. self._include = columns_include + list(self.breaks_list.keys())
  96. os.makedirs(self._base_dir, exist_ok=True)
  97. print(f"项目路径:【{self._base_dir}】")
  98. if self._jupyter_print:
  99. warning_ignore()
  100. @property
  101. def model_type(self):
  102. return self._model_type
  103. @property
  104. def feature_strategy(self):
  105. return self._feature_strategy
  106. @property
  107. def params_xgb(self):
  108. params = {
  109. 'objective': 'binary:logistic',
  110. 'eval_metric': 'auc',
  111. 'learning_rate': 0.1,
  112. 'max_depth': 3,
  113. 'subsample': None,
  114. 'colsample_bytree': None,
  115. 'alpha': None,
  116. 'num_boost_round': 500,
  117. 'early_stopping_rounds': 20,
  118. 'verbose_eval': 10,
  119. 'random_state': 2025,
  120. 'save_pmml': True,
  121. 'trees_print': False,
  122. }
  123. params.update(self._params_xgb)
  124. return params
  125. @property
  126. def psi_threshold(self):
  127. return self._psi_threshold
  128. @property
  129. def vif_threshold(self):
  130. return self._vif_threshold
  131. @property
  132. def stress_test(self):
  133. return self._stress_test
  134. @property
  135. def stress_sample_times(self):
  136. return self._stress_sample_times
  137. @property
  138. def stress_bad_rate_list(self):
  139. return self._stress_bad_rate_list
  140. @property
  141. def jupyter_print(self):
  142. return self._jupyter_print
  143. @property
  144. def bin_detail_print(self):
  145. return self._bin_detail_print
  146. @property
  147. def base_dir(self):
  148. return self._base_dir
  149. @property
  150. def monto_shift_threshold(self):
  151. return self._monto_shift_threshold
  152. @property
  153. def trend_shift_threshold(self):
  154. return self._trend_shift_threshold
  155. @property
  156. def format_bin(self):
  157. return self._format_bin
  158. @property
  159. def project_name(self):
  160. return self._project_name
  161. @property
  162. def bin_sample_rate(self):
  163. return self._bin_sample_rate
  164. @property
  165. def rules(self):
  166. return self._rules
  167. @property
  168. def corr_threshold(self):
  169. return self._corr_threshold
  170. @property
  171. def max_feature_num(self):
  172. return self._max_feature_num
  173. @property
  174. def y_column(self):
  175. return self._y_column
  176. @property
  177. def x_columns(self):
  178. return self._x_columns
  179. @property
  180. def columns_exclude(self):
  181. return self._columns_exclude
  182. @property
  183. def columns_include(self):
  184. return self._columns_include
  185. @property
  186. def columns_anns(self):
  187. return self._columns_anns
  188. @property
  189. def iv_threshold(self):
  190. return self._iv_threshold
  191. @property
  192. def bin_search_interval(self):
  193. return self._bin_search_interval
  194. @property
  195. def special_values(self):
  196. if self._special_values is None or len(self._special_values) == 0:
  197. return None
  198. if isinstance(self._special_values, str):
  199. return [self._special_values]
  200. if isinstance(self._special_values, (dict, list)):
  201. return self._special_values
  202. return None
  203. def get_special_values(self, column: str = None):
  204. if self._special_values is None or len(self._special_values) == 0:
  205. return []
  206. if isinstance(self._special_values, str):
  207. return [self._special_values]
  208. if isinstance(self._special_values, list):
  209. return self._special_values
  210. if isinstance(self._special_values, dict) and column is not None:
  211. return self._special_values.get(column, [])
  212. return []
  213. @property
  214. def breaks_list(self):
  215. if self._breaks_list is None:
  216. return {}
  217. if isinstance(self._breaks_list, dict):
  218. return self._breaks_list
  219. return {}
  220. def get_breaks_list(self, column: str = None):
  221. if self._breaks_list is None or len(self._breaks_list) == 0:
  222. return []
  223. if isinstance(self._breaks_list, dict) and column is not None:
  224. return self._breaks_list.get(column, [])
  225. return []
  226. def is_include(self, column: str) -> bool:
  227. return column in self._include
  228. def f_get_save_path(self, file_name: str) -> str:
  229. path = os.path.join(self._base_dir, file_name)
  230. return path
  231. @staticmethod
  232. def from_config(config_path: str):
  233. """
  234. 从配置文件生成实体类
  235. """
  236. if os.path.isdir(config_path):
  237. config_path = os.path.join(config_path, FileEnum.MLCFG.value)
  238. if os.path.exists(config_path):
  239. with open(config_path, mode="r", encoding="utf-8") as f:
  240. j = json.loads(f.read())
  241. else:
  242. raise GeneralException(ResultCodesEnum.NOT_FOUND, message=f"指配置文件【{config_path}】不存在")
  243. print(f"mlcfg load from【{config_path}】success. ")
  244. return MlConfigEntity(**j)
  245. def config_save(self):
  246. path = self.f_get_save_path(FileEnum.MLCFG.value)
  247. with open(path, mode="w", encoding="utf-8") as f:
  248. j = {k.lstrip("_"): v for k, v in self.__dict__.items()}
  249. j = json.dumps(j, ensure_ascii=False)
  250. f.write(j)
  251. print(f"mlcfg save to【{path}】success. ")
  252. if __name__ == "__main__":
  253. pass