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ipd_extended/correlation_measures/binning.py
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import pandas as pd | |
import numpy as np | |
import pandas.core.algorithms as algos | |
import re | |
class Binning: | |
def __init__(self, data, dim, desired_bins_count, global_min=None): | |
self.desired_bins_count = desired_bins_count if desired_bins_count is None or data.shape[0] > desired_bins_count \ | |
else data.shape[0] | |
self.dim = dim | |
self.data = data | |
self.global_min = global_min | |
# todo old (small reminder) in the original ipd it is NOT equal binning | |
# Series of binned points (with dropDuplicates produces not equally frequent bins) | |
def equal_frequency_binning_by_rank(self): | |
self.rank_data = self.data.rank(method='first') | |
self.bins_count = self.desired_bins_count | |
self.qcut = pd.qcut(self.rank_data[self.dim], self.bins_count) | |
return self.qcut | |
def equal_frequency_binning_by_rank_int_categories(self): | |
self.equal_frequency_binning_by_rank() | |
self.qcut = self.qcut.cat.rename_categories([i for i in range(self.desired_bins_count)]).reindex( | |
self.qcut.index) | |
return self.qcut | |
def equal_frequency_binning_duplicate_drop(self): | |
# todo python361 | |
# qcut = pd.qcut(self.data[self.dim], self.desired_bins_count, duplicates='drop') | |
# todo python 342 | |
qcut = self._compute_qcut() | |
# qcut = qcut.cat.remove_unused_categories() | |
bounds = [float(re.search(', (-*\d+\.*\d*e*-*\d*)', c).group(1)) for c in qcut.cat.categories] | |
# including global_min with a margin of 1 | |
bounds.insert(0, self.global_min - 1) | |
self.bounds = pd.Series(bounds) | |
self.bins_count = len(qcut.cat.categories) | |
self.qcut = qcut.cat.rename_categories([i for i in range(self.bins_count)]).reindex(qcut.index) | |
return self.qcut | |
def _compute_qcut(self): | |
quantiles = np.linspace(0, 1, self.desired_bins_count + 1) | |
bins = algos.quantile(self.data[self.dim], quantiles) | |
bins = pd.unique(bins) | |
qcut = pd.cut(self.data[self.dim], bins, include_lowest=True) | |
return qcut | |
def interpolate(self, other_bin): | |
if self.bounds is None: | |
raise ValueError('No bounds!') | |
other_col = other_bin[self.dim] | |
if max(other_col) > self.bounds.max(): | |
self.bounds = self.bounds.append(pd.Series(max(other_col)), ignore_index=True) | |
self.qcut.cat.add_categories(self.bins_count, inplace=True) | |
self.bins_count += 1 | |
data_ = pd.cut(other_col, self.bounds) | |
return data_.cat.rename_categories([i for i in range(self.bins_count)]).reindex(data_.index) |