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Mar 5, 2019
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Scrubbing feature selection #2852

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2 changes: 1 addition & 1 deletion docs/samples/Microsoft.ML.Samples/Dynamic/FeatureSelectionTransform.cs
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Expand Up @@ -55,7 +55,7 @@ public static void Example()
// specify the parameter `numBins', which controls the number of bins used in the approximation of the mutual information
// between features and label.
var mutualInfoEst = ml.Transforms.FeatureSelection.SelectFeaturesBasedOnMutualInformation(
outputColumnName: "FeaturesMISelect", inputColumnName: "FeaturesCountSelect", labelColumn: "Label", slotsInOutput: 5);
outputColumnName: "FeaturesMISelect", inputColumnName: "FeaturesCountSelect", labelColumnName: "Label", slotsInOutput: 5);

// Now, we can put the previous two transformations together in a pipeline.
var pipeline = countSelectEst.Append(mutualInfoEst);
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19 changes: 10 additions & 9 deletions src/Microsoft.ML.Transforms/CountFeatureSelection.cs
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Expand Up @@ -10,7 +10,6 @@
using Microsoft.ML;
using Microsoft.ML.CommandLine;
using Microsoft.ML.Data;
using Microsoft.ML.EntryPoints;
using Microsoft.ML.Internal.Utilities;
using Microsoft.ML.Transforms.FeatureSelection;

Expand Down Expand Up @@ -54,23 +53,25 @@ public sealed class ColumnOptions
public readonly string Name;
/// <summary> Name of the column to transform.</summary>
public readonly string InputColumnName;
/// <summary> If the count of non-default values for a slot is greater than or equal to this threshold in the training data, the slot is preserved.</summary>
public readonly long MinCount;
/// <summary>If the count of non-default values for a slot is greater than or equal to this threshold in the training data, the slot is preserved.</summary>
public readonly long Count;

/// <summary>
/// Describes the parameters of the feature selection process for a column pair.
/// </summary>
/// <param name="name">Name of the column resulting from the transformation of <paramref name="inputColumnName"/>.</param>
/// <param name="inputColumnName">Name of the column to transform. If set to <see langword="null"/>, the value of the <paramref name="name"/> will be used as source.</param>
/// <param name="minCount">If the count of non-default values for a slot is greater than or equal to this threshold in the training data, the slot is preserved.</param>
public ColumnOptions(string name, string inputColumnName = null, long minCount = Defaults.Count)
/// <param name="count">If the count of non-default values for a slot is greater than or equal to this threshold in the training data, the slot is preserved.</param>

public ColumnOptions(string name, string inputColumnName = null, long count = Defaults.Count)
{
Name = name;
Contracts.CheckValue(Name, nameof(Name));

InputColumnName = inputColumnName ?? name;
Contracts.CheckValue(InputColumnName, nameof(InputColumnName));
MinCount = minCount;
Contracts.CheckParam(count >= 0, nameof(count), "Must be non-negative.");
Count = count;
}
}

Expand Down Expand Up @@ -183,7 +184,7 @@ internal static IDataTransform Create(IHostEnvironment env, Options options, IDa
host.CheckUserArg(Utils.Size(options.Columns) > 0, nameof(options.Columns));
host.CheckUserArg(options.Count > 0, nameof(options.Count));

var columnOptions = options.Columns.Select(inColName => new ColumnOptions(inColName, minCount: options.Count)).ToArray();
var columnOptions = options.Columns.Select(inColName => new ColumnOptions(inColName, count: options.Count)).ToArray();

return new CountFeatureSelectingEstimator(env, columnOptions).Fit(input).Transform(input) as IDataTransform;
}
Expand All @@ -206,11 +207,11 @@ private static void CreateDropAndCopyColumns(ColumnOptions[] columnOptions, int
selectedCount[i] = 0;
for (int j = 0; j < score.Length; j++)
{
if (score[j] < columnOptions[i].MinCount)
if (score[j] < columnOptions[i].Count)
{
// Adjacent slots are combined into a single range.
int min = j;
while (j < score.Length && score[j] < columnOptions[i].MinCount)
while (j < score.Length && score[j] < columnOptions[i].Count)
j++;
int max = j - 1;
slots.Add((min, max));
Expand Down
20 changes: 10 additions & 10 deletions src/Microsoft.ML.Transforms/FeatureSelectionCatalog.cs
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Expand Up @@ -14,9 +14,9 @@ public static class FeatureSelectionCatalog
{
/// <include file='doc.xml' path='doc/members/member[@name="MutualInformationFeatureSelection"]/*' />
/// <param name="catalog">The transform's catalog.</param>
/// <param name="labelColumn">Name of the column to use for labels.</param>
/// <param name="labelColumnName">The name of the label column.</param>
/// <param name="slotsInOutput">The maximum number of slots to preserve in the output. The number of slots to preserve is taken across all input columns.</param>
/// <param name="numBins">Max number of bins used to approximate mutual information between each input column and the label column. Power of 2 recommended.</param>
/// <param name="numberOfBins">Max number of bins used to approximate mutual information between each input column and the label column. Power of 2 recommended.</param>
/// <param name="columns">Specifies the names of the input columns for the transformation, and their respective output column names.</param>
/// <example>
/// <format type="text/markdown">
Expand All @@ -26,20 +26,20 @@ public static class FeatureSelectionCatalog
/// </format>
/// </example>
public static MutualInformationFeatureSelectingEstimator SelectFeaturesBasedOnMutualInformation(this TransformsCatalog.FeatureSelectionTransforms catalog,
string labelColumn = MutualInfoSelectDefaults.LabelColumn,
string labelColumnName = MutualInfoSelectDefaults.LabelColumn,
int slotsInOutput = MutualInfoSelectDefaults.SlotsInOutput,
int numBins = MutualInfoSelectDefaults.NumBins,
int numberOfBins = MutualInfoSelectDefaults.NumBins,
params ColumnOptions[] columns)
=> new MutualInformationFeatureSelectingEstimator(CatalogUtils.GetEnvironment(catalog), labelColumn, slotsInOutput, numBins,
=> new MutualInformationFeatureSelectingEstimator(CatalogUtils.GetEnvironment(catalog), labelColumnName, slotsInOutput, numberOfBins,
ColumnOptions.ConvertToValueTuples(columns));

/// <include file='doc.xml' path='doc/members/member[@name="MutualInformationFeatureSelection"]/*' />
/// <param name="catalog">The transform's catalog.</param>
/// <param name="outputColumnName">Name of the column resulting from the transformation of <paramref name="inputColumnName"/>.</param>
/// <param name="inputColumnName">Name of column to transform. If set to <see langword="null"/>, the value of the <paramref name="outputColumnName"/> will be used as source.</param>
/// <param name="labelColumn">Name of the column to use for labels.</param>
/// <param name="labelColumnName">The name of the label column.</param>
/// <param name="slotsInOutput">The maximum number of slots to preserve in the output. The number of slots to preserve is taken across all input columns.</param>
/// <param name="numBins">Max number of bins used to approximate mutual information between each input column and the label column. Power of 2 recommended.</param>
/// <param name="numberOfBins">Max number of bins used to approximate mutual information between each input column and the label column. Power of 2 recommended.</param>
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
Expand All @@ -49,10 +49,10 @@ public static MutualInformationFeatureSelectingEstimator SelectFeaturesBasedOnMu
/// </example>
public static MutualInformationFeatureSelectingEstimator SelectFeaturesBasedOnMutualInformation(this TransformsCatalog.FeatureSelectionTransforms catalog,
string outputColumnName, string inputColumnName = null,
string labelColumn = MutualInfoSelectDefaults.LabelColumn,
string labelColumnName = MutualInfoSelectDefaults.LabelColumn,
int slotsInOutput = MutualInfoSelectDefaults.SlotsInOutput,
int numBins = MutualInfoSelectDefaults.NumBins)
=> new MutualInformationFeatureSelectingEstimator(CatalogUtils.GetEnvironment(catalog), outputColumnName, inputColumnName, labelColumn, slotsInOutput, numBins);
int numberOfBins = MutualInfoSelectDefaults.NumBins)
=> new MutualInformationFeatureSelectingEstimator(CatalogUtils.GetEnvironment(catalog), outputColumnName, inputColumnName, labelColumnName, slotsInOutput, numberOfBins);

/// <include file='doc.xml' path='doc/members/member[@name="CountFeatureSelection"]' />
/// <param name="catalog">The transform's catalog.</param>
Expand Down
8 changes: 4 additions & 4 deletions src/Microsoft.ML.Transforms/MutualInformationFeatureSelection.cs
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Expand Up @@ -66,7 +66,7 @@ internal sealed class Options : TransformInputBase
/// <param name="env">The environment to use.</param>
/// <param name="labelColumn">Name of the column to use for labels.</param>
/// <param name="slotsInOutput">The maximum number of slots to preserve in the output. The number of slots to preserve is taken across all input columns.</param>
/// <param name="numBins">Max number of bins used to approximate mutual information between each input column and the label column. Power of 2 recommended.</param>
/// <param name="numberOfBins">Max number of bins used to approximate mutual information between each input column and the label column. Power of 2 recommended.</param>
/// <param name="columns">Specifies the names of the input columns for the transformation, and their respective output column names.</param>
/// <example>
/// <format type="text/markdown">
Expand All @@ -78,7 +78,7 @@ internal sealed class Options : TransformInputBase
internal MutualInformationFeatureSelectingEstimator(IHostEnvironment env,
string labelColumn = Defaults.LabelColumn,
int slotsInOutput = Defaults.SlotsInOutput,
int numBins = Defaults.NumBins,
int numberOfBins = Defaults.NumBins,
params (string outputColumnName, string inputColumnName)[] columns)
{
Contracts.CheckValue(env, nameof(env));
Expand All @@ -87,12 +87,12 @@ internal MutualInformationFeatureSelectingEstimator(IHostEnvironment env,
_host.CheckUserArg(Utils.Size(columns) > 0, nameof(columns));
_host.CheckUserArg(slotsInOutput > 0, nameof(slotsInOutput));
_host.CheckNonWhiteSpace(labelColumn, nameof(labelColumn));
_host.Check(numBins > 1, "numBins must be greater than 1.");
_host.Check(numberOfBins > 1, "numBins must be greater than 1.");

_columns = columns;
_labelColumn = labelColumn;
_slotsInOutput = slotsInOutput;
_numBins = numBins;
_numBins = numberOfBins;
}

/// <include file='doc.xml' path='doc/members/member[@name="MutualInformationFeatureSelection"]/*' />
Expand Down
18 changes: 9 additions & 9 deletions test/Microsoft.ML.Tests/Transformers/FeatureSelectionTests.cs
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Expand Up @@ -42,7 +42,7 @@ public void FeatureSelectionWorkout()
var est = new WordBagEstimator(ML, "bag_of_words", "text")
.AppendCacheCheckpoint(ML)
.Append(ML.Transforms.FeatureSelection.SelectFeaturesBasedOnCount("bag_of_words_count", "bag_of_words", 10)
.Append(ML.Transforms.FeatureSelection.SelectFeaturesBasedOnMutualInformation("bag_of_words_mi", "bag_of_words", labelColumn: "label")));
.Append(ML.Transforms.FeatureSelection.SelectFeaturesBasedOnMutualInformation("bag_of_words_mi", "bag_of_words", labelColumnName: "label")));

var outputPath = GetOutputPath("FeatureSelection", "featureselection.tsv");
using (var ch = Env.Start("save"))
Expand Down Expand Up @@ -115,11 +115,11 @@ public void CountFeatureSelectionWorkout()
var data = ML.Data.Cache(reader.Load(new MultiFileSource(dataPath)).AsDynamic);

var columns = new[] {
new CountFeatureSelectingEstimator.ColumnOptions("FeatureSelectDouble", "VectorDouble", minCount: 1),
new CountFeatureSelectingEstimator.ColumnOptions("ScalFeatureSelectMissing690", "ScalarFloat", minCount: 690),
new CountFeatureSelectingEstimator.ColumnOptions("ScalFeatureSelectMissing100", "ScalarFloat", minCount: 100),
new CountFeatureSelectingEstimator.ColumnOptions("VecFeatureSelectMissing690", "VectorDouble", minCount: 690),
new CountFeatureSelectingEstimator.ColumnOptions("VecFeatureSelectMissing100", "VectorDouble", minCount: 100)
new CountFeatureSelectingEstimator.ColumnOptions("FeatureSelectDouble", "VectorDouble", count: 1),
new CountFeatureSelectingEstimator.ColumnOptions("ScalFeatureSelectMissing690", "ScalarFloat", count: 690),
new CountFeatureSelectingEstimator.ColumnOptions("ScalFeatureSelectMissing100", "ScalarFloat", count: 100),
new CountFeatureSelectingEstimator.ColumnOptions("VecFeatureSelectMissing690", "VectorDouble", count: 690),
new CountFeatureSelectingEstimator.ColumnOptions("VecFeatureSelectMissing100", "VectorDouble", count: 100)
};
var est = ML.Transforms.FeatureSelection.SelectFeaturesBasedOnCount("FeatureSelect", "VectorFloat", count: 1)
.Append(ML.Transforms.FeatureSelection.SelectFeaturesBasedOnCount(columns));
Expand Down Expand Up @@ -182,8 +182,8 @@ public void MutualInformationSelectionWorkout()

var data = reader.Load(new MultiFileSource(dataPath)).AsDynamic;

var est = ML.Transforms.FeatureSelection.SelectFeaturesBasedOnMutualInformation("FeatureSelect", "VectorFloat", slotsInOutput: 1, labelColumn: "Label")
.Append(ML.Transforms.FeatureSelection.SelectFeaturesBasedOnMutualInformation(labelColumn: "Label", slotsInOutput: 2, numBins: 100,
var est = ML.Transforms.FeatureSelection.SelectFeaturesBasedOnMutualInformation("FeatureSelect", "VectorFloat", slotsInOutput: 1, labelColumnName: "Label")
.Append(ML.Transforms.FeatureSelection.SelectFeaturesBasedOnMutualInformation(labelColumnName: "Label", slotsInOutput: 2, numberOfBins: 100,
columns: new ColumnOptions[] {
("out1", "VectorFloat"),
("out2", "VectorDouble")
Expand Down Expand Up @@ -220,7 +220,7 @@ public void TestMutualInformationOldSavingAndLoading()

var dataView = reader.Load(new MultiFileSource(dataPath)).AsDynamic;

var pipe = ML.Transforms.FeatureSelection.SelectFeaturesBasedOnMutualInformation("FeatureSelect", "VectorFloat", slotsInOutput: 1, labelColumn: "Label");
var pipe = ML.Transforms.FeatureSelection.SelectFeaturesBasedOnMutualInformation("FeatureSelect", "VectorFloat", slotsInOutput: 1, labelColumnName: "Label");

var result = pipe.Fit(dataView).Transform(dataView);
var resultRoles = new RoleMappedData(result);
Expand Down