SLEP012: `InputArray`

Author:: Adrin jalali
Status:: Draft
Type:: Standards Track
Created:: 2019-12-20

Motivation

This proposal results in a solution to propagating feature names through transformers, pipelines, and the column transformer. Ideally, we would have:

df = pd.readcsv('tabular.csv')
# transforming the data in an arbitrary way
transformer0 = ColumnTransformer(...)
# a pipeline preprocessing the data and then a classifier (or a regressor)
clf = make_pipeline(transformer0, ..., SVC())

# now we can investigate features at each stage of the pipeline
clf[-1].input_feature_names_

The feature names are propagated throughout the pipeline and the user can investigate them at each step of the pipeline.

This proposal suggests adding a new data structure, called InputArray, which augments the data array X with additional meta-data. In this proposal we assume the feature names (and other potential meta-data) are attached to the data when passed to an estimator. Alternative solutions are discussed later in this document.

A main constraint of this data structure is that is should be backward compatible, i.e. code which expects a numpy.ndarray as the output of a transformer, would not break. This SLEP focuses on feature names as the only meta-data attached to the data. Support for other meta-data can be added later.

Backward/NumPy/Pandas Compatibility

Since currently transformers return a numpy or a scipy array, backward compatibility in this context means the operations which are valid on those arrays should also be valid on the new data structure.

All operations are delegated to the data part of the container, and the meta-data is lost immediately after each operation and operations result in a numpy.ndarray. This includes indexing and slicing, i.e. to avoid performance degradation, __getitem__ is not overloaded and if the user wishes to preserve the meta-data, they shall do so via explicitly calling a method such as select(). Operations between two InpuArrays will not try to align rows and/or columns of the two given objects.

pandas compatibility comes ideally as a pd.DataFrame(inputarray), for which pandas does not provide a clean API at the moment. Alternatively, inputarray.todataframe() would return a pandas.DataFrame with the relevant meta-data attached.

Feature Names

Feature names are an object ndarray of strings aligned with the columns. They can be None.

Operations

Estimators understand the InputArray and extract the feature names from the given data before applying the operations and transformations on the data.

All transformers return an InputArray with feature names attached to it. The way feature names are generated is discussed in SLEP007 - The Style of The Feature Names.

Sparse Arrays

Ideally sparse arrays follow the same pattern, but since scipy.sparse does not provide the kinda of API provided by numpy, we may need to find compromises.

Factory Methods

There will be factory methods creating an InputArray given a pandas.DataFrame or an xarray.DataArray or simply an np.ndarray or an sp.SparseMatrix and a given set of feature names.

An InputArray can also be converted to a pandas.DataFrame using a todataframe() method.

X being an InputArray:

>>> np.array(X)
>>> X.todataframe()
>>> pd.DataFrame(X) # only if pandas implements the API

And given X a np.ndarray or an sp.sparse matrix and a set of feature names, one can make the right InputArray using:

>>> make_inputarray(X, feature_names)

Alternative Solutions

Since we expect the feature names to be attached to the data given to an estimator, there are a few potential approaches we can take:

pandas in, pandas out: this means we expect the user to give the data as a pandas.DataFrame, and if so, the transformer would output a pandas.DataFrame which also includes the [generated] feature names. This is not a feasible solution since pandas plans to move to a per column representation, which means pd.DataFrame(np.asarray(df)) has two guaranteed memory copies.
XArray: we could accept a pandas.DataFrame, and use xarray.DataArray as the output of transformers, including feature names. However, xarray has a hard dependency on pandas, and uses pandas.Index to handle row labels and aligns rows when an operation between two xarray.DataArray is done, which can be time consuming, and is not the semantic expected in scikit-learn; we only expect the number of rows to be equal, and that the rows always correspond to one another in the same order.

As a result, we need to have another data structure which we’ll use to transfer data related information (such as feature names), which is lightweight and doesn’t interfere with existing user code.

Another alternative to the problem of passing meta-data around is to pass that as a parameter to fit. This would heavily involve modifying meta-estimators since they’d need to pass that information, and extract the relevant information from the estimators to pass that along to the next estimator. Our prototype implementations showed significant challenges compared to when the meta-data is attached to the data.

SLEP012: InputArray