SIENTIAPDE-1430: Refactor DataPreprocessor date filtering, make rce_train radius optional, and introduce constants for model names.
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@@ -45,13 +45,13 @@ def silverman_radius(data: np.ndarray) -> float:
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return radius
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def rce_train(training_set: pd.DataFrame, radius: float) -> pd.DataFrame:
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def rce_train(training_set: pd.DataFrame, radius: float | None = None) -> pd.DataFrame:
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"""
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Get the Reduced Coulomb Energy (RCE) prototypes.
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Args:
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training_set (pd.DataFrame): The training set
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radius (float): The radius of the RCE prototypes
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radius (float | None): The radius of the RCE prototypes. If None, computed using Silverman's rule.
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Returns:
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pd.DataFrame: The RCE prototypes
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@@ -62,8 +62,8 @@ def rce_train(training_set: pd.DataFrame, radius: float) -> pd.DataFrame:
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diff_vectors = train_vectors[:, np.newaxis] - train_vectors[np.newaxis, :]
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distances = np.linalg.norm(diff_vectors, axis=-1)
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# Non-parametric radius: Silverman Radius
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radius = silverman_radius(distances.flatten())
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# Non-parametric radius: Silverman Radius (compute if not provided)
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effective_radius = radius if radius is not None else silverman_radius(distances.flatten())
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# Initialize prototypes with the first vector
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prototypes = [train_vectors[0]]
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@@ -73,7 +73,7 @@ def rce_train(training_set: pd.DataFrame, radius: float) -> pd.DataFrame:
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distances_to_prototypes = np.linalg.norm(prototypes - vector, axis=1)
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# If no prototype is close, add the current vector as a new prototype
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if np.all(distances_to_prototypes > radius):
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if np.all(distances_to_prototypes > effective_radius):
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prototypes.append(vector)
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return pd.DataFrame(prototypes)
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@@ -442,6 +442,36 @@ class DataPreprocessor(BaseEstimator, TransformerMixin):
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input_data = treat_nan(input_data, treatment)
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return input_data
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def _parse_datetime(self, date_str: str | None) -> pd.Timestamp | None:
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"""Parse a date string to Timestamp, returning None on failure."""
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if not date_str:
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return None
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try:
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return pd.to_datetime(date_str)
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except (ValueError, TypeError):
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return None
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def _filter_by_date_range(
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self, input_data: pd.DataFrame, start: pd.Timestamp | None, end: pd.Timestamp | None
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) -> pd.DataFrame:
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"""Filter DataFrame by start and end dates."""
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if start is not None:
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input_data = input_data[input_data.index >= start]
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if end is not None:
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input_data = input_data[input_data.index <= end]
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return input_data
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def _remove_interval(self, input_data: pd.DataFrame, interval: tuple | list) -> pd.DataFrame:
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"""Remove a single interval from the DataFrame."""
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if len(interval) < 2:
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return input_data
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interval_start = self._parse_datetime(interval[0])
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interval_end = self._parse_datetime(interval[1])
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if interval_start is None or interval_end is None:
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return input_data
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mask = ~((input_data.index >= interval_start) & (input_data.index <= interval_end))
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return input_data[mask]
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def range_selection(self, input_data: pd.DataFrame) -> pd.DataFrame:
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"""
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Filter data by date range and remove specified intervals.
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@@ -452,35 +482,13 @@ class DataPreprocessor(BaseEstimator, TransformerMixin):
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Returns:
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pandas.DataFrame: The filtered data
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"""
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# Filter by start_date and end_date
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if self.start_date:
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try:
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start = pd.to_datetime(self.start_date)
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input_data = input_data[input_data.index >= start]
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except (ValueError, TypeError):
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pass # Invalid date format, skip filtering
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start = self._parse_datetime(self.start_date)
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end = self._parse_datetime(self.end_date)
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input_data = self._filter_by_date_range(input_data, start, end)
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if self.end_date:
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try:
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end = pd.to_datetime(self.end_date)
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input_data = input_data[input_data.index <= end]
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except (ValueError, TypeError):
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pass # Invalid date format, skip filtering
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# Remove specified intervals
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if self.removed_intervals:
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for interval in self.removed_intervals:
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if len(interval) >= 2:
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try:
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interval_start = pd.to_datetime(interval[0])
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interval_end = pd.to_datetime(interval[1])
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mask = ~(
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(input_data.index >= interval_start)
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& (input_data.index <= interval_end)
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)
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input_data = input_data[mask]
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except (ValueError, TypeError):
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pass # Invalid date format, skip this interval
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input_data = self._remove_interval(input_data, interval)
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return input_data
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@@ -1,6 +1,10 @@
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from dataclasses import dataclass
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from typing import Any
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# Model name constants
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MODEL_LINEAR_REGRESSION = 'Linear Regression'
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MODEL_POLYNOMIAL_REGRESSION = 'Polynomial Regression'
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@dataclass
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class TrainModelParams:
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@@ -239,23 +243,23 @@ class TrainModelParams:
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if self.scaler_name not in valid_scalers:
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raise ValueError(f'scaler_name must be one of {valid_scalers}, got {self.scaler_name}')
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valid_models = ['Linear Regression', 'Polynomial Regression']
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valid_models = [MODEL_LINEAR_REGRESSION, MODEL_POLYNOMIAL_REGRESSION]
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if self.model_name not in valid_models:
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raise ValueError(f'model_name must be one of {valid_models}, got {self.model_name}')
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if self.model_name == 'Polynomial Regression' and self.degree < 2:
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if self.model_name == MODEL_POLYNOMIAL_REGRESSION and self.degree < 2:
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raise ValueError(
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f'degree must be at least 2 for Polynomial Regression, got {self.degree}'
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f'degree must be at least 2 for {MODEL_POLYNOMIAL_REGRESSION}, got {self.degree}'
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)
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if self.model_name == 'Polynomial Regression' and self.scaler_name == 'None':
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if self.model_name == MODEL_POLYNOMIAL_REGRESSION and self.scaler_name == 'None':
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raise ValueError(
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'scaler_name must be set (e.g., "Standard Scaler") for Polynomial Regression '
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f'scaler_name must be set (e.g., "Standard Scaler") for {MODEL_POLYNOMIAL_REGRESSION} '
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'to avoid numerical overflow with large feature values'
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)
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if self.model_name == 'Linear Regression' and self.degree != 1:
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raise ValueError(f'degree must be 1 for Linear Regression, got {self.degree}')
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if self.model_name == MODEL_LINEAR_REGRESSION and self.degree != 1:
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raise ValueError(f'degree must be 1 for {MODEL_LINEAR_REGRESSION}, got {self.degree}')
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def _validate_intervals_and_dates(self) -> None:
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"""Validate removed_intervals format and date parameters."""
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