如何在 scikit 学习管道中实现 RandomUnderSampler？

Question

I have a scikit learn pipeline to scale numeric features and encode categorical features. It was working fine until I tried to implement the RandomUnderSampler from imblearn. My goal is to implement the undersampler step since my dataset is very imbalanced 1:1000.

I made sure to use the Pipeline method from imblearn instead of sklearn. And below is the code I've tried.

Code data works (using sklearn pipeline) without the undersampler method.

from sklearn.pipeline import Pipeline, FeatureUnion
from sklearn.preprocessing import OneHotEncoder, StandardScaler
from imblearn.pipeline import make_pipeline as make_pipeline_imb
from imblearn.pipeline import Pipeline as Pipeline_imb

from sklearn.base import BaseEstimator, TransformerMixin
class TypeSelector(BaseEstimator, TransformerMixin):
    def __init__(self, dtype):
        self.dtype = dtype
    def fit(self, X, y=None):
        return self
    def transform(self, X):
        assert isinstance(X, pd.DataFrame)
        return X.select_dtypes(include=[self.dtype])

transformer = Pipeline([
    # Union numeric, categoricals and boolean
    ('features', FeatureUnion(n_jobs=1, transformer_list=[
         # Select bolean features                                                  
        ('boolean', Pipeline([
            ('selector', TypeSelector('bool')),
        ])),
         # Select and scale numericals
        ('numericals', Pipeline([
            ('selector', TypeSelector(np.number)),
            ('scaler', StandardScaler()),
        ])),
         # Select and encode categoricals
        ('categoricals', Pipeline([
            ('selector', TypeSelector('category')),
            ('encoder', OneHotEncoder(handle_unknown='ignore')),
        ])) 
    ])),
])
pipe = Pipeline([('prep', transformer), 
                 ('clf', RandomForestClassifier(n_estimators=500, class_weight='balanced'))
                 ])

Code that does not work (using imblearn pipeline) with the undersampler method.

from sklearn.pipeline import Pipeline, FeatureUnion
from sklearn.preprocessing import OneHotEncoder, StandardScaler
from imblearn.pipeline import make_pipeline as make_pipeline_imb
from imblearn.pipeline import Pipeline as Pipeline_imb

from sklearn.base import BaseEstimator, TransformerMixin
class TypeSelector(BaseEstimator, TransformerMixin):
    def __init__(self, dtype):
        self.dtype = dtype
    def fit(self, X, y=None):
        return self
    def transform(self, X):
        assert isinstance(X, pd.DataFrame)
        return X.select_dtypes(include=[self.dtype])

transformer = Pipeline_imb([
    # Union numeric, categoricals and boolean
    ('features', FeatureUnion(n_jobs=1, transformer_list=[
         # Select bolean features                                                  
        ('boolean', Pipeline_imb([
            ('selector', TypeSelector('bool')),
        ])),
         # Select and scale numericals
        ('numericals', Pipeline_imb([
            ('selector', TypeSelector(np.number)),
            ('scaler', StandardScaler()),
        ])),
         # Select and encode categoricals
        ('categoricals', Pipeline_imb([
            ('selector', TypeSelector('category')),
            ('encoder', OneHotEncoder(handle_unknown='ignore')),
        ])) 
    ])),  
])
pipe = Pipeline_imb([
                 ('sampler', RandomUnderSampler(0.1)),
                 ('prep', transformer), 
                 ('clf', RandomForestClassifier(n_estimators=500, class_weight='balanced'))
                 ])

Here is the error I get:

/usr/local/lib/python3.6/dist-packages/sklearn/pipeline.py in __init__(self, steps, memory, verbose)
    133     def __init__(self, steps, memory=None, verbose=False):
    134         self.steps = steps
--> 135         self._validate_steps()
    136         self.memory = memory
    137         self.verbose = verbose

/usr/local/lib/python3.6/dist-packages/imblearn/pipeline.py in _validate_steps(self)
    144             if isinstance(t, pipeline.Pipeline):
    145                 raise TypeError(
--> 146                     "All intermediate steps of the chain should not be"
    147                     " Pipelines")
    148 

TypeError: All intermediate steps of the chain should not be Pipelines

Answer 1

If you explore imblean's code in file imblearn/pipeline.py here , under function _validate_steps , they will check each item in transformers whether there is a transformer that is an instance of scikit's Pipeline or not ( isinstance(t, pipeline.Pipeline) ).

From your code, transformers are

1. RandomUnderSampler
2. transformer

and class Pipeline_imb inherits scikit's Pipeline while using Pipeline_imb in your code is redundant.

That has been said, I would adjust your code like below

transformer = FeatureUnion(n_jobs=1, transformer_list=[
     # Select bolean features                                                  
    ('selector1', TypeSelector('bool'),
     # Select and scale numericals
    ('selector2', TypeSelector(np.number)),
    ('scaler', StandardScaler()),
     # Select and encode categoricals
    ('selector3', TypeSelector('category')),
    ('encoder', OneHotEncoder(handle_unknown='ignore'))
])

pipe = Pipeline_imb([
    ('sampler', RandomUnderSampler(0.1)),
    ('prep', transformer), 
    ('clf', RandomForestClassifier(n_estimators=500, class_weight='balanced'))
])