ValueError: Input contains NaN, infinity or a value too large for dtype('float64') while preprocessing Data

Question

I have two CSV files( Training set and Test Set ). Since there are visible NaN values in few of the columns ( status , hedge_value , indicator_code , portfolio_id , desk_id , office_id ).

I start the process by replacing the NaN values with some huge value corresponding to the column. Then I am doing LabelEncoding to remove the text data and convert them into Numerical data. Now, when I try to do OneHotEncoding on the categorical data, I get the error. I tried giving input one by one into the OneHotEncoding constructor, but I get the same error for every column.

Basically, my end goal is to predict the return values, but I am stuck in the data preprocessing part because of this. How do I solve this issue?

I am using Python3.6 with Pandas and Sklearn for data processing.

Code

import pandas as pd
import matplotlib.pyplot as plt
import numpy as np

test_data = pd.read_csv('test.csv')
train_data = pd.read_csv('train.csv')

# Replacing Nan values here
train_data['status']=train_data['status'].fillna(2.0)
train_data['hedge_value']=train_data['hedge_value'].fillna(2.0)
train_data['indicator_code']=train_data['indicator_code'].fillna(2.0)
train_data['portfolio_id']=train_data['portfolio_id'].fillna('PF99999999')
train_data['desk_id']=train_data['desk_id'].fillna('DSK99999999')
train_data['office_id']=train_data['office_id'].fillna('OFF99999999')

x_train = train_data.iloc[:, :-1].values
y_train = train_data.iloc[:, 17].values

# =============================================================================
# from sklearn.preprocessing import Imputer
# imputer = Imputer(missing_values="NaN", strategy="mean", axis=0)
# imputer.fit(x_train[:, 15:17])
# x_train[:, 15:17] = imputer.fit_transform(x_train[:, 15:17])
# 
# imputer.fit(x_train[:, 12:13])
# x_train[:, 12:13] = imputer.fit_transform(x_train[:, 12:13])
# =============================================================================


# Encoding categorical data, i.e. Text data, since calculation happens on numbers only, so having text like 
# Country name, Purchased status will give trouble
from sklearn.preprocessing import LabelEncoder, OneHotEncoder
labelencoder_X = LabelEncoder()
x_train[:, 0] = labelencoder_X.fit_transform(x_train[:, 0])
x_train[:, 1] = labelencoder_X.fit_transform(x_train[:, 1])
x_train[:, 2] = labelencoder_X.fit_transform(x_train[:, 2])
x_train[:, 3] = labelencoder_X.fit_transform(x_train[:, 3])
x_train[:, 6] = labelencoder_X.fit_transform(x_train[:, 6])
x_train[:, 8] = labelencoder_X.fit_transform(x_train[:, 8])
x_train[:, 14] = labelencoder_X.fit_transform(x_train[:, 14])


# =============================================================================
# import numpy as np
# x_train[:, 3] = x_train[:, 3].reshape(x_train[:, 3].size,1)
# x_train[:, 3] = x_train[:, 3].astype(np.float64, copy=False)
# np.isnan(x_train[:, 3]).any()
# =============================================================================


# =============================================================================
# from sklearn.preprocessing import StandardScaler
# sc_X = StandardScaler()
# x_train = sc_X.fit_transform(x_train)
# =============================================================================

onehotencoder = OneHotEncoder(categorical_features=[0,1,2,3,6,8,14])
x_train = onehotencoder.fit_transform(x_train).toarray() # Replace Country Names with One Hot Encoding.

Error

Traceback (most recent call last):

  File "<ipython-input-4-4992bf3d00b8>", line 58, in <module>
    x_train = onehotencoder.fit_transform(x_train).toarray() # Replace Country Names with One Hot Encoding.

  File "/Users/parthapratimneog/anaconda3/lib/python3.6/site-packages/sklearn/preprocessing/data.py", line 2019, in fit_transform
    self.categorical_features, copy=True)

  File "/Users/parthapratimneog/anaconda3/lib/python3.6/site-packages/sklearn/preprocessing/data.py", line 1809, in _transform_selected
    X = check_array(X, accept_sparse='csc', copy=copy, dtype=FLOAT_DTYPES)

  File "/Users/parthapratimneog/anaconda3/lib/python3.6/site-packages/sklearn/utils/validation.py", line 453, in check_array
    _assert_all_finite(array)

  File "/Users/parthapratimneog/anaconda3/lib/python3.6/site-packages/sklearn/utils/validation.py", line 44, in _assert_all_finite
    " or a value too large for %r." % X.dtype)

ValueError: Input contains NaN, infinity or a value too large for dtype('float64').

Answer 1

I was going through the dataset again after posting the question and I found another column with a NaN . I can't believe I wasted so much time on this when I could have just used the Pandas function to get the list of columns that had NaN . So, using the following code, I found that I missed out three columns. I was visually searching for NaN when I could have just used this function. After handling these new NaN s, the code worked properly.

pd.isnull(train_data).sum() > 0

Result

portfolio_id      False
desk_id           False
office_id         False
pf_category       False
start_date        False
sold               True
country_code      False
euribor_rate      False
currency          False
libor_rate         True
bought             True
creation_date     False
indicator_code    False
sell_date         False
type              False
hedge_value       False
status            False
return            False
dtype: bool

Answer 2

The error is in your other features that you are treating as non-categorical features.

Those columns like 'hedge_value' , 'indicator_code' etc contains mixed type data like TRUE , FALSE from the original csv and 2.0 from your fillna() call. The OneHotEncoder is not able to process them.

As mentioned in OneHotEncoder fit() documentation:

 fit(X, y=None)

    Fit OneHotEncoder to X.
    Parameters: 

    X : array-like, shape [n_samples, n_feature]

        Input array of type int.

You can see that it requires all X to be of numerical (int, but float will do) type.

As a workaround you can do this to encode your categorical features:

X_train_categorical = x_train[:, [0,1,2,3,6,8,14]]
onehotencoder = OneHotEncoder()
X_train_categorical = onehotencoder.fit_transform(X_train_categorical).toarray()

And then concatenate this with your non-categorical features.

Answer 3

To use it in production the best practice is to use Imputer and then save in pkl with the model

This is a wrok around

df[df==np.inf]=np.nan
df.fillna(df.mean(), inplace=True)

Better to use this