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guillermo-navas-palencia / optbinning

Optimal binning: monotonic binning with constraints. Support batch & stream optimal binning. Scorecard modelling and counterfactual explanations.
http://gnpalencia.org/optbinning/
Apache License 2.0
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Possible bug in OptimalBinning2D #249

Closed detrin closed 1 year ago

detrin commented 1 year ago

Hi, I am not sure if this is an actual bug or just a result of changes in pandas or numpy library. This line is troublesome since the numpy array has dtype of object it can not be used as index here.

I will try to come up with minimal example

optbinning==0.17.3
numpy==1.23.5
pandas==1.5.3
detrin commented 1 year ago

And ofc changing it to selected_rows = np.array(rows, dtype=int)[self._solution] solves the issue on my side. I could open PR.

detrin commented 1 year ago

Here we go, I am still not sure if this is just a typo or there is a reason for object to be used. I wonder then why is stopped working now.

from optbinning import OptimalBinning2D

df_json = """[
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]"""

df = pd.read_json(df_json, orient="records")
df["x"] = df["x"].astype(float)
df["y"] = df["y"].astype("category")
df["z"] = df["z"].astype(float)

optb = OptimalBinning2D(
    name_x="x",
    name_y="y",
    dtype_x="numerical",
    dtype_y="categorical",
    solver="mip",
    max_n_prebins_x=50,
    max_n_prebins_y=50,
)

x = df["x"].values
y = df["y"].values
z = df["z"].values
optb.fit(x, y, z)

gives me in python3.9.17

---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
Cell In[100], line 23
     21 y = df['y'].values
     22 z = df['z'].values
---> 23 optb.fit(x, y, z)

File [~/Documents/projects/<deez nuts>/data_processing/env/lib/python3.9/site-packages/optbinning/binning/multidimensional/binning_2d.py:456](https://file+.vscode-resource.vscode-cdn.net/Users/danielherman/Documents/projects/<deez nuts>/data_processing/~/Documents/projects/<deez nuts>/data_processing/env/lib/python3.9/site-packages/optbinning/binning/multidimensional/binning_2d.py:456), in OptimalBinning2D.fit(self, x, y, z, check_input)
    434 def fit(self, x, y, z, check_input=False):
    435     """Fit the optimal binning 2D according to the given training data.
    436 
    437     Parameters
   (...)
    454         Fitted optimal binning 2D.
    455     """
--> 456     return self._fit(x, y, z, check_input)

File [~/Documents/projects/<deez nuts>/data_processing/env/lib/python3.9/site-packages/optbinning/binning/multidimensional/binning_2d.py:715](https://file+.vscode-resource.vscode-cdn.net/Users/danielherman/Documents/projects/<deez nuts>/data_processing/~/Documents/projects/<deez nuts>/data_processing/env/lib/python3.9/site-packages/optbinning/binning/multidimensional/binning_2d.py:715), in OptimalBinning2D._fit(self, x, y, z, check_input)
    713 _event_rate = _n_event [/](https://file+.vscode-resource.vscode-cdn.net/) (_n_event + _n_nonevent)
    714 print(r, type(r), type(r[0]), r.dtype)
--> 715 P[r] = i
    716 D[r] = _event_rate
    717 opt_n_nonevent[i] = _n_nonevent

IndexError: arrays used as indices must be of integer (or boolean) type
detrin commented 1 year ago

@guillermo-navas-palencia Could you please comment on this bug?

guillermo-navas-palencia commented 1 year ago

Hi @detrin. First, I hope you understand that maintaining optbinning is not my full-time job, some I kindly ask you to be patient, especially since you opened this issue two days ago.

The error is simple, dtype category is equivalent to integer, just change df['y'] = df['y'].astype('str'). The categorical variable must have object dtype.

detrin commented 1 year ago

Thanks for the answer, I appreciate that.