Tutorial - Introduction to Lightwood’s statistical analysis¶

As you might already know, Lightwood is designed to be a flexible machine learning (ML) library that is able to abstract and automate the entire ML pipeline. Crucially, it is also designed to be extended or modified very easily according to your needs, essentially offering the entire spectrum between fully automated AutoML and a lightweight wrapper for customized ML pipelines.

As such, we can identify several different customizable “phases” in the process. The relevant phase for this tutorial is the “statistical analysis” that is normally ran in two different places:

• To generate a Json AI object from some dataset and a problem definition

• To train a Lightwood predictor

In both cases, we generate a StatisticalAnalyzer object to store key facts about the data we are using, and refer to them afterwards.

Objective¶

In this tutorial, we will take a look at the automatically generated statistical analysis for a sample dataset.

The first thing we need is a dataset to analyze. Let’s use Human Development Index information:

[1]:

import pandas as pd


[1]:

Population Area (sq. mi.) Pop. Density GDP ($per capita) Literacy (%) Infant mortality Development Index 0 9944201 1284000 7.7 1200 47.5 93.82 2 1 5450661 43094 126.5 31100 100.0 4.56 4 2 26783383 437072 61.3 1500 40.4 50.25 2 3 9439 102 92.5 3400 97.0 7.35 4 4 3431932 176220 19.5 12800 98.0 11.95 3 This dataset has a handful of important factors to each country’s development index, as well as the index itself (very high, high, medium or low). Each row gives information about a country’s status in terms of their population size, density, and GDP per capita, among others. We can see there are columns with integer (e.g. Population), float (Pop. Density) or categorical (e.g. Development Index) data. The task we will consider here is to predicting the development index of each nation based on the rest of the available information. Lightwood provides an abstraction called ProblemDefinition to specify the target column of a dataset, along with other important parameters that you might want to define (for a complete list, check the documentation). We will create a simple one: [2]:  from lightwood.api.high_level import ProblemDefinition problem_definition = ProblemDefinition.from_dict({'target': 'Development Index'})  INFO:lightwood-2595:No torchvision detected, image helpers not supported. INFO:lightwood-2595:No torchvision/pillow detected, image encoder not supported  Let’s see how this object has been populated. ProblemDefinition is a Python dataclass, so it comes with some convenient tools to achieve this: [3]:  from dataclasses import fields {field.name: getattr(problem_definition, field.name) for field in fields(ProblemDefinition)}  [3]:  {'target': 'Development Index', 'pct_invalid': 2, 'unbias_target': True, 'seconds_per_mixer': None, 'seconds_per_encoder': None, 'expected_additional_time': None, 'time_aim': None, 'target_weights': None, 'positive_domain': False, 'timeseries_settings': TimeseriesSettings(is_timeseries=False, order_by=None, window=None, group_by=None, use_previous_target=True, horizon=None, historical_columns=None, target_type='', allow_incomplete_history=True, eval_cold_start=True, interval_periods=()), 'anomaly_detection': False, 'use_default_analysis': True, 'ignore_features': [], 'fit_on_all': True, 'strict_mode': True, 'seed_nr': 1}  Notice how, even though we only defined what the target was, there are a bunch of additional parameters that have been assigned a default value. That is fine for our purposes, but remember that you can set any of these according to your own predictive needs. We also need to infer the type of each column. There is a method for this, infer_types, that we can use: [4]:  from lightwood.data import infer_types from lightwood.api.types import TypeInformation type_information = infer_types(df, problem_definition.pct_invalid) {field.name for field in fields(TypeInformation)} # show the fields this dataclass has  INFO:lightwood-2595:Analyzing a sample of 222 INFO:lightwood-2595:from a total population of 225, this is equivalent to 98.7% of your data. INFO:lightwood-2595:Infering type for: Population INFO:lightwood-2595:Column Population has data type integer INFO:lightwood-2595:Infering type for: Area (sq. mi.) INFO:lightwood-2595:Column Area (sq. mi.) has data type integer INFO:lightwood-2595:Infering type for: Pop. Density INFO:lightwood-2595:Column Pop. Density has data type float INFO:lightwood-2595:Infering type for: GDP ($ per capita)
INFO:lightwood-2595:Column GDP ($per capita) has data type integer INFO:lightwood-2595:Infering type for: Literacy (%) INFO:lightwood-2595:Column Literacy (%) has data type float INFO:lightwood-2595:Infering type for: Infant mortality INFO:lightwood-2595:Column Infant mortality has data type float INFO:lightwood-2595:Infering type for: Development Index INFO:lightwood-2595:Column Development Index has data type categorical  [4]:  {'additional_info', 'dtypes', 'identifiers'}  We can now check the inferred types: [5]:  type_information.dtypes  [5]:  {'Population': 'integer', 'Area (sq. mi.)': 'integer', 'Pop. Density ': 'float', 'GDP ($ per capita)': 'integer',
'Literacy (%)': 'float',
'Infant mortality ': 'float',
'Development Index': 'categorical'}


Looks OK!

Step 2: Run the statistical analysis¶

We now have all the necessary ingredients to run the statistical analysis. Normally, you would ask Lightwood for a Json AI object to be generated according to the dataset and the problem definition. Internally, Lightwood will then run the statistical analysis for the provided dataset, and store it for later usage.

Afterwards, you would make modifications to the Json AI as needed (for some examples, check out the other tutorials in lightwood/examples/json_ai), and finally generate a predictor object to learn and predict the task.

In this case though, we will call it directly:

[6]:

from lightwood.api.types import StatisticalAnalysis  # the class where everything is stored
from lightwood.data import statistical_analysis      # generates an instance of the class

stan = statistical_analysis(df,
type_information.dtypes,
type_information.identifiers,
problem_definition)

INFO:lightwood-2595:Starting statistical analysis
INFO:lightwood-2595:Finished statistical analysis


Step 3: Peeking inside¶

Now that our analysis is complete, we can check what Lightwood thinks of this dataset:

[7]:

{field.name for field in fields(StatisticalAnalysis)}  # show the fields this dataclass has

[7]:

{'avg_words_per_sentence',
'bias',
'buckets',
'df_target_stddev',
'distinct',
'histograms',
'missing',
'nr_rows',
'positive_domain',
'target_class_distribution',
'target_weights',
'train_observed_classes'}


Some of these fields aren’t really applicable nor useful for this dataset, so let’s only check the ones that are.

We can start with a very basic question: how many rows does the dataset have?

[8]:

stan.nr_rows

[8]:

225


Here are some other insights produced in the analysis:

Amount of missing information¶

Is there missing information in the dataset?

[9]:

stan.missing

[9]:

{'Population': 0.0,
'Area (sq. mi.)': 0.0,
'Pop. Density ': 0.0,
'GDP ($per capita)': 0.0, 'Literacy (%)': 0.0, 'Infant mortality ': 0.0, 'Development Index': 0.0}  Seemingly not! Buckets per column¶ For numerical colums, values are bucketized into discrete ranges. Each categorical column gets a bucket per each observed class. Let’s check an example for one of each: [10]:  stan.buckets['Development Index'] # categorical  [10]:  ['3', '4', '2', '1']  [11]:  stan.buckets['GDP ($ per capita)']  # numerical

[11]:

[500,
1592,
2684,
3776,
4868,
5960,
7052,
8144,
9236,
10328,
11420,
12512,
13604,
14696,
15788,
16880,
17972,
19064,
20156,
21248,
22340,
23432,
24524,
25616,
26708,
27800,
28892,
29984,
31076,
32168,
33260,
34352,
35444,
36536,
37628,
38720,
39812,
40904,
41996,
43088,
44180,
45272,
46364,
47456,
48548,
49640,
50732,
51824,
52916,
54008]


Bias per column¶

We can also check whether each column has buckets of data that exhibit some degree of bias:

[12]:

for colname, col in stan.bias.items():
print(f"'{colname}' entropy: {round(col['entropy'], 3)}")
print(f"Biased buckets: {col['biased_buckets']}\n" if col['biased_buckets'] else '\n')

'Population' entropy: 0.212
Biased buckets: [131403695, 78845027, 52565693, 26286360, 7026]

'Area (sq. mi.)' entropy: 0.294

'Pop. Density ' entropy: 0.143
Biased buckets: [650.86, 6183.17, 976.29, 325.43, 0.0]

'GDP (\$ per capita)' entropy: 0.76

'Literacy (%)' entropy: 0.753

'Infant mortality ' entropy: 0.767

'Development Index' entropy: 0.89



Column histograms¶

Finally, let’s plot histograms for some columns:

[13]:

import numpy as np
import matplotlib.pyplot as plt

# generate color map
cmap = plt.cm.tab10
colors = cmap(np.arange(len(df)) % cmap.N)

# column barplot
columns = []
for colname, hist in stan.histograms.items():
fig, ax = plt.subplots(figsize=(18, 6))

ax.bar(np.arange(len(hist['x'])), hist['y'], color=colors)
ax.set_xticks(np.arange(len(hist['x'])))
ax.set_xticklabels(hist['x'], rotation=60)
ax.set_title(f"Histogram for column {colname}")

plt.show()


This way, it is fairly easy to understand how imbalanced the target distribution might be, along with a quick pass to search for outliers, for example.

Final thoughts¶

Lightwood automatically tries to leverage all the information provided by a StatisticalAnalysis instance when generating a predictor for any given dataset and problem definition. Additionally, it is a valuable tool to explore the data as a user.

Finally, be aware that you can access these insights when creating custom blocks (e.g. encoders, mixers, or analyzers) if you want, you just need to pass whatever is necessary as arguments to these blocks inside the Json AI object.

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