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# original author: Kaixu Yang
"""Provides summaries of sklearn and statsmodels
regression models.
"""
from greykite.algo.common.col_name_utils import filter_coef_summary
from greykite.algo.common.model_summary_utils import format_summary_df
from greykite.algo.common.model_summary_utils import get_info_dict_lm
from greykite.algo.common.model_summary_utils import get_info_dict_tree
from greykite.algo.common.model_summary_utils import print_summary
from greykite.algo.common.model_summary_utils import process_intercept
[docs]class ModelSummary:
"""A class to store regression model summary statistics.
The class can be printed to get a well formatted model summary.
Attributes
----------
x : `numpy.array`
The design matrix.
beta : `numpy.array`
The estimated coefficients.
y : `numpy.array`
The response.
pred_cols : `list` [ `str` ]
List of predictor names.
pred_category : `dict`
Predictor category, returned by
`~greykite.algo.common.col_name_utils.create_pred_category`.
fit_algorithm : `str`
The name of algorithm to fit the regression.
ml_model : `class`
The trained machine learning model class.
max_colwidth : `int`
The maximum length for predictors to be shown in their original name.
If the maximum length of predictors exceeds this parameter, all
predictors name will be suppressed and only indices are shown.
info_dict : `dict`
The model summary dictionary, output of
`~greykite.algo.common.model_summary.ModelSummary._get_summary`
"""
def __init__(
self,
x,
y,
pred_cols,
pred_category,
fit_algorithm,
ml_model, # needs to support cloning if ml_model implements a lasso method
max_colwidth=20):
# process x, beta and pred_cols to include the intercept term
beta = getattr(ml_model, "coef_", None)
intercept = getattr(ml_model, "intercept_", None)
if beta is not None:
x, beta, pred_cols = process_intercept(x, beta, intercept, pred_cols)
self.x = x
self.beta = beta
self.y = y
self.pred_cols = pred_cols
self.pred_category = pred_category
self.fit_algorithm = fit_algorithm
self.ml_model = ml_model
self.max_colwidth = max_colwidth
self.info_dict = self._get_summary()
[docs] def __str__(self):
"""print method.
"""
return print_summary(self.info_dict, self.max_colwidth)
[docs] def __repr__(self):
"""print method
"""
return print_summary(self.info_dict, self.max_colwidth)
[docs] def _get_summary(self):
"""Gets the model summary from input.
This function is called during initialization.
Returns
-------
info_dict : `dict`
Includes direct and derived metrics about the trained model. For detailed keys, refer to
`~greykite.algo.common.model_summary_utils.get_info_dict_lm`
or
`~greykite.algo.common.model_summary_utils.get_info_dict_tree`.
"""
if self.fit_algorithm in ["linear", "ridge", "lasso", "lars", "lasso_lars",
"sgd", "elastic_net", "statsmodels_ols",
"statsmodels_wls", "statsmodels_gls", "statsmodels_glm"]:
info_dict = get_info_dict_lm(
x=self.x,
y=self.y,
beta=self.beta,
ml_model=self.ml_model,
fit_algorithm=self.fit_algorithm,
pred_cols=self.pred_cols)
elif self.fit_algorithm in ["rf", "gradient_boosting"]:
info_dict = get_info_dict_tree(
x=self.x,
y=self.y,
ml_model=self.ml_model,
fit_algorithm=self.fit_algorithm,
pred_cols=self.pred_cols)
else:
raise NotImplementedError(f"{self.fit_algorithm} is not recognized, "
f"summary is not implemented.")
return info_dict
[docs] def get_coef_summary(
self,
is_intercept=None,
is_time_feature=None,
is_event=None,
is_trend=None,
is_seasonality=None,
is_lag=None,
is_regressor=None,
is_interaction=None,
return_df=False):
"""Gets the coefficient summary filtered by conditions.
Parameters
----------
is_intercept : `bool` or `None`, default `None`
Intercept or not.
is_time_feature : `bool` or `None`, default `None`
Time features or not.
Time features belong to `~greykite.common.constants.TIME_FEATURES`.
is_event : `bool` or `None`, default `None`
Event features or not.
Event features have `~greykite.common.constants.EVENT_PREFIX`.
is_trend : `bool` or `None`, default `None`
Trend features or not.
Trend features have `~greykite.common.constants.CHANGEPOINT_COL_PREFIX` or "cp\\d".
is_seasonality : `bool` or `None`, default `None`
Seasonality feature or not.
Seasonality features have `~greykite.common.constants.SEASONALITY_REGEX`.
is_lag : `bool` or `None`, default `None`
Lagged features or not.
Lagged features have "lag".
is_regressor : 0 or 1
Extra features provided by users.
They are provided through ``extra_pred_cols`` in the fit function.
is_interaction : `bool` or `None`, default `None`
Interaction feature or not.
Interaction features have ":".
return_df : `bool`, default `False`
If True, the filtered coefficient summary df is also returned.
Otherwise, the filtered coefficient summary df is printed only.
Returns
-------
filtered_coef_summary : `pandas.DataFrame` or `None`
If ``return_df`` is set to True, returns the filtered coefficient summary
df filtered by the given conditions.
"""
filtered_coef_summary = filter_coef_summary(
coef_summary=self.info_dict["coef_summary_df"],
pred_category=self.pred_category,
is_intercept=is_intercept,
is_time_feature=is_time_feature,
is_event=is_event,
is_trend=is_trend,
is_seasonality=is_seasonality,
is_lag=is_lag,
is_regressor=is_regressor,
is_interaction=is_interaction)
# excludes column categories
cols = [col for col in filtered_coef_summary.columns if "is_" not in col]
print(format_summary_df(filtered_coef_summary[cols]).to_string(index=False))
if return_df:
return filtered_coef_summary