Add scaler module and scale() into Data class

mafese/utils/data_loader.py

@@ -8,6 +8,8 @@
 import numpy as np
 from pathlib import Path
 from sklearn.model_selection import train_test_split
+from mafese.utils.encoder import LabelEncoder
+from mafese.utils.scaler import DataTransformer
 
 
 class Data:
@@ -22,11 +24,37 @@ class Data:
     y : np.ndarray
         The labels of your data
     """
-    def __init__(self, X, y):
+
+    SUPPORT = {
+        "scaler": list(DataTransformer.SUPPORTED_SCALERS.keys())
+    }
+
+    def __init__(self, X=None, y=None, name="Unknown"):
         self.X = X
         self.y = y
+        self.name = name
         self.X_train, self.y_train, self.X_test, self.y_test = None, None, None, None
 
+    @staticmethod
+    def scale(X, scaling_methods=('standard', ), list_dict_paras=None):
+        X = np.squeeze(np.asarray(X))
+        if X.ndim == 1:
+            X = np.reshape(X, (-1, 1))
+        if X.ndim >= 3:
+            raise TypeError(f"Invalid X data type. It should be array-like with shape (n samples, m features)")
+        scaler = DataTransformer(scaling_methods=scaling_methods, list_dict_paras=list_dict_paras)
+        data = scaler.fit_transform(X)
+        return data, scaler
+
+    @staticmethod
+    def encode_label(y):
+        y = np.squeeze(np.asarray(y))
+        if y.ndim != 1:
+            raise TypeError(f"Invalid y data type. It should be a vector / array-like with shape (n samples,)")
+        scaler = LabelEncoder()
+        data = scaler.fit_transform(y)
+        return data, scaler
+
     def split_train_test(self, test_size=0.2, train_size=None,
                          random_state=41, shuffle=True, stratify=None, inplace=True):
         """
@@ -52,6 +80,7 @@ def set_train_test(self, X_train=None, y_train=None, X_test=None, y_test=None):
         self.y_train = y_train
         self.X_test = X_test
         self.y_test = y_test
+        return self
 
 
 def get_dataset(dataset_name):

mafese/utils/scaler.py

@@ -0,0 +1,224 @@
+#!/usr/bin/env python
+# Created by "Thieu" at 12:36, 17/09/2023 ----------%                                                                               
+#       Email: [email protected]            %                                                    
+#       Github: https://github.com/thieu1995        %                         
+# --------------------------------------------------%
+
+import numpy as np
+from scipy.stats import boxcox, yeojohnson
+from scipy.special import inv_boxcox
+from sklearn.base import BaseEstimator, TransformerMixin
+from sklearn.preprocessing import StandardScaler, MinMaxScaler, MaxAbsScaler, RobustScaler
+
+
+class TimeSeriesDifferencer:
+
+    def __init__(self, interval=1):
+        if interval < 1:
+            raise ValueError("Interval for differencing must be at least 1.")
+        self.interval = interval
+
+    def difference(self, X):
+        self.original_data = X.copy()
+        return np.array([X[i] - X[i - self.interval] for i in range(self.interval, len(X))])
+
+    def inverse_difference(self, diff_data):
+        if self.original_data is None:
+            raise ValueError("Original data is required for inversion.")
+        return np.array([diff_data[i - self.interval] + self.original_data[i - self.interval] for i in range(self.interval, len(self.original_data))])
+
+
+class FeatureEngineering:
+    def __init__(self):
+        """
+        Initialize the FeatureEngineering class
+        """
+        # Check if the threshold is a valid number
+        pass
+
+    def create_threshold_binary_features(self, X, threshold):
+        """
+        Perform feature engineering to add binary indicator columns for values below the threshold.
+        Add each new column right after the corresponding original column.
+
+        Args:
+        X (numpy.ndarray): The input 2D matrix of shape (n_samples, n_features).
+        threshold (float): The threshold value for identifying low values.
+
+        Returns:
+        numpy.ndarray: The updated 2D matrix with binary indicator columns.
+        """
+        # Check if X is a NumPy array
+        if not isinstance(X, np.ndarray):
+            raise ValueError("Input X should be a NumPy array.")
+        # Check if the threshold is a valid number
+        if not (isinstance(threshold, int) or isinstance(threshold, float)):
+            raise ValueError("Threshold should be a numeric value.")
+
+        # Create a new matrix to hold the original and new columns
+        X_new = np.zeros((X.shape[0], X.shape[1] * 2))
+        # Iterate over each column in X
+        for idx in range(X.shape[1]):
+            feature_values = X[:, idx]
+            # Create a binary indicator column for values below the threshold
+            indicator_column = (feature_values < threshold).astype(int)
+            # Add the original column and indicator column to the new matrix
+            X_new[:, idx * 2] = feature_values
+            X_new[:, idx * 2 + 1] = indicator_column
+        return X_new
+
+
+class Log1pScaler(BaseEstimator, TransformerMixin):
+
+    def fit(self, X, y=None):
+        # LogETransformer doesn't require fitting, so we simply return self.
+        return self
+
+    def transform(self, X):
+        # Apply the natural logarithm to each element of the input data
+        return np.log1p(X)
+
+    def inverse_transform(self, X):
+        # Apply the exponential function to reverse the logarithmic transformation
+        return np.expm1(X)
+
+
+class LogeScaler(BaseEstimator, TransformerMixin):
+
+    def fit(self, X, y=None):
+        # LogETransformer doesn't require fitting, so we simply return self.
+        return self
+
+    def transform(self, X):
+        # Apply the natural logarithm (base e) to each element of the input data
+        return np.log(X)
+
+    def inverse_transform(self, X):
+        # Apply the exponential function to reverse the logarithmic transformation
+        return np.exp(X)
+
+
+class SqrtScaler(BaseEstimator, TransformerMixin):
+
+    def fit(self, X, y=None):
+        # SqrtScaler doesn't require fitting, so we simply return self.
+        return self
+
+    def transform(self, X):
+        # Apply the square root transformation to each element of the input data
+        return np.sqrt(X)
+
+    def inverse_transform(self, X):
+        # Apply the square of each element to reverse the square root transformation
+        return X ** 2
+
+
+class BoxCoxScaler(BaseEstimator, TransformerMixin):
+
+    def __init__(self, lmbda=None):
+        self.lmbda = lmbda
+
+    def fit(self, X, y=None):
+        # Estimate the lambda parameter from the data if not provided
+        if self.lmbda is None:
+            _, self.lmbda = boxcox(X.flatten())
+        return self
+
+    def transform(self, X):
+        # Apply the Box-Cox transformation to the data
+        X_new = boxcox(X.flatten(), lmbda=self.lmbda)
+        return X_new.reshape(X.shape)
+
+    def inverse_transform(self, X):
+        # Inverse transform using the original lambda parameter
+        return inv_boxcox(X, self.lmbda)
+
+
+class YeoJohnsonScaler(BaseEstimator, TransformerMixin):
+
+    def __init__(self, lmbda=None):
+        self.lmbda = lmbda
+
+    def fit(self, X, y=None):
+        # Estimate the lambda parameter from the data if not provided
+        if self.lmbda is None:
+            _, self.lmbda = yeojohnson(X.flatten())
+        return self
+
+    def transform(self, X):
+        # Apply the Yeo-Johnson transformation to the data
+        X_new = boxcox(X.flatten(), lmbda=self.lmbda)
+        return X_new.reshape(X.shape)
+
+    def inverse_transform(self, X):
+        # Inverse transform using the original lambda parameter
+        return inv_boxcox(X, self.lmbda)
+
+
+class SinhArcSinhScaler(BaseEstimator, TransformerMixin):
+    # https://stats.stackexchange.com/questions/43482/transformation-to-increase-kurtosis-and-skewness-of-normal-r-v
+    def __init__(self, epsilon=0.1, delta=1.0):
+        self.epsilon = epsilon
+        self.delta = delta
+
+    def fit(self, X, y=None):
+        return self
+
+    def transform(self, X):
+        return np.sinh(self.delta * np.arcsinh(X) - self.epsilon)
+
+    def inverse_transform(self, X):
+        return np.sinh((np.arcsinh(X) + self.epsilon) / self.delta)
+
+
+class DataTransformer(BaseEstimator, TransformerMixin):
+
+    SUPPORTED_SCALERS = {"standard": StandardScaler, "minmax": MinMaxScaler, "max-abs": MaxAbsScaler,
+                         "log1p": Log1pScaler, "loge": LogeScaler, "sqrt": SqrtScaler,
+                         "sinh-arc-sinh": SinhArcSinhScaler, "robust": RobustScaler,
+                         "box-cox": BoxCoxScaler, "yeo-johnson": YeoJohnsonScaler}
+
+    def __init__(self, scaling_methods=('standard', ), list_dict_paras=None):
+        if type(scaling_methods) is str:
+            if list_dict_paras is None:
+                self.list_dict_paras = [{}]
+            elif type(list_dict_paras) is dict:
+                self.list_dict_paras = [list_dict_paras]
+            else:
+                raise TypeError(f"You use only 1 scaling method, the list_dict_paras should be dict of parameter for that scaler.")
+            self.scaling_methods = [scaling_methods]
+        elif type(scaling_methods) in (tuple, list, np.ndarray):
+            if list_dict_paras is None:
+                self.list_dict_paras = [{}, ]*len(scaling_methods)
+            elif type(list_dict_paras) in (tuple, list, np.ndarray):
+                self.list_dict_paras = list(list_dict_paras)
+            else:
+                raise TypeError(f"Invalid type of list_dict_paras. Supported type are: tuple, list, or np.ndarray of parameter dict")
+            self.scaling_methods = list(scaling_methods)
+        else:
+            raise TypeError(f"Invalid type of scaling_methods. Supported type are: str, tuple, list, or np.ndarray")
+
+        self.scalers = [self._get_scaler(technique, paras) for (technique, paras) in zip(self.scaling_methods, self.list_dict_paras)]
+
+    def _get_scaler(self, technique, paras):
+        if technique in self.SUPPORTED_SCALERS.keys():
+            if type(paras) is not dict:
+                paras = {}
+            return self.SUPPORTED_SCALERS[technique](**paras)
+        else:
+            raise ValueError(f"Invalid scaling technique. Supported techniques are {self.SUPPORTED_SCALERS.keys()}")
+
+    def fit(self, X, y=None):
+        for idx, _ in enumerate(self.scalers):
+            X = self.scalers[idx].fit_transform(X)
+        return self
+
+    def transform(self, X):
+        for scaler in self.scalers:
+            X = scaler.transform(X)
+        return X
+
+    def inverse_transform(self, X):
+        for scaler in reversed(self.scalers):
+            X = scaler.inverse_transform(X)
+        return X