Converter for WOEEncoder from categorical_encoder

WOEEncoder is a transformer implemented in categorical_encoder and as such, any converter would not be included in sklearn-onnx which only implements converters for scikit-learn models. Anyhow, this example demonstrates how to implement a custom converter for WOEEncoder. This code is not fully tested for all possible cases the original encoder can handle.

A simple example

Let’s take the Iris dataset. Every feature is converter into integer.

import numpy
from onnxruntime import InferenceSession
from sklearn.datasets import load_iris
from sklearn.preprocessing import OrdinalEncoder as SklOrdinalEncoder
from category_encoders import WOEEncoder, OrdinalEncoder
from skl2onnx import update_registered_converter, to_onnx, get_model_alias
from skl2onnx.common.data_types import FloatTensorType
from skl2onnx.common.utils import check_input_and_output_numbers
from skl2onnx.algebra.onnx_ops import OnnxCast
from skl2onnx.algebra.onnx_operator import OnnxSubEstimator
from skl2onnx.sklapi import WOETransformer
import skl2onnx.sklapi.register  # noqa

data = load_iris()
X, y = data.data, data.target
X = X.astype(numpy.int64)[:, :2]
y = (y == 2).astype(numpy.int64)

woe = WOEEncoder(cols=[0]).fit(X, y)
print(woe.transform(X[:5]))

          0  1
0 -1.405712  3
1 -1.724166  3
2 -1.724166  3
3 -1.724166  3
4 -1.405712  3

Let’s look into the trained parameters of the model. It appears that WOEEncoder uses an OrdinalEncoder but not the one from scikit-learn. We need to add a converter for this model tool.

print("encoder", type(woe.ordinal_encoder), woe.ordinal_encoder)
print("mapping", woe.mapping)
print("encoder.mapping", woe.ordinal_encoder.mapping)
print("encoder.cols", woe.ordinal_encoder.cols)

encoder <class 'category_encoders.ordinal.OrdinalEncoder'> OrdinalEncoder(cols=[0],
               mapping=[{'col': 0, 'data_type': dtype('int64'),
                         'mapping': 5.0    1
4.0    2
7.0    3
6.0    4
NaN   -2
dtype: int64}])
mapping {0: 0
 1   -1.405712
 2   -1.724166
 3    2.545531
 4    0.961411
-1    0.000000
-2    0.000000
dtype: float64}
encoder.mapping [{'col': 0, 'mapping': 5.0    1
4.0    2
7.0    3
6.0    4
NaN   -2
dtype: int64, 'data_type': dtype('int64')}]
encoder.cols [0]

Custom converter for OrdinalEncoder

We start from example Implement a new converter and then write the conversion.

def ordenc_to_sklearn(op_mapping):
    "Converts OrdinalEncoder mapping to scikit-learn OrdinalEncoder."
    cats = []
    for column_map in op_mapping:
        col = column_map['col']
        while len(cats) <= col:
            cats.append(None)
        mapping = column_map['mapping']
        res = []
        for i in range(mapping.shape[0]):
            if numpy.isnan(mapping.index[i]):
                continue
            ind = mapping.iloc[i]
            while len(res) <= ind:
                res.append(0)
            res[ind] = mapping.index[i]
        cats[col] = numpy.array(res, dtype=numpy.int64)

    skl_ord = SklOrdinalEncoder(categories=cats, dtype=numpy.int64)
    skl_ord.categories_ = cats
    return skl_ord


def ordinal_encoder_shape_calculator(operator):
    check_input_and_output_numbers(
        operator, input_count_range=1, output_count_range=1)
    input_type = operator.inputs[0].type.__class__
    input_dim = operator.inputs[0].get_first_dimension()
    shape = operator.inputs[0].type.shape
    second_dim = None if len(shape) != 2 else shape[1]
    output_type = input_type([input_dim, second_dim])
    operator.outputs[0].type = output_type


def ordinal_encoder_converter(scope, operator, container):
    op = operator.raw_operator
    opv = container.target_opset
    X = operator.inputs[0]

    skl_ord = ordenc_to_sklearn(op.mapping)
    cat = OnnxSubEstimator(skl_ord, X, op_version=opv,
                           output_names=operator.outputs[:1])
    cat.add_to(scope, container)


update_registered_converter(
    OrdinalEncoder, "CategoricalEncoderOrdinalEncoder",
    ordinal_encoder_shape_calculator,
    ordinal_encoder_converter)

Let’s compute the output one a short example.

enc = OrdinalEncoder(cols=[0, 1])
enc.fit(X)
print(enc.transform(X[:5]))

   0  1
0  1  1
1  2  1
2  2  1
3  2  1
4  1  1

Let’s check the ONNX conversion produces the same results.

ord_onx = to_onnx(enc, X[:1], target_opset={'': 14, 'ai.onnx.ml': 2})
sess = InferenceSession(ord_onx.SerializeToString(),
                        providers=['CPUExecutionProvider'])
print(sess.run(None, {'X': X[:5]})[0])

[[1 1]
 [2 1]
 [2 1]
 [2 1]
 [1 1]]

That works.

Custom converter for WOEEncoder

We start from example Implement a new converter and then write the conversion.

def woeenc_to_sklearn(op_mapping):
    "Converts WOEEncoder mapping to scikit-learn OrdinalEncoder."
    cats = []
    ws = []
    for column_map in op_mapping.items():
        col = column_map[0]
        while len(cats) <= col:
            cats.append('passthrough')
            ws.append(None)
        mapping = column_map[1]
        intervals = []
        weights = []
        for i in range(mapping.shape[0]):
            ind = mapping.index[i]
            if ind < 0:
                continue
            intervals.append((float(ind - 1), float(ind), False, True))
            weights.append(mapping.iloc[i])
        cats[col] = intervals
        ws[col] = weights

    skl = WOETransformer(intervals=cats, weights=ws, onehot=False)
    skl.fit(None)
    return skl


def woe_encoder_parser(
        scope, model, inputs, custom_parsers=None):
    if len(inputs) != 1:
        raise RuntimeError(
            f"Unexpected number of inputs: {len(inputs)} != 1.")
    if inputs[0].type is None:
        raise RuntimeError(
            f"Unexpected type: {inputs[0]!r}.")
    alias = get_model_alias(type(model))
    this_operator = scope.declare_local_operator(alias, model)
    this_operator.inputs.append(inputs[0])
    this_operator.outputs.append(
        scope.declare_local_variable('catwoe', FloatTensorType()))
    return this_operator.outputs


def woe_encoder_shape_calculator(operator):
    check_input_and_output_numbers(
        operator, input_count_range=1, output_count_range=1)
    input_dim = operator.inputs[0].get_first_dimension()
    shape = operator.inputs[0].type.shape
    second_dim = None if len(shape) != 2 else shape[1]
    output_type = FloatTensorType([input_dim, second_dim])
    operator.outputs[0].type = output_type


def woe_encoder_converter(scope, operator, container):
    op = operator.raw_operator
    opv = container.target_opset
    X = operator.inputs[0]

    sub = OnnxSubEstimator(op.ordinal_encoder, X,
                           op_version=opv)
    cast = OnnxCast(sub, op_version=opv, to=numpy.float32)
    skl_ord = woeenc_to_sklearn(op.mapping)
    cat = OnnxSubEstimator(skl_ord, cast, op_version=opv,
                           output_names=operator.outputs[:1],
                           input_types=[FloatTensorType()])
    cat.add_to(scope, container)


update_registered_converter(
    WOEEncoder, "CategoricalEncoderWOEEncoder",
    woe_encoder_shape_calculator,
    woe_encoder_converter,
    parser=woe_encoder_parser)

Let’s compute the output one a short example.

woe = WOEEncoder(cols=[0, 1]).fit(X, y)
print(woe.transform(X[:5]))

          0         1
0 -1.405712 -0.035947
1 -1.724166 -0.035947
2 -1.724166 -0.035947
3 -1.724166 -0.035947
4 -1.405712 -0.035947

Let’s check the ONNX conversion produces the same results.

woe_onx = to_onnx(woe, X[:1], target_opset={'': 14, 'ai.onnx.ml': 2})
sess = InferenceSession(woe_onx.SerializeToString(),
                        providers=['CPUExecutionProvider'])
print(sess.run(None, {'X': X[:5]})[0])

[[-1.4057125  -0.03594739]
 [-1.7241662  -0.03594739]
 [-1.7241662  -0.03594739]
 [-1.7241662  -0.03594739]
 [-1.4057125  -0.03594739]]