"""
================================================
Categorical Feature Support in Gradient Boosting
================================================
.. currentmodule:: sklearn
In this example, we will compare the training times and prediction
performances of :class:`~ensemble.HistGradientBoostingRegressor` with
different encoding strategies for categorical features. In
particular, we will evaluate:
- dropping the categorical features
- using a :class:`~preprocessing.OneHotEncoder`
- using an :class:`~preprocessing.OrdinalEncoder` and treat categories as
ordered, equidistant quantities
- using an :class:`~preprocessing.OrdinalEncoder` and rely on the :ref:`native
category support ` of the
:class:`~ensemble.HistGradientBoostingRegressor` estimator.
We will work with the Ames Lowa Housing dataset which consists of numerical
and categorical features, where the houses' sales prices is the target.
"""
print(__doc__)
# %%
# Load Ames Housing dataset
# -------------------------
# First, we load the ames housing data as a pandas dataframe. The features
# are either categorical or numerical:
from sklearn.datasets import fetch_openml
X, y = fetch_openml(data_id=41211, as_frame=True, return_X_y=True)
n_categorical_features = (X.dtypes == 'category').sum()
n_numerical_features = (X.dtypes == 'float').sum()
print(f"Number of samples: {X.shape[0]}")
print(f"Number of features: {X.shape[1]}")
print(f"Number of categorical features: {n_categorical_features}")
print(f"Number of numerical features: {n_numerical_features}")
# %%
# Gradient boosting estimator with dropped categorical features
# -------------------------------------------------------------
# As a baseline, we create an estimator where the categorical features are
# dropped:
from sklearn.ensemble import HistGradientBoostingRegressor
from sklearn.pipeline import make_pipeline
from sklearn.compose import make_column_transformer
from sklearn.compose import make_column_selector
dropper = make_column_transformer(
('drop', make_column_selector(dtype_include='category')),
remainder='passthrough')
hist_dropped = make_pipeline(dropper,
HistGradientBoostingRegressor(random_state=42))
# %%
# Gradient boosting estimator with one-hot encoding
# -------------------------------------------------
# Next, we create a pipeline that will one-hot encode the categorical features
# and let the rest of the numerical data to passthrough:
from sklearn.preprocessing import OneHotEncoder
one_hot_encoder = make_column_transformer(
(OneHotEncoder(sparse=False, handle_unknown='ignore'),
make_column_selector(dtype_include='category')),
remainder='passthrough')
hist_one_hot = make_pipeline(one_hot_encoder,
HistGradientBoostingRegressor(random_state=42))
# %%
# Gradient boosting estimator with ordinal encoding
# -------------------------------------------------
# Next, we create a pipeline that will treat categorical features as if they
# were ordered quantities, i.e. the categories will be encoded as 0, 1, 2,
# etc., and treated as continuous features.
from sklearn.preprocessing import OrdinalEncoder
import numpy as np
ordinal_encoder = make_column_transformer(
(OrdinalEncoder(handle_unknown='use_encoded_value', unknown_value=np.nan),
make_column_selector(dtype_include='category')),
remainder='passthrough')
hist_ordinal = make_pipeline(ordinal_encoder,
HistGradientBoostingRegressor(random_state=42))
# %%
# Gradient boosting estimator with native categorical support
# -----------------------------------------------------------
# We now create a :class:`~ensemble.HistGradientBoostingRegressor` estimator
# that will natively handle categorical features. This estimator will not treat
# categorical features as ordered quantities.
#
# Since the :class:`~ensemble.HistGradientBoostingRegressor` requires category
# values to be encoded in `[0, n_unique_categories - 1]`, we still rely on an
# :class:`~preprocessing.OrdinalEncoder` to pre-process the data.
#
# The main difference between this pipeline and the previous one is that in
# this one, we let the :class:`~ensemble.HistGradientBoostingRegressor` know
# which features are categorical.
# The ordinal encoder will first output the categorical features, and then the
# continuous (passed-through) features
categorical_mask = ([True] * n_categorical_features +
[False] * n_numerical_features)
hist_native = make_pipeline(
ordinal_encoder,
HistGradientBoostingRegressor(random_state=42,
categorical_features=categorical_mask)
)
# %%
# Model comparison
# ----------------
# Finally, we evaluate the models using cross validation. Here we compare the
# models performance in terms of
# :func:`~metrics.mean_absolute_percentage_error` and fit times.
from sklearn.model_selection import cross_validate
import matplotlib.pyplot as plt
scoring = "neg_mean_absolute_percentage_error"
dropped_result = cross_validate(hist_dropped, X, y, cv=3, scoring=scoring)
one_hot_result = cross_validate(hist_one_hot, X, y, cv=3, scoring=scoring)
ordinal_result = cross_validate(hist_ordinal, X, y, cv=3, scoring=scoring)
native_result = cross_validate(hist_native, X, y, cv=3, scoring=scoring)
def plot_results(figure_title):
fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(12, 8))
plot_info = [('fit_time', 'Fit times (s)', ax1, None),
('test_score', 'Mean Absolute Percentage Error', ax2,
(0, 0.20))]
x, width = np.arange(4), 0.9
for key, title, ax, y_limit in plot_info:
items = [dropped_result[key], one_hot_result[key], ordinal_result[key],
native_result[key]]
ax.bar(x, [np.mean(np.abs(item)) for item in items],
width, yerr=[np.std(item) for item in items],
color=['C0', 'C1', 'C2', 'C3'])
ax.set(xlabel='Model', title=title, xticks=x,
xticklabels=["Dropped", "One Hot", "Ordinal", "Native"],
ylim=y_limit)
fig.suptitle(figure_title)
plot_results("Gradient Boosting on Adult Census")
# %%
# We see that the model with one-hot-encoded data is by far the slowest. This
# is to be expected, since one-hot-encoding creates one additional feature per
# category value (for each categorical feature), and thus more split points
# need to be considered during fitting. In theory, we expect the native
# handling of categorical features to be slightly slower than treating
# categories as ordered quantities ('Ordinal'), since native handling requires
# :ref:`sorting categories `. Fitting times should
# however be close when the number of categories is small, and this may not
# always be reflected in practice.
#
# In terms of prediction performance, dropping the categorical features leads
# to poorer performance. The three models that use categorical features have
# comparable error rates, with a slight edge for the native handling.
# %%
# Limitting the number of splits
# ------------------------------
#
# In general, one can expect poorer predictions from one-hot-encoded data,
# especially when the tree depths or the number of nodes are limited: with
# one-hot-encoded data, one needs more split points, i.e. more depth, in order
# to recover an equivalent split that could be obtained in one single split
# point with native handling.
#
# This is also true when categories are treated as ordinal quantities: if
# categories are `A..F` and the best split is `ACF - BDE` the one-hot-encoder
# model will need 3 split points (one per category in the left node), and the
# ordinal non-native model will need 4 splits: 1 split to isolate `A`, 1 split
# to isolate `F`, and 2 splits to isolate `C` from `BCDE`.
#
# How strongly the models' performances differ in practice will depend on the
# dataset and on the flexibility of the trees.
#
# To see this, let us re-run the same analysis with under-fitting models where
# we artificially limit the total number of splits by both limitting the number
# of trees and the depth of each tree.
for pipe in (hist_dropped, hist_one_hot, hist_ordinal, hist_native):
pipe.set_params(histgradientboostingregressor__max_depth=3,
histgradientboostingregressor__max_iter=15)
dropped_result = cross_validate(hist_dropped, X, y, cv=3, scoring=scoring)
one_hot_result = cross_validate(hist_one_hot, X, y, cv=3, scoring=scoring)
ordinal_result = cross_validate(hist_ordinal, X, y, cv=3, scoring=scoring)
native_result = cross_validate(hist_native, X, y, cv=3, scoring=scoring)
plot_results("Gradient Boosting on Adult Census (few and small trees)")
plt.show()
# %%
# The results for these under-fitting models confirm our previous intuition:
# the native category handling strategy performs the best when the splitting
# budget is constrained. The two other strategies (one-hot encoding and
# treating categories as ordinal values) lead to error values comparable
# to the baseline model that just dropped the categorical features altogether.