Source code for ax.plot.feature_importances

#!/usr/bin/env python3
# Copyright (c) Facebook, Inc. and its affiliates.
#
# This source code is licensed under the MIT license found in the
# LICENSE file in the root directory of this source tree.

from typing import Any, Dict

import pandas as pd
import plotly.graph_objs as go
from ax.exceptions.core import NoDataError
from ax.modelbridge import ModelBridge
from ax.plot.base import AxPlotConfig, AxPlotTypes
from ax.utils.common.logger import get_logger
from plotly import subplots


logger = get_logger(__name__)


[docs]def plot_feature_importance(df: pd.DataFrame, title: str) -> AxPlotConfig: if df.empty: raise NoDataError("No Data on Feature Importances found.") df.set_index(df.columns[0], inplace=True) data = [ go.Bar(y=df.index, x=df[column_name], name=column_name, orientation="h") for column_name in df.columns ] fig = subplots.make_subplots( rows=len(df.columns), cols=1, subplot_titles=df.columns, print_grid=False, shared_xaxes=True, ) for idx, item in enumerate(data): fig.append_trace(item, idx + 1, 1) fig.layout.showlegend = False fig.layout.margin = go.layout.Margin( l=8 * min(max(len(idx) for idx in df.index), 75) # noqa E741 ) fig.layout.title = title return AxPlotConfig(data=fig, plot_type=AxPlotTypes.GENERIC)
[docs]def plot_feature_importance_by_metric(model: ModelBridge) -> AxPlotConfig: """One plot per feature, showing importances by metric.""" importances = [] for metric_name in sorted(model.metric_names): try: vals: Dict[str, Any] = model.feature_importances(metric_name) # pyre-fixme[6]: Expected `float` for 2nd param but got `str`. vals["index"] = metric_name importances.append(vals) except NotImplementedError: logger.warning( f"Model for {metric_name} does not support feature importances." ) if not importances: raise NotImplementedError( "Feature importances could not be calculated for any metric" ) df = pd.DataFrame(importances) # plot_feature_importance expects index in first column df = df.reindex(columns=(["index"] + [a for a in df.columns if a != "index"])) plot_fi = plot_feature_importance(df, "Absolute Feature Importances by Metric") num_subplots = len(df.columns) - 1 # one column is the index num_features = len(df) plot_fi.data["layout"]["height"] = num_subplots * num_features * 50 return plot_fi
[docs]def plot_feature_importance_by_feature( model: ModelBridge, relative: bool = True ) -> AxPlotConfig: """One plot per metric, showing importances by feature.""" traces = [] dropdown = [] for i, metric_name in enumerate(sorted(model.metric_names)): try: importances = model.feature_importances(metric_name) except NotImplementedError: logger.warning( f"Model for {metric_name} does not support feature importances." ) continue df = pd.DataFrame( [ {"Factor": factor, "Importance": importance} for factor, importance in importances.items() ] ) if relative: df["Importance"] = df["Importance"].div(df["Importance"].sum()) df = df.sort_values("Importance") traces.append( go.Bar( name="Importance", orientation="h", visible=i == 0, x=df["Importance"], y=df["Factor"], ) ) is_visible = [False] * len(sorted(model.metric_names)) is_visible[i] = True dropdown.append( {"args": ["visible", is_visible], "label": metric_name, "method": "restyle"} ) if not traces: raise NotImplementedError("No traces found for metric") updatemenus = [ { "x": 0, "y": 1, "yanchor": "top", "xanchor": "left", "buttons": dropdown, "pad": { "t": -40 }, # hack to put dropdown below title regardless of number of features } ] features = traces[0].y title = ( "Relative Feature Importances" if relative else "Absolute Feature Importances" ) layout = go.Layout( height=200 + len(features) * 20, hovermode="closest", margin=go.layout.Margin( l=8 * min(max(len(idx) for idx in features), 75) # noqa E741 ), showlegend=False, title=title, updatemenus=updatemenus, ) if relative: layout.update({"xaxis": {"tickformat": ".0%"}}) fig = go.Figure(data=traces, layout=layout) plot_fi = AxPlotConfig(data=fig, plot_type=AxPlotTypes.GENERIC) return plot_fi
[docs]def plot_relative_feature_importance(model: ModelBridge) -> AxPlotConfig: """Create a stacked bar chart of feature importances per metric""" importances = [] for metric_name in sorted(model.metric_names): try: vals: Dict[str, Any] = model.feature_importances(metric_name) # pyre-fixme[6]: Expected `float` for 2nd param but got `str`. vals["index"] = metric_name importances.append(vals) except Exception: logger.warning( "Model for {} does not support feature importances.".format(metric_name) ) df = pd.DataFrame(importances) df.set_index("index", inplace=True) df = df.div(df.sum(axis=1), axis=0) data = [ go.Bar(y=df.index, x=df[column_name], name=column_name, orientation="h") for column_name in df.columns ] layout = go.Layout( margin=go.layout.Margin(l=250), # noqa E741 barmode="grouped", yaxis={"title": ""}, xaxis={"title": "Relative Feature importance"}, showlegend=False, title="Relative Feature Importance per Metric", ) fig = go.Figure(data=data, layout=layout) return AxPlotConfig(data=fig, plot_type=AxPlotTypes.GENERIC)