# This file is part of Patsy # Copyright (C) 2011-2015 Nathaniel Smith # See file LICENSE.txt for license information. # This file defines the core design matrix building functions. # These are made available in the patsy.* namespace __all__ = ["design_matrix_builders", "build_design_matrices"] import itertools import six import numpy as np from patsy import PatsyError from patsy.categorical import (guess_categorical, CategoricalSniffer, categorical_to_int) from patsy.util import (atleast_2d_column_default, have_pandas, asarray_or_pandas, safe_issubdtype) from patsy.design_info import (DesignMatrix, DesignInfo, FactorInfo, SubtermInfo) from patsy.redundancy import pick_contrasts_for_term from patsy.eval import EvalEnvironment from patsy.contrasts import code_contrast_matrix, Treatment from patsy.compat import OrderedDict from patsy.missing import NAAction if have_pandas: import pandas class _MockFactor(object): def __init__(self, name="MOCKMOCK"): self._name = name def eval(self, state, env): return env["mock"] def name(self): return self._name def _max_allowed_dim(dim, arr, factor): if arr.ndim > dim: msg = ("factor '%s' evaluates to an %s-dimensional array; I only " "handle arrays with dimension <= %s" % (factor.name(), arr.ndim, dim)) raise PatsyError(msg, factor) def test__max_allowed_dim(): import pytest f = _MockFactor() _max_allowed_dim(1, np.array(1), f) _max_allowed_dim(1, np.array([1]), f) pytest.raises(PatsyError, _max_allowed_dim, 1, np.array([[1]]), f) pytest.raises(PatsyError, _max_allowed_dim, 1, np.array([[[1]]]), f) _max_allowed_dim(2, np.array(1), f) _max_allowed_dim(2, np.array([1]), f) _max_allowed_dim(2, np.array([[1]]), f) pytest.raises(PatsyError, _max_allowed_dim, 2, np.array([[[1]]]), f) def _eval_factor(factor_info, data, NA_action): factor = factor_info.factor result = factor.eval(factor_info.state, data) # Returns either a 2d ndarray, or a DataFrame, plus is_NA mask if factor_info.type == "numerical": result = atleast_2d_column_default(result, preserve_pandas=True) _max_allowed_dim(2, result, factor) if result.shape[1] != factor_info.num_columns: raise PatsyError("when evaluating factor %s, I got %s columns " "instead of the %s I was expecting" % (factor.name(), factor_info.num_columns, result.shape[1]), factor) if not safe_issubdtype(np.asarray(result).dtype, np.number): raise PatsyError("when evaluating numeric factor %s, " "I got non-numeric data of type '%s'" % (factor.name(), result.dtype), factor) return result, NA_action.is_numerical_NA(result) # returns either a 1d ndarray or a pandas.Series, plus is_NA mask else: assert factor_info.type == "categorical" result = categorical_to_int(result, factor_info.categories, NA_action, origin=factor_info.factor) assert result.ndim == 1 return result, np.asarray(result == -1) def test__eval_factor_numerical(): import pytest naa = NAAction() f = _MockFactor() fi1 = FactorInfo(f, "numerical", {}, num_columns=1, categories=None) assert fi1.factor is f eval123, is_NA = _eval_factor(fi1, {"mock": [1, 2, 3]}, naa) assert eval123.shape == (3, 1) assert np.all(eval123 == [[1], [2], [3]]) assert is_NA.shape == (3,) assert np.all(~is_NA) pytest.raises(PatsyError, _eval_factor, fi1, {"mock": [[[1]]]}, naa) pytest.raises(PatsyError, _eval_factor, fi1, {"mock": [[1, 2]]}, naa) pytest.raises(PatsyError, _eval_factor, fi1, {"mock": ["a", "b"]}, naa) pytest.raises(PatsyError, _eval_factor, fi1, {"mock": [True, False]}, naa) fi2 = FactorInfo(_MockFactor(), "numerical", {}, num_columns=2, categories=None) eval123321, is_NA = _eval_factor(fi2, {"mock": [[1, 3], [2, 2], [3, 1]]}, naa) assert eval123321.shape == (3, 2) assert np.all(eval123321 == [[1, 3], [2, 2], [3, 1]]) assert is_NA.shape == (3,) assert np.all(~is_NA) pytest.raises(PatsyError, _eval_factor, fi2, {"mock": [1, 2, 3]}, naa) pytest.raises(PatsyError, _eval_factor, fi2, {"mock": [[1, 2, 3]]}, naa) ev_nan, is_NA = _eval_factor(fi1, {"mock": [1, 2, np.nan]}, NAAction(NA_types=["NaN"])) assert np.array_equal(is_NA, [False, False, True]) ev_nan, is_NA = _eval_factor(fi1, {"mock": [1, 2, np.nan]}, NAAction(NA_types=[])) assert np.array_equal(is_NA, [False, False, False]) if have_pandas: eval_ser, _ = _eval_factor(fi1, {"mock": pandas.Series([1, 2, 3], index=[10, 20, 30])}, naa) assert isinstance(eval_ser, pandas.DataFrame) assert np.array_equal(eval_ser, [[1], [2], [3]]) assert np.array_equal(eval_ser.index, [10, 20, 30]) eval_df1, _ = _eval_factor(fi1, {"mock": pandas.DataFrame([[2], [1], [3]], index=[20, 10, 30])}, naa) assert isinstance(eval_df1, pandas.DataFrame) assert np.array_equal(eval_df1, [[2], [1], [3]]) assert np.array_equal(eval_df1.index, [20, 10, 30]) eval_df2, _ = _eval_factor(fi2, {"mock": pandas.DataFrame([[2, 3], [1, 4], [3, -1]], index=[20, 30, 10])}, naa) assert isinstance(eval_df2, pandas.DataFrame) assert np.array_equal(eval_df2, [[2, 3], [1, 4], [3, -1]]) assert np.array_equal(eval_df2.index, [20, 30, 10]) pytest.raises(PatsyError, _eval_factor, fi2, {"mock": pandas.Series([1, 2, 3], index=[10, 20, 30])}, naa) pytest.raises(PatsyError, _eval_factor, fi1, {"mock": pandas.DataFrame([[2, 3], [1, 4], [3, -1]], index=[20, 30, 10])}, naa) def test__eval_factor_categorical(): import pytest from patsy.categorical import C naa = NAAction() f = _MockFactor() fi1 = FactorInfo(f, "categorical", {}, num_columns=None, categories=("a", "b")) assert fi1.factor is f cat1, _ = _eval_factor(fi1, {"mock": ["b", "a", "b"]}, naa) assert cat1.shape == (3,) assert np.all(cat1 == [1, 0, 1]) pytest.raises(PatsyError, _eval_factor, fi1, {"mock": ["c"]}, naa) pytest.raises(PatsyError, _eval_factor, fi1, {"mock": C(["a", "c"])}, naa) pytest.raises(PatsyError, _eval_factor, fi1, {"mock": C(["a", "b"], levels=["b", "a"])}, naa) pytest.raises(PatsyError, _eval_factor, fi1, {"mock": [1, 0, 1]}, naa) bad_cat = np.asarray(["b", "a", "a", "b"]) bad_cat.resize((2, 2)) pytest.raises(PatsyError, _eval_factor, fi1, {"mock": bad_cat}, naa) cat1_NA, is_NA = _eval_factor(fi1, {"mock": ["a", None, "b"]}, NAAction(NA_types=["None"])) assert np.array_equal(is_NA, [False, True, False]) assert np.array_equal(cat1_NA, [0, -1, 1]) pytest.raises(PatsyError, _eval_factor, fi1, {"mock": ["a", None, "b"]}, NAAction(NA_types=[])) fi2 = FactorInfo(_MockFactor(), "categorical", {}, num_columns=None, categories=[False, True]) cat2, _ = _eval_factor(fi2, {"mock": [True, False, False, True]}, naa) assert cat2.shape == (4,) assert np.all(cat2 == [1, 0, 0, 1]) if have_pandas: s = pandas.Series(["b", "a"], index=[10, 20]) cat_s, _ = _eval_factor(fi1, {"mock": s}, naa) assert isinstance(cat_s, pandas.Series) assert np.array_equal(cat_s, [1, 0]) assert np.array_equal(cat_s.index, [10, 20]) sbool = pandas.Series([True, False], index=[11, 21]) cat_sbool, _ = _eval_factor(fi2, {"mock": sbool}, naa) assert isinstance(cat_sbool, pandas.Series) assert np.array_equal(cat_sbool, [1, 0]) assert np.array_equal(cat_sbool.index, [11, 21]) def _column_combinations(columns_per_factor): # For consistency with R, the left-most item iterates fastest: iterators = [range(n) for n in reversed(columns_per_factor)] for reversed_combo in itertools.product(*iterators): yield reversed_combo[::-1] def test__column_combinations(): assert list(_column_combinations([2, 3])) == [(0, 0), (1, 0), (0, 1), (1, 1), (0, 2), (1, 2)] assert list(_column_combinations([3])) == [(0,), (1,), (2,)] assert list(_column_combinations([])) == [()] def _subterm_column_combinations(factor_infos, subterm): columns_per_factor = [] for factor in subterm.factors: if factor in subterm.contrast_matrices: columns = subterm.contrast_matrices[factor].matrix.shape[1] else: columns = factor_infos[factor].num_columns columns_per_factor.append(columns) return _column_combinations(columns_per_factor) def _subterm_column_names_iter(factor_infos, subterm): total = 0 for i, column_idxs in enumerate( _subterm_column_combinations(factor_infos, subterm)): name_pieces = [] for factor, column_idx in zip(subterm.factors, column_idxs): fi = factor_infos[factor] if fi.type == "numerical": if fi.num_columns > 1: name_pieces.append("%s[%s]" % (factor.name(), column_idx)) else: assert column_idx == 0 name_pieces.append(factor.name()) else: assert fi.type == "categorical" contrast = subterm.contrast_matrices[factor] suffix = contrast.column_suffixes[column_idx] name_pieces.append("%s%s" % (factor.name(), suffix)) if not name_pieces: yield "Intercept" else: yield ":".join(name_pieces) total += 1 assert total == subterm.num_columns def _build_subterm(subterm, factor_infos, factor_values, out): assert subterm.num_columns == out.shape[1] out[...] = 1 for i, column_idxs in enumerate( _subterm_column_combinations(factor_infos, subterm)): for factor, column_idx in zip(subterm.factors, column_idxs): if factor_infos[factor].type == "categorical": contrast = subterm.contrast_matrices[factor] if np.any(factor_values[factor] < 0): raise PatsyError("can't build a design matrix " "containing missing values", factor) out[:, i] *= contrast.matrix[factor_values[factor], column_idx] else: assert factor_infos[factor].type == "numerical" assert (factor_values[factor].shape[1] == factor_infos[factor].num_columns) out[:, i] *= factor_values[factor][:, column_idx] def test__subterm_column_names_iter_and__build_subterm(): import pytest from patsy.contrasts import ContrastMatrix from patsy.categorical import C f1 = _MockFactor("f1") f2 = _MockFactor("f2") f3 = _MockFactor("f3") contrast = ContrastMatrix(np.array([[0, 0.5], [3, 0]]), ["[c1]", "[c2]"]) factor_infos1 = {f1: FactorInfo(f1, "numerical", {}, num_columns=1, categories=None), f2: FactorInfo(f2, "categorical", {}, num_columns=None, categories=["a", "b"]), f3: FactorInfo(f3, "numerical", {}, num_columns=1, categories=None), } contrast_matrices = {f2: contrast} subterm1 = SubtermInfo([f1, f2, f3], contrast_matrices, 2) assert (list(_subterm_column_names_iter(factor_infos1, subterm1)) == ["f1:f2[c1]:f3", "f1:f2[c2]:f3"]) mat = np.empty((3, 2)) _build_subterm(subterm1, factor_infos1, {f1: atleast_2d_column_default([1, 2, 3]), f2: np.asarray([0, 0, 1]), f3: atleast_2d_column_default([7.5, 2, -12])}, mat) assert np.allclose(mat, [[0, 0.5 * 1 * 7.5], [0, 0.5 * 2 * 2], [3 * 3 * -12, 0]]) # Check that missing categorical values blow up pytest.raises(PatsyError, _build_subterm, subterm1, factor_infos1, {f1: atleast_2d_column_default([1, 2, 3]), f2: np.asarray([0, -1, 1]), f3: atleast_2d_column_default([7.5, 2, -12])}, mat) factor_infos2 = dict(factor_infos1) factor_infos2[f1] = FactorInfo(f1, "numerical", {}, num_columns=2, categories=None) subterm2 = SubtermInfo([f1, f2, f3], contrast_matrices, 4) assert (list(_subterm_column_names_iter(factor_infos2, subterm2)) == ["f1[0]:f2[c1]:f3", "f1[1]:f2[c1]:f3", "f1[0]:f2[c2]:f3", "f1[1]:f2[c2]:f3"]) mat2 = np.empty((3, 4)) _build_subterm(subterm2, factor_infos2, {f1: atleast_2d_column_default([[1, 2], [3, 4], [5, 6]]), f2: np.asarray([0, 0, 1]), f3: atleast_2d_column_default([7.5, 2, -12])}, mat2) assert np.allclose(mat2, [[0, 0, 0.5 * 1 * 7.5, 0.5 * 2 * 7.5], [0, 0, 0.5 * 3 * 2, 0.5 * 4 * 2], [3 * 5 * -12, 3 * 6 * -12, 0, 0]]) subterm_int = SubtermInfo([], {}, 1) assert list(_subterm_column_names_iter({}, subterm_int)) == ["Intercept"] mat3 = np.empty((3, 1)) _build_subterm(subterm_int, {}, {f1: [1, 2, 3], f2: [1, 2, 3], f3: [1, 2, 3]}, mat3) assert np.allclose(mat3, 1) def _factors_memorize(factors, data_iter_maker, eval_env): # First, start off the memorization process by setting up each factor's # state and finding out how many passes it will need: factor_states = {} passes_needed = {} for factor in factors: state = {} which_pass = factor.memorize_passes_needed(state, eval_env) factor_states[factor] = state passes_needed[factor] = which_pass # Now, cycle through the data until all the factors have finished # memorizing everything: memorize_needed = set() for factor, passes in six.iteritems(passes_needed): if passes > 0: memorize_needed.add(factor) which_pass = 0 while memorize_needed: for data in data_iter_maker(): for factor in memorize_needed: state = factor_states[factor] factor.memorize_chunk(state, which_pass, data) for factor in list(memorize_needed): factor.memorize_finish(factor_states[factor], which_pass) if which_pass == passes_needed[factor] - 1: memorize_needed.remove(factor) which_pass += 1 return factor_states def test__factors_memorize(): class MockFactor(object): def __init__(self, requested_passes, token): self._requested_passes = requested_passes self._token = token self._chunk_in_pass = 0 self._seen_passes = 0 def memorize_passes_needed(self, state, eval_env): state["calls"] = [] state["token"] = self._token return self._requested_passes def memorize_chunk(self, state, which_pass, data): state["calls"].append(("memorize_chunk", which_pass)) assert data["chunk"] == self._chunk_in_pass self._chunk_in_pass += 1 def memorize_finish(self, state, which_pass): state["calls"].append(("memorize_finish", which_pass)) self._chunk_in_pass = 0 class Data(object): CHUNKS = 3 def __init__(self): self.calls = 0 self.data = [{"chunk": i} for i in range(self.CHUNKS)] def __call__(self): self.calls += 1 return iter(self.data) data = Data() f0 = MockFactor(0, "f0") f1 = MockFactor(1, "f1") f2a = MockFactor(2, "f2a") f2b = MockFactor(2, "f2b") factor_states = _factors_memorize(set([f0, f1, f2a, f2b]), data, {}) assert data.calls == 2 mem_chunks0 = [("memorize_chunk", 0)] * data.CHUNKS mem_chunks1 = [("memorize_chunk", 1)] * data.CHUNKS expected = { f0: { "calls": [], "token": "f0", }, f1: { "calls": mem_chunks0 + [("memorize_finish", 0)], "token": "f1", }, f2a: { "calls": mem_chunks0 + [("memorize_finish", 0)] + mem_chunks1 + [("memorize_finish", 1)], "token": "f2a", }, f2b: { "calls": mem_chunks0 + [("memorize_finish", 0)] + mem_chunks1 + [("memorize_finish", 1)], "token": "f2b", }, } assert factor_states == expected def _examine_factor_types(factors, factor_states, data_iter_maker, NA_action): num_column_counts = {} cat_sniffers = {} examine_needed = set(factors) for data in data_iter_maker(): for factor in list(examine_needed): value = factor.eval(factor_states[factor], data) if factor in cat_sniffers or guess_categorical(value): if factor not in cat_sniffers: cat_sniffers[factor] = CategoricalSniffer(NA_action, factor.origin) done = cat_sniffers[factor].sniff(value) if done: examine_needed.remove(factor) else: # Numeric value = atleast_2d_column_default(value) _max_allowed_dim(2, value, factor) column_count = value.shape[1] num_column_counts[factor] = column_count examine_needed.remove(factor) if not examine_needed: break # Pull out the levels cat_levels_contrasts = {} for factor, sniffer in six.iteritems(cat_sniffers): cat_levels_contrasts[factor] = sniffer.levels_contrast() return (num_column_counts, cat_levels_contrasts) def test__examine_factor_types(): from patsy.categorical import C class MockFactor(object): def __init__(self): # You should check this using 'is', not '==' from patsy.origin import Origin self.origin = Origin("MOCK", 1, 2) def eval(self, state, data): return state[data] def name(self): return "MOCK MOCK" # This hacky class can only be iterated over once, but it keeps track of # how far it got. class DataIterMaker(object): def __init__(self): self.i = -1 def __call__(self): return self def __iter__(self): return self def next(self): self.i += 1 if self.i > 1: raise StopIteration return self.i __next__ = next num_1dim = MockFactor() num_1col = MockFactor() num_4col = MockFactor() categ_1col = MockFactor() bool_1col = MockFactor() string_1col = MockFactor() object_1col = MockFactor() object_levels = (object(), object(), object()) factor_states = { num_1dim: ([1, 2, 3], [4, 5, 6]), num_1col: ([[1], [2], [3]], [[4], [5], [6]]), num_4col: (np.zeros((3, 4)), np.ones((3, 4))), categ_1col: (C(["a", "b", "c"], levels=("a", "b", "c"), contrast="MOCK CONTRAST"), C(["c", "b", "a"], levels=("a", "b", "c"), contrast="MOCK CONTRAST")), bool_1col: ([True, True, False], [False, True, True]), # It has to read through all the data to see all the possible levels: string_1col: (["a", "a", "a"], ["c", "b", "a"]), object_1col: ([object_levels[0]] * 3, object_levels), } it = DataIterMaker() (num_column_counts, cat_levels_contrasts, ) = _examine_factor_types(factor_states.keys(), factor_states, it, NAAction()) assert it.i == 2 iterations = 0 assert num_column_counts == {num_1dim: 1, num_1col: 1, num_4col: 4} assert cat_levels_contrasts == { categ_1col: (("a", "b", "c"), "MOCK CONTRAST"), bool_1col: ((False, True), None), string_1col: (("a", "b", "c"), None), object_1col: (tuple(sorted(object_levels, key=id)), None), } # Check that it doesn't read through all the data if that's not necessary: it = DataIterMaker() no_read_necessary = [num_1dim, num_1col, num_4col, categ_1col, bool_1col] (num_column_counts, cat_levels_contrasts, ) = _examine_factor_types(no_read_necessary, factor_states, it, NAAction()) assert it.i == 0 assert num_column_counts == {num_1dim: 1, num_1col: 1, num_4col: 4} assert cat_levels_contrasts == { categ_1col: (("a", "b", "c"), "MOCK CONTRAST"), bool_1col: ((False, True), None), } # Illegal inputs: bool_3col = MockFactor() num_3dim = MockFactor() # no such thing as a multi-dimensional Categorical # categ_3dim = MockFactor() string_3col = MockFactor() object_3col = MockFactor() illegal_factor_states = { num_3dim: (np.zeros((3, 3, 3)), np.ones((3, 3, 3))), string_3col: ([["a", "b", "c"]], [["b", "c", "a"]]), object_3col: ([[[object()]]], [[[object()]]]), } import pytest for illegal_factor in illegal_factor_states: it = DataIterMaker() try: _examine_factor_types([illegal_factor], illegal_factor_states, it, NAAction()) except PatsyError as e: assert e.origin is illegal_factor.origin else: assert False def _make_subterm_infos(terms, num_column_counts, cat_levels_contrasts): # Sort each term into a bucket based on the set of numeric factors it # contains: term_buckets = OrderedDict() bucket_ordering = [] for term in terms: num_factors = [] for factor in term.factors: if factor in num_column_counts: num_factors.append(factor) bucket = frozenset(num_factors) if bucket not in term_buckets: bucket_ordering.append(bucket) term_buckets.setdefault(bucket, []).append(term) # Special rule: if there is a no-numerics bucket, then it always comes # first: if frozenset() in term_buckets: bucket_ordering.remove(frozenset()) bucket_ordering.insert(0, frozenset()) term_to_subterm_infos = OrderedDict() new_term_order = [] # Then within each bucket, work out which sort of contrasts we want to use # for each term to avoid redundancy for bucket in bucket_ordering: bucket_terms = term_buckets[bucket] # Sort by degree of interaction bucket_terms.sort(key=lambda t: len(t.factors)) new_term_order += bucket_terms used_subterms = set() for term in bucket_terms: subterm_infos = [] factor_codings = pick_contrasts_for_term(term, num_column_counts, used_subterms) # Construct one SubtermInfo for each subterm for factor_coding in factor_codings: subterm_factors = [] contrast_matrices = {} subterm_columns = 1 # In order to preserve factor ordering information, the # coding_for_term just returns dicts, and we refer to # the original factors to figure out which are included in # each subterm, and in what order for factor in term.factors: # Numeric factors are included in every subterm if factor in num_column_counts: subterm_factors.append(factor) subterm_columns *= num_column_counts[factor] elif factor in factor_coding: subterm_factors.append(factor) levels, contrast = cat_levels_contrasts[factor] # This is where the default coding is set to # Treatment: coded = code_contrast_matrix(factor_coding[factor], levels, contrast, default=Treatment) contrast_matrices[factor] = coded subterm_columns *= coded.matrix.shape[1] subterm_infos.append(SubtermInfo(subterm_factors, contrast_matrices, subterm_columns)) term_to_subterm_infos[term] = subterm_infos assert new_term_order == list(term_to_subterm_infos) return term_to_subterm_infos def design_matrix_builders(termlists, data_iter_maker, eval_env, NA_action="drop"): """Construct several :class:`DesignInfo` objects from termlists. This is one of Patsy's fundamental functions. This function and :func:`build_design_matrices` together form the API to the core formula interpretation machinery. :arg termlists: A list of termlists, where each termlist is a list of :class:`Term` objects which together specify a design matrix. :arg data_iter_maker: A zero-argument callable which returns an iterator over dict-like data objects. This must be a callable rather than a simple iterator because sufficiently complex formulas may require multiple passes over the data (e.g. if there are nested stateful transforms). :arg eval_env: Either a :class:`EvalEnvironment` which will be used to look up any variables referenced in `termlists` that cannot be found in `data_iter_maker`, or else a depth represented as an integer which will be passed to :meth:`EvalEnvironment.capture`. ``eval_env=0`` means to use the context of the function calling :func:`design_matrix_builders` for lookups. If calling this function from a library, you probably want ``eval_env=1``, which means that variables should be resolved in *your* caller's namespace. :arg NA_action: An :class:`NAAction` object or string, used to determine what values count as 'missing' for purposes of determining the levels of categorical factors. :returns: A list of :class:`DesignInfo` objects, one for each termlist passed in. This function performs zero or more iterations over the data in order to sniff out any necessary information about factor types, set up stateful transforms, pick column names, etc. See :ref:`formulas` for details. .. versionadded:: 0.2.0 The ``NA_action`` argument. .. versionadded:: 0.4.0 The ``eval_env`` argument. """ # People upgrading from versions prior to 0.4.0 could potentially have # passed NA_action as the 3rd positional argument. Fortunately # EvalEnvironment.capture only accepts int and EvalEnvironment objects, # and we improved its error messages to make this clear. eval_env = EvalEnvironment.capture(eval_env, reference=1) if isinstance(NA_action, str): NA_action = NAAction(NA_action) all_factors = set() for termlist in termlists: for term in termlist: all_factors.update(term.factors) factor_states = _factors_memorize(all_factors, data_iter_maker, eval_env) # Now all the factors have working eval methods, so we can evaluate them # on some data to find out what type of data they return. (num_column_counts, cat_levels_contrasts) = _examine_factor_types(all_factors, factor_states, data_iter_maker, NA_action) # Now we need the factor infos, which encapsulate the knowledge of # how to turn any given factor into a chunk of data: factor_infos = {} for factor in all_factors: if factor in num_column_counts: fi = FactorInfo(factor, "numerical", factor_states[factor], num_columns=num_column_counts[factor], categories=None) else: assert factor in cat_levels_contrasts categories = cat_levels_contrasts[factor][0] fi = FactorInfo(factor, "categorical", factor_states[factor], num_columns=None, categories=categories) factor_infos[factor] = fi # And now we can construct the DesignInfo for each termlist: design_infos = [] for termlist in termlists: term_to_subterm_infos = _make_subterm_infos(termlist, num_column_counts, cat_levels_contrasts) assert isinstance(term_to_subterm_infos, OrderedDict) assert frozenset(term_to_subterm_infos) == frozenset(termlist) this_design_factor_infos = {} for term in termlist: for factor in term.factors: this_design_factor_infos[factor] = factor_infos[factor] column_names = [] for subterms in six.itervalues(term_to_subterm_infos): for subterm in subterms: for column_name in _subterm_column_names_iter( factor_infos, subterm): column_names.append(column_name) design_infos.append(DesignInfo(column_names, factor_infos=this_design_factor_infos, term_codings=term_to_subterm_infos)) return design_infos def _build_design_matrix(design_info, factor_info_to_values, dtype): factor_to_values = {} need_reshape = False num_rows = None for factor_info, value in six.iteritems(factor_info_to_values): # It's possible that the same factor appears in multiple different # FactorInfo objects (e.g. if someone is simultaneously building two # DesignInfo objects that started out as part of different # formulas). Skip any factor_info that is not our expected # factor_info. if design_info.factor_infos.get(factor_info.factor) is not factor_info: continue factor_to_values[factor_info.factor] = value if num_rows is not None: assert num_rows == value.shape[0] else: num_rows = value.shape[0] if num_rows is None: # We have no dependence on the data -- e.g. an empty termlist, or # only an intercept term. num_rows = 1 need_reshape = True shape = (num_rows, len(design_info.column_names)) m = DesignMatrix(np.empty(shape, dtype=dtype), design_info) start_column = 0 for term, subterms in six.iteritems(design_info.term_codings): for subterm in subterms: end_column = start_column + subterm.num_columns m_slice = m[:, start_column:end_column] _build_subterm(subterm, design_info.factor_infos, factor_to_values, m_slice) start_column = end_column assert start_column == m.shape[1] return need_reshape, m class _CheckMatch(object): def __init__(self, name, eq_fn): self._name = name self._eq_fn = eq_fn self.value = None self._value_desc = None self._value_origin = None def check(self, seen_value, desc, origin): if self.value is None: self.value = seen_value self._value_desc = desc self._value_origin = origin else: if not self._eq_fn(self.value, seen_value): msg = ("%s mismatch between %s and %s" % (self._name, self._value_desc, desc)) if isinstance(self.value, int): msg += " (%r versus %r)" % (self.value, seen_value) # XX FIXME: this is a case where having discontiguous Origins # would be useful... raise PatsyError(msg, origin) def build_design_matrices(design_infos, data, NA_action="drop", return_type="matrix", dtype=np.dtype(float)): """Construct several design matrices from :class:`DesignMatrixBuilder` objects. This is one of Patsy's fundamental functions. This function and :func:`design_matrix_builders` together form the API to the core formula interpretation machinery. :arg design_infos: A list of :class:`DesignInfo` objects describing the design matrices to be built. :arg data: A dict-like object which will be used to look up data. :arg NA_action: What to do with rows that contain missing values. You can ``"drop"`` them, ``"raise"`` an error, or for customization, pass an :class:`NAAction` object. See :class:`NAAction` for details on what values count as 'missing' (and how to alter this). :arg return_type: Either ``"matrix"`` or ``"dataframe"``. See below. :arg dtype: The dtype of the returned matrix. Useful if you want to use single-precision or extended-precision. This function returns either a list of :class:`DesignMatrix` objects (for ``return_type="matrix"``) or a list of :class:`pandas.DataFrame` objects (for ``return_type="dataframe"``). In both cases, all returned design matrices will have ``.design_info`` attributes containing the appropriate :class:`DesignInfo` objects. Note that unlike :func:`design_matrix_builders`, this function takes only a simple data argument, not any kind of iterator. That's because this function doesn't need a global view of the data -- everything that depends on the whole data set is already encapsulated in the ``design_infos``. If you are incrementally processing a large data set, simply call this function for each chunk. Index handling: This function always checks for indexes in the following places: * If ``data`` is a :class:`pandas.DataFrame`, its ``.index`` attribute. * If any factors evaluate to a :class:`pandas.Series` or :class:`pandas.DataFrame`, then their ``.index`` attributes. If multiple indexes are found, they must be identical (same values in the same order). If no indexes are found, then a default index is generated using ``np.arange(num_rows)``. One way or another, we end up with a single index for all the data. If ``return_type="dataframe"``, then this index is used as the index of the returned DataFrame objects. Examining this index makes it possible to determine which rows were removed due to NAs. Determining the number of rows in design matrices: This is not as obvious as it might seem, because it's possible to have a formula like "~ 1" that doesn't depend on the data (it has no factors). For this formula, it's obvious what every row in the design matrix should look like (just the value ``1``); but, how many rows like this should there be? To determine the number of rows in a design matrix, this function always checks in the following places: * If ``data`` is a :class:`pandas.DataFrame`, then its number of rows. * The number of entries in any factors present in any of the design * matrices being built. All these values much match. In particular, if this function is called to generate multiple design matrices at once, then they must all have the same number of rows. .. versionadded:: 0.2.0 The ``NA_action`` argument. """ if isinstance(NA_action, str): NA_action = NAAction(NA_action) if return_type == "dataframe" and not have_pandas: raise PatsyError("pandas.DataFrame was requested, but pandas " "is not installed") if return_type not in ("matrix", "dataframe"): raise PatsyError("unrecognized output type %r, should be " "'matrix' or 'dataframe'" % (return_type,)) # Evaluate factors factor_info_to_values = {} factor_info_to_isNAs = {} rows_checker = _CheckMatch("Number of rows", lambda a, b: a == b) index_checker = _CheckMatch("Index", lambda a, b: a.equals(b)) if have_pandas and isinstance(data, pandas.DataFrame): index_checker.check(data.index, "data.index", None) rows_checker.check(data.shape[0], "data argument", None) for design_info in design_infos: # We look at evaluators rather than factors here, because it might # happen that we have the same factor twice, but with different # memorized state. for factor_info in six.itervalues(design_info.factor_infos): if factor_info not in factor_info_to_values: value, is_NA = _eval_factor(factor_info, data, NA_action) factor_info_to_isNAs[factor_info] = is_NA # value may now be a Series, DataFrame, or ndarray name = factor_info.factor.name() origin = factor_info.factor.origin rows_checker.check(value.shape[0], name, origin) if (have_pandas and isinstance(value, (pandas.Series, pandas.DataFrame))): index_checker.check(value.index, name, origin) # Strategy: we work with raw ndarrays for doing the actual # combining; DesignMatrixBuilder objects never sees pandas # objects. Then at the end, if a DataFrame was requested, we # convert. So every entry in this dict is either a 2-d array # of floats, or a 1-d array of integers (representing # categories). value = np.asarray(value) factor_info_to_values[factor_info] = value # Handle NAs values = list(factor_info_to_values.values()) is_NAs = list(factor_info_to_isNAs.values()) origins = [factor_info.factor.origin for factor_info in factor_info_to_values] pandas_index = index_checker.value num_rows = rows_checker.value # num_rows is None iff evaluator_to_values (and associated sets like # 'values') are empty, i.e., we have no actual evaluators involved # (formulas like "~ 1"). if return_type == "dataframe" and num_rows is not None: if pandas_index is None: pandas_index = np.arange(num_rows) values.append(pandas_index) is_NAs.append(np.zeros(len(pandas_index), dtype=bool)) origins.append(None) new_values = NA_action.handle_NA(values, is_NAs, origins) # NA_action may have changed the number of rows. if new_values: num_rows = new_values[0].shape[0] if return_type == "dataframe" and num_rows is not None: pandas_index = new_values.pop() factor_info_to_values = dict(zip(factor_info_to_values, new_values)) # Build factor values into matrices results = [] for design_info in design_infos: results.append(_build_design_matrix(design_info, factor_info_to_values, dtype)) matrices = [] for need_reshape, matrix in results: if need_reshape: # There is no data-dependence, at all -- a formula like "1 ~ 1". # In this case the builder just returns a single-row matrix, and # we have to broadcast it vertically to the appropriate size. If # we can figure out what that is... assert matrix.shape[0] == 1 if num_rows is not None: matrix = DesignMatrix(np.repeat(matrix, num_rows, axis=0), matrix.design_info) else: raise PatsyError( "No design matrix has any non-trivial factors, " "the data object is not a DataFrame. " "I can't tell how many rows the design matrix should " "have!" ) matrices.append(matrix) if return_type == "dataframe": assert have_pandas for i, matrix in enumerate(matrices): di = matrix.design_info matrices[i] = pandas.DataFrame(matrix, columns=di.column_names, index=pandas_index) matrices[i].design_info = di return matrices # It should be possible to do just the factors -> factor_infos stuff # alone, since that, well, makes logical sense to do.