Python

Managing imbalanced Data Sets with SMOTE in Python

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When working with data sets for machine learning, lots of these data sets and examples we see have approximately the same number of case records for each of the possible predicted values. In this kind of scenario we are trying to perform some kind of classification, where the machine learning model looks to build a model based on the input data set against a target variable. It is this target variable that contains the value to be predicted. In most cases this target variable (or feature) will contain binary values or equivalent in categorical form such as Yes and No, or A and B, etc or may contain a small number of other possible values (e.g. A, B, C, D).

For the classification algorithm to perform optimally and be able to predict the possible value for a new case record, it will need to see enough case records for each of the possible values. What this means, it would be good to have approximately the same number of records for each value (there are many ways to overcome this and these are outside the score of this post). But most data sets, and those that you will encounter in real life work scenarios, are never balanced, as in having a 50-50 split. What we typically encounter might be a 90-10, 98-2, etc type of split. These data sets are said to be imbalanced.

Screenshot 2019-05-20 15.34.14

The image above gives examples of two approaches for creating a balanced data set. The first is under-sampling. This involves reducing the class that contains the majority of the case records and reducing it to match the number of case records in the minor class. The problems with this include, the resulting data set is too small to be meaningful, the case records removed could contain important records and scenarios that the model will need to know about.

The second example is creating a balanced data set by increasing the number of records in the minority class. There are a few approaches to creating this. The first approach is to create duplicate records, from the minor class, until such time as the number of case records are approximately the same for each class. This is the simplest approach. The second approach is to create synthetic records that are statistically equivalent of the original data set. A commonly technique used for this is called SMOTE, Synthetic Minority Oversampling Technique. SMOTE uses a nearest neighbors algorithm to generate new and synthetic data we can use for training our model. But one of the issues with SMOTE is that it will not create sample records outside the bounds of the original data set. As you can image this would be very difficult to do.

The following examples will illustrate how to perform Under-Sampling and Over-Sampling (duplication and using SMOTE) in Python using functions from Pandas, Imbalanced-Learn and Sci-Kit Learn libraries.

NOTE: The Imbalanced-Learn library (e.g. SMOTE)requires the data to be in numeric format, as it statistical calculations are performed on these. The python function get_dummies was used as a quick and simple to generate the numeric values. Although this is perhaps not the best method to use in a real project. With the other sampling functions can process data sets with a sting and numeric.

Data Set:  Is the Portuaguese Banking data set and is available on the UCI Data Set Repository, and many other sites. Here are some basics with that data set.

import warnings

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
get_ipython().magic('matplotlib inline')

bank_file = ".../bank-additional-full.csv"

# import dataset
df = pd.read_csv(bank_file, sep=';',)

# get basic details of df (num records, num features)
df.shape
df['y'].value_counts() # dataset is imbalanced with majority of class label as "no".
no     36548
yes     4640
Name: y, dtype: int64
#print bar chart
df.y.value_counts().plot(kind='bar', title='Count (target)');

Screenshot 2019-05-27 09.38.36

Example 1a – Down/Under sampling the majority class y=1 (using random sampling)

count_class_0, count_class_1 = df.y.value_counts()

# Divide by class
df_class_0 = df[df['y'] == 0] #majority class
df_class_1 = df[df['y'] == 1] #minority class

# Sample Majority class (y=0, to have same number of records as minority calls (y=1)
df_class_0_under = df_class_0.sample(count_class_1)
# join the dataframes containing y=1 and y=0
df_test_under = pd.concat([df_class_0_under, df_class_1])

print('Random under-sampling:')
print(df_test_under.y.value_counts())
print("Num records = ", df_test_under.shape[0])

df_test_under.y.value_counts().plot(kind='bar', title='Count (target)');
Random under-sampling:
1    4640
0    4640
Name: y, dtype: int64
Num records =  9280

Screenshot 2019-05-27 09.41.06

Example 1b – Down/Under sampling the majority class y=1 using imblearn

from imblearn.under_sampling import RandomUnderSampler

X = df_new.drop('y', axis=1)
Y = df_new['y']

rus = RandomUnderSampler(random_state=42, replacement=True)
X_rus, Y_rus = rus.fit_resample(X, Y)

df_rus = pd.concat([pd.DataFrame(X_rus), pd.DataFrame(Y_rus, columns=['y'])], axis=1)

print('imblearn over-sampling:')
print(df_rus.y.value_counts())
print("Num records = ", df_rus.shape[0])

df_rus.y.value_counts().plot(kind='bar', title='Count (target)');

[same results as Example 1a]

Example 1c – Down/Under sampling the majority class y=1 using Sci-Kit Learn

from sklearn.utils import resample

print("Original Data distribution")
print(df['y'].value_counts())

# Down Sample Majority class
down_sample = resample(df[df['y']==0],
replace = True, # sample with replacement
n_samples = df[df['y']==1].shape[0], # to match minority class
random_state=42) # reproducible results

# Combine majority class with upsampled minority class
train_downsample = pd.concat([df[df['y']==1], down_sample])

# Display new class counts
print('Sci-Kit Learn : resample : Down Sampled data set')
print(train_downsample['y'].value_counts())
print("Num records = ", train_downsample.shape[0])
train_downsample.y.value_counts().plot(kind='bar', title='Count (target)');

[same results as Example 1a]

Example 2 a – Over sampling the minority call y=0 (using random sampling)

df_class_1_over = df_class_1.sample(count_class_0, replace=True)
df_test_over = pd.concat([df_class_0, df_class_1_over], axis=0)

print('Random over-sampling:')
print(df_test_over.y.value_counts())

df_test_over.y.value_counts().plot(kind='bar', title='Count (target)');
Random over-sampling:
1    36548
0    36548
Name: y, dtype: int64

Screenshot 2019-05-27 09.46.08

Example 2b – Over sampling the minority call y=0 using SMOTE

from imblearn.over_sampling import SMOTE

print(df_new.y.value_counts())
X = df_new.drop('y', axis=1)
Y = df_new['y']

sm = SMOTE(random_state=42)
X_res, Y_res = sm.fit_resample(X, Y)

df_smote_over = pd.concat([pd.DataFrame(X_res), pd.DataFrame(Y_res, columns=['y'])], axis=1)

print('SMOTE over-sampling:')
print(df_smote_over.y.value_counts())

df_smote_over.y.value_counts().plot(kind='bar', title='Count (target)');

[same results as Example 2a]

Example 2c – Over sampling the minority call y=0 using Sci-Kit Learn

from sklearn.utils import resample

print("Original Data distribution")
print(df['y'].value_counts())

# Upsample minority class
train_positive_upsample = resample(df[df['y']==1],
replace = True, # sample with replacement
n_samples = train_zero.shape[0], # to match majority class
random_state=42) # reproducible results

# Combine majority class with upsampled minority class
train_upsample = pd.concat([train_negative, train_positive_upsample])

# Display new class counts
print('Sci-Kit Learn : resample : Up Sampled data set')
print(train_upsample['y'].value_counts())
train_upsample.y.value_counts().plot(kind='bar', title='Count (target)');

[same results as Example 2a]

 

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Reading Data from Oracle Table into Python Pandas – How long & Different arraysize

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Here are some results from a little testing I recent did on extracting data from an Oracle database and what effect the arraysize makes and which method might be the quickest.

The arraysize determines how many records will be retrieved in each each batch. When a query is issued to the database, the results are returned to the calling programme in batches of a certain size. Depending on the nature of the application and the number of records being retrieved, will determine the arraysize value. The value of this can have a dramatic effect on your query and application response times. Sometimes a small value works very well but sometimes you might need a larger value.

My test involved using an Oracle Database Cloud instance, using Python and the following values for the arraysize.

arraysize = (5, 50, 500, 1000, 2000, 3000, 4000, 5000) 

The first test was to see what effect these arraysizes have on retrieving all the data from a table. The in question has 73,668 records. So not a large table. The test loops through this list of values and fetches all the data, using the fetchall function (part of cx_Oracle), and then displays the time taken to retrieve the results.

# import the Oracle Python library
import cx_Oracle
import datetime
import pandas as pd
import numpy as np

# setting display width for outputs in PyCharm
desired_width = 280
pd.set_option('display.width', desired_width)
np.set_printoptions(linewidth=desired_width)
pd.set_option('display.max_columns',30)

# define the login details
p_username = "************"
p_password = "************"
p_host = "************"
p_service = "************"
p_port = "1521"

print('--------------------------------------------------------------------------')
print(' Testing the time to extract data from an Oracle Database.')
print('    using different approaches.')
print('---')
# create the connection
con = cx_Oracle.connect(user=p_username, password=p_password, dsn=p_host+"/"+p_service+":"+p_port)

print('')
print(' Test 1: Extracting data using Cursor for different Array sizes')
print('    Array Size = 5, 50, 500, 1000, 2000, 3000, 4000, 5000')
print('')
print('   Starting test at : ', datetime.datetime.now())

beginTime = datetime.datetime.now()
cur_array_size = (5, 50, 500, 1000, 2000, 3000, 4000, 5000)
sql = 'select * from banking_marketing_data_balance_v'

for size in cur_array_size:
    startTime = datetime.datetime.now()
    cur = con.cursor()
    cur.arraysize = size
    results = cur.execute(sql).fetchall()
    print('      Time taken : array size = ', size, ' = ', datetime.datetime.now()-startTime, ' seconds,  num of records = ', len(results))
    cur.close()

print('')
print('   Test 1: Time take = ', datetime.datetime.now()-beginTime)
print('')

And here are the results from this first test.

Starting test at :  2018-11-14 15:51:15.530002
      Time taken : array size =  5  =  0:36:31.855690  seconds,  num of records =  73668
      Time taken : array size =  50  =  0:05:32.444967  seconds,  num of records =  73668
      Time taken : array size =  500  =  0:00:40.757931  seconds,  num of records =  73668
      Time taken : array size =  1000  =  0:00:14.306910  seconds,  num of records =  73668
      Time taken : array size =  2000  =  0:00:10.182356  seconds,  num of records =  73668
      Time taken : array size =  3000  =  0:00:20.894687  seconds,  num of records =  73668
      Time taken : array size =  4000  =  0:00:07.843796  seconds,  num of records =  73668
      Time taken : array size =  5000  =  0:00:06.242697  seconds,  num of records =  73668

As you can see the variation in the results.

You may get different performance results based on your location, network connectivity and proximity of the database. I was at home (Ireland) using wifi and my database was located somewhere in USA. I ran the rest a number of times and the timings varied by +/- 15%, which is a lot!

When the data is retrieved in this manner you can process the data set in the returned results set. Or what is more traditional you will want to work with the data set as a panda. The next two test look at a couple of methods of querying the data and storing the result sets in a panda.

For these two test, I’ll set the arraysize = 3000. Let’s see what happens.

For the second test I’ll again use the fetchall() function to retrieve the data set. From that I extract the names of the columns and then create a panda combining the results data set and the column names.

startTime = datetime.datetime.now()
print('   Starting test at : ', startTime)
cur = con.cursor()
cur.arraysize = cur_array_size
results = cur.execute(sql).fetchall()
print('   Fetched ', len(results), ' in ', datetime.datetime.now()-startTime, ' seconds at ', datetime.datetime.now())
startTime2 = datetime.datetime.now()
col_names = []
for i in range(0, len(cur.description)):
    col_names.append(cur.description[i][0])
print(' Fetched data & Created the list of Column names in ', datetime.datetime.now()-startTime, ' seconds at ', datetime.datetime.now())

The results from this are.

      Fetched  73668  in  0:00:07.778850  seconds at  2018-11-14 16:35:07.840910
      Fetched data & Created the list of Column names in  0:00:07.779043  seconds at  2018-11-14 16:35:07.841093
      Finished creating Dataframe in  0:00:07.975074  seconds at  2018-11-14 16:35:08.037134

Test 2: Total Time take =  0:00:07.975614

Now that was quick. Fetching the data set in just over 7.7788 seconds. Creating the column names as fractions of a millisecond, and then the final creation of the panda took approx 0.13 seconds.

For the third these I used the pandas library function called read_sql(). This function takes two inputs. The first is the query to be processed and the second the name of the database connection.

print(' Test 3: Test timing for read_sql into a dataframe')
cur_array_size = 3000
print('   will use arraysize = ', cur_array_size)
print('')
startTime = datetime.datetime.now()
print('   Starting test at : ', startTime)

df2 = pd.read_sql(sql, con)

print('      Finished creating Dataframe in ', datetime.datetime.now()-startTime, ' seconds at ', datetime.datetime.now())
# close the connection at end of experiments
con.close()

and the results from this are.

   Test 3: Test timing for read_sql into a dataframe will use arraysize =  3000

   Starting test at :  2018-11-14 16:35:08.095189
      Finished creating Dataframe in  0:02:03.200411  seconds at  2018-11-14 16:37:11.295611

You can see that it took just over 2 minutes to create the panda data frame using the read_sql() function, compared to just under 8 seconds using the previous method.

It is important to test the various options for processing your data and find the one that works best in your environment. As with most languages there can be many ways to do the same thing. The challenge is to work out which one you should use.

Python and Oracle : Fetching records and setting buffer size

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If you used other languages, including Oracle PL/SQL, more than likely you will have experienced having to play buffering the number of records that are returned from a cursor. Typically this is needed when you are processing more than a few hundred records. The default buffering size is relatively small and by increasing the size of the number of records to be buffered can dramatically improve the performance of your code.

As with all things in coding and IT, the phrase “It Depends” applies here and changing the buffering size may not be what you need and my not help you to gain optimal performance for your code.

There are lots and lots of examples of how to test this in PL/SQL and other languages, but what I’m going to show you here in this blog post is to change the buffering size when using Python to process data in an Oracle Database using the Oracle Python library cx_Oracle.

Let us begin with taking the defaults and seeing what happens. In this first scenario the default buffering is used. Here we execute a query and the process the records in a FOR loop (yes these is a row-by-row, slow-by-slow approach.

import time

i = 0
# define a cursor to use with the connection
cur2 = con.cursor()
# execute a query returning the results to the cursor
print("Starting cursor at", time.ctime())
cur2.execute('select * from sh.customers')
print("Finished cursor at", time.ctime())

# for each row returned to the cursor, print the record
print("Starting for loop", time.ctime())
t0 = time.time()
for row in cur2:
    i = i+1
    if (i%10000) == 0:
        print(i,"records processed", time.ctime())

              
t1 = time.time()
print("Finished for loop at", time.ctime())
print("Number of records counted = ", i)

ttime = t1 - t0
print("in ", ttime, "seconds.")

This gives us the following output.

Starting cursor at  10:11:43
Finished cursor at  10:11:43
Starting for loop  10:11:43
10000 records processed  10:11:49
20000 records processed  10:11:54
30000 records processed  10:11:59
40000 records processed  10:12:05
50000 records processed  10:12:09
Finished for loop at  10:12:11 
Number of records counted =  55500
in  28.398550033569336 seconds.

Processing the data this way takes approx. 28 seconds and this corresponds to the buffering of approx 50-75 records at a time. This involves many, many, many round trips to the the database to retrieve this data. This default processing might be fine when our query is only retrieving a small number of records, but as our data set or results set from the query increases so does the time it takes to process the query.

But we have a simple way of reducing the time taken, as the number of records in our results set increases. We can do this by increasing the number of records that are buffered. This can be done by changing the size of the ‘arrysize’ for the cursor definition. This reduces the number of “roundtrips” made to the database, often reducing networks load and reducing the number of context switches on the database server.

The following gives an example of same code with one additional line.

cur2.arraysize = 500

Here is the full code example.

# Test : Change the arraysize and see what impact that has
import time

i = 0
# define a cursor to use with the connection
cur2 = con.cursor()
cur2.arraysize = 500
# execute a query returning the results to the cursor
print("Starting cursor at", time.ctime())
cur2.execute('select * from sh.customers')
print("Finished cursor at", time.ctime())

# for each row returned to the cursor, print the record
print("Starting for loop", time.ctime())
t0 = time.time()
for row in cur2:
    i = i+1
    if (i%10000) == 0:
        print(i,"records processed", time.ctime())

              
t1 = time.time()
print("Finished for loop at", time.ctime())
print("Number of records counted = ", i)

ttime = t1 - t0
print("in ", ttime, "seconds.")

Now the response time to process all the records is.

Starting cursor at 10:13:02
Finished cursor at 10:13:02
Starting for loop 10:13:02
10000 records processed 10:13:04
20000 records processed 10:13:06
30000 records processed 10:13:08
40000 records processed 10:13:10
50000 records processed 10:13:12
Finished for loop at 10:13:13
Number of records counted = 55500
in 11.780734777450562 seconds.

All done in just under 12 seconds, compared to 28 seconds previously.

Here is another alternative way of processing the data and retrieves the entire results set, using the ‘fetchall’ command, and stores it located in ‘res’.

Oracle and Python setup with cx_Oracle

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Is Python the new R?

Maybe, maybe not, but that I’m finding in recent months is more companies are asking me to use Python instead of R for some of my work.

In this blog post I will walk through the steps of setting up the Oracle driver for Python, called cx_Oracle. The documentation for this drive is good and detailed with plenty of examples available on GitHub. Hopefully there isn’t anything new in this post, but it is my experiences and what I did.

1. Install Oracle Client

The Python driver requires Oracle Client software to be installed. Go here, download and install. It’s a straightforward install. Make sure the directories are added to the search path.

2. Download and install cx_Oracle

You can use pip3 to do this.

pip3 install cx_Oracle

Collecting cx_Oracle
  Downloading cx_Oracle-6.1.tar.gz (232kB)
    100% |████████████████████████████████| 235kB 679kB/s
Building wheels for collected packages: cx-Oracle
  Running setup.py bdist_wheel for cx-Oracle ... done
  Stored in directory: /Users/brendan.tierney/Library/Caches/pip/wheels/0d/c4/b5/5a4d976432f3b045c3f019cbf6b5ba202b1cc4a36406c6c453
Successfully built cx-Oracle
Installing collected packages: cx-Oracle
Successfully installed cx-Oracle-6.1

3. Create a connection in Python

Now we can create a connection. When you see some text enclosed in angled brackets <>, you will need to enter your detailed for your schema and database server.

# import the Oracle Python library
import cx_Oracle

# define the login details
p_username = ""
p_password = ""
p_host = ""
p_service = ""
p_port = "1521"

# create the connection
con = cx_Oracle.connect(user=p_username, password=p_password, dsn=p_host+"/"+p_service+":"+p_port)

# an alternative way to create the connection
# con = cx_Oracle.connect('/@/:1521')

# print some details about the connection and the library
print("Database version:", con.version)
print("Oracle Python version:", cx_Oracle.version)


Database version: 12.1.0.1.0
Oracle Python version: 6.1

4. Query some data and return results to Python

In this example the query returns the list of tables in the schema.

# define a cursor to use with the connection
cur = con.cursor()
# execute a query returning the results to the cursor
cur.execute('select table_name from user_tables')
# for each row returned to the cursor, print the record
for row in cur:
    print("Table: ", row)

Table:  ('DECISION_TREE_MODEL_SETTINGS',)
Table:  ('INSUR_CUST_LTV_SAMPLE',)
Table:  ('ODMR_CARS_DATA',)

Now list the Views available in the schema.

# define a second cursor
cur2 = con.cursor()
# return the list of Views in the schema to the cursor
cur2.execute('select view_name from user_views')
# display the list of Views
for result_name in cur2:
    print("View: ", result_name)

View:  ('MINING_DATA_APPLY_V',)
View:  ('MINING_DATA_BUILD_V',)
View:  ('MINING_DATA_TEST_V',)
View:  ('MINING_DATA_TEXT_APPLY_V',)
View:  ('MINING_DATA_TEXT_BUILD_V',)
View:  ('MINING_DATA_TEXT_TEST_V',)

5. Query some data and return to a Panda in Python

Pandas are commonly used for storing, structuring and processing data in Python, using a data frame format. The following returns the results from a query and stores the results in a panda.

# in this example the results of a query are loaded into a Panda
# load the pandas library
import pandas as pd

# execute the query and return results into the panda called df
df = pd.read_sql_query("SELECT * from INSUR_CUST_LTV_SAMPLE", con)

# print the records returned by query and stored in panda
print(df.head())

 CUSTOMER_ID     LAST    FIRST STATE     REGION SEX    PROFESSION  \
0     CU13388     LEIF   ARNOLD    MI    Midwest   M        PROF-2   
1     CU13386     ALVA   VERNON    OK    Midwest   M       PROF-18   
2      CU6607   HECTOR  SUMMERS    MI    Midwest   M  Veterinarian   
3      CU7331  PATRICK  GARRETT    CA       West   M       PROF-46   
4      CU2624  CAITLYN     LOVE    NY  NorthEast   F      Clerical   

  BUY_INSURANCE  AGE  HAS_CHILDREN   ...     MONTHLY_CHECKS_WRITTEN  \
0            No   70             0   ...                          0   
1            No   24             0   ...                          9   
2            No   30             1   ...                          2   
3            No   43             0   ...                          4   
4            No   27             1   ...                          4   

   MORTGAGE_AMOUNT  N_TRANS_ATM  N_MORTGAGES  N_TRANS_TELLER  \
0                0            3            0               0   
1             3000            4            1               1   
2              980            4            1               3   
3                0            2            0               1   
4             5000            4            1               2   

  CREDIT_CARD_LIMITS  N_TRANS_KIOSK  N_TRANS_WEB_BANK       LTV  LTV_BIN  
0               2500              1                 0  17621.00   MEDIUM  
1               2500              1               450  22183.00     HIGH  
2                500              1               250  18805.25   MEDIUM  
3                800              1                 0  22574.75     HIGH  
4               3000              2              1500  17217.25   MEDIUM  

[5 rows x 31 columns]

6. Wrapping it up and closing things

Finally we need to wrap thing up and close our cursors and our connection to the database.

# close the cursors
cur2.close()
cur.close()

# close the connection to the database
con.close()

Useful links

cx_Oracle website

cx_Oracle documentation

cx_Oracle examples on GitHub

Watch out for more blog posts on using Python with Oracle, Oracle Data Mining and Oracle R Enterprise.