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GraphReduce

Description

GraphReduce is an abstraction for building machine learning feature engineering pipelines that involve many tables in a composable way. The library is intended to help bridge the gap between research feature definitions and production deployment without the overhead of a full feature store. Underneath the hood, GraphReduce uses graph data structures to represent tables/files as nodes and foreign keys as edges.

Compute backends supported: pandas, dask, spark, AWS Athena, Redshift, Snowflake, postgresql, MySQL Compute backends coming soon: ray

Installation

# from pypi
pip install graphreduce

# from github
pip install 'graphreduce@git+https://github.com/wesmadrigal/graphreduce.git'

# install from source
git clone https://github.com/wesmadrigal/graphreduce && cd graphreduce && python setup.py install

Motivation

Machine learning requires vectors of data, but our tabular datasets are disconnected. They can be represented as a graph, where tables are nodes and join keys are edges. In many model building scenarios there isn't a nice ML-ready vector waiting for us, so we must curate the data by joining many tables together to flatten them into a vector. This is the problem graphreduce sets out to solve.

Prior work

Shortcomings of prior work

  • point in time correctness is not always handled well
  • Deep Feature Synthesis and featuretools are limited to pandas and a couple of SQL databases
  • One Button Machine from IBM uses spark but their implementation outside of the paper could not be found
  • none of the prior implementations allow for custom computational graphs or additional third party libraries

We extend prior works and add the following functionality:

  • point in time correctness on arbitrarily large computational graphs
  • extensible computational layers, with support currently spanning: pandas, dask, spark, AWS Athena, AWS Redshift, Snowflake, postgresql, mysql, and more coming
  • customizable node implementations for a mix of dynamic and custom feature engineering with the ability to use third party libraries for portions (e.g., cleanlab for cleaning)

An example dataset might look like the following:

schema

To get this example schema ready for an ML model we need to do the following:

  • define the node-level interface and operations for filtering, annotating, normalizing, and reducing
  • select the granularity) to which we'll reduce our data: in this example customer
  • specify how much historical data will be included and what holdout period will be used (e.g., 365 days of historical data and 1 month of holdout data for labels)
  • filter all data entities to include specified amount of history to prevent data leakage
  • depth first, bottom up aggregation operations group by / aggregation operations to reduce data
  1. End to end example:
import datetime
import pandas as pd
from graphreduce.node import GraphReduceNode, DynamicNode
from graphreduce.enum import ComputeLayerEnum, PeriodUnit
from graphreduce.graph_reduce import GraphReduce

# source from a csv file with the relationships
# using the file at: https://github.com/wesmadrigal/GraphReduce/blob/master/examples/cust_graph_labels.csv
reldf = pd.read_csv('cust_graph_labels.csv')

# using the data from: https://github.com/wesmadrigal/GraphReduce/tree/master/tests/data/cust_data
files = {
    'cust.csv' : {'prefix':'cu'},
    'orders.csv':{'prefix':'ord'},
    'order_products.csv': {'prefix':'op'},
    'notifications.csv':{'prefix':'notif'},
    'notification_interactions.csv':{'prefix':'ni'},
    'notification_interaction_types.csv':{'prefix':'nit'}

}
# create graph reduce nodes
gr_nodes = {
    f.split('/')[-1]: DynamicNode(
        fpath=f,
        fmt='csv',
        pk='id',
        prefix=files[f]['prefix'],
        date_key=None,
        compute_layer=GraphReduceComputeLayerEnum.pandas,
        compute_period_val=730,
        compute_period_unit=PeriodUnit.day,
    )
    for f in files.keys()
}
gr = GraphReduce(
    name='cust_dynamic_graph',
    parent_node=gr_nodes['cust.csv'],
    fmt='csv',
    cut_date=datetime.datetime(2023,9,1),
    compute_layer=GraphReduceComputeLayerEnum.pandas,
    auto_features=True,
    auto_feature_hops_front=1,
    auto_feature_hops_back=2,
    label_node=gr_nodes['orders.csv'],
    label_operation='count',
    label_field='id',
    label_period_val=60,
    label_period_unit=PeriodUnit.day
)
# Add graph edges
for ix, row in reldf.iterrows():
    gr.add_entity_edge(
        parent_node=gr_nodes[row['to_name']],
        relation_node=gr_nodes[row['from_name']],
        parent_key=row['to_key'],
        relation_key=row['from_key'],
        reduce=True
    )


gr.do_transformations()
2024-04-23 13:49:41 [info     ] hydrating graph attributes
2024-04-23 13:49:41 [info     ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info     ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info     ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info     ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info     ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info     ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info     ] hydrating graph data
2024-04-23 13:49:41 [info     ] checking for prefix uniqueness
2024-04-23 13:49:41 [info     ] running filters, normalize, and annotations for <GraphReduceNode: fpath=notification_interaction_types.csv fmt=csv>
2024-04-23 13:49:41 [info     ] running filters, normalize, and annotations for <GraphReduceNode: fpath=notification_interactions.csv fmt=csv>
2024-04-23 13:49:41 [info     ] running filters, normalize, and annotations for <GraphReduceNode: fpath=notifications.csv fmt=csv>
2024-04-23 13:49:41 [info     ] running filters, normalize, and annotations for <GraphReduceNode: fpath=orders.csv fmt=csv>
2024-04-23 13:49:41 [info     ] running filters, normalize, and annotations for <GraphReduceNode: fpath=order_products.csv fmt=csv>
2024-04-23 13:49:41 [info     ] running filters, normalize, and annotations for <GraphReduceNode: fpath=cust.csv fmt=csv>
2024-04-23 13:49:41 [info     ] depth-first traversal through the graph from source: <GraphReduceNode: fpath=cust.csv fmt=csv>
2024-04-23 13:49:41 [info     ] reducing relation <GraphReduceNode: fpath=notification_interactions.csv fmt=csv>
2024-04-23 13:49:41 [info     ] performing auto_features on node <GraphReduceNode: fpath=notification_interactions.csv fmt=csv>
2024-04-23 13:49:41 [info     ] joining <GraphReduceNode: fpath=notification_interactions.csv fmt=csv> to <GraphReduceNode: fpath=notifications.csv fmt=csv>
2024-04-23 13:49:41 [info     ] reducing relation <GraphReduceNode: fpath=notifications.csv fmt=csv>
2024-04-23 13:49:41 [info     ] performing auto_features on node <GraphReduceNode: fpath=notifications.csv fmt=csv>
2024-04-23 13:49:41 [info     ] joining <GraphReduceNode: fpath=notifications.csv fmt=csv> to <GraphReduceNode: fpath=cust.csv fmt=csv>
2024-04-23 13:49:41 [info     ] reducing relation <GraphReduceNode: fpath=order_products.csv fmt=csv>
2024-04-23 13:49:41 [info     ] performing auto_features on node <GraphReduceNode: fpath=order_products.csv fmt=csv>
2024-04-23 13:49:41 [info     ] joining <GraphReduceNode: fpath=order_products.csv fmt=csv> to <GraphReduceNode: fpath=orders.csv fmt=csv>
2024-04-23 13:49:41 [info     ] reducing relation <GraphReduceNode: fpath=orders.csv fmt=csv>
2024-04-23 13:49:41 [info     ] performing auto_features on node <GraphReduceNode: fpath=orders.csv fmt=csv>
2024-04-23 13:49:41 [info     ] joining <GraphReduceNode: fpath=orders.csv fmt=csv> to <GraphReduceNode: fpath=cust.csv fmt=csv>
2024-04-23 13:49:41 [info     ] Had label node <GraphReduceNode: fpath=orders.csv fmt=csv>
2024-04-23 13:49:41 [info     ] computed labels for <GraphReduceNode: fpath=orders.csv fmt=csv>

gr.parent_node.df
cu_id	cu_name	notif_customer_id	notif_id_count	notif_customer_id_count	notif_ts_first	notif_ts_min	notif_ts_max	ni_notification_id_min	ni_notification_id_max	ni_notification_id_sum	ni_id_count_min	ni_id_count_max	ni_id_count_sum	ni_notification_id_count_min	ni_notification_id_count_max	ni_notification_id_count_sum	ni_interaction_type_id_count_min	ni_interaction_type_id_count_max	ni_interaction_type_id_count_sum	ni_ts_first_first	ni_ts_first_min	ni_ts_first_max	ni_ts_min_first	ni_ts_min_min	ni_ts_min_max	ni_ts_max_first	ni_ts_max_min	ni_ts_max_max	ord_customer_id	ord_id_count	ord_customer_id_count	ord_ts_first	ord_ts_min	ord_ts_max	op_order_id_min	op_order_id_max	op_order_id_sum	op_id_count_min	op_id_count_max	op_id_count_sum	op_order_id_count_min	op_order_id_count_max	op_order_id_count_sum	op_product_id_count_min	op_product_id_count_max	op_product_id_count_sum	ord_customer_id_dupe	ord_id_label
0	1	wes	1	6	6	2022-08-05	2022-08-05	2023-06-23	101.0	106.0	621.0	1.0	3.0	14.0	1.0	3.0	14.0	1.0	3.0	14.0	2022-08-06	2022-08-06	2023-05-15	2022-08-06	2022-08-06	2023-05-15	2022-08-08	2022-08-08	2023-05-15	1.0	2.0	2.0	2023-05-12	2023-05-12	2023-06-01	1.0	2.0	3.0	4.0	4.0	8.0	4.0	4.0	8.0	4.0	4.0	8.0	1.0	1.0
1	2	john	2	7	7	2022-09-05	2022-09-05	2023-05-22	107.0	110.0	434.0	1.0	1.0	4.0	1.0	1.0	4.0	1.0	1.0	4.0	2023-06-01	2023-06-01	2023-06-04	2023-06-01	2023-06-01	2023-06-04	2023-06-01	2023-06-01	2023-06-04	2.0	1.0	1.0	2023-01-01	2023-01-01	2023-01-01	3.0	3.0	3.0	4.0	4.0	4.0	4.0	4.0	4.0	4.0	4.0	4.0	NaN	NaN
2	3	ryan	3	2	2	2023-06-12	2023-06-12	2023-09-01	NaN	NaN	0.0	NaN	NaN	0.0	NaN	NaN	0.0	NaN	NaN	0.0	NaT	NaT	NaT	NaT	NaT	NaT	NaT	NaT	NaT	3.0	1.0	1.0	2023-06-01	2023-06-01	2023-06-01	5.0	5.0	5.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	NaN	NaN
3	4	tianji	4	2	2	2024-02-01	2024-02-01	2024-02-15	NaN	NaN	0.0	NaN	NaN	0.0	NaN	NaN	0.0	NaN	NaN	0.0
  1. Plot the graph reduce compute graph.
gr.plot_graph('my_graph_reduce.html')
  1. Use materialized dataframe for ML / analytics
from sklearn.linear_model import LinearRegression
from sklearn.model_selection import train_test_split
train, test = train_test_split(gr.parent_node.df)

X = [x for x, y in dict(gr.parent_node.df.dtypes).items() if str(y).startswith('int') or str(y).startswith('float')]
# whether or not the user had an order
Y = 'ord_id_label'
mdl = LinearRegression()
mdl.fit(train[X], train[Y])

order of operations

order of operations

API definition

GraphReduce instantiation and parameters

graphreduce.graph_reduce.GraphReduce

  • cut_date controls the date around which we orient the data in the graph
  • compute_period_val controls the amount of time back in history we consider during compute over the graph
  • compute_period_unit tells us what unit of time we're using
  • parent_node specifies the parent-most node in the graph and, typically, the granularity to which to reduce the data
from graphreduce.graph_reduce import GraphReduce
from graphreduce.enums import PeriodUnit
gr = GraphReduce(
    cut_date=datetime.datetime(2023, 2, 1), 
    compute_period_val=365, 
    compute_period_unit=PeriodUnit.day,
    parent_node=customer
)

GraphReduce commonly used functions

  • do_transformations perform all data transformations
  • plot_graph plot the graph
  • add_entity_edge add an edge
  • add_node add a node

Node definition and parameters

graphreduce.node.GraphReduceNode

  • do_annotate annotation definitions (e.g., split a string column into a new column)
  • do_filters filter the data on column(s)
  • do_normalize clip anomalies like exceedingly large values and do normalization
  • post_join_annotate annotations on current node after relations are merged in and we have access to their columns, too
  • do_reduce the most import node function, reduction operations: group bys, sum, min, max, etc.
  • do_labels label definitions if any
# alternatively can use a dynamic node
from graphreduce.node import DynamicNode

dyna = DynamicNode(
    fpath='s3://some.bucket/path.csv',
    compute_layer=ComputeLayerEnum.dask,
    fmt='csv',
    prefix='myprefix',
    date_key='ts',
    pk='id'
)

Node commonly used functions

  • colabbr abbreviate a column
  • prep_for_features filter the node's data by the cut date and the compute period for point in time correctness, also referred to as "time travel" in blogs
  • prep_for_labels filter the node's data by the cut date and the label period to prepare for labeling

Roadmap

  • integration with Ray
  • more dynamic feature engineering abilities, possible integration with Deep Feature Synthesis