TfIdf and sparse matrices

TfidfVectorizer usually creates sparse data. If the data is sparse enough, matrices usually stays as sparse all along the pipeline until the predictor is trained. Sparse matrices do not consider null and missing values as they are not present in the datasets. Because some predictors do the difference, this ambiguity may introduces discrepencies when converter into ONNX. This example looks into several configurations.

Imports, setups

All imports. It also registered onnx converters for xgboost and lightgbm.

import warnings
import numpy
import pandas
import onnxruntime as rt
from tqdm import tqdm
from sklearn.compose import ColumnTransformer
from sklearn.datasets import load_iris
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.feature_extraction.text import CountVectorizer, TfidfTransformer
from sklearn.ensemble import RandomForestClassifier

try:
    from sklearn.ensemble import HistGradientBoostingClassifier
except ImportError:
    HistGradientBoostingClassifier = None
from xgboost import XGBClassifier
from lightgbm import LGBMClassifier
from skl2onnx.common.data_types import FloatTensorType, StringTensorType
from skl2onnx import to_onnx, update_registered_converter
from skl2onnx.sklapi import CastTransformer, ReplaceTransformer
from skl2onnx.common.shape_calculator import calculate_linear_classifier_output_shapes
from onnxmltools.convert.xgboost.operator_converters.XGBoost import convert_xgboost
from onnxmltools.convert.lightgbm.operator_converters.LightGbm import convert_lightgbm


update_registered_converter(
    XGBClassifier,
    "XGBoostXGBClassifier",
    calculate_linear_classifier_output_shapes,
    convert_xgboost,
    options={"nocl": [True, False], "zipmap": [True, False, "columns"]},
)
update_registered_converter(
    LGBMClassifier,
    "LightGbmLGBMClassifier",
    calculate_linear_classifier_output_shapes,
    convert_lightgbm,
    options={"nocl": [True, False], "zipmap": [True, False]},
)

Artificial datasets

Iris + a text column.

cst = ["class zero", "class one", "class two"]

data = load_iris()
X = data.data[:, :2]
y = data.target

df = pandas.DataFrame(X)
df.columns = [f"c{c}" for c in df.columns]
df["text"] = [cst[i] for i in y]


ind = numpy.arange(X.shape[0])
numpy.random.shuffle(ind)
X = X[ind, :].copy()
y = y[ind].copy()

Train ensemble after sparse

The example use the Iris datasets with artifical text datasets preprocessed with a tf-idf. sparse_threshold=1. avoids sparse matrices to be converted into dense matrices.

def make_pipelines(
    df_train,
    y_train,
    models=None,
    sparse_threshold=1.0,
    replace_nan=False,
    insert_replace=False,
):
    if models is None:
        models = [
            RandomForestClassifier,
            HistGradientBoostingClassifier,
            XGBClassifier,
            LGBMClassifier,
        ]
    models = [_ for _ in models if _ is not None]

    pipes = []
    for model in tqdm(models):
        if model == HistGradientBoostingClassifier:
            kwargs = dict(max_iter=5)
        elif model == XGBClassifier:
            kwargs = dict(n_estimators=5, use_label_encoder=False)
        else:
            kwargs = dict(n_estimators=5)

        if insert_replace:
            pipe = Pipeline(
                [
                    (
                        "union",
                        ColumnTransformer(
                            [
                                ("scale1", StandardScaler(), [0, 1]),
                                (
                                    "subject",
                                    Pipeline(
                                        [
                                            ("count", CountVectorizer()),
                                            ("tfidf", TfidfTransformer()),
                                            ("repl", ReplaceTransformer()),
                                        ]
                                    ),
                                    "text",
                                ),
                            ],
                            sparse_threshold=sparse_threshold,
                        ),
                    ),
                    ("cast", CastTransformer()),
                    ("cls", model(max_depth=3, **kwargs)),
                ]
            )
        else:
            pipe = Pipeline(
                [
                    (
                        "union",
                        ColumnTransformer(
                            [
                                ("scale1", StandardScaler(), [0, 1]),
                                (
                                    "subject",
                                    Pipeline(
                                        [
                                            ("count", CountVectorizer()),
                                            ("tfidf", TfidfTransformer()),
                                        ]
                                    ),
                                    "text",
                                ),
                            ],
                            sparse_threshold=sparse_threshold,
                        ),
                    ),
                    ("cast", CastTransformer()),
                    ("cls", model(max_depth=3, **kwargs)),
                ]
            )

        try:
            pipe.fit(df_train, y_train)
        except TypeError as e:
            obs = dict(model=model.__name__, pipe=pipe, error=e, model_onnx=None)
            pipes.append(obs)
            continue

        options = {model: {"zipmap": False}}
        if replace_nan:
            options[TfidfTransformer] = {"nan": True}

        # convert
        with warnings.catch_warnings(record=False):
            warnings.simplefilter("ignore", (FutureWarning, UserWarning))
            model_onnx = to_onnx(
                pipe,
                initial_types=[
                    ("input", FloatTensorType([None, 2])),
                    ("text", StringTensorType([None, 1])),
                ],
                target_opset={"": 12, "ai.onnx.ml": 2},
                options=options,
            )

        with open("model.onnx", "wb") as f:
            f.write(model_onnx.SerializeToString())

        sess = rt.InferenceSession(
            model_onnx.SerializeToString(), providers=["CPUExecutionProvider"]
        )
        inputs = {
            "input": df[["c0", "c1"]].values.astype(numpy.float32),
            "text": df[["text"]].values,
        }
        pred_onx = sess.run(None, inputs)

        diff = numpy.abs(pred_onx[1].ravel() - pipe.predict_proba(df).ravel()).sum()

        obs = dict(
            model=model.__name__, discrepencies=diff, model_onnx=model_onnx, pipe=pipe
        )
        pipes.append(obs)

    return pipes


data_sparse = make_pipelines(df, y)
stat = pandas.DataFrame(data_sparse).drop(["model_onnx", "pipe"], axis=1)
if "error" in stat.columns:
    print(stat.drop("error", axis=1))
stat
Traceback (most recent call last):
  File "/home/xadupre/github/sklearn-onnx/docs/tutorial/plot_usparse_xgboost.py", line 227, in <module>
    data_sparse = make_pipelines(df, y)
                  ^^^^^^^^^^^^^^^^^^^^^
  File "/home/xadupre/github/sklearn-onnx/docs/tutorial/plot_usparse_xgboost.py", line 217, in make_pipelines
    diff = numpy.abs(pred_onx[1].ravel() - pipe.predict_proba(df).ravel()).sum()
                                           ^^^^^^^^^^^^^^^^^^^^^^
  File "/home/xadupre/vv/this312/lib/python3.12/site-packages/sklearn/pipeline.py", line 896, in predict_proba
    with _raise_or_warn_if_not_fitted(self):
         ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/usr/lib/python3.12/contextlib.py", line 144, in __exit__
    next(self.gen)
  File "/home/xadupre/vv/this312/lib/python3.12/site-packages/sklearn/pipeline.py", line 60, in _raise_or_warn_if_not_fitted
    check_is_fitted(estimator)
  File "/home/xadupre/vv/this312/lib/python3.12/site-packages/sklearn/utils/validation.py", line 1756, in check_is_fitted
    if not _is_fitted(estimator, attributes, all_or_any):
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/xadupre/vv/this312/lib/python3.12/site-packages/sklearn/utils/validation.py", line 1665, in _is_fitted
    return estimator.__sklearn_is_fitted__()
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/xadupre/vv/this312/lib/python3.12/site-packages/sklearn/pipeline.py", line 1310, in __sklearn_is_fitted__
    check_is_fitted(last_step)
  File "/home/xadupre/vv/this312/lib/python3.12/site-packages/sklearn/utils/validation.py", line 1751, in check_is_fitted
    tags = get_tags(estimator)
           ^^^^^^^^^^^^^^^^^^^
  File "/home/xadupre/vv/this312/lib/python3.12/site-packages/sklearn/utils/_tags.py", line 405, in get_tags
    sklearn_tags_provider[klass] = klass.__sklearn_tags__(estimator)  # type: ignore[attr-defined]
                                   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/xadupre/vv/this312/lib/python3.12/site-packages/sklearn/base.py", line 540, in __sklearn_tags__
    tags = super().__sklearn_tags__()
           ^^^^^^^^^^^^^^^^^^^^^^^^
AttributeError: 'super' object has no attribute '__sklearn_tags__'

Sparse data hurts.

Dense data

Let’s replace sparse data with dense by using sparse_threshold=0.

data_dense = make_pipelines(df, y, sparse_threshold=0.0)
stat = pandas.DataFrame(data_dense).drop(["model_onnx", "pipe"], axis=1)
if "error" in stat.columns:
    print(stat.drop("error", axis=1))
stat

This is much better. Let’s compare how the preprocessing applies on the data.

print("sparse")
print(data_sparse[-1]["pipe"].steps[0][-1].transform(df)[:2])
print()
print("dense")
print(data_dense[-1]["pipe"].steps[0][-1].transform(df)[:2])

This shows RandomForestClassifier, XGBClassifier do not process the same way sparse and dense matrix as opposed to LGBMClassifier. And HistGradientBoostingClassifier fails.

Dense data with nan

Let’s keep sparse data in the scikit-learn pipeline but replace null values by nan in the onnx graph.

data_dense = make_pipelines(df, y, sparse_threshold=1.0, replace_nan=True)
stat = pandas.DataFrame(data_dense).drop(["model_onnx", "pipe"], axis=1)
if "error" in stat.columns:
    print(stat.drop("error", axis=1))
stat

Dense, 0 replaced by nan

Instead of using a specific options to replace null values into nan values, a custom transformer called ReplaceTransformer is explicitely inserted into the pipeline. A new converter is added to the list of supported models. It is equivalent to the previous options except it is more explicit.

data_dense = make_pipelines(
    df, y, sparse_threshold=1.0, replace_nan=False, insert_replace=True
)
stat = pandas.DataFrame(data_dense).drop(["model_onnx", "pipe"], axis=1)
if "error" in stat.columns:
    print(stat.drop("error", axis=1))
stat

Conclusion

Unless dense arrays are used, because onnxruntime ONNX does not support sparse yet, the conversion needs to be tuned depending on the model which follows the TfIdf preprocessing.

Total running time of the script: (0 minutes 0.258 seconds)

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