Getting started with Credit Underwiring
Installation
SuperAlign SDK & CLI can be directly installed using pip.
pip install pureml pureml_evaluate
For additional project requirements we will need to install the following packages
You can use the following command to install the packages.
pip install pandas lightgbm xlrd
OR
you can create a requirements.txt
file with the following contents
pandas
lightgbm
xlrd
and run the following command
pip install -r requirements.txt
Download and load your dataset
Download your dataset from here.
Start by creating a function to load the dataset into a DataFrame. We will use the @load_data() decorator from SuperAlign SDK.
import pureml
from pureml.decorators import load_data,transformer,dataset,model
import numpy as np
import pandas as pd
import lightgbm as lgb
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.model_selection import train_test_split
import warnings
import random
warnings.simplefilter("ignore")
rand_seed = 1234
np.random.seed(rand_seed)
@load_data()
def load_dataset():
df = pd.read_csv('default of credit card clients.csv', header=1)
return df
Preprocess the data
We can add a few more functions to preprocess the data. We will use the @transformer() decorator from SuperAlign SDK.
with transformer functions. We specify the parent of the functions using the parent argument. This will ensure that the functions are executed in the order specified.
@transformer()
def remove_columns(df):
return df.drop(['ID'],axis =1)
@transformer()
def rename_columns(df):
return df.rename(columns={"PAY_0": "PAY_1","default payment next month":"default", "SEX":"sex"})
@transformer()
def dataset_imbalances(df):
categorical_features = ["sex", "EDUCATION", "MARRIAGE"]
for col_name in categorical_features:
df[col_name] = df[col_name].astype("category")
Y, A = df.loc[:, "default"], df.loc[:, "sex"]
X = pd.get_dummies(df.drop(columns=["default", "sex"]))
A_str = A.map({1: "male", 2: "female"})
A_str.value_counts(normalize=True)
Y.value_counts(normalize=True)
# Generate "Interest" column as a DataFrame
interest_values = np.random.normal(loc=2 * Y, scale=A)
interest_column = pd.DataFrame(interest_values, columns=["Interest"])
# Concatenate "Interest" column with X DataFrame
X = pd.concat([X, interest_column], axis=1)
return {'X':X,'Y':Y,'A_str':A_str}
@transformer()
def resample_training_data(X_train, Y_train, A_train):
negative_ids = Y_train[Y_train == 0].index
positive_ids = Y_train[Y_train == 1].index
balanced_ids = positive_ids.union(
np.random.choice(a=negative_ids, size=len(positive_ids)))
X_train = X_train.loc[balanced_ids, :]
Y_train = Y_train.loc[balanced_ids]
A_train = A_train.loc[balanced_ids]
return {"X_train": X_train, "Y_train":Y_train, "A_train": A_train}
@transformer()
def add_new_column(sensitive_features):
values = ['Indian', 'African', 'American']
list_length = sensitive_features.shape[0]
full_list = values * (list_length // len(values))
full_list += values[:list_length % len(values)]
random.shuffle(full_list)
full_list = np.array(full_list)
s_feat = pd.concat([sensitive_features.reset_index(drop=True), pd.DataFrame(full_list, columns=['race'])], axis=1)
return s_feat
A transformer can have multiple parents. In this case, the transformer will be executed after all the parents have been executed. The output of the parents will be passed as input to the transformer.
Creating a dataset
We can now create a dataset from the pipeline. The dataset will be created by executing the pipeline and saving the output of the last transformer in the pipeline. The dataset can be created by using the @dataset
decorator. The decorator takes the following arguments:
label
: The name of the datasetparent
: The name of the transformer whose output will be saved as the datasetupload
: IfTrue
, the dataset will be uploaded to the cloud. IfFalse
, the dataset will be saved locally.
@dataset(label='Credit Loan Dataset4',upload=True)
def create_dataset():
df = load_dataset()
df = remove_columns(df)
df = rename_columns(df)
data = dataset_imbalances(df)
X,Y,A_str = data['X'],data['Y'],data['A_str']
X_train, X_test, y_train, y_test, A_train, A_test = train_test_split(X, Y, A_str, test_size=0.35, stratify=Y)
data = resample_training_data(X_train, y_train, A_train)
X_train, y_train, A_train = data['X_train'],data['Y_train'],data['A_train']
A_test = add_new_column(sensitive_features=A_test)
return {"x_train":X_train,"y_train":y_train.to_numpy(),"x_test":X_test,"y_test":y_test.to_numpy(),"sensitive_features" : A_test}
create_dataset()
Creating a model to classify the dataset
With the SuperAlign model module, you can perform a variety of actions related to creating and managing models. SuperAlign assists you with training and tracking all of your machine learning project information, including ML models and datasets, using semantic versioning and full artifact logging.
We can make a separate python file for the model. The model file will contain the model definition and the training code.
The model training function can be created by using the @model
decorator. The decorator takes the model name as the argument in the format model_name
.
from pureml.decorators import model
@model(label='Credit Model Underwriting')
def create_model():
data = pureml.dataset.fetch('Credit Loan Dataset4:v1')
x_train = data['x_train']
y_train = data['y_train']
lgb_params = {
"objective": "binary",
"metric": "auc",
"learning_rate": 0.412,
"num_leaves": 10,
"max_depth": 3,
"random_state": rand_seed,
"n_jobs": 1,}
pureml.log(params=lgb_params)
estimator = Pipeline(
steps=[
("preprocessing", StandardScaler()),
("classifier", lgb.LGBMClassifier(**lgb_params)),
]
)
estimator.fit(x_train, y_train)
return estimator
model_lgb = create_model()
Once our training is complete our model will be ready to rock and roll🎸✨. But that’s too much of a hassle. So for now, let’s just do some predictions
Add prediction to your model
For registered models, prediction function along with its requirements and resources can be logged to be used for further processes like evaluating and packaging.
SuperAlign predict module has a method add. Here we are using the following arguments:
label
: The name of the model (model_name:version)paths
: The path to the predict.py file and requirements.txt file.
Our predict.py file has the script to load the model and make predictions. The requirements.txt file has the dependencies required to run the predict.py file.
You can know more about the prediction process here
from pureml import BasePredictor, Input, Output
import pureml
from typing import Any
class Predictor(BasePredictor):
label:Any = "Credit Model Underwriting:v1"
input:Any = Input(type="numpy ndarray")
output:Any = Output(type="numpy ndarray")
def load_models(self):
self.model = pureml.model.fetch(self.label)
def predict(self, data):
predictions = self.model.predict(data)
return predictions
import pureml
pureml.predict.add(label="flavia_tabnet_classifier:v1",
paths={"predict": "./predict.py", "requirements":"./requirements.txt"})
Create your first Evaluation
from pureml_policy import policy_eval
results = policy_eval.eval(
label_model='Credit Model Underwriting:v1',
label_dataset='Credit Loan Dataset4:v1')
To know more about applying policies, you can refer to the documentation here
To know more about the Documents upload, you can refer to the documentation here
To know more about the Questionaire, you can refer to the documentation here
To know more about the Forms, you can refer to the documentation here
To know more about Report Generation, you can refer to the documentation here