separate flags for nominal and continuous missing behavior

interpretml · Dec 26, 2024 · a12b61a · a12b61a
1 parent 50ab4ba
commit a12b61a
Show file tree

Hide file tree

Showing 7 changed files with 49 additions and 40 deletions.
diff --git a/python/interpret-core/interpret/glassbox/_ebm/_boost.py b/python/interpret-core/interpret/glassbox/_ebm/_boost.py
@@ -152,13 +152,20 @@ def boost(
                         )
 
                 if missing == "low":
-                    term_boost_flags_local |= Native.TermBoostFlags_MissingLow
+                    term_boost_flags_local |= (
+                        Native.TermBoostFlags_MissingLow
+                        | Native.TermBoostFlags_MissingCategory
+                    )
                 elif missing == "high":
-                    term_boost_flags_local |= Native.TermBoostFlags_MissingHigh
+                    term_boost_flags_local |= (
+                        Native.TermBoostFlags_MissingHigh
+                        | Native.TermBoostFlags_MissingCategory
+                    )
                 elif missing == "separate":
-                    term_boost_flags_local |= Native.TermBoostFlags_MissingSeparate
-                elif missing == "drop":
-                    term_boost_flags_local |= Native.TermBoostFlags_MissingDrop
+                    term_boost_flags_local |= (
+                        Native.TermBoostFlags_MissingSeparate
+                        | Native.TermBoostFlags_MissingCategory
+                    )
                 elif missing != "gain":
                     msg = f"Unrecognized missing option {missing}."
                     raise Exception(msg)

diff --git a/python/interpret-core/interpret/glassbox/_ebm/_ebm.py b/python/interpret-core/interpret/glassbox/_ebm/_ebm.py
@@ -2784,8 +2784,6 @@ class ExplainableBoostingClassifier(ClassifierMixin, EBMModel):
             - `'separate'`: Place the missing bin in its own leaf during each boosting step,
               effectively making it location-agnostic. This can lead to overfitting, especially
               when the proportion of missing values is small.
-            - `'drop'`: Ignore the contribution of the missing bin, or split the feature into two leaves based on gain:
-              one for missing values and one for non-missing values.
             - `'gain'`: Choose the best leaf for the missing value contribution at each boosting step, based on gain.
     max_leaves : int, default=3
         Maximum number of leaves allowed in each tree.
@@ -3158,8 +3156,6 @@ class ExplainableBoostingRegressor(RegressorMixin, EBMModel):
             - `'separate'`: Place the missing bin in its own leaf during each boosting step,
               effectively making it location-agnostic. This can lead to overfitting, especially
               when the proportion of missing values is small.
-            - `'drop'`: Ignore the contribution of the missing bin, or split the feature into two leaves based on gain:
-              one for missing values and one for non-missing values.
             - `'gain'`: Choose the best leaf for the missing value contribution at each boosting step, based on gain.
     max_leaves : int, default=2
         Maximum number of leaves allowed in each tree.

diff --git a/python/interpret-core/interpret/utils/_native.py b/python/interpret-core/interpret/utils/_native.py
@@ -40,7 +40,7 @@ class Native:
     TermBoostFlags_MissingLow = 0x00000080
     TermBoostFlags_MissingHigh = 0x00000100
     TermBoostFlags_MissingSeparate = 0x00000200
-    TermBoostFlags_MissingDrop = 0x00000400
+    TermBoostFlags_MissingCategory = 0x00000400
 
     # CreateInteractionFlags
     CreateInteractionFlags_Default = 0x00000000

diff --git a/shared/libebm/GenerateTermUpdate.cpp b/shared/libebm/GenerateTermUpdate.cpp
@@ -749,22 +749,17 @@ EBM_API_BODY ErrorEbm EBM_CALLING_CONVENTION GenerateTermUpdate(void* rng,
          ~(TermBoostFlags_PurifyGain | TermBoostFlags_DisableNewtonGain | TermBoostFlags_DisableCategorical |
                TermBoostFlags_PurifyUpdate | TermBoostFlags_DisableNewtonUpdate | TermBoostFlags_GradientSums |
                TermBoostFlags_RandomSplits | TermBoostFlags_MissingLow | TermBoostFlags_MissingHigh |
-               TermBoostFlags_MissingSeparate | TermBoostFlags_MissingDrop)) {
+               TermBoostFlags_MissingSeparate | TermBoostFlags_MissingCategory)) {
       LOG_0(Trace_Error, "ERROR GenerateTermUpdate flags contains unknown flags. Ignoring extras.");
    }
 
    if(TermBoostFlags_MissingLow & flags) {
-      if((TermBoostFlags_MissingHigh | TermBoostFlags_MissingSeparate | TermBoostFlags_MissingDrop) & flags) {
+      if((TermBoostFlags_MissingHigh | TermBoostFlags_MissingSeparate) & flags) {
          LOG_0(Trace_Error, "ERROR GenerateTermUpdate flags contains multiple Missing value flags.");
          return Error_IllegalParamVal;
       }
    } else if(TermBoostFlags_MissingHigh & flags) {
-      if((TermBoostFlags_MissingSeparate | TermBoostFlags_MissingDrop) & flags) {
-         LOG_0(Trace_Error, "ERROR GenerateTermUpdate flags contains multiple Missing value flags.");
-         return Error_IllegalParamVal;
-      }
-   } else if(TermBoostFlags_MissingSeparate & flags) {
-      if(TermBoostFlags_MissingDrop & flags) {
+      if(TermBoostFlags_MissingSeparate & flags) {
          LOG_0(Trace_Error, "ERROR GenerateTermUpdate flags contains multiple Missing value flags.");
          return Error_IllegalParamVal;
       }

diff --git a/shared/libebm/PartitionOneDimensionalBoosting.cpp b/shared/libebm/PartitionOneDimensionalBoosting.cpp
@@ -895,22 +895,35 @@ template<bool bHessian, size_t cCompilerScores> class PartitionOneDimensionalBoo
       bool bMissingIsolated = false;
 
       const TreeNode<bHessian, GetArrayScores(cCompilerScores)>* pMissingValueTreeNode = nullptr;
-      if(TermBoostFlags_MissingLow & flags) {
-         if(bMissing && !bNominal) {
-            pMissingBin = pBin;
-         }
-      } else if(TermBoostFlags_MissingHigh & flags) {
-         if(bMissing && !bNominal) {
-            pMissingBin = pBin;
-            // the concept of TermBoostFlags_MissingHigh does not exist for nominals
-            pBin = IndexBin(pBin, cBytesPerBin);
+
+      if(bNominal) {
+         if(TermBoostFlags_MissingCategory & flags) {
+            // nothing to do
+         } else {
+            if(bMissing) {
+               pMissingValueTreeNode = pRootTreeNode;
+               // Skip the missing bin in the pointer to pointer mapping since it will not be part of the continuous
+               // region.
+               pBin = IndexBin(pBin, cBytesPerBin);
+            }
          }
       } else {
-         if(bMissing) {
-            pMissingValueTreeNode = pRootTreeNode;
-            // Skip the missing bin in the pointer to pointer mapping since it will not be part of the continuous
-            // region.
-            pBin = IndexBin(pBin, cBytesPerBin);
+         if(TermBoostFlags_MissingLow & flags) {
+            if(bMissing) {
+               pMissingBin = pBin;
+            }
+         } else if(TermBoostFlags_MissingHigh & flags) {
+            if(bMissing) {
+               pMissingBin = pBin;
+               pBin = IndexBin(pBin, cBytesPerBin);
+            }
+         } else {
+            if(bMissing) {
+               pMissingValueTreeNode = pRootTreeNode;
+               // Skip the missing bin in the pointer to pointer mapping since it will not be part of the continuous
+               // region.
+               pBin = IndexBin(pBin, cBytesPerBin);
+            }
          }
       }
 

diff --git a/shared/libebm/inc/libebm.h b/shared/libebm/inc/libebm.h
@@ -228,7 +228,7 @@ typedef struct _InteractionHandle {
 #define TermBoostFlags_MissingLow          (TERM_BOOST_FLAGS_CAST(0x00000080))
 #define TermBoostFlags_MissingHigh         (TERM_BOOST_FLAGS_CAST(0x00000100))
 #define TermBoostFlags_MissingSeparate     (TERM_BOOST_FLAGS_CAST(0x00000200))
-#define TermBoostFlags_MissingDrop         (TERM_BOOST_FLAGS_CAST(0x00000400))
+#define TermBoostFlags_MissingCategory     (TERM_BOOST_FLAGS_CAST(0x00000400))
 
 #define CreateInteractionFlags_Default             (CREATE_INTERACTION_FLAGS_CAST(0x00000000))
 #define CreateInteractionFlags_DifferentialPrivacy (CREATE_INTERACTION_FLAGS_CAST(0x00000001))

diff --git a/shared/libebm/tests/boosting_unusual_inputs.cpp b/shared/libebm/tests/boosting_unusual_inputs.cpp
@@ -2096,12 +2096,10 @@ static double RandomizedTesting(const AccelerationFlags acceleration) {
          TermBoostFlags_PurifyUpdate,
          // TermBoostFlags_GradientSums, // does not return a metric
          TermBoostFlags_DisableNewtonUpdate,
-         TermBoostFlags_RandomSplits};
-   std::vector<IntEbm> boostFlagsChoose{TermBoostFlags_Default,
-         TermBoostFlags_MissingLow,
-         TermBoostFlags_MissingHigh,
-         TermBoostFlags_MissingSeparate,
-         TermBoostFlags_MissingDrop};
+         TermBoostFlags_RandomSplits,
+         TermBoostFlags_MissingCategory};
+   std::vector<IntEbm> boostFlagsChoose{
+         TermBoostFlags_Default, TermBoostFlags_MissingLow, TermBoostFlags_MissingHigh, TermBoostFlags_MissingSeparate};
 
    double validationMetric = 1.0;
    for(IntEbm classesCount = Task_Regression; classesCount < 5; ++classesCount) {
@@ -2175,7 +2173,7 @@ static double RandomizedTesting(const AccelerationFlags acceleration) {
 }
 
 TEST_CASE("stress test, boosting") {
-   const double expected = 26746562197367.172;
+   const double expected = 14939439873840.908;
 
    double validationMetricExact = RandomizedTesting(AccelerationFlags_NONE);
    CHECK(validationMetricExact == expected);