FinRiskGuard / src /data /ieee_cis /preprocessor.py
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import pandas as pd
import numpy as np
from pathlib import Path
from sklearn.preprocessing import OrdinalEncoder
from typing import Tuple
import sys
sys.path.append(str(Path(__file__).resolve().parents[3]))
from src.logger import get_logger
logger = get_logger("ieee_cis.preprocessor")
HIGH_MISSING_THRESHOLD = 0.90
DROP_HIGH_MISSING_COLS = [
"id_24", "id_25", "id_07", "id_08", "id_21",
"id_26", "id_27", "id_23", "id_22",
"dist2", "D7", "id_18",
]
REDUNDANT_COLS = ["C1", "C4", "C8", "C12", "V242", "V244", "V49", "V90"]
NAN_FLAG_COLS = [
"dist1",
"D1", "D2", "D3", "D4", "D5",
"D6", "D8", "D9", "D10", "D11",
"D12", "D13", "D14", "D15",
]
M_COLS = ["M1", "M2", "M3", "M5", "M6", "M7", "M8", "M9"]
M4_MAP = {"M0": 0, "M1": 1, "M2": 2}
BOOL_MAP = {"T": 1, "F": 0}
# FE numerical features that must NOT be OrdinalEncoded.
# These are float aggregation features created in feature_engineer.py.
# Without this exclusion, pandas may detect them as object dtype
# due to __group_col__ / __global__ sentinel keys in agg_maps dict,
# causing OrdinalEncoder to incorrectly treat them as categorical.
FE_NUMERICAL_COLS = [
"FE_card1_amt_mean",
"FE_card1_amt_std",
"FE_card1_amt_count",
"FE_card1a1_amt_mean",
"FE_card1a1_amt_std",
"FE_card1a1_amt_count",
]
# Columns that are never passed to OrdinalEncoder
ENCODE_EXCLUDE = ["TransactionID"] + FE_NUMERICAL_COLS
def drop_high_missing(
df: pd.DataFrame,
threshold: float = HIGH_MISSING_THRESHOLD,
drop_cols_fitted: list = None,
) -> Tuple[pd.DataFrame, list]:
"""
Drop columns exceeding missing value threshold.
Train: compute and fit drop list.
Test : apply fitted drop list from train.
"""
if drop_cols_fitted is not None:
cols = [c for c in drop_cols_fitted if c in df.columns]
df = df.drop(columns=cols)
logger.info(f"[TEST] Dropped {len(cols)} high-missing columns")
logger.info(f" Columns: {cols}")
return df, drop_cols_fitted
exclude = ["isFraud", "TransactionID", "TransactionDT"]
feature_df = df.drop(
columns=[c for c in exclude if c in df.columns]
)
missing_pct = feature_df.isnull().mean()
drop_cols = missing_pct[missing_pct > threshold].index.tolist()
df = df.drop(columns=drop_cols)
logger.info(
f"[TRAIN] Dropped {len(drop_cols)} columns "
f"with >{threshold*100:.0f}% missing"
)
logger.info(f" Dropped: {drop_cols}")
logger.info(f" EDA reference list : {DROP_HIGH_MISSING_COLS}")
return df, drop_cols
def drop_redundant(df: pd.DataFrame) -> pd.DataFrame:
"""Drop manually identified redundant columns (high collinearity)."""
cols = [c for c in REDUNDANT_COLS if c in df.columns]
df = df.drop(columns=cols)
logger.info(f"Dropped {len(cols)} redundant columns: {cols}")
return df
def add_nan_flags(
df: pd.DataFrame,
nan_flag_cols_fitted: list = None,
) -> Tuple[pd.DataFrame, list]:
"""
Add binary NaN indicator columns for informative missing features.
NaN in D columns signals absence of transaction history.
Train: detect which NAN_FLAG_COLS have missing values.
Test : apply same flag columns as train.
"""
if nan_flag_cols_fitted is not None:
new_cols = {}
for flag_col in nan_flag_cols_fitted:
src = flag_col.replace("_isnan", "")
if src in df.columns:
new_cols[flag_col] = (
df[src].isnull().astype(np.int8).values
)
else:
new_cols[flag_col] = np.zeros(len(df), dtype=np.int8)
logger.info(
f" WARNING: {src} not found in test β€” "
f"{flag_col} filled with 0"
)
if new_cols:
df = pd.concat(
[df, pd.DataFrame(new_cols, index=df.index)], axis=1
)
logger.info(
f"[TEST] Applied {len(new_cols)} NaN flag columns from train"
)
return df, nan_flag_cols_fitted
new_cols = {}
fitted_cols = []
for col in NAN_FLAG_COLS:
if col in df.columns and df[col].isnull().any():
flag = f"{col}_isnan"
new_cols[flag] = df[col].isnull().astype(np.int8).values
fitted_cols.append(flag)
if new_cols:
df = pd.concat(
[df, pd.DataFrame(new_cols, index=df.index)], axis=1
)
logger.info(f"[TRAIN] Added {len(new_cols)} NaN flag columns")
logger.info(f" Flags: {fitted_cols}")
return df, fitted_cols
def encode_m_columns(df: pd.DataFrame) -> pd.DataFrame:
"""
Encode M columns from string T/F to binary 0/1.
NaN encoded as -1 β€” preserves NaN signal.
M4 encoded ordinally: M0=0, M1=1, M2=2.
"""
for col in M_COLS:
if col in df.columns:
df[col] = (
df[col].map(BOOL_MAP).fillna(-1).astype(np.int8)
)
if "M4" in df.columns:
df["M4"] = (
df["M4"].map(M4_MAP).fillna(-1).astype(np.int8)
)
logger.info(
"Encoded M columns: T=1, F=0, NaN=-1 | "
"M4 ordinal: M0=0, M1=1, M2=2"
)
return df
def impute_d_columns(
df: pd.DataFrame,
d_medians: dict = None,
) -> Tuple[pd.DataFrame, dict]:
"""
Impute D columns using card1 group median.
D columns represent time deltas relative to card activity.
Same card1 group shares similar temporal patterns.
Global median used as fallback for unseen card1 values.
"""
d_cols = [
c for c in df.columns
if c.startswith("D")
and c[1:].isdigit()
and pd.api.types.is_numeric_dtype(df[c])
]
if d_medians is not None:
for col, fill_map in d_medians.items():
if col not in df.columns:
continue
global_med = fill_map.get("__global__", 0)
df[col] = df.groupby("card1")[col].transform(
lambda x: x.fillna(x.median())
)
df[col] = df[col].fillna(global_med)
logger.info(
f"[TEST] Applied card1 group imputation "
f"to {len(d_medians)} D columns"
)
return df, d_medians
d_medians = {}
for col in d_cols:
if df[col].isnull().sum() == 0:
continue
global_med = df[col].median()
d_medians[col] = {"__global__": global_med}
df[col] = df.groupby("card1")[col].transform(
lambda x: x.fillna(x.median())
)
df[col] = df[col].fillna(global_med)
logger.info(
f"[TRAIN] Imputed {len(d_medians)} D columns "
f"by card1 group median"
)
return df, d_medians
def impute_numerical(
df: pd.DataFrame,
fill_values: dict = None,
) -> Tuple[pd.DataFrame, dict]:
"""
Impute numerical columns with median.
Median chosen over mean β€” robust to outliers.
"""
exclude = ["isFraud", "TransactionID", "TransactionDT"]
num_cols = [
c for c in df.select_dtypes(
include=["float64", "float32", "int64", "int32"]
).columns
if c not in exclude
]
if fill_values is not None:
updates = {
col: df[col].fillna(val)
for col, val in fill_values.items()
if col in df.columns
}
if updates:
df = df.assign(**updates)
logger.info(
f"[TEST] Applied median imputation "
f"to {len(fill_values)} numerical columns"
)
return df, fill_values
fill_values = {}
updates = {}
for col in num_cols:
if df[col].isnull().any():
med = df[col].median()
fill_values[col] = med
updates[col] = df[col].fillna(med)
if updates:
df = df.assign(**updates)
logger.info(
f"[TRAIN] Imputed {len(fill_values)} numerical columns "
f"with median"
)
return df, fill_values
def impute_categorical(
df: pd.DataFrame,
cat_fill_values: dict = None,
) -> Tuple[pd.DataFrame, dict]:
"""
Impute categorical (object/str) columns with mode.
Applied before OrdinalEncoder to avoid unknown value issues.
Excludes FE_NUMERICAL_COLS β€” those are float, not categorical.
"""
cat_cols = [
c for c in df.select_dtypes(include=["object"]).columns
if c not in ENCODE_EXCLUDE
]
if cat_fill_values is not None:
updates = {
col: df[col].fillna(val)
for col, val in cat_fill_values.items()
if col in df.columns
}
if updates:
df = df.assign(**updates)
logger.info(
f"[TEST] Applied mode imputation "
f"to {len(cat_fill_values)} categorical columns"
)
return df, cat_fill_values
cat_fill_values = {}
updates = {}
for col in cat_cols:
if df[col].isnull().any():
mode_val = df[col].mode()[0]
cat_fill_values[col] = mode_val
updates[col] = df[col].fillna(mode_val)
if updates:
df = df.assign(**updates)
logger.info(
f"[TRAIN] Imputed {len(cat_fill_values)} categorical columns "
f"with mode"
)
return df, cat_fill_values
def fix_fe_numerical_dtypes(df: pd.DataFrame) -> pd.DataFrame:
"""
Ensure FE numerical aggregation columns have correct float64 dtype.
These columns may be detected as object dtype due to agg_maps
dict sentinel keys (__group_col__, __global__) in feature_engineer.
Converting to float64 before encode_categoricals prevents them
from being incorrectly passed to OrdinalEncoder.
"""
fixed = []
for col in FE_NUMERICAL_COLS:
if col in df.columns:
try:
df[col] = pd.to_numeric(df[col], errors="coerce").astype(
np.float64
)
fixed.append(col)
except Exception:
pass
if fixed:
logger.info(
f"[FIX] Converted {len(fixed)} FE numerical cols to float64: "
f"{fixed}"
)
return df
def encode_categoricals(
df: pd.DataFrame,
encoder: OrdinalEncoder = None,
cat_cols: list = None,
) -> Tuple[pd.DataFrame, OrdinalEncoder, list]:
"""
Ordinal encode categorical (string) columns.
handle_unknown='use_encoded_value' with unknown_value=-1
ensures unseen categories in test do not cause errors.
FE_NUMERICAL_COLS are explicitly excluded β€” they are float
aggregation features, not categorical, and must never be encoded.
Must run AFTER feature_engineer.py β€” encoding destroys raw strings
needed for browser/device/email feature engineering.
"""
if encoder is not None:
train_cat_cols = encoder.feature_names_in_.tolist()
missing_cols = [
c for c in train_cat_cols if c not in df.columns
]
if missing_cols:
missing_df = pd.DataFrame(
"missing", index=df.index, columns=missing_cols
)
df = pd.concat([df, missing_df], axis=1)
logger.info(
f"[TEST] Added {len(missing_cols)} missing columns "
f"with placeholder: {missing_cols}"
)
df = df.copy()
df[train_cat_cols] = encoder.transform(
df[train_cat_cols].astype(str)
)
logger.info(
f"[TEST] OrdinalEncoder applied "
f"to {len(train_cat_cols)} columns"
)
return df, encoder, train_cat_cols
# Train mode β€” exclude FE_NUMERICAL_COLS explicitly
if cat_cols is None:
cat_cols = [
c for c in df.select_dtypes(include=["object"]).columns
if c not in ENCODE_EXCLUDE
]
cat_cols = [c for c in cat_cols if c in df.columns]
encoder = OrdinalEncoder(
handle_unknown="use_encoded_value",
unknown_value=-1,
encoded_missing_value=-2,
)
df = df.copy()
df[cat_cols] = encoder.fit_transform(df[cat_cols].astype(str))
logger.info(
f"[TRAIN] OrdinalEncoder fitted "
f"on {len(cat_cols)} columns: {cat_cols}"
)
return df, encoder, cat_cols
def preprocess_train(df: pd.DataFrame) -> Tuple[pd.DataFrame, dict]:
"""
Full preprocessing pipeline for training data.
Order:
1. Drop high-missing columns (>90%)
2. Drop redundant columns
3. Fix FE numerical dtypes (prevent OrdinalEncoder bug)
4. Add NaN flag columns
5. Encode M columns
6. Impute D columns (card1 group median)
7. Impute numerical (global median)
8. Impute categorical (mode)
9. Encode categoricals (OrdinalEncoder)
Must run AFTER feature_engineer_train().
"""
logger.info("=" * 50)
logger.info("PREPROCESSING β€” TRAIN")
logger.info(f"Input shape: {df.shape}")
df, drop_cols = drop_high_missing(df)
df = drop_redundant(df)
df = fix_fe_numerical_dtypes(df)
df, nan_flag_cols = add_nan_flags(df)
df = encode_m_columns(df)
df, d_medians = impute_d_columns(df)
df, num_fills = impute_numerical(df)
df, cat_fills = impute_categorical(df)
df, encoder, cat_cols = encode_categoricals(df)
artifacts = {
"drop_cols" : drop_cols,
"nan_flag_cols": nan_flag_cols,
"d_medians" : d_medians,
"num_fills" : num_fills,
"cat_fills" : cat_fills,
"encoder" : encoder,
"cat_cols" : cat_cols,
}
logger.info(f"Output shape: {df.shape}")
logger.info("PREPROCESSING TRAIN COMPLETE")
logger.info("=" * 50)
return df, artifacts
def preprocess_test(
df: pd.DataFrame,
artifacts: dict,
) -> pd.DataFrame:
"""
Apply preprocessing to validation or test data.
Uses fitted artifacts from training only β€” no leakage.
"""
logger.info("=" * 50)
logger.info("PREPROCESSING β€” TEST/VAL")
logger.info(f"Input shape: {df.shape}")
df, _ = drop_high_missing(
df, drop_cols_fitted=artifacts["drop_cols"]
)
df = drop_redundant(df)
df = fix_fe_numerical_dtypes(df)
df, _ = add_nan_flags(
df, nan_flag_cols_fitted=artifacts["nan_flag_cols"]
)
df = encode_m_columns(df)
df, _ = impute_d_columns(
df, d_medians=artifacts["d_medians"]
)
df, _ = impute_numerical(
df, fill_values=artifacts["num_fills"]
)
df, _ = impute_categorical(
df, cat_fill_values=artifacts["cat_fills"]
)
df, _, _ = encode_categoricals(
df, encoder=artifacts["encoder"]
)
logger.info(f"Output shape: {df.shape}")
logger.info("PREPROCESSING TEST/VAL COMPLETE")
logger.info("=" * 50)
return df