[MRG] ENH: Vectorized SMOTE

doc/over_sampling.rst

@@ -190,7 +190,7 @@ features or a boolean mask marking these features::
   >>> print(X_resampled[-5:])
   [['A' 0.5246469549655818 2]
    ['B' -0.3657680728116921 2]
-   ['A' 0.9344237230779993 2]
+   ['B' 0.9344237230779993 2]
    ['B' 0.3710891618824609 2]
    ['B' 0.3327240726719727 2]]
 

doc/whats_new/v0.6.rst

@@ -15,6 +15,11 @@ scikit-learn:
 - :class:`imblearn.under_sampling.ClusterCentroids`
 - :class:`imblearn.under_sampling.InstanceHardnessThreshold`
 
+The following samplers will give different results due to change linked to
+the random state internal usage:
+
+- :class:`imblearn.over_sampling.SMOTENC`
+
 Bug fixes
 .........
 
@@ -64,6 +69,15 @@ Enhancement
   finite values are present in ``X``.
   :pr:`643` by `Guillaume Lemaitre <glemaitre>`.
 
+- The samples generation in
+  :class:`imblearn.over_sampling.SMOTE`,
+  :class:`imblearn.over_sampling.BorderlineSMOTE`,
+  :class:`imblearn.over_sampling.SVMSMOTE`,
+  :class:`imblearn.over_sampling.KMeansSMOTE`,
+  :class:`imblearn.over_sampling.SMOTENC` is now vectorize with giving
+  an additional speed-up when `X` in sparse.
+  :pr:`596` by :user:`Matt Edding <MattEding>`.
+
 Deprecation
 ...........
 

imblearn/over_sampling/_smote.py

@@ -100,39 +100,17 @@ def _make_samples(
         samples_indices = random_state.randint(
             low=0, high=len(nn_num.flatten()), size=n_samples
         )
-        steps = step_size * random_state.uniform(size=n_samples)
+
+        # np.newaxis for backwards compatability with random_state
+        steps = step_size * random_state.uniform(size=n_samples)[:, np.newaxis]
         rows = np.floor_divide(samples_indices, nn_num.shape[1])
         cols = np.mod(samples_indices, nn_num.shape[1])
 
-        y_new = np.array([y_type] * len(samples_indices), dtype=y_dtype)
+        X_new = self._generate_samples(X, nn_data, nn_num, rows, cols, steps)
+        y_new = np.full(n_samples, fill_value=y_type, dtype=y_dtype)
+        return X_new, y_new
 
-        if sparse.issparse(X):
-            row_indices, col_indices, samples = [], [], []
-            for i, (row, col, step) in enumerate(zip(rows, cols, steps)):
-                if X[row].nnz:
-                    sample = self._generate_sample(
-                        X, nn_data, nn_num, row, col, step
-                    )
-                    row_indices += [i] * len(sample.indices)
-                    col_indices += sample.indices.tolist()
-                    samples += sample.data.tolist()
-            return (
-                sparse.csr_matrix(
-                    (samples, (row_indices, col_indices)),
-                    [len(samples_indices), X.shape[1]],
-                    dtype=X.dtype,
-                ),
-                y_new,
-            )
-        else:
-            X_new = np.zeros((n_samples, X.shape[1]), dtype=X.dtype)
-            for i, (row, col, step) in enumerate(zip(rows, cols, steps)):
-                X_new[i] = self._generate_sample(
-                    X, nn_data, nn_num, row, col, step
-                )
-            return X_new, y_new
-
-    def _generate_sample(self, X, nn_data, nn_num, row, col, step):
+    def _generate_samples(self, X, nn_data, nn_num, rows, cols, steps):
         r"""Generate a synthetic sample.
 
         The rule for the generation is:
@@ -156,23 +134,32 @@ def _generate_sample(self, X, nn_data, nn_num, row, col, step):
         nn_num : ndarray of shape (n_samples_all, k_nearest_neighbours)
             The nearest neighbours of each sample in `nn_data`.
 
-        row : int
-            Index pointing at feature vector in X which will be used
-            as a base for creating new sample.
+        rows : ndarray of shape (n_samples,), dtype=int
+            Indices pointing at feature vector in X which will be used
+            as a base for creating new samples.
 
-        col : int
-            Index pointing at which nearest neighbor of base feature vector
-            will be used when creating new sample.
+        cols : ndarray of shape (n_samples,), dtype=int
+            Indices pointing at which nearest neighbor of base feature vector
+            will be used when creating new samples.
 
-        step : float
-            Step size for new sample.
+        steps : ndarray of shape (n_samples,), dtype=float
+            Step sizes for new samples.
 
         Returns
         -------
-        X_new : {ndarray, sparse matrix} of shape (n_features,)
-            Single synthetically generated sample.
+        X_new : {ndarray, sparse matrix} of shape (n_samples, n_features)
+            Synthetically generated samples.
         """
-        return X[row] - step * (X[row] - nn_data[nn_num[row, col]])
+        diffs = nn_data[nn_num[rows, cols]] - X[rows]
+
+        if sparse.issparse(X):
+            sparse_func = type(X).__name__
+            steps = getattr(sparse, sparse_func)(steps)
+            X_new = X[rows] + steps.multiply(diffs)
+        else:
+            X_new = X[rows] + steps * diffs
+
+        return X_new.astype(X.dtype)
 
     def _in_danger_noise(
         self, nn_estimator, samples, target_class, y, kind="danger"
@@ -727,8 +714,8 @@ def __init__(
     def _fit_resample(self, X, y):
         self._validate_estimator()
 
-        X_resampled = X.copy()
-        y_resampled = y.copy()
+        X_resampled = [X.copy()]
+        y_resampled = [y.copy()]
 
         for class_sample, n_samples in self.sampling_strategy_.items():
             if n_samples == 0:
@@ -741,14 +728,15 @@ def _fit_resample(self, X, y):
             X_new, y_new = self._make_samples(
                 X_class, y.dtype, class_sample, X_class, nns, n_samples, 1.0
             )
+            X_resampled.append(X_new)
+            y_resampled.append(y_new)
+
+        if sparse.issparse(X_new):
+            X_resampled = sparse.vstack(X_resampled, format=X.format)
+        else:
+            X_resampled = np.vstack(X_resampled)
+        y_resampled = np.hstack(y_resampled)
 
-            if sparse.issparse(X_new):
-                X_resampled = sparse.vstack([X_resampled, X_new])
-                sparse_func = "tocsc" if X.format == "csc" else "tocsr"
-                X_resampled = getattr(X_resampled, sparse_func)()
-            else:
-                X_resampled = np.vstack((X_resampled, X_new))
-            y_resampled = np.hstack((y_resampled, y_new))
 
         return X_resampled, y_resampled
 
@@ -1015,7 +1003,7 @@ def _fit_resample(self, X, y):
 
         return X_resampled, y_resampled
 
-    def _generate_sample(self, X, nn_data, nn_num, row, col, step):
+    def _generate_samples(self, X, nn_data, nn_num, rows, cols, steps):
         """Generate a synthetic sample with an additional steps for the
         categorical features.
 
@@ -1024,35 +1012,34 @@ def _generate_sample(self, X, nn_data, nn_num, row, col, step):
         of the majority class.
         """
         rng = check_random_state(self.random_state)
-        sample = super()._generate_sample(X, nn_data, nn_num, row, col, step)
-        # To avoid conversion and since there is only few samples used, we
-        # convert those samples to dense array.
-        sample = (
-            sample.toarray().squeeze() if sparse.issparse(sample) else sample
-        )
-        all_neighbors = nn_data[nn_num[row]]
-        all_neighbors = (
-            all_neighbors.toarray()
-            if sparse.issparse(all_neighbors)
-            else all_neighbors
+        X_new = super()._generate_samples(
+            X, nn_data, nn_num, rows, cols, steps
         )
+        # change in sparsity structure more efficient with LIL than CSR
+        X_new = (X_new.tolil() if sparse.issparse(X_new) else X_new)
+
+        # convert to dense array since scipy.sparse doesn't handle 3D
+        nn_data = (nn_data.toarray() if sparse.issparse(nn_data) else nn_data)
+        all_neighbors = nn_data[nn_num[rows]]
 
         categories_size = [self.continuous_features_.size] + [
             cat.size for cat in self.ohe_.categories_
         ]
 
-        for start_idx, end_idx in zip(
-            np.cumsum(categories_size)[:-1], np.cumsum(categories_size)[1:]
-        ):
-            col_max = all_neighbors[:, start_idx:end_idx].sum(axis=0)
+        for start_idx, end_idx in zip(np.cumsum(categories_size)[:-1],
+                                      np.cumsum(categories_size)[1:]):
+            col_maxs = all_neighbors[:, :, start_idx:end_idx].sum(axis=1)
             # tie breaking argmax
-            col_sel = rng.choice(
-                np.flatnonzero(np.isclose(col_max, col_max.max()))
-            )
-            sample[start_idx:end_idx] = 0
-            sample[start_idx + col_sel] = 1
+            is_max = np.isclose(col_maxs, col_maxs.max(axis=1, keepdims=True))
+            max_idxs = rng.permutation(np.argwhere(is_max))
+            xs, idx_sels = np.unique(max_idxs[:, 0], return_index=True)
+            col_sels = max_idxs[idx_sels, 1]
+
+            ys = start_idx + col_sels
+            X_new[:, start_idx:end_idx] = 0
+            X_new[xs, ys] = 1
 
-        return sparse.csr_matrix(sample) if sparse.issparse(X) else sample
+        return X_new
 
 
 @Substitution(