GraphReduce is an abstraction for building machine learning feature engineering pipelines that involve many tables in a composable way. The library is intended to help bridge the gap between research feature definitions and production deployment without the overhead of a full feature store. Underneath the hood, GraphReduce uses graph data structures to represent tables/files as nodes and foreign keys as edges.
Compute backends supported: pandas, dask, spark, AWS Athena, Redshift, Snowflake, postgresql, MySQL
Compute backends coming soon: ray
# from pypi
pip install graphreduce
# from github
pip install 'graphreduce@git+https://github.com/wesmadrigal/graphreduce.git'
# install from source
git clone https://github.com/wesmadrigal/graphreduce && cd graphreduce && python setup.py installMachine learning requires vectors of data, but our tabular datasets
are disconnected. They can be represented as a graph, where tables
are nodes and join keys are edges. In many model building scenarios
there isn't a nice ML-ready vector waiting for us, so we must curate
the data by joining many tables together to flatten them into a vector.
This is the problem graphreduce sets out to solve.
- Deep Feature Synthesis
- [One Button Machine (IBM)](One Button Machine (IBM))
- autofeat (BASF)
- featuretools (inspired by Deep Feature Synthesis)
- point in time correctness is not always handled well
- Deep Feature Synthesis and
featuretoolsare limited topandasand a couple of SQL databases - One Button Machine from IBM uses
sparkbut their implementation outside of the paper could not be found - none of the prior implementations allow for custom computational graphs or additional third party libraries
- point in time correctness on arbitrarily large computational graphs
- extensible computational layers, with support currently spanning:
pandas,dask,spark, AWS Athena, AWS Redshift, Snowflake, postgresql, mysql, and more coming - customizable node implementations for a mix of dynamic and custom feature engineering with the ability to use third party libraries for portions (e.g., cleanlab for cleaning)
An example dataset might look like the following:
- define the node-level interface and operations for filtering, annotating, normalizing, and reducing
- select the granularity) to which we'll reduce our data: in this example
customer - specify how much historical data will be included and what holdout period will be used (e.g., 365 days of historical data and 1 month of holdout data for labels)
- filter all data entities to include specified amount of history to prevent data leakage
- depth first, bottom up aggregation operations group by / aggregation operations to reduce data
- End to end example:
import datetime
import pandas as pd
from graphreduce.node import GraphReduceNode, DynamicNode
from graphreduce.enum import ComputeLayerEnum, PeriodUnit
from graphreduce.graph_reduce import GraphReduce
# source from a csv file with the relationships
# using the file at: https://github.com/wesmadrigal/GraphReduce/blob/master/examples/cust_graph_labels.csv
reldf = pd.read_csv('cust_graph_labels.csv')
# using the data from: https://github.com/wesmadrigal/GraphReduce/tree/master/tests/data/cust_data
files = {
'cust.csv' : {'prefix':'cu'},
'orders.csv':{'prefix':'ord'},
'order_products.csv': {'prefix':'op'},
'notifications.csv':{'prefix':'notif'},
'notification_interactions.csv':{'prefix':'ni'},
'notification_interaction_types.csv':{'prefix':'nit'}
}
# create graph reduce nodes
gr_nodes = {
f.split('/')[-1]: DynamicNode(
fpath=f,
fmt='csv',
pk='id',
prefix=files[f]['prefix'],
date_key=None,
compute_layer=GraphReduceComputeLayerEnum.pandas,
compute_period_val=730,
compute_period_unit=PeriodUnit.day,
)
for f in files.keys()
}
gr = GraphReduce(
name='cust_dynamic_graph',
parent_node=gr_nodes['cust.csv'],
fmt='csv',
cut_date=datetime.datetime(2023,9,1),
compute_layer=GraphReduceComputeLayerEnum.pandas,
auto_features=True,
auto_feature_hops_front=1,
auto_feature_hops_back=2,
label_node=gr_nodes['orders.csv'],
label_operation='count',
label_field='id',
label_period_val=60,
label_period_unit=PeriodUnit.day
)
# Add graph edges
for ix, row in reldf.iterrows():
gr.add_entity_edge(
parent_node=gr_nodes[row['to_name']],
relation_node=gr_nodes[row['from_name']],
parent_key=row['to_key'],
relation_key=row['from_key'],
reduce=True
)
gr.do_transformations()
2024-04-23 13:49:41 [info ] hydrating graph attributes
2024-04-23 13:49:41 [info ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info ] hydrating attributes for DynamicNode
2024-04-23 13:49:41 [info ] hydrating graph data
2024-04-23 13:49:41 [info ] checking for prefix uniqueness
2024-04-23 13:49:41 [info ] running filters, normalize, and annotations for <GraphReduceNode: fpath=notification_interaction_types.csv fmt=csv>
2024-04-23 13:49:41 [info ] running filters, normalize, and annotations for <GraphReduceNode: fpath=notification_interactions.csv fmt=csv>
2024-04-23 13:49:41 [info ] running filters, normalize, and annotations for <GraphReduceNode: fpath=notifications.csv fmt=csv>
2024-04-23 13:49:41 [info ] running filters, normalize, and annotations for <GraphReduceNode: fpath=orders.csv fmt=csv>
2024-04-23 13:49:41 [info ] running filters, normalize, and annotations for <GraphReduceNode: fpath=order_products.csv fmt=csv>
2024-04-23 13:49:41 [info ] running filters, normalize, and annotations for <GraphReduceNode: fpath=cust.csv fmt=csv>
2024-04-23 13:49:41 [info ] depth-first traversal through the graph from source: <GraphReduceNode: fpath=cust.csv fmt=csv>
2024-04-23 13:49:41 [info ] reducing relation <GraphReduceNode: fpath=notification_interactions.csv fmt=csv>
2024-04-23 13:49:41 [info ] performing auto_features on node <GraphReduceNode: fpath=notification_interactions.csv fmt=csv>
2024-04-23 13:49:41 [info ] joining <GraphReduceNode: fpath=notification_interactions.csv fmt=csv> to <GraphReduceNode: fpath=notifications.csv fmt=csv>
2024-04-23 13:49:41 [info ] reducing relation <GraphReduceNode: fpath=notifications.csv fmt=csv>
2024-04-23 13:49:41 [info ] performing auto_features on node <GraphReduceNode: fpath=notifications.csv fmt=csv>
2024-04-23 13:49:41 [info ] joining <GraphReduceNode: fpath=notifications.csv fmt=csv> to <GraphReduceNode: fpath=cust.csv fmt=csv>
2024-04-23 13:49:41 [info ] reducing relation <GraphReduceNode: fpath=order_products.csv fmt=csv>
2024-04-23 13:49:41 [info ] performing auto_features on node <GraphReduceNode: fpath=order_products.csv fmt=csv>
2024-04-23 13:49:41 [info ] joining <GraphReduceNode: fpath=order_products.csv fmt=csv> to <GraphReduceNode: fpath=orders.csv fmt=csv>
2024-04-23 13:49:41 [info ] reducing relation <GraphReduceNode: fpath=orders.csv fmt=csv>
2024-04-23 13:49:41 [info ] performing auto_features on node <GraphReduceNode: fpath=orders.csv fmt=csv>
2024-04-23 13:49:41 [info ] joining <GraphReduceNode: fpath=orders.csv fmt=csv> to <GraphReduceNode: fpath=cust.csv fmt=csv>
2024-04-23 13:49:41 [info ] Had label node <GraphReduceNode: fpath=orders.csv fmt=csv>
2024-04-23 13:49:41 [info ] computed labels for <GraphReduceNode: fpath=orders.csv fmt=csv>
gr.parent_node.df
cu_id cu_name notif_customer_id notif_id_count notif_customer_id_count notif_ts_first notif_ts_min notif_ts_max ni_notification_id_min ni_notification_id_max ni_notification_id_sum ni_id_count_min ni_id_count_max ni_id_count_sum ni_notification_id_count_min ni_notification_id_count_max ni_notification_id_count_sum ni_interaction_type_id_count_min ni_interaction_type_id_count_max ni_interaction_type_id_count_sum ni_ts_first_first ni_ts_first_min ni_ts_first_max ni_ts_min_first ni_ts_min_min ni_ts_min_max ni_ts_max_first ni_ts_max_min ni_ts_max_max ord_customer_id ord_id_count ord_customer_id_count ord_ts_first ord_ts_min ord_ts_max op_order_id_min op_order_id_max op_order_id_sum op_id_count_min op_id_count_max op_id_count_sum op_order_id_count_min op_order_id_count_max op_order_id_count_sum op_product_id_count_min op_product_id_count_max op_product_id_count_sum ord_customer_id_dupe ord_id_label
0 1 wes 1 6 6 2022-08-05 2022-08-05 2023-06-23 101.0 106.0 621.0 1.0 3.0 14.0 1.0 3.0 14.0 1.0 3.0 14.0 2022-08-06 2022-08-06 2023-05-15 2022-08-06 2022-08-06 2023-05-15 2022-08-08 2022-08-08 2023-05-15 1.0 2.0 2.0 2023-05-12 2023-05-12 2023-06-01 1.0 2.0 3.0 4.0 4.0 8.0 4.0 4.0 8.0 4.0 4.0 8.0 1.0 1.0
1 2 john 2 7 7 2022-09-05 2022-09-05 2023-05-22 107.0 110.0 434.0 1.0 1.0 4.0 1.0 1.0 4.0 1.0 1.0 4.0 2023-06-01 2023-06-01 2023-06-04 2023-06-01 2023-06-01 2023-06-04 2023-06-01 2023-06-01 2023-06-04 2.0 1.0 1.0 2023-01-01 2023-01-01 2023-01-01 3.0 3.0 3.0 4.0 4.0 4.0 4.0 4.0 4.0 4.0 4.0 4.0 NaN NaN
2 3 ryan 3 2 2 2023-06-12 2023-06-12 2023-09-01 NaN NaN 0.0 NaN NaN 0.0 NaN NaN 0.0 NaN NaN 0.0 NaT NaT NaT NaT NaT NaT NaT NaT NaT 3.0 1.0 1.0 2023-06-01 2023-06-01 2023-06-01 5.0 5.0 5.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 NaN NaN
3 4 tianji 4 2 2 2024-02-01 2024-02-01 2024-02-15 NaN NaN 0.0 NaN NaN 0.0 NaN NaN 0.0 NaN NaN 0.0- Plot the graph reduce compute graph.
gr.plot_graph('my_graph_reduce.html')- Use materialized dataframe for ML / analytics
from sklearn.linear_model import LinearRegression
from sklearn.model_selection import train_test_split
train, test = train_test_split(gr.parent_node.df)
X = [x for x, y in dict(gr.parent_node.df.dtypes).items() if str(y).startswith('int') or str(y).startswith('float')]
# whether or not the user had an order
Y = 'ord_id_label'
mdl = LinearRegression()
mdl.fit(train[X], train[Y])
graphreduce.graph_reduce.GraphReduce
cut_datecontrols the date around which we orient the data in the graphcompute_period_valcontrols the amount of time back in history we consider during compute over the graphcompute_period_unittells us what unit of time we're usingparent_nodespecifies the parent-most node in the graph and, typically, the granularity to which to reduce the data
from graphreduce.graph_reduce import GraphReduce
from graphreduce.enums import PeriodUnit
gr = GraphReduce(
cut_date=datetime.datetime(2023, 2, 1),
compute_period_val=365,
compute_period_unit=PeriodUnit.day,
parent_node=customer
)do_transformationsperform all data transformationsplot_graphplot the graphadd_entity_edgeadd an edgeadd_nodeadd a node
graphreduce.node.GraphReduceNode
do_annotateannotation definitions (e.g., split a string column into a new column)do_filtersfilter the data on column(s)do_normalizeclip anomalies like exceedingly large values and do normalizationpost_join_annotateannotations on current node after relations are merged in and we have access to their columns, toodo_reducethe most import node function, reduction operations: group bys, sum, min, max, etc.do_labelslabel definitions if any
# alternatively can use a dynamic node
from graphreduce.node import DynamicNode
dyna = DynamicNode(
fpath='s3://some.bucket/path.csv',
compute_layer=ComputeLayerEnum.dask,
fmt='csv',
prefix='myprefix',
date_key='ts',
pk='id'
)colabbrabbreviate a columnprep_for_featuresfilter the node's data by the cut date and the compute period for point in time correctness, also referred to as "time travel" in blogsprep_for_labelsfilter the node's data by the cut date and the label period to prepare for labeling
Copyright 2025 Wes Madrigal
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- integration with Ray
- more dynamic feature engineering abilities, possible integration with Deep Feature Synthesis