0.10.0 - 2022-02-04

base

• Introduce base.MiniBatchTransformer. Add support for mini-batches to compose.TransformerUnion, compose.Select, and preprocessing.OneHotEncoder.

checks

• Created this module to store estimator unit testing, rather than having it in the utils module.

compose

• Split compose.Renamer into compose.Prefixer and compose.Suffixer that respectively prepend and append a string to the features' name.
• Changed compose.Renamer to allow feature renaming following a mapping.

evaluate

• Refactored evaluate.progressive_validation to work with api.anomaly.base.AnomalyDetectors.

facto

• Added debug_one method to BaseFM.

feature_extraction

• Make the by parameter in feature_extraction.Agg and feature_extraction.TargetAgg to be optional, allowing to calculate aggregates over the whole data.
• Removed feature_extraction.Lagger and feature_extraction.TargetLagger. Their functionality can be reproduced by combining feature_extraction.Agg and stats.Shift.
• feature_extraction.Agg and feature_extraction.Target now have a state property. It returns a pandas.Series representing the current aggregates values within each group.

metrics

• metrics.ROCAUC works with base.AnomalyDetectorss.

misc

• Created this module to store some stuff that was in the utils module but wasn't necessarily shared between modules.
• Implement misc.CovMatrix.

reco

• Renamed the Recommender base class into Ranker.
• Added a rank method to each recommender.
• Removed reco.SurpriseWrapper as it wasn't really useful.
• Added an is_contextual property to each ranker to indicate if a model makes use of contextual features or not.

stats

• stats.Mean, stats.Var, and stats.Cov each now have an update_many method which accepts numpy arrays.

utils

• Removed utils.Window and use collections.deque instead where necessary.