Validating and Testing Machine Learning Pipelines

In this example we’ll show you how to use pandera.SchemaModel to annotate dataframe inputs and outputs in an sklearn model-training pipeline.

At a high-level, the pipeline architecture involves fetching, parsing, and splitting data, then training a model on the training set and evaluating the trained model on the test set to produce metrics:

flowchart LR fetch(fetch raw data) --> raw[(raw data)] raw --> parse(parse data) parse --> parsed_data[(parsed data)] parsed_data --> split(split data) split --> train[(training set)] split --> test[(test set)] train --> train_model(train model) train_model --> model[(model)] test --> evaluate(evaluate model) model --> evaluate evaluate --> metrics style fetch fill:#fff2b2,stroke:#333 style parse fill:#fff2b2,stroke:#333 style split fill:#fff2b2,stroke:#333 style train_model fill:#fff2b2,stroke:#333 style evaluate fill:#fff2b2,stroke:#333

First, let’s import all the necessary dependencies including pandas, pandera, sklearn, and hypothesis.

import typing

import joblib
import pandas as pd
import pandera as pa
from flytekit import task, workflow
from flytekit.types.file import JoblibSerializedFile
from pandera.typing import DataFrame, Series, Index
from sklearn.ensemble import RandomForestClassifier
from sklearn.metrics import accuracy_score

We also need to import the pandera flytekit plugin to enable dataframe runtime type-checking:

import flytekitplugins.pandera

The Dataset: UCI Heart Disease

Before building out our pipeline it’s good practice to take a closer look at our data. We’ll be modeling the UCI Heart Disease dataset.

From the data documentation in the link above, we can see that this is a tabular dataset where each row contains data pertaining to a patient. There are 14 variables where 13 of them are features and one of them is a binary target variable indicating the presence or absence of heart disease.

UCI Dataset Variables

variable

description

age

age in years

sex

1 = male; 0 = female

cp

chest pain type (4 values)

trestbps

resting blood pressure

chol

serum cholestoral in mg/dl

fbs

fasting blood sugar > 120 mg/dl

restecg

resting electrocardiographic results (values 0,1,2)

thalach

maximum heart rate achieved

exang

exercise induced angina

oldpeak

ST (stress test) depression induced by exercise relative to rest

slope

the slope of the peak exercise ST segment

ca

number of major vessels (0-3) colored by flourosopy

thal

3 = normal; 6 = fixed defect; 7 = reversable defect

target

the predicted attribute

In practice, we’d want to do a little data exploration to first to get a sense of the distribution of variables. A useful resource for this is the Kaggle version of this dataset, which has been slightly preprocessed to be model-ready.

Note

We’ll be using the data provided by the UCI data repository since we want to work with a dataset that requires some preprocessing to be model-ready.

Once we’ve gotten a rough sense of the statistical properties of the data, we can encode that domain knowledge into a pandera schema:

class RawData(pa.SchemaModel):
    age: Series[int] = pa.Field(in_range={"min_value": 0, "max_value": 200})
    sex: Series[int] = pa.Field(isin=[0, 1])
    cp: Series[int] = pa.Field(
        isin=[
            1,  # typical angina
            2,  # atypical angina
            3,  # non-anginal pain
            4,  # asymptomatic
        ]
    )
    trestbps: Series[int] = pa.Field(in_range={"min_value": 0, "max_value": 200})
    chol: Series[int] = pa.Field(in_range={"min_value": 0, "max_value": 600})
    fbs: Series[int] = pa.Field(isin=[0, 1])
    restecg: Series[int] = pa.Field(
        isin=[
            0,  # normal
            1,  # having ST-T wave abnormality
            2,  # showing probable or definite left ventricular hypertrophy by Estes' criteria
        ]
    )
    thalach: Series[int] = pa.Field(in_range={"min_value": 0, "max_value": 300})
    exang: Series[int] = pa.Field(isin=[0, 1])
    oldpeak: Series[float] = pa.Field(in_range={"min_value": 0, "max_value": 10})
    slope: Series[int] = pa.Field(
        isin=[
            1,  # upsloping
            2,  # flat
            3,  # downsloping
        ]
    )
    ca: Series[int] = pa.Field(isin=[0, 1, 2, 3])
    thal: Series[int] = pa.Field(
        isin=[
            3,  # normal
            6,  # fixed defect
            7,  # reversable defect
        ]
    )
    target: Series[int] = pa.Field(ge=0, le=4)

    class Config:
        coerce = True

As we can see, the RawData schema serves as both documentation and a means of enforcing some minimal quality checks relating to the data type of each variable as well as additional constraints about their allowable values.

Fetching the Raw Data

Now we’re ready to write our first Flyte task:

@task
def fetch_raw_data() -> DataFrame[RawData]:
    data_url = "https://archive.ics.uci.edu/ml/machine-learning-databases/heart-disease/processed.cleveland.data"
    return (
        pd.read_csv(data_url, header=None, names=RawData.to_schema().columns.keys())
        # Demo: remove these lines to see what happens!
        .replace({"ca": {"?": None}, "thal": {"?": None}})
        .dropna(subset=["ca", "thal"])
        .astype({"ca": float, "thal": float})
    )

This function fetches the raw data from data_url and cleaning up invalid values such as "?", dropping records with null values, and casting the ca and thal columns into floats since those columns serialize the number values in the float format, e.g. 3.0, so we cast them into floats before pandera coerces them into integer values.

Note

We’re using the generic type pandera.typing.DataFrame` and supplying the RawData schema model to specify the expected fields of the dataframe. This is pandera’s syntax for adding type annotations to dataframes.

Parsing the Raw Data

For this relatively simple dataset, the only pre-processing we need to do is to convert the target column from having values ranging from 0 - 4` to a binary representation where 0 represents absence of heart disease and 1 represents presence of heart disease.

Here we can use inheritence to define a ParsedData schema by overriding just the target attribute:

class ParsedData(RawData):
    target: Series[int] = pa.Field(isin=[0, 1])


@task
def parse_raw_data(raw_data: DataFrame[RawData]) -> DataFrame[ParsedData]:
    return raw_data.assign(target=lambda _: (_.target > 0).astype(int))

As we can see the parse_raw_data function takes in a dataframe of type DataFrame[RawData] and outputs another dataframe of type DataFrame[ParsedData]. The actual parsing logic is very simple, but you can imagine many cases in which this would involve other steps, such as one-hot-encoding. As we’ll see later, since we’re using a tree-based sklearn estimator, we can preserve the integer representations of the features since these class of estimators handles the discretization of these types of variables.

Splitting the Data

Now it’s time to split the data into a training set and a test set. Here we’ll showcase the utility of named outputs combined with pandera schemas.

import typing

DataSplits = typing.NamedTuple(
    "DataSplits",
    training_set=DataFrame[ParsedData],
    test_set=DataFrame[ParsedData]
)

@task
def split_data(parsed_data: DataFrame[ParsedData], test_size: float, random_state: int) -> DataSplits:
    training_set = parsed_data.sample(frac=test_size, random_state=random_state)
    test_set = parsed_data[~parsed_data.index.isin(training_set.index)]
    return training_set, test_set

As we can see above, we’re defining a DataSplits named tuple consisting of a training_set key and test_set key. Since we assume that the training and test sets are drawn from the same distribution, we can specify the type of these data splits as DataFrame[ParsedData].

Training a Model

Next we’ll train a RandomForestClassifier to predict the absence/presence of heart disease:

def get_features_and_target(dataset):
    """Helper function for separating feature and target data."""
    X = dataset[[x for x in dataset if x != "target"]]
    y = dataset["target"]
    return X, y


@task
def train_model(training_set: DataFrame[ParsedData], random_state: int) -> JoblibSerializedFile:
    model = RandomForestClassifier(n_estimators=100, random_state=random_state)
    X, y = get_features_and_target(training_set)
    model.fit(X, y)
    model_fp = "/tmp/model.joblib"
    joblib.dump(model, model_fp)
    return JoblibSerializedFile(path=model_fp)

This task serializes the model with joblib and returns a JoblibSerializedFile type, which is understood and automatically handled by Flyte so that the pointer to the actual serialized file can be passed onto the last step of the pipeline.

Model Evaluation

Next we assess the accuracy score of the model on the test set:

@task
def evaluate_model(model: JoblibSerializedFile, test_set: DataFrame[ParsedData]) -> float:
    with open(model, "rb") as f:
        model = joblib.load(f)
    X, y = get_features_and_target(test_set)
    preds = model.predict(X)
    return accuracy_score(y, preds)

Finally, we put all of the pieces together in a Flyte workflow:

@workflow
def pipeline(data_random_state: int, model_random_state: int) -> float:
    raw_data = fetch_raw_data()
    parsed_data = parse_raw_data(raw_data=raw_data)
    training_set, test_set = split_data(parsed_data=parsed_data, test_size=0.2, random_state=data_random_state)
    model = train_model(training_set=training_set, random_state=model_random_state)
    return evaluate_model(model=model, test_set=test_set)

Unit Testing Pipeline Code

A powerful feature offered by pandera is data synthesis strategies. It harnesses the power of hypothesis, which is a property-based testing library that makes it easy to test your code not based on hand-crafted test cases, but by defining a contract of types and assertions that your code needs to fulfill. pandera strategies enables us to sample valid data under the constraints of our SchemaModel so that we can make sure the code implementation is correct.

Typically we’d want to define these tests under the conventions of a testing framework like pytest, but in this example we’ll just define it under a if __name__ == "__main__" block:

if __name__ == "__main__":
    import hypothesis
    import hypothesis.strategies as st
    from hypothesis import given

    class PositiveExamples(ParsedData):
        target: Series[int] = pa.Field(eq=1)

    class NegativeExamples(ParsedData):
        target: Series[int] = pa.Field(eq=0)

    @given(
        PositiveExamples.strategy(size=5),
        NegativeExamples.strategy(size=5),
        st.integers(min_value=0, max_value=2**32)
    )
    @hypothesis.settings(
        deadline=1000,
        suppress_health_check=[
            hypothesis.HealthCheck.too_slow,
            hypothesis.HealthCheck.filter_too_much,
        ],
    )
    def test_train_model(positive_examples, negative_examples, model_random_state):
        training_set = pd.concat([positive_examples, negative_examples])
        model = train_model(training_set=training_set, random_state=model_random_state)
        model = joblib.load(model)
        X, _ = get_features_and_target(training_set)
        preds = model.predict(X)
        for pred in preds:
            assert pred in {0, 1}


    def run_test_suite():
        test_train_model()
        print("tests completed!")

    run_test_suite()

In the test code above, we can see that we’re defining two schema models for the purposes of testing: PositiveExamples and NegativeExamples. We’re doing this so that we guarantee that we can control the class balance of the sampled data.

Then, we define a test called test_train_model, which is decorated with @given so that hypothesis can handle the sampling and shrinkage of test cases, trying to find a scenario that falsifies the assumptions in the test function body. In this case, all we’re doing is checking the following properties of the train_model task:

  • With some sample of data, it can output a trained model

  • That model can be used to generate predictions in the set {0, 1}

Conclusion

In this example we’ve learned how to:

  1. Define pandera SchemaModel s to document and enforce the properties of dataframes as they pass through our model-training pipeline.

  2. Type-annotate flytekit tasks to automatically type-check dataframes at runtime using the flytekitplugins.pandera plugin.

  3. Use pandera SchemaModel s in unit tests to make sure that our code is working as expected under certain operating assumptions.

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