"""
=========================================================
Imputing missing values with variants of IterativeImputer
=========================================================

.. currentmodule:: xlearn

The :class:`~impute.IterativeImputer` class is very flexible - it can be
used with a variety of estimators to do round-robin regression, treating every
variable as an output in turn.

In this example we compare some estimators for the purpose of missing feature
imputation with :class:`~impute.IterativeImputer`:

* :class:`~linear_model.BayesianRidge`: regularized linear regression
* :class:`~ensemble.RandomForestRegressor`: forests of randomized trees regression
* :func:`~pipeline.make_pipeline` (:class:`~kernel_approximation.Nystroem`,
  :class:`~linear_model.Ridge`): a pipeline with the expansion of a degree 2
  polynomial kernel and regularized linear regression
* :class:`~neighbors.KNeighborsRegressor`: comparable to other KNN
  imputation approaches

Of particular interest is the ability of
:class:`~impute.IterativeImputer` to mimic the behavior of missForest, a
popular imputation package for R.

Note that :class:`~neighbors.KNeighborsRegressor` is different from KNN
imputation, which learns from samples with missing values by using a distance
metric that accounts for missing values, rather than imputing them.

The goal is to compare different estimators to see which one is best for the
:class:`~impute.IterativeImputer` when using a
:class:`~linear_model.BayesianRidge` estimator on the California housing
dataset with a single value randomly removed from each row.

For this particular pattern of missing values we see that
:class:`~linear_model.BayesianRidge` and
:class:`~ensemble.RandomForestRegressor` give the best results.

It should be noted that some estimators such as
:class:`~ensemble.HistGradientBoostingRegressor` can natively deal with
missing features and are often recommended over building pipelines with
complex and costly missing values imputation strategies.

"""

# Authors: The jax-sklearn developers
# SPDX-License-Identifier: BSD-3-Clause

import matplotlib.pyplot as plt
import numpy as np
import pandas as pd

from xlearn.datasets import fetch_california_housing
from xlearn.ensemble import RandomForestRegressor

# To use this experimental feature, we need to explicitly ask for it:
from xlearn.experimental import enable_iterative_imputer  # noqa: F401
from xlearn.impute import IterativeImputer, SimpleImputer
from xlearn.kernel_approximation import Nystroem
from xlearn.linear_model import BayesianRidge, Ridge
from xlearn.model_selection import cross_val_score
from xlearn.neighbors import KNeighborsRegressor
from xlearn.pipeline import make_pipeline
from xlearn.preprocessing import RobustScaler

N_SPLITS = 5

X_full, y_full = fetch_california_housing(return_X_y=True)
# ~2k samples is enough for the purpose of the example.
# Remove the following two lines for a slower run with different error bars.
X_full = X_full[::10]
y_full = y_full[::10]
n_samples, n_features = X_full.shape


def compute_score_for(X, y, imputer=None):
    # We scale data before imputation and training a target estimator,
    # because our target estimator and some of the imputers assume
    # that the features have similar scales.
    if imputer is None:
        estimator = make_pipeline(RobustScaler(), BayesianRidge())
    else:
        estimator = make_pipeline(RobustScaler(), imputer, BayesianRidge())
    return cross_val_score(
        estimator, X, y, scoring="neg_mean_squared_error", cv=N_SPLITS
    )


# Estimate the score on the entire dataset, with no missing values
score_full_data = pd.DataFrame(
    compute_score_for(X_full, y_full),
    columns=["Full Data"],
)

# Add a single missing value to each row
rng = np.random.RandomState(0)
X_missing = X_full.copy()
y_missing = y_full
missing_samples = np.arange(n_samples)
missing_features = rng.choice(n_features, n_samples, replace=True)
X_missing[missing_samples, missing_features] = np.nan

# Estimate the score after imputation (mean and median strategies)
score_simple_imputer = pd.DataFrame()
for strategy in ("mean", "median"):
    score_simple_imputer[strategy] = compute_score_for(
        X_missing, y_missing, SimpleImputer(strategy=strategy)
    )

# Estimate the score after iterative imputation of the missing values
# with different estimators
named_estimators = [
    ("Bayesian Ridge", BayesianRidge()),
    (
        "Random Forest",
        RandomForestRegressor(
            # We tuned the hyperparameters of the RandomForestRegressor to get a good
            # enough predictive performance for a restricted execution time.
            n_estimators=5,
            max_depth=10,
            bootstrap=True,
            max_samples=0.5,
            n_jobs=2,
            random_state=0,
        ),
    ),
    (
        "Nystroem + Ridge",
        make_pipeline(
            Nystroem(kernel="polynomial", degree=2, random_state=0), Ridge(alpha=1e4)
        ),
    ),
    (
        "k-NN",
        KNeighborsRegressor(n_neighbors=10),
    ),
]
score_iterative_imputer = pd.DataFrame()
# Iterative imputer is sensitive to the tolerance and
# dependent on the estimator used internally.
# We tuned the tolerance to keep this example run with limited computational
# resources while not changing the results too much compared to keeping the
# stricter default value for the tolerance parameter.
tolerances = (1e-3, 1e-1, 1e-1, 1e-2)
for (name, impute_estimator), tol in zip(named_estimators, tolerances):
    score_iterative_imputer[name] = compute_score_for(
        X_missing,
        y_missing,
        IterativeImputer(
            random_state=0, estimator=impute_estimator, max_iter=40, tol=tol
        ),
    )

scores = pd.concat(
    [score_full_data, score_simple_imputer, score_iterative_imputer],
    keys=["Original", "SimpleImputer", "IterativeImputer"],
    axis=1,
)

# plot california housing results
fig, ax = plt.subplots(figsize=(13, 6))
means = -scores.mean()
errors = scores.std()
means.plot.barh(xerr=errors, ax=ax)
ax.set_title("California Housing Regression with Different Imputation Methods")
ax.set_xlabel("MSE (smaller is better)")
ax.set_yticks(np.arange(means.shape[0]))
ax.set_yticklabels([" w/ ".join(label) for label in means.index.tolist()])
plt.tight_layout(pad=1)
plt.show()
