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I have an (unbalanced , binary data) pipeline model consisting of two pipelines (preprocessing and the actual model). Now I wanted to include SimpleImputer into my preprocessing pipeline and because I don't want to apply it to all columns used ColumnTransformer but now I see that the performance with ColumnTransformer is a lot worse than with the sklearn pipeline (AUC before around 0.93 and with ColumnTransformerit's around 0.7). I filled the nan values before the pipeline to check if the performance would be better then (as the SimpleImputer would not do anything then) but even without any nan values in the data the performance stays this bad. I have part of the code below. Does anyone know what's happening or what I can change?

from sklearn.pipeline import Pipeline as pipeline
from imblearn.pipeline import Pipeline as pipeline_imb
from sklearn.compose import ColumnTransformer


#option with ColumnTransformer (performs a lot worse)
preproc = ColumnTransformer([
           ('imputer',SimpleImputer(strategy = 'mean'),['col1','col2','col3'])
           ])


#option with sklearn pipeline (performs better)
preproc = pipeline([
           ('SimpleImputer', SimpleImputer(strategy = 'mean')), 
           ])


modelpipe = pipeline_imb([
             ('undersampling',RandomUnderSampler()),
             ('xgboost', xgb.XGBClassifier(**params, n_jobs=-1))
             ])

model = pipeline([('preproc', preproc), ('modelpipe', modelpipe)])

so only exchanging the two preproc makes such a huge performance difference. Why is this?

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  • $\begingroup$ Are you sure you have nan values in only the 3 columns mentioned? $\endgroup$
    – spectre
    Oct 23, 2021 at 11:05
  • $\begingroup$ I removed them before the pipeline and even without nan values I get this weird performance difference. But I also get this difference with nan values. $\endgroup$ Oct 23, 2021 at 12:08
  • $\begingroup$ Using Columntransformer does not degrade the performance of your model. There must be something you are overlooking in your code. Maybe you are using different parametrs or different number of cv if you are using one. One would have to look at the whole code to figure out the problem $\endgroup$
    – spectre
    Oct 23, 2021 at 14:35

1 Answer 1

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Add a passthrough transformer for the rest columns.

Columns of the original feature matrix that are not specified are dropped from the resulting transformed feature matrix, unless specified in the passthrough keyword

ColumnTransformer

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