Add warnings section, fix bug with constrained_layout

etna/analysis/plotters.py

@@ -849,13 +849,19 @@ def plot_feature_relevance(
         segments = sorted(ts.segments)
 
     is_ascending = not relevance_table.greater_is_better
-    features = set(ts.columns.get_level_values("feature")) - {"target"}
+    features = list(set(ts.columns.get_level_values("feature")) - {"target"})
     relevance_df = relevance_table(df=ts[:, :, "target"], df_exog=ts[:, :, features], **relevance_params).loc[segments]
 
     if relevance_aggregation_mode == "per-segment":
         ax = prepare_axes(segments=segments, columns_num=columns_num, figsize=figsize)
         for i, segment in enumerate(segments):
             relevance = relevance_df.loc[segment].sort_values(ascending=is_ascending)
+            # warning about NaNs
+            if relevance.isna().any():
+                na_relevance_features = relevance[relevance.isna()].index.tolist()
+                warnings.warn(
+                    f"Relevances on segment: {segment} of features: {na_relevance_features} can't be calculated."
+                )
             relevance = relevance.dropna()[:top_k]
             if normalized:
                 relevance = relevance / relevance.sum()
@@ -866,10 +872,14 @@ def plot_feature_relevance(
         relevance_aggregation_fn = AGGREGATION_FN[AggregationMode(relevance_aggregation_mode)]
         relevance = relevance_df.apply(lambda x: relevance_aggregation_fn(x[~x.isna()]))  # type: ignore
         relevance = relevance.sort_values(ascending=is_ascending)
+        # warning about NaNs
+        if relevance.isna().any():
+            na_relevance_features = relevance[relevance.isna()].index.tolist()
+            warnings.warn(f"Relevances of features: {na_relevance_features} can't be calculated.")
         # if top_k == None, all the values are selected
         relevance = relevance.dropna()[:top_k]
         if normalized:
             relevance = relevance / relevance.sum()
-        _, ax = plt.subplots(figsize=figsize)
+        _, ax = plt.subplots(figsize=figsize, constrained_layout=True)
         sns.barplot(x=relevance.values, y=relevance.index, orient="h", ax=ax)
         ax.set_title("Feature relevance")  # type: ignore