import numpy as np from numpy.testing import assert_array_equal from numpy.testing import assert_allclose import pytest from sklearn.base import clone from sklearn.datasets import make_classification, make_regression # To use this experimental feature, we need to explicitly ask for it: from sklearn.experimental import enable_hist_gradient_boosting # noqa from sklearn.ensemble import HistGradientBoostingRegressor from sklearn.ensemble import HistGradientBoostingClassifier from sklearn.metrics import check_scoring X_classification, y_classification = make_classification(random_state=0) X_regression, y_regression = make_regression(random_state=0) def _assert_predictor_equal(gb_1, gb_2, X): """Assert that two HistGBM instances are identical.""" # Check identical nodes for each tree for (pred_ith_1, pred_ith_2) in zip(gb_1._predictors, gb_2._predictors): for (predictor_1, predictor_2) in zip(pred_ith_1, pred_ith_2): assert_array_equal(predictor_1.nodes, predictor_2.nodes) # Check identical predictions assert_allclose(gb_1.predict(X), gb_2.predict(X)) @pytest.mark.parametrize('GradientBoosting, X, y', [ (HistGradientBoostingClassifier, X_classification, y_classification), (HistGradientBoostingRegressor, X_regression, y_regression) ]) def test_max_iter_with_warm_start_validation(GradientBoosting, X, y): # Check that a ValueError is raised when the maximum number of iterations # is smaller than the number of iterations from the previous fit when warm # start is True. estimator = GradientBoosting(max_iter=10, early_stopping=False, warm_start=True) estimator.fit(X, y) estimator.set_params(max_iter=5) err_msg = ('max_iter=5 must be larger than or equal to n_iter_=10 ' 'when warm_start==True') with pytest.raises(ValueError, match=err_msg): estimator.fit(X, y) @pytest.mark.parametrize('GradientBoosting, X, y', [ (HistGradientBoostingClassifier, X_classification, y_classification), (HistGradientBoostingRegressor, X_regression, y_regression) ]) def test_warm_start_yields_identical_results(GradientBoosting, X, y): # Make sure that fitting 50 iterations and then 25 with warm start is # equivalent to fitting 75 iterations. rng = 42 gb_warm_start = GradientBoosting( n_iter_no_change=100, max_iter=50, random_state=rng, warm_start=True ) gb_warm_start.fit(X, y).set_params(max_iter=75).fit(X, y) gb_no_warm_start = GradientBoosting( n_iter_no_change=100, max_iter=75, random_state=rng, warm_start=False ) gb_no_warm_start.fit(X, y) # Check that both predictors are equal _assert_predictor_equal(gb_warm_start, gb_no_warm_start, X) @pytest.mark.parametrize('GradientBoosting, X, y', [ (HistGradientBoostingClassifier, X_classification, y_classification), (HistGradientBoostingRegressor, X_regression, y_regression) ]) def test_warm_start_max_depth(GradientBoosting, X, y): # Test if possible to fit trees of different depth in ensemble. gb = GradientBoosting(max_iter=20, min_samples_leaf=1, warm_start=True, max_depth=2, early_stopping=False) gb.fit(X, y) gb.set_params(max_iter=30, max_depth=3, n_iter_no_change=110) gb.fit(X, y) # First 20 trees have max_depth == 2 for i in range(20): assert gb._predictors[i][0].get_max_depth() == 2 # Last 10 trees have max_depth == 3 for i in range(1, 11): assert gb._predictors[-i][0].get_max_depth() == 3 @pytest.mark.parametrize('GradientBoosting, X, y', [ (HistGradientBoostingClassifier, X_classification, y_classification), (HistGradientBoostingRegressor, X_regression, y_regression) ]) @pytest.mark.parametrize('scoring', (None, 'loss')) def test_warm_start_early_stopping(GradientBoosting, X, y, scoring): # Make sure that early stopping occurs after a small number of iterations # when fitting a second time with warm starting. n_iter_no_change = 5 gb = GradientBoosting( n_iter_no_change=n_iter_no_change, max_iter=10000, early_stopping=True, random_state=42, warm_start=True, tol=1e-3, scoring=scoring, ) gb.fit(X, y) n_iter_first_fit = gb.n_iter_ gb.fit(X, y) n_iter_second_fit = gb.n_iter_ assert 0 < n_iter_second_fit - n_iter_first_fit < n_iter_no_change @pytest.mark.parametrize('GradientBoosting, X, y', [ (HistGradientBoostingClassifier, X_classification, y_classification), (HistGradientBoostingRegressor, X_regression, y_regression) ]) def test_warm_start_equal_n_estimators(GradientBoosting, X, y): # Test if warm start with equal n_estimators does nothing gb_1 = GradientBoosting(max_depth=2, early_stopping=False) gb_1.fit(X, y) gb_2 = clone(gb_1) gb_2.set_params(max_iter=gb_1.max_iter, warm_start=True, n_iter_no_change=5) gb_2.fit(X, y) # Check that both predictors are equal _assert_predictor_equal(gb_1, gb_2, X) @pytest.mark.parametrize('GradientBoosting, X, y', [ (HistGradientBoostingClassifier, X_classification, y_classification), (HistGradientBoostingRegressor, X_regression, y_regression) ]) def test_warm_start_clear(GradientBoosting, X, y): # Test if fit clears state. gb_1 = GradientBoosting(n_iter_no_change=5, random_state=42) gb_1.fit(X, y) gb_2 = GradientBoosting(n_iter_no_change=5, random_state=42, warm_start=True) gb_2.fit(X, y) # inits state gb_2.set_params(warm_start=False) gb_2.fit(X, y) # clears old state and equals est # Check that both predictors have the same train_score_ and # validation_score_ attributes assert_allclose(gb_1.train_score_, gb_2.train_score_) assert_allclose(gb_1.validation_score_, gb_2.validation_score_) # Check that both predictors are equal _assert_predictor_equal(gb_1, gb_2, X) @pytest.mark.parametrize('GradientBoosting, X, y', [ (HistGradientBoostingClassifier, X_classification, y_classification), (HistGradientBoostingRegressor, X_regression, y_regression) ]) @pytest.mark.parametrize('rng_type', ('none', 'int', 'instance')) def test_random_seeds_warm_start(GradientBoosting, X, y, rng_type): # Make sure the seeds for train/val split and small trainset subsampling # are correctly set in a warm start context. def _get_rng(rng_type): # Helper to avoid consuming rngs if rng_type == 'none': return None elif rng_type == 'int': return 42 else: return np.random.RandomState(0) random_state = _get_rng(rng_type) gb_1 = GradientBoosting(early_stopping=True, max_iter=2, random_state=random_state) gb_1.set_params(scoring=check_scoring(gb_1)) gb_1.fit(X, y) random_seed_1_1 = gb_1._random_seed gb_1.fit(X, y) random_seed_1_2 = gb_1._random_seed # clear the old state, different seed random_state = _get_rng(rng_type) gb_2 = GradientBoosting(early_stopping=True, max_iter=2, random_state=random_state, warm_start=True) gb_2.set_params(scoring=check_scoring(gb_2)) gb_2.fit(X, y) # inits state random_seed_2_1 = gb_2._random_seed gb_2.fit(X, y) # clears old state and equals est random_seed_2_2 = gb_2._random_seed # Without warm starting, the seeds should be # * all different if random state is None # * all equal if random state is an integer # * different when refitting and equal with a new estimator (because # the random state is mutated) if rng_type == 'none': assert random_seed_1_1 != random_seed_1_2 != random_seed_2_1 elif rng_type == 'int': assert random_seed_1_1 == random_seed_1_2 == random_seed_2_1 else: assert random_seed_1_1 == random_seed_2_1 != random_seed_1_2 # With warm starting, the seeds must be equal assert random_seed_2_1 == random_seed_2_2