import pytest import numpy as np from sklearn.utils._testing import assert_array_almost_equal from sklearn.utils._testing import assert_array_equal from sklearn.utils._testing import assert_allclose from sklearn.utils._testing import skip_if_32bit from sklearn import datasets from sklearn.linear_model import LogisticRegression, SGDClassifier, Lasso from sklearn.svm import LinearSVC from sklearn.feature_selection import SelectFromModel from sklearn.experimental import enable_hist_gradient_boosting # noqa from sklearn.ensemble import (RandomForestClassifier, HistGradientBoostingClassifier) from sklearn.linear_model import PassiveAggressiveClassifier from sklearn.base import BaseEstimator from sklearn.pipeline import make_pipeline from sklearn.decomposition import PCA class NaNTag(BaseEstimator): def _more_tags(self): return {'allow_nan': True} class NoNaNTag(BaseEstimator): def _more_tags(self): return {'allow_nan': False} class NaNTagRandomForest(RandomForestClassifier): def _more_tags(self): return {'allow_nan': True} iris = datasets.load_iris() data, y = iris.data, iris.target rng = np.random.RandomState(0) def test_invalid_input(): clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=None, tol=None) for threshold in ["gobbledigook", ".5 * gobbledigook"]: model = SelectFromModel(clf, threshold=threshold) model.fit(data, y) with pytest.raises(ValueError): model.transform(data) def test_input_estimator_unchanged(): # Test that SelectFromModel fits on a clone of the estimator. est = RandomForestClassifier() transformer = SelectFromModel(estimator=est) transformer.fit(data, y) assert transformer.estimator is est @pytest.mark.parametrize( "max_features, err_type, err_msg", [(-1, ValueError, "'max_features' should be 0 and"), (data.shape[1] + 1, ValueError, "'max_features' should be 0 and"), ('gobbledigook', TypeError, "should be an integer"), ('all', TypeError, "should be an integer")] ) def test_max_features_error(max_features, err_type, err_msg): clf = RandomForestClassifier(n_estimators=50, random_state=0) transformer = SelectFromModel(estimator=clf, max_features=max_features, threshold=-np.inf) with pytest.raises(err_type, match=err_msg): transformer.fit(data, y) @pytest.mark.parametrize("max_features", [0, 2, data.shape[1]]) def test_max_features_dim(max_features): clf = RandomForestClassifier(n_estimators=50, random_state=0) transformer = SelectFromModel(estimator=clf, max_features=max_features, threshold=-np.inf) X_trans = transformer.fit_transform(data, y) assert X_trans.shape[1] == max_features class FixedImportanceEstimator(BaseEstimator): def __init__(self, importances): self.importances = importances def fit(self, X, y=None): self.feature_importances_ = np.array(self.importances) def test_max_features(): # Test max_features parameter using various values X, y = datasets.make_classification( n_samples=1000, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0) max_features = X.shape[1] est = RandomForestClassifier(n_estimators=50, random_state=0) transformer1 = SelectFromModel(estimator=est, threshold=-np.inf) transformer2 = SelectFromModel(estimator=est, max_features=max_features, threshold=-np.inf) X_new1 = transformer1.fit_transform(X, y) X_new2 = transformer2.fit_transform(X, y) assert_allclose(X_new1, X_new2) # Test max_features against actual model. transformer1 = SelectFromModel(estimator=Lasso(alpha=0.025, random_state=42)) X_new1 = transformer1.fit_transform(X, y) scores1 = np.abs(transformer1.estimator_.coef_) candidate_indices1 = np.argsort(-scores1, kind='mergesort') for n_features in range(1, X_new1.shape[1] + 1): transformer2 = SelectFromModel(estimator=Lasso(alpha=0.025, random_state=42), max_features=n_features, threshold=-np.inf) X_new2 = transformer2.fit_transform(X, y) scores2 = np.abs(transformer2.estimator_.coef_) candidate_indices2 = np.argsort(-scores2, kind='mergesort') assert_allclose(X[:, candidate_indices1[:n_features]], X[:, candidate_indices2[:n_features]]) assert_allclose(transformer1.estimator_.coef_, transformer2.estimator_.coef_) def test_max_features_tiebreak(): # Test if max_features can break tie among feature importance X, y = datasets.make_classification( n_samples=1000, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0) max_features = X.shape[1] feature_importances = np.array([4, 4, 4, 4, 3, 3, 3, 2, 2, 1]) for n_features in range(1, max_features + 1): transformer = SelectFromModel( FixedImportanceEstimator(feature_importances), max_features=n_features, threshold=-np.inf) X_new = transformer.fit_transform(X, y) selected_feature_indices = np.where(transformer._get_support_mask())[0] assert_array_equal(selected_feature_indices, np.arange(n_features)) assert X_new.shape[1] == n_features def test_threshold_and_max_features(): X, y = datasets.make_classification( n_samples=1000, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0) est = RandomForestClassifier(n_estimators=50, random_state=0) transformer1 = SelectFromModel(estimator=est, max_features=3, threshold=-np.inf) X_new1 = transformer1.fit_transform(X, y) transformer2 = SelectFromModel(estimator=est, threshold=0.04) X_new2 = transformer2.fit_transform(X, y) transformer3 = SelectFromModel(estimator=est, max_features=3, threshold=0.04) X_new3 = transformer3.fit_transform(X, y) assert X_new3.shape[1] == min(X_new1.shape[1], X_new2.shape[1]) selected_indices = transformer3.transform( np.arange(X.shape[1])[np.newaxis, :]) assert_allclose(X_new3, X[:, selected_indices[0]]) @skip_if_32bit def test_feature_importances(): X, y = datasets.make_classification( n_samples=1000, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0) est = RandomForestClassifier(n_estimators=50, random_state=0) for threshold, func in zip(["mean", "median"], [np.mean, np.median]): transformer = SelectFromModel(estimator=est, threshold=threshold) transformer.fit(X, y) assert hasattr(transformer.estimator_, 'feature_importances_') X_new = transformer.transform(X) assert X_new.shape[1] < X.shape[1] importances = transformer.estimator_.feature_importances_ feature_mask = np.abs(importances) > func(importances) assert_array_almost_equal(X_new, X[:, feature_mask]) def test_sample_weight(): # Ensure sample weights are passed to underlying estimator X, y = datasets.make_classification( n_samples=100, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0) # Check with sample weights sample_weight = np.ones(y.shape) sample_weight[y == 1] *= 100 est = LogisticRegression(random_state=0, fit_intercept=False) transformer = SelectFromModel(estimator=est) transformer.fit(X, y, sample_weight=None) mask = transformer._get_support_mask() transformer.fit(X, y, sample_weight=sample_weight) weighted_mask = transformer._get_support_mask() assert not np.all(weighted_mask == mask) transformer.fit(X, y, sample_weight=3 * sample_weight) reweighted_mask = transformer._get_support_mask() assert np.all(weighted_mask == reweighted_mask) def test_coef_default_threshold(): X, y = datasets.make_classification( n_samples=100, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0) # For the Lasso and related models, the threshold defaults to 1e-5 transformer = SelectFromModel(estimator=Lasso(alpha=0.1, random_state=42)) transformer.fit(X, y) X_new = transformer.transform(X) mask = np.abs(transformer.estimator_.coef_) > 1e-5 assert_array_almost_equal(X_new, X[:, mask]) @skip_if_32bit def test_2d_coef(): X, y = datasets.make_classification( n_samples=1000, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0, n_classes=4) est = LogisticRegression() for threshold, func in zip(["mean", "median"], [np.mean, np.median]): for order in [1, 2, np.inf]: # Fit SelectFromModel a multi-class problem transformer = SelectFromModel(estimator=LogisticRegression(), threshold=threshold, norm_order=order) transformer.fit(X, y) assert hasattr(transformer.estimator_, 'coef_') X_new = transformer.transform(X) assert X_new.shape[1] < X.shape[1] # Manually check that the norm is correctly performed est.fit(X, y) importances = np.linalg.norm(est.coef_, axis=0, ord=order) feature_mask = importances > func(importances) assert_array_almost_equal(X_new, X[:, feature_mask]) def test_partial_fit(): est = PassiveAggressiveClassifier(random_state=0, shuffle=False, max_iter=5, tol=None) transformer = SelectFromModel(estimator=est) transformer.partial_fit(data, y, classes=np.unique(y)) old_model = transformer.estimator_ transformer.partial_fit(data, y, classes=np.unique(y)) new_model = transformer.estimator_ assert old_model is new_model X_transform = transformer.transform(data) transformer.fit(np.vstack((data, data)), np.concatenate((y, y))) assert_array_almost_equal(X_transform, transformer.transform(data)) # check that if est doesn't have partial_fit, neither does SelectFromModel transformer = SelectFromModel(estimator=RandomForestClassifier()) assert not hasattr(transformer, "partial_fit") def test_calling_fit_reinitializes(): est = LinearSVC(random_state=0) transformer = SelectFromModel(estimator=est) transformer.fit(data, y) transformer.set_params(estimator__C=100) transformer.fit(data, y) assert transformer.estimator_.C == 100 def test_prefit(): # Test all possible combinations of the prefit parameter. # Passing a prefit parameter with the selected model # and fitting a unfit model with prefit=False should give same results. clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=0, tol=None) model = SelectFromModel(clf) model.fit(data, y) X_transform = model.transform(data) clf.fit(data, y) model = SelectFromModel(clf, prefit=True) assert_array_almost_equal(model.transform(data), X_transform) # Check that the model is rewritten if prefit=False and a fitted model is # passed model = SelectFromModel(clf, prefit=False) model.fit(data, y) assert_array_almost_equal(model.transform(data), X_transform) # Check that prefit=True and calling fit raises a ValueError model = SelectFromModel(clf, prefit=True) with pytest.raises(ValueError): model.fit(data, y) def test_threshold_string(): est = RandomForestClassifier(n_estimators=50, random_state=0) model = SelectFromModel(est, threshold="0.5*mean") model.fit(data, y) X_transform = model.transform(data) # Calculate the threshold from the estimator directly. est.fit(data, y) threshold = 0.5 * np.mean(est.feature_importances_) mask = est.feature_importances_ > threshold assert_array_almost_equal(X_transform, data[:, mask]) def test_threshold_without_refitting(): # Test that the threshold can be set without refitting the model. clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=0, tol=None) model = SelectFromModel(clf, threshold="0.1 * mean") model.fit(data, y) X_transform = model.transform(data) # Set a higher threshold to filter out more features. model.threshold = "1.0 * mean" assert X_transform.shape[1] > model.transform(data).shape[1] def test_fit_accepts_nan_inf(): # Test that fit doesn't check for np.inf and np.nan values. clf = HistGradientBoostingClassifier(random_state=0) model = SelectFromModel(estimator=clf) nan_data = data.copy() nan_data[0] = np.NaN nan_data[1] = np.Inf model.fit(data, y) def test_transform_accepts_nan_inf(): # Test that transform doesn't check for np.inf and np.nan values. clf = NaNTagRandomForest(n_estimators=100, random_state=0) nan_data = data.copy() model = SelectFromModel(estimator=clf) model.fit(nan_data, y) nan_data[0] = np.NaN nan_data[1] = np.Inf model.transform(nan_data) def test_allow_nan_tag_comes_from_estimator(): allow_nan_est = NaNTag() model = SelectFromModel(estimator=allow_nan_est) assert model._get_tags()['allow_nan'] is True no_nan_est = NoNaNTag() model = SelectFromModel(estimator=no_nan_est) assert model._get_tags()['allow_nan'] is False def _pca_importances(pca_estimator): return np.abs(pca_estimator.explained_variance_) @pytest.mark.parametrize( "estimator, importance_getter", [(make_pipeline(PCA(random_state=0), LogisticRegression()), 'named_steps.logisticregression.coef_'), (PCA(random_state=0), _pca_importances)] ) def test_importance_getter(estimator, importance_getter): selector = SelectFromModel( estimator, threshold="mean", importance_getter=importance_getter ) selector.fit(data, y) assert selector.transform(data).shape[1] == 1