607 lines
24 KiB
Python
607 lines
24 KiB
Python
from math import ceil
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import pytest
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from scipy.stats import norm, randint
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import numpy as np
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from sklearn.datasets import make_classification
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from sklearn.dummy import DummyClassifier
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from sklearn.experimental import enable_halving_search_cv # noqa
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from sklearn.model_selection import StratifiedKFold
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from sklearn.model_selection import StratifiedShuffleSplit
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from sklearn.model_selection import LeaveOneGroupOut
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from sklearn.model_selection import LeavePGroupsOut
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from sklearn.model_selection import GroupKFold
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from sklearn.model_selection import GroupShuffleSplit
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from sklearn.model_selection import HalvingGridSearchCV
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from sklearn.model_selection import HalvingRandomSearchCV
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from sklearn.model_selection import KFold, ShuffleSplit
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from sklearn.svm import LinearSVC
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from sklearn.model_selection._search_successive_halving import (
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_SubsampleMetaSplitter, _top_k, _refit_callable)
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class FastClassifier(DummyClassifier):
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"""Dummy classifier that accepts parameters a, b, ... z.
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These parameter don't affect the predictions and are useful for fast
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grid searching."""
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def __init__(self, strategy='stratified', random_state=None,
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constant=None, **kwargs):
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super().__init__(strategy=strategy, random_state=random_state,
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constant=constant)
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def get_params(self, deep=False):
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params = super().get_params(deep=deep)
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for char in range(ord('a'), ord('z') + 1):
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params[chr(char)] = 'whatever'
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return params
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@pytest.mark.parametrize('Est', (HalvingGridSearchCV, HalvingRandomSearchCV))
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@pytest.mark.parametrize(
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('aggressive_elimination,'
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'max_resources,'
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'expected_n_iterations,'
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'expected_n_required_iterations,'
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'expected_n_possible_iterations,'
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'expected_n_remaining_candidates,'
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'expected_n_candidates,'
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'expected_n_resources,'), [
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# notice how it loops at the beginning
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# also, the number of candidates evaluated at the last iteration is
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# <= factor
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(True, 'limited', 4, 4, 3, 1, [60, 20, 7, 3], [20, 20, 60, 180]),
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# no aggressive elimination: we end up with less iterations, and
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# the number of candidates at the last iter is > factor, which isn't
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# ideal
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(False, 'limited', 3, 4, 3, 3, [60, 20, 7], [20, 60, 180]),
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# # When the amount of resource isn't limited, aggressive_elimination
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# # has no effect. Here the default min_resources='exhaust' will take
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# # over.
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(True, 'unlimited', 4, 4, 4, 1, [60, 20, 7, 3], [37, 111, 333, 999]),
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(False, 'unlimited', 4, 4, 4, 1, [60, 20, 7, 3], [37, 111, 333, 999]),
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]
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)
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def test_aggressive_elimination(
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Est, aggressive_elimination, max_resources, expected_n_iterations,
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expected_n_required_iterations, expected_n_possible_iterations,
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expected_n_remaining_candidates, expected_n_candidates,
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expected_n_resources):
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# Test the aggressive_elimination parameter.
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n_samples = 1000
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X, y = make_classification(n_samples=n_samples, random_state=0)
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param_grid = {'a': ('l1', 'l2'), 'b': list(range(30))}
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base_estimator = FastClassifier()
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if max_resources == 'limited':
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max_resources = 180
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else:
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max_resources = n_samples
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sh = Est(base_estimator, param_grid,
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aggressive_elimination=aggressive_elimination,
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max_resources=max_resources, factor=3)
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sh.set_params(verbose=True) # just for test coverage
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if Est is HalvingRandomSearchCV:
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# same number of candidates as with the grid
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sh.set_params(n_candidates=2 * 30, min_resources='exhaust')
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sh.fit(X, y)
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assert sh.n_iterations_ == expected_n_iterations
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assert sh.n_required_iterations_ == expected_n_required_iterations
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assert sh.n_possible_iterations_ == expected_n_possible_iterations
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assert sh.n_resources_ == expected_n_resources
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assert sh.n_candidates_ == expected_n_candidates
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assert sh.n_remaining_candidates_ == expected_n_remaining_candidates
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assert ceil(sh.n_candidates_[-1] / sh.factor) == sh.n_remaining_candidates_
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@pytest.mark.parametrize('Est', (HalvingGridSearchCV, HalvingRandomSearchCV))
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@pytest.mark.parametrize(
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('min_resources,'
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'max_resources,'
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'expected_n_iterations,'
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'expected_n_possible_iterations,'
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'expected_n_resources,'), [
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# with enough resources
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('smallest', 'auto', 2, 4, [20, 60]),
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# with enough resources but min_resources set manually
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(50, 'auto', 2, 3, [50, 150]),
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# without enough resources, only one iteration can be done
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('smallest', 30, 1, 1, [20]),
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# with exhaust: use as much resources as possible at the last iter
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('exhaust', 'auto', 2, 2, [333, 999]),
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('exhaust', 1000, 2, 2, [333, 999]),
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('exhaust', 999, 2, 2, [333, 999]),
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('exhaust', 600, 2, 2, [200, 600]),
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('exhaust', 599, 2, 2, [199, 597]),
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('exhaust', 300, 2, 2, [100, 300]),
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('exhaust', 60, 2, 2, [20, 60]),
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('exhaust', 50, 1, 1, [20]),
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('exhaust', 20, 1, 1, [20]),
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]
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)
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def test_min_max_resources(
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Est, min_resources, max_resources, expected_n_iterations,
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expected_n_possible_iterations,
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expected_n_resources):
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# Test the min_resources and max_resources parameters, and how they affect
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# the number of resources used at each iteration
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n_samples = 1000
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X, y = make_classification(n_samples=n_samples, random_state=0)
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param_grid = {'a': [1, 2], 'b': [1, 2, 3]}
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base_estimator = FastClassifier()
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sh = Est(base_estimator, param_grid, factor=3, min_resources=min_resources,
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max_resources=max_resources)
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if Est is HalvingRandomSearchCV:
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sh.set_params(n_candidates=6) # same number as with the grid
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sh.fit(X, y)
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expected_n_required_iterations = 2 # given 6 combinations and factor = 3
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assert sh.n_iterations_ == expected_n_iterations
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assert sh.n_required_iterations_ == expected_n_required_iterations
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assert sh.n_possible_iterations_ == expected_n_possible_iterations
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assert sh.n_resources_ == expected_n_resources
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if min_resources == 'exhaust':
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assert (sh.n_possible_iterations_ == sh.n_iterations_ ==
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len(sh.n_resources_))
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@pytest.mark.parametrize('Est', (HalvingRandomSearchCV, HalvingGridSearchCV))
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@pytest.mark.parametrize(
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'max_resources, n_iterations, n_possible_iterations', [
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('auto', 5, 9), # all resources are used
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(1024, 5, 9),
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(700, 5, 8),
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(512, 5, 8),
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(511, 5, 7),
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(32, 4, 4),
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(31, 3, 3),
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(16, 3, 3),
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(4, 1, 1), # max_resources == min_resources, only one iteration is
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# possible
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])
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def test_n_iterations(Est, max_resources, n_iterations, n_possible_iterations):
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# test the number of actual iterations that were run depending on
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# max_resources
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n_samples = 1024
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X, y = make_classification(n_samples=n_samples, random_state=1)
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param_grid = {'a': [1, 2], 'b': list(range(10))}
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base_estimator = FastClassifier()
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factor = 2
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sh = Est(base_estimator, param_grid, cv=2, factor=factor,
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max_resources=max_resources, min_resources=4)
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if Est is HalvingRandomSearchCV:
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sh.set_params(n_candidates=20) # same as for HalvingGridSearchCV
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sh.fit(X, y)
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assert sh.n_required_iterations_ == 5
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assert sh.n_iterations_ == n_iterations
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assert sh.n_possible_iterations_ == n_possible_iterations
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@pytest.mark.parametrize('Est', (HalvingRandomSearchCV, HalvingGridSearchCV))
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def test_resource_parameter(Est):
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# Test the resource parameter
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n_samples = 1000
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X, y = make_classification(n_samples=n_samples, random_state=0)
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param_grid = {'a': [1, 2], 'b': list(range(10))}
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base_estimator = FastClassifier()
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sh = Est(base_estimator, param_grid, cv=2, resource='c',
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max_resources=10, factor=3)
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sh.fit(X, y)
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assert set(sh.n_resources_) == set([1, 3, 9])
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for r_i, params, param_c in zip(sh.cv_results_['n_resources'],
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sh.cv_results_['params'],
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sh.cv_results_['param_c']):
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assert r_i == params['c'] == param_c
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with pytest.raises(
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ValueError,
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match='Cannot use resource=1234 which is not supported '):
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sh = HalvingGridSearchCV(base_estimator, param_grid, cv=2,
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resource='1234', max_resources=10)
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sh.fit(X, y)
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with pytest.raises(
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ValueError,
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match='Cannot use parameter c as the resource since it is part '
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'of the searched parameters.'):
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param_grid = {'a': [1, 2], 'b': [1, 2], 'c': [1, 3]}
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sh = HalvingGridSearchCV(base_estimator, param_grid, cv=2,
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resource='c', max_resources=10)
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sh.fit(X, y)
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@pytest.mark.parametrize(
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'max_resources, n_candidates, expected_n_candidates', [
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(512, 'exhaust', 128), # generate exactly as much as needed
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(32, 'exhaust', 8),
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(32, 8, 8),
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(32, 7, 7), # ask for less than what we could
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(32, 9, 9), # ask for more than 'reasonable'
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])
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def test_random_search(max_resources, n_candidates, expected_n_candidates):
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# Test random search and make sure the number of generated candidates is
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# as expected
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n_samples = 1024
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X, y = make_classification(n_samples=n_samples, random_state=0)
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param_grid = {'a': norm, 'b': norm}
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base_estimator = FastClassifier()
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sh = HalvingRandomSearchCV(base_estimator, param_grid,
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n_candidates=n_candidates, cv=2,
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max_resources=max_resources, factor=2,
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min_resources=4)
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sh.fit(X, y)
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assert sh.n_candidates_[0] == expected_n_candidates
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if n_candidates == 'exhaust':
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# Make sure 'exhaust' makes the last iteration use as much resources as
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# we can
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assert sh.n_resources_[-1] == max_resources
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@pytest.mark.parametrize('param_distributions, expected_n_candidates', [
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({'a': [1, 2]}, 2), # all lists, sample less than n_candidates
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({'a': randint(1, 3)}, 10), # not all list, respect n_candidates
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])
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def test_random_search_discrete_distributions(param_distributions,
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expected_n_candidates):
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# Make sure random search samples the appropriate number of candidates when
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# we ask for more than what's possible. How many parameters are sampled
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# depends whether the distributions are 'all lists' or not (see
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# ParameterSampler for details). This is somewhat redundant with the checks
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# in ParameterSampler but interaction bugs were discovered during
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# developement of SH
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n_samples = 1024
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X, y = make_classification(n_samples=n_samples, random_state=0)
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base_estimator = FastClassifier()
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sh = HalvingRandomSearchCV(base_estimator, param_distributions,
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n_candidates=10)
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sh.fit(X, y)
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assert sh.n_candidates_[0] == expected_n_candidates
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@pytest.mark.parametrize('Est', (HalvingGridSearchCV, HalvingRandomSearchCV))
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@pytest.mark.parametrize('params, expected_error_message', [
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({'scoring': {'accuracy', 'accuracy'}},
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'Multimetric scoring is not supported'),
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({'resource': 'not_a_parameter'},
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'Cannot use resource=not_a_parameter which is not supported'),
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({'resource': 'a', 'max_resources': 100},
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'Cannot use parameter a as the resource since it is part of'),
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({'max_resources': 'not_auto'},
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'max_resources must be either'),
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({'max_resources': 100.5},
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'max_resources must be either'),
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({'max_resources': -10},
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'max_resources must be either'),
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({'min_resources': 'bad str'},
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'min_resources must be either'),
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({'min_resources': 0.5},
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'min_resources must be either'),
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({'min_resources': -10},
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'min_resources must be either'),
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({'max_resources': 'auto', 'resource': 'b'},
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"max_resources can only be 'auto' if resource='n_samples'"),
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({'min_resources': 15, 'max_resources': 14},
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"min_resources_=15 is greater than max_resources_=14"),
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({'cv': KFold(shuffle=True)}, "must yield consistent folds"),
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({'cv': ShuffleSplit()}, "must yield consistent folds"),
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])
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def test_input_errors(Est, params, expected_error_message):
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base_estimator = FastClassifier()
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param_grid = {'a': [1]}
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X, y = make_classification(100)
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sh = Est(base_estimator, param_grid, **params)
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with pytest.raises(ValueError, match=expected_error_message):
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sh.fit(X, y)
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@pytest.mark.parametrize('params, expected_error_message', [
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({'n_candidates': 'exhaust', 'min_resources': 'exhaust'},
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"cannot be both set to 'exhaust'"),
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({'n_candidates': 'bad'}, "either 'exhaust' or a positive integer"),
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({'n_candidates': 0}, "either 'exhaust' or a positive integer"),
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])
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def test_input_errors_randomized(params, expected_error_message):
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# tests specific to HalvingRandomSearchCV
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base_estimator = FastClassifier()
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param_grid = {'a': [1]}
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X, y = make_classification(100)
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sh = HalvingRandomSearchCV(base_estimator, param_grid, **params)
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with pytest.raises(ValueError, match=expected_error_message):
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sh.fit(X, y)
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@pytest.mark.parametrize(
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'fraction, subsample_test, expected_train_size, expected_test_size', [
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(.5, True, 40, 10),
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(.5, False, 40, 20),
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(.2, True, 16, 4),
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(.2, False, 16, 20)])
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def test_subsample_splitter_shapes(fraction, subsample_test,
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expected_train_size, expected_test_size):
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# Make sure splits returned by SubsampleMetaSplitter are of appropriate
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# size
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n_samples = 100
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X, y = make_classification(n_samples)
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cv = _SubsampleMetaSplitter(base_cv=KFold(5), fraction=fraction,
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subsample_test=subsample_test,
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random_state=None)
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for train, test in cv.split(X, y):
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assert train.shape[0] == expected_train_size
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assert test.shape[0] == expected_test_size
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if subsample_test:
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assert train.shape[0] + test.shape[0] == int(n_samples * fraction)
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else:
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assert test.shape[0] == n_samples // cv.base_cv.get_n_splits()
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@pytest.mark.parametrize('subsample_test', (True, False))
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def test_subsample_splitter_determinism(subsample_test):
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# Make sure _SubsampleMetaSplitter is consistent across calls to split():
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# - we're OK having training sets differ (they're always sampled with a
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# different fraction anyway)
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# - when we don't subsample the test set, we want it to be always the same.
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# This check is the most important. This is ensured by the determinism
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# of the base_cv.
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# Note: we could force both train and test splits to be always the same if
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# we drew an int seed in _SubsampleMetaSplitter.__init__
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n_samples = 100
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X, y = make_classification(n_samples)
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cv = _SubsampleMetaSplitter(base_cv=KFold(5), fraction=.5,
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subsample_test=subsample_test,
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random_state=None)
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folds_a = list(cv.split(X, y, groups=None))
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folds_b = list(cv.split(X, y, groups=None))
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for (train_a, test_a), (train_b, test_b) in zip(folds_a, folds_b):
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assert not np.all(train_a == train_b)
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if subsample_test:
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assert not np.all(test_a == test_b)
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else:
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assert np.all(test_a == test_b)
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assert np.all(X[test_a] == X[test_b])
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@pytest.mark.parametrize('k, itr, expected', [
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(1, 0, ['c']),
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(2, 0, ['a', 'c']),
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(4, 0, ['d', 'b', 'a', 'c']),
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(10, 0, ['d', 'b', 'a', 'c']),
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(1, 1, ['e']),
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(2, 1, ['f', 'e']),
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(10, 1, ['f', 'e']),
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(1, 2, ['i']),
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(10, 2, ['g', 'h', 'i']),
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])
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def test_top_k(k, itr, expected):
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results = { # this isn't a 'real world' result dict
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'iter': [0, 0, 0, 0, 1, 1, 2, 2, 2],
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'mean_test_score': [4, 3, 5, 1, 11, 10, 5, 6, 9],
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'params': ['a', 'b', 'c', 'd', 'e', 'f', 'g', 'h', 'i'],
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}
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got = _top_k(results, k=k, itr=itr)
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assert np.all(got == expected)
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def test_refit_callable():
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results = { # this isn't a 'real world' result dict
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'iter': np.array([0, 0, 0, 0, 1, 1, 2, 2, 2]),
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'mean_test_score': np.array([4, 3, 5, 1, 11, 10, 5, 6, 9]),
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'params': np.array(['a', 'b', 'c', 'd', 'e', 'f', 'g', 'h', 'i']),
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}
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assert _refit_callable(results) == 8 # index of 'i'
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@pytest.mark.parametrize('Est', (HalvingRandomSearchCV, HalvingGridSearchCV))
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def test_cv_results(Est):
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# test that the cv_results_ matches correctly the logic of the
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# tournament: in particular that the candidates continued in each
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# successive iteration are those that were best in the previous iteration
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pd = pytest.importorskip('pandas')
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rng = np.random.RandomState(0)
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n_samples = 1000
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X, y = make_classification(n_samples=n_samples, random_state=0)
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param_grid = {'a': ('l1', 'l2'), 'b': list(range(30))}
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base_estimator = FastClassifier()
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# generate random scores: we want to avoid ties, which would otherwise
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# mess with the ordering and make testing harder
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def scorer(est, X, y):
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return rng.rand()
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|
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|
sh = Est(base_estimator, param_grid, factor=2, scoring=scorer)
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if Est is HalvingRandomSearchCV:
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|
# same number of candidates as with the grid
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|
sh.set_params(n_candidates=2 * 30, min_resources='exhaust')
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|
|
|
sh.fit(X, y)
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|
|
|
# non-regression check for
|
|
# https://github.com/scikit-learn/scikit-learn/issues/19203
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|
assert isinstance(sh.cv_results_['iter'], np.ndarray)
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|
assert isinstance(sh.cv_results_['n_resources'], np.ndarray)
|
|
|
|
cv_results_df = pd.DataFrame(sh.cv_results_)
|
|
|
|
# just make sure we don't have ties
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|
assert len(cv_results_df['mean_test_score'].unique()) == len(cv_results_df)
|
|
|
|
cv_results_df['params_str'] = cv_results_df['params'].apply(str)
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|
table = cv_results_df.pivot(index='params_str', columns='iter',
|
|
values='mean_test_score')
|
|
|
|
# table looks like something like this:
|
|
# iter 0 1 2 3 4 5
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|
# params_str
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|
# {'a': 'l2', 'b': 23} 0.75 NaN NaN NaN NaN NaN
|
|
# {'a': 'l1', 'b': 30} 0.90 0.875 NaN NaN NaN NaN
|
|
# {'a': 'l1', 'b': 0} 0.75 NaN NaN NaN NaN NaN
|
|
# {'a': 'l2', 'b': 3} 0.85 0.925 0.9125 0.90625 NaN NaN
|
|
# {'a': 'l1', 'b': 5} 0.80 NaN NaN NaN NaN NaN
|
|
# ...
|
|
|
|
# where a NaN indicates that the candidate wasn't evaluated at a given
|
|
# iteration, because it wasn't part of the top-K at some previous
|
|
# iteration. We here make sure that candidates that aren't in the top-k at
|
|
# any given iteration are indeed not evaluated at the subsequent
|
|
# iterations.
|
|
nan_mask = pd.isna(table)
|
|
n_iter = sh.n_iterations_
|
|
for it in range(n_iter - 1):
|
|
already_discarded_mask = nan_mask[it]
|
|
|
|
# make sure that if a candidate is already discarded, we don't evaluate
|
|
# it later
|
|
assert (already_discarded_mask & nan_mask[it + 1] ==
|
|
already_discarded_mask).all()
|
|
|
|
# make sure that the number of discarded candidate is correct
|
|
discarded_now_mask = ~already_discarded_mask & nan_mask[it + 1]
|
|
kept_mask = ~already_discarded_mask & ~discarded_now_mask
|
|
assert kept_mask.sum() == sh.n_candidates_[it + 1]
|
|
|
|
# make sure that all discarded candidates have a lower score than the
|
|
# kept candidates
|
|
discarded_max_score = table[it].where(discarded_now_mask).max()
|
|
kept_min_score = table[it].where(kept_mask).min()
|
|
assert discarded_max_score < kept_min_score
|
|
|
|
# We now make sure that the best candidate is chosen only from the last
|
|
# iteration.
|
|
# We also make sure this is true even if there were higher scores in
|
|
# earlier rounds (this isn't generally the case, but worth ensuring it's
|
|
# possible).
|
|
|
|
last_iter = cv_results_df['iter'].max()
|
|
idx_best_last_iter = (
|
|
cv_results_df[cv_results_df['iter'] == last_iter]
|
|
['mean_test_score'].idxmax()
|
|
)
|
|
idx_best_all_iters = cv_results_df['mean_test_score'].idxmax()
|
|
|
|
assert sh.best_params_ == cv_results_df.iloc[idx_best_last_iter]['params']
|
|
assert (cv_results_df.iloc[idx_best_last_iter]['mean_test_score'] <
|
|
cv_results_df.iloc[idx_best_all_iters]['mean_test_score'])
|
|
assert (cv_results_df.iloc[idx_best_last_iter]['params'] !=
|
|
cv_results_df.iloc[idx_best_all_iters]['params'])
|
|
|
|
|
|
@pytest.mark.parametrize('Est', (HalvingGridSearchCV, HalvingRandomSearchCV))
|
|
def test_base_estimator_inputs(Est):
|
|
# make sure that the base estimators are passed the correct parameters and
|
|
# number of samples at each iteration.
|
|
pd = pytest.importorskip('pandas')
|
|
|
|
passed_n_samples_fit = []
|
|
passed_n_samples_predict = []
|
|
passed_params = []
|
|
|
|
class FastClassifierBookKeeping(FastClassifier):
|
|
|
|
def fit(self, X, y):
|
|
passed_n_samples_fit.append(X.shape[0])
|
|
return super().fit(X, y)
|
|
|
|
def predict(self, X):
|
|
passed_n_samples_predict.append(X.shape[0])
|
|
return super().predict(X)
|
|
|
|
def set_params(self, **params):
|
|
passed_params.append(params)
|
|
return super().set_params(**params)
|
|
|
|
n_samples = 1024
|
|
n_splits = 2
|
|
X, y = make_classification(n_samples=n_samples, random_state=0)
|
|
param_grid = {'a': ('l1', 'l2'), 'b': list(range(30))}
|
|
base_estimator = FastClassifierBookKeeping()
|
|
|
|
sh = Est(base_estimator, param_grid, factor=2, cv=n_splits,
|
|
return_train_score=False, refit=False)
|
|
if Est is HalvingRandomSearchCV:
|
|
# same number of candidates as with the grid
|
|
sh.set_params(n_candidates=2 * 30, min_resources='exhaust')
|
|
|
|
sh.fit(X, y)
|
|
|
|
assert len(passed_n_samples_fit) == len(passed_n_samples_predict)
|
|
passed_n_samples = [x + y for (x, y) in zip(passed_n_samples_fit,
|
|
passed_n_samples_predict)]
|
|
|
|
# Lists are of length n_splits * n_iter * n_candidates_at_i.
|
|
# Each chunk of size n_splits corresponds to the n_splits folds for the
|
|
# same candidate at the same iteration, so they contain equal values. We
|
|
# subsample such that the lists are of length n_iter * n_candidates_at_it
|
|
passed_n_samples = passed_n_samples[::n_splits]
|
|
passed_params = passed_params[::n_splits]
|
|
|
|
cv_results_df = pd.DataFrame(sh.cv_results_)
|
|
|
|
assert len(passed_params) == len(passed_n_samples) == len(cv_results_df)
|
|
|
|
uniques, counts = np.unique(passed_n_samples, return_counts=True)
|
|
assert (sh.n_resources_ == uniques).all()
|
|
assert (sh.n_candidates_ == counts).all()
|
|
|
|
assert (cv_results_df['params'] == passed_params).all()
|
|
assert (cv_results_df['n_resources'] == passed_n_samples).all()
|
|
|
|
|
|
@pytest.mark.parametrize('Est', (HalvingGridSearchCV, HalvingRandomSearchCV))
|
|
def test_groups_support(Est):
|
|
# Check if ValueError (when groups is None) propagates to
|
|
# HalvingGridSearchCV and HalvingRandomSearchCV
|
|
# And also check if groups is correctly passed to the cv object
|
|
rng = np.random.RandomState(0)
|
|
|
|
X, y = make_classification(n_samples=50, n_classes=2, random_state=0)
|
|
groups = rng.randint(0, 3, 50)
|
|
|
|
clf = LinearSVC(random_state=0)
|
|
grid = {'C': [1]}
|
|
|
|
group_cvs = [LeaveOneGroupOut(), LeavePGroupsOut(2),
|
|
GroupKFold(n_splits=3), GroupShuffleSplit(random_state=0)]
|
|
error_msg = "The 'groups' parameter should not be None."
|
|
for cv in group_cvs:
|
|
gs = Est(clf, grid, cv=cv)
|
|
with pytest.raises(ValueError, match=error_msg):
|
|
gs.fit(X, y)
|
|
gs.fit(X, y, groups=groups)
|
|
|
|
non_group_cvs = [StratifiedKFold(), StratifiedShuffleSplit(random_state=0)]
|
|
for cv in non_group_cvs:
|
|
gs = Est(clf, grid, cv=cv)
|
|
# Should not raise an error
|
|
gs.fit(X, y)
|