143 lines
5.1 KiB
Python
143 lines
5.1 KiB
Python
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import numpy as np
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import pytest
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from scipy import stats
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from sklearn.linear_model import LogisticRegression
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from sklearn.svm import LinearSVC
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from sklearn.svm._bounds import l1_min_c
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from sklearn.svm._newrand import bounded_rand_int_wrap, set_seed_wrap
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from sklearn.utils.fixes import CSR_CONTAINERS
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dense_X = [[-1, 0], [0, 1], [1, 1], [1, 1]]
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Y1 = [0, 1, 1, 1]
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Y2 = [2, 1, 0, 0]
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@pytest.mark.parametrize("X_container", CSR_CONTAINERS + [np.array])
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@pytest.mark.parametrize("loss", ["squared_hinge", "log"])
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@pytest.mark.parametrize("Y_label", ["two-classes", "multi-class"])
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@pytest.mark.parametrize("intercept_label", ["no-intercept", "fit-intercept"])
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def test_l1_min_c(X_container, loss, Y_label, intercept_label):
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Ys = {"two-classes": Y1, "multi-class": Y2}
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intercepts = {
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"no-intercept": {"fit_intercept": False},
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"fit-intercept": {"fit_intercept": True, "intercept_scaling": 10},
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}
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X = X_container(dense_X)
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Y = Ys[Y_label]
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intercept_params = intercepts[intercept_label]
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check_l1_min_c(X, Y, loss, **intercept_params)
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def check_l1_min_c(X, y, loss, fit_intercept=True, intercept_scaling=1.0):
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min_c = l1_min_c(
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X,
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y,
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loss=loss,
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fit_intercept=fit_intercept,
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intercept_scaling=intercept_scaling,
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)
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clf = {
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"log": LogisticRegression(penalty="l1", solver="liblinear"),
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"squared_hinge": LinearSVC(loss="squared_hinge", penalty="l1", dual=False),
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}[loss]
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clf.fit_intercept = fit_intercept
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clf.intercept_scaling = intercept_scaling
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clf.C = min_c
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clf.fit(X, y)
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assert (np.asarray(clf.coef_) == 0).all()
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assert (np.asarray(clf.intercept_) == 0).all()
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clf.C = min_c * 1.01
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clf.fit(X, y)
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assert (np.asarray(clf.coef_) != 0).any() or (np.asarray(clf.intercept_) != 0).any()
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def test_ill_posed_min_c():
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X = [[0, 0], [0, 0]]
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y = [0, 1]
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with pytest.raises(ValueError):
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l1_min_c(X, y)
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_MAX_UNSIGNED_INT = 4294967295
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def test_newrand_default():
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"""Test that bounded_rand_int_wrap without seeding respects the range
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Note this test should pass either if executed alone, or in conjunctions
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with other tests that call set_seed explicit in any order: it checks
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invariants on the RNG instead of specific values.
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"""
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generated = [bounded_rand_int_wrap(100) for _ in range(10)]
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assert all(0 <= x < 100 for x in generated)
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assert not all(x == generated[0] for x in generated)
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@pytest.mark.parametrize("seed, expected", [(0, 54), (_MAX_UNSIGNED_INT, 9)])
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def test_newrand_set_seed(seed, expected):
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"""Test that `set_seed` produces deterministic results"""
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set_seed_wrap(seed)
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generated = bounded_rand_int_wrap(100)
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assert generated == expected
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@pytest.mark.parametrize("seed", [-1, _MAX_UNSIGNED_INT + 1])
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def test_newrand_set_seed_overflow(seed):
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"""Test that `set_seed_wrap` is defined for unsigned 32bits ints"""
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with pytest.raises(OverflowError):
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set_seed_wrap(seed)
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@pytest.mark.parametrize("range_, n_pts", [(_MAX_UNSIGNED_INT, 10000), (100, 25)])
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def test_newrand_bounded_rand_int(range_, n_pts):
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"""Test that `bounded_rand_int` follows a uniform distribution"""
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# XXX: this test is very seed sensitive: either it is wrong (too strict?)
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# or the wrapped RNG is not uniform enough, at least on some platforms.
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set_seed_wrap(42)
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n_iter = 100
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ks_pvals = []
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uniform_dist = stats.uniform(loc=0, scale=range_)
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# perform multiple samplings to make chance of outlier sampling negligible
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for _ in range(n_iter):
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# Deterministic random sampling
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sample = [bounded_rand_int_wrap(range_) for _ in range(n_pts)]
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res = stats.kstest(sample, uniform_dist.cdf)
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ks_pvals.append(res.pvalue)
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# Null hypothesis = samples come from an uniform distribution.
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# Under the null hypothesis, p-values should be uniformly distributed
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# and not concentrated on low values
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# (this may seem counter-intuitive but is backed by multiple refs)
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# So we can do two checks:
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# (1) check uniformity of p-values
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uniform_p_vals_dist = stats.uniform(loc=0, scale=1)
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res_pvals = stats.kstest(ks_pvals, uniform_p_vals_dist.cdf)
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assert res_pvals.pvalue > 0.05, (
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"Null hypothesis rejected: generated random numbers are not uniform."
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" Details: the (meta) p-value of the test of uniform distribution"
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f" of p-values is {res_pvals.pvalue} which is not > 0.05"
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)
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# (2) (safety belt) check that 90% of p-values are above 0.05
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min_10pct_pval = np.percentile(ks_pvals, q=10)
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# lower 10th quantile pvalue <= 0.05 means that the test rejects the
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# null hypothesis that the sample came from the uniform distribution
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assert min_10pct_pval > 0.05, (
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"Null hypothesis rejected: generated random numbers are not uniform. "
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f"Details: lower 10th quantile p-value of {min_10pct_pval} not > 0.05."
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)
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@pytest.mark.parametrize("range_", [-1, _MAX_UNSIGNED_INT + 1])
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def test_newrand_bounded_rand_int_limits(range_):
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"""Test that `bounded_rand_int_wrap` is defined for unsigned 32bits ints"""
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with pytest.raises(OverflowError):
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bounded_rand_int_wrap(range_)
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