import numpy as np import pytest from sklearn.datasets import make_classification, make_regression from sklearn.feature_selection import mutual_info_classif, mutual_info_regression from sklearn.feature_selection._mutual_info import _compute_mi from sklearn.utils import check_random_state from sklearn.utils._testing import ( assert_allclose, assert_array_equal, ) from sklearn.utils.fixes import CSR_CONTAINERS def test_compute_mi_dd(): # In discrete case computations are straightforward and can be done # by hand on given vectors. x = np.array([0, 1, 1, 0, 0]) y = np.array([1, 0, 0, 0, 1]) H_x = H_y = -(3 / 5) * np.log(3 / 5) - (2 / 5) * np.log(2 / 5) H_xy = -1 / 5 * np.log(1 / 5) - 2 / 5 * np.log(2 / 5) - 2 / 5 * np.log(2 / 5) I_xy = H_x + H_y - H_xy assert_allclose(_compute_mi(x, y, x_discrete=True, y_discrete=True), I_xy) def test_compute_mi_cc(global_dtype): # For two continuous variables a good approach is to test on bivariate # normal distribution, where mutual information is known. # Mean of the distribution, irrelevant for mutual information. mean = np.zeros(2) # Setup covariance matrix with correlation coeff. equal 0.5. sigma_1 = 1 sigma_2 = 10 corr = 0.5 cov = np.array( [ [sigma_1**2, corr * sigma_1 * sigma_2], [corr * sigma_1 * sigma_2, sigma_2**2], ] ) # True theoretical mutual information. I_theory = np.log(sigma_1) + np.log(sigma_2) - 0.5 * np.log(np.linalg.det(cov)) rng = check_random_state(0) Z = rng.multivariate_normal(mean, cov, size=1000).astype(global_dtype, copy=False) x, y = Z[:, 0], Z[:, 1] # Theory and computed values won't be very close # We here check with a large relative tolerance for n_neighbors in [3, 5, 7]: I_computed = _compute_mi( x, y, x_discrete=False, y_discrete=False, n_neighbors=n_neighbors ) assert_allclose(I_computed, I_theory, rtol=1e-1) def test_compute_mi_cd(global_dtype): # To test define a joint distribution as follows: # p(x, y) = p(x) p(y | x) # X ~ Bernoulli(p) # (Y | x = 0) ~ Uniform(-1, 1) # (Y | x = 1) ~ Uniform(0, 2) # Use the following formula for mutual information: # I(X; Y) = H(Y) - H(Y | X) # Two entropies can be computed by hand: # H(Y) = -(1-p)/2 * ln((1-p)/2) - p/2*log(p/2) - 1/2*log(1/2) # H(Y | X) = ln(2) # Now we need to implement sampling from out distribution, which is # done easily using conditional distribution logic. n_samples = 1000 rng = check_random_state(0) for p in [0.3, 0.5, 0.7]: x = rng.uniform(size=n_samples) > p y = np.empty(n_samples, global_dtype) mask = x == 0 y[mask] = rng.uniform(-1, 1, size=np.sum(mask)) y[~mask] = rng.uniform(0, 2, size=np.sum(~mask)) I_theory = -0.5 * ( (1 - p) * np.log(0.5 * (1 - p)) + p * np.log(0.5 * p) + np.log(0.5) ) - np.log(2) # Assert the same tolerance. for n_neighbors in [3, 5, 7]: I_computed = _compute_mi( x, y, x_discrete=True, y_discrete=False, n_neighbors=n_neighbors ) assert_allclose(I_computed, I_theory, rtol=1e-1) def test_compute_mi_cd_unique_label(global_dtype): # Test that adding unique label doesn't change MI. n_samples = 100 x = np.random.uniform(size=n_samples) > 0.5 y = np.empty(n_samples, global_dtype) mask = x == 0 y[mask] = np.random.uniform(-1, 1, size=np.sum(mask)) y[~mask] = np.random.uniform(0, 2, size=np.sum(~mask)) mi_1 = _compute_mi(x, y, x_discrete=True, y_discrete=False) x = np.hstack((x, 2)) y = np.hstack((y, 10)) mi_2 = _compute_mi(x, y, x_discrete=True, y_discrete=False) assert_allclose(mi_1, mi_2) # We are going test that feature ordering by MI matches our expectations. def test_mutual_info_classif_discrete(global_dtype): X = np.array( [[0, 0, 0], [1, 1, 0], [2, 0, 1], [2, 0, 1], [2, 0, 1]], dtype=global_dtype ) y = np.array([0, 1, 2, 2, 1]) # Here X[:, 0] is the most informative feature, and X[:, 1] is weakly # informative. mi = mutual_info_classif(X, y, discrete_features=True) assert_array_equal(np.argsort(-mi), np.array([0, 2, 1])) def test_mutual_info_regression(global_dtype): # We generate sample from multivariate normal distribution, using # transformation from initially uncorrelated variables. The zero # variables after transformation is selected as the target vector, # it has the strongest correlation with the variable 2, and # the weakest correlation with the variable 1. T = np.array([[1, 0.5, 2, 1], [0, 1, 0.1, 0.0], [0, 0.1, 1, 0.1], [0, 0.1, 0.1, 1]]) cov = T.dot(T.T) mean = np.zeros(4) rng = check_random_state(0) Z = rng.multivariate_normal(mean, cov, size=1000).astype(global_dtype, copy=False) X = Z[:, 1:] y = Z[:, 0] mi = mutual_info_regression(X, y, random_state=0) assert_array_equal(np.argsort(-mi), np.array([1, 2, 0])) # XXX: should mutual_info_regression be fixed to avoid # up-casting float32 inputs to float64? assert mi.dtype == np.float64 def test_mutual_info_classif_mixed(global_dtype): # Here the target is discrete and there are two continuous and one # discrete feature. The idea of this test is clear from the code. rng = check_random_state(0) X = rng.rand(1000, 3).astype(global_dtype, copy=False) X[:, 1] += X[:, 0] y = ((0.5 * X[:, 0] + X[:, 2]) > 0.5).astype(int) X[:, 2] = X[:, 2] > 0.5 mi = mutual_info_classif(X, y, discrete_features=[2], n_neighbors=3, random_state=0) assert_array_equal(np.argsort(-mi), [2, 0, 1]) for n_neighbors in [5, 7, 9]: mi_nn = mutual_info_classif( X, y, discrete_features=[2], n_neighbors=n_neighbors, random_state=0 ) # Check that the continuous values have an higher MI with greater # n_neighbors assert mi_nn[0] > mi[0] assert mi_nn[1] > mi[1] # The n_neighbors should not have any effect on the discrete value # The MI should be the same assert mi_nn[2] == mi[2] @pytest.mark.parametrize("csr_container", CSR_CONTAINERS) def test_mutual_info_options(global_dtype, csr_container): X = np.array( [[0, 0, 0], [1, 1, 0], [2, 0, 1], [2, 0, 1], [2, 0, 1]], dtype=global_dtype ) y = np.array([0, 1, 2, 2, 1], dtype=global_dtype) X_csr = csr_container(X) for mutual_info in (mutual_info_regression, mutual_info_classif): with pytest.raises(ValueError): mutual_info(X_csr, y, discrete_features=False) with pytest.raises(ValueError): mutual_info(X, y, discrete_features="manual") with pytest.raises(ValueError): mutual_info(X_csr, y, discrete_features=[True, False, True]) with pytest.raises(IndexError): mutual_info(X, y, discrete_features=[True, False, True, False]) with pytest.raises(IndexError): mutual_info(X, y, discrete_features=[1, 4]) mi_1 = mutual_info(X, y, discrete_features="auto", random_state=0) mi_2 = mutual_info(X, y, discrete_features=False, random_state=0) mi_3 = mutual_info(X_csr, y, discrete_features="auto", random_state=0) mi_4 = mutual_info(X_csr, y, discrete_features=True, random_state=0) mi_5 = mutual_info(X, y, discrete_features=[True, False, True], random_state=0) mi_6 = mutual_info(X, y, discrete_features=[0, 2], random_state=0) assert_allclose(mi_1, mi_2) assert_allclose(mi_3, mi_4) assert_allclose(mi_5, mi_6) assert not np.allclose(mi_1, mi_3) @pytest.mark.parametrize("correlated", [True, False]) def test_mutual_information_symmetry_classif_regression(correlated, global_random_seed): """Check that `mutual_info_classif` and `mutual_info_regression` are symmetric by switching the target `y` as `feature` in `X` and vice versa. Non-regression test for: https://github.com/scikit-learn/scikit-learn/issues/23720 """ rng = np.random.RandomState(global_random_seed) n = 100 d = rng.randint(10, size=n) if correlated: c = d.astype(np.float64) else: c = rng.normal(0, 1, size=n) mi_classif = mutual_info_classif( c[:, None], d, discrete_features=[False], random_state=global_random_seed ) mi_regression = mutual_info_regression( d[:, None], c, discrete_features=[True], random_state=global_random_seed ) assert mi_classif == pytest.approx(mi_regression) def test_mutual_info_regression_X_int_dtype(global_random_seed): """Check that results agree when X is integer dtype and float dtype. Non-regression test for Issue #26696. """ rng = np.random.RandomState(global_random_seed) X = rng.randint(100, size=(100, 10)) X_float = X.astype(np.float64, copy=True) y = rng.randint(100, size=100) expected = mutual_info_regression(X_float, y, random_state=global_random_seed) result = mutual_info_regression(X, y, random_state=global_random_seed) assert_allclose(result, expected) @pytest.mark.parametrize( "mutual_info_func, data_generator", [ (mutual_info_regression, make_regression), (mutual_info_classif, make_classification), ], ) def test_mutual_info_n_jobs(global_random_seed, mutual_info_func, data_generator): """Check that results are consistent with different `n_jobs`.""" X, y = data_generator(random_state=global_random_seed) single_job = mutual_info_func(X, y, random_state=global_random_seed, n_jobs=1) multi_job = mutual_info_func(X, y, random_state=global_random_seed, n_jobs=2) assert_allclose(single_job, multi_job)