857 lines
28 KiB
Python
857 lines
28 KiB
Python
from math import ceil
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import numpy as np
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import pytest
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from scipy.stats import expon, norm, randint
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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 (
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GroupKFold,
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GroupShuffleSplit,
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HalvingGridSearchCV,
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HalvingRandomSearchCV,
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KFold,
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LeaveOneGroupOut,
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LeavePGroupsOut,
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ShuffleSplit,
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StratifiedKFold,
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StratifiedShuffleSplit,
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)
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from sklearn.model_selection._search_successive_halving import (
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_SubsampleMetaSplitter,
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_top_k,
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)
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from sklearn.model_selection.tests.test_search import (
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check_cv_results_array_types,
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check_cv_results_keys,
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)
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from sklearn.svm import SVC, LinearSVC
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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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# update the constraints such that we accept all parameters from a to z
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_parameter_constraints: dict = {
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**DummyClassifier._parameter_constraints,
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**{
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chr(key): "no_validation" # type: ignore
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for key in range(ord("a"), ord("z") + 1)
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},
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}
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def __init__(
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self, strategy="stratified", random_state=None, constant=None, **kwargs
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):
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super().__init__(
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strategy=strategy, random_state=random_state, constant=constant
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)
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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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class SometimesFailClassifier(DummyClassifier):
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def __init__(
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self,
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strategy="stratified",
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random_state=None,
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constant=None,
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n_estimators=10,
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fail_fit=False,
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fail_predict=False,
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a=0,
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):
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self.fail_fit = fail_fit
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self.fail_predict = fail_predict
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self.n_estimators = n_estimators
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self.a = a
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super().__init__(
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strategy=strategy, random_state=random_state, constant=constant
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)
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def fit(self, X, y):
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if self.fail_fit:
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raise Exception("fitting failed")
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return super().fit(X, y)
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def predict(self, X):
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if self.fail_predict:
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raise Exception("predict failed")
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return super().predict(X)
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@pytest.mark.filterwarnings("ignore::sklearn.exceptions.FitFailedWarning")
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@pytest.mark.filterwarnings("ignore:Scoring failed:UserWarning")
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@pytest.mark.filterwarnings("ignore:One or more of the:UserWarning")
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@pytest.mark.parametrize("HalvingSearch", (HalvingGridSearchCV, HalvingRandomSearchCV))
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@pytest.mark.parametrize("fail_at", ("fit", "predict"))
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def test_nan_handling(HalvingSearch, fail_at):
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"""Check the selection of the best scores in presence of failure represented by
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NaN values."""
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n_samples = 1_000
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X, y = make_classification(n_samples=n_samples, random_state=0)
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search = HalvingSearch(
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SometimesFailClassifier(),
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{f"fail_{fail_at}": [False, True], "a": range(3)},
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resource="n_estimators",
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max_resources=6,
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min_resources=1,
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factor=2,
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)
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search.fit(X, y)
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# estimators that failed during fit/predict should always rank lower
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# than ones where the fit/predict succeeded
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assert not search.best_params_[f"fail_{fail_at}"]
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scores = search.cv_results_["mean_test_score"]
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ranks = search.cv_results_["rank_test_score"]
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# some scores should be NaN
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assert np.isnan(scores).any()
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unique_nan_ranks = np.unique(ranks[np.isnan(scores)])
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# all NaN scores should have the same rank
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assert unique_nan_ranks.shape[0] == 1
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# NaNs should have the lowest rank
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assert (unique_nan_ranks[0] >= ranks).all()
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@pytest.mark.parametrize("Est", (HalvingGridSearchCV, HalvingRandomSearchCV))
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@pytest.mark.parametrize(
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(
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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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),
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[
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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,
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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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):
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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(
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base_estimator,
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param_grid,
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aggressive_elimination=aggressive_elimination,
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max_resources=max_resources,
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factor=3,
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)
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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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(
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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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),
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[
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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,
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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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):
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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(
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base_estimator,
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param_grid,
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factor=3,
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min_resources=min_resources,
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max_resources=max_resources,
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)
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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_ == 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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[
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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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)
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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(
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base_estimator,
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param_grid,
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cv=2,
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factor=factor,
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max_resources=max_resources,
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min_resources=4,
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)
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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", 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(
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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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):
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assert r_i == params["c"] == param_c
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with pytest.raises(
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ValueError, match="Cannot use resource=1234 which is not supported "
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):
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sh = HalvingGridSearchCV(
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base_estimator, param_grid, cv=2, resource="1234", max_resources=10
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)
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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=(
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"Cannot use parameter c as the resource since it is part "
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"of the searched parameters."
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),
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):
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param_grid = {"a": [1, 2], "b": [1, 2], "c": [1, 3]}
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sh = HalvingGridSearchCV(
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base_estimator, param_grid, cv=2, resource="c", max_resources=10
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)
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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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[
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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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)
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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(
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base_estimator,
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param_grid,
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n_candidates=n_candidates,
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cv=2,
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max_resources=max_resources,
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factor=2,
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min_resources=4,
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)
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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(
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"param_distributions, expected_n_candidates",
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[
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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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)
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def test_random_search_discrete_distributions(
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param_distributions, expected_n_candidates
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):
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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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# development 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, 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(
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"params, expected_error_message",
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[
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(
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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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),
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(
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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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),
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(
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{"max_resources": "auto", "resource": "b"},
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"resource can only be 'n_samples' when max_resources='auto'",
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),
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(
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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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),
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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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)
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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(
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"params, expected_error_message",
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[
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(
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{"n_candidates": "exhaust", "min_resources": "exhaust"},
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"cannot be both set to 'exhaust'",
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),
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],
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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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[
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(0.5, True, 40, 10),
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(0.5, False, 40, 20),
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(0.2, True, 16, 4),
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(0.2, False, 16, 20),
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],
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)
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def test_subsample_splitter_shapes(
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fraction, subsample_test, expected_train_size, expected_test_size
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):
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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(
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base_cv=KFold(5),
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fraction=fraction,
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subsample_test=subsample_test,
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random_state=None,
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)
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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)
|
|
else:
|
|
assert test.shape[0] == n_samples // cv.base_cv.get_n_splits()
|
|
|
|
|
|
@pytest.mark.parametrize("subsample_test", (True, False))
|
|
def test_subsample_splitter_determinism(subsample_test):
|
|
# Make sure _SubsampleMetaSplitter is consistent across calls to split():
|
|
# - we're OK having training sets differ (they're always sampled with a
|
|
# different fraction anyway)
|
|
# - when we don't subsample the test set, we want it to be always the same.
|
|
# This check is the most important. This is ensured by the determinism
|
|
# of the base_cv.
|
|
|
|
# Note: we could force both train and test splits to be always the same if
|
|
# we drew an int seed in _SubsampleMetaSplitter.__init__
|
|
|
|
n_samples = 100
|
|
X, y = make_classification(n_samples)
|
|
cv = _SubsampleMetaSplitter(
|
|
base_cv=KFold(5), fraction=0.5, subsample_test=subsample_test, random_state=None
|
|
)
|
|
|
|
folds_a = list(cv.split(X, y, groups=None))
|
|
folds_b = list(cv.split(X, y, groups=None))
|
|
|
|
for (train_a, test_a), (train_b, test_b) in zip(folds_a, folds_b):
|
|
assert not np.all(train_a == train_b)
|
|
|
|
if subsample_test:
|
|
assert not np.all(test_a == test_b)
|
|
else:
|
|
assert np.all(test_a == test_b)
|
|
assert np.all(X[test_a] == X[test_b])
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"k, itr, expected",
|
|
[
|
|
(1, 0, ["c"]),
|
|
(2, 0, ["a", "c"]),
|
|
(4, 0, ["d", "b", "a", "c"]),
|
|
(10, 0, ["d", "b", "a", "c"]),
|
|
(1, 1, ["e"]),
|
|
(2, 1, ["f", "e"]),
|
|
(10, 1, ["f", "e"]),
|
|
(1, 2, ["i"]),
|
|
(10, 2, ["g", "h", "i"]),
|
|
],
|
|
)
|
|
def test_top_k(k, itr, expected):
|
|
results = { # this isn't a 'real world' result dict
|
|
"iter": [0, 0, 0, 0, 1, 1, 2, 2, 2],
|
|
"mean_test_score": [4, 3, 5, 1, 11, 10, 5, 6, 9],
|
|
"params": ["a", "b", "c", "d", "e", "f", "g", "h", "i"],
|
|
}
|
|
got = _top_k(results, k=k, itr=itr)
|
|
assert np.all(got == expected)
|
|
|
|
|
|
@pytest.mark.parametrize("Est", (HalvingRandomSearchCV, HalvingGridSearchCV))
|
|
def test_cv_results(Est):
|
|
# test that the cv_results_ matches correctly the logic of the
|
|
# tournament: in particular that the candidates continued in each
|
|
# successive iteration are those that were best in the previous iteration
|
|
pd = pytest.importorskip("pandas")
|
|
|
|
rng = np.random.RandomState(0)
|
|
|
|
n_samples = 1000
|
|
X, y = make_classification(n_samples=n_samples, random_state=0)
|
|
param_grid = {"a": ("l1", "l2"), "b": list(range(30))}
|
|
base_estimator = FastClassifier()
|
|
|
|
# generate random scores: we want to avoid ties, which would otherwise
|
|
# mess with the ordering and make testing harder
|
|
def scorer(est, X, y):
|
|
return rng.rand()
|
|
|
|
sh = Est(base_estimator, param_grid, factor=2, scoring=scorer)
|
|
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)
|
|
|
|
# non-regression check for
|
|
# https://github.com/scikit-learn/scikit-learn/issues/19203
|
|
assert isinstance(sh.cv_results_["iter"], np.ndarray)
|
|
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
|
|
assert len(cv_results_df["mean_test_score"].unique()) == len(cv_results_df)
|
|
|
|
cv_results_df["params_str"] = cv_results_df["params"].apply(str)
|
|
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
|
|
# params_str
|
|
# {'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, random_state=0)
|
|
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)
|
|
|
|
|
|
@pytest.mark.parametrize("SearchCV", [HalvingRandomSearchCV, HalvingGridSearchCV])
|
|
def test_min_resources_null(SearchCV):
|
|
"""Check that we raise an error if the minimum resources is set to 0."""
|
|
base_estimator = FastClassifier()
|
|
param_grid = {"a": [1]}
|
|
X = np.empty(0).reshape(0, 3)
|
|
|
|
search = SearchCV(base_estimator, param_grid, min_resources="smallest")
|
|
|
|
err_msg = "min_resources_=0: you might have passed an empty dataset X."
|
|
with pytest.raises(ValueError, match=err_msg):
|
|
search.fit(X, [])
|
|
|
|
|
|
@pytest.mark.parametrize("SearchCV", [HalvingGridSearchCV, HalvingRandomSearchCV])
|
|
def test_select_best_index(SearchCV):
|
|
"""Check the selection strategy of the halving search."""
|
|
results = { # this isn't a 'real world' result dict
|
|
"iter": np.array([0, 0, 0, 0, 1, 1, 2, 2, 2]),
|
|
"mean_test_score": np.array([4, 3, 5, 1, 11, 10, 5, 6, 9]),
|
|
"params": np.array(["a", "b", "c", "d", "e", "f", "g", "h", "i"]),
|
|
}
|
|
|
|
# we expect the index of 'i'
|
|
best_index = SearchCV._select_best_index(None, None, results)
|
|
assert best_index == 8
|
|
|
|
|
|
def test_halving_random_search_list_of_dicts():
|
|
"""Check the behaviour of the `HalvingRandomSearchCV` with `param_distribution`
|
|
being a list of dictionary.
|
|
"""
|
|
X, y = make_classification(n_samples=150, n_features=4, random_state=42)
|
|
|
|
params = [
|
|
{"kernel": ["rbf"], "C": expon(scale=10), "gamma": expon(scale=0.1)},
|
|
{"kernel": ["poly"], "degree": [2, 3]},
|
|
]
|
|
param_keys = (
|
|
"param_C",
|
|
"param_degree",
|
|
"param_gamma",
|
|
"param_kernel",
|
|
)
|
|
score_keys = (
|
|
"mean_test_score",
|
|
"mean_train_score",
|
|
"rank_test_score",
|
|
"split0_test_score",
|
|
"split1_test_score",
|
|
"split2_test_score",
|
|
"split0_train_score",
|
|
"split1_train_score",
|
|
"split2_train_score",
|
|
"std_test_score",
|
|
"std_train_score",
|
|
"mean_fit_time",
|
|
"std_fit_time",
|
|
"mean_score_time",
|
|
"std_score_time",
|
|
)
|
|
extra_keys = ("n_resources", "iter")
|
|
|
|
search = HalvingRandomSearchCV(
|
|
SVC(), cv=3, param_distributions=params, return_train_score=True, random_state=0
|
|
)
|
|
search.fit(X, y)
|
|
n_candidates = sum(search.n_candidates_)
|
|
cv_results = search.cv_results_
|
|
# Check results structure
|
|
check_cv_results_keys(cv_results, param_keys, score_keys, n_candidates, extra_keys)
|
|
expected_cv_results_kinds = {
|
|
"param_C": "f",
|
|
"param_degree": "i",
|
|
"param_gamma": "f",
|
|
"param_kernel": "O",
|
|
}
|
|
check_cv_results_array_types(
|
|
search, param_keys, score_keys, expected_cv_results_kinds
|
|
)
|
|
|
|
assert all(
|
|
(
|
|
cv_results["param_C"].mask[i]
|
|
and cv_results["param_gamma"].mask[i]
|
|
and not cv_results["param_degree"].mask[i]
|
|
)
|
|
for i in range(n_candidates)
|
|
if cv_results["param_kernel"][i] == "poly"
|
|
)
|
|
assert all(
|
|
(
|
|
not cv_results["param_C"].mask[i]
|
|
and not cv_results["param_gamma"].mask[i]
|
|
and cv_results["param_degree"].mask[i]
|
|
)
|
|
for i in range(n_candidates)
|
|
if cv_results["param_kernel"][i] == "rbf"
|
|
)
|