254 lines
9.5 KiB
Python
254 lines
9.5 KiB
Python
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import numpy as np
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import pytest
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from sklearn.utils._testing import assert_allclose
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from sklearn.neighbors import KernelDensity, KDTree, NearestNeighbors
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from sklearn.neighbors._ball_tree import kernel_norm
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from sklearn.pipeline import make_pipeline
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from sklearn.datasets import make_blobs
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from sklearn.model_selection import GridSearchCV
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from sklearn.preprocessing import StandardScaler
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from sklearn.exceptions import NotFittedError
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import joblib
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# XXX Duplicated in test_neighbors_tree, test_kde
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def compute_kernel_slow(Y, X, kernel, h):
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if h == "scott":
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h = X.shape[0] ** (-1 / (X.shape[1] + 4))
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elif h == "silverman":
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h = (X.shape[0] * (X.shape[1] + 2) / 4) ** (-1 / (X.shape[1] + 4))
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d = np.sqrt(((Y[:, None, :] - X) ** 2).sum(-1))
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norm = kernel_norm(h, X.shape[1], kernel) / X.shape[0]
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if kernel == "gaussian":
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return norm * np.exp(-0.5 * (d * d) / (h * h)).sum(-1)
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elif kernel == "tophat":
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return norm * (d < h).sum(-1)
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elif kernel == "epanechnikov":
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return norm * ((1.0 - (d * d) / (h * h)) * (d < h)).sum(-1)
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elif kernel == "exponential":
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return norm * (np.exp(-d / h)).sum(-1)
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elif kernel == "linear":
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return norm * ((1 - d / h) * (d < h)).sum(-1)
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elif kernel == "cosine":
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return norm * (np.cos(0.5 * np.pi * d / h) * (d < h)).sum(-1)
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else:
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raise ValueError("kernel not recognized")
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def check_results(kernel, bandwidth, atol, rtol, X, Y, dens_true):
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kde = KernelDensity(kernel=kernel, bandwidth=bandwidth, atol=atol, rtol=rtol)
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log_dens = kde.fit(X).score_samples(Y)
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assert_allclose(np.exp(log_dens), dens_true, atol=atol, rtol=max(1e-7, rtol))
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assert_allclose(
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np.exp(kde.score(Y)), np.prod(dens_true), atol=atol, rtol=max(1e-7, rtol)
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)
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@pytest.mark.parametrize(
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"kernel", ["gaussian", "tophat", "epanechnikov", "exponential", "linear", "cosine"]
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)
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@pytest.mark.parametrize("bandwidth", [0.01, 0.1, 1, "scott", "silverman"])
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def test_kernel_density(kernel, bandwidth):
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n_samples, n_features = (100, 3)
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rng = np.random.RandomState(0)
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X = rng.randn(n_samples, n_features)
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Y = rng.randn(n_samples, n_features)
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dens_true = compute_kernel_slow(Y, X, kernel, bandwidth)
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for rtol in [0, 1e-5]:
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for atol in [1e-6, 1e-2]:
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for breadth_first in (True, False):
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check_results(kernel, bandwidth, atol, rtol, X, Y, dens_true)
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def test_kernel_density_sampling(n_samples=100, n_features=3):
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rng = np.random.RandomState(0)
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X = rng.randn(n_samples, n_features)
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bandwidth = 0.2
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for kernel in ["gaussian", "tophat"]:
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# draw a tophat sample
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kde = KernelDensity(bandwidth=bandwidth, kernel=kernel).fit(X)
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samp = kde.sample(100)
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assert X.shape == samp.shape
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# check that samples are in the right range
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nbrs = NearestNeighbors(n_neighbors=1).fit(X)
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dist, ind = nbrs.kneighbors(X, return_distance=True)
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if kernel == "tophat":
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assert np.all(dist < bandwidth)
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elif kernel == "gaussian":
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# 5 standard deviations is safe for 100 samples, but there's a
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# very small chance this test could fail.
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assert np.all(dist < 5 * bandwidth)
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# check unsupported kernels
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for kernel in ["epanechnikov", "exponential", "linear", "cosine"]:
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kde = KernelDensity(bandwidth=bandwidth, kernel=kernel).fit(X)
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with pytest.raises(NotImplementedError):
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kde.sample(100)
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# non-regression test: used to return a scalar
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X = rng.randn(4, 1)
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kde = KernelDensity(kernel="gaussian").fit(X)
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assert kde.sample().shape == (1, 1)
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@pytest.mark.parametrize("algorithm", ["auto", "ball_tree", "kd_tree"])
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@pytest.mark.parametrize(
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"metric", ["euclidean", "minkowski", "manhattan", "chebyshev", "haversine"]
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)
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def test_kde_algorithm_metric_choice(algorithm, metric):
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# Smoke test for various metrics and algorithms
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rng = np.random.RandomState(0)
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X = rng.randn(10, 2) # 2 features required for haversine dist.
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Y = rng.randn(10, 2)
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kde = KernelDensity(algorithm=algorithm, metric=metric)
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if algorithm == "kd_tree" and metric not in KDTree.valid_metrics:
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with pytest.raises(ValueError, match="invalid metric"):
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kde.fit(X)
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else:
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kde.fit(X)
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y_dens = kde.score_samples(Y)
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assert y_dens.shape == Y.shape[:1]
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def test_kde_score(n_samples=100, n_features=3):
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pass
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# FIXME
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# rng = np.random.RandomState(0)
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# X = rng.random_sample((n_samples, n_features))
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# Y = rng.random_sample((n_samples, n_features))
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def test_kde_sample_weights_error():
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kde = KernelDensity()
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with pytest.raises(ValueError):
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kde.fit(np.random.random((200, 10)), sample_weight=np.random.random((200, 10)))
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with pytest.raises(ValueError):
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kde.fit(np.random.random((200, 10)), sample_weight=-np.random.random(200))
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def test_kde_pipeline_gridsearch():
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# test that kde plays nice in pipelines and grid-searches
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X, _ = make_blobs(cluster_std=0.1, random_state=1, centers=[[0, 1], [1, 0], [0, 0]])
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pipe1 = make_pipeline(
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StandardScaler(with_mean=False, with_std=False),
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KernelDensity(kernel="gaussian"),
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)
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params = dict(kerneldensity__bandwidth=[0.001, 0.01, 0.1, 1, 10])
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search = GridSearchCV(pipe1, param_grid=params)
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search.fit(X)
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assert search.best_params_["kerneldensity__bandwidth"] == 0.1
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def test_kde_sample_weights():
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n_samples = 400
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size_test = 20
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weights_neutral = np.full(n_samples, 3.0)
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for d in [1, 2, 10]:
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rng = np.random.RandomState(0)
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X = rng.rand(n_samples, d)
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weights = 1 + (10 * X.sum(axis=1)).astype(np.int8)
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X_repetitions = np.repeat(X, weights, axis=0)
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n_samples_test = size_test // d
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test_points = rng.rand(n_samples_test, d)
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for algorithm in ["auto", "ball_tree", "kd_tree"]:
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for metric in ["euclidean", "minkowski", "manhattan", "chebyshev"]:
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if algorithm != "kd_tree" or metric in KDTree.valid_metrics:
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kde = KernelDensity(algorithm=algorithm, metric=metric)
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# Test that adding a constant sample weight has no effect
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kde.fit(X, sample_weight=weights_neutral)
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scores_const_weight = kde.score_samples(test_points)
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sample_const_weight = kde.sample(random_state=1234)
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kde.fit(X)
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scores_no_weight = kde.score_samples(test_points)
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sample_no_weight = kde.sample(random_state=1234)
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assert_allclose(scores_const_weight, scores_no_weight)
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assert_allclose(sample_const_weight, sample_no_weight)
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# Test equivalence between sampling and (integer) weights
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kde.fit(X, sample_weight=weights)
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scores_weight = kde.score_samples(test_points)
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sample_weight = kde.sample(random_state=1234)
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kde.fit(X_repetitions)
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scores_ref_sampling = kde.score_samples(test_points)
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sample_ref_sampling = kde.sample(random_state=1234)
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assert_allclose(scores_weight, scores_ref_sampling)
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assert_allclose(sample_weight, sample_ref_sampling)
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# Test that sample weights has a non-trivial effect
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diff = np.max(np.abs(scores_no_weight - scores_weight))
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assert diff > 0.001
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# Test invariance with respect to arbitrary scaling
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scale_factor = rng.rand()
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kde.fit(X, sample_weight=(scale_factor * weights))
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scores_scaled_weight = kde.score_samples(test_points)
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assert_allclose(scores_scaled_weight, scores_weight)
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@pytest.mark.parametrize("sample_weight", [None, [0.1, 0.2, 0.3]])
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def test_pickling(tmpdir, sample_weight):
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# Make sure that predictions are the same before and after pickling. Used
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# to be a bug because sample_weights wasn't pickled and the resulting tree
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# would miss some info.
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kde = KernelDensity()
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data = np.reshape([1.0, 2.0, 3.0], (-1, 1))
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kde.fit(data, sample_weight=sample_weight)
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X = np.reshape([1.1, 2.1], (-1, 1))
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scores = kde.score_samples(X)
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file_path = str(tmpdir.join("dump.pkl"))
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joblib.dump(kde, file_path)
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kde = joblib.load(file_path)
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scores_pickled = kde.score_samples(X)
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assert_allclose(scores, scores_pickled)
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@pytest.mark.parametrize("method", ["score_samples", "sample"])
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def test_check_is_fitted(method):
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# Check that predict raises an exception in an unfitted estimator.
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# Unfitted estimators should raise a NotFittedError.
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rng = np.random.RandomState(0)
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X = rng.randn(10, 2)
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kde = KernelDensity()
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with pytest.raises(NotFittedError):
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getattr(kde, method)(X)
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@pytest.mark.parametrize("bandwidth", ["scott", "silverman", 0.1])
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def test_bandwidth(bandwidth):
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n_samples, n_features = (100, 3)
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rng = np.random.RandomState(0)
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X = rng.randn(n_samples, n_features)
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kde = KernelDensity(bandwidth=bandwidth).fit(X)
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samp = kde.sample(100)
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kde_sc = kde.score_samples(X)
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assert X.shape == samp.shape
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assert kde_sc.shape == (n_samples,)
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# Test that the attribute self.bandwidth_ has the expected value
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if bandwidth == "scott":
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h = X.shape[0] ** (-1 / (X.shape[1] + 4))
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elif bandwidth == "silverman":
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h = (X.shape[0] * (X.shape[1] + 2) / 4) ** (-1 / (X.shape[1] + 4))
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else:
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h = bandwidth
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assert kde.bandwidth_ == pytest.approx(h)
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