import re import pytest import numpy as np import warnings from unittest.mock import Mock from sklearn.utils._testing import assert_array_almost_equal from sklearn.utils._testing import assert_array_equal from sklearn.utils._testing import assert_allclose from sklearn.utils._testing import skip_if_32bit from sklearn.utils._testing import MinimalClassifier from sklearn import datasets from sklearn.cross_decomposition import CCA, PLSCanonical, PLSRegression from sklearn.datasets import make_friedman1 from sklearn.exceptions import NotFittedError from sklearn.linear_model import ( LogisticRegression, SGDClassifier, Lasso, LassoCV, ElasticNet, ElasticNetCV, ) from sklearn.svm import LinearSVC from sklearn.feature_selection import SelectFromModel from sklearn.ensemble import RandomForestClassifier, HistGradientBoostingClassifier from sklearn.linear_model import PassiveAggressiveClassifier from sklearn.base import BaseEstimator from sklearn.pipeline import make_pipeline from sklearn.decomposition import PCA class NaNTag(BaseEstimator): def _more_tags(self): return {"allow_nan": True} class NoNaNTag(BaseEstimator): def _more_tags(self): return {"allow_nan": False} class NaNTagRandomForest(RandomForestClassifier): def _more_tags(self): return {"allow_nan": True} iris = datasets.load_iris() data, y = iris.data, iris.target rng = np.random.RandomState(0) def test_invalid_input(): clf = SGDClassifier( alpha=0.1, max_iter=10, shuffle=True, random_state=None, tol=None ) for threshold in ["gobbledigook", ".5 * gobbledigook"]: model = SelectFromModel(clf, threshold=threshold) model.fit(data, y) with pytest.raises(ValueError): model.transform(data) def test_input_estimator_unchanged(): # Test that SelectFromModel fits on a clone of the estimator. est = RandomForestClassifier() transformer = SelectFromModel(estimator=est) transformer.fit(data, y) assert transformer.estimator is est @pytest.mark.parametrize( "max_features, err_type, err_msg", [ ( data.shape[1] + 1, ValueError, "max_features ==", ), ( lambda X: 1.5, TypeError, "max_features must be an instance of int, not float.", ), ( lambda X: data.shape[1] + 1, ValueError, "max_features ==", ), ( lambda X: -1, ValueError, "max_features ==", ), ], ) def test_max_features_error(max_features, err_type, err_msg): err_msg = re.escape(err_msg) clf = RandomForestClassifier(n_estimators=5, random_state=0) transformer = SelectFromModel( estimator=clf, max_features=max_features, threshold=-np.inf ) with pytest.raises(err_type, match=err_msg): transformer.fit(data, y) @pytest.mark.parametrize("max_features", [0, 2, data.shape[1], None]) def test_inferred_max_features_integer(max_features): """Check max_features_ and output shape for integer max_features.""" clf = RandomForestClassifier(n_estimators=5, random_state=0) transformer = SelectFromModel( estimator=clf, max_features=max_features, threshold=-np.inf ) X_trans = transformer.fit_transform(data, y) if max_features is not None: assert transformer.max_features_ == max_features assert X_trans.shape[1] == transformer.max_features_ else: assert not hasattr(transformer, "max_features_") assert X_trans.shape[1] == data.shape[1] @pytest.mark.parametrize( "max_features", [lambda X: 1, lambda X: X.shape[1], lambda X: min(X.shape[1], 10000)], ) def test_inferred_max_features_callable(max_features): """Check max_features_ and output shape for callable max_features.""" clf = RandomForestClassifier(n_estimators=5, random_state=0) transformer = SelectFromModel( estimator=clf, max_features=max_features, threshold=-np.inf ) X_trans = transformer.fit_transform(data, y) assert transformer.max_features_ == max_features(data) assert X_trans.shape[1] == transformer.max_features_ @pytest.mark.parametrize("max_features", [lambda X: round(len(X[0]) / 2), 2]) def test_max_features_array_like(max_features): X = [ [0.87, -1.34, 0.31], [-2.79, -0.02, -0.85], [-1.34, -0.48, -2.55], [1.92, 1.48, 0.65], ] y = [0, 1, 0, 1] clf = RandomForestClassifier(n_estimators=5, random_state=0) transformer = SelectFromModel( estimator=clf, max_features=max_features, threshold=-np.inf ) X_trans = transformer.fit_transform(X, y) assert X_trans.shape[1] == transformer.max_features_ @pytest.mark.parametrize( "max_features", [lambda X: min(X.shape[1], 10000), lambda X: X.shape[1], lambda X: 1], ) def test_max_features_callable_data(max_features): """Tests that the callable passed to `fit` is called on X.""" clf = RandomForestClassifier(n_estimators=50, random_state=0) m = Mock(side_effect=max_features) transformer = SelectFromModel(estimator=clf, max_features=m, threshold=-np.inf) transformer.fit_transform(data, y) m.assert_called_with(data) class FixedImportanceEstimator(BaseEstimator): def __init__(self, importances): self.importances = importances def fit(self, X, y=None): self.feature_importances_ = np.array(self.importances) def test_max_features(): # Test max_features parameter using various values X, y = datasets.make_classification( n_samples=1000, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0, ) max_features = X.shape[1] est = RandomForestClassifier(n_estimators=50, random_state=0) transformer1 = SelectFromModel(estimator=est, threshold=-np.inf) transformer2 = SelectFromModel( estimator=est, max_features=max_features, threshold=-np.inf ) X_new1 = transformer1.fit_transform(X, y) X_new2 = transformer2.fit_transform(X, y) assert_allclose(X_new1, X_new2) # Test max_features against actual model. transformer1 = SelectFromModel(estimator=Lasso(alpha=0.025, random_state=42)) X_new1 = transformer1.fit_transform(X, y) scores1 = np.abs(transformer1.estimator_.coef_) candidate_indices1 = np.argsort(-scores1, kind="mergesort") for n_features in range(1, X_new1.shape[1] + 1): transformer2 = SelectFromModel( estimator=Lasso(alpha=0.025, random_state=42), max_features=n_features, threshold=-np.inf, ) X_new2 = transformer2.fit_transform(X, y) scores2 = np.abs(transformer2.estimator_.coef_) candidate_indices2 = np.argsort(-scores2, kind="mergesort") assert_allclose( X[:, candidate_indices1[:n_features]], X[:, candidate_indices2[:n_features]] ) assert_allclose(transformer1.estimator_.coef_, transformer2.estimator_.coef_) def test_max_features_tiebreak(): # Test if max_features can break tie among feature importance X, y = datasets.make_classification( n_samples=1000, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0, ) max_features = X.shape[1] feature_importances = np.array([4, 4, 4, 4, 3, 3, 3, 2, 2, 1]) for n_features in range(1, max_features + 1): transformer = SelectFromModel( FixedImportanceEstimator(feature_importances), max_features=n_features, threshold=-np.inf, ) X_new = transformer.fit_transform(X, y) selected_feature_indices = np.where(transformer._get_support_mask())[0] assert_array_equal(selected_feature_indices, np.arange(n_features)) assert X_new.shape[1] == n_features def test_threshold_and_max_features(): X, y = datasets.make_classification( n_samples=1000, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0, ) est = RandomForestClassifier(n_estimators=50, random_state=0) transformer1 = SelectFromModel(estimator=est, max_features=3, threshold=-np.inf) X_new1 = transformer1.fit_transform(X, y) transformer2 = SelectFromModel(estimator=est, threshold=0.04) X_new2 = transformer2.fit_transform(X, y) transformer3 = SelectFromModel(estimator=est, max_features=3, threshold=0.04) X_new3 = transformer3.fit_transform(X, y) assert X_new3.shape[1] == min(X_new1.shape[1], X_new2.shape[1]) selected_indices = transformer3.transform(np.arange(X.shape[1])[np.newaxis, :]) assert_allclose(X_new3, X[:, selected_indices[0]]) @skip_if_32bit def test_feature_importances(): X, y = datasets.make_classification( n_samples=1000, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0, ) est = RandomForestClassifier(n_estimators=50, random_state=0) for threshold, func in zip(["mean", "median"], [np.mean, np.median]): transformer = SelectFromModel(estimator=est, threshold=threshold) transformer.fit(X, y) assert hasattr(transformer.estimator_, "feature_importances_") X_new = transformer.transform(X) assert X_new.shape[1] < X.shape[1] importances = transformer.estimator_.feature_importances_ feature_mask = np.abs(importances) > func(importances) assert_array_almost_equal(X_new, X[:, feature_mask]) def test_sample_weight(): # Ensure sample weights are passed to underlying estimator X, y = datasets.make_classification( n_samples=100, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0, ) # Check with sample weights sample_weight = np.ones(y.shape) sample_weight[y == 1] *= 100 est = LogisticRegression(random_state=0, fit_intercept=False) transformer = SelectFromModel(estimator=est) transformer.fit(X, y, sample_weight=None) mask = transformer._get_support_mask() transformer.fit(X, y, sample_weight=sample_weight) weighted_mask = transformer._get_support_mask() assert not np.all(weighted_mask == mask) transformer.fit(X, y, sample_weight=3 * sample_weight) reweighted_mask = transformer._get_support_mask() assert np.all(weighted_mask == reweighted_mask) @pytest.mark.parametrize( "estimator", [ Lasso(alpha=0.1, random_state=42), LassoCV(random_state=42), ElasticNet(l1_ratio=1, random_state=42), ElasticNetCV(l1_ratio=[1], random_state=42), ], ) def test_coef_default_threshold(estimator): X, y = datasets.make_classification( n_samples=100, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0, ) # For the Lasso and related models, the threshold defaults to 1e-5 transformer = SelectFromModel(estimator=estimator) transformer.fit(X, y) X_new = transformer.transform(X) mask = np.abs(transformer.estimator_.coef_) > 1e-5 assert_array_almost_equal(X_new, X[:, mask]) @skip_if_32bit def test_2d_coef(): X, y = datasets.make_classification( n_samples=1000, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0, n_classes=4, ) est = LogisticRegression() for threshold, func in zip(["mean", "median"], [np.mean, np.median]): for order in [1, 2, np.inf]: # Fit SelectFromModel a multi-class problem transformer = SelectFromModel( estimator=LogisticRegression(), threshold=threshold, norm_order=order ) transformer.fit(X, y) assert hasattr(transformer.estimator_, "coef_") X_new = transformer.transform(X) assert X_new.shape[1] < X.shape[1] # Manually check that the norm is correctly performed est.fit(X, y) importances = np.linalg.norm(est.coef_, axis=0, ord=order) feature_mask = importances > func(importances) assert_array_almost_equal(X_new, X[:, feature_mask]) def test_partial_fit(): est = PassiveAggressiveClassifier( random_state=0, shuffle=False, max_iter=5, tol=None ) transformer = SelectFromModel(estimator=est) transformer.partial_fit(data, y, classes=np.unique(y)) old_model = transformer.estimator_ transformer.partial_fit(data, y, classes=np.unique(y)) new_model = transformer.estimator_ assert old_model is new_model X_transform = transformer.transform(data) transformer.fit(np.vstack((data, data)), np.concatenate((y, y))) assert_array_almost_equal(X_transform, transformer.transform(data)) # check that if est doesn't have partial_fit, neither does SelectFromModel transformer = SelectFromModel(estimator=RandomForestClassifier()) assert not hasattr(transformer, "partial_fit") def test_calling_fit_reinitializes(): est = LinearSVC(random_state=0) transformer = SelectFromModel(estimator=est) transformer.fit(data, y) transformer.set_params(estimator__C=100) transformer.fit(data, y) assert transformer.estimator_.C == 100 def test_prefit(): # Test all possible combinations of the prefit parameter. # Passing a prefit parameter with the selected model # and fitting a unfit model with prefit=False should give same results. clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=0, tol=None) model = SelectFromModel(clf) model.fit(data, y) X_transform = model.transform(data) clf.fit(data, y) model = SelectFromModel(clf, prefit=True) assert_array_almost_equal(model.transform(data), X_transform) model.fit(data, y) assert model.estimator_ is not clf # Check that the model is rewritten if prefit=False and a fitted model is # passed model = SelectFromModel(clf, prefit=False) model.fit(data, y) assert_array_almost_equal(model.transform(data), X_transform) # Check that passing an unfitted estimator with `prefit=True` raises a # `ValueError` clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=0, tol=None) model = SelectFromModel(clf, prefit=True) err_msg = "When `prefit=True`, `estimator` is expected to be a fitted estimator." with pytest.raises(NotFittedError, match=err_msg): model.fit(data, y) with pytest.raises(NotFittedError, match=err_msg): model.partial_fit(data, y) with pytest.raises(NotFittedError, match=err_msg): model.transform(data) # Check that the internal parameters of prefitted model are not changed # when calling `fit` or `partial_fit` with `prefit=True` clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, tol=None).fit(data, y) model = SelectFromModel(clf, prefit=True) model.fit(data, y) assert_allclose(model.estimator_.coef_, clf.coef_) model.partial_fit(data, y) assert_allclose(model.estimator_.coef_, clf.coef_) def test_prefit_max_features(): """Check the interaction between `prefit` and `max_features`.""" # case 1: an error should be raised at `transform` if `fit` was not called to # validate the attributes estimator = RandomForestClassifier(n_estimators=5, random_state=0) estimator.fit(data, y) model = SelectFromModel(estimator, prefit=True, max_features=lambda X: X.shape[1]) err_msg = ( "When `prefit=True` and `max_features` is a callable, call `fit` " "before calling `transform`." ) with pytest.raises(NotFittedError, match=err_msg): model.transform(data) # case 2: `max_features` is not validated and different from an integer # FIXME: we cannot validate the upper bound of the attribute at transform # and we should force calling `fit` if we intend to force the attribute # to have such an upper bound. max_features = 2.5 model.set_params(max_features=max_features) with pytest.raises(ValueError, match="`max_features` must be an integer"): model.transform(data) def test_prefit_get_feature_names_out(): """Check the interaction between prefit and the feature names.""" clf = RandomForestClassifier(n_estimators=2, random_state=0) clf.fit(data, y) model = SelectFromModel(clf, prefit=True, max_features=1) # FIXME: the error message should be improved. Raising a `NotFittedError` # would be better since it would force to validate all class attribute and # create all the necessary fitted attribute err_msg = "Unable to generate feature names without n_features_in_" with pytest.raises(ValueError, match=err_msg): model.get_feature_names_out() model.fit(data, y) feature_names = model.get_feature_names_out() assert feature_names == ["x3"] def test_threshold_string(): est = RandomForestClassifier(n_estimators=50, random_state=0) model = SelectFromModel(est, threshold="0.5*mean") model.fit(data, y) X_transform = model.transform(data) # Calculate the threshold from the estimator directly. est.fit(data, y) threshold = 0.5 * np.mean(est.feature_importances_) mask = est.feature_importances_ > threshold assert_array_almost_equal(X_transform, data[:, mask]) def test_threshold_without_refitting(): # Test that the threshold can be set without refitting the model. clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=0, tol=None) model = SelectFromModel(clf, threshold="0.1 * mean") model.fit(data, y) X_transform = model.transform(data) # Set a higher threshold to filter out more features. model.threshold = "1.0 * mean" assert X_transform.shape[1] > model.transform(data).shape[1] def test_fit_accepts_nan_inf(): # Test that fit doesn't check for np.inf and np.nan values. clf = HistGradientBoostingClassifier(random_state=0) model = SelectFromModel(estimator=clf) nan_data = data.copy() nan_data[0] = np.NaN nan_data[1] = np.Inf model.fit(data, y) def test_transform_accepts_nan_inf(): # Test that transform doesn't check for np.inf and np.nan values. clf = NaNTagRandomForest(n_estimators=100, random_state=0) nan_data = data.copy() model = SelectFromModel(estimator=clf) model.fit(nan_data, y) nan_data[0] = np.NaN nan_data[1] = np.Inf model.transform(nan_data) def test_allow_nan_tag_comes_from_estimator(): allow_nan_est = NaNTag() model = SelectFromModel(estimator=allow_nan_est) assert model._get_tags()["allow_nan"] is True no_nan_est = NoNaNTag() model = SelectFromModel(estimator=no_nan_est) assert model._get_tags()["allow_nan"] is False def _pca_importances(pca_estimator): return np.abs(pca_estimator.explained_variance_) @pytest.mark.parametrize( "estimator, importance_getter", [ ( make_pipeline(PCA(random_state=0), LogisticRegression()), "named_steps.logisticregression.coef_", ), (PCA(random_state=0), _pca_importances), ], ) def test_importance_getter(estimator, importance_getter): selector = SelectFromModel( estimator, threshold="mean", importance_getter=importance_getter ) selector.fit(data, y) assert selector.transform(data).shape[1] == 1 @pytest.mark.parametrize("PLSEstimator", [CCA, PLSCanonical, PLSRegression]) def test_select_from_model_pls(PLSEstimator): """Check the behaviour of SelectFromModel with PLS estimators. Non-regression test for: https://github.com/scikit-learn/scikit-learn/issues/12410 """ X, y = make_friedman1(n_samples=50, n_features=10, random_state=0) estimator = PLSEstimator(n_components=1) model = make_pipeline(SelectFromModel(estimator), estimator).fit(X, y) assert model.score(X, y) > 0.5 def test_estimator_does_not_support_feature_names(): """SelectFromModel works with estimators that do not support feature_names_in_. Non-regression test for #21949. """ pytest.importorskip("pandas") X, y = datasets.load_iris(as_frame=True, return_X_y=True) all_feature_names = set(X.columns) def importance_getter(estimator): return np.arange(X.shape[1]) selector = SelectFromModel( MinimalClassifier(), importance_getter=importance_getter ).fit(X, y) # selector learns the feature names itself assert_array_equal(selector.feature_names_in_, X.columns) feature_names_out = set(selector.get_feature_names_out()) assert feature_names_out < all_feature_names with warnings.catch_warnings(): warnings.simplefilter("error", UserWarning) selector.transform(X.iloc[1:3]) @pytest.mark.parametrize( "error, err_msg, max_features", ( [ValueError, "max_features == 10, must be <= 4", 10], [ValueError, "max_features == 5, must be <= 4", lambda x: x.shape[1] + 1], ), ) def test_partial_fit_validate_max_features(error, err_msg, max_features): """Test that partial_fit from SelectFromModel validates `max_features`.""" X, y = datasets.make_classification( n_samples=100, n_features=4, random_state=0, ) with pytest.raises(error, match=err_msg): SelectFromModel( estimator=SGDClassifier(), max_features=max_features ).partial_fit(X, y, classes=[0, 1]) @pytest.mark.parametrize("as_frame", [True, False]) def test_partial_fit_validate_feature_names(as_frame): """Test that partial_fit from SelectFromModel validates `feature_names_in_`.""" pytest.importorskip("pandas") X, y = datasets.load_iris(as_frame=as_frame, return_X_y=True) selector = SelectFromModel(estimator=SGDClassifier(), max_features=4).partial_fit( X, y, classes=[0, 1, 2] ) if as_frame: assert_array_equal(selector.feature_names_in_, X.columns) else: assert not hasattr(selector, "feature_names_in_")