Inzynierka/Lib/site-packages/sklearn/feature_selection/tests/test_from_model.py
2023-06-02 12:51:02 +02:00

661 lines
22 KiB
Python

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_")