574 lines
19 KiB
Python
574 lines
19 KiB
Python
"""
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Testing Recursive feature elimination
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"""
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from operator import attrgetter
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import pytest
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import numpy as np
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from numpy.testing import assert_array_almost_equal, assert_array_equal, assert_allclose
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from scipy import sparse
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from sklearn.base import BaseEstimator, ClassifierMixin
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from sklearn.cross_decomposition import PLSCanonical, PLSRegression, CCA
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from sklearn.feature_selection import RFE, RFECV
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from sklearn.datasets import load_iris, make_friedman1
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from sklearn.metrics import zero_one_loss
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from sklearn.svm import SVC, SVR, LinearSVR
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from sklearn.linear_model import LogisticRegression
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from sklearn.ensemble import RandomForestClassifier
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from sklearn.model_selection import cross_val_score
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from sklearn.model_selection import GroupKFold
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from sklearn.compose import TransformedTargetRegressor
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from sklearn.pipeline import make_pipeline
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from sklearn.preprocessing import StandardScaler
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from sklearn.utils import check_random_state
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from sklearn.utils._testing import ignore_warnings
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from sklearn.metrics import make_scorer
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from sklearn.metrics import get_scorer
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class MockClassifier:
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"""
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Dummy classifier to test recursive feature elimination
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"""
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def __init__(self, foo_param=0):
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self.foo_param = foo_param
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def fit(self, X, y):
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assert len(X) == len(y)
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self.coef_ = np.ones(X.shape[1], dtype=np.float64)
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return self
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def predict(self, T):
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return T.shape[0]
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predict_proba = predict
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decision_function = predict
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transform = predict
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def score(self, X=None, y=None):
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return 0.0
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def get_params(self, deep=True):
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return {"foo_param": self.foo_param}
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def set_params(self, **params):
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return self
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def _more_tags(self):
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return {"allow_nan": True}
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def test_rfe_features_importance():
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generator = check_random_state(0)
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iris = load_iris()
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# Add some irrelevant features. Random seed is set to make sure that
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# irrelevant features are always irrelevant.
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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y = iris.target
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clf = RandomForestClassifier(n_estimators=20, random_state=generator, max_depth=2)
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rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1)
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rfe.fit(X, y)
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assert len(rfe.ranking_) == X.shape[1]
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clf_svc = SVC(kernel="linear")
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rfe_svc = RFE(estimator=clf_svc, n_features_to_select=4, step=0.1)
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rfe_svc.fit(X, y)
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# Check if the supports are equal
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assert_array_equal(rfe.get_support(), rfe_svc.get_support())
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def test_rfe():
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generator = check_random_state(0)
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iris = load_iris()
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# Add some irrelevant features. Random seed is set to make sure that
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# irrelevant features are always irrelevant.
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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X_sparse = sparse.csr_matrix(X)
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y = iris.target
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# dense model
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clf = SVC(kernel="linear")
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rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1)
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rfe.fit(X, y)
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X_r = rfe.transform(X)
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clf.fit(X_r, y)
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assert len(rfe.ranking_) == X.shape[1]
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# sparse model
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clf_sparse = SVC(kernel="linear")
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rfe_sparse = RFE(estimator=clf_sparse, n_features_to_select=4, step=0.1)
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rfe_sparse.fit(X_sparse, y)
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X_r_sparse = rfe_sparse.transform(X_sparse)
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assert X_r.shape == iris.data.shape
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assert_array_almost_equal(X_r[:10], iris.data[:10])
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assert_array_almost_equal(rfe.predict(X), clf.predict(iris.data))
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assert rfe.score(X, y) == clf.score(iris.data, iris.target)
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assert_array_almost_equal(X_r, X_r_sparse.toarray())
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def test_RFE_fit_score_params():
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# Make sure RFE passes the metadata down to fit and score methods of the
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# underlying estimator
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class TestEstimator(BaseEstimator, ClassifierMixin):
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def fit(self, X, y, prop=None):
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if prop is None:
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raise ValueError("fit: prop cannot be None")
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self.svc_ = SVC(kernel="linear").fit(X, y)
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self.coef_ = self.svc_.coef_
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return self
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def score(self, X, y, prop=None):
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if prop is None:
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raise ValueError("score: prop cannot be None")
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return self.svc_.score(X, y)
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X, y = load_iris(return_X_y=True)
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with pytest.raises(ValueError, match="fit: prop cannot be None"):
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RFE(estimator=TestEstimator()).fit(X, y)
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with pytest.raises(ValueError, match="score: prop cannot be None"):
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RFE(estimator=TestEstimator()).fit(X, y, prop="foo").score(X, y)
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RFE(estimator=TestEstimator()).fit(X, y, prop="foo").score(X, y, prop="foo")
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def test_rfe_percent_n_features():
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# test that the results are the same
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generator = check_random_state(0)
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iris = load_iris()
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# Add some irrelevant features. Random seed is set to make sure that
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# irrelevant features are always irrelevant.
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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y = iris.target
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# there are 10 features in the data. We select 40%.
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clf = SVC(kernel="linear")
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rfe_num = RFE(estimator=clf, n_features_to_select=4, step=0.1)
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rfe_num.fit(X, y)
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rfe_perc = RFE(estimator=clf, n_features_to_select=0.4, step=0.1)
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rfe_perc.fit(X, y)
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assert_array_equal(rfe_perc.ranking_, rfe_num.ranking_)
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assert_array_equal(rfe_perc.support_, rfe_num.support_)
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def test_rfe_mockclassifier():
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generator = check_random_state(0)
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iris = load_iris()
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# Add some irrelevant features. Random seed is set to make sure that
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# irrelevant features are always irrelevant.
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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y = iris.target
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# dense model
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clf = MockClassifier()
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rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1)
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rfe.fit(X, y)
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X_r = rfe.transform(X)
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clf.fit(X_r, y)
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assert len(rfe.ranking_) == X.shape[1]
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assert X_r.shape == iris.data.shape
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def test_rfecv():
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generator = check_random_state(0)
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iris = load_iris()
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# Add some irrelevant features. Random seed is set to make sure that
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# irrelevant features are always irrelevant.
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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y = list(iris.target) # regression test: list should be supported
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# Test using the score function
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rfecv = RFECV(estimator=SVC(kernel="linear"), step=1)
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rfecv.fit(X, y)
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# non-regression test for missing worst feature:
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for key in rfecv.cv_results_.keys():
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assert len(rfecv.cv_results_[key]) == X.shape[1]
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assert len(rfecv.ranking_) == X.shape[1]
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X_r = rfecv.transform(X)
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# All the noisy variable were filtered out
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assert_array_equal(X_r, iris.data)
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# same in sparse
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rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=1)
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X_sparse = sparse.csr_matrix(X)
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rfecv_sparse.fit(X_sparse, y)
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X_r_sparse = rfecv_sparse.transform(X_sparse)
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assert_array_equal(X_r_sparse.toarray(), iris.data)
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# Test using a customized loss function
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scoring = make_scorer(zero_one_loss, greater_is_better=False)
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rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, scoring=scoring)
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ignore_warnings(rfecv.fit)(X, y)
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X_r = rfecv.transform(X)
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assert_array_equal(X_r, iris.data)
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# Test using a scorer
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scorer = get_scorer("accuracy")
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rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, scoring=scorer)
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rfecv.fit(X, y)
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X_r = rfecv.transform(X)
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assert_array_equal(X_r, iris.data)
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# Test fix on cv_results_
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def test_scorer(estimator, X, y):
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return 1.0
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rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, scoring=test_scorer)
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rfecv.fit(X, y)
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# In the event of cross validation score ties, the expected behavior of
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# RFECV is to return the FEWEST features that maximize the CV score.
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# Because test_scorer always returns 1.0 in this example, RFECV should
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# reduce the dimensionality to a single feature (i.e. n_features_ = 1)
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assert rfecv.n_features_ == 1
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# Same as the first two tests, but with step=2
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rfecv = RFECV(estimator=SVC(kernel="linear"), step=2)
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rfecv.fit(X, y)
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for key in rfecv.cv_results_.keys():
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assert len(rfecv.cv_results_[key]) == 6
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assert len(rfecv.ranking_) == X.shape[1]
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X_r = rfecv.transform(X)
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assert_array_equal(X_r, iris.data)
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rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=2)
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X_sparse = sparse.csr_matrix(X)
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rfecv_sparse.fit(X_sparse, y)
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X_r_sparse = rfecv_sparse.transform(X_sparse)
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assert_array_equal(X_r_sparse.toarray(), iris.data)
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# Verifying that steps < 1 don't blow up.
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rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=0.2)
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X_sparse = sparse.csr_matrix(X)
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rfecv_sparse.fit(X_sparse, y)
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X_r_sparse = rfecv_sparse.transform(X_sparse)
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assert_array_equal(X_r_sparse.toarray(), iris.data)
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def test_rfecv_mockclassifier():
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generator = check_random_state(0)
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iris = load_iris()
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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y = list(iris.target) # regression test: list should be supported
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# Test using the score function
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rfecv = RFECV(estimator=MockClassifier(), step=1)
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rfecv.fit(X, y)
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# non-regression test for missing worst feature:
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for key in rfecv.cv_results_.keys():
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assert len(rfecv.cv_results_[key]) == X.shape[1]
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assert len(rfecv.ranking_) == X.shape[1]
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def test_rfecv_verbose_output():
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# Check verbose=1 is producing an output.
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from io import StringIO
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import sys
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sys.stdout = StringIO()
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generator = check_random_state(0)
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iris = load_iris()
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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y = list(iris.target)
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rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, verbose=1)
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rfecv.fit(X, y)
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verbose_output = sys.stdout
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verbose_output.seek(0)
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assert len(verbose_output.readline()) > 0
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def test_rfecv_cv_results_size(global_random_seed):
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generator = check_random_state(global_random_seed)
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iris = load_iris()
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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y = list(iris.target) # regression test: list should be supported
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# Non-regression test for varying combinations of step and
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# min_features_to_select.
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for step, min_features_to_select in [[2, 1], [2, 2], [3, 3]]:
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rfecv = RFECV(
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estimator=MockClassifier(),
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step=step,
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min_features_to_select=min_features_to_select,
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)
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rfecv.fit(X, y)
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score_len = np.ceil((X.shape[1] - min_features_to_select) / step) + 1
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for key in rfecv.cv_results_.keys():
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assert len(rfecv.cv_results_[key]) == score_len
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assert len(rfecv.ranking_) == X.shape[1]
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assert rfecv.n_features_ >= min_features_to_select
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def test_rfe_estimator_tags():
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rfe = RFE(SVC(kernel="linear"))
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assert rfe._estimator_type == "classifier"
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# make sure that cross-validation is stratified
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iris = load_iris()
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score = cross_val_score(rfe, iris.data, iris.target)
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assert score.min() > 0.7
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def test_rfe_min_step(global_random_seed):
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n_features = 10
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X, y = make_friedman1(
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n_samples=50, n_features=n_features, random_state=global_random_seed
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)
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n_samples, n_features = X.shape
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estimator = SVR(kernel="linear")
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# Test when floor(step * n_features) <= 0
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selector = RFE(estimator, step=0.01)
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sel = selector.fit(X, y)
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assert sel.support_.sum() == n_features // 2
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# Test when step is between (0,1) and floor(step * n_features) > 0
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selector = RFE(estimator, step=0.20)
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sel = selector.fit(X, y)
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assert sel.support_.sum() == n_features // 2
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# Test when step is an integer
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selector = RFE(estimator, step=5)
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sel = selector.fit(X, y)
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assert sel.support_.sum() == n_features // 2
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def test_number_of_subsets_of_features(global_random_seed):
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# In RFE, 'number_of_subsets_of_features'
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# = the number of iterations in '_fit'
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# = max(ranking_)
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# = 1 + (n_features + step - n_features_to_select - 1) // step
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# After optimization #4534, this number
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# = 1 + np.ceil((n_features - n_features_to_select) / float(step))
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# This test case is to test their equivalence, refer to #4534 and #3824
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def formula1(n_features, n_features_to_select, step):
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return 1 + ((n_features + step - n_features_to_select - 1) // step)
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def formula2(n_features, n_features_to_select, step):
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return 1 + np.ceil((n_features - n_features_to_select) / float(step))
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# RFE
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# Case 1, n_features - n_features_to_select is divisible by step
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# Case 2, n_features - n_features_to_select is not divisible by step
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n_features_list = [11, 11]
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n_features_to_select_list = [3, 3]
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step_list = [2, 3]
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for n_features, n_features_to_select, step in zip(
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n_features_list, n_features_to_select_list, step_list
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):
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generator = check_random_state(global_random_seed)
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X = generator.normal(size=(100, n_features))
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y = generator.rand(100).round()
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rfe = RFE(
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estimator=SVC(kernel="linear"),
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n_features_to_select=n_features_to_select,
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step=step,
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)
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rfe.fit(X, y)
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# this number also equals to the maximum of ranking_
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assert np.max(rfe.ranking_) == formula1(n_features, n_features_to_select, step)
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assert np.max(rfe.ranking_) == formula2(n_features, n_features_to_select, step)
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# In RFECV, 'fit' calls 'RFE._fit'
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# 'number_of_subsets_of_features' of RFE
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# = the size of each score in 'cv_results_' of RFECV
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# = the number of iterations of the for loop before optimization #4534
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# RFECV, n_features_to_select = 1
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# Case 1, n_features - 1 is divisible by step
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# Case 2, n_features - 1 is not divisible by step
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n_features_to_select = 1
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n_features_list = [11, 10]
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step_list = [2, 2]
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for n_features, step in zip(n_features_list, step_list):
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generator = check_random_state(global_random_seed)
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X = generator.normal(size=(100, n_features))
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y = generator.rand(100).round()
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rfecv = RFECV(estimator=SVC(kernel="linear"), step=step)
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rfecv.fit(X, y)
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for key in rfecv.cv_results_.keys():
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assert len(rfecv.cv_results_[key]) == formula1(
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n_features, n_features_to_select, step
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)
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assert len(rfecv.cv_results_[key]) == formula2(
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n_features, n_features_to_select, step
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)
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def test_rfe_cv_n_jobs(global_random_seed):
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generator = check_random_state(global_random_seed)
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iris = load_iris()
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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y = iris.target
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rfecv = RFECV(estimator=SVC(kernel="linear"))
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rfecv.fit(X, y)
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rfecv_ranking = rfecv.ranking_
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rfecv_cv_results_ = rfecv.cv_results_
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rfecv.set_params(n_jobs=2)
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rfecv.fit(X, y)
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assert_array_almost_equal(rfecv.ranking_, rfecv_ranking)
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assert rfecv_cv_results_.keys() == rfecv.cv_results_.keys()
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for key in rfecv_cv_results_.keys():
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assert rfecv_cv_results_[key] == pytest.approx(rfecv.cv_results_[key])
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def test_rfe_cv_groups():
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generator = check_random_state(0)
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iris = load_iris()
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number_groups = 4
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groups = np.floor(np.linspace(0, number_groups, len(iris.target)))
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X = iris.data
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y = (iris.target > 0).astype(int)
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|
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est_groups = RFECV(
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estimator=RandomForestClassifier(random_state=generator),
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step=1,
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scoring="accuracy",
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cv=GroupKFold(n_splits=2),
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|
)
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est_groups.fit(X, y, groups=groups)
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assert est_groups.n_features_ > 0
|
|
|
|
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|
@pytest.mark.parametrize(
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|
"importance_getter", [attrgetter("regressor_.coef_"), "regressor_.coef_"]
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|
)
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|
@pytest.mark.parametrize("selector, expected_n_features", [(RFE, 5), (RFECV, 4)])
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|
def test_rfe_wrapped_estimator(importance_getter, selector, expected_n_features):
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|
# Non-regression test for
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|
# https://github.com/scikit-learn/scikit-learn/issues/15312
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|
X, y = make_friedman1(n_samples=50, n_features=10, random_state=0)
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|
estimator = LinearSVR(random_state=0)
|
|
|
|
log_estimator = TransformedTargetRegressor(
|
|
regressor=estimator, func=np.log, inverse_func=np.exp
|
|
)
|
|
|
|
selector = selector(log_estimator, importance_getter=importance_getter)
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|
sel = selector.fit(X, y)
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|
assert sel.support_.sum() == expected_n_features
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"importance_getter, err_type",
|
|
[
|
|
("auto", ValueError),
|
|
("random", AttributeError),
|
|
(lambda x: x.importance, AttributeError),
|
|
],
|
|
)
|
|
@pytest.mark.parametrize("Selector", [RFE, RFECV])
|
|
def test_rfe_importance_getter_validation(importance_getter, err_type, Selector):
|
|
X, y = make_friedman1(n_samples=50, n_features=10, random_state=42)
|
|
estimator = LinearSVR()
|
|
log_estimator = TransformedTargetRegressor(
|
|
regressor=estimator, func=np.log, inverse_func=np.exp
|
|
)
|
|
|
|
with pytest.raises(err_type):
|
|
model = Selector(log_estimator, importance_getter=importance_getter)
|
|
model.fit(X, y)
|
|
|
|
|
|
@pytest.mark.parametrize("cv", [None, 5])
|
|
def test_rfe_allow_nan_inf_in_x(cv):
|
|
iris = load_iris()
|
|
X = iris.data
|
|
y = iris.target
|
|
|
|
# add nan and inf value to X
|
|
X[0][0] = np.NaN
|
|
X[0][1] = np.Inf
|
|
|
|
clf = MockClassifier()
|
|
if cv is not None:
|
|
rfe = RFECV(estimator=clf, cv=cv)
|
|
else:
|
|
rfe = RFE(estimator=clf)
|
|
rfe.fit(X, y)
|
|
rfe.transform(X)
|
|
|
|
|
|
def test_w_pipeline_2d_coef_():
|
|
pipeline = make_pipeline(StandardScaler(), LogisticRegression())
|
|
|
|
data, y = load_iris(return_X_y=True)
|
|
sfm = RFE(
|
|
pipeline,
|
|
n_features_to_select=2,
|
|
importance_getter="named_steps.logisticregression.coef_",
|
|
)
|
|
|
|
sfm.fit(data, y)
|
|
assert sfm.transform(data).shape[1] == 2
|
|
|
|
|
|
def test_rfecv_std_and_mean(global_random_seed):
|
|
generator = check_random_state(global_random_seed)
|
|
iris = load_iris()
|
|
X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
|
|
y = iris.target
|
|
|
|
rfecv = RFECV(estimator=SVC(kernel="linear"))
|
|
rfecv.fit(X, y)
|
|
n_split_keys = len(rfecv.cv_results_) - 2
|
|
split_keys = [f"split{i}_test_score" for i in range(n_split_keys)]
|
|
|
|
cv_scores = np.asarray([rfecv.cv_results_[key] for key in split_keys])
|
|
expected_mean = np.mean(cv_scores, axis=0)
|
|
expected_std = np.std(cv_scores, axis=0)
|
|
|
|
assert_allclose(rfecv.cv_results_["mean_test_score"], expected_mean)
|
|
assert_allclose(rfecv.cv_results_["std_test_score"], expected_std)
|
|
|
|
|
|
@pytest.mark.parametrize("ClsRFE", [RFE, RFECV])
|
|
def test_multioutput(ClsRFE):
|
|
X = np.random.normal(size=(10, 3))
|
|
y = np.random.randint(2, size=(10, 2))
|
|
clf = RandomForestClassifier(n_estimators=5)
|
|
rfe_test = ClsRFE(clf)
|
|
rfe_test.fit(X, y)
|
|
|
|
|
|
@pytest.mark.parametrize("ClsRFE", [RFE, RFECV])
|
|
@pytest.mark.parametrize("PLSEstimator", [CCA, PLSCanonical, PLSRegression])
|
|
def test_rfe_pls(ClsRFE, PLSEstimator):
|
|
"""Check the behaviour of RFE 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)
|
|
selector = ClsRFE(estimator, step=1).fit(X, y)
|
|
assert selector.score(X, y) > 0.5
|