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

295 lines
10 KiB
Python

# Author: Alexandre Gramfort <alexandre.gramfort@inria.fr>
# Fabian Pedregosa <fabian.pedregosa@inria.fr>
#
# License: BSD 3 clause
from math import log
import numpy as np
import pytest
from sklearn.utils._testing import assert_array_almost_equal
from sklearn.utils._testing import assert_almost_equal
from sklearn.utils._testing import assert_array_less
from sklearn.utils import check_random_state
from sklearn.linear_model import BayesianRidge, ARDRegression
from sklearn.linear_model import Ridge
from sklearn import datasets
from sklearn.utils.extmath import fast_logdet
diabetes = datasets.load_diabetes()
def test_bayesian_ridge_scores():
"""Check scores attribute shape"""
X, y = diabetes.data, diabetes.target
clf = BayesianRidge(compute_score=True)
clf.fit(X, y)
assert clf.scores_.shape == (clf.n_iter_ + 1,)
def test_bayesian_ridge_score_values():
"""Check value of score on toy example.
Compute log marginal likelihood with equation (36) in Sparse Bayesian
Learning and the Relevance Vector Machine (Tipping, 2001):
- 0.5 * (log |Id/alpha + X.X^T/lambda| +
y^T.(Id/alpha + X.X^T/lambda).y + n * log(2 * pi))
+ lambda_1 * log(lambda) - lambda_2 * lambda
+ alpha_1 * log(alpha) - alpha_2 * alpha
and check equality with the score computed during training.
"""
X, y = diabetes.data, diabetes.target
n_samples = X.shape[0]
# check with initial values of alpha and lambda (see code for the values)
eps = np.finfo(np.float64).eps
alpha_ = 1.0 / (np.var(y) + eps)
lambda_ = 1.0
# value of the parameters of the Gamma hyperpriors
alpha_1 = 0.1
alpha_2 = 0.1
lambda_1 = 0.1
lambda_2 = 0.1
# compute score using formula of docstring
score = lambda_1 * log(lambda_) - lambda_2 * lambda_
score += alpha_1 * log(alpha_) - alpha_2 * alpha_
M = 1.0 / alpha_ * np.eye(n_samples) + 1.0 / lambda_ * np.dot(X, X.T)
M_inv_dot_y = np.linalg.solve(M, y)
score += -0.5 * (
fast_logdet(M) + np.dot(y.T, M_inv_dot_y) + n_samples * log(2 * np.pi)
)
# compute score with BayesianRidge
clf = BayesianRidge(
alpha_1=alpha_1,
alpha_2=alpha_2,
lambda_1=lambda_1,
lambda_2=lambda_2,
n_iter=1,
fit_intercept=False,
compute_score=True,
)
clf.fit(X, y)
assert_almost_equal(clf.scores_[0], score, decimal=9)
def test_bayesian_ridge_parameter():
# Test correctness of lambda_ and alpha_ parameters (GitHub issue #8224)
X = np.array([[1, 1], [3, 4], [5, 7], [4, 1], [2, 6], [3, 10], [3, 2]])
y = np.array([1, 2, 3, 2, 0, 4, 5]).T
# A Ridge regression model using an alpha value equal to the ratio of
# lambda_ and alpha_ from the Bayesian Ridge model must be identical
br_model = BayesianRidge(compute_score=True).fit(X, y)
rr_model = Ridge(alpha=br_model.lambda_ / br_model.alpha_).fit(X, y)
assert_array_almost_equal(rr_model.coef_, br_model.coef_)
assert_almost_equal(rr_model.intercept_, br_model.intercept_)
def test_bayesian_sample_weights():
# Test correctness of the sample_weights method
X = np.array([[1, 1], [3, 4], [5, 7], [4, 1], [2, 6], [3, 10], [3, 2]])
y = np.array([1, 2, 3, 2, 0, 4, 5]).T
w = np.array([4, 3, 3, 1, 1, 2, 3]).T
# A Ridge regression model using an alpha value equal to the ratio of
# lambda_ and alpha_ from the Bayesian Ridge model must be identical
br_model = BayesianRidge(compute_score=True).fit(X, y, sample_weight=w)
rr_model = Ridge(alpha=br_model.lambda_ / br_model.alpha_).fit(
X, y, sample_weight=w
)
assert_array_almost_equal(rr_model.coef_, br_model.coef_)
assert_almost_equal(rr_model.intercept_, br_model.intercept_)
def test_toy_bayesian_ridge_object():
# Test BayesianRidge on toy
X = np.array([[1], [2], [6], [8], [10]])
Y = np.array([1, 2, 6, 8, 10])
clf = BayesianRidge(compute_score=True)
clf.fit(X, Y)
# Check that the model could approximately learn the identity function
test = [[1], [3], [4]]
assert_array_almost_equal(clf.predict(test), [1, 3, 4], 2)
def test_bayesian_initial_params():
# Test BayesianRidge with initial values (alpha_init, lambda_init)
X = np.vander(np.linspace(0, 4, 5), 4)
y = np.array([0.0, 1.0, 0.0, -1.0, 0.0]) # y = (x^3 - 6x^2 + 8x) / 3
# In this case, starting from the default initial values will increase
# the bias of the fitted curve. So, lambda_init should be small.
reg = BayesianRidge(alpha_init=1.0, lambda_init=1e-3)
# Check the R2 score nearly equals to one.
r2 = reg.fit(X, y).score(X, y)
assert_almost_equal(r2, 1.0)
def test_prediction_bayesian_ridge_ard_with_constant_input():
# Test BayesianRidge and ARDRegression predictions for edge case of
# constant target vectors
n_samples = 4
n_features = 5
random_state = check_random_state(42)
constant_value = random_state.rand()
X = random_state.random_sample((n_samples, n_features))
y = np.full(n_samples, constant_value, dtype=np.array(constant_value).dtype)
expected = np.full(n_samples, constant_value, dtype=np.array(constant_value).dtype)
for clf in [BayesianRidge(), ARDRegression()]:
y_pred = clf.fit(X, y).predict(X)
assert_array_almost_equal(y_pred, expected)
def test_std_bayesian_ridge_ard_with_constant_input():
# Test BayesianRidge and ARDRegression standard dev. for edge case of
# constant target vector
# The standard dev. should be relatively small (< 0.01 is tested here)
n_samples = 10
n_features = 5
random_state = check_random_state(42)
constant_value = random_state.rand()
X = random_state.random_sample((n_samples, n_features))
y = np.full(n_samples, constant_value, dtype=np.array(constant_value).dtype)
expected_upper_boundary = 0.01
for clf in [BayesianRidge(), ARDRegression()]:
_, y_std = clf.fit(X, y).predict(X, return_std=True)
assert_array_less(y_std, expected_upper_boundary)
def test_update_of_sigma_in_ard():
# Checks that `sigma_` is updated correctly after the last iteration
# of the ARDRegression algorithm. See issue #10128.
X = np.array([[1, 0], [0, 0]])
y = np.array([0, 0])
clf = ARDRegression(n_iter=1)
clf.fit(X, y)
# With the inputs above, ARDRegression prunes both of the two coefficients
# in the first iteration. Hence, the expected shape of `sigma_` is (0, 0).
assert clf.sigma_.shape == (0, 0)
# Ensure that no error is thrown at prediction stage
clf.predict(X, return_std=True)
def test_toy_ard_object():
# Test BayesianRegression ARD classifier
X = np.array([[1], [2], [3]])
Y = np.array([1, 2, 3])
clf = ARDRegression(compute_score=True)
clf.fit(X, Y)
# Check that the model could approximately learn the identity function
test = [[1], [3], [4]]
assert_array_almost_equal(clf.predict(test), [1, 3, 4], 2)
@pytest.mark.parametrize("n_samples, n_features", ((10, 100), (100, 10)))
def test_ard_accuracy_on_easy_problem(global_random_seed, n_samples, n_features):
# Check that ARD converges with reasonable accuracy on an easy problem
# (Github issue #14055)
X = np.random.RandomState(global_random_seed).normal(size=(250, 3))
y = X[:, 1]
regressor = ARDRegression()
regressor.fit(X, y)
abs_coef_error = np.abs(1 - regressor.coef_[1])
assert abs_coef_error < 1e-10
def test_return_std():
# Test return_std option for both Bayesian regressors
def f(X):
return np.dot(X, w) + b
def f_noise(X, noise_mult):
return f(X) + np.random.randn(X.shape[0]) * noise_mult
d = 5
n_train = 50
n_test = 10
w = np.array([1.0, 0.0, 1.0, -1.0, 0.0])
b = 1.0
X = np.random.random((n_train, d))
X_test = np.random.random((n_test, d))
for decimal, noise_mult in enumerate([1, 0.1, 0.01]):
y = f_noise(X, noise_mult)
m1 = BayesianRidge()
m1.fit(X, y)
y_mean1, y_std1 = m1.predict(X_test, return_std=True)
assert_array_almost_equal(y_std1, noise_mult, decimal=decimal)
m2 = ARDRegression()
m2.fit(X, y)
y_mean2, y_std2 = m2.predict(X_test, return_std=True)
assert_array_almost_equal(y_std2, noise_mult, decimal=decimal)
def test_update_sigma(global_random_seed):
# make sure the two update_sigma() helpers are equivalent. The woodbury
# formula is used when n_samples < n_features, and the other one is used
# otherwise.
rng = np.random.RandomState(global_random_seed)
# set n_samples == n_features to avoid instability issues when inverting
# the matrices. Using the woodbury formula would be unstable when
# n_samples > n_features
n_samples = n_features = 10
X = rng.randn(n_samples, n_features)
alpha = 1
lmbda = np.arange(1, n_features + 1)
keep_lambda = np.array([True] * n_features)
reg = ARDRegression()
sigma = reg._update_sigma(X, alpha, lmbda, keep_lambda)
sigma_woodbury = reg._update_sigma_woodbury(X, alpha, lmbda, keep_lambda)
np.testing.assert_allclose(sigma, sigma_woodbury)
@pytest.mark.parametrize("dtype", [np.float32, np.float64])
@pytest.mark.parametrize("Estimator", [BayesianRidge, ARDRegression])
def test_dtype_match(dtype, Estimator):
# Test that np.float32 input data is not cast to np.float64 when possible
X = np.array([[1, 1], [3, 4], [5, 7], [4, 1], [2, 6], [3, 10], [3, 2]], dtype=dtype)
y = np.array([1, 2, 3, 2, 0, 4, 5]).T
model = Estimator()
# check type consistency
model.fit(X, y)
attributes = ["coef_", "sigma_"]
for attribute in attributes:
assert getattr(model, attribute).dtype == X.dtype
y_mean, y_std = model.predict(X, return_std=True)
assert y_mean.dtype == X.dtype
assert y_std.dtype == X.dtype
@pytest.mark.parametrize("Estimator", [BayesianRidge, ARDRegression])
def test_dtype_correctness(Estimator):
X = np.array([[1, 1], [3, 4], [5, 7], [4, 1], [2, 6], [3, 10], [3, 2]])
y = np.array([1, 2, 3, 2, 0, 4, 5]).T
model = Estimator()
coef_32 = model.fit(X.astype(np.float32), y).coef_
coef_64 = model.fit(X.astype(np.float64), y).coef_
np.testing.assert_allclose(coef_32, coef_64, rtol=1e-4)