854 lines
28 KiB
Python
854 lines
28 KiB
Python
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"""Test the stacking classifier and regressor."""
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# Authors: Guillaume Lemaitre <g.lemaitre58@gmail.com>
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# License: BSD 3 clause
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import pytest
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import numpy as np
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from numpy.testing import assert_array_equal
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import scipy.sparse as sparse
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from sklearn.base import BaseEstimator
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from sklearn.base import ClassifierMixin
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from sklearn.base import RegressorMixin
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from sklearn.base import clone
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from sklearn.exceptions import ConvergenceWarning
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from sklearn.datasets import load_iris
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from sklearn.datasets import load_diabetes
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from sklearn.datasets import load_breast_cancer
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from sklearn.datasets import make_regression
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from sklearn.datasets import make_classification
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from sklearn.datasets import make_multilabel_classification
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from sklearn.dummy import DummyClassifier
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from sklearn.dummy import DummyRegressor
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from sklearn.linear_model import LogisticRegression
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from sklearn.linear_model import LinearRegression
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from sklearn.linear_model import Ridge
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from sklearn.linear_model import RidgeClassifier
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from sklearn.svm import LinearSVC
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from sklearn.svm import LinearSVR
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from sklearn.svm import SVC
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from sklearn.ensemble import RandomForestClassifier
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from sklearn.ensemble import RandomForestRegressor
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from sklearn.neighbors import KNeighborsClassifier
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from sklearn.neural_network import MLPClassifier
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from sklearn.preprocessing import scale
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from sklearn.ensemble import StackingClassifier
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from sklearn.ensemble import StackingRegressor
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from sklearn.model_selection import train_test_split
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from sklearn.model_selection import StratifiedKFold
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from sklearn.model_selection import KFold
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from sklearn.utils._mocking import CheckingClassifier
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from sklearn.utils._testing import assert_allclose
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from sklearn.utils._testing import assert_allclose_dense_sparse
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from sklearn.utils._testing import ignore_warnings
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from sklearn.exceptions import NotFittedError
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from unittest.mock import Mock
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diabetes = load_diabetes()
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X_diabetes, y_diabetes = diabetes.data, diabetes.target
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iris = load_iris()
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X_iris, y_iris = iris.data, iris.target
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X_multilabel, y_multilabel = make_multilabel_classification(
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n_classes=3, random_state=42
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)
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X_binary, y_binary = make_classification(n_classes=2, random_state=42)
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@pytest.mark.parametrize(
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"cv", [3, StratifiedKFold(n_splits=3, shuffle=True, random_state=42)]
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)
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@pytest.mark.parametrize(
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"final_estimator", [None, RandomForestClassifier(random_state=42)]
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)
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@pytest.mark.parametrize("passthrough", [False, True])
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def test_stacking_classifier_iris(cv, final_estimator, passthrough):
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# prescale the data to avoid convergence warning without using a pipeline
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# for later assert
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X_train, X_test, y_train, y_test = train_test_split(
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scale(X_iris), y_iris, stratify=y_iris, random_state=42
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)
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estimators = [("lr", LogisticRegression()), ("svc", LinearSVC())]
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clf = StackingClassifier(
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estimators=estimators,
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final_estimator=final_estimator,
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cv=cv,
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passthrough=passthrough,
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)
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clf.fit(X_train, y_train)
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clf.predict(X_test)
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clf.predict_proba(X_test)
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assert clf.score(X_test, y_test) > 0.8
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X_trans = clf.transform(X_test)
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expected_column_count = 10 if passthrough else 6
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assert X_trans.shape[1] == expected_column_count
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if passthrough:
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assert_allclose(X_test, X_trans[:, -4:])
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clf.set_params(lr="drop")
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clf.fit(X_train, y_train)
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clf.predict(X_test)
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clf.predict_proba(X_test)
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if final_estimator is None:
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# LogisticRegression has decision_function method
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clf.decision_function(X_test)
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X_trans = clf.transform(X_test)
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expected_column_count_drop = 7 if passthrough else 3
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assert X_trans.shape[1] == expected_column_count_drop
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if passthrough:
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assert_allclose(X_test, X_trans[:, -4:])
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def test_stacking_classifier_drop_column_binary_classification():
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# check that a column is dropped in binary classification
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X, y = load_breast_cancer(return_X_y=True)
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X_train, X_test, y_train, _ = train_test_split(
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scale(X), y, stratify=y, random_state=42
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)
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# both classifiers implement 'predict_proba' and will both drop one column
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estimators = [
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("lr", LogisticRegression()),
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("rf", RandomForestClassifier(random_state=42)),
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]
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clf = StackingClassifier(estimators=estimators, cv=3)
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clf.fit(X_train, y_train)
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X_trans = clf.transform(X_test)
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assert X_trans.shape[1] == 2
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# LinearSVC does not implement 'predict_proba' and will not drop one column
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estimators = [("lr", LogisticRegression()), ("svc", LinearSVC())]
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clf.set_params(estimators=estimators)
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clf.fit(X_train, y_train)
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X_trans = clf.transform(X_test)
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assert X_trans.shape[1] == 2
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def test_stacking_classifier_drop_estimator():
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# prescale the data to avoid convergence warning without using a pipeline
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# for later assert
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X_train, X_test, y_train, _ = train_test_split(
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scale(X_iris), y_iris, stratify=y_iris, random_state=42
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)
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estimators = [("lr", "drop"), ("svc", LinearSVC(random_state=0))]
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rf = RandomForestClassifier(n_estimators=10, random_state=42)
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clf = StackingClassifier(
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estimators=[("svc", LinearSVC(random_state=0))], final_estimator=rf, cv=5
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)
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clf_drop = StackingClassifier(estimators=estimators, final_estimator=rf, cv=5)
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clf.fit(X_train, y_train)
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clf_drop.fit(X_train, y_train)
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assert_allclose(clf.predict(X_test), clf_drop.predict(X_test))
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assert_allclose(clf.predict_proba(X_test), clf_drop.predict_proba(X_test))
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assert_allclose(clf.transform(X_test), clf_drop.transform(X_test))
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def test_stacking_regressor_drop_estimator():
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# prescale the data to avoid convergence warning without using a pipeline
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# for later assert
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X_train, X_test, y_train, _ = train_test_split(
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scale(X_diabetes), y_diabetes, random_state=42
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)
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estimators = [("lr", "drop"), ("svr", LinearSVR(random_state=0))]
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rf = RandomForestRegressor(n_estimators=10, random_state=42)
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reg = StackingRegressor(
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estimators=[("svr", LinearSVR(random_state=0))], final_estimator=rf, cv=5
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)
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reg_drop = StackingRegressor(estimators=estimators, final_estimator=rf, cv=5)
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reg.fit(X_train, y_train)
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reg_drop.fit(X_train, y_train)
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assert_allclose(reg.predict(X_test), reg_drop.predict(X_test))
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assert_allclose(reg.transform(X_test), reg_drop.transform(X_test))
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@pytest.mark.parametrize("cv", [3, KFold(n_splits=3, shuffle=True, random_state=42)])
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@pytest.mark.parametrize(
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"final_estimator, predict_params",
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[
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(None, {}),
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(RandomForestRegressor(random_state=42), {}),
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(DummyRegressor(), {"return_std": True}),
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],
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)
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@pytest.mark.parametrize("passthrough", [False, True])
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def test_stacking_regressor_diabetes(cv, final_estimator, predict_params, passthrough):
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# prescale the data to avoid convergence warning without using a pipeline
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# for later assert
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X_train, X_test, y_train, _ = train_test_split(
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scale(X_diabetes), y_diabetes, random_state=42
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)
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estimators = [("lr", LinearRegression()), ("svr", LinearSVR())]
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reg = StackingRegressor(
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estimators=estimators,
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final_estimator=final_estimator,
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cv=cv,
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passthrough=passthrough,
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)
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reg.fit(X_train, y_train)
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result = reg.predict(X_test, **predict_params)
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expected_result_length = 2 if predict_params else 1
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if predict_params:
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assert len(result) == expected_result_length
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X_trans = reg.transform(X_test)
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expected_column_count = 12 if passthrough else 2
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assert X_trans.shape[1] == expected_column_count
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if passthrough:
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assert_allclose(X_test, X_trans[:, -10:])
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reg.set_params(lr="drop")
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reg.fit(X_train, y_train)
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reg.predict(X_test)
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X_trans = reg.transform(X_test)
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expected_column_count_drop = 11 if passthrough else 1
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assert X_trans.shape[1] == expected_column_count_drop
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if passthrough:
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assert_allclose(X_test, X_trans[:, -10:])
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@pytest.mark.parametrize("fmt", ["csc", "csr", "coo"])
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def test_stacking_regressor_sparse_passthrough(fmt):
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# Check passthrough behavior on a sparse X matrix
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X_train, X_test, y_train, _ = train_test_split(
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sparse.coo_matrix(scale(X_diabetes)).asformat(fmt), y_diabetes, random_state=42
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)
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estimators = [("lr", LinearRegression()), ("svr", LinearSVR())]
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rf = RandomForestRegressor(n_estimators=10, random_state=42)
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clf = StackingRegressor(
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estimators=estimators, final_estimator=rf, cv=5, passthrough=True
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)
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clf.fit(X_train, y_train)
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X_trans = clf.transform(X_test)
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assert_allclose_dense_sparse(X_test, X_trans[:, -10:])
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assert sparse.issparse(X_trans)
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assert X_test.format == X_trans.format
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@pytest.mark.parametrize("fmt", ["csc", "csr", "coo"])
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def test_stacking_classifier_sparse_passthrough(fmt):
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# Check passthrough behavior on a sparse X matrix
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X_train, X_test, y_train, _ = train_test_split(
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sparse.coo_matrix(scale(X_iris)).asformat(fmt), y_iris, random_state=42
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)
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estimators = [("lr", LogisticRegression()), ("svc", LinearSVC())]
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rf = RandomForestClassifier(n_estimators=10, random_state=42)
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clf = StackingClassifier(
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estimators=estimators, final_estimator=rf, cv=5, passthrough=True
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)
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clf.fit(X_train, y_train)
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X_trans = clf.transform(X_test)
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assert_allclose_dense_sparse(X_test, X_trans[:, -4:])
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assert sparse.issparse(X_trans)
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assert X_test.format == X_trans.format
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def test_stacking_classifier_drop_binary_prob():
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# check that classifier will drop one of the probability column for
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# binary classification problem
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# Select only the 2 first classes
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X_, y_ = scale(X_iris[:100]), y_iris[:100]
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estimators = [("lr", LogisticRegression()), ("rf", RandomForestClassifier())]
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clf = StackingClassifier(estimators=estimators)
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clf.fit(X_, y_)
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X_meta = clf.transform(X_)
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assert X_meta.shape[1] == 2
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class NoWeightRegressor(RegressorMixin, BaseEstimator):
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def fit(self, X, y):
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self.reg = DummyRegressor()
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return self.reg.fit(X, y)
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def predict(self, X):
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return np.ones(X.shape[0])
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class NoWeightClassifier(ClassifierMixin, BaseEstimator):
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def fit(self, X, y):
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self.clf = DummyClassifier(strategy="stratified")
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return self.clf.fit(X, y)
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@pytest.mark.parametrize(
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"y, params, type_err, msg_err",
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[
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(y_iris, {"estimators": []}, ValueError, "Invalid 'estimators' attribute,"),
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(
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y_iris,
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{
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"estimators": [
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("lr", LogisticRegression()),
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("svm", SVC(max_iter=50_000)),
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],
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"stack_method": "predict_proba",
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},
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ValueError,
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"does not implement the method predict_proba",
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),
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(
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y_iris,
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{
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"estimators": [
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("lr", LogisticRegression()),
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("cor", NoWeightClassifier()),
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]
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},
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TypeError,
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"does not support sample weight",
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),
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(
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y_iris,
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{
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"estimators": [
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("lr", LogisticRegression()),
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("cor", LinearSVC(max_iter=50_000)),
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],
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"final_estimator": NoWeightClassifier(),
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},
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TypeError,
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"does not support sample weight",
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),
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],
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)
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def test_stacking_classifier_error(y, params, type_err, msg_err):
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with pytest.raises(type_err, match=msg_err):
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clf = StackingClassifier(**params, cv=3)
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clf.fit(scale(X_iris), y, sample_weight=np.ones(X_iris.shape[0]))
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@pytest.mark.parametrize(
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"y, params, type_err, msg_err",
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[
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(y_diabetes, {"estimators": []}, ValueError, "Invalid 'estimators' attribute,"),
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(
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y_diabetes,
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{"estimators": [("lr", LinearRegression()), ("cor", NoWeightRegressor())]},
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TypeError,
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"does not support sample weight",
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),
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(
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y_diabetes,
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{
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"estimators": [("lr", LinearRegression()), ("cor", LinearSVR())],
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"final_estimator": NoWeightRegressor(),
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},
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TypeError,
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"does not support sample weight",
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),
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],
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)
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def test_stacking_regressor_error(y, params, type_err, msg_err):
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with pytest.raises(type_err, match=msg_err):
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reg = StackingRegressor(**params, cv=3)
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reg.fit(scale(X_diabetes), y, sample_weight=np.ones(X_diabetes.shape[0]))
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@pytest.mark.parametrize(
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"estimator, X, y",
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[
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(
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StackingClassifier(
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estimators=[
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("lr", LogisticRegression(random_state=0)),
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("svm", LinearSVC(random_state=0)),
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]
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),
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X_iris[:100],
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y_iris[:100],
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), # keep only classes 0 and 1
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(
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StackingRegressor(
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estimators=[
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("lr", LinearRegression()),
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("svm", LinearSVR(random_state=0)),
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]
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),
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X_diabetes,
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y_diabetes,
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),
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],
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ids=["StackingClassifier", "StackingRegressor"],
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)
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def test_stacking_randomness(estimator, X, y):
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# checking that fixing the random state of the CV will lead to the same
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# results
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estimator_full = clone(estimator)
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estimator_full.set_params(
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cv=KFold(shuffle=True, random_state=np.random.RandomState(0))
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|
)
|
||
|
|
||
|
estimator_drop = clone(estimator)
|
||
|
estimator_drop.set_params(lr="drop")
|
||
|
estimator_drop.set_params(
|
||
|
cv=KFold(shuffle=True, random_state=np.random.RandomState(0))
|
||
|
)
|
||
|
|
||
|
assert_allclose(
|
||
|
estimator_full.fit(X, y).transform(X)[:, 1:],
|
||
|
estimator_drop.fit(X, y).transform(X),
|
||
|
)
|
||
|
|
||
|
|
||
|
def test_stacking_classifier_stratify_default():
|
||
|
# check that we stratify the classes for the default CV
|
||
|
clf = StackingClassifier(
|
||
|
estimators=[
|
||
|
("lr", LogisticRegression(max_iter=10_000)),
|
||
|
("svm", LinearSVC(max_iter=10_000)),
|
||
|
]
|
||
|
)
|
||
|
# since iris is not shuffled, a simple k-fold would not contain the
|
||
|
# 3 classes during training
|
||
|
clf.fit(X_iris, y_iris)
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize(
|
||
|
"stacker, X, y",
|
||
|
[
|
||
|
(
|
||
|
StackingClassifier(
|
||
|
estimators=[
|
||
|
("lr", LogisticRegression()),
|
||
|
("svm", LinearSVC(random_state=42)),
|
||
|
],
|
||
|
final_estimator=LogisticRegression(),
|
||
|
cv=KFold(shuffle=True, random_state=42),
|
||
|
),
|
||
|
*load_breast_cancer(return_X_y=True),
|
||
|
),
|
||
|
(
|
||
|
StackingRegressor(
|
||
|
estimators=[
|
||
|
("lr", LinearRegression()),
|
||
|
("svm", LinearSVR(random_state=42)),
|
||
|
],
|
||
|
final_estimator=LinearRegression(),
|
||
|
cv=KFold(shuffle=True, random_state=42),
|
||
|
),
|
||
|
X_diabetes,
|
||
|
y_diabetes,
|
||
|
),
|
||
|
],
|
||
|
ids=["StackingClassifier", "StackingRegressor"],
|
||
|
)
|
||
|
def test_stacking_with_sample_weight(stacker, X, y):
|
||
|
# check that sample weights has an influence on the fitting
|
||
|
# note: ConvergenceWarning are catch since we are not worrying about the
|
||
|
# convergence here
|
||
|
n_half_samples = len(y) // 2
|
||
|
total_sample_weight = np.array(
|
||
|
[0.1] * n_half_samples + [0.9] * (len(y) - n_half_samples)
|
||
|
)
|
||
|
X_train, X_test, y_train, _, sample_weight_train, _ = train_test_split(
|
||
|
X, y, total_sample_weight, random_state=42
|
||
|
)
|
||
|
|
||
|
with ignore_warnings(category=ConvergenceWarning):
|
||
|
stacker.fit(X_train, y_train)
|
||
|
y_pred_no_weight = stacker.predict(X_test)
|
||
|
|
||
|
with ignore_warnings(category=ConvergenceWarning):
|
||
|
stacker.fit(X_train, y_train, sample_weight=np.ones(y_train.shape))
|
||
|
y_pred_unit_weight = stacker.predict(X_test)
|
||
|
|
||
|
assert_allclose(y_pred_no_weight, y_pred_unit_weight)
|
||
|
|
||
|
with ignore_warnings(category=ConvergenceWarning):
|
||
|
stacker.fit(X_train, y_train, sample_weight=sample_weight_train)
|
||
|
y_pred_biased = stacker.predict(X_test)
|
||
|
|
||
|
assert np.abs(y_pred_no_weight - y_pred_biased).sum() > 0
|
||
|
|
||
|
|
||
|
def test_stacking_classifier_sample_weight_fit_param():
|
||
|
# check sample_weight is passed to all invocations of fit
|
||
|
stacker = StackingClassifier(
|
||
|
estimators=[("lr", CheckingClassifier(expected_sample_weight=True))],
|
||
|
final_estimator=CheckingClassifier(expected_sample_weight=True),
|
||
|
)
|
||
|
stacker.fit(X_iris, y_iris, sample_weight=np.ones(X_iris.shape[0]))
|
||
|
|
||
|
|
||
|
@pytest.mark.filterwarnings("ignore::sklearn.exceptions.ConvergenceWarning")
|
||
|
@pytest.mark.parametrize(
|
||
|
"stacker, X, y",
|
||
|
[
|
||
|
(
|
||
|
StackingClassifier(
|
||
|
estimators=[
|
||
|
("lr", LogisticRegression()),
|
||
|
("svm", LinearSVC(random_state=42)),
|
||
|
],
|
||
|
final_estimator=LogisticRegression(),
|
||
|
),
|
||
|
*load_breast_cancer(return_X_y=True),
|
||
|
),
|
||
|
(
|
||
|
StackingRegressor(
|
||
|
estimators=[
|
||
|
("lr", LinearRegression()),
|
||
|
("svm", LinearSVR(random_state=42)),
|
||
|
],
|
||
|
final_estimator=LinearRegression(),
|
||
|
),
|
||
|
X_diabetes,
|
||
|
y_diabetes,
|
||
|
),
|
||
|
],
|
||
|
ids=["StackingClassifier", "StackingRegressor"],
|
||
|
)
|
||
|
def test_stacking_cv_influence(stacker, X, y):
|
||
|
# check that the stacking affects the fit of the final estimator but not
|
||
|
# the fit of the base estimators
|
||
|
# note: ConvergenceWarning are catch since we are not worrying about the
|
||
|
# convergence here
|
||
|
stacker_cv_3 = clone(stacker)
|
||
|
stacker_cv_5 = clone(stacker)
|
||
|
|
||
|
stacker_cv_3.set_params(cv=3)
|
||
|
stacker_cv_5.set_params(cv=5)
|
||
|
|
||
|
stacker_cv_3.fit(X, y)
|
||
|
stacker_cv_5.fit(X, y)
|
||
|
|
||
|
# the base estimators should be identical
|
||
|
for est_cv_3, est_cv_5 in zip(stacker_cv_3.estimators_, stacker_cv_5.estimators_):
|
||
|
assert_allclose(est_cv_3.coef_, est_cv_5.coef_)
|
||
|
|
||
|
# the final estimator should be different
|
||
|
with pytest.raises(AssertionError, match="Not equal"):
|
||
|
assert_allclose(
|
||
|
stacker_cv_3.final_estimator_.coef_, stacker_cv_5.final_estimator_.coef_
|
||
|
)
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize(
|
||
|
"Stacker, Estimator, stack_method, final_estimator, X, y",
|
||
|
[
|
||
|
(
|
||
|
StackingClassifier,
|
||
|
DummyClassifier,
|
||
|
"predict_proba",
|
||
|
LogisticRegression(random_state=42),
|
||
|
X_iris,
|
||
|
y_iris,
|
||
|
),
|
||
|
(
|
||
|
StackingRegressor,
|
||
|
DummyRegressor,
|
||
|
"predict",
|
||
|
LinearRegression(),
|
||
|
X_diabetes,
|
||
|
y_diabetes,
|
||
|
),
|
||
|
],
|
||
|
)
|
||
|
def test_stacking_prefit(Stacker, Estimator, stack_method, final_estimator, X, y):
|
||
|
"""Check the behaviour of stacking when `cv='prefit'`"""
|
||
|
X_train1, X_train2, y_train1, y_train2 = train_test_split(
|
||
|
X, y, random_state=42, test_size=0.5
|
||
|
)
|
||
|
estimators = [
|
||
|
("d0", Estimator().fit(X_train1, y_train1)),
|
||
|
("d1", Estimator().fit(X_train1, y_train1)),
|
||
|
]
|
||
|
|
||
|
# mock out fit and stack_method to be asserted later
|
||
|
for _, estimator in estimators:
|
||
|
estimator.fit = Mock()
|
||
|
stack_func = getattr(estimator, stack_method)
|
||
|
setattr(estimator, stack_method, Mock(side_effect=stack_func))
|
||
|
|
||
|
stacker = Stacker(
|
||
|
estimators=estimators, cv="prefit", final_estimator=final_estimator
|
||
|
)
|
||
|
stacker.fit(X_train2, y_train2)
|
||
|
|
||
|
assert stacker.estimators_ == [estimator for _, estimator in estimators]
|
||
|
# fit was not called again
|
||
|
assert all(estimator.fit.call_count == 0 for estimator in stacker.estimators_)
|
||
|
|
||
|
# stack method is called with the proper inputs
|
||
|
for estimator in stacker.estimators_:
|
||
|
stack_func_mock = getattr(estimator, stack_method)
|
||
|
stack_func_mock.assert_called_with(X_train2)
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize(
|
||
|
"stacker, X, y",
|
||
|
[
|
||
|
(
|
||
|
StackingClassifier(
|
||
|
estimators=[("lr", LogisticRegression()), ("svm", SVC())],
|
||
|
cv="prefit",
|
||
|
),
|
||
|
X_iris,
|
||
|
y_iris,
|
||
|
),
|
||
|
(
|
||
|
StackingRegressor(
|
||
|
estimators=[
|
||
|
("lr", LinearRegression()),
|
||
|
("svm", LinearSVR()),
|
||
|
],
|
||
|
cv="prefit",
|
||
|
),
|
||
|
X_diabetes,
|
||
|
y_diabetes,
|
||
|
),
|
||
|
],
|
||
|
)
|
||
|
def test_stacking_prefit_error(stacker, X, y):
|
||
|
# check that NotFittedError is raised
|
||
|
# if base estimators are not fitted when cv="prefit"
|
||
|
with pytest.raises(NotFittedError):
|
||
|
stacker.fit(X, y)
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize(
|
||
|
"make_dataset, Stacking, Estimator",
|
||
|
[
|
||
|
(make_classification, StackingClassifier, LogisticRegression),
|
||
|
(make_regression, StackingRegressor, LinearRegression),
|
||
|
],
|
||
|
)
|
||
|
def test_stacking_without_n_features_in(make_dataset, Stacking, Estimator):
|
||
|
# Stacking supports estimators without `n_features_in_`. Regression test
|
||
|
# for #17353
|
||
|
|
||
|
class MyEstimator(Estimator):
|
||
|
"""Estimator without n_features_in_"""
|
||
|
|
||
|
def fit(self, X, y):
|
||
|
super().fit(X, y)
|
||
|
del self.n_features_in_
|
||
|
|
||
|
X, y = make_dataset(random_state=0, n_samples=100)
|
||
|
stacker = Stacking(estimators=[("lr", MyEstimator())])
|
||
|
|
||
|
msg = f"{Stacking.__name__} object has no attribute n_features_in_"
|
||
|
with pytest.raises(AttributeError, match=msg):
|
||
|
stacker.n_features_in_
|
||
|
|
||
|
# Does not raise
|
||
|
stacker.fit(X, y)
|
||
|
|
||
|
msg = "'MyEstimator' object has no attribute 'n_features_in_'"
|
||
|
with pytest.raises(AttributeError, match=msg):
|
||
|
stacker.n_features_in_
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize(
|
||
|
"estimator",
|
||
|
[
|
||
|
# output a 2D array of the probability of the positive class for each output
|
||
|
MLPClassifier(random_state=42),
|
||
|
# output a list of 2D array containing the probability of each class
|
||
|
# for each output
|
||
|
RandomForestClassifier(random_state=42),
|
||
|
],
|
||
|
ids=["MLPClassifier", "RandomForestClassifier"],
|
||
|
)
|
||
|
def test_stacking_classifier_multilabel_predict_proba(estimator):
|
||
|
"""Check the behaviour for the multilabel classification case and the
|
||
|
`predict_proba` stacking method.
|
||
|
|
||
|
Estimators are not consistent with the output arrays and we need to ensure that
|
||
|
we handle all cases.
|
||
|
"""
|
||
|
X_train, X_test, y_train, y_test = train_test_split(
|
||
|
X_multilabel, y_multilabel, stratify=y_multilabel, random_state=42
|
||
|
)
|
||
|
n_outputs = 3
|
||
|
|
||
|
estimators = [("est", estimator)]
|
||
|
stacker = StackingClassifier(
|
||
|
estimators=estimators,
|
||
|
final_estimator=KNeighborsClassifier(),
|
||
|
stack_method="predict_proba",
|
||
|
).fit(X_train, y_train)
|
||
|
|
||
|
X_trans = stacker.transform(X_test)
|
||
|
assert X_trans.shape == (X_test.shape[0], n_outputs)
|
||
|
# we should not have any collinear classes and thus nothing should sum to 1
|
||
|
assert not any(np.isclose(X_trans.sum(axis=1), 1.0))
|
||
|
|
||
|
y_pred = stacker.predict(X_test)
|
||
|
assert y_pred.shape == y_test.shape
|
||
|
|
||
|
|
||
|
def test_stacking_classifier_multilabel_decision_function():
|
||
|
"""Check the behaviour for the multilabel classification case and the
|
||
|
`decision_function` stacking method. Only `RidgeClassifier` supports this
|
||
|
case.
|
||
|
"""
|
||
|
X_train, X_test, y_train, y_test = train_test_split(
|
||
|
X_multilabel, y_multilabel, stratify=y_multilabel, random_state=42
|
||
|
)
|
||
|
n_outputs = 3
|
||
|
|
||
|
estimators = [("est", RidgeClassifier())]
|
||
|
stacker = StackingClassifier(
|
||
|
estimators=estimators,
|
||
|
final_estimator=KNeighborsClassifier(),
|
||
|
stack_method="decision_function",
|
||
|
).fit(X_train, y_train)
|
||
|
|
||
|
X_trans = stacker.transform(X_test)
|
||
|
assert X_trans.shape == (X_test.shape[0], n_outputs)
|
||
|
|
||
|
y_pred = stacker.predict(X_test)
|
||
|
assert y_pred.shape == y_test.shape
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize("stack_method", ["auto", "predict"])
|
||
|
@pytest.mark.parametrize("passthrough", [False, True])
|
||
|
def test_stacking_classifier_multilabel_auto_predict(stack_method, passthrough):
|
||
|
"""Check the behaviour for the multilabel classification case for stack methods
|
||
|
supported for all estimators or automatically picked up.
|
||
|
"""
|
||
|
X_train, X_test, y_train, y_test = train_test_split(
|
||
|
X_multilabel, y_multilabel, stratify=y_multilabel, random_state=42
|
||
|
)
|
||
|
y_train_before_fit = y_train.copy()
|
||
|
n_outputs = 3
|
||
|
|
||
|
estimators = [
|
||
|
("mlp", MLPClassifier(random_state=42)),
|
||
|
("rf", RandomForestClassifier(random_state=42)),
|
||
|
("ridge", RidgeClassifier()),
|
||
|
]
|
||
|
final_estimator = KNeighborsClassifier()
|
||
|
|
||
|
clf = StackingClassifier(
|
||
|
estimators=estimators,
|
||
|
final_estimator=final_estimator,
|
||
|
passthrough=passthrough,
|
||
|
stack_method=stack_method,
|
||
|
).fit(X_train, y_train)
|
||
|
|
||
|
# make sure we don't change `y_train` inplace
|
||
|
assert_array_equal(y_train_before_fit, y_train)
|
||
|
|
||
|
y_pred = clf.predict(X_test)
|
||
|
assert y_pred.shape == y_test.shape
|
||
|
|
||
|
if stack_method == "auto":
|
||
|
expected_stack_methods = ["predict_proba", "predict_proba", "decision_function"]
|
||
|
else:
|
||
|
expected_stack_methods = ["predict"] * len(estimators)
|
||
|
assert clf.stack_method_ == expected_stack_methods
|
||
|
|
||
|
n_features_X_trans = n_outputs * len(estimators)
|
||
|
if passthrough:
|
||
|
n_features_X_trans += X_train.shape[1]
|
||
|
X_trans = clf.transform(X_test)
|
||
|
assert X_trans.shape == (X_test.shape[0], n_features_X_trans)
|
||
|
|
||
|
assert_array_equal(clf.classes_, [np.array([0, 1])] * n_outputs)
|
||
|
|
||
|
|
||
|
@pytest.mark.parametrize(
|
||
|
"stacker, feature_names, X, y, expected_names",
|
||
|
[
|
||
|
(
|
||
|
StackingClassifier(
|
||
|
estimators=[
|
||
|
("lr", LogisticRegression(random_state=0)),
|
||
|
("svm", LinearSVC(random_state=0)),
|
||
|
]
|
||
|
),
|
||
|
iris.feature_names,
|
||
|
X_iris,
|
||
|
y_iris,
|
||
|
[
|
||
|
"stackingclassifier_lr0",
|
||
|
"stackingclassifier_lr1",
|
||
|
"stackingclassifier_lr2",
|
||
|
"stackingclassifier_svm0",
|
||
|
"stackingclassifier_svm1",
|
||
|
"stackingclassifier_svm2",
|
||
|
],
|
||
|
),
|
||
|
(
|
||
|
StackingClassifier(
|
||
|
estimators=[
|
||
|
("lr", LogisticRegression(random_state=0)),
|
||
|
("other", "drop"),
|
||
|
("svm", LinearSVC(random_state=0)),
|
||
|
]
|
||
|
),
|
||
|
iris.feature_names,
|
||
|
X_iris[:100],
|
||
|
y_iris[:100], # keep only classes 0 and 1
|
||
|
[
|
||
|
"stackingclassifier_lr",
|
||
|
"stackingclassifier_svm",
|
||
|
],
|
||
|
),
|
||
|
(
|
||
|
StackingRegressor(
|
||
|
estimators=[
|
||
|
("lr", LinearRegression()),
|
||
|
("svm", LinearSVR(random_state=0)),
|
||
|
]
|
||
|
),
|
||
|
diabetes.feature_names,
|
||
|
X_diabetes,
|
||
|
y_diabetes,
|
||
|
[
|
||
|
"stackingregressor_lr",
|
||
|
"stackingregressor_svm",
|
||
|
],
|
||
|
),
|
||
|
],
|
||
|
ids=[
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|
"StackingClassifier_multiclass",
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||
|
"StackingClassifier_binary",
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|
"StackingRegressor",
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||
|
],
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||
|
)
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||
|
@pytest.mark.parametrize("passthrough", [True, False])
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||
|
def test_get_feature_names_out(
|
||
|
stacker, feature_names, X, y, expected_names, passthrough
|
||
|
):
|
||
|
"""Check get_feature_names_out works for stacking."""
|
||
|
|
||
|
stacker.set_params(passthrough=passthrough)
|
||
|
stacker.fit(scale(X), y)
|
||
|
|
||
|
if passthrough:
|
||
|
expected_names = np.concatenate((expected_names, feature_names))
|
||
|
|
||
|
names_out = stacker.get_feature_names_out(feature_names)
|
||
|
assert_array_equal(names_out, expected_names)
|
||
|
|
||
|
|
||
|
def test_stacking_classifier_base_regressor():
|
||
|
"""Check that a regressor can be used as the first layer in `StackingClassifier`."""
|
||
|
X_train, X_test, y_train, y_test = train_test_split(
|
||
|
scale(X_iris), y_iris, stratify=y_iris, random_state=42
|
||
|
)
|
||
|
clf = StackingClassifier(estimators=[("ridge", Ridge())])
|
||
|
clf.fit(X_train, y_train)
|
||
|
clf.predict(X_test)
|
||
|
clf.predict_proba(X_test)
|
||
|
assert clf.score(X_test, y_test) > 0.8
|