1102 lines
40 KiB
Python
1102 lines
40 KiB
Python
# Authors: Alexandre Gramfort <alexandre.gramfort@telecom-paristech.fr>
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# License: BSD 3 clause
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import numpy as np
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import pytest
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from numpy.testing import assert_allclose
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from sklearn.base import BaseEstimator, clone
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from sklearn.calibration import (
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CalibratedClassifierCV,
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CalibrationDisplay,
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_CalibratedClassifier,
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_sigmoid_calibration,
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_SigmoidCalibration,
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calibration_curve,
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)
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from sklearn.datasets import load_iris, make_blobs, make_classification
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from sklearn.dummy import DummyClassifier
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from sklearn.ensemble import (
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RandomForestClassifier,
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VotingClassifier,
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)
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from sklearn.exceptions import NotFittedError
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from sklearn.feature_extraction import DictVectorizer
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from sklearn.impute import SimpleImputer
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from sklearn.isotonic import IsotonicRegression
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from sklearn.linear_model import LogisticRegression, SGDClassifier
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from sklearn.metrics import brier_score_loss
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from sklearn.model_selection import (
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KFold,
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LeaveOneOut,
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check_cv,
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cross_val_predict,
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cross_val_score,
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train_test_split,
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)
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from sklearn.naive_bayes import MultinomialNB
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from sklearn.pipeline import Pipeline, make_pipeline
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from sklearn.preprocessing import LabelEncoder, StandardScaler
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from sklearn.svm import LinearSVC
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from sklearn.tree import DecisionTreeClassifier
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from sklearn.utils._mocking import CheckingClassifier
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from sklearn.utils._testing import (
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_convert_container,
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assert_almost_equal,
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assert_array_almost_equal,
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assert_array_equal,
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)
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from sklearn.utils.extmath import softmax
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from sklearn.utils.fixes import CSR_CONTAINERS
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N_SAMPLES = 200
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@pytest.fixture(scope="module")
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def data():
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X, y = make_classification(n_samples=N_SAMPLES, n_features=6, random_state=42)
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return X, y
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@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
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@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
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@pytest.mark.parametrize("ensemble", [True, False])
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def test_calibration(data, method, csr_container, ensemble):
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# Test calibration objects with isotonic and sigmoid
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n_samples = N_SAMPLES // 2
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X, y = data
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sample_weight = np.random.RandomState(seed=42).uniform(size=y.size)
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X -= X.min() # MultinomialNB only allows positive X
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# split train and test
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X_train, y_train, sw_train = X[:n_samples], y[:n_samples], sample_weight[:n_samples]
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X_test, y_test = X[n_samples:], y[n_samples:]
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# Naive-Bayes
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clf = MultinomialNB().fit(X_train, y_train, sample_weight=sw_train)
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prob_pos_clf = clf.predict_proba(X_test)[:, 1]
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cal_clf = CalibratedClassifierCV(clf, cv=y.size + 1, ensemble=ensemble)
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with pytest.raises(ValueError):
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cal_clf.fit(X, y)
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# Naive Bayes with calibration
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for this_X_train, this_X_test in [
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(X_train, X_test),
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(csr_container(X_train), csr_container(X_test)),
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]:
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cal_clf = CalibratedClassifierCV(clf, method=method, cv=5, ensemble=ensemble)
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# Note that this fit overwrites the fit on the entire training
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# set
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cal_clf.fit(this_X_train, y_train, sample_weight=sw_train)
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prob_pos_cal_clf = cal_clf.predict_proba(this_X_test)[:, 1]
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# Check that brier score has improved after calibration
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assert brier_score_loss(y_test, prob_pos_clf) > brier_score_loss(
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y_test, prob_pos_cal_clf
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)
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# Check invariance against relabeling [0, 1] -> [1, 2]
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cal_clf.fit(this_X_train, y_train + 1, sample_weight=sw_train)
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prob_pos_cal_clf_relabeled = cal_clf.predict_proba(this_X_test)[:, 1]
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assert_array_almost_equal(prob_pos_cal_clf, prob_pos_cal_clf_relabeled)
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# Check invariance against relabeling [0, 1] -> [-1, 1]
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cal_clf.fit(this_X_train, 2 * y_train - 1, sample_weight=sw_train)
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prob_pos_cal_clf_relabeled = cal_clf.predict_proba(this_X_test)[:, 1]
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assert_array_almost_equal(prob_pos_cal_clf, prob_pos_cal_clf_relabeled)
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# Check invariance against relabeling [0, 1] -> [1, 0]
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cal_clf.fit(this_X_train, (y_train + 1) % 2, sample_weight=sw_train)
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prob_pos_cal_clf_relabeled = cal_clf.predict_proba(this_X_test)[:, 1]
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if method == "sigmoid":
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assert_array_almost_equal(prob_pos_cal_clf, 1 - prob_pos_cal_clf_relabeled)
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else:
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# Isotonic calibration is not invariant against relabeling
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# but should improve in both cases
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assert brier_score_loss(y_test, prob_pos_clf) > brier_score_loss(
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(y_test + 1) % 2, prob_pos_cal_clf_relabeled
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)
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def test_calibration_default_estimator(data):
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# Check estimator default is LinearSVC
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X, y = data
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calib_clf = CalibratedClassifierCV(cv=2)
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calib_clf.fit(X, y)
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base_est = calib_clf.calibrated_classifiers_[0].estimator
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assert isinstance(base_est, LinearSVC)
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@pytest.mark.parametrize("ensemble", [True, False])
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def test_calibration_cv_splitter(data, ensemble):
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# Check when `cv` is a CV splitter
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X, y = data
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splits = 5
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kfold = KFold(n_splits=splits)
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calib_clf = CalibratedClassifierCV(cv=kfold, ensemble=ensemble)
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assert isinstance(calib_clf.cv, KFold)
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assert calib_clf.cv.n_splits == splits
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calib_clf.fit(X, y)
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expected_n_clf = splits if ensemble else 1
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assert len(calib_clf.calibrated_classifiers_) == expected_n_clf
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@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
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@pytest.mark.parametrize("ensemble", [True, False])
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def test_sample_weight(data, method, ensemble):
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n_samples = N_SAMPLES // 2
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X, y = data
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sample_weight = np.random.RandomState(seed=42).uniform(size=len(y))
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X_train, y_train, sw_train = X[:n_samples], y[:n_samples], sample_weight[:n_samples]
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X_test = X[n_samples:]
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estimator = LinearSVC(random_state=42)
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calibrated_clf = CalibratedClassifierCV(estimator, method=method, ensemble=ensemble)
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calibrated_clf.fit(X_train, y_train, sample_weight=sw_train)
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probs_with_sw = calibrated_clf.predict_proba(X_test)
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# As the weights are used for the calibration, they should still yield
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# different predictions
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calibrated_clf.fit(X_train, y_train)
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probs_without_sw = calibrated_clf.predict_proba(X_test)
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diff = np.linalg.norm(probs_with_sw - probs_without_sw)
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assert diff > 0.1
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@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
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@pytest.mark.parametrize("ensemble", [True, False])
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def test_parallel_execution(data, method, ensemble):
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"""Test parallel calibration"""
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X, y = data
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X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
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estimator = make_pipeline(StandardScaler(), LinearSVC(random_state=42))
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cal_clf_parallel = CalibratedClassifierCV(
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estimator, method=method, n_jobs=2, ensemble=ensemble
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)
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cal_clf_parallel.fit(X_train, y_train)
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probs_parallel = cal_clf_parallel.predict_proba(X_test)
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cal_clf_sequential = CalibratedClassifierCV(
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estimator, method=method, n_jobs=1, ensemble=ensemble
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)
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cal_clf_sequential.fit(X_train, y_train)
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probs_sequential = cal_clf_sequential.predict_proba(X_test)
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assert_allclose(probs_parallel, probs_sequential)
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@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
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@pytest.mark.parametrize("ensemble", [True, False])
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# increase the number of RNG seeds to assess the statistical stability of this
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# test:
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@pytest.mark.parametrize("seed", range(2))
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def test_calibration_multiclass(method, ensemble, seed):
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def multiclass_brier(y_true, proba_pred, n_classes):
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Y_onehot = np.eye(n_classes)[y_true]
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return np.sum((Y_onehot - proba_pred) ** 2) / Y_onehot.shape[0]
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# Test calibration for multiclass with classifier that implements
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# only decision function.
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clf = LinearSVC(random_state=7)
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X, y = make_blobs(
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n_samples=500, n_features=100, random_state=seed, centers=10, cluster_std=15.0
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)
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# Use an unbalanced dataset by collapsing 8 clusters into one class
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# to make the naive calibration based on a softmax more unlikely
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# to work.
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y[y > 2] = 2
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n_classes = np.unique(y).shape[0]
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X_train, y_train = X[::2], y[::2]
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X_test, y_test = X[1::2], y[1::2]
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clf.fit(X_train, y_train)
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cal_clf = CalibratedClassifierCV(clf, method=method, cv=5, ensemble=ensemble)
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cal_clf.fit(X_train, y_train)
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probas = cal_clf.predict_proba(X_test)
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# Check probabilities sum to 1
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assert_allclose(np.sum(probas, axis=1), np.ones(len(X_test)))
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# Check that the dataset is not too trivial, otherwise it's hard
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# to get interesting calibration data during the internal
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# cross-validation loop.
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assert 0.65 < clf.score(X_test, y_test) < 0.95
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# Check that the accuracy of the calibrated model is never degraded
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# too much compared to the original classifier.
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assert cal_clf.score(X_test, y_test) > 0.95 * clf.score(X_test, y_test)
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# Check that Brier loss of calibrated classifier is smaller than
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# loss obtained by naively turning OvR decision function to
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# probabilities via a softmax
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uncalibrated_brier = multiclass_brier(
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y_test, softmax(clf.decision_function(X_test)), n_classes=n_classes
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)
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calibrated_brier = multiclass_brier(y_test, probas, n_classes=n_classes)
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assert calibrated_brier < 1.1 * uncalibrated_brier
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# Test that calibration of a multiclass classifier decreases log-loss
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# for RandomForestClassifier
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clf = RandomForestClassifier(n_estimators=30, random_state=42)
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clf.fit(X_train, y_train)
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clf_probs = clf.predict_proba(X_test)
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uncalibrated_brier = multiclass_brier(y_test, clf_probs, n_classes=n_classes)
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cal_clf = CalibratedClassifierCV(clf, method=method, cv=5, ensemble=ensemble)
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cal_clf.fit(X_train, y_train)
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cal_clf_probs = cal_clf.predict_proba(X_test)
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calibrated_brier = multiclass_brier(y_test, cal_clf_probs, n_classes=n_classes)
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assert calibrated_brier < 1.1 * uncalibrated_brier
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def test_calibration_zero_probability():
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# Test an edge case where _CalibratedClassifier avoids numerical errors
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# in the multiclass normalization step if all the calibrators output
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# are zero all at once for a given sample and instead fallback to uniform
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# probabilities.
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class ZeroCalibrator:
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# This function is called from _CalibratedClassifier.predict_proba.
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def predict(self, X):
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return np.zeros(X.shape[0])
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X, y = make_blobs(
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n_samples=50, n_features=10, random_state=7, centers=10, cluster_std=15.0
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)
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clf = DummyClassifier().fit(X, y)
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calibrator = ZeroCalibrator()
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cal_clf = _CalibratedClassifier(
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estimator=clf, calibrators=[calibrator], classes=clf.classes_
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)
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probas = cal_clf.predict_proba(X)
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# Check that all probabilities are uniformly 1. / clf.n_classes_
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assert_allclose(probas, 1.0 / clf.n_classes_)
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@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
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def test_calibration_prefit(csr_container):
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"""Test calibration for prefitted classifiers"""
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n_samples = 50
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X, y = make_classification(n_samples=3 * n_samples, n_features=6, random_state=42)
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sample_weight = np.random.RandomState(seed=42).uniform(size=y.size)
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X -= X.min() # MultinomialNB only allows positive X
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# split train and test
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X_train, y_train, sw_train = X[:n_samples], y[:n_samples], sample_weight[:n_samples]
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X_calib, y_calib, sw_calib = (
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X[n_samples : 2 * n_samples],
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y[n_samples : 2 * n_samples],
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sample_weight[n_samples : 2 * n_samples],
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)
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X_test, y_test = X[2 * n_samples :], y[2 * n_samples :]
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# Naive-Bayes
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clf = MultinomialNB()
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# Check error if clf not prefit
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unfit_clf = CalibratedClassifierCV(clf, cv="prefit")
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with pytest.raises(NotFittedError):
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unfit_clf.fit(X_calib, y_calib)
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clf.fit(X_train, y_train, sw_train)
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prob_pos_clf = clf.predict_proba(X_test)[:, 1]
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# Naive Bayes with calibration
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for this_X_calib, this_X_test in [
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(X_calib, X_test),
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(csr_container(X_calib), csr_container(X_test)),
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]:
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for method in ["isotonic", "sigmoid"]:
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cal_clf = CalibratedClassifierCV(clf, method=method, cv="prefit")
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for sw in [sw_calib, None]:
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cal_clf.fit(this_X_calib, y_calib, sample_weight=sw)
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y_prob = cal_clf.predict_proba(this_X_test)
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y_pred = cal_clf.predict(this_X_test)
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prob_pos_cal_clf = y_prob[:, 1]
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assert_array_equal(y_pred, np.array([0, 1])[np.argmax(y_prob, axis=1)])
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assert brier_score_loss(y_test, prob_pos_clf) > brier_score_loss(
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y_test, prob_pos_cal_clf
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)
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@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
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def test_calibration_ensemble_false(data, method):
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# Test that `ensemble=False` is the same as using predictions from
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# `cross_val_predict` to train calibrator.
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X, y = data
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clf = LinearSVC(random_state=7)
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cal_clf = CalibratedClassifierCV(clf, method=method, cv=3, ensemble=False)
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cal_clf.fit(X, y)
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cal_probas = cal_clf.predict_proba(X)
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# Get probas manually
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unbiased_preds = cross_val_predict(clf, X, y, cv=3, method="decision_function")
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if method == "isotonic":
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calibrator = IsotonicRegression(out_of_bounds="clip")
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else:
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calibrator = _SigmoidCalibration()
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calibrator.fit(unbiased_preds, y)
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# Use `clf` fit on all data
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clf.fit(X, y)
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clf_df = clf.decision_function(X)
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manual_probas = calibrator.predict(clf_df)
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assert_allclose(cal_probas[:, 1], manual_probas)
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def test_sigmoid_calibration():
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"""Test calibration values with Platt sigmoid model"""
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exF = np.array([5, -4, 1.0])
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exY = np.array([1, -1, -1])
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# computed from my python port of the C++ code in LibSVM
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AB_lin_libsvm = np.array([-0.20261354391187855, 0.65236314980010512])
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assert_array_almost_equal(AB_lin_libsvm, _sigmoid_calibration(exF, exY), 3)
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lin_prob = 1.0 / (1.0 + np.exp(AB_lin_libsvm[0] * exF + AB_lin_libsvm[1]))
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sk_prob = _SigmoidCalibration().fit(exF, exY).predict(exF)
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assert_array_almost_equal(lin_prob, sk_prob, 6)
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# check that _SigmoidCalibration().fit only accepts 1d array or 2d column
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# arrays
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with pytest.raises(ValueError):
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_SigmoidCalibration().fit(np.vstack((exF, exF)), exY)
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def test_calibration_curve():
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"""Check calibration_curve function"""
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y_true = np.array([0, 0, 0, 1, 1, 1])
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y_pred = np.array([0.0, 0.1, 0.2, 0.8, 0.9, 1.0])
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prob_true, prob_pred = calibration_curve(y_true, y_pred, n_bins=2)
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assert len(prob_true) == len(prob_pred)
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assert len(prob_true) == 2
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assert_almost_equal(prob_true, [0, 1])
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assert_almost_equal(prob_pred, [0.1, 0.9])
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# Probabilities outside [0, 1] should not be accepted at all.
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with pytest.raises(ValueError):
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calibration_curve([1], [-0.1])
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# test that quantiles work as expected
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y_true2 = np.array([0, 0, 0, 0, 1, 1])
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y_pred2 = np.array([0.0, 0.1, 0.2, 0.5, 0.9, 1.0])
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prob_true_quantile, prob_pred_quantile = calibration_curve(
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y_true2, y_pred2, n_bins=2, strategy="quantile"
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)
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assert len(prob_true_quantile) == len(prob_pred_quantile)
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assert len(prob_true_quantile) == 2
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assert_almost_equal(prob_true_quantile, [0, 2 / 3])
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assert_almost_equal(prob_pred_quantile, [0.1, 0.8])
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# Check that error is raised when invalid strategy is selected
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with pytest.raises(ValueError):
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calibration_curve(y_true2, y_pred2, strategy="percentile")
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@pytest.mark.parametrize("ensemble", [True, False])
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def test_calibration_nan_imputer(ensemble):
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"""Test that calibration can accept nan"""
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X, y = make_classification(
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n_samples=10, n_features=2, n_informative=2, n_redundant=0, random_state=42
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)
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X[0, 0] = np.nan
|
|
clf = Pipeline(
|
|
[("imputer", SimpleImputer()), ("rf", RandomForestClassifier(n_estimators=1))]
|
|
)
|
|
clf_c = CalibratedClassifierCV(clf, cv=2, method="isotonic", ensemble=ensemble)
|
|
clf_c.fit(X, y)
|
|
clf_c.predict(X)
|
|
|
|
|
|
@pytest.mark.parametrize("ensemble", [True, False])
|
|
def test_calibration_prob_sum(ensemble):
|
|
# Test that sum of probabilities is 1. A non-regression test for
|
|
# issue #7796
|
|
num_classes = 2
|
|
X, y = make_classification(n_samples=10, n_features=5, n_classes=num_classes)
|
|
clf = LinearSVC(C=1.0, random_state=7)
|
|
clf_prob = CalibratedClassifierCV(
|
|
clf, method="sigmoid", cv=LeaveOneOut(), ensemble=ensemble
|
|
)
|
|
clf_prob.fit(X, y)
|
|
|
|
probs = clf_prob.predict_proba(X)
|
|
assert_array_almost_equal(probs.sum(axis=1), np.ones(probs.shape[0]))
|
|
|
|
|
|
@pytest.mark.parametrize("ensemble", [True, False])
|
|
def test_calibration_less_classes(ensemble):
|
|
# Test to check calibration works fine when train set in a test-train
|
|
# split does not contain all classes
|
|
# Since this test uses LOO, at each iteration train set will not contain a
|
|
# class label
|
|
X = np.random.randn(10, 5)
|
|
y = np.arange(10)
|
|
clf = LinearSVC(C=1.0, random_state=7)
|
|
cal_clf = CalibratedClassifierCV(
|
|
clf, method="sigmoid", cv=LeaveOneOut(), ensemble=ensemble
|
|
)
|
|
cal_clf.fit(X, y)
|
|
|
|
for i, calibrated_classifier in enumerate(cal_clf.calibrated_classifiers_):
|
|
proba = calibrated_classifier.predict_proba(X)
|
|
if ensemble:
|
|
# Check that the unobserved class has proba=0
|
|
assert_array_equal(proba[:, i], np.zeros(len(y)))
|
|
# Check for all other classes proba>0
|
|
assert np.all(proba[:, :i] > 0)
|
|
assert np.all(proba[:, i + 1 :] > 0)
|
|
else:
|
|
# Check `proba` are all 1/n_classes
|
|
assert np.allclose(proba, 1 / proba.shape[0])
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"X",
|
|
[
|
|
np.random.RandomState(42).randn(15, 5, 2),
|
|
np.random.RandomState(42).randn(15, 5, 2, 6),
|
|
],
|
|
)
|
|
def test_calibration_accepts_ndarray(X):
|
|
"""Test that calibration accepts n-dimensional arrays as input"""
|
|
y = [1, 0, 0, 1, 1, 0, 1, 1, 0, 0, 1, 0, 0, 1, 0]
|
|
|
|
class MockTensorClassifier(BaseEstimator):
|
|
"""A toy estimator that accepts tensor inputs"""
|
|
|
|
_estimator_type = "classifier"
|
|
|
|
def fit(self, X, y):
|
|
self.classes_ = np.unique(y)
|
|
return self
|
|
|
|
def decision_function(self, X):
|
|
# toy decision function that just needs to have the right shape:
|
|
return X.reshape(X.shape[0], -1).sum(axis=1)
|
|
|
|
calibrated_clf = CalibratedClassifierCV(MockTensorClassifier())
|
|
# we should be able to fit this classifier with no error
|
|
calibrated_clf.fit(X, y)
|
|
|
|
|
|
@pytest.fixture
|
|
def dict_data():
|
|
dict_data = [
|
|
{"state": "NY", "age": "adult"},
|
|
{"state": "TX", "age": "adult"},
|
|
{"state": "VT", "age": "child"},
|
|
]
|
|
text_labels = [1, 0, 1]
|
|
return dict_data, text_labels
|
|
|
|
|
|
@pytest.fixture
|
|
def dict_data_pipeline(dict_data):
|
|
X, y = dict_data
|
|
pipeline_prefit = Pipeline(
|
|
[("vectorizer", DictVectorizer()), ("clf", RandomForestClassifier())]
|
|
)
|
|
return pipeline_prefit.fit(X, y)
|
|
|
|
|
|
def test_calibration_dict_pipeline(dict_data, dict_data_pipeline):
|
|
"""Test that calibration works in prefit pipeline with transformer
|
|
|
|
`X` is not array-like, sparse matrix or dataframe at the start.
|
|
See https://github.com/scikit-learn/scikit-learn/issues/8710
|
|
|
|
Also test it can predict without running into validation errors.
|
|
See https://github.com/scikit-learn/scikit-learn/issues/19637
|
|
"""
|
|
X, y = dict_data
|
|
clf = dict_data_pipeline
|
|
calib_clf = CalibratedClassifierCV(clf, cv="prefit")
|
|
calib_clf.fit(X, y)
|
|
# Check attributes are obtained from fitted estimator
|
|
assert_array_equal(calib_clf.classes_, clf.classes_)
|
|
|
|
# Neither the pipeline nor the calibration meta-estimator
|
|
# expose the n_features_in_ check on this kind of data.
|
|
assert not hasattr(clf, "n_features_in_")
|
|
assert not hasattr(calib_clf, "n_features_in_")
|
|
|
|
# Ensure that no error is thrown with predict and predict_proba
|
|
calib_clf.predict(X)
|
|
calib_clf.predict_proba(X)
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"clf, cv",
|
|
[
|
|
pytest.param(LinearSVC(C=1), 2),
|
|
pytest.param(LinearSVC(C=1), "prefit"),
|
|
],
|
|
)
|
|
def test_calibration_attributes(clf, cv):
|
|
# Check that `n_features_in_` and `classes_` attributes created properly
|
|
X, y = make_classification(n_samples=10, n_features=5, n_classes=2, random_state=7)
|
|
if cv == "prefit":
|
|
clf = clf.fit(X, y)
|
|
calib_clf = CalibratedClassifierCV(clf, cv=cv)
|
|
calib_clf.fit(X, y)
|
|
|
|
if cv == "prefit":
|
|
assert_array_equal(calib_clf.classes_, clf.classes_)
|
|
assert calib_clf.n_features_in_ == clf.n_features_in_
|
|
else:
|
|
classes = LabelEncoder().fit(y).classes_
|
|
assert_array_equal(calib_clf.classes_, classes)
|
|
assert calib_clf.n_features_in_ == X.shape[1]
|
|
|
|
|
|
def test_calibration_inconsistent_prefit_n_features_in():
|
|
# Check that `n_features_in_` from prefit base estimator
|
|
# is consistent with training set
|
|
X, y = make_classification(n_samples=10, n_features=5, n_classes=2, random_state=7)
|
|
clf = LinearSVC(C=1).fit(X, y)
|
|
calib_clf = CalibratedClassifierCV(clf, cv="prefit")
|
|
|
|
msg = "X has 3 features, but LinearSVC is expecting 5 features as input."
|
|
with pytest.raises(ValueError, match=msg):
|
|
calib_clf.fit(X[:, :3], y)
|
|
|
|
|
|
def test_calibration_votingclassifier():
|
|
# Check that `CalibratedClassifier` works with `VotingClassifier`.
|
|
# The method `predict_proba` from `VotingClassifier` is dynamically
|
|
# defined via a property that only works when voting="soft".
|
|
X, y = make_classification(n_samples=10, n_features=5, n_classes=2, random_state=7)
|
|
vote = VotingClassifier(
|
|
estimators=[("lr" + str(i), LogisticRegression()) for i in range(3)],
|
|
voting="soft",
|
|
)
|
|
vote.fit(X, y)
|
|
|
|
calib_clf = CalibratedClassifierCV(estimator=vote, cv="prefit")
|
|
# smoke test: should not raise an error
|
|
calib_clf.fit(X, y)
|
|
|
|
|
|
@pytest.fixture(scope="module")
|
|
def iris_data():
|
|
return load_iris(return_X_y=True)
|
|
|
|
|
|
@pytest.fixture(scope="module")
|
|
def iris_data_binary(iris_data):
|
|
X, y = iris_data
|
|
return X[y < 2], y[y < 2]
|
|
|
|
|
|
@pytest.mark.parametrize("n_bins", [5, 10])
|
|
@pytest.mark.parametrize("strategy", ["uniform", "quantile"])
|
|
def test_calibration_display_compute(pyplot, iris_data_binary, n_bins, strategy):
|
|
# Ensure `CalibrationDisplay.from_predictions` and `calibration_curve`
|
|
# compute the same results. Also checks attributes of the
|
|
# CalibrationDisplay object.
|
|
X, y = iris_data_binary
|
|
|
|
lr = LogisticRegression().fit(X, y)
|
|
|
|
viz = CalibrationDisplay.from_estimator(
|
|
lr, X, y, n_bins=n_bins, strategy=strategy, alpha=0.8
|
|
)
|
|
|
|
y_prob = lr.predict_proba(X)[:, 1]
|
|
prob_true, prob_pred = calibration_curve(
|
|
y, y_prob, n_bins=n_bins, strategy=strategy
|
|
)
|
|
|
|
assert_allclose(viz.prob_true, prob_true)
|
|
assert_allclose(viz.prob_pred, prob_pred)
|
|
assert_allclose(viz.y_prob, y_prob)
|
|
|
|
assert viz.estimator_name == "LogisticRegression"
|
|
|
|
# cannot fail thanks to pyplot fixture
|
|
import matplotlib as mpl # noqa
|
|
|
|
assert isinstance(viz.line_, mpl.lines.Line2D)
|
|
assert viz.line_.get_alpha() == 0.8
|
|
assert isinstance(viz.ax_, mpl.axes.Axes)
|
|
assert isinstance(viz.figure_, mpl.figure.Figure)
|
|
|
|
assert viz.ax_.get_xlabel() == "Mean predicted probability (Positive class: 1)"
|
|
assert viz.ax_.get_ylabel() == "Fraction of positives (Positive class: 1)"
|
|
|
|
expected_legend_labels = ["LogisticRegression", "Perfectly calibrated"]
|
|
legend_labels = viz.ax_.get_legend().get_texts()
|
|
assert len(legend_labels) == len(expected_legend_labels)
|
|
for labels in legend_labels:
|
|
assert labels.get_text() in expected_legend_labels
|
|
|
|
|
|
def test_plot_calibration_curve_pipeline(pyplot, iris_data_binary):
|
|
# Ensure pipelines are supported by CalibrationDisplay.from_estimator
|
|
X, y = iris_data_binary
|
|
clf = make_pipeline(StandardScaler(), LogisticRegression())
|
|
clf.fit(X, y)
|
|
viz = CalibrationDisplay.from_estimator(clf, X, y)
|
|
|
|
expected_legend_labels = [viz.estimator_name, "Perfectly calibrated"]
|
|
legend_labels = viz.ax_.get_legend().get_texts()
|
|
assert len(legend_labels) == len(expected_legend_labels)
|
|
for labels in legend_labels:
|
|
assert labels.get_text() in expected_legend_labels
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"name, expected_label", [(None, "_line1"), ("my_est", "my_est")]
|
|
)
|
|
def test_calibration_display_default_labels(pyplot, name, expected_label):
|
|
prob_true = np.array([0, 1, 1, 0])
|
|
prob_pred = np.array([0.2, 0.8, 0.8, 0.4])
|
|
y_prob = np.array([])
|
|
|
|
viz = CalibrationDisplay(prob_true, prob_pred, y_prob, estimator_name=name)
|
|
viz.plot()
|
|
|
|
expected_legend_labels = [] if name is None else [name]
|
|
expected_legend_labels.append("Perfectly calibrated")
|
|
legend_labels = viz.ax_.get_legend().get_texts()
|
|
assert len(legend_labels) == len(expected_legend_labels)
|
|
for labels in legend_labels:
|
|
assert labels.get_text() in expected_legend_labels
|
|
|
|
|
|
def test_calibration_display_label_class_plot(pyplot):
|
|
# Checks that when instantiating `CalibrationDisplay` class then calling
|
|
# `plot`, `self.estimator_name` is the one given in `plot`
|
|
prob_true = np.array([0, 1, 1, 0])
|
|
prob_pred = np.array([0.2, 0.8, 0.8, 0.4])
|
|
y_prob = np.array([])
|
|
|
|
name = "name one"
|
|
viz = CalibrationDisplay(prob_true, prob_pred, y_prob, estimator_name=name)
|
|
assert viz.estimator_name == name
|
|
name = "name two"
|
|
viz.plot(name=name)
|
|
|
|
expected_legend_labels = [name, "Perfectly calibrated"]
|
|
legend_labels = viz.ax_.get_legend().get_texts()
|
|
assert len(legend_labels) == len(expected_legend_labels)
|
|
for labels in legend_labels:
|
|
assert labels.get_text() in expected_legend_labels
|
|
|
|
|
|
@pytest.mark.parametrize("constructor_name", ["from_estimator", "from_predictions"])
|
|
def test_calibration_display_name_multiple_calls(
|
|
constructor_name, pyplot, iris_data_binary
|
|
):
|
|
# Check that the `name` used when calling
|
|
# `CalibrationDisplay.from_predictions` or
|
|
# `CalibrationDisplay.from_estimator` is used when multiple
|
|
# `CalibrationDisplay.viz.plot()` calls are made.
|
|
X, y = iris_data_binary
|
|
clf_name = "my hand-crafted name"
|
|
clf = LogisticRegression().fit(X, y)
|
|
y_prob = clf.predict_proba(X)[:, 1]
|
|
|
|
constructor = getattr(CalibrationDisplay, constructor_name)
|
|
params = (clf, X, y) if constructor_name == "from_estimator" else (y, y_prob)
|
|
|
|
viz = constructor(*params, name=clf_name)
|
|
assert viz.estimator_name == clf_name
|
|
pyplot.close("all")
|
|
viz.plot()
|
|
|
|
expected_legend_labels = [clf_name, "Perfectly calibrated"]
|
|
legend_labels = viz.ax_.get_legend().get_texts()
|
|
assert len(legend_labels) == len(expected_legend_labels)
|
|
for labels in legend_labels:
|
|
assert labels.get_text() in expected_legend_labels
|
|
|
|
pyplot.close("all")
|
|
clf_name = "another_name"
|
|
viz.plot(name=clf_name)
|
|
assert len(legend_labels) == len(expected_legend_labels)
|
|
for labels in legend_labels:
|
|
assert labels.get_text() in expected_legend_labels
|
|
|
|
|
|
def test_calibration_display_ref_line(pyplot, iris_data_binary):
|
|
# Check that `ref_line` only appears once
|
|
X, y = iris_data_binary
|
|
lr = LogisticRegression().fit(X, y)
|
|
dt = DecisionTreeClassifier().fit(X, y)
|
|
|
|
viz = CalibrationDisplay.from_estimator(lr, X, y)
|
|
viz2 = CalibrationDisplay.from_estimator(dt, X, y, ax=viz.ax_)
|
|
|
|
labels = viz2.ax_.get_legend_handles_labels()[1]
|
|
assert labels.count("Perfectly calibrated") == 1
|
|
|
|
|
|
@pytest.mark.parametrize("dtype_y_str", [str, object])
|
|
def test_calibration_curve_pos_label_error_str(dtype_y_str):
|
|
"""Check error message when a `pos_label` is not specified with `str` targets."""
|
|
rng = np.random.RandomState(42)
|
|
y1 = np.array(["spam"] * 3 + ["eggs"] * 2, dtype=dtype_y_str)
|
|
y2 = rng.randint(0, 2, size=y1.size)
|
|
|
|
err_msg = (
|
|
"y_true takes value in {'eggs', 'spam'} and pos_label is not "
|
|
"specified: either make y_true take value in {0, 1} or {-1, 1} or "
|
|
"pass pos_label explicitly"
|
|
)
|
|
with pytest.raises(ValueError, match=err_msg):
|
|
calibration_curve(y1, y2)
|
|
|
|
|
|
@pytest.mark.parametrize("dtype_y_str", [str, object])
|
|
def test_calibration_curve_pos_label(dtype_y_str):
|
|
"""Check the behaviour when passing explicitly `pos_label`."""
|
|
y_true = np.array([0, 0, 0, 1, 1, 1, 1, 1, 1])
|
|
classes = np.array(["spam", "egg"], dtype=dtype_y_str)
|
|
y_true_str = classes[y_true]
|
|
y_pred = np.array([0.1, 0.2, 0.3, 0.4, 0.65, 0.7, 0.8, 0.9, 1.0])
|
|
|
|
# default case
|
|
prob_true, _ = calibration_curve(y_true, y_pred, n_bins=4)
|
|
assert_allclose(prob_true, [0, 0.5, 1, 1])
|
|
# if `y_true` contains `str`, then `pos_label` is required
|
|
prob_true, _ = calibration_curve(y_true_str, y_pred, n_bins=4, pos_label="egg")
|
|
assert_allclose(prob_true, [0, 0.5, 1, 1])
|
|
|
|
prob_true, _ = calibration_curve(y_true, 1 - y_pred, n_bins=4, pos_label=0)
|
|
assert_allclose(prob_true, [0, 0, 0.5, 1])
|
|
prob_true, _ = calibration_curve(y_true_str, 1 - y_pred, n_bins=4, pos_label="spam")
|
|
assert_allclose(prob_true, [0, 0, 0.5, 1])
|
|
|
|
|
|
@pytest.mark.parametrize("pos_label, expected_pos_label", [(None, 1), (0, 0), (1, 1)])
|
|
def test_calibration_display_pos_label(
|
|
pyplot, iris_data_binary, pos_label, expected_pos_label
|
|
):
|
|
"""Check the behaviour of `pos_label` in the `CalibrationDisplay`."""
|
|
X, y = iris_data_binary
|
|
|
|
lr = LogisticRegression().fit(X, y)
|
|
viz = CalibrationDisplay.from_estimator(lr, X, y, pos_label=pos_label)
|
|
|
|
y_prob = lr.predict_proba(X)[:, expected_pos_label]
|
|
prob_true, prob_pred = calibration_curve(y, y_prob, pos_label=pos_label)
|
|
|
|
assert_allclose(viz.prob_true, prob_true)
|
|
assert_allclose(viz.prob_pred, prob_pred)
|
|
assert_allclose(viz.y_prob, y_prob)
|
|
|
|
assert (
|
|
viz.ax_.get_xlabel()
|
|
== f"Mean predicted probability (Positive class: {expected_pos_label})"
|
|
)
|
|
assert (
|
|
viz.ax_.get_ylabel()
|
|
== f"Fraction of positives (Positive class: {expected_pos_label})"
|
|
)
|
|
|
|
expected_legend_labels = [lr.__class__.__name__, "Perfectly calibrated"]
|
|
legend_labels = viz.ax_.get_legend().get_texts()
|
|
assert len(legend_labels) == len(expected_legend_labels)
|
|
for labels in legend_labels:
|
|
assert labels.get_text() in expected_legend_labels
|
|
|
|
|
|
@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
|
|
@pytest.mark.parametrize("ensemble", [True, False])
|
|
def test_calibrated_classifier_cv_double_sample_weights_equivalence(method, ensemble):
|
|
"""Check that passing repeating twice the dataset `X` is equivalent to
|
|
passing a `sample_weight` with a factor 2."""
|
|
X, y = load_iris(return_X_y=True)
|
|
# Scale the data to avoid any convergence issue
|
|
X = StandardScaler().fit_transform(X)
|
|
# Only use 2 classes
|
|
X, y = X[:100], y[:100]
|
|
sample_weight = np.ones_like(y) * 2
|
|
|
|
# Interlace the data such that a 2-fold cross-validation will be equivalent
|
|
# to using the original dataset with a sample weights of 2
|
|
X_twice = np.zeros((X.shape[0] * 2, X.shape[1]), dtype=X.dtype)
|
|
X_twice[::2, :] = X
|
|
X_twice[1::2, :] = X
|
|
y_twice = np.zeros(y.shape[0] * 2, dtype=y.dtype)
|
|
y_twice[::2] = y
|
|
y_twice[1::2] = y
|
|
|
|
estimator = LogisticRegression()
|
|
calibrated_clf_without_weights = CalibratedClassifierCV(
|
|
estimator,
|
|
method=method,
|
|
ensemble=ensemble,
|
|
cv=2,
|
|
)
|
|
calibrated_clf_with_weights = clone(calibrated_clf_without_weights)
|
|
|
|
calibrated_clf_with_weights.fit(X, y, sample_weight=sample_weight)
|
|
calibrated_clf_without_weights.fit(X_twice, y_twice)
|
|
|
|
# Check that the underlying fitted estimators have the same coefficients
|
|
for est_with_weights, est_without_weights in zip(
|
|
calibrated_clf_with_weights.calibrated_classifiers_,
|
|
calibrated_clf_without_weights.calibrated_classifiers_,
|
|
):
|
|
assert_allclose(
|
|
est_with_weights.estimator.coef_,
|
|
est_without_weights.estimator.coef_,
|
|
)
|
|
|
|
# Check that the predictions are the same
|
|
y_pred_with_weights = calibrated_clf_with_weights.predict_proba(X)
|
|
y_pred_without_weights = calibrated_clf_without_weights.predict_proba(X)
|
|
|
|
assert_allclose(y_pred_with_weights, y_pred_without_weights)
|
|
|
|
|
|
@pytest.mark.parametrize("fit_params_type", ["list", "array"])
|
|
def test_calibration_with_fit_params(fit_params_type, data):
|
|
"""Tests that fit_params are passed to the underlying base estimator.
|
|
|
|
Non-regression test for:
|
|
https://github.com/scikit-learn/scikit-learn/issues/12384
|
|
"""
|
|
X, y = data
|
|
fit_params = {
|
|
"a": _convert_container(y, fit_params_type),
|
|
"b": _convert_container(y, fit_params_type),
|
|
}
|
|
|
|
clf = CheckingClassifier(expected_fit_params=["a", "b"])
|
|
pc_clf = CalibratedClassifierCV(clf)
|
|
|
|
pc_clf.fit(X, y, **fit_params)
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"sample_weight",
|
|
[
|
|
[1.0] * N_SAMPLES,
|
|
np.ones(N_SAMPLES),
|
|
],
|
|
)
|
|
def test_calibration_with_sample_weight_estimator(sample_weight, data):
|
|
"""Tests that sample_weight is passed to the underlying base
|
|
estimator.
|
|
"""
|
|
X, y = data
|
|
clf = CheckingClassifier(expected_sample_weight=True)
|
|
pc_clf = CalibratedClassifierCV(clf)
|
|
|
|
pc_clf.fit(X, y, sample_weight=sample_weight)
|
|
|
|
|
|
def test_calibration_without_sample_weight_estimator(data):
|
|
"""Check that even if the estimator doesn't support
|
|
sample_weight, fitting with sample_weight still works.
|
|
|
|
There should be a warning, since the sample_weight is not passed
|
|
on to the estimator.
|
|
"""
|
|
X, y = data
|
|
sample_weight = np.ones_like(y)
|
|
|
|
class ClfWithoutSampleWeight(CheckingClassifier):
|
|
def fit(self, X, y, **fit_params):
|
|
assert "sample_weight" not in fit_params
|
|
return super().fit(X, y, **fit_params)
|
|
|
|
clf = ClfWithoutSampleWeight()
|
|
pc_clf = CalibratedClassifierCV(clf)
|
|
|
|
with pytest.warns(UserWarning):
|
|
pc_clf.fit(X, y, sample_weight=sample_weight)
|
|
|
|
|
|
@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
|
|
@pytest.mark.parametrize("ensemble", [True, False])
|
|
def test_calibrated_classifier_cv_zeros_sample_weights_equivalence(method, ensemble):
|
|
"""Check that passing removing some sample from the dataset `X` is
|
|
equivalent to passing a `sample_weight` with a factor 0."""
|
|
X, y = load_iris(return_X_y=True)
|
|
# Scale the data to avoid any convergence issue
|
|
X = StandardScaler().fit_transform(X)
|
|
# Only use 2 classes and select samples such that 2-fold cross-validation
|
|
# split will lead to an equivalence with a `sample_weight` of 0
|
|
X = np.vstack((X[:40], X[50:90]))
|
|
y = np.hstack((y[:40], y[50:90]))
|
|
sample_weight = np.zeros_like(y)
|
|
sample_weight[::2] = 1
|
|
|
|
estimator = LogisticRegression()
|
|
calibrated_clf_without_weights = CalibratedClassifierCV(
|
|
estimator,
|
|
method=method,
|
|
ensemble=ensemble,
|
|
cv=2,
|
|
)
|
|
calibrated_clf_with_weights = clone(calibrated_clf_without_weights)
|
|
|
|
calibrated_clf_with_weights.fit(X, y, sample_weight=sample_weight)
|
|
calibrated_clf_without_weights.fit(X[::2], y[::2])
|
|
|
|
# Check that the underlying fitted estimators have the same coefficients
|
|
for est_with_weights, est_without_weights in zip(
|
|
calibrated_clf_with_weights.calibrated_classifiers_,
|
|
calibrated_clf_without_weights.calibrated_classifiers_,
|
|
):
|
|
assert_allclose(
|
|
est_with_weights.estimator.coef_,
|
|
est_without_weights.estimator.coef_,
|
|
)
|
|
|
|
# Check that the predictions are the same
|
|
y_pred_with_weights = calibrated_clf_with_weights.predict_proba(X)
|
|
y_pred_without_weights = calibrated_clf_without_weights.predict_proba(X)
|
|
|
|
assert_allclose(y_pred_with_weights, y_pred_without_weights)
|
|
|
|
|
|
def test_calibration_with_non_sample_aligned_fit_param(data):
|
|
"""Check that CalibratedClassifierCV does not enforce sample alignment
|
|
for fit parameters."""
|
|
|
|
class TestClassifier(LogisticRegression):
|
|
def fit(self, X, y, sample_weight=None, fit_param=None):
|
|
assert fit_param is not None
|
|
return super().fit(X, y, sample_weight=sample_weight)
|
|
|
|
CalibratedClassifierCV(estimator=TestClassifier()).fit(
|
|
*data, fit_param=np.ones(len(data[1]) + 1)
|
|
)
|
|
|
|
|
|
def test_calibrated_classifier_cv_works_with_large_confidence_scores(
|
|
global_random_seed,
|
|
):
|
|
"""Test that :class:`CalibratedClassifierCV` works with large confidence
|
|
scores when using the `sigmoid` method, particularly with the
|
|
:class:`SGDClassifier`.
|
|
|
|
Non-regression test for issue #26766.
|
|
"""
|
|
prob = 0.67
|
|
n = 1000
|
|
random_noise = np.random.default_rng(global_random_seed).normal(size=n)
|
|
|
|
y = np.array([1] * int(n * prob) + [0] * (n - int(n * prob)))
|
|
X = 1e5 * y.reshape((-1, 1)) + random_noise
|
|
|
|
# Check that the decision function of SGDClassifier produces predicted
|
|
# values that are quite large, for the data under consideration.
|
|
cv = check_cv(cv=None, y=y, classifier=True)
|
|
indices = cv.split(X, y)
|
|
for train, test in indices:
|
|
X_train, y_train = X[train], y[train]
|
|
X_test = X[test]
|
|
sgd_clf = SGDClassifier(loss="squared_hinge", random_state=global_random_seed)
|
|
sgd_clf.fit(X_train, y_train)
|
|
predictions = sgd_clf.decision_function(X_test)
|
|
assert (predictions > 1e4).any()
|
|
|
|
# Compare the CalibratedClassifierCV using the sigmoid method with the
|
|
# CalibratedClassifierCV using the isotonic method. The isotonic method
|
|
# is used for comparison because it is numerically stable.
|
|
clf_sigmoid = CalibratedClassifierCV(
|
|
SGDClassifier(loss="squared_hinge", random_state=global_random_seed),
|
|
method="sigmoid",
|
|
)
|
|
score_sigmoid = cross_val_score(clf_sigmoid, X, y, scoring="roc_auc")
|
|
|
|
# The isotonic method is used for comparison because it is numerically
|
|
# stable.
|
|
clf_isotonic = CalibratedClassifierCV(
|
|
SGDClassifier(loss="squared_hinge", random_state=global_random_seed),
|
|
method="isotonic",
|
|
)
|
|
score_isotonic = cross_val_score(clf_isotonic, X, y, scoring="roc_auc")
|
|
|
|
# The AUC score should be the same because it is invariant under
|
|
# strictly monotonic conditions
|
|
assert_allclose(score_sigmoid, score_isotonic)
|
|
|
|
|
|
def test_sigmoid_calibration_max_abs_prediction_threshold(global_random_seed):
|
|
random_state = np.random.RandomState(seed=global_random_seed)
|
|
n = 100
|
|
y = random_state.randint(0, 2, size=n)
|
|
|
|
# Check that for small enough predictions ranging from -2 to 2, the
|
|
# threshold value has no impact on the outcome
|
|
predictions_small = random_state.uniform(low=-2, high=2, size=100)
|
|
|
|
# Using a threshold lower than the maximum absolute value of the
|
|
# predictions enables internal re-scaling by max(abs(predictions_small)).
|
|
threshold_1 = 0.1
|
|
a1, b1 = _sigmoid_calibration(
|
|
predictions=predictions_small,
|
|
y=y,
|
|
max_abs_prediction_threshold=threshold_1,
|
|
)
|
|
|
|
# Using a larger threshold disables rescaling.
|
|
threshold_2 = 10
|
|
a2, b2 = _sigmoid_calibration(
|
|
predictions=predictions_small,
|
|
y=y,
|
|
max_abs_prediction_threshold=threshold_2,
|
|
)
|
|
|
|
# Using default threshold of 30 also disables the scaling.
|
|
a3, b3 = _sigmoid_calibration(
|
|
predictions=predictions_small,
|
|
y=y,
|
|
)
|
|
|
|
# Depends on the tolerance of the underlying quasy-newton solver which is
|
|
# not too strict by default.
|
|
atol = 1e-6
|
|
assert_allclose(a1, a2, atol=atol)
|
|
assert_allclose(a2, a3, atol=atol)
|
|
assert_allclose(b1, b2, atol=atol)
|
|
assert_allclose(b2, b3, atol=atol)
|
|
|
|
|
|
def test_float32_predict_proba(data):
|
|
"""Check that CalibratedClassifierCV works with float32 predict proba.
|
|
|
|
Non-regression test for gh-28245.
|
|
"""
|
|
|
|
class DummyClassifer32(DummyClassifier):
|
|
def predict_proba(self, X):
|
|
return super().predict_proba(X).astype(np.float32)
|
|
|
|
model = DummyClassifer32()
|
|
calibrator = CalibratedClassifierCV(model)
|
|
# Does not raise an error
|
|
calibrator.fit(*data)
|
|
|
|
|
|
def test_error_less_class_samples_than_folds():
|
|
"""Check that CalibratedClassifierCV works with string targets.
|
|
|
|
non-regression test for issue #28841.
|
|
"""
|
|
X = np.random.normal(size=(20, 3))
|
|
y = ["a"] * 10 + ["b"] * 10
|
|
|
|
CalibratedClassifierCV(cv=3).fit(X, y)
|