Traktor/myenv/Lib/site-packages/sklearn/tests/test_calibration.py
2024-05-26 05:12:46 +02:00

1102 lines
40 KiB
Python

# Authors: Alexandre Gramfort <alexandre.gramfort@telecom-paristech.fr>
# License: BSD 3 clause
import numpy as np
import pytest
from numpy.testing import assert_allclose
from sklearn.base import BaseEstimator, clone
from sklearn.calibration import (
CalibratedClassifierCV,
CalibrationDisplay,
_CalibratedClassifier,
_sigmoid_calibration,
_SigmoidCalibration,
calibration_curve,
)
from sklearn.datasets import load_iris, make_blobs, make_classification
from sklearn.dummy import DummyClassifier
from sklearn.ensemble import (
RandomForestClassifier,
VotingClassifier,
)
from sklearn.exceptions import NotFittedError
from sklearn.feature_extraction import DictVectorizer
from sklearn.impute import SimpleImputer
from sklearn.isotonic import IsotonicRegression
from sklearn.linear_model import LogisticRegression, SGDClassifier
from sklearn.metrics import brier_score_loss
from sklearn.model_selection import (
KFold,
LeaveOneOut,
check_cv,
cross_val_predict,
cross_val_score,
train_test_split,
)
from sklearn.naive_bayes import MultinomialNB
from sklearn.pipeline import Pipeline, make_pipeline
from sklearn.preprocessing import LabelEncoder, StandardScaler
from sklearn.svm import LinearSVC
from sklearn.tree import DecisionTreeClassifier
from sklearn.utils._mocking import CheckingClassifier
from sklearn.utils._testing import (
_convert_container,
assert_almost_equal,
assert_array_almost_equal,
assert_array_equal,
)
from sklearn.utils.extmath import softmax
from sklearn.utils.fixes import CSR_CONTAINERS
N_SAMPLES = 200
@pytest.fixture(scope="module")
def data():
X, y = make_classification(n_samples=N_SAMPLES, n_features=6, random_state=42)
return X, y
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
@pytest.mark.parametrize("ensemble", [True, False])
def test_calibration(data, method, csr_container, ensemble):
# Test calibration objects with isotonic and sigmoid
n_samples = N_SAMPLES // 2
X, y = data
sample_weight = np.random.RandomState(seed=42).uniform(size=y.size)
X -= X.min() # MultinomialNB only allows positive X
# split train and test
X_train, y_train, sw_train = X[:n_samples], y[:n_samples], sample_weight[:n_samples]
X_test, y_test = X[n_samples:], y[n_samples:]
# Naive-Bayes
clf = MultinomialNB().fit(X_train, y_train, sample_weight=sw_train)
prob_pos_clf = clf.predict_proba(X_test)[:, 1]
cal_clf = CalibratedClassifierCV(clf, cv=y.size + 1, ensemble=ensemble)
with pytest.raises(ValueError):
cal_clf.fit(X, y)
# Naive Bayes with calibration
for this_X_train, this_X_test in [
(X_train, X_test),
(csr_container(X_train), csr_container(X_test)),
]:
cal_clf = CalibratedClassifierCV(clf, method=method, cv=5, ensemble=ensemble)
# Note that this fit overwrites the fit on the entire training
# set
cal_clf.fit(this_X_train, y_train, sample_weight=sw_train)
prob_pos_cal_clf = cal_clf.predict_proba(this_X_test)[:, 1]
# Check that brier score has improved after calibration
assert brier_score_loss(y_test, prob_pos_clf) > brier_score_loss(
y_test, prob_pos_cal_clf
)
# Check invariance against relabeling [0, 1] -> [1, 2]
cal_clf.fit(this_X_train, y_train + 1, sample_weight=sw_train)
prob_pos_cal_clf_relabeled = cal_clf.predict_proba(this_X_test)[:, 1]
assert_array_almost_equal(prob_pos_cal_clf, prob_pos_cal_clf_relabeled)
# Check invariance against relabeling [0, 1] -> [-1, 1]
cal_clf.fit(this_X_train, 2 * y_train - 1, sample_weight=sw_train)
prob_pos_cal_clf_relabeled = cal_clf.predict_proba(this_X_test)[:, 1]
assert_array_almost_equal(prob_pos_cal_clf, prob_pos_cal_clf_relabeled)
# Check invariance against relabeling [0, 1] -> [1, 0]
cal_clf.fit(this_X_train, (y_train + 1) % 2, sample_weight=sw_train)
prob_pos_cal_clf_relabeled = cal_clf.predict_proba(this_X_test)[:, 1]
if method == "sigmoid":
assert_array_almost_equal(prob_pos_cal_clf, 1 - prob_pos_cal_clf_relabeled)
else:
# Isotonic calibration is not invariant against relabeling
# but should improve in both cases
assert brier_score_loss(y_test, prob_pos_clf) > brier_score_loss(
(y_test + 1) % 2, prob_pos_cal_clf_relabeled
)
def test_calibration_default_estimator(data):
# Check estimator default is LinearSVC
X, y = data
calib_clf = CalibratedClassifierCV(cv=2)
calib_clf.fit(X, y)
base_est = calib_clf.calibrated_classifiers_[0].estimator
assert isinstance(base_est, LinearSVC)
@pytest.mark.parametrize("ensemble", [True, False])
def test_calibration_cv_splitter(data, ensemble):
# Check when `cv` is a CV splitter
X, y = data
splits = 5
kfold = KFold(n_splits=splits)
calib_clf = CalibratedClassifierCV(cv=kfold, ensemble=ensemble)
assert isinstance(calib_clf.cv, KFold)
assert calib_clf.cv.n_splits == splits
calib_clf.fit(X, y)
expected_n_clf = splits if ensemble else 1
assert len(calib_clf.calibrated_classifiers_) == expected_n_clf
@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
@pytest.mark.parametrize("ensemble", [True, False])
def test_sample_weight(data, method, ensemble):
n_samples = N_SAMPLES // 2
X, y = data
sample_weight = np.random.RandomState(seed=42).uniform(size=len(y))
X_train, y_train, sw_train = X[:n_samples], y[:n_samples], sample_weight[:n_samples]
X_test = X[n_samples:]
estimator = LinearSVC(random_state=42)
calibrated_clf = CalibratedClassifierCV(estimator, method=method, ensemble=ensemble)
calibrated_clf.fit(X_train, y_train, sample_weight=sw_train)
probs_with_sw = calibrated_clf.predict_proba(X_test)
# As the weights are used for the calibration, they should still yield
# different predictions
calibrated_clf.fit(X_train, y_train)
probs_without_sw = calibrated_clf.predict_proba(X_test)
diff = np.linalg.norm(probs_with_sw - probs_without_sw)
assert diff > 0.1
@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
@pytest.mark.parametrize("ensemble", [True, False])
def test_parallel_execution(data, method, ensemble):
"""Test parallel calibration"""
X, y = data
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
estimator = make_pipeline(StandardScaler(), LinearSVC(random_state=42))
cal_clf_parallel = CalibratedClassifierCV(
estimator, method=method, n_jobs=2, ensemble=ensemble
)
cal_clf_parallel.fit(X_train, y_train)
probs_parallel = cal_clf_parallel.predict_proba(X_test)
cal_clf_sequential = CalibratedClassifierCV(
estimator, method=method, n_jobs=1, ensemble=ensemble
)
cal_clf_sequential.fit(X_train, y_train)
probs_sequential = cal_clf_sequential.predict_proba(X_test)
assert_allclose(probs_parallel, probs_sequential)
@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
@pytest.mark.parametrize("ensemble", [True, False])
# increase the number of RNG seeds to assess the statistical stability of this
# test:
@pytest.mark.parametrize("seed", range(2))
def test_calibration_multiclass(method, ensemble, seed):
def multiclass_brier(y_true, proba_pred, n_classes):
Y_onehot = np.eye(n_classes)[y_true]
return np.sum((Y_onehot - proba_pred) ** 2) / Y_onehot.shape[0]
# Test calibration for multiclass with classifier that implements
# only decision function.
clf = LinearSVC(random_state=7)
X, y = make_blobs(
n_samples=500, n_features=100, random_state=seed, centers=10, cluster_std=15.0
)
# Use an unbalanced dataset by collapsing 8 clusters into one class
# to make the naive calibration based on a softmax more unlikely
# to work.
y[y > 2] = 2
n_classes = np.unique(y).shape[0]
X_train, y_train = X[::2], y[::2]
X_test, y_test = X[1::2], y[1::2]
clf.fit(X_train, y_train)
cal_clf = CalibratedClassifierCV(clf, method=method, cv=5, ensemble=ensemble)
cal_clf.fit(X_train, y_train)
probas = cal_clf.predict_proba(X_test)
# Check probabilities sum to 1
assert_allclose(np.sum(probas, axis=1), np.ones(len(X_test)))
# Check that the dataset is not too trivial, otherwise it's hard
# to get interesting calibration data during the internal
# cross-validation loop.
assert 0.65 < clf.score(X_test, y_test) < 0.95
# Check that the accuracy of the calibrated model is never degraded
# too much compared to the original classifier.
assert cal_clf.score(X_test, y_test) > 0.95 * clf.score(X_test, y_test)
# Check that Brier loss of calibrated classifier is smaller than
# loss obtained by naively turning OvR decision function to
# probabilities via a softmax
uncalibrated_brier = multiclass_brier(
y_test, softmax(clf.decision_function(X_test)), n_classes=n_classes
)
calibrated_brier = multiclass_brier(y_test, probas, n_classes=n_classes)
assert calibrated_brier < 1.1 * uncalibrated_brier
# Test that calibration of a multiclass classifier decreases log-loss
# for RandomForestClassifier
clf = RandomForestClassifier(n_estimators=30, random_state=42)
clf.fit(X_train, y_train)
clf_probs = clf.predict_proba(X_test)
uncalibrated_brier = multiclass_brier(y_test, clf_probs, n_classes=n_classes)
cal_clf = CalibratedClassifierCV(clf, method=method, cv=5, ensemble=ensemble)
cal_clf.fit(X_train, y_train)
cal_clf_probs = cal_clf.predict_proba(X_test)
calibrated_brier = multiclass_brier(y_test, cal_clf_probs, n_classes=n_classes)
assert calibrated_brier < 1.1 * uncalibrated_brier
def test_calibration_zero_probability():
# Test an edge case where _CalibratedClassifier avoids numerical errors
# in the multiclass normalization step if all the calibrators output
# are zero all at once for a given sample and instead fallback to uniform
# probabilities.
class ZeroCalibrator:
# This function is called from _CalibratedClassifier.predict_proba.
def predict(self, X):
return np.zeros(X.shape[0])
X, y = make_blobs(
n_samples=50, n_features=10, random_state=7, centers=10, cluster_std=15.0
)
clf = DummyClassifier().fit(X, y)
calibrator = ZeroCalibrator()
cal_clf = _CalibratedClassifier(
estimator=clf, calibrators=[calibrator], classes=clf.classes_
)
probas = cal_clf.predict_proba(X)
# Check that all probabilities are uniformly 1. / clf.n_classes_
assert_allclose(probas, 1.0 / clf.n_classes_)
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_calibration_prefit(csr_container):
"""Test calibration for prefitted classifiers"""
n_samples = 50
X, y = make_classification(n_samples=3 * n_samples, n_features=6, random_state=42)
sample_weight = np.random.RandomState(seed=42).uniform(size=y.size)
X -= X.min() # MultinomialNB only allows positive X
# split train and test
X_train, y_train, sw_train = X[:n_samples], y[:n_samples], sample_weight[:n_samples]
X_calib, y_calib, sw_calib = (
X[n_samples : 2 * n_samples],
y[n_samples : 2 * n_samples],
sample_weight[n_samples : 2 * n_samples],
)
X_test, y_test = X[2 * n_samples :], y[2 * n_samples :]
# Naive-Bayes
clf = MultinomialNB()
# Check error if clf not prefit
unfit_clf = CalibratedClassifierCV(clf, cv="prefit")
with pytest.raises(NotFittedError):
unfit_clf.fit(X_calib, y_calib)
clf.fit(X_train, y_train, sw_train)
prob_pos_clf = clf.predict_proba(X_test)[:, 1]
# Naive Bayes with calibration
for this_X_calib, this_X_test in [
(X_calib, X_test),
(csr_container(X_calib), csr_container(X_test)),
]:
for method in ["isotonic", "sigmoid"]:
cal_clf = CalibratedClassifierCV(clf, method=method, cv="prefit")
for sw in [sw_calib, None]:
cal_clf.fit(this_X_calib, y_calib, sample_weight=sw)
y_prob = cal_clf.predict_proba(this_X_test)
y_pred = cal_clf.predict(this_X_test)
prob_pos_cal_clf = y_prob[:, 1]
assert_array_equal(y_pred, np.array([0, 1])[np.argmax(y_prob, axis=1)])
assert brier_score_loss(y_test, prob_pos_clf) > brier_score_loss(
y_test, prob_pos_cal_clf
)
@pytest.mark.parametrize("method", ["sigmoid", "isotonic"])
def test_calibration_ensemble_false(data, method):
# Test that `ensemble=False` is the same as using predictions from
# `cross_val_predict` to train calibrator.
X, y = data
clf = LinearSVC(random_state=7)
cal_clf = CalibratedClassifierCV(clf, method=method, cv=3, ensemble=False)
cal_clf.fit(X, y)
cal_probas = cal_clf.predict_proba(X)
# Get probas manually
unbiased_preds = cross_val_predict(clf, X, y, cv=3, method="decision_function")
if method == "isotonic":
calibrator = IsotonicRegression(out_of_bounds="clip")
else:
calibrator = _SigmoidCalibration()
calibrator.fit(unbiased_preds, y)
# Use `clf` fit on all data
clf.fit(X, y)
clf_df = clf.decision_function(X)
manual_probas = calibrator.predict(clf_df)
assert_allclose(cal_probas[:, 1], manual_probas)
def test_sigmoid_calibration():
"""Test calibration values with Platt sigmoid model"""
exF = np.array([5, -4, 1.0])
exY = np.array([1, -1, -1])
# computed from my python port of the C++ code in LibSVM
AB_lin_libsvm = np.array([-0.20261354391187855, 0.65236314980010512])
assert_array_almost_equal(AB_lin_libsvm, _sigmoid_calibration(exF, exY), 3)
lin_prob = 1.0 / (1.0 + np.exp(AB_lin_libsvm[0] * exF + AB_lin_libsvm[1]))
sk_prob = _SigmoidCalibration().fit(exF, exY).predict(exF)
assert_array_almost_equal(lin_prob, sk_prob, 6)
# check that _SigmoidCalibration().fit only accepts 1d array or 2d column
# arrays
with pytest.raises(ValueError):
_SigmoidCalibration().fit(np.vstack((exF, exF)), exY)
def test_calibration_curve():
"""Check calibration_curve function"""
y_true = np.array([0, 0, 0, 1, 1, 1])
y_pred = np.array([0.0, 0.1, 0.2, 0.8, 0.9, 1.0])
prob_true, prob_pred = calibration_curve(y_true, y_pred, n_bins=2)
assert len(prob_true) == len(prob_pred)
assert len(prob_true) == 2
assert_almost_equal(prob_true, [0, 1])
assert_almost_equal(prob_pred, [0.1, 0.9])
# Probabilities outside [0, 1] should not be accepted at all.
with pytest.raises(ValueError):
calibration_curve([1], [-0.1])
# test that quantiles work as expected
y_true2 = np.array([0, 0, 0, 0, 1, 1])
y_pred2 = np.array([0.0, 0.1, 0.2, 0.5, 0.9, 1.0])
prob_true_quantile, prob_pred_quantile = calibration_curve(
y_true2, y_pred2, n_bins=2, strategy="quantile"
)
assert len(prob_true_quantile) == len(prob_pred_quantile)
assert len(prob_true_quantile) == 2
assert_almost_equal(prob_true_quantile, [0, 2 / 3])
assert_almost_equal(prob_pred_quantile, [0.1, 0.8])
# Check that error is raised when invalid strategy is selected
with pytest.raises(ValueError):
calibration_curve(y_true2, y_pred2, strategy="percentile")
@pytest.mark.parametrize("ensemble", [True, False])
def test_calibration_nan_imputer(ensemble):
"""Test that calibration can accept nan"""
X, y = make_classification(
n_samples=10, n_features=2, n_informative=2, n_redundant=0, random_state=42
)
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)