scikit-learn/sklearn/tests/test_multioutput.py

342 lines
12 KiB
Python

from __future__ import division
import numpy as np
import scipy.sparse as sp
from sklearn.utils import shuffle
from sklearn.utils.testing import assert_almost_equal
from sklearn.utils.testing import assert_raises
from sklearn.utils.testing import assert_false
from sklearn.utils.testing import assert_raises_regex
from sklearn.utils.testing import assert_raise_message
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import assert_not_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.exceptions import NotFittedError
from sklearn import datasets
from sklearn.base import clone
from sklearn.ensemble import GradientBoostingRegressor, RandomForestClassifier
from sklearn.linear_model import Lasso
from sklearn.linear_model import SGDClassifier
from sklearn.linear_model import SGDRegressor
from sklearn.linear_model import LogisticRegression
from sklearn.svm import LinearSVC
from sklearn.multiclass import OneVsRestClassifier
from sklearn.multioutput import MultiOutputRegressor, MultiOutputClassifier
def test_multi_target_regression():
X, y = datasets.make_regression(n_targets=3)
X_train, y_train = X[:50], y[:50]
X_test, y_test = X[50:], y[50:]
references = np.zeros_like(y_test)
for n in range(3):
rgr = GradientBoostingRegressor(random_state=0)
rgr.fit(X_train, y_train[:, n])
references[:, n] = rgr.predict(X_test)
rgr = MultiOutputRegressor(GradientBoostingRegressor(random_state=0))
rgr.fit(X_train, y_train)
y_pred = rgr.predict(X_test)
assert_almost_equal(references, y_pred)
def test_multi_target_regression_partial_fit():
X, y = datasets.make_regression(n_targets=3)
X_train, y_train = X[:50], y[:50]
X_test, y_test = X[50:], y[50:]
references = np.zeros_like(y_test)
half_index = 25
for n in range(3):
sgr = SGDRegressor(random_state=0)
sgr.partial_fit(X_train[:half_index], y_train[:half_index, n])
sgr.partial_fit(X_train[half_index:], y_train[half_index:, n])
references[:, n] = sgr.predict(X_test)
sgr = MultiOutputRegressor(SGDRegressor(random_state=0))
sgr.partial_fit(X_train[:half_index], y_train[:half_index])
sgr.partial_fit(X_train[half_index:], y_train[half_index:])
y_pred = sgr.predict(X_test)
assert_almost_equal(references, y_pred)
def test_multi_target_regression_one_target():
# Test multi target regression raises
X, y = datasets.make_regression(n_targets=1)
rgr = MultiOutputRegressor(GradientBoostingRegressor(random_state=0))
assert_raises(ValueError, rgr.fit, X, y)
def test_multi_target_sparse_regression():
X, y = datasets.make_regression(n_targets=3)
X_train, y_train = X[:50], y[:50]
X_test = X[50:]
for sparse in [sp.csr_matrix, sp.csc_matrix, sp.coo_matrix, sp.dok_matrix,
sp.lil_matrix]:
rgr = MultiOutputRegressor(Lasso(random_state=0))
rgr_sparse = MultiOutputRegressor(Lasso(random_state=0))
rgr.fit(X_train, y_train)
rgr_sparse.fit(sparse(X_train), y_train)
assert_almost_equal(rgr.predict(X_test),
rgr_sparse.predict(sparse(X_test)))
def test_multi_target_sample_weights_api():
X = [[1, 2, 3], [4, 5, 6]]
y = [[3.141, 2.718], [2.718, 3.141]]
w = [0.8, 0.6]
rgr = MultiOutputRegressor(Lasso())
assert_raises_regex(ValueError, "does not support sample weights",
rgr.fit, X, y, w)
# no exception should be raised if the base estimator supports weights
rgr = MultiOutputRegressor(GradientBoostingRegressor(random_state=0))
rgr.fit(X, y, w)
def test_multi_target_sample_weight_partial_fit():
# weighted regressor
X = [[1, 2, 3], [4, 5, 6]]
y = [[3.141, 2.718], [2.718, 3.141]]
w = [2., 1.]
rgr_w = MultiOutputRegressor(SGDRegressor(random_state=0))
rgr_w.partial_fit(X, y, w)
# weighted with different weights
w = [2., 2.]
rgr = MultiOutputRegressor(SGDRegressor(random_state=0))
rgr.partial_fit(X, y, w)
assert_not_equal(rgr.predict(X)[0][0], rgr_w.predict(X)[0][0])
def test_multi_target_sample_weights():
# weighted regressor
Xw = [[1, 2, 3], [4, 5, 6]]
yw = [[3.141, 2.718], [2.718, 3.141]]
w = [2., 1.]
rgr_w = MultiOutputRegressor(GradientBoostingRegressor(random_state=0))
rgr_w.fit(Xw, yw, w)
# unweighted, but with repeated samples
X = [[1, 2, 3], [1, 2, 3], [4, 5, 6]]
y = [[3.141, 2.718], [3.141, 2.718], [2.718, 3.141]]
rgr = MultiOutputRegressor(GradientBoostingRegressor(random_state=0))
rgr.fit(X, y)
X_test = [[1.5, 2.5, 3.5], [3.5, 4.5, 5.5]]
assert_almost_equal(rgr.predict(X_test), rgr_w.predict(X_test))
# Import the data
iris = datasets.load_iris()
# create a multiple targets by randomized shuffling and concatenating y.
X = iris.data
y1 = iris.target
y2 = shuffle(y1, random_state=1)
y3 = shuffle(y1, random_state=2)
y = np.column_stack((y1, y2, y3))
n_samples, n_features = X.shape
n_outputs = y.shape[1]
n_classes = len(np.unique(y1))
classes = list(map(np.unique, (y1, y2, y3)))
def test_multi_output_classification_partial_fit_parallelism():
sgd_linear_clf = SGDClassifier(loss='log', random_state=1)
mor = MultiOutputClassifier(sgd_linear_clf, n_jobs=-1)
mor.partial_fit(X, y, classes)
est1 = mor.estimators_[0]
mor.partial_fit(X, y)
est2 = mor.estimators_[0]
# parallelism requires this to be the case for a sane implementation
assert_false(est1 is est2)
def test_multi_output_classification_partial_fit():
# test if multi_target initializes correctly with base estimator and fit
# assert predictions work as expected for predict
sgd_linear_clf = SGDClassifier(loss='log', random_state=1)
multi_target_linear = MultiOutputClassifier(sgd_linear_clf)
# train the multi_target_linear and also get the predictions.
half_index = X.shape[0] // 2
multi_target_linear.partial_fit(
X[:half_index], y[:half_index], classes=classes)
first_predictions = multi_target_linear.predict(X)
assert_equal((n_samples, n_outputs), first_predictions.shape)
multi_target_linear.partial_fit(X[half_index:], y[half_index:])
second_predictions = multi_target_linear.predict(X)
assert_equal((n_samples, n_outputs), second_predictions.shape)
# train the linear classification with each column and assert that
# predictions are equal after first partial_fit and second partial_fit
for i in range(3):
# create a clone with the same state
sgd_linear_clf = clone(sgd_linear_clf)
sgd_linear_clf.partial_fit(
X[:half_index], y[:half_index, i], classes=classes[i])
assert_array_equal(sgd_linear_clf.predict(X), first_predictions[:, i])
sgd_linear_clf.partial_fit(X[half_index:], y[half_index:, i])
assert_array_equal(sgd_linear_clf.predict(X), second_predictions[:, i])
def test_mutli_output_classifiation_partial_fit_no_first_classes_exception():
sgd_linear_clf = SGDClassifier(loss='log', random_state=1)
multi_target_linear = MultiOutputClassifier(sgd_linear_clf)
assert_raises_regex(ValueError, "classes must be passed on the first call "
"to partial_fit.",
multi_target_linear.partial_fit, X, y)
def test_multi_output_classification():
# test if multi_target initializes correctly with base estimator and fit
# assert predictions work as expected for predict, prodict_proba and score
forest = RandomForestClassifier(n_estimators=10, random_state=1)
multi_target_forest = MultiOutputClassifier(forest)
# train the multi_target_forest and also get the predictions.
multi_target_forest.fit(X, y)
predictions = multi_target_forest.predict(X)
assert_equal((n_samples, n_outputs), predictions.shape)
predict_proba = multi_target_forest.predict_proba(X)
assert len(predict_proba) == n_outputs
for class_probabilities in predict_proba:
assert_equal((n_samples, n_classes), class_probabilities.shape)
assert_array_equal(np.argmax(np.dstack(predict_proba), axis=1),
predictions)
# train the forest with each column and assert that predictions are equal
for i in range(3):
forest_ = clone(forest) # create a clone with the same state
forest_.fit(X, y[:, i])
assert_equal(list(forest_.predict(X)), list(predictions[:, i]))
assert_array_equal(list(forest_.predict_proba(X)),
list(predict_proba[i]))
def test_multiclass_multioutput_estimator():
# test to check meta of meta estimators
svc = LinearSVC(random_state=0)
multi_class_svc = OneVsRestClassifier(svc)
multi_target_svc = MultiOutputClassifier(multi_class_svc)
multi_target_svc.fit(X, y)
predictions = multi_target_svc.predict(X)
assert_equal((n_samples, n_outputs), predictions.shape)
# train the forest with each column and assert that predictions are equal
for i in range(3):
multi_class_svc_ = clone(multi_class_svc) # create a clone
multi_class_svc_.fit(X, y[:, i])
assert_equal(list(multi_class_svc_.predict(X)),
list(predictions[:, i]))
def test_multiclass_multioutput_estimator_predict_proba():
seed = 542
# make test deterministic
rng = np.random.RandomState(seed)
# random features
X = rng.normal(size=(5, 5))
# random labels
y1 = np.array(['b', 'a', 'a', 'b', 'a']).reshape(5, 1) # 2 classes
y2 = np.array(['d', 'e', 'f', 'e', 'd']).reshape(5, 1) # 3 classes
Y = np.concatenate([y1, y2], axis=1)
clf = MultiOutputClassifier(LogisticRegression(random_state=seed))
clf.fit(X, Y)
y_result = clf.predict_proba(X)
y_actual = [np.array([[0.23481764, 0.76518236],
[0.67196072, 0.32803928],
[0.54681448, 0.45318552],
[0.34883923, 0.65116077],
[0.73687069, 0.26312931]]),
np.array([[0.5171785, 0.23878628, 0.24403522],
[0.22141451, 0.64102704, 0.13755846],
[0.16751315, 0.18256843, 0.64991843],
[0.27357372, 0.55201592, 0.17441036],
[0.65745193, 0.26062899, 0.08191907]])]
for i in range(len(y_actual)):
assert_almost_equal(y_result[i], y_actual[i])
def test_multi_output_classification_sample_weights():
# weighted classifier
Xw = [[1, 2, 3], [4, 5, 6]]
yw = [[3, 2], [2, 3]]
w = np.asarray([2., 1.])
forest = RandomForestClassifier(n_estimators=10, random_state=1)
clf_w = MultiOutputClassifier(forest)
clf_w.fit(Xw, yw, w)
# unweighted, but with repeated samples
X = [[1, 2, 3], [1, 2, 3], [4, 5, 6]]
y = [[3, 2], [3, 2], [2, 3]]
forest = RandomForestClassifier(n_estimators=10, random_state=1)
clf = MultiOutputClassifier(forest)
clf.fit(X, y)
X_test = [[1.5, 2.5, 3.5], [3.5, 4.5, 5.5]]
assert_almost_equal(clf.predict(X_test), clf_w.predict(X_test))
def test_multi_output_classification_partial_fit_sample_weights():
# weighted classifier
Xw = [[1, 2, 3], [4, 5, 6], [1.5, 2.5, 3.5]]
yw = [[3, 2], [2, 3], [3, 2]]
w = np.asarray([2., 1., 1.])
sgd_linear_clf = SGDClassifier(random_state=1)
clf_w = MultiOutputClassifier(sgd_linear_clf)
clf_w.fit(Xw, yw, w)
# unweighted, but with repeated samples
X = [[1, 2, 3], [1, 2, 3], [4, 5, 6], [1.5, 2.5, 3.5]]
y = [[3, 2], [3, 2], [2, 3], [3, 2]]
sgd_linear_clf = SGDClassifier(random_state=1)
clf = MultiOutputClassifier(sgd_linear_clf)
clf.fit(X, y)
X_test = [[1.5, 2.5, 3.5]]
assert_array_almost_equal(clf.predict(X_test), clf_w.predict(X_test))
def test_multi_output_exceptions():
# NotFittedError when fit is not done but score, predict and
# and predict_proba are called
moc = MultiOutputClassifier(LinearSVC(random_state=0))
assert_raises(NotFittedError, moc.predict, y)
assert_raises(NotFittedError, moc.predict_proba, y)
assert_raises(NotFittedError, moc.score, X, y)
# ValueError when number of outputs is different
# for fit and score
y_new = np.column_stack((y1, y2))
moc.fit(X, y)
assert_raises(ValueError, moc.score, X, y_new)
# ValueError when y is continuous
assert_raise_message(ValueError, "Unknown label type", moc.fit, X, X[:, 1])