268 lines
10 KiB
Python
268 lines
10 KiB
Python
import numpy as np
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import pytest
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from sklearn.base import clone
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from sklearn.base import BaseEstimator
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from sklearn.base import TransformerMixin
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from sklearn.dummy import DummyRegressor
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from sklearn.utils.testing import assert_raises
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from sklearn.utils.testing import assert_raises_regex
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from sklearn.utils.testing import assert_allclose
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from sklearn.utils.testing import assert_warns_message
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from sklearn.utils.testing import assert_no_warnings
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from sklearn.preprocessing import FunctionTransformer
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from sklearn.preprocessing import StandardScaler
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from sklearn.linear_model import LinearRegression, Lasso
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from sklearn import datasets
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from sklearn.compose import TransformedTargetRegressor
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friedman = datasets.make_friedman1(random_state=0)
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def test_transform_target_regressor_error():
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X, y = friedman
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# provide a transformer and functions at the same time
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regr = TransformedTargetRegressor(regressor=LinearRegression(),
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transformer=StandardScaler(),
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func=np.exp, inverse_func=np.log)
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assert_raises_regex(ValueError, "'transformer' and functions"
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" 'func'/'inverse_func' cannot both be set.",
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regr.fit, X, y)
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# fit with sample_weight with a regressor which does not support it
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sample_weight = np.ones((y.shape[0],))
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regr = TransformedTargetRegressor(regressor=Lasso(),
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transformer=StandardScaler())
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assert_raises_regex(TypeError, r"fit\(\) got an unexpected keyword "
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"argument 'sample_weight'", regr.fit, X, y,
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sample_weight=sample_weight)
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# func is given but inverse_func is not
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regr = TransformedTargetRegressor(func=np.exp)
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assert_raises_regex(ValueError, "When 'func' is provided, 'inverse_func'"
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" must also be provided", regr.fit, X, y)
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def test_transform_target_regressor_invertible():
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X, y = friedman
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regr = TransformedTargetRegressor(regressor=LinearRegression(),
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func=np.sqrt, inverse_func=np.log,
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check_inverse=True)
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assert_warns_message(UserWarning, "The provided functions or transformer"
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" are not strictly inverse of each other.",
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regr.fit, X, y)
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regr = TransformedTargetRegressor(regressor=LinearRegression(),
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func=np.sqrt, inverse_func=np.log)
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regr.set_params(check_inverse=False)
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assert_no_warnings(regr.fit, X, y)
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def _check_standard_scaled(y, y_pred):
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y_mean = np.mean(y, axis=0)
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y_std = np.std(y, axis=0)
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assert_allclose((y - y_mean) / y_std, y_pred)
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def _check_shifted_by_one(y, y_pred):
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assert_allclose(y + 1, y_pred)
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def test_transform_target_regressor_functions():
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X, y = friedman
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regr = TransformedTargetRegressor(regressor=LinearRegression(),
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func=np.log, inverse_func=np.exp)
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y_pred = regr.fit(X, y).predict(X)
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# check the transformer output
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y_tran = regr.transformer_.transform(y.reshape(-1, 1)).squeeze()
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assert_allclose(np.log(y), y_tran)
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assert_allclose(y, regr.transformer_.inverse_transform(
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y_tran.reshape(-1, 1)).squeeze())
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assert y.shape == y_pred.shape
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assert_allclose(y_pred, regr.inverse_func(regr.regressor_.predict(X)))
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# check the regressor output
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lr = LinearRegression().fit(X, regr.func(y))
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assert_allclose(regr.regressor_.coef_.ravel(), lr.coef_.ravel())
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def test_transform_target_regressor_functions_multioutput():
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X = friedman[0]
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y = np.vstack((friedman[1], friedman[1] ** 2 + 1)).T
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regr = TransformedTargetRegressor(regressor=LinearRegression(),
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func=np.log, inverse_func=np.exp)
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y_pred = regr.fit(X, y).predict(X)
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# check the transformer output
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y_tran = regr.transformer_.transform(y)
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assert_allclose(np.log(y), y_tran)
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assert_allclose(y, regr.transformer_.inverse_transform(y_tran))
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assert y.shape == y_pred.shape
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assert_allclose(y_pred, regr.inverse_func(regr.regressor_.predict(X)))
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# check the regressor output
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lr = LinearRegression().fit(X, regr.func(y))
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assert_allclose(regr.regressor_.coef_.ravel(), lr.coef_.ravel())
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@pytest.mark.parametrize("X,y", [friedman,
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(friedman[0],
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np.vstack((friedman[1],
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friedman[1] ** 2 + 1)).T)])
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def test_transform_target_regressor_1d_transformer(X, y):
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# All transformer in scikit-learn expect 2D data. FunctionTransformer with
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# validate=False lift this constraint without checking that the input is a
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# 2D vector. We check the consistency of the data shape using a 1D and 2D y
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# array.
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transformer = FunctionTransformer(func=lambda x: x + 1,
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inverse_func=lambda x: x - 1,
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validate=False)
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regr = TransformedTargetRegressor(regressor=LinearRegression(),
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transformer=transformer)
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y_pred = regr.fit(X, y).predict(X)
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assert y.shape == y_pred.shape
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# consistency forward transform
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y_tran = regr.transformer_.transform(y)
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_check_shifted_by_one(y, y_tran)
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assert y.shape == y_pred.shape
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# consistency inverse transform
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assert_allclose(y, regr.transformer_.inverse_transform(
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y_tran).squeeze())
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# consistency of the regressor
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lr = LinearRegression()
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transformer2 = clone(transformer)
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lr.fit(X, transformer2.fit_transform(y))
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y_lr_pred = lr.predict(X)
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assert_allclose(y_pred, transformer2.inverse_transform(y_lr_pred))
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assert_allclose(regr.regressor_.coef_, lr.coef_)
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@pytest.mark.parametrize("X,y", [friedman,
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(friedman[0],
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np.vstack((friedman[1],
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friedman[1] ** 2 + 1)).T)])
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def test_transform_target_regressor_2d_transformer(X, y):
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# Check consistency with transformer accepting only 2D array and a 1D/2D y
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# array.
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transformer = StandardScaler()
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regr = TransformedTargetRegressor(regressor=LinearRegression(),
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transformer=transformer)
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y_pred = regr.fit(X, y).predict(X)
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assert y.shape == y_pred.shape
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# consistency forward transform
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if y.ndim == 1: # create a 2D array and squeeze results
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y_tran = regr.transformer_.transform(y.reshape(-1, 1)).squeeze()
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else:
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y_tran = regr.transformer_.transform(y)
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_check_standard_scaled(y, y_tran)
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assert y.shape == y_pred.shape
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# consistency inverse transform
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assert_allclose(y, regr.transformer_.inverse_transform(
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y_tran).squeeze())
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# consistency of the regressor
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lr = LinearRegression()
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transformer2 = clone(transformer)
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if y.ndim == 1: # create a 2D array and squeeze results
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lr.fit(X, transformer2.fit_transform(y.reshape(-1, 1)).squeeze())
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else:
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lr.fit(X, transformer2.fit_transform(y))
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y_lr_pred = lr.predict(X)
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assert_allclose(y_pred, transformer2.inverse_transform(y_lr_pred))
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assert_allclose(regr.regressor_.coef_, lr.coef_)
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def test_transform_target_regressor_2d_transformer_multioutput():
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# Check consistency with transformer accepting only 2D array and a 2D y
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# array.
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X = friedman[0]
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y = np.vstack((friedman[1], friedman[1] ** 2 + 1)).T
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transformer = StandardScaler()
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regr = TransformedTargetRegressor(regressor=LinearRegression(),
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transformer=transformer)
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y_pred = regr.fit(X, y).predict(X)
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assert y.shape == y_pred.shape
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# consistency forward transform
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y_tran = regr.transformer_.transform(y)
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_check_standard_scaled(y, y_tran)
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assert y.shape == y_pred.shape
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# consistency inverse transform
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assert_allclose(y, regr.transformer_.inverse_transform(
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y_tran).squeeze())
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# consistency of the regressor
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lr = LinearRegression()
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transformer2 = clone(transformer)
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lr.fit(X, transformer2.fit_transform(y))
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y_lr_pred = lr.predict(X)
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assert_allclose(y_pred, transformer2.inverse_transform(y_lr_pred))
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assert_allclose(regr.regressor_.coef_, lr.coef_)
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def test_transform_target_regressor_multi_to_single():
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X = friedman[0]
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y = np.transpose([friedman[1], (friedman[1] ** 2 + 1)])
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def func(y):
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out = np.sqrt(y[:, 0] ** 2 + y[:, 1] ** 2)
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return out[:, np.newaxis]
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def inverse_func(y):
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return y
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tt = TransformedTargetRegressor(func=func, inverse_func=inverse_func,
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check_inverse=False)
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tt.fit(X, y)
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y_pred_2d_func = tt.predict(X)
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assert y_pred_2d_func.shape == (100, 1)
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# force that the function only return a 1D array
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def func(y):
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return np.sqrt(y[:, 0] ** 2 + y[:, 1] ** 2)
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tt = TransformedTargetRegressor(func=func, inverse_func=inverse_func,
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check_inverse=False)
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tt.fit(X, y)
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y_pred_1d_func = tt.predict(X)
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assert y_pred_1d_func.shape == (100, 1)
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assert_allclose(y_pred_1d_func, y_pred_2d_func)
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class DummyCheckerArrayTransformer(BaseEstimator, TransformerMixin):
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def fit(self, X, y=None):
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assert isinstance(X, np.ndarray)
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return self
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def transform(self, X):
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assert isinstance(X, np.ndarray)
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return X
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def inverse_transform(self, X):
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assert isinstance(X, np.ndarray)
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return X
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class DummyCheckerListRegressor(DummyRegressor):
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def fit(self, X, y, sample_weight=None):
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assert isinstance(X, list)
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return super().fit(X, y, sample_weight)
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def predict(self, X):
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assert isinstance(X, list)
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return super().predict(X)
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def test_transform_target_regressor_ensure_y_array():
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# check that the target ``y`` passed to the transformer will always be a
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# numpy array. Similarly, if ``X`` is passed as a list, we check that the
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# predictor receive as it is.
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X, y = friedman
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tt = TransformedTargetRegressor(transformer=DummyCheckerArrayTransformer(),
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regressor=DummyCheckerListRegressor(),
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check_inverse=False)
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tt.fit(X.tolist(), y.tolist())
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tt.predict(X.tolist())
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assert_raises(AssertionError, tt.fit, X, y.tolist())
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assert_raises(AssertionError, tt.predict, X)
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