scikit-learn/sklearn/tests/test_impute.py

637 lines
22 KiB
Python

import pytest
import numpy as np
from scipy import sparse
import io
from sklearn.utils.testing import assert_allclose
from sklearn.utils.testing import assert_allclose_dense_sparse
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.impute import MissingIndicator
from sklearn.impute import SimpleImputer
from sklearn.pipeline import Pipeline
from sklearn.model_selection import GridSearchCV
from sklearn import tree
from sklearn.random_projection import sparse_random_matrix
def _check_statistics(X, X_true,
strategy, statistics, missing_values):
"""Utility function for testing imputation for a given strategy.
Test with dense and sparse arrays
Check that:
- the statistics (mean, median, mode) are correct
- the missing values are imputed correctly"""
err_msg = "Parameters: strategy = %s, missing_values = %s, " \
"sparse = {0}" % (strategy, missing_values)
assert_ae = assert_array_equal
if X.dtype.kind == 'f' or X_true.dtype.kind == 'f':
assert_ae = assert_array_almost_equal
# Normal matrix
imputer = SimpleImputer(missing_values, strategy=strategy)
X_trans = imputer.fit(X).transform(X.copy())
assert_ae(imputer.statistics_, statistics,
err_msg=err_msg.format(False))
assert_ae(X_trans, X_true, err_msg=err_msg.format(False))
# Sparse matrix
imputer = SimpleImputer(missing_values, strategy=strategy)
imputer.fit(sparse.csc_matrix(X))
X_trans = imputer.transform(sparse.csc_matrix(X.copy()))
if sparse.issparse(X_trans):
X_trans = X_trans.toarray()
assert_ae(imputer.statistics_, statistics,
err_msg=err_msg.format(True))
assert_ae(X_trans, X_true, err_msg=err_msg.format(True))
def test_imputation_shape():
# Verify the shapes of the imputed matrix for different strategies.
X = np.random.randn(10, 2)
X[::2] = np.nan
for strategy in ['mean', 'median', 'most_frequent', "constant"]:
imputer = SimpleImputer(strategy=strategy)
X_imputed = imputer.fit_transform(sparse.csr_matrix(X))
assert X_imputed.shape == (10, 2)
X_imputed = imputer.fit_transform(X)
assert X_imputed.shape == (10, 2)
@pytest.mark.parametrize("strategy", ["const", 101, None])
def test_imputation_error_invalid_strategy(strategy):
X = np.ones((3, 5))
X[0, 0] = np.nan
with pytest.raises(ValueError, match=str(strategy)):
imputer = SimpleImputer(strategy=strategy)
imputer.fit_transform(X)
@pytest.mark.parametrize("strategy", ["mean", "median", "most_frequent"])
def test_imputation_deletion_warning(strategy):
X = np.ones((3, 5))
X[:, 0] = np.nan
with pytest.warns(UserWarning, match="Deleting"):
imputer = SimpleImputer(strategy=strategy, verbose=True)
imputer.fit_transform(X)
@pytest.mark.parametrize("strategy", ["mean", "median",
"most_frequent", "constant"])
def test_imputation_error_sparse_0(strategy):
# check that error are raised when missing_values = 0 and input is sparse
X = np.ones((3, 5))
X[0] = 0
X = sparse.csc_matrix(X)
imputer = SimpleImputer(strategy=strategy, missing_values=0)
with pytest.raises(ValueError, match="Provide a dense array"):
imputer.fit(X)
imputer.fit(X.toarray())
with pytest.raises(ValueError, match="Provide a dense array"):
imputer.transform(X)
def safe_median(arr, *args, **kwargs):
# np.median([]) raises a TypeError for numpy >= 1.10.1
length = arr.size if hasattr(arr, 'size') else len(arr)
return np.nan if length == 0 else np.median(arr, *args, **kwargs)
def safe_mean(arr, *args, **kwargs):
# np.mean([]) raises a RuntimeWarning for numpy >= 1.10.1
length = arr.size if hasattr(arr, 'size') else len(arr)
return np.nan if length == 0 else np.mean(arr, *args, **kwargs)
def test_imputation_mean_median():
# Test imputation using the mean and median strategies, when
# missing_values != 0.
rng = np.random.RandomState(0)
dim = 10
dec = 10
shape = (dim * dim, dim + dec)
zeros = np.zeros(shape[0])
values = np.arange(1, shape[0] + 1)
values[4::2] = - values[4::2]
tests = [("mean", np.nan, lambda z, v, p: safe_mean(np.hstack((z, v)))),
("median", np.nan,
lambda z, v, p: safe_median(np.hstack((z, v))))]
for strategy, test_missing_values, true_value_fun in tests:
X = np.empty(shape)
X_true = np.empty(shape)
true_statistics = np.empty(shape[1])
# Create a matrix X with columns
# - with only zeros,
# - with only missing values
# - with zeros, missing values and values
# And a matrix X_true containing all true values
for j in range(shape[1]):
nb_zeros = (j - dec + 1 > 0) * (j - dec + 1) * (j - dec + 1)
nb_missing_values = max(shape[0] + dec * dec
- (j + dec) * (j + dec), 0)
nb_values = shape[0] - nb_zeros - nb_missing_values
z = zeros[:nb_zeros]
p = np.repeat(test_missing_values, nb_missing_values)
v = values[rng.permutation(len(values))[:nb_values]]
true_statistics[j] = true_value_fun(z, v, p)
# Create the columns
X[:, j] = np.hstack((v, z, p))
if 0 == test_missing_values:
X_true[:, j] = np.hstack((v,
np.repeat(
true_statistics[j],
nb_missing_values + nb_zeros)))
else:
X_true[:, j] = np.hstack((v,
z,
np.repeat(true_statistics[j],
nb_missing_values)))
# Shuffle them the same way
np.random.RandomState(j).shuffle(X[:, j])
np.random.RandomState(j).shuffle(X_true[:, j])
# Mean doesn't support columns containing NaNs, median does
if strategy == "median":
cols_to_keep = ~np.isnan(X_true).any(axis=0)
else:
cols_to_keep = ~np.isnan(X_true).all(axis=0)
X_true = X_true[:, cols_to_keep]
_check_statistics(X, X_true, strategy,
true_statistics, test_missing_values)
def test_imputation_median_special_cases():
# Test median imputation with sparse boundary cases
X = np.array([
[0, np.nan, np.nan], # odd: implicit zero
[5, np.nan, np.nan], # odd: explicit nonzero
[0, 0, np.nan], # even: average two zeros
[-5, 0, np.nan], # even: avg zero and neg
[0, 5, np.nan], # even: avg zero and pos
[4, 5, np.nan], # even: avg nonzeros
[-4, -5, np.nan], # even: avg negatives
[-1, 2, np.nan], # even: crossing neg and pos
]).transpose()
X_imputed_median = np.array([
[0, 0, 0],
[5, 5, 5],
[0, 0, 0],
[-5, 0, -2.5],
[0, 5, 2.5],
[4, 5, 4.5],
[-4, -5, -4.5],
[-1, 2, .5],
]).transpose()
statistics_median = [0, 5, 0, -2.5, 2.5, 4.5, -4.5, .5]
_check_statistics(X, X_imputed_median, "median",
statistics_median, np.nan)
@pytest.mark.parametrize("strategy", ["mean", "median"])
@pytest.mark.parametrize("dtype", [None, object, str])
def test_imputation_mean_median_error_invalid_type(strategy, dtype):
X = np.array([["a", "b", 3],
[4, "e", 6],
["g", "h", 9]], dtype=dtype)
with pytest.raises(ValueError, match="non-numeric data"):
imputer = SimpleImputer(strategy=strategy)
imputer.fit_transform(X)
@pytest.mark.parametrize("strategy", ["constant", "most_frequent"])
@pytest.mark.parametrize("dtype", [str, np.dtype('U'), np.dtype('S')])
def test_imputation_const_mostf_error_invalid_types(strategy, dtype):
# Test imputation on non-numeric data using "most_frequent" and "constant"
# strategy
X = np.array([
[np.nan, np.nan, "a", "f"],
[np.nan, "c", np.nan, "d"],
[np.nan, "b", "d", np.nan],
[np.nan, "c", "d", "h"],
], dtype=dtype)
err_msg = "SimpleImputer does not support data"
with pytest.raises(ValueError, match=err_msg):
imputer = SimpleImputer(strategy=strategy)
imputer.fit(X).transform(X)
def test_imputation_most_frequent():
# Test imputation using the most-frequent strategy.
X = np.array([
[-1, -1, 0, 5],
[-1, 2, -1, 3],
[-1, 1, 3, -1],
[-1, 2, 3, 7],
])
X_true = np.array([
[2, 0, 5],
[2, 3, 3],
[1, 3, 3],
[2, 3, 7],
])
# scipy.stats.mode, used in SimpleImputer, doesn't return the first most
# frequent as promised in the doc but the lowest most frequent. When this
# test will fail after an update of scipy, SimpleImputer will need to be
# updated to be consistent with the new (correct) behaviour
_check_statistics(X, X_true, "most_frequent", [np.nan, 2, 3, 3], -1)
@pytest.mark.parametrize("marker", [None, np.nan, "NAN", "", 0])
def test_imputation_most_frequent_objects(marker):
# Test imputation using the most-frequent strategy.
X = np.array([
[marker, marker, "a", "f"],
[marker, "c", marker, "d"],
[marker, "b", "d", marker],
[marker, "c", "d", "h"],
], dtype=object)
X_true = np.array([
["c", "a", "f"],
["c", "d", "d"],
["b", "d", "d"],
["c", "d", "h"],
], dtype=object)
imputer = SimpleImputer(missing_values=marker,
strategy="most_frequent")
X_trans = imputer.fit(X).transform(X)
assert_array_equal(X_trans, X_true)
@pytest.mark.parametrize("dtype", [object, "category"])
def test_imputation_most_frequent_pandas(dtype):
# Test imputation using the most frequent strategy on pandas df
pd = pytest.importorskip("pandas")
f = io.StringIO(u"Cat1,Cat2,Cat3,Cat4\n"
",i,x,\n"
"a,,y,\n"
"a,j,,\n"
"b,j,x,")
df = pd.read_csv(f, dtype=dtype)
X_true = np.array([
["a", "i", "x"],
["a", "j", "y"],
["a", "j", "x"],
["b", "j", "x"]
], dtype=object)
imputer = SimpleImputer(strategy="most_frequent")
X_trans = imputer.fit_transform(df)
assert_array_equal(X_trans, X_true)
@pytest.mark.parametrize("X_data, missing_value", [(1, 0), (1., np.nan)])
def test_imputation_constant_error_invalid_type(X_data, missing_value):
# Verify that exceptions are raised on invalid fill_value type
X = np.full((3, 5), X_data, dtype=float)
X[0, 0] = missing_value
with pytest.raises(ValueError, match="imputing numerical"):
imputer = SimpleImputer(missing_values=missing_value,
strategy="constant",
fill_value="x")
imputer.fit_transform(X)
def test_imputation_constant_integer():
# Test imputation using the constant strategy on integers
X = np.array([
[-1, 2, 3, -1],
[4, -1, 5, -1],
[6, 7, -1, -1],
[8, 9, 0, -1]
])
X_true = np.array([
[0, 2, 3, 0],
[4, 0, 5, 0],
[6, 7, 0, 0],
[8, 9, 0, 0]
])
imputer = SimpleImputer(missing_values=-1, strategy="constant",
fill_value=0)
X_trans = imputer.fit_transform(X)
assert_array_equal(X_trans, X_true)
@pytest.mark.parametrize("array_constructor", [sparse.csr_matrix, np.asarray])
def test_imputation_constant_float(array_constructor):
# Test imputation using the constant strategy on floats
X = np.array([
[np.nan, 1.1, 0, np.nan],
[1.2, np.nan, 1.3, np.nan],
[0, 0, np.nan, np.nan],
[1.4, 1.5, 0, np.nan]
])
X_true = np.array([
[-1, 1.1, 0, -1],
[1.2, -1, 1.3, -1],
[0, 0, -1, -1],
[1.4, 1.5, 0, -1]
])
X = array_constructor(X)
X_true = array_constructor(X_true)
imputer = SimpleImputer(strategy="constant", fill_value=-1)
X_trans = imputer.fit_transform(X)
assert_allclose_dense_sparse(X_trans, X_true)
@pytest.mark.parametrize("marker", [None, np.nan, "NAN", "", 0])
def test_imputation_constant_object(marker):
# Test imputation using the constant strategy on objects
X = np.array([
[marker, "a", "b", marker],
["c", marker, "d", marker],
["e", "f", marker, marker],
["g", "h", "i", marker]
], dtype=object)
X_true = np.array([
["missing", "a", "b", "missing"],
["c", "missing", "d", "missing"],
["e", "f", "missing", "missing"],
["g", "h", "i", "missing"]
], dtype=object)
imputer = SimpleImputer(missing_values=marker, strategy="constant",
fill_value="missing")
X_trans = imputer.fit_transform(X)
assert_array_equal(X_trans, X_true)
@pytest.mark.parametrize("dtype", [object, "category"])
def test_imputation_constant_pandas(dtype):
# Test imputation using the constant strategy on pandas df
pd = pytest.importorskip("pandas")
f = io.StringIO(u"Cat1,Cat2,Cat3,Cat4\n"
",i,x,\n"
"a,,y,\n"
"a,j,,\n"
"b,j,x,")
df = pd.read_csv(f, dtype=dtype)
X_true = np.array([
["missing_value", "i", "x", "missing_value"],
["a", "missing_value", "y", "missing_value"],
["a", "j", "missing_value", "missing_value"],
["b", "j", "x", "missing_value"]
], dtype=object)
imputer = SimpleImputer(strategy="constant")
X_trans = imputer.fit_transform(df)
assert_array_equal(X_trans, X_true)
@pytest.mark.filterwarnings('ignore: The default of the `iid`') # 0.22
@pytest.mark.filterwarnings('ignore: You should specify a value') # 0.22
def test_imputation_pipeline_grid_search():
# Test imputation within a pipeline + gridsearch.
X = sparse_random_matrix(100, 100, density=0.10)
missing_values = X.data[0]
pipeline = Pipeline([('imputer',
SimpleImputer(missing_values=missing_values)),
('tree',
tree.DecisionTreeRegressor(random_state=0))])
parameters = {
'imputer__strategy': ["mean", "median", "most_frequent"]
}
Y = sparse_random_matrix(100, 1, density=0.10).toarray()
gs = GridSearchCV(pipeline, parameters)
gs.fit(X, Y)
def test_imputation_copy():
# Test imputation with copy
X_orig = sparse_random_matrix(5, 5, density=0.75, random_state=0)
# copy=True, dense => copy
X = X_orig.copy().toarray()
imputer = SimpleImputer(missing_values=0, strategy="mean", copy=True)
Xt = imputer.fit(X).transform(X)
Xt[0, 0] = -1
assert not np.all(X == Xt)
# copy=True, sparse csr => copy
X = X_orig.copy()
imputer = SimpleImputer(missing_values=X.data[0], strategy="mean",
copy=True)
Xt = imputer.fit(X).transform(X)
Xt.data[0] = -1
assert not np.all(X.data == Xt.data)
# copy=False, dense => no copy
X = X_orig.copy().toarray()
imputer = SimpleImputer(missing_values=0, strategy="mean", copy=False)
Xt = imputer.fit(X).transform(X)
Xt[0, 0] = -1
assert_array_almost_equal(X, Xt)
# copy=False, sparse csc => no copy
X = X_orig.copy().tocsc()
imputer = SimpleImputer(missing_values=X.data[0], strategy="mean",
copy=False)
Xt = imputer.fit(X).transform(X)
Xt.data[0] = -1
assert_array_almost_equal(X.data, Xt.data)
# copy=False, sparse csr => copy
X = X_orig.copy()
imputer = SimpleImputer(missing_values=X.data[0], strategy="mean",
copy=False)
Xt = imputer.fit(X).transform(X)
Xt.data[0] = -1
assert not np.all(X.data == Xt.data)
# Note: If X is sparse and if missing_values=0, then a (dense) copy of X is
# made, even if copy=False.
@pytest.mark.parametrize(
"X_fit, X_trans, params, msg_err",
[(np.array([[-1, 1], [1, 2]]), np.array([[-1, 1], [1, -1]]),
{'features': 'missing-only', 'sparse': 'auto'},
'have missing values in transform but have no missing values in fit'),
(np.array([[-1, 1], [1, 2]]), np.array([[-1, 1], [1, 2]]),
{'features': 'random', 'sparse': 'auto'},
"'features' has to be either 'missing-only' or 'all'"),
(np.array([[-1, 1], [1, 2]]), np.array([[-1, 1], [1, 2]]),
{'features': 'all', 'sparse': 'random'},
"'sparse' has to be a boolean or 'auto'")]
)
def test_missing_indicator_error(X_fit, X_trans, params, msg_err):
indicator = MissingIndicator(missing_values=-1)
indicator.set_params(**params)
with pytest.raises(ValueError, match=msg_err):
indicator.fit(X_fit).transform(X_trans)
@pytest.mark.parametrize(
"missing_values, dtype",
[(np.nan, np.float64),
(0, np.int32),
(-1, np.int32)])
@pytest.mark.parametrize(
"arr_type",
[np.array, sparse.csc_matrix, sparse.csr_matrix, sparse.coo_matrix,
sparse.lil_matrix, sparse.bsr_matrix])
@pytest.mark.parametrize(
"param_features, n_features, features_indices",
[('missing-only', 2, np.array([0, 1])),
('all', 3, np.array([0, 1, 2]))])
def test_missing_indicator_new(missing_values, arr_type, dtype, param_features,
n_features, features_indices):
X_fit = np.array([[missing_values, missing_values, 1],
[4, missing_values, 2]])
X_trans = np.array([[missing_values, missing_values, 1],
[4, 12, 10]])
X_fit_expected = np.array([[1, 1, 0], [0, 1, 0]])
X_trans_expected = np.array([[1, 1, 0], [0, 0, 0]])
# convert the input to the right array format and right dtype
X_fit = arr_type(X_fit).astype(dtype)
X_trans = arr_type(X_trans).astype(dtype)
X_fit_expected = X_fit_expected.astype(dtype)
X_trans_expected = X_trans_expected.astype(dtype)
indicator = MissingIndicator(missing_values=missing_values,
features=param_features,
sparse=False)
X_fit_mask = indicator.fit_transform(X_fit)
X_trans_mask = indicator.transform(X_trans)
assert X_fit_mask.shape[1] == n_features
assert X_trans_mask.shape[1] == n_features
assert_array_equal(indicator.features_, features_indices)
assert_allclose(X_fit_mask, X_fit_expected[:, features_indices])
assert_allclose(X_trans_mask, X_trans_expected[:, features_indices])
assert X_fit_mask.dtype == bool
assert X_trans_mask.dtype == bool
assert isinstance(X_fit_mask, np.ndarray)
assert isinstance(X_trans_mask, np.ndarray)
indicator.set_params(sparse=True)
X_fit_mask_sparse = indicator.fit_transform(X_fit)
X_trans_mask_sparse = indicator.transform(X_trans)
assert X_fit_mask_sparse.dtype == bool
assert X_trans_mask_sparse.dtype == bool
assert X_fit_mask_sparse.format == 'csc'
assert X_trans_mask_sparse.format == 'csc'
assert_allclose(X_fit_mask_sparse.toarray(), X_fit_mask)
assert_allclose(X_trans_mask_sparse.toarray(), X_trans_mask)
@pytest.mark.parametrize("param_sparse", [True, False, 'auto'])
@pytest.mark.parametrize("missing_values", [np.nan, 0])
@pytest.mark.parametrize(
"arr_type",
[np.array, sparse.csc_matrix, sparse.csr_matrix, sparse.coo_matrix])
def test_missing_indicator_sparse_param(arr_type, missing_values,
param_sparse):
# check the format of the output with different sparse parameter
X_fit = np.array([[missing_values, missing_values, 1],
[4, missing_values, 2]])
X_trans = np.array([[missing_values, missing_values, 1],
[4, 12, 10]])
X_fit = arr_type(X_fit).astype(np.float64)
X_trans = arr_type(X_trans).astype(np.float64)
indicator = MissingIndicator(missing_values=missing_values,
sparse=param_sparse)
X_fit_mask = indicator.fit_transform(X_fit)
X_trans_mask = indicator.transform(X_trans)
if param_sparse is True:
assert X_fit_mask.format == 'csc'
assert X_trans_mask.format == 'csc'
elif param_sparse == 'auto' and missing_values == 0:
assert isinstance(X_fit_mask, np.ndarray)
assert isinstance(X_trans_mask, np.ndarray)
elif param_sparse is False:
assert isinstance(X_fit_mask, np.ndarray)
assert isinstance(X_trans_mask, np.ndarray)
else:
if sparse.issparse(X_fit):
assert X_fit_mask.format == 'csc'
assert X_trans_mask.format == 'csc'
else:
assert isinstance(X_fit_mask, np.ndarray)
assert isinstance(X_trans_mask, np.ndarray)
@pytest.mark.parametrize("imputer_constructor",
[SimpleImputer])
@pytest.mark.parametrize(
"imputer_missing_values, missing_value, err_msg",
[("NaN", np.nan, "Input contains NaN"),
("-1", -1, "types are expected to be both numerical.")])
def test_inconsistent_dtype_X_missing_values(imputer_constructor,
imputer_missing_values,
missing_value,
err_msg):
# regression test for issue #11390. Comparison between incoherent dtype
# for X and missing_values was not raising a proper error.
rng = np.random.RandomState(42)
X = rng.randn(10, 10)
X[0, 0] = missing_value
imputer = imputer_constructor(missing_values=imputer_missing_values)
with pytest.raises(ValueError, match=err_msg):
imputer.fit_transform(X)