95 lines
3.0 KiB
Python
95 lines
3.0 KiB
Python
"""
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Testing Recursive feature elimination
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"""
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import numpy as np
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from numpy.testing import assert_array_almost_equal, assert_array_equal
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from nose.tools import assert_equal
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from scipy import sparse
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from sklearn.feature_selection.rfe import RFE, RFECV
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from sklearn.datasets import load_iris
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from sklearn.metrics import zero_one
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from sklearn.svm import SVC
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from sklearn.utils import check_random_state
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def test_rfe_set_params():
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generator = check_random_state(0)
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iris = load_iris()
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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y = iris.target
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clf = SVC(kernel="linear")
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rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1)
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y_pred = rfe.fit(X, y).predict(X)
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clf = SVC()
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rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1,
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estimator_params={'kernel': 'linear'})
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y_pred2 = rfe.fit(X, y).predict(X)
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assert_array_equal(y_pred, y_pred2)
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def test_rfe():
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generator = check_random_state(0)
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iris = load_iris()
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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X_sparse = sparse.csr_matrix(X)
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y = iris.target
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# dense model
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clf = SVC(kernel="linear")
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rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1)
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rfe.fit(X, y)
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X_r = rfe.transform(X)
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clf.fit(X_r, y)
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assert_equal(len(rfe.ranking_), X.shape[1])
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# sparse model
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clf_sparse = SVC(kernel="linear")
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rfe_sparse = RFE(estimator=clf_sparse, n_features_to_select=4, step=0.1)
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rfe_sparse.fit(X_sparse, y)
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X_r_sparse = rfe_sparse.transform(X_sparse)
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assert_equal(X_r.shape, iris.data.shape)
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assert_array_almost_equal(X_r[:10], iris.data[:10])
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assert_array_almost_equal(rfe.predict(X), clf.predict(iris.data))
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assert_equal(rfe.score(X, y), clf.score(iris.data, iris.target))
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assert_array_almost_equal(X_r, X_r_sparse.toarray())
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def test_rfecv():
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generator = check_random_state(0)
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iris = load_iris()
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X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
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y = list(iris.target) # regression test: list should be supported
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# Test using the score function
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rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, cv=3)
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rfecv.fit(X, y)
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# non-regression test for missing worst feature:
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assert_equal(len(rfecv.cv_scores_), X.shape[1])
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assert_equal(len(rfecv.ranking_), X.shape[1])
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X_r = rfecv.transform(X)
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# same in sparse
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rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=1, cv=3)
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X_sparse = sparse.csr_matrix(X)
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rfecv_sparse.fit(X_sparse, y)
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X_r_sparse = rfecv_sparse.transform(X_sparse)
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assert_equal(X_r.shape, iris.data.shape)
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assert_array_almost_equal(X_r[:10], iris.data[:10])
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assert_array_almost_equal(X_r_sparse.toarray(), X_r)
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# Test using a customized loss function
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rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, cv=3,
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loss_func=zero_one)
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rfecv.fit(X, y)
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X_r = rfecv.transform(X)
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assert_equal(X_r.shape, iris.data.shape)
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assert_array_almost_equal(X_r[:10], iris.data[:10])
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