peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/ensemble
/tests
/test_stacking.py
"""Test the stacking classifier and regressor.""" | |
# Authors: Guillaume Lemaitre <[email protected]> | |
# License: BSD 3 clause | |
from unittest.mock import Mock | |
import numpy as np | |
import pytest | |
from numpy.testing import assert_array_equal | |
from scipy import sparse | |
from sklearn.base import BaseEstimator, ClassifierMixin, RegressorMixin, clone | |
from sklearn.datasets import ( | |
load_breast_cancer, | |
load_diabetes, | |
load_iris, | |
make_classification, | |
make_multilabel_classification, | |
make_regression, | |
) | |
from sklearn.dummy import DummyClassifier, DummyRegressor | |
from sklearn.ensemble import ( | |
RandomForestClassifier, | |
RandomForestRegressor, | |
StackingClassifier, | |
StackingRegressor, | |
) | |
from sklearn.exceptions import ConvergenceWarning, NotFittedError | |
from sklearn.linear_model import ( | |
LinearRegression, | |
LogisticRegression, | |
Ridge, | |
RidgeClassifier, | |
) | |
from sklearn.model_selection import KFold, StratifiedKFold, train_test_split | |
from sklearn.neighbors import KNeighborsClassifier | |
from sklearn.neural_network import MLPClassifier | |
from sklearn.preprocessing import scale | |
from sklearn.svm import SVC, LinearSVC, LinearSVR | |
from sklearn.utils._mocking import CheckingClassifier | |
from sklearn.utils._testing import ( | |
assert_allclose, | |
assert_allclose_dense_sparse, | |
ignore_warnings, | |
) | |
from sklearn.utils.fixes import COO_CONTAINERS, CSC_CONTAINERS, CSR_CONTAINERS | |
diabetes = load_diabetes() | |
X_diabetes, y_diabetes = diabetes.data, diabetes.target | |
iris = load_iris() | |
X_iris, y_iris = iris.data, iris.target | |
X_multilabel, y_multilabel = make_multilabel_classification( | |
n_classes=3, random_state=42 | |
) | |
X_binary, y_binary = make_classification(n_classes=2, random_state=42) | |
def test_stacking_classifier_iris(cv, final_estimator, passthrough): | |
# prescale the data to avoid convergence warning without using a pipeline | |
# for later assert | |
X_train, X_test, y_train, y_test = train_test_split( | |
scale(X_iris), y_iris, stratify=y_iris, random_state=42 | |
) | |
estimators = [("lr", LogisticRegression()), ("svc", LinearSVC(dual="auto"))] | |
clf = StackingClassifier( | |
estimators=estimators, | |
final_estimator=final_estimator, | |
cv=cv, | |
passthrough=passthrough, | |
) | |
clf.fit(X_train, y_train) | |
clf.predict(X_test) | |
clf.predict_proba(X_test) | |
assert clf.score(X_test, y_test) > 0.8 | |
X_trans = clf.transform(X_test) | |
expected_column_count = 10 if passthrough else 6 | |
assert X_trans.shape[1] == expected_column_count | |
if passthrough: | |
assert_allclose(X_test, X_trans[:, -4:]) | |
clf.set_params(lr="drop") | |
clf.fit(X_train, y_train) | |
clf.predict(X_test) | |
clf.predict_proba(X_test) | |
if final_estimator is None: | |
# LogisticRegression has decision_function method | |
clf.decision_function(X_test) | |
X_trans = clf.transform(X_test) | |
expected_column_count_drop = 7 if passthrough else 3 | |
assert X_trans.shape[1] == expected_column_count_drop | |
if passthrough: | |
assert_allclose(X_test, X_trans[:, -4:]) | |
def test_stacking_classifier_drop_column_binary_classification(): | |
# check that a column is dropped in binary classification | |
X, y = load_breast_cancer(return_X_y=True) | |
X_train, X_test, y_train, _ = train_test_split( | |
scale(X), y, stratify=y, random_state=42 | |
) | |
# both classifiers implement 'predict_proba' and will both drop one column | |
estimators = [ | |
("lr", LogisticRegression()), | |
("rf", RandomForestClassifier(random_state=42)), | |
] | |
clf = StackingClassifier(estimators=estimators, cv=3) | |
clf.fit(X_train, y_train) | |
X_trans = clf.transform(X_test) | |
assert X_trans.shape[1] == 2 | |
# LinearSVC does not implement 'predict_proba' and will not drop one column | |
estimators = [("lr", LogisticRegression()), ("svc", LinearSVC(dual="auto"))] | |
clf.set_params(estimators=estimators) | |
clf.fit(X_train, y_train) | |
X_trans = clf.transform(X_test) | |
assert X_trans.shape[1] == 2 | |
def test_stacking_classifier_drop_estimator(): | |
# prescale the data to avoid convergence warning without using a pipeline | |
# for later assert | |
X_train, X_test, y_train, _ = train_test_split( | |
scale(X_iris), y_iris, stratify=y_iris, random_state=42 | |
) | |
estimators = [("lr", "drop"), ("svc", LinearSVC(dual="auto", random_state=0))] | |
rf = RandomForestClassifier(n_estimators=10, random_state=42) | |
clf = StackingClassifier( | |
estimators=[("svc", LinearSVC(dual="auto", random_state=0))], | |
final_estimator=rf, | |
cv=5, | |
) | |
clf_drop = StackingClassifier(estimators=estimators, final_estimator=rf, cv=5) | |
clf.fit(X_train, y_train) | |
clf_drop.fit(X_train, y_train) | |
assert_allclose(clf.predict(X_test), clf_drop.predict(X_test)) | |
assert_allclose(clf.predict_proba(X_test), clf_drop.predict_proba(X_test)) | |
assert_allclose(clf.transform(X_test), clf_drop.transform(X_test)) | |
def test_stacking_regressor_drop_estimator(): | |
# prescale the data to avoid convergence warning without using a pipeline | |
# for later assert | |
X_train, X_test, y_train, _ = train_test_split( | |
scale(X_diabetes), y_diabetes, random_state=42 | |
) | |
estimators = [("lr", "drop"), ("svr", LinearSVR(dual="auto", random_state=0))] | |
rf = RandomForestRegressor(n_estimators=10, random_state=42) | |
reg = StackingRegressor( | |
estimators=[("svr", LinearSVR(dual="auto", random_state=0))], | |
final_estimator=rf, | |
cv=5, | |
) | |
reg_drop = StackingRegressor(estimators=estimators, final_estimator=rf, cv=5) | |
reg.fit(X_train, y_train) | |
reg_drop.fit(X_train, y_train) | |
assert_allclose(reg.predict(X_test), reg_drop.predict(X_test)) | |
assert_allclose(reg.transform(X_test), reg_drop.transform(X_test)) | |
def test_stacking_regressor_diabetes(cv, final_estimator, predict_params, passthrough): | |
# prescale the data to avoid convergence warning without using a pipeline | |
# for later assert | |
X_train, X_test, y_train, _ = train_test_split( | |
scale(X_diabetes), y_diabetes, random_state=42 | |
) | |
estimators = [("lr", LinearRegression()), ("svr", LinearSVR(dual="auto"))] | |
reg = StackingRegressor( | |
estimators=estimators, | |
final_estimator=final_estimator, | |
cv=cv, | |
passthrough=passthrough, | |
) | |
reg.fit(X_train, y_train) | |
result = reg.predict(X_test, **predict_params) | |
expected_result_length = 2 if predict_params else 1 | |
if predict_params: | |
assert len(result) == expected_result_length | |
X_trans = reg.transform(X_test) | |
expected_column_count = 12 if passthrough else 2 | |
assert X_trans.shape[1] == expected_column_count | |
if passthrough: | |
assert_allclose(X_test, X_trans[:, -10:]) | |
reg.set_params(lr="drop") | |
reg.fit(X_train, y_train) | |
reg.predict(X_test) | |
X_trans = reg.transform(X_test) | |
expected_column_count_drop = 11 if passthrough else 1 | |
assert X_trans.shape[1] == expected_column_count_drop | |
if passthrough: | |
assert_allclose(X_test, X_trans[:, -10:]) | |
def test_stacking_regressor_sparse_passthrough(sparse_container): | |
# Check passthrough behavior on a sparse X matrix | |
X_train, X_test, y_train, _ = train_test_split( | |
sparse_container(scale(X_diabetes)), y_diabetes, random_state=42 | |
) | |
estimators = [("lr", LinearRegression()), ("svr", LinearSVR(dual="auto"))] | |
rf = RandomForestRegressor(n_estimators=10, random_state=42) | |
clf = StackingRegressor( | |
estimators=estimators, final_estimator=rf, cv=5, passthrough=True | |
) | |
clf.fit(X_train, y_train) | |
X_trans = clf.transform(X_test) | |
assert_allclose_dense_sparse(X_test, X_trans[:, -10:]) | |
assert sparse.issparse(X_trans) | |
assert X_test.format == X_trans.format | |
def test_stacking_classifier_sparse_passthrough(sparse_container): | |
# Check passthrough behavior on a sparse X matrix | |
X_train, X_test, y_train, _ = train_test_split( | |
sparse_container(scale(X_iris)), y_iris, random_state=42 | |
) | |
estimators = [("lr", LogisticRegression()), ("svc", LinearSVC(dual="auto"))] | |
rf = RandomForestClassifier(n_estimators=10, random_state=42) | |
clf = StackingClassifier( | |
estimators=estimators, final_estimator=rf, cv=5, passthrough=True | |
) | |
clf.fit(X_train, y_train) | |
X_trans = clf.transform(X_test) | |
assert_allclose_dense_sparse(X_test, X_trans[:, -4:]) | |
assert sparse.issparse(X_trans) | |
assert X_test.format == X_trans.format | |
def test_stacking_classifier_drop_binary_prob(): | |
# check that classifier will drop one of the probability column for | |
# binary classification problem | |
# Select only the 2 first classes | |
X_, y_ = scale(X_iris[:100]), y_iris[:100] | |
estimators = [("lr", LogisticRegression()), ("rf", RandomForestClassifier())] | |
clf = StackingClassifier(estimators=estimators) | |
clf.fit(X_, y_) | |
X_meta = clf.transform(X_) | |
assert X_meta.shape[1] == 2 | |
class NoWeightRegressor(RegressorMixin, BaseEstimator): | |
def fit(self, X, y): | |
self.reg = DummyRegressor() | |
return self.reg.fit(X, y) | |
def predict(self, X): | |
return np.ones(X.shape[0]) | |
class NoWeightClassifier(ClassifierMixin, BaseEstimator): | |
def fit(self, X, y): | |
self.clf = DummyClassifier(strategy="stratified") | |
return self.clf.fit(X, y) | |
def test_stacking_classifier_error(y, params, type_err, msg_err): | |
with pytest.raises(type_err, match=msg_err): | |
clf = StackingClassifier(**params, cv=3) | |
clf.fit(scale(X_iris), y, sample_weight=np.ones(X_iris.shape[0])) | |
def test_stacking_regressor_error(y, params, type_err, msg_err): | |
with pytest.raises(type_err, match=msg_err): | |
reg = StackingRegressor(**params, cv=3) | |
reg.fit(scale(X_diabetes), y, sample_weight=np.ones(X_diabetes.shape[0])) | |
def test_stacking_randomness(estimator, X, y): | |
# checking that fixing the random state of the CV will lead to the same | |
# results | |
estimator_full = clone(estimator) | |
estimator_full.set_params( | |
cv=KFold(shuffle=True, random_state=np.random.RandomState(0)) | |
) | |
estimator_drop = clone(estimator) | |
estimator_drop.set_params(lr="drop") | |
estimator_drop.set_params( | |
cv=KFold(shuffle=True, random_state=np.random.RandomState(0)) | |
) | |
assert_allclose( | |
estimator_full.fit(X, y).transform(X)[:, 1:], | |
estimator_drop.fit(X, y).transform(X), | |
) | |
def test_stacking_classifier_stratify_default(): | |
# check that we stratify the classes for the default CV | |
clf = StackingClassifier( | |
estimators=[ | |
("lr", LogisticRegression(max_iter=10_000)), | |
("svm", LinearSVC(dual="auto", max_iter=10_000)), | |
] | |
) | |
# since iris is not shuffled, a simple k-fold would not contain the | |
# 3 classes during training | |
clf.fit(X_iris, y_iris) | |
def test_stacking_with_sample_weight(stacker, X, y): | |
# check that sample weights has an influence on the fitting | |
# note: ConvergenceWarning are catch since we are not worrying about the | |
# convergence here | |
n_half_samples = len(y) // 2 | |
total_sample_weight = np.array( | |
[0.1] * n_half_samples + [0.9] * (len(y) - n_half_samples) | |
) | |
X_train, X_test, y_train, _, sample_weight_train, _ = train_test_split( | |
X, y, total_sample_weight, random_state=42 | |
) | |
with ignore_warnings(category=ConvergenceWarning): | |
stacker.fit(X_train, y_train) | |
y_pred_no_weight = stacker.predict(X_test) | |
with ignore_warnings(category=ConvergenceWarning): | |
stacker.fit(X_train, y_train, sample_weight=np.ones(y_train.shape)) | |
y_pred_unit_weight = stacker.predict(X_test) | |
assert_allclose(y_pred_no_weight, y_pred_unit_weight) | |
with ignore_warnings(category=ConvergenceWarning): | |
stacker.fit(X_train, y_train, sample_weight=sample_weight_train) | |
y_pred_biased = stacker.predict(X_test) | |
assert np.abs(y_pred_no_weight - y_pred_biased).sum() > 0 | |
def test_stacking_classifier_sample_weight_fit_param(): | |
# check sample_weight is passed to all invocations of fit | |
stacker = StackingClassifier( | |
estimators=[("lr", CheckingClassifier(expected_sample_weight=True))], | |
final_estimator=CheckingClassifier(expected_sample_weight=True), | |
) | |
stacker.fit(X_iris, y_iris, sample_weight=np.ones(X_iris.shape[0])) | |
def test_stacking_cv_influence(stacker, X, y): | |
# check that the stacking affects the fit of the final estimator but not | |
# the fit of the base estimators | |
# note: ConvergenceWarning are catch since we are not worrying about the | |
# convergence here | |
stacker_cv_3 = clone(stacker) | |
stacker_cv_5 = clone(stacker) | |
stacker_cv_3.set_params(cv=3) | |
stacker_cv_5.set_params(cv=5) | |
stacker_cv_3.fit(X, y) | |
stacker_cv_5.fit(X, y) | |
# the base estimators should be identical | |
for est_cv_3, est_cv_5 in zip(stacker_cv_3.estimators_, stacker_cv_5.estimators_): | |
assert_allclose(est_cv_3.coef_, est_cv_5.coef_) | |
# the final estimator should be different | |
with pytest.raises(AssertionError, match="Not equal"): | |
assert_allclose( | |
stacker_cv_3.final_estimator_.coef_, stacker_cv_5.final_estimator_.coef_ | |
) | |
def test_stacking_prefit(Stacker, Estimator, stack_method, final_estimator, X, y): | |
"""Check the behaviour of stacking when `cv='prefit'`""" | |
X_train1, X_train2, y_train1, y_train2 = train_test_split( | |
X, y, random_state=42, test_size=0.5 | |
) | |
estimators = [ | |
("d0", Estimator().fit(X_train1, y_train1)), | |
("d1", Estimator().fit(X_train1, y_train1)), | |
] | |
# mock out fit and stack_method to be asserted later | |
for _, estimator in estimators: | |
estimator.fit = Mock(name="fit") | |
stack_func = getattr(estimator, stack_method) | |
predict_method_mocked = Mock(side_effect=stack_func) | |
# Mocking a method will not provide a `__name__` while Python methods | |
# do and we are using it in `_get_response_method`. | |
predict_method_mocked.__name__ = stack_method | |
setattr(estimator, stack_method, predict_method_mocked) | |
stacker = Stacker( | |
estimators=estimators, cv="prefit", final_estimator=final_estimator | |
) | |
stacker.fit(X_train2, y_train2) | |
assert stacker.estimators_ == [estimator for _, estimator in estimators] | |
# fit was not called again | |
assert all(estimator.fit.call_count == 0 for estimator in stacker.estimators_) | |
# stack method is called with the proper inputs | |
for estimator in stacker.estimators_: | |
stack_func_mock = getattr(estimator, stack_method) | |
stack_func_mock.assert_called_with(X_train2) | |
def test_stacking_prefit_error(stacker, X, y): | |
# check that NotFittedError is raised | |
# if base estimators are not fitted when cv="prefit" | |
with pytest.raises(NotFittedError): | |
stacker.fit(X, y) | |
def test_stacking_without_n_features_in(make_dataset, Stacking, Estimator): | |
# Stacking supports estimators without `n_features_in_`. Regression test | |
# for #17353 | |
class MyEstimator(Estimator): | |
"""Estimator without n_features_in_""" | |
def fit(self, X, y): | |
super().fit(X, y) | |
del self.n_features_in_ | |
X, y = make_dataset(random_state=0, n_samples=100) | |
stacker = Stacking(estimators=[("lr", MyEstimator())]) | |
msg = f"{Stacking.__name__} object has no attribute n_features_in_" | |
with pytest.raises(AttributeError, match=msg): | |
stacker.n_features_in_ | |
# Does not raise | |
stacker.fit(X, y) | |
msg = "'MyEstimator' object has no attribute 'n_features_in_'" | |
with pytest.raises(AttributeError, match=msg): | |
stacker.n_features_in_ | |
def test_stacking_classifier_multilabel_predict_proba(estimator): | |
"""Check the behaviour for the multilabel classification case and the | |
`predict_proba` stacking method. | |
Estimators are not consistent with the output arrays and we need to ensure that | |
we handle all cases. | |
""" | |
X_train, X_test, y_train, y_test = train_test_split( | |
X_multilabel, y_multilabel, stratify=y_multilabel, random_state=42 | |
) | |
n_outputs = 3 | |
estimators = [("est", estimator)] | |
stacker = StackingClassifier( | |
estimators=estimators, | |
final_estimator=KNeighborsClassifier(), | |
stack_method="predict_proba", | |
).fit(X_train, y_train) | |
X_trans = stacker.transform(X_test) | |
assert X_trans.shape == (X_test.shape[0], n_outputs) | |
# we should not have any collinear classes and thus nothing should sum to 1 | |
assert not any(np.isclose(X_trans.sum(axis=1), 1.0)) | |
y_pred = stacker.predict(X_test) | |
assert y_pred.shape == y_test.shape | |
def test_stacking_classifier_multilabel_decision_function(): | |
"""Check the behaviour for the multilabel classification case and the | |
`decision_function` stacking method. Only `RidgeClassifier` supports this | |
case. | |
""" | |
X_train, X_test, y_train, y_test = train_test_split( | |
X_multilabel, y_multilabel, stratify=y_multilabel, random_state=42 | |
) | |
n_outputs = 3 | |
estimators = [("est", RidgeClassifier())] | |
stacker = StackingClassifier( | |
estimators=estimators, | |
final_estimator=KNeighborsClassifier(), | |
stack_method="decision_function", | |
).fit(X_train, y_train) | |
X_trans = stacker.transform(X_test) | |
assert X_trans.shape == (X_test.shape[0], n_outputs) | |
y_pred = stacker.predict(X_test) | |
assert y_pred.shape == y_test.shape | |
def test_stacking_classifier_multilabel_auto_predict(stack_method, passthrough): | |
"""Check the behaviour for the multilabel classification case for stack methods | |
supported for all estimators or automatically picked up. | |
""" | |
X_train, X_test, y_train, y_test = train_test_split( | |
X_multilabel, y_multilabel, stratify=y_multilabel, random_state=42 | |
) | |
y_train_before_fit = y_train.copy() | |
n_outputs = 3 | |
estimators = [ | |
("mlp", MLPClassifier(random_state=42)), | |
("rf", RandomForestClassifier(random_state=42)), | |
("ridge", RidgeClassifier()), | |
] | |
final_estimator = KNeighborsClassifier() | |
clf = StackingClassifier( | |
estimators=estimators, | |
final_estimator=final_estimator, | |
passthrough=passthrough, | |
stack_method=stack_method, | |
).fit(X_train, y_train) | |
# make sure we don't change `y_train` inplace | |
assert_array_equal(y_train_before_fit, y_train) | |
y_pred = clf.predict(X_test) | |
assert y_pred.shape == y_test.shape | |
if stack_method == "auto": | |
expected_stack_methods = ["predict_proba", "predict_proba", "decision_function"] | |
else: | |
expected_stack_methods = ["predict"] * len(estimators) | |
assert clf.stack_method_ == expected_stack_methods | |
n_features_X_trans = n_outputs * len(estimators) | |
if passthrough: | |
n_features_X_trans += X_train.shape[1] | |
X_trans = clf.transform(X_test) | |
assert X_trans.shape == (X_test.shape[0], n_features_X_trans) | |
assert_array_equal(clf.classes_, [np.array([0, 1])] * n_outputs) | |
def test_get_feature_names_out( | |
stacker, feature_names, X, y, expected_names, passthrough | |
): | |
"""Check get_feature_names_out works for stacking.""" | |
stacker.set_params(passthrough=passthrough) | |
stacker.fit(scale(X), y) | |
if passthrough: | |
expected_names = np.concatenate((expected_names, feature_names)) | |
names_out = stacker.get_feature_names_out(feature_names) | |
assert_array_equal(names_out, expected_names) | |
def test_stacking_classifier_base_regressor(): | |
"""Check that a regressor can be used as the first layer in `StackingClassifier`.""" | |
X_train, X_test, y_train, y_test = train_test_split( | |
scale(X_iris), y_iris, stratify=y_iris, random_state=42 | |
) | |
clf = StackingClassifier(estimators=[("ridge", Ridge())]) | |
clf.fit(X_train, y_train) | |
clf.predict(X_test) | |
clf.predict_proba(X_test) | |
assert clf.score(X_test, y_test) > 0.8 | |
def test_stacking_final_estimator_attribute_error(): | |
"""Check that we raise the proper AttributeError when the final estimator | |
does not implement the `decision_function` method, which is decorated with | |
`available_if`. | |
Non-regression test for: | |
https://github.com/scikit-learn/scikit-learn/issues/28108 | |
""" | |
X, y = make_classification(random_state=42) | |
estimators = [ | |
("lr", LogisticRegression()), | |
("rf", RandomForestClassifier(n_estimators=2, random_state=42)), | |
] | |
# RandomForestClassifier does not implement 'decision_function' and should raise | |
# an AttributeError | |
final_estimator = RandomForestClassifier(n_estimators=2, random_state=42) | |
clf = StackingClassifier( | |
estimators=estimators, final_estimator=final_estimator, cv=3 | |
) | |
outer_msg = "This 'StackingClassifier' has no attribute 'decision_function'" | |
inner_msg = "'RandomForestClassifier' object has no attribute 'decision_function'" | |
with pytest.raises(AttributeError, match=outer_msg) as exec_info: | |
clf.fit(X, y).decision_function(X) | |
assert isinstance(exec_info.value.__cause__, AttributeError) | |
assert inner_msg in str(exec_info.value.__cause__) | |