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aaronreidsmith / scikit-learn   python

Repository URL to install this package:

Version: 0.22 

/ ensemble / _hist_gradient_boosting / tests / test_gradient_boosting.py

import numpy as np
import pytest
from numpy.testing import assert_allclose
from sklearn.datasets import make_classification, make_regression
from sklearn.preprocessing import KBinsDiscretizer, MinMaxScaler
from sklearn.model_selection import train_test_split
from sklearn.base import clone, BaseEstimator, TransformerMixin
from sklearn.pipeline import make_pipeline

# To use this experimental feature, we need to explicitly ask for it:
from sklearn.experimental import enable_hist_gradient_boosting  # noqa
from sklearn.ensemble import HistGradientBoostingRegressor
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.ensemble._hist_gradient_boosting.binning import _BinMapper
from sklearn.utils import shuffle


X_classification, y_classification = make_classification(random_state=0)
X_regression, y_regression = make_regression(random_state=0)


@pytest.mark.parametrize('GradientBoosting, X, y', [
    (HistGradientBoostingClassifier, X_classification, y_classification),
    (HistGradientBoostingRegressor, X_regression, y_regression)
])
@pytest.mark.parametrize(
    'params, err_msg',
    [({'loss': 'blah'}, 'Loss blah is not supported for'),
     ({'learning_rate': 0}, 'learning_rate=0 must be strictly positive'),
     ({'learning_rate': -1}, 'learning_rate=-1 must be strictly positive'),
     ({'max_iter': 0}, 'max_iter=0 must not be smaller than 1'),
     ({'max_leaf_nodes': 0}, 'max_leaf_nodes=0 should not be smaller than 2'),
     ({'max_leaf_nodes': 1}, 'max_leaf_nodes=1 should not be smaller than 2'),
     ({'max_depth': 0}, 'max_depth=0 should not be smaller than 2'),
     ({'max_depth': 1}, 'max_depth=1 should not be smaller than 2'),
     ({'min_samples_leaf': 0}, 'min_samples_leaf=0 should not be smaller'),
     ({'l2_regularization': -1}, 'l2_regularization=-1 must be positive'),
     ({'max_bins': 1}, 'max_bins=1 should be no smaller than 2 and no larger'),
     ({'max_bins': 256}, 'max_bins=256 should be no smaller than 2 and no'),
     ({'n_iter_no_change': -1}, 'n_iter_no_change=-1 must be positive'),
     ({'validation_fraction': -1}, 'validation_fraction=-1 must be strictly'),
     ({'validation_fraction': 0}, 'validation_fraction=0 must be strictly'),
     ({'tol': -1}, 'tol=-1 must not be smaller than 0')]
)
def test_init_parameters_validation(GradientBoosting, X, y, params, err_msg):

    with pytest.raises(ValueError, match=err_msg):
        GradientBoosting(**params).fit(X, y)


def test_invalid_classification_loss():
    binary_clf = HistGradientBoostingClassifier(loss="binary_crossentropy")
    err_msg = ("loss='binary_crossentropy' is not defined for multiclass "
               "classification with n_classes=3, use "
               "loss='categorical_crossentropy' instead")
    with pytest.raises(ValueError, match=err_msg):
        binary_clf.fit(np.zeros(shape=(3, 2)), np.arange(3))


@pytest.mark.parametrize(
    'scoring, validation_fraction, n_iter_no_change, tol', [
        ('neg_mean_squared_error', .1, 5, 1e-7),  # use scorer
        ('neg_mean_squared_error', None, 5, 1e-1),  # use scorer on train data
        (None, .1, 5, 1e-7),  # same with default scorer
        (None, None, 5, 1e-1),
        ('loss', .1, 5, 1e-7),  # use loss
        ('loss', None, 5, 1e-1),  # use loss on training data
        (None, None, None, None),  # no early stopping
        ])
def test_early_stopping_regression(scoring, validation_fraction,
                                   n_iter_no_change, tol):

    max_iter = 200

    X, y = make_regression(n_samples=50, random_state=0)

    gb = HistGradientBoostingRegressor(
        verbose=1,  # just for coverage
        min_samples_leaf=5,  # easier to overfit fast
        scoring=scoring,
        tol=tol,
        validation_fraction=validation_fraction,
        max_iter=max_iter,
        n_iter_no_change=n_iter_no_change,
        random_state=0
    )
    gb.fit(X, y)

    if n_iter_no_change is not None:
        assert n_iter_no_change <= gb.n_iter_ < max_iter
    else:
        assert gb.n_iter_ == max_iter


@pytest.mark.parametrize('data', (
    make_classification(n_samples=30, random_state=0),
    make_classification(n_samples=30, n_classes=3, n_clusters_per_class=1,
                        random_state=0)
))
@pytest.mark.parametrize(
    'scoring, validation_fraction, n_iter_no_change, tol', [
        ('accuracy', .1, 5, 1e-7),  # use scorer
        ('accuracy', None, 5, 1e-1),  # use scorer on training data
        (None, .1, 5, 1e-7),  # same with default scorerscor
        (None, None, 5, 1e-1),
        ('loss', .1, 5, 1e-7),  # use loss
        ('loss', None, 5, 1e-1),  # use loss on training data
        (None, None, None, None),  # no early stopping
        ])
def test_early_stopping_classification(data, scoring, validation_fraction,
                                       n_iter_no_change, tol):

    max_iter = 50

    X, y = data

    gb = HistGradientBoostingClassifier(
        verbose=1,  # just for coverage
        min_samples_leaf=5,  # easier to overfit fast
        scoring=scoring,
        tol=tol,
        validation_fraction=validation_fraction,
        max_iter=max_iter,
        n_iter_no_change=n_iter_no_change,
        random_state=0
    )
    gb.fit(X, y)

    if n_iter_no_change is not None:
        assert n_iter_no_change <= gb.n_iter_ < max_iter
    else:
        assert gb.n_iter_ == max_iter


@pytest.mark.parametrize(
    'scores, n_iter_no_change, tol, stopping',
    [
        ([], 1, 0.001, False),  # not enough iterations
        ([1, 1, 1], 5, 0.001, False),  # not enough iterations
        ([1, 1, 1, 1, 1], 5, 0.001, False),  # not enough iterations
        ([1, 2, 3, 4, 5, 6], 5, 0.001, False),  # significant improvement
        ([1, 2, 3, 4, 5, 6], 5, 0., False),  # significant improvement
        ([1, 2, 3, 4, 5, 6], 5, 0.999, False),  # significant improvement
        ([1, 2, 3, 4, 5, 6], 5, 5 - 1e-5, False),  # significant improvement
        ([1] * 6, 5, 0., True),  # no significant improvement
        ([1] * 6, 5, 0.001, True),  # no significant improvement
        ([1] * 6, 5, 5, True),  # no significant improvement
    ]
)
def test_should_stop(scores, n_iter_no_change, tol, stopping):

    gbdt = HistGradientBoostingClassifier(
        n_iter_no_change=n_iter_no_change, tol=tol
    )
    assert gbdt._should_stop(scores) == stopping


def test_least_absolute_deviation():
    # For coverage only.
    X, y = make_regression(n_samples=500, random_state=0)
    gbdt = HistGradientBoostingRegressor(loss='least_absolute_deviation',
                                         random_state=0)
    gbdt.fit(X, y)
    assert gbdt.score(X, y) > .9


def test_binning_train_validation_are_separated():
    # Make sure training and validation data are binned separately.
    # See issue 13926

    rng = np.random.RandomState(0)
    validation_fraction = .2
    gb = HistGradientBoostingClassifier(
        n_iter_no_change=5,
        validation_fraction=validation_fraction,
        random_state=rng
    )
    gb.fit(X_classification, y_classification)
    mapper_training_data = gb.bin_mapper_

    # Note that since the data is small there is no subsampling and the
    # random_state doesn't matter
    mapper_whole_data = _BinMapper(random_state=0)
    mapper_whole_data.fit(X_classification)

    n_samples = X_classification.shape[0]
    assert np.all(mapper_training_data.n_bins_non_missing_ ==
                  int((1 - validation_fraction) * n_samples))
    assert np.all(mapper_training_data.n_bins_non_missing_ !=
                  mapper_whole_data.n_bins_non_missing_)


def test_missing_values_trivial():
    # sanity check for missing values support. With only one feature and
    # y == isnan(X), the gbdt is supposed to reach perfect accuracy on the
    # training set.

    n_samples = 100
    n_features = 1
    rng = np.random.RandomState(0)

    X = rng.normal(size=(n_samples, n_features))
    mask = rng.binomial(1, .5, size=X.shape).astype(np.bool)
    X[mask] = np.nan
    y = mask.ravel()
    gb = HistGradientBoostingClassifier()
    gb.fit(X, y)

    assert gb.score(X, y) == pytest.approx(1)


@pytest.mark.parametrize('problem', ('classification', 'regression'))
@pytest.mark.parametrize(
    'missing_proportion, expected_min_score_classification, '
    'expected_min_score_regression', [
        (.1, .97, .89),
        (.2, .93, .81),
        (.5, .79, .52)])
def test_missing_values_resilience(problem, missing_proportion,
                                   expected_min_score_classification,
                                   expected_min_score_regression):
    # Make sure the estimators can deal with missing values and still yield
    # decent predictions

    rng = np.random.RandomState(0)
    n_samples = 1000
    n_features = 2
    if problem == 'regression':
        X, y = make_regression(n_samples=n_samples, n_features=n_features,
                               n_informative=n_features, random_state=rng)
        gb = HistGradientBoostingRegressor()
        expected_min_score = expected_min_score_regression
    else:
        X, y = make_classification(n_samples=n_samples, n_features=n_features,
                                   n_informative=n_features, n_redundant=0,
                                   n_repeated=0, random_state=rng)
        gb = HistGradientBoostingClassifier()
        expected_min_score = expected_min_score_classification

    mask = rng.binomial(1, missing_proportion, size=X.shape).astype(np.bool)
    X[mask] = np.nan

    gb.fit(X, y)

    assert gb.score(X, y) > expected_min_score


@pytest.mark.parametrize('data', [
    make_classification(random_state=0, n_classes=2),
    make_classification(random_state=0, n_classes=3, n_informative=3)
], ids=['binary_crossentropy', 'categorical_crossentropy'])
def test_zero_division_hessians(data):
    # non regression test for issue #14018
    # make sure we avoid zero division errors when computing the leaves values.

    # If the learning rate is too high, the raw predictions are bad and will
    # saturate the softmax (or sigmoid in binary classif). This leads to
    # probabilities being exactly 0 or 1, gradients being constant, and
    # hessians being zero.
    X, y = data
    gb = HistGradientBoostingClassifier(learning_rate=100, max_iter=10)
    gb.fit(X, y)


def test_small_trainset():
    # Make sure that the small trainset is stratified and has the expected
    # length (10k samples)
    n_samples = 20000
    original_distrib = {0: 0.1, 1: 0.2, 2: 0.3, 3: 0.4}
    rng = np.random.RandomState(42)
    X = rng.randn(n_samples).reshape(n_samples, 1)
    y = [[class_] * int(prop * n_samples) for (class_, prop)
         in original_distrib.items()]
    y = shuffle(np.concatenate(y))
    gb = HistGradientBoostingClassifier()

    # Compute the small training set
    X_small, y_small = gb._get_small_trainset(X, y, seed=42)

    # Compute the class distribution in the small training set
    unique, counts = np.unique(y_small, return_counts=True)
    small_distrib = {class_: count / 10000 for (class_, count)
                     in zip(unique, counts)}

    # Test that the small training set has the expected length
    assert X_small.shape[0] == 10000
    assert y_small.shape[0] == 10000

    # Test that the class distributions in the whole dataset and in the small
    # training set are identical
    assert small_distrib == pytest.approx(original_distrib)


def test_missing_values_minmax_imputation():
    # Compare the buit-in missing value handling of Histogram GBC with an
    # a-priori missing value imputation strategy that should yield the same
    # results in terms of decision function.
    #
    # Each feature (containing NaNs) is replaced by 2 features:
    # - one where the nans are replaced by min(feature) - 1
    # - one where the nans are replaced by max(feature) + 1
    # A split where nans go to the left has an equivalent split in the
    # first (min) feature, and a split where nans go to the right has an
    # equivalent split in the second (max) feature.
    #
    # Assuming the data is such that there is never a tie to select the best
    # feature to split on during training, the learned decision trees should be
    # strictly equivalent (learn a sequence of splits that encode the same
    # decision function).
    #
    # The MinMaxImputer transformer is meant to be a toy implementation of the
    # "Missing In Attributes" (MIA) missing value handling for decision trees
    # https://www.sciencedirect.com/science/article/abs/pii/S0167865508000305
    # The implementation of MIA as an imputation transformer was suggested by
    # "Remark 3" in https://arxiv.org/abs/1902.06931

    class MinMaxImputer(BaseEstimator, TransformerMixin):

        def fit(self, X, y=None):
            mm = MinMaxScaler().fit(X)
            self.data_min_ = mm.data_min_
            self.data_max_ = mm.data_max_
            return self

        def transform(self, X):
            X_min, X_max = X.copy(), X.copy()

            for feature_idx in range(X.shape[1]):
                nan_mask = np.isnan(X[:, feature_idx])
                X_min[nan_mask, feature_idx] = self.data_min_[feature_idx] - 1
                X_max[nan_mask, feature_idx] = self.data_max_[feature_idx] + 1

            return np.concatenate([X_min, X_max], axis=1)

    def make_missing_value_data(n_samples=int(1e4), seed=0):
        rng = np.random.RandomState(seed)
        X, y = make_regression(n_samples=n_samples, n_features=4,
                               random_state=rng)

        # Pre-bin the data to ensure a deterministic handling by the 2
        # strategies and also make it easier to insert np.nan in a structured
        # way:
        X = KBinsDiscretizer(n_bins=42, encode="ordinal").fit_transform(X)

        # First feature has missing values completely at random:
        rnd_mask = rng.rand(X.shape[0]) > 0.9
        X[rnd_mask, 0] = np.nan

        # Second and third features have missing values for extreme values
        # (censoring missingness):
        low_mask = X[:, 1] == 0
        X[low_mask, 1] = np.nan

        high_mask = X[:, 2] == X[:, 2].max()
        X[high_mask, 2] = np.nan

        # Make the last feature nan pattern very informative:
        y_max = np.percentile(y, 70)
        y_max_mask = y >= y_max
        y[y_max_mask] = y_max
        X[y_max_mask, 3] = np.nan

        # Check that there is at least one missing value in each feature:
        for feature_idx in range(X.shape[1]):
            assert any(np.isnan(X[:, feature_idx]))

        # Let's use a test set to check that the learned decision function is
        # the same as evaluated on unseen data. Otherwise it could just be the
        # case that we find two independent ways to overfit the training set.
        return train_test_split(X, y, random_state=rng)

    # n_samples need to be large enough to minimize the likelihood of having
    # several candidate splits with the same gain value in a given tree.
    X_train, X_test, y_train, y_test = make_missing_value_data(
        n_samples=int(1e4), seed=0)

    # Use a small number of leaf nodes and iterations so as to keep
    # under-fitting models to minimize the likelihood of ties when training the
    # model.
    gbm1 = HistGradientBoostingRegressor(max_iter=100,
                                         max_leaf_nodes=5,
                                         random_state=0)
    gbm1.fit(X_train, y_train)

    gbm2 = make_pipeline(MinMaxImputer(), clone(gbm1))
    gbm2.fit(X_train, y_train)

    # Check that the model reach the same score:
    assert gbm1.score(X_train, y_train) == \
        pytest.approx(gbm2.score(X_train, y_train))

    assert gbm1.score(X_test, y_test) == \
        pytest.approx(gbm2.score(X_test, y_test))

    # Check the individual prediction match as a finer grained
    # decision function check.
    assert_allclose(gbm1.predict(X_train), gbm2.predict(X_train))
    assert_allclose(gbm1.predict(X_test), gbm2.predict(X_test))


def test_infinite_values():
    # Basic test for infinite values

    X = np.array([-np.inf, 0, 1, np.inf]).reshape(-1, 1)
    y = np.array([0, 0, 1, 1])

    gbdt = HistGradientBoostingRegressor(min_samples_leaf=1)
    gbdt.fit(X, y)
    np.testing.assert_allclose(gbdt.predict(X), y, atol=1e-4)


def test_infinite_values_missing_values():
    # High level test making sure that inf and nan values are properly handled
    # when both are present. This is similar to
    # test_split_on_nan_with_infinite_values() in test_grower.py, though we
    # cannot check the predictions for binned values here.

    X = np.asarray([-np.inf, 0, 1, np.inf, np.nan]).reshape(-1, 1)
    y_isnan = np.isnan(X.ravel())
    y_isinf = X.ravel() == np.inf

    stump_clf = HistGradientBoostingClassifier(min_samples_leaf=1, max_iter=1,
                                               learning_rate=1, max_depth=2)

    assert stump_clf.fit(X, y_isinf).score(X, y_isinf) == 1
    assert stump_clf.fit(X, y_isnan).score(X, y_isnan) == 1


def test_crossentropy_binary_problem():
    # categorical_crossentropy should only be used if there are more than two
    # classes present. PR #14869
    X = [[1], [0]]
    y = [0, 1]
    gbrt = HistGradientBoostingClassifier(loss='categorical_crossentropy')
    with pytest.raises(ValueError,
                       match="'categorical_crossentropy' is not suitable for"):
        gbrt.fit(X, y)


@pytest.mark.parametrize("scoring", [None, 'loss'])
def test_string_target_early_stopping(scoring):
    # Regression tests for #14709 where the targets need to be encoded before
    # to compute the score
    rng = np.random.RandomState(42)
    X = rng.randn(100, 10)
    y = np.array(['x'] * 50 + ['y'] * 50, dtype=object)
    gbrt = HistGradientBoostingClassifier(n_iter_no_change=10, scoring=scoring)
    gbrt.fit(X, y)