import pytest
import numpy as np
from sklearn.utils._testing import assert_array_almost_equal
from sklearn.utils._testing import assert_array_equal
from sklearn.utils._testing import assert_allclose
from sklearn.utils._testing import skip_if_32bit
from sklearn import datasets
from sklearn.linear_model import LogisticRegression, SGDClassifier, Lasso
from sklearn.svm import LinearSVC
from sklearn.feature_selection import SelectFromModel
from sklearn.experimental import enable_hist_gradient_boosting # noqa
from sklearn.ensemble import (RandomForestClassifier,
HistGradientBoostingClassifier)
from sklearn.linear_model import PassiveAggressiveClassifier
from sklearn.base import BaseEstimator
class NaNTag(BaseEstimator):
def _more_tags(self):
return {'allow_nan': True}
class NoNaNTag(BaseEstimator):
def _more_tags(self):
return {'allow_nan': False}
class NaNTagRandomForest(RandomForestClassifier):
def _more_tags(self):
return {'allow_nan': True}
iris = datasets.load_iris()
data, y = iris.data, iris.target
rng = np.random.RandomState(0)
# 0.23. warning about tol not having its correct default value.
@pytest.mark.filterwarnings('ignore:max_iter and tol parameters have been')
def test_invalid_input():
clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True,
random_state=None, tol=None)
for threshold in ["gobbledigook", ".5 * gobbledigook"]:
model = SelectFromModel(clf, threshold=threshold)
model.fit(data, y)
with pytest.raises(ValueError):
model.transform(data)
def test_input_estimator_unchanged():
# Test that SelectFromModel fits on a clone of the estimator.
est = RandomForestClassifier()
transformer = SelectFromModel(estimator=est)
transformer.fit(data, y)
assert transformer.estimator is est
@pytest.mark.parametrize(
"max_features, err_type, err_msg",
[(-1, ValueError, "'max_features' should be 0 and"),
(data.shape[1] + 1, ValueError, "'max_features' should be 0 and"),
('gobbledigook', TypeError, "should be an integer"),
('all', TypeError, "should be an integer")]
)
def test_max_features_error(max_features, err_type, err_msg):
clf = RandomForestClassifier(n_estimators=50, random_state=0)
transformer = SelectFromModel(estimator=clf,
max_features=max_features,
threshold=-np.inf)
with pytest.raises(err_type, match=err_msg):
transformer.fit(data, y)
@pytest.mark.parametrize("max_features", [0, 2, data.shape[1]])
def test_max_features_dim(max_features):
clf = RandomForestClassifier(n_estimators=50, random_state=0)
transformer = SelectFromModel(estimator=clf,
max_features=max_features,
threshold=-np.inf)
X_trans = transformer.fit_transform(data, y)
assert X_trans.shape[1] == max_features
class FixedImportanceEstimator(BaseEstimator):
def __init__(self, importances):
self.importances = importances
def fit(self, X, y=None):
self.feature_importances_ = np.array(self.importances)
def test_max_features():
# Test max_features parameter using various values
X, y = datasets.make_classification(
n_samples=1000, n_features=10, n_informative=3, n_redundant=0,
n_repeated=0, shuffle=False, random_state=0)
max_features = X.shape[1]
est = RandomForestClassifier(n_estimators=50, random_state=0)
transformer1 = SelectFromModel(estimator=est,
threshold=-np.inf)
transformer2 = SelectFromModel(estimator=est,
max_features=max_features,
threshold=-np.inf)
X_new1 = transformer1.fit_transform(X, y)
X_new2 = transformer2.fit_transform(X, y)
assert_allclose(X_new1, X_new2)
# Test max_features against actual model.
transformer1 = SelectFromModel(estimator=Lasso(alpha=0.025,
random_state=42))
X_new1 = transformer1.fit_transform(X, y)
scores1 = np.abs(transformer1.estimator_.coef_)
candidate_indices1 = np.argsort(-scores1, kind='mergesort')
for n_features in range(1, X_new1.shape[1] + 1):
transformer2 = SelectFromModel(estimator=Lasso(alpha=0.025,
random_state=42),
max_features=n_features,
threshold=-np.inf)
X_new2 = transformer2.fit_transform(X, y)
scores2 = np.abs(transformer2.estimator_.coef_)
candidate_indices2 = np.argsort(-scores2, kind='mergesort')
assert_allclose(X[:, candidate_indices1[:n_features]],
X[:, candidate_indices2[:n_features]])
assert_allclose(transformer1.estimator_.coef_,
transformer2.estimator_.coef_)
def test_max_features_tiebreak():
# Test if max_features can break tie among feature importance
X, y = datasets.make_classification(
n_samples=1000, n_features=10, n_informative=3, n_redundant=0,
n_repeated=0, shuffle=False, random_state=0)
max_features = X.shape[1]
feature_importances = np.array([4, 4, 4, 4, 3, 3, 3, 2, 2, 1])
for n_features in range(1, max_features + 1):
transformer = SelectFromModel(
FixedImportanceEstimator(feature_importances),
max_features=n_features,
threshold=-np.inf)
X_new = transformer.fit_transform(X, y)
selected_feature_indices = np.where(transformer._get_support_mask())[0]
assert_array_equal(selected_feature_indices, np.arange(n_features))
assert X_new.shape[1] == n_features
def test_threshold_and_max_features():
X, y = datasets.make_classification(
n_samples=1000, n_features=10, n_informative=3, n_redundant=0,
n_repeated=0, shuffle=False, random_state=0)
est = RandomForestClassifier(n_estimators=50, random_state=0)
transformer1 = SelectFromModel(estimator=est, max_features=3,
threshold=-np.inf)
X_new1 = transformer1.fit_transform(X, y)
transformer2 = SelectFromModel(estimator=est, threshold=0.04)
X_new2 = transformer2.fit_transform(X, y)
transformer3 = SelectFromModel(estimator=est, max_features=3,
threshold=0.04)
X_new3 = transformer3.fit_transform(X, y)
assert X_new3.shape[1] == min(X_new1.shape[1], X_new2.shape[1])
selected_indices = transformer3.transform(
np.arange(X.shape[1])[np.newaxis, :])
assert_allclose(X_new3, X[:, selected_indices[0]])
@skip_if_32bit
def test_feature_importances():
X, y = datasets.make_classification(
n_samples=1000, n_features=10, n_informative=3, n_redundant=0,
n_repeated=0, shuffle=False, random_state=0)
est = RandomForestClassifier(n_estimators=50, random_state=0)
for threshold, func in zip(["mean", "median"], [np.mean, np.median]):
transformer = SelectFromModel(estimator=est, threshold=threshold)
transformer.fit(X, y)
assert hasattr(transformer.estimator_, 'feature_importances_')
X_new = transformer.transform(X)
assert X_new.shape[1] < X.shape[1]
importances = transformer.estimator_.feature_importances_
feature_mask = np.abs(importances) > func(importances)
assert_array_almost_equal(X_new, X[:, feature_mask])
def test_sample_weight():
# Ensure sample weights are passed to underlying estimator
X, y = datasets.make_classification(
n_samples=100, n_features=10, n_informative=3, n_redundant=0,
n_repeated=0, shuffle=False, random_state=0)
# Check with sample weights
sample_weight = np.ones(y.shape)
sample_weight[y == 1] *= 100
est = LogisticRegression(random_state=0, fit_intercept=False)
transformer = SelectFromModel(estimator=est)
transformer.fit(X, y, sample_weight=None)
mask = transformer._get_support_mask()
transformer.fit(X, y, sample_weight=sample_weight)
weighted_mask = transformer._get_support_mask()
assert not np.all(weighted_mask == mask)
transformer.fit(X, y, sample_weight=3 * sample_weight)
reweighted_mask = transformer._get_support_mask()
assert np.all(weighted_mask == reweighted_mask)
def test_coef_default_threshold():
X, y = datasets.make_classification(
n_samples=100, n_features=10, n_informative=3, n_redundant=0,
n_repeated=0, shuffle=False, random_state=0)
# For the Lasso and related models, the threshold defaults to 1e-5
transformer = SelectFromModel(estimator=Lasso(alpha=0.1,
random_state=42))
transformer.fit(X, y)
X_new = transformer.transform(X)
mask = np.abs(transformer.estimator_.coef_) > 1e-5
assert_array_almost_equal(X_new, X[:, mask])
@skip_if_32bit
def test_2d_coef():
X, y = datasets.make_classification(
n_samples=1000, n_features=10, n_informative=3, n_redundant=0,
n_repeated=0, shuffle=False, random_state=0, n_classes=4)
est = LogisticRegression()
for threshold, func in zip(["mean", "median"], [np.mean, np.median]):
for order in [1, 2, np.inf]:
# Fit SelectFromModel a multi-class problem
transformer = SelectFromModel(estimator=LogisticRegression(),
threshold=threshold,
norm_order=order)
transformer.fit(X, y)
assert hasattr(transformer.estimator_, 'coef_')
X_new = transformer.transform(X)
assert X_new.shape[1] < X.shape[1]
# Manually check that the norm is correctly performed
est.fit(X, y)
importances = np.linalg.norm(est.coef_, axis=0, ord=order)
feature_mask = importances > func(importances)
assert_array_almost_equal(X_new, X[:, feature_mask])
# 0.23. warning about tol not having its correct default value.
@pytest.mark.filterwarnings('ignore:max_iter and tol parameters have been')
def test_partial_fit():
est = PassiveAggressiveClassifier(random_state=0, shuffle=False,
max_iter=5, tol=None)
transformer = SelectFromModel(estimator=est)
transformer.partial_fit(data, y,
classes=np.unique(y))
old_model = transformer.estimator_
transformer.partial_fit(data, y,
classes=np.unique(y))
new_model = transformer.estimator_
assert old_model is new_model
X_transform = transformer.transform(data)
transformer.fit(np.vstack((data, data)), np.concatenate((y, y)))
assert_array_almost_equal(X_transform, transformer.transform(data))
# check that if est doesn't have partial_fit, neither does SelectFromModel
transformer = SelectFromModel(estimator=RandomForestClassifier())
assert not hasattr(transformer, "partial_fit")
def test_calling_fit_reinitializes():
est = LinearSVC(random_state=0)
transformer = SelectFromModel(estimator=est)
transformer.fit(data, y)
transformer.set_params(estimator__C=100)
transformer.fit(data, y)
assert transformer.estimator_.C == 100
# 0.23. warning about tol not having its correct default value.
@pytest.mark.filterwarnings('ignore:max_iter and tol parameters have been')
def test_prefit():
# Test all possible combinations of the prefit parameter.
# Passing a prefit parameter with the selected model
# and fitting a unfit model with prefit=False should give same results.
clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True,
random_state=0, tol=None)
model = SelectFromModel(clf)
model.fit(data, y)
X_transform = model.transform(data)
clf.fit(data, y)
model = SelectFromModel(clf, prefit=True)
assert_array_almost_equal(model.transform(data), X_transform)
# Check that the model is rewritten if prefit=False and a fitted model is
# passed
model = SelectFromModel(clf, prefit=False)
model.fit(data, y)
assert_array_almost_equal(model.transform(data), X_transform)
# Check that prefit=True and calling fit raises a ValueError
model = SelectFromModel(clf, prefit=True)
with pytest.raises(ValueError):
model.fit(data, y)
def test_threshold_string():
est = RandomForestClassifier(n_estimators=50, random_state=0)
model = SelectFromModel(est, threshold="0.5*mean")
model.fit(data, y)
X_transform = model.transform(data)
# Calculate the threshold from the estimator directly.
est.fit(data, y)
threshold = 0.5 * np.mean(est.feature_importances_)
mask = est.feature_importances_ > threshold
assert_array_almost_equal(X_transform, data[:, mask])
# 0.23. warning about tol not having its correct default value.
@pytest.mark.filterwarnings('ignore:max_iter and tol parameters have been')
def test_threshold_without_refitting():
# Test that the threshold can be set without refitting the model.
clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True,
random_state=0, tol=None)
model = SelectFromModel(clf, threshold="0.1 * mean")
model.fit(data, y)
X_transform = model.transform(data)
# Set a higher threshold to filter out more features.
model.threshold = "1.0 * mean"
assert X_transform.shape[1] > model.transform(data).shape[1]
def test_fit_accepts_nan_inf():
# Test that fit doesn't check for np.inf and np.nan values.
clf = HistGradientBoostingClassifier(random_state=0)
model = SelectFromModel(estimator=clf)
nan_data = data.copy()
nan_data[0] = np.NaN
nan_data[1] = np.Inf
model.fit(data, y)
def test_transform_accepts_nan_inf():
# Test that transform doesn't check for np.inf and np.nan values.
clf = NaNTagRandomForest(n_estimators=100, random_state=0)
nan_data = data.copy()
model = SelectFromModel(estimator=clf)
model.fit(nan_data, y)
nan_data[0] = np.NaN
nan_data[1] = np.Inf
model.transform(nan_data)
def test_allow_nan_tag_comes_from_estimator():
allow_nan_est = NaNTag()
model = SelectFromModel(estimator=allow_nan_est)
assert model._get_tags()['allow_nan'] is True
no_nan_est = NoNaNTag()
model = SelectFromModel(estimator=no_nan_est)
assert model._get_tags()['allow_nan'] is False