"""
Testing for the partial dependence module.
"""
import numpy as np
import pytest
import sklearn
from sklearn.inspection import partial_dependence
from sklearn.inspection._partial_dependence import (
_grid_from_X,
_partial_dependence_brute,
_partial_dependence_recursion
)
from sklearn.ensemble import GradientBoostingClassifier
from sklearn.ensemble import GradientBoostingRegressor
from sklearn.experimental import enable_hist_gradient_boosting # noqa
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.ensemble import HistGradientBoostingRegressor
from sklearn.linear_model import LinearRegression
from sklearn.linear_model import LogisticRegression
from sklearn.linear_model import MultiTaskLasso
from sklearn.tree import DecisionTreeRegressor
from sklearn.datasets import load_iris
from sklearn.datasets import make_classification, make_regression
from sklearn.cluster import KMeans
from sklearn.compose import make_column_transformer
from sklearn.metrics import r2_score
from sklearn.preprocessing import PolynomialFeatures
from sklearn.preprocessing import StandardScaler
from sklearn.preprocessing import RobustScaler
from sklearn.pipeline import make_pipeline
from sklearn.dummy import DummyClassifier
from sklearn.base import BaseEstimator, ClassifierMixin, clone
from sklearn.exceptions import NotFittedError
from sklearn.utils._testing import assert_allclose
from sklearn.utils._testing import assert_array_equal
from sklearn.utils._testing import ignore_warnings
# toy sample
X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]]
y = [-1, -1, -1, 1, 1, 1]
# (X, y), n_targets <-- as expected in the output of partial_dep()
binary_classification_data = (make_classification(n_samples=50,
random_state=0), 1)
multiclass_classification_data = (make_classification(n_samples=50,
n_classes=3,
n_clusters_per_class=1,
random_state=0), 3)
regression_data = (make_regression(n_samples=50, random_state=0), 1)
multioutput_regression_data = (make_regression(n_samples=50, n_targets=2,
random_state=0), 2)
# iris
iris = load_iris()
@pytest.mark.parametrize('Estimator, method, data', [
(GradientBoostingClassifier, 'recursion', binary_classification_data),
(GradientBoostingClassifier, 'recursion', multiclass_classification_data),
(GradientBoostingClassifier, 'brute', binary_classification_data),
(GradientBoostingClassifier, 'brute', multiclass_classification_data),
(GradientBoostingRegressor, 'recursion', regression_data),
(GradientBoostingRegressor, 'brute', regression_data),
(DecisionTreeRegressor, 'brute', regression_data),
(LinearRegression, 'brute', regression_data),
(LinearRegression, 'brute', multioutput_regression_data),
(LogisticRegression, 'brute', binary_classification_data),
(LogisticRegression, 'brute', multiclass_classification_data),
(MultiTaskLasso, 'brute', multioutput_regression_data),
])
@pytest.mark.parametrize('grid_resolution', (5, 10))
@pytest.mark.parametrize('features', ([1], [1, 2]))
def test_output_shape(Estimator, method, data, grid_resolution,
features):
# Check that partial_dependence has consistent output shape for different
# kinds of estimators:
# - classifiers with binary and multiclass settings
# - regressors
# - multi-task regressors
est = Estimator()
# n_target corresponds to the number of classes (1 for binary classif) or
# the number of tasks / outputs in multi task settings. It's equal to 1 for
# classical regression_data.
(X, y), n_targets = data
est.fit(X, y)
pdp, axes = partial_dependence(est, X=X, features=features,
method=method,
grid_resolution=grid_resolution)
expected_pdp_shape = (n_targets, *[grid_resolution
for _ in range(len(features))])
expected_axes_shape = (len(features), grid_resolution)
assert pdp.shape == expected_pdp_shape
assert axes is not None
assert np.asarray(axes).shape == expected_axes_shape
def test_grid_from_X():
# tests for _grid_from_X: sanity check for output, and for shapes.
# Make sure that the grid is a cartesian product of the input (it will use
# the unique values instead of the percentiles)
percentiles = (.05, .95)
grid_resolution = 100
X = np.asarray([[1, 2],
[3, 4]])
grid, axes = _grid_from_X(X, percentiles, grid_resolution)
assert_array_equal(grid, [[1, 2],
[1, 4],
[3, 2],
[3, 4]])
assert_array_equal(axes, X.T)
# test shapes of returned objects depending on the number of unique values
# for a feature.
rng = np.random.RandomState(0)
grid_resolution = 15
# n_unique_values > grid_resolution
X = rng.normal(size=(20, 2))
grid, axes = _grid_from_X(X, percentiles, grid_resolution=grid_resolution)
assert grid.shape == (grid_resolution * grid_resolution, X.shape[1])
assert np.asarray(axes).shape == (2, grid_resolution)
# n_unique_values < grid_resolution, will use actual values
n_unique_values = 12
X[n_unique_values - 1:, 0] = 12345
rng.shuffle(X) # just to make sure the order is irrelevant
grid, axes = _grid_from_X(X, percentiles, grid_resolution=grid_resolution)
assert grid.shape == (n_unique_values * grid_resolution, X.shape[1])
# axes is a list of arrays of different shapes
assert axes[0].shape == (n_unique_values,)
assert axes[1].shape == (grid_resolution,)
@pytest.mark.parametrize(
"grid_resolution, percentiles, err_msg",
[(2, (0, 0.0001), "percentiles are too close"),
(100, (1, 2, 3, 4), "'percentiles' must be a sequence of 2 elements"),
(100, 12345, "'percentiles' must be a sequence of 2 elements"),
(100, (-1, .95), r"'percentiles' values must be in \[0, 1\]"),
(100, (.05, 2), r"'percentiles' values must be in \[0, 1\]"),
(100, (.9, .1), r"percentiles\[0\] must be strictly less than"),
(1, (0.05, 0.95), "'grid_resolution' must be strictly greater than 1")]
)
def test_grid_from_X_error(grid_resolution, percentiles, err_msg):
X = np.asarray([[1, 2], [3, 4]])
with pytest.raises(ValueError, match=err_msg):
_grid_from_X(
X, grid_resolution=grid_resolution, percentiles=percentiles
)
@pytest.mark.parametrize('target_feature', range(5))
@pytest.mark.parametrize('est, method', [
(LinearRegression(), 'brute'),
(GradientBoostingRegressor(random_state=0), 'brute'),
(GradientBoostingRegressor(random_state=0), 'recursion'),
(HistGradientBoostingRegressor(random_state=0), 'brute'),
(HistGradientBoostingRegressor(random_state=0), 'recursion')]
)
def test_partial_dependence_helpers(est, method, target_feature):
# Check that what is returned by _partial_dependence_brute or
# _partial_dependence_recursion is equivalent to manually setting a target
# feature to a given value, and computing the average prediction over all
# samples.
# This also checks that the brute and recursion methods give the same
# output.
X, y = make_regression(random_state=0, n_features=5, n_informative=5)
# The 'init' estimator for GBDT (here the average prediction) isn't taken
# into account with the recursion method, for technical reasons. We set
# the mean to 0 to that this 'bug' doesn't have any effect.
y = y - y.mean()
est.fit(X, y)
# target feature will be set to .5 and then to 123
features = np.array([target_feature], dtype=np.int32)
grid = np.array([[.5],
[123]])
if method == 'brute':
pdp = _partial_dependence_brute(est, grid, features, X,
response_method='auto')
else:
pdp = _partial_dependence_recursion(est, grid, features)
mean_predictions = []
for val in (.5, 123):
X_ = X.copy()
X_[:, target_feature] = val
mean_predictions.append(est.predict(X_).mean())
pdp = pdp[0] # (shape is (1, 2) so make it (2,))
# allow for greater margin for error with recursion method
rtol = 1e-1 if method == 'recursion' else 1e-3
assert np.allclose(pdp, mean_predictions, rtol=rtol)
@pytest.mark.parametrize('est', (
GradientBoostingClassifier(random_state=0),
HistGradientBoostingClassifier(random_state=0),
))
@pytest.mark.parametrize('target_feature', (0, 1, 2, 3, 4, 5))
def test_recursion_decision_function(est, target_feature):
# Make sure the recursion method (implicitly uses decision_function) has
# the same result as using brute method with
# response_method=decision_function
X, y = make_classification(n_classes=2, n_clusters_per_class=1,
random_state=1)
assert np.mean(y) == .5 # make sure the init estimator predicts 0 anyway
est.fit(X, y)
preds_1, _ = partial_dependence(est, X, [target_feature],
response_method='decision_function',
method='recursion')
preds_2, _ = partial_dependence(est, X, [target_feature],
response_method='decision_function',
method='brute')
assert_allclose(preds_1, preds_2, atol=1e-7)
@pytest.mark.parametrize('est', (
LinearRegression(),
GradientBoostingRegressor(random_state=0),
HistGradientBoostingRegressor(random_state=0, min_samples_leaf=1,
max_leaf_nodes=None, max_iter=1))
)
@pytest.mark.parametrize('power', (1, 2))
def test_partial_dependence_easy_target(est, power):
# If the target y only depends on one feature in an obvious way (linear or
# quadratic) then the partial dependence for that feature should reflect
# it.
# We here fit a linear regression_data model (with polynomial features if
# needed) and compute r_squared to check that the partial dependence
# correctly reflects the target.
rng = np.random.RandomState(0)
n_samples = 200
target_variable = 2
X = rng.normal(size=(n_samples, 5))
y = X[:, target_variable]**power
est.fit(X, y)
averaged_predictions, values = partial_dependence(
est, features=[target_variable], X=X, grid_resolution=1000)
new_X = values[0].reshape(-1, 1)
new_y = averaged_predictions[0]
# add polynomial features if needed
new_X = PolynomialFeatures(degree=power).fit_transform(new_X)
lr = LinearRegression().fit(new_X, new_y)
r2 = r2_score(new_y, lr.predict(new_X))
assert r2 > .99
@pytest.mark.parametrize('Estimator',
(sklearn.tree.DecisionTreeClassifier,
sklearn.tree.ExtraTreeClassifier,
sklearn.ensemble.ExtraTreesClassifier,
sklearn.neighbors.KNeighborsClassifier,
sklearn.neighbors.RadiusNeighborsClassifier,
sklearn.ensemble.RandomForestClassifier))
def test_multiclass_multioutput(Estimator):
# Make sure error is raised for multiclass-multioutput classifiers
# make multiclass-multioutput dataset
X, y = make_classification(n_classes=3, n_clusters_per_class=1,
random_state=0)
y = np.array([y, y]).T
est = Estimator()
est.fit(X, y)
with pytest.raises(
ValueError,
match="Multiclass-multioutput estimators are not supported"):
partial_dependence(est, X, [0])
class NoPredictProbaNoDecisionFunction(ClassifierMixin, BaseEstimator):
def fit(self, X, y):
# simulate that we have some classes
self.classes_ = [0, 1]
return self
@pytest.mark.parametrize(
"estimator, params, err_msg",
[(KMeans(),
{'features': [0]},
"'estimator' must be a fitted regressor or classifier"),
(LinearRegression(),
{'features': [0], 'response_method': 'predict_proba'},
'The response_method parameter is ignored for regressors'),
(GradientBoostingClassifier(random_state=0),
{'features': [0], 'response_method': 'predict_proba',
'method': 'recursion'},
"'recursion' method, the response_method must be 'decision_function'"),
(GradientBoostingClassifier(random_state=0),
{'features': [0], 'response_method': 'predict_proba', 'method': 'auto'},
"'recursion' method, the response_method must be 'decision_function'"),
(GradientBoostingClassifier(random_state=0),
{'features': [0], 'response_method': 'blahblah'},
'response_method blahblah is invalid. Accepted response_method'),
(NoPredictProbaNoDecisionFunction(),
{'features': [0], 'response_method': 'auto'},
'The estimator has no predict_proba and no decision_function method'),
(NoPredictProbaNoDecisionFunction(),
{'features': [0], 'response_method': 'predict_proba'},
'The estimator has no predict_proba method.'),
(NoPredictProbaNoDecisionFunction(),
{'features': [0], 'response_method': 'decision_function'},
'The estimator has no decision_function method.'),
(LinearRegression(),
{'features': [0], 'method': 'blahblah'},
'blahblah is invalid. Accepted method names are brute, recursion, auto'),
(LinearRegression(),
{'features': [0], 'method': 'recursion'},
"Only the following estimators support the 'recursion' method:")]
)
def test_partial_dependence_error(estimator, params, err_msg):
X, y = make_classification(random_state=0)
estimator.fit(X, y)
with pytest.raises(ValueError, match=err_msg):
partial_dependence(estimator, X, **params)
@pytest.mark.parametrize(
"with_dataframe, err_msg",
[(True, "Only array-like or scalar are supported"),
(False, "Only array-like or scalar are supported")]
)
def test_partial_dependence_slice_error(with_dataframe, err_msg):
X, y = make_classification(random_state=0)
if with_dataframe:
pd = pytest.importorskip('pandas')
X = pd.DataFrame(X)
estimator = LogisticRegression().fit(X, y)
with pytest.raises(TypeError, match=err_msg):
partial_dependence(estimator, X, features=slice(0, 2, 1))
@pytest.mark.parametrize(
'estimator',
[LinearRegression(), GradientBoostingClassifier(random_state=0)]
)
@pytest.mark.parametrize('features', [-1, 10000])
def test_partial_dependence_unknown_feature_indices(estimator, features):
X, y = make_classification(random_state=0)
estimator.fit(X, y)
err_msg = 'all features must be in'
with pytest.raises(ValueError, match=err_msg):
partial_dependence(estimator, X, [features])
@pytest.mark.parametrize(
'estimator',
[LinearRegression(), GradientBoostingClassifier(random_state=0)]
)
def test_partial_dependence_unknown_feature_string(estimator):
pd = pytest.importorskip("pandas")
X, y = make_classification(random_state=0)
df = pd.DataFrame(X)
estimator.fit(df, y)
features = ['random']
err_msg = 'A given column is not a column of the dataframe'
with pytest.raises(ValueError, match=err_msg):
partial_dependence(estimator, df, features)
@pytest.mark.parametrize(
'estimator',
[LinearRegression(), GradientBoostingClassifier(random_state=0)]
)
def test_partial_dependence_X_list(estimator):
# check that array-like objects are accepted
X, y = make_classification(random_state=0)
estimator.fit(X, y)
partial_dependence(estimator, list(X), [0])
# TODO: Remove in 0.24 when DummyClassifier's `strategy` default updates
@ignore_warnings(category=FutureWarning)
def test_warning_recursion_non_constant_init():
# make sure that passing a non-constant init parameter to a GBDT and using
# recursion method yields a warning.
gbc = GradientBoostingClassifier(init=DummyClassifier(), random_state=0)
gbc.fit(X, y)
with pytest.warns(
UserWarning,
match='Using recursion method with a non-constant init predictor'):
partial_dependence(gbc, X, [0], method='recursion')
with pytest.warns(
UserWarning,
match='Using recursion method with a non-constant init predictor'):
partial_dependence(gbc, X, [0], method='recursion')
def test_partial_dependence_sample_weight():
# Test near perfect correlation between partial dependence and diagonal
# when sample weights emphasize y = x predictions
# non-regression test for #13193
# TODO: extend to HistGradientBoosting once sample_weight is supported
N = 1000
rng = np.random.RandomState(123456)
mask = rng.randint(2, size=N, dtype=bool)
x = rng.rand(N)
# set y = x on mask and y = -x outside
y = x.copy()
y[~mask] = -y[~mask]
X = np.c_[mask, x]
# sample weights to emphasize data points where y = x
sample_weight = np.ones(N)
sample_weight[mask] = 1000.
clf = GradientBoostingRegressor(n_estimators=10, random_state=1)
clf.fit(X, y, sample_weight=sample_weight)
pdp, values = partial_dependence(clf, X, features=[1])
assert np.corrcoef(pdp, values)[0, 1] > 0.99
# TODO: Remove in 0.24 when DummyClassifier's `strategy` default updates
@ignore_warnings(category=FutureWarning)
def test_partial_dependence_pipeline():
# check that the partial dependence support pipeline
iris = load_iris()
scaler = StandardScaler()
clf = DummyClassifier(random_state=42)
pipe = make_pipeline(scaler, clf)
clf.fit(scaler.fit_transform(iris.data), iris.target)
pipe.fit(iris.data, iris.target)
features = 0
pdp_pipe, values_pipe = partial_dependence(
pipe, iris.data, features=[features], grid_resolution=10
)
pdp_clf, values_clf = partial_dependence(
clf, scaler.transform(iris.data), features=[features],
grid_resolution=10
)
assert_allclose(pdp_pipe, pdp_clf)
assert_allclose(
values_pipe[0],
values_clf[0] * scaler.scale_[features] + scaler.mean_[features]
)
@pytest.mark.parametrize(
"estimator",
[LogisticRegression(max_iter=1000, random_state=0),
GradientBoostingClassifier(random_state=0, n_estimators=5)],
ids=['estimator-brute', 'estimator-recursion']
)
@pytest.mark.parametrize(
"preprocessor",
[None,
make_column_transformer(
(StandardScaler(), [iris.feature_names[i] for i in (0, 2)]),
(RobustScaler(), [iris.feature_names[i] for i in (1, 3)])),
make_column_transformer(
(StandardScaler(), [iris.feature_names[i] for i in (0, 2)]),
remainder='passthrough')],
ids=['None', 'column-transformer', 'column-transformer-passthrough']
)
@pytest.mark.parametrize(
"features",
[[0, 2], [iris.feature_names[i] for i in (0, 2)]],
ids=['features-integer', 'features-string']
)
def test_partial_dependence_dataframe(estimator, preprocessor, features):
# check that the partial dependence support dataframe and pipeline
# including a column transformer
pd = pytest.importorskip("pandas")
df = pd.DataFrame(iris.data, columns=iris.feature_names)
pipe = make_pipeline(preprocessor, estimator)
pipe.fit(df, iris.target)
pdp_pipe, values_pipe = partial_dependence(
pipe, df, features=features, grid_resolution=10
)
# the column transformer will reorder the column when transforming
# we mixed the index to be sure that we are computing the partial
# dependence of the right columns
if preprocessor is not None:
X_proc = clone(preprocessor).fit_transform(df)
features_clf = [0, 1]
else:
X_proc = df
features_clf = [0, 2]
clf = clone(estimator).fit(X_proc, iris.target)
pdp_clf, values_clf = partial_dependence(
clf, X_proc, features=features_clf, method='brute', grid_resolution=10
)
assert_allclose(pdp_pipe, pdp_clf)
if preprocessor is not None:
scaler = preprocessor.named_transformers_['standardscaler']
assert_allclose(
values_pipe[1],
values_clf[1] * scaler.scale_[1] + scaler.mean_[1]
)
else:
assert_allclose(values_pipe[1], values_clf[1])
@pytest.mark.parametrize(
"features, expected_pd_shape",
[(0, (3, 10)),
(iris.feature_names[0], (3, 10)),
([0, 2], (3, 10, 10)),
([iris.feature_names[i] for i in (0, 2)], (3, 10, 10)),
([True, False, True, False], (3, 10, 10))],
ids=['scalar-int', 'scalar-str', 'list-int', 'list-str', 'mask']
)
def test_partial_dependence_feature_type(features, expected_pd_shape):
# check all possible features type supported in PDP
pd = pytest.importorskip("pandas")
df = pd.DataFrame(iris.data, columns=iris.feature_names)
preprocessor = make_column_transformer(
(StandardScaler(), [iris.feature_names[i] for i in (0, 2)]),
(RobustScaler(), [iris.feature_names[i] for i in (1, 3)])
)
pipe = make_pipeline(
preprocessor, LogisticRegression(max_iter=1000, random_state=0)
)
pipe.fit(df, iris.target)
pdp_pipe, values_pipe = partial_dependence(
pipe, df, features=features, grid_resolution=10
)
assert pdp_pipe.shape == expected_pd_shape
assert len(values_pipe) == len(pdp_pipe.shape) - 1
@pytest.mark.parametrize(
"estimator", [LinearRegression(), LogisticRegression(),
GradientBoostingRegressor(), GradientBoostingClassifier()]
)
def test_partial_dependence_unfitted(estimator):
X = iris.data
preprocessor = make_column_transformer(
(StandardScaler(), [0, 2]), (RobustScaler(), [1, 3])
)
pipe = make_pipeline(preprocessor, estimator)
with pytest.raises(NotFittedError, match="is not fitted yet"):
partial_dependence(pipe, X, features=[0, 2], grid_resolution=10)
with pytest.raises(NotFittedError, match="is not fitted yet"):
partial_dependence(estimator, X, features=[0, 2], grid_resolution=10)