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Version: 0.17.1 

/ tests / test_isotonic.py

import numpy as np
import pickle

from sklearn.isotonic import (check_increasing, isotonic_regression,
                              IsotonicRegression)

from sklearn.utils.testing import (assert_raises, assert_array_equal,
                                   assert_true, assert_false, assert_equal,
                                   assert_array_almost_equal,
                                   assert_warns_message, assert_no_warnings)
from sklearn.utils import shuffle


def test_permutation_invariance():
    # check that fit is permuation invariant.
    # regression test of missing sorting of sample-weights
    ir = IsotonicRegression()
    x = [1, 2, 3, 4, 5, 6, 7]
    y = [1, 41, 51, 1, 2, 5, 24]
    sample_weight = [1, 2, 3, 4, 5, 6, 7]
    x_s, y_s, sample_weight_s = shuffle(x, y, sample_weight, random_state=0)
    y_transformed = ir.fit_transform(x, y, sample_weight=sample_weight)
    y_transformed_s = ir.fit(x_s, y_s, sample_weight=sample_weight_s).transform(x)

    assert_array_equal(y_transformed, y_transformed_s)


def test_check_increasing_up():
    x = [0, 1, 2, 3, 4, 5]
    y = [0, 1.5, 2.77, 8.99, 8.99, 50]

    # Check that we got increasing=True and no warnings
    is_increasing = assert_no_warnings(check_increasing, x, y)
    assert_true(is_increasing)


def test_check_increasing_up_extreme():
    x = [0, 1, 2, 3, 4, 5]
    y = [0, 1, 2, 3, 4, 5]

    # Check that we got increasing=True and no warnings
    is_increasing = assert_no_warnings(check_increasing, x, y)
    assert_true(is_increasing)


def test_check_increasing_down():
    x = [0, 1, 2, 3, 4, 5]
    y = [0, -1.5, -2.77, -8.99, -8.99, -50]

    # Check that we got increasing=False and no warnings
    is_increasing = assert_no_warnings(check_increasing, x, y)
    assert_false(is_increasing)


def test_check_increasing_down_extreme():
    x = [0, 1, 2, 3, 4, 5]
    y = [0, -1, -2, -3, -4, -5]

    # Check that we got increasing=False and no warnings
    is_increasing = assert_no_warnings(check_increasing, x, y)
    assert_false(is_increasing)


def test_check_ci_warn():
    x = [0, 1, 2, 3, 4, 5]
    y = [0, -1, 2, -3, 4, -5]

    # Check that we got increasing=False and CI interval warning
    is_increasing = assert_warns_message(UserWarning, "interval",
                                         check_increasing,
                                         x, y)

    assert_false(is_increasing)


def test_isotonic_regression():
    y = np.array([3, 7, 5, 9, 8, 7, 10])
    y_ = np.array([3, 6, 6, 8, 8, 8, 10])
    assert_array_equal(y_, isotonic_regression(y))

    x = np.arange(len(y))
    ir = IsotonicRegression(y_min=0., y_max=1.)
    ir.fit(x, y)
    assert_array_equal(ir.fit(x, y).transform(x), ir.fit_transform(x, y))
    assert_array_equal(ir.transform(x), ir.predict(x))

    # check that it is immune to permutation
    perm = np.random.permutation(len(y))
    ir = IsotonicRegression(y_min=0., y_max=1.)
    assert_array_equal(ir.fit_transform(x[perm], y[perm]),
                       ir.fit_transform(x, y)[perm])
    assert_array_equal(ir.transform(x[perm]), ir.transform(x)[perm])

    # check we don't crash when all x are equal:
    ir = IsotonicRegression()
    assert_array_equal(ir.fit_transform(np.ones(len(x)), y), np.mean(y))


def test_isotonic_regression_ties_min():
    # Setup examples with ties on minimum
    x = [0, 1, 1, 2, 3, 4, 5]
    y = [0, 1, 2, 3, 4, 5, 6]
    y_true = [0, 1.5, 1.5, 3, 4, 5, 6]

    # Check that we get identical results for fit/transform and fit_transform
    ir = IsotonicRegression()
    ir.fit(x, y)
    assert_array_equal(ir.fit(x, y).transform(x), ir.fit_transform(x, y))
    assert_array_equal(y_true, ir.fit_transform(x, y))


def test_isotonic_regression_ties_max():
    # Setup examples with ties on maximum
    x = [1, 2, 3, 4, 5, 5]
    y = [1, 2, 3, 4, 5, 6]
    y_true = [1, 2, 3, 4, 5.5, 5.5]

    # Check that we get identical results for fit/transform and fit_transform
    ir = IsotonicRegression()
    ir.fit(x, y)
    assert_array_equal(ir.fit(x, y).transform(x), ir.fit_transform(x, y))
    assert_array_equal(y_true, ir.fit_transform(x, y))


def test_isotonic_regression_ties_secondary_():
    """
    Test isotonic regression fit, transform  and fit_transform
    against the "secondary" ties method and "pituitary" data from R
     "isotone" package, as detailed in: J. d. Leeuw, K. Hornik, P. Mair,
     Isotone Optimization in R: Pool-Adjacent-Violators Algorithm
    (PAVA) and Active Set Methods

    Set values based on pituitary example and
     the following R command detailed in the paper above:
    > library("isotone")
    > data("pituitary")
    > res1 <- gpava(pituitary$age, pituitary$size, ties="secondary")
    > res1$x

    `isotone` version: 1.0-2, 2014-09-07
    R version: R version 3.1.1 (2014-07-10)
    """
    x = [8, 8, 8, 10, 10, 10, 12, 12, 12, 14, 14]
    y = [21, 23.5, 23, 24, 21, 25, 21.5, 22, 19, 23.5, 25]
    y_true = [22.22222, 22.22222, 22.22222, 22.22222, 22.22222, 22.22222,
              22.22222, 22.22222, 22.22222, 24.25, 24.25]

    # Check fit, transform and fit_transform
    ir = IsotonicRegression()
    ir.fit(x, y)
    assert_array_almost_equal(ir.transform(x), y_true, 4)
    assert_array_almost_equal(ir.fit_transform(x, y), y_true, 4)


def test_isotonic_regression_reversed():
    y = np.array([10, 9, 10, 7, 6, 6.1, 5])
    y_ = IsotonicRegression(increasing=False).fit_transform(
        np.arange(len(y)), y)
    assert_array_equal(np.ones(y_[:-1].shape), ((y_[:-1] - y_[1:]) >= 0))


def test_isotonic_regression_auto_decreasing():
    # Set y and x for decreasing
    y = np.array([10, 9, 10, 7, 6, 6.1, 5])
    x = np.arange(len(y))

    # Create model and fit_transform
    ir = IsotonicRegression(increasing='auto')
    y_ = assert_no_warnings(ir.fit_transform, x, y)

    # Check that relationship decreases
    is_increasing = y_[0] < y_[-1]
    assert_false(is_increasing)


def test_isotonic_regression_auto_increasing():
    # Set y and x for decreasing
    y = np.array([5, 6.1, 6, 7, 10, 9, 10])
    x = np.arange(len(y))

    # Create model and fit_transform
    ir = IsotonicRegression(increasing='auto')
    y_ = assert_no_warnings(ir.fit_transform, x, y)

    # Check that relationship increases
    is_increasing = y_[0] < y_[-1]
    assert_true(is_increasing)


def test_assert_raises_exceptions():
    ir = IsotonicRegression()
    rng = np.random.RandomState(42)
    assert_raises(ValueError, ir.fit, [0, 1, 2], [5, 7, 3], [0.1, 0.6])
    assert_raises(ValueError, ir.fit, [0, 1, 2], [5, 7])
    assert_raises(ValueError, ir.fit, rng.randn(3, 10), [0, 1, 2])
    assert_raises(ValueError, ir.transform, rng.randn(3, 10))


def test_isotonic_sample_weight_parameter_default_value():
    # check if default value of sample_weight parameter is one
    ir = IsotonicRegression()
    # random test data
    rng = np.random.RandomState(42)
    n = 100
    x = np.arange(n)
    y = rng.randint(-50, 50, size=(n,)) + 50. * np.log(1 + np.arange(n))
    # check if value is correctly used
    weights = np.ones(n)
    y_set_value = ir.fit_transform(x, y, sample_weight=weights)
    y_default_value = ir.fit_transform(x, y)

    assert_array_equal(y_set_value, y_default_value)


def test_isotonic_min_max_boundaries():
    # check if min value is used correctly
    ir = IsotonicRegression(y_min=2, y_max=4)
    n = 6
    x = np.arange(n)
    y = np.arange(n)
    y_test = [2, 2, 2, 3, 4, 4]
    y_result = np.round(ir.fit_transform(x, y))
    assert_array_equal(y_result, y_test)


def test_isotonic_sample_weight():
    ir = IsotonicRegression()
    x = [1, 2, 3, 4, 5, 6, 7]
    y = [1, 41, 51, 1, 2, 5, 24]
    sample_weight = [1, 2, 3, 4, 5, 6, 7]
    expected_y = [1, 13.95, 13.95, 13.95, 13.95, 13.95, 24]
    received_y = ir.fit_transform(x, y, sample_weight=sample_weight)

    assert_array_equal(expected_y, received_y)


def test_isotonic_regression_oob_raise():
    # Set y and x
    y = np.array([3, 7, 5, 9, 8, 7, 10])
    x = np.arange(len(y))

    # Create model and fit
    ir = IsotonicRegression(increasing='auto', out_of_bounds="raise")
    ir.fit(x, y)

    # Check that an exception is thrown
    assert_raises(ValueError, ir.predict, [min(x) - 10, max(x) + 10])


def test_isotonic_regression_oob_clip():
    # Set y and x
    y = np.array([3, 7, 5, 9, 8, 7, 10])
    x = np.arange(len(y))

    # Create model and fit
    ir = IsotonicRegression(increasing='auto', out_of_bounds="clip")
    ir.fit(x, y)

    # Predict from  training and test x and check that min/max match.
    y1 = ir.predict([min(x) - 10, max(x) + 10])
    y2 = ir.predict(x)
    assert_equal(max(y1), max(y2))
    assert_equal(min(y1), min(y2))


def test_isotonic_regression_oob_nan():
    # Set y and x
    y = np.array([3, 7, 5, 9, 8, 7, 10])
    x = np.arange(len(y))

    # Create model and fit
    ir = IsotonicRegression(increasing='auto', out_of_bounds="nan")
    ir.fit(x, y)

    # Predict from  training and test x and check that we have two NaNs.
    y1 = ir.predict([min(x) - 10, max(x) + 10])
    assert_equal(sum(np.isnan(y1)), 2)


def test_isotonic_regression_oob_bad():
    # Set y and x
    y = np.array([3, 7, 5, 9, 8, 7, 10])
    x = np.arange(len(y))

    # Create model and fit
    ir = IsotonicRegression(increasing='auto', out_of_bounds="xyz")

    # Make sure that we throw an error for bad out_of_bounds value
    assert_raises(ValueError, ir.fit, x, y)


def test_isotonic_regression_oob_bad_after():
    # Set y and x
    y = np.array([3, 7, 5, 9, 8, 7, 10])
    x = np.arange(len(y))

    # Create model and fit
    ir = IsotonicRegression(increasing='auto', out_of_bounds="raise")

    # Make sure that we throw an error for bad out_of_bounds value in transform
    ir.fit(x, y)
    ir.out_of_bounds = "xyz"
    assert_raises(ValueError, ir.transform, x)


def test_isotonic_regression_pickle():
    y = np.array([3, 7, 5, 9, 8, 7, 10])
    x = np.arange(len(y))

    # Create model and fit
    ir = IsotonicRegression(increasing='auto', out_of_bounds="clip")
    ir.fit(x, y)

    ir_ser = pickle.dumps(ir, pickle.HIGHEST_PROTOCOL)
    ir2 = pickle.loads(ir_ser)
    np.testing.assert_array_equal(ir.predict(x), ir2.predict(x))


def test_isotonic_duplicate_min_entry():
    x = [0, 0, 1]
    y = [0, 0, 1]

    ir = IsotonicRegression(increasing=True, out_of_bounds="clip")
    ir.fit(x, y)
    all_predictions_finite = np.all(np.isfinite(ir.predict(x)))
    assert_true(all_predictions_finite)


def test_isotonic_zero_weight_loop():
    # Test from @ogrisel's issue:
    # https://github.com/scikit-learn/scikit-learn/issues/4297

    # Get deterministic RNG with seed
    rng = np.random.RandomState(42)

    # Create regression and samples
    regression = IsotonicRegression()
    n_samples = 50
    x = np.linspace(-3, 3, n_samples)
    y = x + rng.uniform(size=n_samples)

    # Get some random weights and zero out
    w = rng.uniform(size=n_samples)
    w[5:8] = 0
    regression.fit(x, y, sample_weight=w)
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