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laywerrobot/lib/python3.6/site-packages/sklearn/metrics/tests/test_common.py

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2020-08-27 21:55:39 +02:00
from __future__ import division, print_function
from functools import partial
from itertools import product
import numpy as np
import scipy.sparse as sp
from sklearn.datasets import make_multilabel_classification
from sklearn.preprocessing import LabelBinarizer
from sklearn.utils.multiclass import type_of_target
from sklearn.utils.validation import check_random_state
from sklearn.utils import shuffle
from sklearn.utils.testing import assert_almost_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import assert_greater
from sklearn.utils.testing import assert_not_equal
from sklearn.utils.testing import assert_raises
from sklearn.utils.testing import assert_raise_message
from sklearn.utils.testing import assert_true
from sklearn.utils.testing import ignore_warnings
from sklearn.utils.testing import _named_check
from sklearn.metrics import accuracy_score
from sklearn.metrics import average_precision_score
from sklearn.metrics import brier_score_loss
from sklearn.metrics import cohen_kappa_score
from sklearn.metrics import confusion_matrix
from sklearn.metrics import coverage_error
from sklearn.metrics import explained_variance_score
from sklearn.metrics import f1_score
from sklearn.metrics import fbeta_score
from sklearn.metrics import hamming_loss
from sklearn.metrics import hinge_loss
from sklearn.metrics import jaccard_similarity_score
from sklearn.metrics import label_ranking_average_precision_score
from sklearn.metrics import label_ranking_loss
from sklearn.metrics import log_loss
from sklearn.metrics import matthews_corrcoef
from sklearn.metrics import mean_absolute_error
from sklearn.metrics import mean_squared_error
from sklearn.metrics import median_absolute_error
from sklearn.metrics import precision_score
from sklearn.metrics import r2_score
from sklearn.metrics import recall_score
from sklearn.metrics import roc_auc_score
from sklearn.metrics import zero_one_loss
# TODO Curve are currently not covered by invariance test
# from sklearn.metrics import precision_recall_curve
# from sklearn.metrics import roc_curve
from sklearn.metrics.base import _average_binary_score
# Note toward developers about metric testing
# -------------------------------------------
# It is often possible to write one general test for several metrics:
#
# - invariance properties, e.g. invariance to sample order
# - common behavior for an argument, e.g. the "normalize" with value True
# will return the mean of the metrics and with value False will return
# the sum of the metrics.
#
# In order to improve the overall metric testing, it is a good idea to write
# first a specific test for the given metric and then add a general test for
# all metrics that have the same behavior.
#
# Two types of datastructures are used in order to implement this system:
# dictionaries of metrics and lists of metrics wit common properties.
#
# Dictionaries of metrics
# ------------------------
# The goal of having those dictionaries is to have an easy way to call a
# particular metric and associate a name to each function:
#
# - REGRESSION_METRICS: all regression metrics.
# - CLASSIFICATION_METRICS: all classification metrics
# which compare a ground truth and the estimated targets as returned by a
# classifier.
# - THRESHOLDED_METRICS: all classification metrics which
# compare a ground truth and a score, e.g. estimated probabilities or
# decision function (format might vary)
#
# Those dictionaries will be used to test systematically some invariance
# properties, e.g. invariance toward several input layout.
#
REGRESSION_METRICS = {
"mean_absolute_error": mean_absolute_error,
"mean_squared_error": mean_squared_error,
"median_absolute_error": median_absolute_error,
"explained_variance_score": explained_variance_score,
"r2_score": partial(r2_score, multioutput='variance_weighted'),
}
CLASSIFICATION_METRICS = {
"accuracy_score": accuracy_score,
"unnormalized_accuracy_score": partial(accuracy_score, normalize=False),
"confusion_matrix": confusion_matrix,
"hamming_loss": hamming_loss,
"jaccard_similarity_score": jaccard_similarity_score,
"unnormalized_jaccard_similarity_score":
partial(jaccard_similarity_score, normalize=False),
"zero_one_loss": zero_one_loss,
"unnormalized_zero_one_loss": partial(zero_one_loss, normalize=False),
# These are needed to test averaging
"precision_score": precision_score,
"recall_score": recall_score,
"f1_score": f1_score,
"f2_score": partial(fbeta_score, beta=2),
"f0.5_score": partial(fbeta_score, beta=0.5),
"matthews_corrcoef_score": matthews_corrcoef,
"weighted_f0.5_score": partial(fbeta_score, average="weighted", beta=0.5),
"weighted_f1_score": partial(f1_score, average="weighted"),
"weighted_f2_score": partial(fbeta_score, average="weighted", beta=2),
"weighted_precision_score": partial(precision_score, average="weighted"),
"weighted_recall_score": partial(recall_score, average="weighted"),
"micro_f0.5_score": partial(fbeta_score, average="micro", beta=0.5),
"micro_f1_score": partial(f1_score, average="micro"),
"micro_f2_score": partial(fbeta_score, average="micro", beta=2),
"micro_precision_score": partial(precision_score, average="micro"),
"micro_recall_score": partial(recall_score, average="micro"),
"macro_f0.5_score": partial(fbeta_score, average="macro", beta=0.5),
"macro_f1_score": partial(f1_score, average="macro"),
"macro_f2_score": partial(fbeta_score, average="macro", beta=2),
"macro_precision_score": partial(precision_score, average="macro"),
"macro_recall_score": partial(recall_score, average="macro"),
"samples_f0.5_score": partial(fbeta_score, average="samples", beta=0.5),
"samples_f1_score": partial(f1_score, average="samples"),
"samples_f2_score": partial(fbeta_score, average="samples", beta=2),
"samples_precision_score": partial(precision_score, average="samples"),
"samples_recall_score": partial(recall_score, average="samples"),
"cohen_kappa_score": cohen_kappa_score,
}
THRESHOLDED_METRICS = {
"coverage_error": coverage_error,
"label_ranking_loss": label_ranking_loss,
"log_loss": log_loss,
"unnormalized_log_loss": partial(log_loss, normalize=False),
"hinge_loss": hinge_loss,
"brier_score_loss": brier_score_loss,
"roc_auc_score": roc_auc_score,
"weighted_roc_auc": partial(roc_auc_score, average="weighted"),
"samples_roc_auc": partial(roc_auc_score, average="samples"),
"micro_roc_auc": partial(roc_auc_score, average="micro"),
"macro_roc_auc": partial(roc_auc_score, average="macro"),
"average_precision_score": average_precision_score,
"weighted_average_precision_score":
partial(average_precision_score, average="weighted"),
"samples_average_precision_score":
partial(average_precision_score, average="samples"),
"micro_average_precision_score":
partial(average_precision_score, average="micro"),
"macro_average_precision_score":
partial(average_precision_score, average="macro"),
"label_ranking_average_precision_score":
label_ranking_average_precision_score,
}
ALL_METRICS = dict()
ALL_METRICS.update(THRESHOLDED_METRICS)
ALL_METRICS.update(CLASSIFICATION_METRICS)
ALL_METRICS.update(REGRESSION_METRICS)
# Lists of metrics with common properties
# ---------------------------------------
# Lists of metrics with common properties are used to test systematically some
# functionalities and invariance, e.g. SYMMETRIC_METRICS lists all metrics that
# are symmetric with respect to their input argument y_true and y_pred.
#
# When you add a new metric or functionality, check if a general test
# is already written.
# Those metrics don't support binary inputs
METRIC_UNDEFINED_BINARY = [
"samples_f0.5_score",
"samples_f1_score",
"samples_f2_score",
"samples_precision_score",
"samples_recall_score",
"coverage_error",
"roc_auc_score",
"micro_roc_auc",
"weighted_roc_auc",
"macro_roc_auc",
"samples_roc_auc",
"average_precision_score",
"weighted_average_precision_score",
"micro_average_precision_score",
"macro_average_precision_score",
"samples_average_precision_score",
"label_ranking_loss",
"label_ranking_average_precision_score",
]
# Those metrics don't support multiclass inputs
METRIC_UNDEFINED_MULTICLASS = [
"brier_score_loss",
# with default average='binary', multiclass is prohibited
"precision_score",
"recall_score",
"f1_score",
"f2_score",
"f0.5_score",
]
# Metric undefined with "binary" or "multiclass" input
METRIC_UNDEFINED_BINARY_MULTICLASS = set(METRIC_UNDEFINED_BINARY).union(
set(METRIC_UNDEFINED_MULTICLASS))
# Metrics with an "average" argument
METRICS_WITH_AVERAGING = [
"precision_score", "recall_score", "f1_score", "f2_score", "f0.5_score"
]
# Threshold-based metrics with an "average" argument
THRESHOLDED_METRICS_WITH_AVERAGING = [
"roc_auc_score", "average_precision_score",
]
# Metrics with a "pos_label" argument
METRICS_WITH_POS_LABEL = [
"roc_curve",
"brier_score_loss",
"precision_score", "recall_score", "f1_score", "f2_score", "f0.5_score",
# pos_label support deprecated; to be removed in 0.18:
"weighted_f0.5_score", "weighted_f1_score", "weighted_f2_score",
"weighted_precision_score", "weighted_recall_score",
"micro_f0.5_score", "micro_f1_score", "micro_f2_score",
"micro_precision_score", "micro_recall_score",
"macro_f0.5_score", "macro_f1_score", "macro_f2_score",
"macro_precision_score", "macro_recall_score",
]
# Metrics with a "labels" argument
# TODO: Handle multi_class metrics that has a labels argument as well as a
# decision function argument. e.g hinge_loss
METRICS_WITH_LABELS = [
"confusion_matrix",
"hamming_loss",
"precision_score", "recall_score", "f1_score", "f2_score", "f0.5_score",
"weighted_f0.5_score", "weighted_f1_score", "weighted_f2_score",
"weighted_precision_score", "weighted_recall_score",
"micro_f0.5_score", "micro_f1_score", "micro_f2_score",
"micro_precision_score", "micro_recall_score",
"macro_f0.5_score", "macro_f1_score", "macro_f2_score",
"macro_precision_score", "macro_recall_score",
"cohen_kappa_score",
]
# Metrics with a "normalize" option
METRICS_WITH_NORMALIZE_OPTION = [
"accuracy_score",
"jaccard_similarity_score",
"zero_one_loss",
]
# Threshold-based metrics with "multilabel-indicator" format support
THRESHOLDED_MULTILABEL_METRICS = [
"log_loss",
"unnormalized_log_loss",
"roc_auc_score", "weighted_roc_auc", "samples_roc_auc",
"micro_roc_auc", "macro_roc_auc",
"average_precision_score", "weighted_average_precision_score",
"samples_average_precision_score", "micro_average_precision_score",
"macro_average_precision_score",
"coverage_error", "label_ranking_loss",
]
# Classification metrics with "multilabel-indicator" format
MULTILABELS_METRICS = [
"accuracy_score", "unnormalized_accuracy_score",
"hamming_loss",
"jaccard_similarity_score", "unnormalized_jaccard_similarity_score",
"zero_one_loss", "unnormalized_zero_one_loss",
"weighted_f0.5_score", "weighted_f1_score", "weighted_f2_score",
"weighted_precision_score", "weighted_recall_score",
"macro_f0.5_score", "macro_f1_score", "macro_f2_score",
"macro_precision_score", "macro_recall_score",
"micro_f0.5_score", "micro_f1_score", "micro_f2_score",
"micro_precision_score", "micro_recall_score",
"samples_f0.5_score", "samples_f1_score", "samples_f2_score",
"samples_precision_score", "samples_recall_score",
]
# Regression metrics with "multioutput-continuous" format support
MULTIOUTPUT_METRICS = [
"mean_absolute_error", "mean_squared_error", "r2_score",
"explained_variance_score"
]
# Symmetric with respect to their input arguments y_true and y_pred
# metric(y_true, y_pred) == metric(y_pred, y_true).
SYMMETRIC_METRICS = [
"accuracy_score", "unnormalized_accuracy_score",
"hamming_loss",
"jaccard_similarity_score", "unnormalized_jaccard_similarity_score",
"zero_one_loss", "unnormalized_zero_one_loss",
"f1_score", "micro_f1_score", "macro_f1_score",
"weighted_recall_score",
# P = R = F = accuracy in multiclass case
"micro_f0.5_score", "micro_f1_score", "micro_f2_score",
"micro_precision_score", "micro_recall_score",
"matthews_corrcoef_score", "mean_absolute_error", "mean_squared_error",
"median_absolute_error",
"cohen_kappa_score",
]
# Asymmetric with respect to their input arguments y_true and y_pred
# metric(y_true, y_pred) != metric(y_pred, y_true).
NOT_SYMMETRIC_METRICS = [
"explained_variance_score",
"r2_score",
"confusion_matrix",
"precision_score", "recall_score", "f2_score", "f0.5_score",
"weighted_f0.5_score", "weighted_f1_score", "weighted_f2_score",
"weighted_precision_score",
"macro_f0.5_score", "macro_f2_score", "macro_precision_score",
"macro_recall_score", "log_loss", "hinge_loss"
]
# No Sample weight support
METRICS_WITHOUT_SAMPLE_WEIGHT = [
"confusion_matrix", # Left this one here because the tests in this file do
# not work for confusion_matrix, as its output is a
# matrix instead of a number. Testing of
# confusion_matrix with sample_weight is in
# test_classification.py
"median_absolute_error",
]
@ignore_warnings
def test_symmetry():
# Test the symmetry of score and loss functions
random_state = check_random_state(0)
y_true = random_state.randint(0, 2, size=(20, ))
y_pred = random_state.randint(0, 2, size=(20, ))
# We shouldn't forget any metrics
assert_equal(set(SYMMETRIC_METRICS).union(
NOT_SYMMETRIC_METRICS, THRESHOLDED_METRICS,
METRIC_UNDEFINED_BINARY_MULTICLASS),
set(ALL_METRICS))
assert_equal(
set(SYMMETRIC_METRICS).intersection(set(NOT_SYMMETRIC_METRICS)),
set([]))
# Symmetric metric
for name in SYMMETRIC_METRICS:
metric = ALL_METRICS[name]
assert_almost_equal(metric(y_true, y_pred),
metric(y_pred, y_true),
err_msg="%s is not symmetric" % name)
# Not symmetric metrics
for name in NOT_SYMMETRIC_METRICS:
metric = ALL_METRICS[name]
assert_true(np.any(metric(y_true, y_pred) != metric(y_pred, y_true)),
msg="%s seems to be symmetric" % name)
@ignore_warnings
def test_sample_order_invariance():
random_state = check_random_state(0)
y_true = random_state.randint(0, 2, size=(20, ))
y_pred = random_state.randint(0, 2, size=(20, ))
y_true_shuffle, y_pred_shuffle = shuffle(y_true, y_pred, random_state=0)
for name, metric in ALL_METRICS.items():
if name in METRIC_UNDEFINED_BINARY_MULTICLASS:
continue
assert_almost_equal(metric(y_true, y_pred),
metric(y_true_shuffle, y_pred_shuffle),
err_msg="%s is not sample order invariant"
% name)
@ignore_warnings
def test_sample_order_invariance_multilabel_and_multioutput():
random_state = check_random_state(0)
# Generate some data
y_true = random_state.randint(0, 2, size=(20, 25))
y_pred = random_state.randint(0, 2, size=(20, 25))
y_score = random_state.normal(size=y_true.shape)
y_true_shuffle, y_pred_shuffle, y_score_shuffle = shuffle(y_true,
y_pred,
y_score,
random_state=0)
for name in MULTILABELS_METRICS:
metric = ALL_METRICS[name]
assert_almost_equal(metric(y_true, y_pred),
metric(y_true_shuffle, y_pred_shuffle),
err_msg="%s is not sample order invariant"
% name)
for name in THRESHOLDED_MULTILABEL_METRICS:
metric = ALL_METRICS[name]
assert_almost_equal(metric(y_true, y_score),
metric(y_true_shuffle, y_score_shuffle),
err_msg="%s is not sample order invariant"
% name)
for name in MULTIOUTPUT_METRICS:
metric = ALL_METRICS[name]
assert_almost_equal(metric(y_true, y_score),
metric(y_true_shuffle, y_score_shuffle),
err_msg="%s is not sample order invariant"
% name)
assert_almost_equal(metric(y_true, y_pred),
metric(y_true_shuffle, y_pred_shuffle),
err_msg="%s is not sample order invariant"
% name)
@ignore_warnings
def test_format_invariance_with_1d_vectors():
random_state = check_random_state(0)
y1 = random_state.randint(0, 2, size=(20, ))
y2 = random_state.randint(0, 2, size=(20, ))
y1_list = list(y1)
y2_list = list(y2)
y1_1d, y2_1d = np.array(y1), np.array(y2)
assert_equal(y1_1d.ndim, 1)
assert_equal(y2_1d.ndim, 1)
y1_column = np.reshape(y1_1d, (-1, 1))
y2_column = np.reshape(y2_1d, (-1, 1))
y1_row = np.reshape(y1_1d, (1, -1))
y2_row = np.reshape(y2_1d, (1, -1))
for name, metric in ALL_METRICS.items():
if name in METRIC_UNDEFINED_BINARY_MULTICLASS:
continue
measure = metric(y1, y2)
assert_almost_equal(metric(y1_list, y2_list), measure,
err_msg="%s is not representation invariant "
"with list" % name)
assert_almost_equal(metric(y1_1d, y2_1d), measure,
err_msg="%s is not representation invariant "
"with np-array-1d" % name)
assert_almost_equal(metric(y1_column, y2_column), measure,
err_msg="%s is not representation invariant "
"with np-array-column" % name)
# Mix format support
assert_almost_equal(metric(y1_1d, y2_list), measure,
err_msg="%s is not representation invariant "
"with mix np-array-1d and list" % name)
assert_almost_equal(metric(y1_list, y2_1d), measure,
err_msg="%s is not representation invariant "
"with mix np-array-1d and list" % name)
assert_almost_equal(metric(y1_1d, y2_column), measure,
err_msg="%s is not representation invariant "
"with mix np-array-1d and np-array-column"
% name)
assert_almost_equal(metric(y1_column, y2_1d), measure,
err_msg="%s is not representation invariant "
"with mix np-array-1d and np-array-column"
% name)
assert_almost_equal(metric(y1_list, y2_column), measure,
err_msg="%s is not representation invariant "
"with mix list and np-array-column"
% name)
assert_almost_equal(metric(y1_column, y2_list), measure,
err_msg="%s is not representation invariant "
"with mix list and np-array-column"
% name)
# These mix representations aren't allowed
assert_raises(ValueError, metric, y1_1d, y2_row)
assert_raises(ValueError, metric, y1_row, y2_1d)
assert_raises(ValueError, metric, y1_list, y2_row)
assert_raises(ValueError, metric, y1_row, y2_list)
assert_raises(ValueError, metric, y1_column, y2_row)
assert_raises(ValueError, metric, y1_row, y2_column)
# NB: We do not test for y1_row, y2_row as these may be
# interpreted as multilabel or multioutput data.
if (name not in (MULTIOUTPUT_METRICS + THRESHOLDED_MULTILABEL_METRICS +
MULTILABELS_METRICS)):
assert_raises(ValueError, metric, y1_row, y2_row)
@ignore_warnings
def test_invariance_string_vs_numbers_labels():
# Ensure that classification metrics with string labels
random_state = check_random_state(0)
y1 = random_state.randint(0, 2, size=(20, ))
y2 = random_state.randint(0, 2, size=(20, ))
y1_str = np.array(["eggs", "spam"])[y1]
y2_str = np.array(["eggs", "spam"])[y2]
pos_label_str = "spam"
labels_str = ["eggs", "spam"]
for name, metric in CLASSIFICATION_METRICS.items():
if name in METRIC_UNDEFINED_BINARY_MULTICLASS:
continue
measure_with_number = metric(y1, y2)
# Ugly, but handle case with a pos_label and label
metric_str = metric
if name in METRICS_WITH_POS_LABEL:
metric_str = partial(metric_str, pos_label=pos_label_str)
measure_with_str = metric_str(y1_str, y2_str)
assert_array_equal(measure_with_number, measure_with_str,
err_msg="{0} failed string vs number invariance "
"test".format(name))
measure_with_strobj = metric_str(y1_str.astype('O'),
y2_str.astype('O'))
assert_array_equal(measure_with_number, measure_with_strobj,
err_msg="{0} failed string object vs number "
"invariance test".format(name))
if name in METRICS_WITH_LABELS:
metric_str = partial(metric_str, labels=labels_str)
measure_with_str = metric_str(y1_str, y2_str)
assert_array_equal(measure_with_number, measure_with_str,
err_msg="{0} failed string vs number "
"invariance test".format(name))
measure_with_strobj = metric_str(y1_str.astype('O'),
y2_str.astype('O'))
assert_array_equal(measure_with_number, measure_with_strobj,
err_msg="{0} failed string vs number "
"invariance test".format(name))
for name, metric in THRESHOLDED_METRICS.items():
if name in ("log_loss", "hinge_loss", "unnormalized_log_loss",
"brier_score_loss"):
# Ugly, but handle case with a pos_label and label
metric_str = metric
if name in METRICS_WITH_POS_LABEL:
metric_str = partial(metric_str, pos_label=pos_label_str)
measure_with_number = metric(y1, y2)
measure_with_str = metric_str(y1_str, y2)
assert_array_equal(measure_with_number, measure_with_str,
err_msg="{0} failed string vs number "
"invariance test".format(name))
measure_with_strobj = metric(y1_str.astype('O'), y2)
assert_array_equal(measure_with_number, measure_with_strobj,
err_msg="{0} failed string object vs number "
"invariance test".format(name))
else:
# TODO those metrics doesn't support string label yet
assert_raises(ValueError, metric, y1_str, y2)
assert_raises(ValueError, metric, y1_str.astype('O'), y2)
def test_inf_nan_input():
invalids =[([0, 1], [np.inf, np.inf]),
([0, 1], [np.nan, np.nan]),
([0, 1], [np.nan, np.inf])]
METRICS = dict()
METRICS.update(THRESHOLDED_METRICS)
METRICS.update(REGRESSION_METRICS)
for metric in METRICS.values():
for y_true, y_score in invalids:
assert_raise_message(ValueError,
"contains NaN, infinity",
metric, y_true, y_score)
# Classification metrics all raise a mixed input exception
for metric in CLASSIFICATION_METRICS.values():
for y_true, y_score in invalids:
assert_raise_message(ValueError,
"Classification metrics can't handle a mix "
"of binary and continuous targets",
metric, y_true, y_score)
@ignore_warnings
def check_single_sample(name):
# Non-regression test: scores should work with a single sample.
# This is important for leave-one-out cross validation.
# Score functions tested are those that formerly called np.squeeze,
# which turns an array of size 1 into a 0-d array (!).
metric = ALL_METRICS[name]
# assert that no exception is thrown
for i, j in product([0, 1], repeat=2):
metric([i], [j])
@ignore_warnings
def check_single_sample_multioutput(name):
metric = ALL_METRICS[name]
for i, j, k, l in product([0, 1], repeat=4):
metric(np.array([[i, j]]), np.array([[k, l]]))
def test_single_sample():
for name in ALL_METRICS:
if (name in METRIC_UNDEFINED_BINARY_MULTICLASS or
name in THRESHOLDED_METRICS):
# Those metrics are not always defined with one sample
# or in multiclass classification
continue
yield check_single_sample, name
for name in MULTIOUTPUT_METRICS + MULTILABELS_METRICS:
yield check_single_sample_multioutput, name
def test_multioutput_number_of_output_differ():
y_true = np.array([[1, 0, 0, 1], [0, 1, 1, 1], [1, 1, 0, 1]])
y_pred = np.array([[0, 0], [1, 0], [0, 0]])
for name in MULTIOUTPUT_METRICS:
metric = ALL_METRICS[name]
assert_raises(ValueError, metric, y_true, y_pred)
def test_multioutput_regression_invariance_to_dimension_shuffling():
# test invariance to dimension shuffling
random_state = check_random_state(0)
y_true = random_state.uniform(0, 2, size=(20, 5))
y_pred = random_state.uniform(0, 2, size=(20, 5))
for name in MULTIOUTPUT_METRICS:
metric = ALL_METRICS[name]
error = metric(y_true, y_pred)
for _ in range(3):
perm = random_state.permutation(y_true.shape[1])
assert_almost_equal(metric(y_true[:, perm], y_pred[:, perm]),
error,
err_msg="%s is not dimension shuffling "
"invariant" % name)
@ignore_warnings
def test_multilabel_representation_invariance():
# Generate some data
n_classes = 4
n_samples = 50
_, y1 = make_multilabel_classification(n_features=1, n_classes=n_classes,
random_state=0, n_samples=n_samples,
allow_unlabeled=True)
_, y2 = make_multilabel_classification(n_features=1, n_classes=n_classes,
random_state=1, n_samples=n_samples,
allow_unlabeled=True)
# To make sure at least one empty label is present
y1 = np.vstack([y1, [[0] * n_classes]])
y2 = np.vstack([y2, [[0] * n_classes]])
y1_sparse_indicator = sp.coo_matrix(y1)
y2_sparse_indicator = sp.coo_matrix(y2)
for name in MULTILABELS_METRICS:
metric = ALL_METRICS[name]
# XXX cruel hack to work with partial functions
if isinstance(metric, partial):
metric.__module__ = 'tmp'
metric.__name__ = name
measure = metric(y1, y2)
# Check representation invariance
assert_almost_equal(metric(y1_sparse_indicator,
y2_sparse_indicator),
measure,
err_msg="%s failed representation invariance "
"between dense and sparse indicator "
"formats." % name)
def test_raise_value_error_multilabel_sequences():
# make sure the multilabel-sequence format raises ValueError
multilabel_sequences = [
[[0, 1]],
[[1], [2], [0, 1]],
[(), (2), (0, 1)],
[[]],
[()],
np.array([[], [1, 2]], dtype='object')]
for name in MULTILABELS_METRICS:
metric = ALL_METRICS[name]
for seq in multilabel_sequences:
assert_raises(ValueError, metric, seq, seq)
def test_normalize_option_binary_classification(n_samples=20):
# Test in the binary case
random_state = check_random_state(0)
y_true = random_state.randint(0, 2, size=(n_samples, ))
y_pred = random_state.randint(0, 2, size=(n_samples, ))
for name in METRICS_WITH_NORMALIZE_OPTION:
metrics = ALL_METRICS[name]
measure = metrics(y_true, y_pred, normalize=True)
assert_greater(measure, 0,
msg="We failed to test correctly the normalize option")
assert_almost_equal(metrics(y_true, y_pred, normalize=False)
/ n_samples, measure)
def test_normalize_option_multiclass_classification():
# Test in the multiclass case
random_state = check_random_state(0)
y_true = random_state.randint(0, 4, size=(20, ))
y_pred = random_state.randint(0, 4, size=(20, ))
n_samples = y_true.shape[0]
for name in METRICS_WITH_NORMALIZE_OPTION:
metrics = ALL_METRICS[name]
measure = metrics(y_true, y_pred, normalize=True)
assert_greater(measure, 0,
msg="We failed to test correctly the normalize option")
assert_almost_equal(metrics(y_true, y_pred, normalize=False)
/ n_samples, measure)
def test_normalize_option_multilabel_classification():
# Test in the multilabel case
n_classes = 4
n_samples = 100
# for both random_state 0 and 1, y_true and y_pred has at least one
# unlabelled entry
_, y_true = make_multilabel_classification(n_features=1,
n_classes=n_classes,
random_state=0,
allow_unlabeled=True,
n_samples=n_samples)
_, y_pred = make_multilabel_classification(n_features=1,
n_classes=n_classes,
random_state=1,
allow_unlabeled=True,
n_samples=n_samples)
# To make sure at least one empty label is present
y_true += [0]*n_classes
y_pred += [0]*n_classes
for name in METRICS_WITH_NORMALIZE_OPTION:
metrics = ALL_METRICS[name]
measure = metrics(y_true, y_pred, normalize=True)
assert_greater(measure, 0,
msg="We failed to test correctly the normalize option")
assert_almost_equal(metrics(y_true, y_pred, normalize=False)
/ n_samples, measure,
err_msg="Failed with %s" % name)
@ignore_warnings
def _check_averaging(metric, y_true, y_pred, y_true_binarize, y_pred_binarize,
is_multilabel):
n_samples, n_classes = y_true_binarize.shape
# No averaging
label_measure = metric(y_true, y_pred, average=None)
assert_array_almost_equal(label_measure,
[metric(y_true_binarize[:, i],
y_pred_binarize[:, i])
for i in range(n_classes)])
# Micro measure
micro_measure = metric(y_true, y_pred, average="micro")
assert_almost_equal(micro_measure, metric(y_true_binarize.ravel(),
y_pred_binarize.ravel()))
# Macro measure
macro_measure = metric(y_true, y_pred, average="macro")
assert_almost_equal(macro_measure, np.mean(label_measure))
# Weighted measure
weights = np.sum(y_true_binarize, axis=0, dtype=int)
if np.sum(weights) != 0:
weighted_measure = metric(y_true, y_pred, average="weighted")
assert_almost_equal(weighted_measure, np.average(label_measure,
weights=weights))
else:
weighted_measure = metric(y_true, y_pred, average="weighted")
assert_almost_equal(weighted_measure, 0)
# Sample measure
if is_multilabel:
sample_measure = metric(y_true, y_pred, average="samples")
assert_almost_equal(sample_measure,
np.mean([metric(y_true_binarize[i],
y_pred_binarize[i])
for i in range(n_samples)]))
assert_raises(ValueError, metric, y_true, y_pred, average="unknown")
assert_raises(ValueError, metric, y_true, y_pred, average="garbage")
def check_averaging(name, y_true, y_true_binarize, y_pred, y_pred_binarize,
y_score):
is_multilabel = type_of_target(y_true).startswith("multilabel")
metric = ALL_METRICS[name]
if name in METRICS_WITH_AVERAGING:
_check_averaging(metric, y_true, y_pred, y_true_binarize,
y_pred_binarize, is_multilabel)
elif name in THRESHOLDED_METRICS_WITH_AVERAGING:
_check_averaging(metric, y_true, y_score, y_true_binarize,
y_score, is_multilabel)
else:
raise ValueError("Metric is not recorded as having an average option")
def test_averaging_multiclass(n_samples=50, n_classes=3):
random_state = check_random_state(0)
y_true = random_state.randint(0, n_classes, size=(n_samples, ))
y_pred = random_state.randint(0, n_classes, size=(n_samples, ))
y_score = random_state.uniform(size=(n_samples, n_classes))
lb = LabelBinarizer().fit(y_true)
y_true_binarize = lb.transform(y_true)
y_pred_binarize = lb.transform(y_pred)
for name in METRICS_WITH_AVERAGING:
yield (_named_check(check_averaging, name), name, y_true,
y_true_binarize, y_pred, y_pred_binarize, y_score)
def test_averaging_multilabel(n_classes=5, n_samples=40):
_, y = make_multilabel_classification(n_features=1, n_classes=n_classes,
random_state=5, n_samples=n_samples,
allow_unlabeled=False)
y_true = y[:20]
y_pred = y[20:]
y_score = check_random_state(0).normal(size=(20, n_classes))
y_true_binarize = y_true
y_pred_binarize = y_pred
for name in METRICS_WITH_AVERAGING + THRESHOLDED_METRICS_WITH_AVERAGING:
yield (_named_check(check_averaging, name), name, y_true,
y_true_binarize, y_pred, y_pred_binarize, y_score)
def test_averaging_multilabel_all_zeroes():
y_true = np.zeros((20, 3))
y_pred = np.zeros((20, 3))
y_score = np.zeros((20, 3))
y_true_binarize = y_true
y_pred_binarize = y_pred
for name in METRICS_WITH_AVERAGING:
yield (_named_check(check_averaging, name), name, y_true,
y_true_binarize, y_pred, y_pred_binarize, y_score)
# Test _average_binary_score for weight.sum() == 0
binary_metric = (lambda y_true, y_score, average="macro":
_average_binary_score(
precision_score, y_true, y_score, average))
_check_averaging(binary_metric, y_true, y_pred, y_true_binarize,
y_pred_binarize, is_multilabel=True)
def test_averaging_multilabel_all_ones():
y_true = np.ones((20, 3))
y_pred = np.ones((20, 3))
y_score = np.ones((20, 3))
y_true_binarize = y_true
y_pred_binarize = y_pred
for name in METRICS_WITH_AVERAGING:
yield (_named_check(check_averaging, name), name, y_true,
y_true_binarize, y_pred, y_pred_binarize, y_score)
@ignore_warnings
def check_sample_weight_invariance(name, metric, y1, y2):
rng = np.random.RandomState(0)
sample_weight = rng.randint(1, 10, size=len(y1))
# check that unit weights gives the same score as no weight
unweighted_score = metric(y1, y2, sample_weight=None)
assert_almost_equal(
unweighted_score,
metric(y1, y2, sample_weight=np.ones(shape=len(y1))),
err_msg="For %s sample_weight=None is not equivalent to "
"sample_weight=ones" % name)
# check that the weighted and unweighted scores are unequal
weighted_score = metric(y1, y2, sample_weight=sample_weight)
assert_not_equal(
unweighted_score, weighted_score,
msg="Unweighted and weighted scores are unexpectedly "
"equal (%f) for %s" % (weighted_score, name))
# check that sample_weight can be a list
weighted_score_list = metric(y1, y2,
sample_weight=sample_weight.tolist())
assert_almost_equal(
weighted_score, weighted_score_list,
err_msg=("Weighted scores for array and list "
"sample_weight input are not equal (%f != %f) for %s") % (
weighted_score, weighted_score_list, name))
# check that integer weights is the same as repeated samples
repeat_weighted_score = metric(
np.repeat(y1, sample_weight, axis=0),
np.repeat(y2, sample_weight, axis=0), sample_weight=None)
assert_almost_equal(
weighted_score, repeat_weighted_score,
err_msg="Weighting %s is not equal to repeating samples" % name)
# check that ignoring a fraction of the samples is equivalent to setting
# the corresponding weights to zero
sample_weight_subset = sample_weight[1::2]
sample_weight_zeroed = np.copy(sample_weight)
sample_weight_zeroed[::2] = 0
y1_subset = y1[1::2]
y2_subset = y2[1::2]
weighted_score_subset = metric(y1_subset, y2_subset,
sample_weight=sample_weight_subset)
weighted_score_zeroed = metric(y1, y2,
sample_weight=sample_weight_zeroed)
assert_almost_equal(
weighted_score_subset, weighted_score_zeroed,
err_msg=("Zeroing weights does not give the same result as "
"removing the corresponding samples (%f != %f) for %s" %
(weighted_score_zeroed, weighted_score_subset, name)))
if not name.startswith('unnormalized'):
# check that the score is invariant under scaling of the weights by a
# common factor
for scaling in [2, 0.3]:
assert_almost_equal(
weighted_score,
metric(y1, y2, sample_weight=sample_weight * scaling),
err_msg="%s sample_weight is not invariant "
"under scaling" % name)
# Check that if sample_weight.shape[0] != y_true.shape[0], it raised an
# error
assert_raises(Exception, metric, y1, y2,
sample_weight=np.hstack([sample_weight, sample_weight]))
def test_sample_weight_invariance(n_samples=50):
random_state = check_random_state(0)
# regression
y_true = random_state.random_sample(size=(n_samples,))
y_pred = random_state.random_sample(size=(n_samples,))
for name in ALL_METRICS:
if name not in REGRESSION_METRICS:
continue
if name in METRICS_WITHOUT_SAMPLE_WEIGHT:
continue
metric = ALL_METRICS[name]
yield _named_check(check_sample_weight_invariance, name), name,\
metric, y_true, y_pred
# binary
random_state = check_random_state(0)
y_true = random_state.randint(0, 2, size=(n_samples, ))
y_pred = random_state.randint(0, 2, size=(n_samples, ))
y_score = random_state.random_sample(size=(n_samples,))
for name in ALL_METRICS:
if name in REGRESSION_METRICS:
continue
if (name in METRICS_WITHOUT_SAMPLE_WEIGHT or
name in METRIC_UNDEFINED_BINARY):
continue
metric = ALL_METRICS[name]
if name in THRESHOLDED_METRICS:
yield _named_check(check_sample_weight_invariance, name), name,\
metric, y_true, y_score
else:
yield _named_check(check_sample_weight_invariance, name), name,\
metric, y_true, y_pred
# multiclass
random_state = check_random_state(0)
y_true = random_state.randint(0, 5, size=(n_samples, ))
y_pred = random_state.randint(0, 5, size=(n_samples, ))
y_score = random_state.random_sample(size=(n_samples, 5))
for name in ALL_METRICS:
if name in REGRESSION_METRICS:
continue
if (name in METRICS_WITHOUT_SAMPLE_WEIGHT or
name in METRIC_UNDEFINED_BINARY_MULTICLASS):
continue
metric = ALL_METRICS[name]
if name in THRESHOLDED_METRICS:
yield _named_check(check_sample_weight_invariance, name), name,\
metric, y_true, y_score
else:
yield _named_check(check_sample_weight_invariance, name), name,\
metric, y_true, y_pred
# multilabel indicator
_, ya = make_multilabel_classification(n_features=1, n_classes=20,
random_state=0, n_samples=100,
allow_unlabeled=False)
_, yb = make_multilabel_classification(n_features=1, n_classes=20,
random_state=1, n_samples=100,
allow_unlabeled=False)
y_true = np.vstack([ya, yb])
y_pred = np.vstack([ya, ya])
y_score = random_state.randint(1, 4, size=y_true.shape)
for name in (MULTILABELS_METRICS + THRESHOLDED_MULTILABEL_METRICS +
MULTIOUTPUT_METRICS):
if name in METRICS_WITHOUT_SAMPLE_WEIGHT:
continue
metric = ALL_METRICS[name]
if name in THRESHOLDED_METRICS:
yield (_named_check(check_sample_weight_invariance, name), name,
metric, y_true, y_score)
else:
yield (_named_check(check_sample_weight_invariance, name), name,
metric, y_true, y_pred)
@ignore_warnings
def test_no_averaging_labels():
# test labels argument when not using averaging
# in multi-class and multi-label cases
y_true_multilabel = np.array([[1, 1, 0, 0], [1, 1, 0, 0]])
y_pred_multilabel = np.array([[0, 0, 1, 1], [0, 1, 1, 0]])
y_true_multiclass = np.array([0, 1, 2])
y_pred_multiclass = np.array([0, 2, 3])
labels = np.array([3, 0, 1, 2])
_, inverse_labels = np.unique(labels, return_inverse=True)
for name in METRICS_WITH_AVERAGING:
for y_true, y_pred in [[y_true_multiclass, y_pred_multiclass],
[y_true_multilabel, y_pred_multilabel]]:
if name not in MULTILABELS_METRICS and y_pred.ndim > 1:
continue
metric = ALL_METRICS[name]
score_labels = metric(y_true, y_pred, labels=labels, average=None)
score = metric(y_true, y_pred, average=None)
assert_array_equal(score_labels, score[inverse_labels])
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