1112 lines
43 KiB
Python
1112 lines
43 KiB
Python
from __future__ import division, print_function
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from functools import partial
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from itertools import product
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import numpy as np
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import scipy.sparse as sp
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from sklearn.datasets import make_multilabel_classification
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from sklearn.preprocessing import LabelBinarizer
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from sklearn.utils.multiclass import type_of_target
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from sklearn.utils.validation import check_random_state
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from sklearn.utils import shuffle
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from sklearn.utils.testing import assert_almost_equal
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from sklearn.utils.testing import assert_array_almost_equal
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from sklearn.utils.testing import assert_array_equal
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from sklearn.utils.testing import assert_equal
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from sklearn.utils.testing import assert_greater
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from sklearn.utils.testing import assert_not_equal
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from sklearn.utils.testing import assert_raises
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from sklearn.utils.testing import assert_raise_message
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from sklearn.utils.testing import assert_true
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from sklearn.utils.testing import ignore_warnings
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from sklearn.utils.testing import _named_check
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from sklearn.metrics import accuracy_score
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from sklearn.metrics import average_precision_score
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from sklearn.metrics import brier_score_loss
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from sklearn.metrics import cohen_kappa_score
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from sklearn.metrics import confusion_matrix
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from sklearn.metrics import coverage_error
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from sklearn.metrics import explained_variance_score
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from sklearn.metrics import f1_score
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from sklearn.metrics import fbeta_score
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from sklearn.metrics import hamming_loss
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from sklearn.metrics import hinge_loss
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from sklearn.metrics import jaccard_similarity_score
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from sklearn.metrics import label_ranking_average_precision_score
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from sklearn.metrics import label_ranking_loss
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from sklearn.metrics import log_loss
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from sklearn.metrics import matthews_corrcoef
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from sklearn.metrics import mean_absolute_error
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from sklearn.metrics import mean_squared_error
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from sklearn.metrics import median_absolute_error
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from sklearn.metrics import precision_score
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from sklearn.metrics import r2_score
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from sklearn.metrics import recall_score
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from sklearn.metrics import roc_auc_score
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from sklearn.metrics import zero_one_loss
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# TODO Curve are currently not covered by invariance test
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# from sklearn.metrics import precision_recall_curve
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# from sklearn.metrics import roc_curve
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from sklearn.metrics.base import _average_binary_score
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# Note toward developers about metric testing
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# -------------------------------------------
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# It is often possible to write one general test for several metrics:
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#
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# - invariance properties, e.g. invariance to sample order
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# - common behavior for an argument, e.g. the "normalize" with value True
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# will return the mean of the metrics and with value False will return
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# the sum of the metrics.
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#
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# In order to improve the overall metric testing, it is a good idea to write
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# first a specific test for the given metric and then add a general test for
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# all metrics that have the same behavior.
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#
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# Two types of datastructures are used in order to implement this system:
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# dictionaries of metrics and lists of metrics wit common properties.
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#
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# Dictionaries of metrics
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# ------------------------
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# The goal of having those dictionaries is to have an easy way to call a
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# particular metric and associate a name to each function:
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#
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# - REGRESSION_METRICS: all regression metrics.
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# - CLASSIFICATION_METRICS: all classification metrics
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# which compare a ground truth and the estimated targets as returned by a
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# classifier.
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# - THRESHOLDED_METRICS: all classification metrics which
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# compare a ground truth and a score, e.g. estimated probabilities or
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# decision function (format might vary)
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#
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# Those dictionaries will be used to test systematically some invariance
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# properties, e.g. invariance toward several input layout.
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#
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REGRESSION_METRICS = {
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"mean_absolute_error": mean_absolute_error,
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"mean_squared_error": mean_squared_error,
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"median_absolute_error": median_absolute_error,
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"explained_variance_score": explained_variance_score,
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"r2_score": partial(r2_score, multioutput='variance_weighted'),
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}
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CLASSIFICATION_METRICS = {
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"accuracy_score": accuracy_score,
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"unnormalized_accuracy_score": partial(accuracy_score, normalize=False),
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"confusion_matrix": confusion_matrix,
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"hamming_loss": hamming_loss,
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"jaccard_similarity_score": jaccard_similarity_score,
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"unnormalized_jaccard_similarity_score":
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partial(jaccard_similarity_score, normalize=False),
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"zero_one_loss": zero_one_loss,
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"unnormalized_zero_one_loss": partial(zero_one_loss, normalize=False),
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# These are needed to test averaging
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"precision_score": precision_score,
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"recall_score": recall_score,
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"f1_score": f1_score,
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"f2_score": partial(fbeta_score, beta=2),
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"f0.5_score": partial(fbeta_score, beta=0.5),
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"matthews_corrcoef_score": matthews_corrcoef,
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"weighted_f0.5_score": partial(fbeta_score, average="weighted", beta=0.5),
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"weighted_f1_score": partial(f1_score, average="weighted"),
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"weighted_f2_score": partial(fbeta_score, average="weighted", beta=2),
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"weighted_precision_score": partial(precision_score, average="weighted"),
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"weighted_recall_score": partial(recall_score, average="weighted"),
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"micro_f0.5_score": partial(fbeta_score, average="micro", beta=0.5),
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"micro_f1_score": partial(f1_score, average="micro"),
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"micro_f2_score": partial(fbeta_score, average="micro", beta=2),
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"micro_precision_score": partial(precision_score, average="micro"),
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"micro_recall_score": partial(recall_score, average="micro"),
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"macro_f0.5_score": partial(fbeta_score, average="macro", beta=0.5),
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"macro_f1_score": partial(f1_score, average="macro"),
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"macro_f2_score": partial(fbeta_score, average="macro", beta=2),
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"macro_precision_score": partial(precision_score, average="macro"),
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"macro_recall_score": partial(recall_score, average="macro"),
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"samples_f0.5_score": partial(fbeta_score, average="samples", beta=0.5),
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"samples_f1_score": partial(f1_score, average="samples"),
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"samples_f2_score": partial(fbeta_score, average="samples", beta=2),
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"samples_precision_score": partial(precision_score, average="samples"),
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"samples_recall_score": partial(recall_score, average="samples"),
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"cohen_kappa_score": cohen_kappa_score,
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}
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THRESHOLDED_METRICS = {
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"coverage_error": coverage_error,
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"label_ranking_loss": label_ranking_loss,
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"log_loss": log_loss,
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"unnormalized_log_loss": partial(log_loss, normalize=False),
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"hinge_loss": hinge_loss,
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"brier_score_loss": brier_score_loss,
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"roc_auc_score": roc_auc_score,
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"weighted_roc_auc": partial(roc_auc_score, average="weighted"),
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"samples_roc_auc": partial(roc_auc_score, average="samples"),
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"micro_roc_auc": partial(roc_auc_score, average="micro"),
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"macro_roc_auc": partial(roc_auc_score, average="macro"),
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"average_precision_score": average_precision_score,
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"weighted_average_precision_score":
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partial(average_precision_score, average="weighted"),
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"samples_average_precision_score":
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partial(average_precision_score, average="samples"),
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"micro_average_precision_score":
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partial(average_precision_score, average="micro"),
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"macro_average_precision_score":
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partial(average_precision_score, average="macro"),
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"label_ranking_average_precision_score":
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label_ranking_average_precision_score,
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}
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ALL_METRICS = dict()
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ALL_METRICS.update(THRESHOLDED_METRICS)
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ALL_METRICS.update(CLASSIFICATION_METRICS)
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ALL_METRICS.update(REGRESSION_METRICS)
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# Lists of metrics with common properties
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# ---------------------------------------
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# Lists of metrics with common properties are used to test systematically some
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# functionalities and invariance, e.g. SYMMETRIC_METRICS lists all metrics that
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# are symmetric with respect to their input argument y_true and y_pred.
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#
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# When you add a new metric or functionality, check if a general test
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# is already written.
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# Those metrics don't support binary inputs
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METRIC_UNDEFINED_BINARY = [
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"samples_f0.5_score",
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"samples_f1_score",
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"samples_f2_score",
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"samples_precision_score",
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"samples_recall_score",
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"coverage_error",
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"roc_auc_score",
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"micro_roc_auc",
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"weighted_roc_auc",
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"macro_roc_auc",
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"samples_roc_auc",
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"average_precision_score",
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"weighted_average_precision_score",
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"micro_average_precision_score",
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"macro_average_precision_score",
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"samples_average_precision_score",
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"label_ranking_loss",
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"label_ranking_average_precision_score",
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]
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# Those metrics don't support multiclass inputs
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METRIC_UNDEFINED_MULTICLASS = [
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"brier_score_loss",
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# with default average='binary', multiclass is prohibited
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"precision_score",
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"recall_score",
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"f1_score",
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"f2_score",
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"f0.5_score",
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]
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# Metric undefined with "binary" or "multiclass" input
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METRIC_UNDEFINED_BINARY_MULTICLASS = set(METRIC_UNDEFINED_BINARY).union(
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set(METRIC_UNDEFINED_MULTICLASS))
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# Metrics with an "average" argument
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METRICS_WITH_AVERAGING = [
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"precision_score", "recall_score", "f1_score", "f2_score", "f0.5_score"
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]
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# Threshold-based metrics with an "average" argument
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THRESHOLDED_METRICS_WITH_AVERAGING = [
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"roc_auc_score", "average_precision_score",
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]
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# Metrics with a "pos_label" argument
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METRICS_WITH_POS_LABEL = [
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"roc_curve",
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"brier_score_loss",
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"precision_score", "recall_score", "f1_score", "f2_score", "f0.5_score",
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# pos_label support deprecated; to be removed in 0.18:
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"weighted_f0.5_score", "weighted_f1_score", "weighted_f2_score",
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"weighted_precision_score", "weighted_recall_score",
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"micro_f0.5_score", "micro_f1_score", "micro_f2_score",
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"micro_precision_score", "micro_recall_score",
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"macro_f0.5_score", "macro_f1_score", "macro_f2_score",
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"macro_precision_score", "macro_recall_score",
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]
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# Metrics with a "labels" argument
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# TODO: Handle multi_class metrics that has a labels argument as well as a
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# decision function argument. e.g hinge_loss
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METRICS_WITH_LABELS = [
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"confusion_matrix",
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"hamming_loss",
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"precision_score", "recall_score", "f1_score", "f2_score", "f0.5_score",
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"weighted_f0.5_score", "weighted_f1_score", "weighted_f2_score",
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"weighted_precision_score", "weighted_recall_score",
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"micro_f0.5_score", "micro_f1_score", "micro_f2_score",
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"micro_precision_score", "micro_recall_score",
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"macro_f0.5_score", "macro_f1_score", "macro_f2_score",
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"macro_precision_score", "macro_recall_score",
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"cohen_kappa_score",
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]
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# Metrics with a "normalize" option
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METRICS_WITH_NORMALIZE_OPTION = [
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"accuracy_score",
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"jaccard_similarity_score",
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"zero_one_loss",
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]
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# Threshold-based metrics with "multilabel-indicator" format support
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THRESHOLDED_MULTILABEL_METRICS = [
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"log_loss",
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"unnormalized_log_loss",
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"roc_auc_score", "weighted_roc_auc", "samples_roc_auc",
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"micro_roc_auc", "macro_roc_auc",
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"average_precision_score", "weighted_average_precision_score",
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"samples_average_precision_score", "micro_average_precision_score",
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"macro_average_precision_score",
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"coverage_error", "label_ranking_loss",
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]
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# Classification metrics with "multilabel-indicator" format
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MULTILABELS_METRICS = [
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"accuracy_score", "unnormalized_accuracy_score",
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"hamming_loss",
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"jaccard_similarity_score", "unnormalized_jaccard_similarity_score",
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"zero_one_loss", "unnormalized_zero_one_loss",
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"weighted_f0.5_score", "weighted_f1_score", "weighted_f2_score",
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"weighted_precision_score", "weighted_recall_score",
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"macro_f0.5_score", "macro_f1_score", "macro_f2_score",
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"macro_precision_score", "macro_recall_score",
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"micro_f0.5_score", "micro_f1_score", "micro_f2_score",
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"micro_precision_score", "micro_recall_score",
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"samples_f0.5_score", "samples_f1_score", "samples_f2_score",
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"samples_precision_score", "samples_recall_score",
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]
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# Regression metrics with "multioutput-continuous" format support
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MULTIOUTPUT_METRICS = [
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"mean_absolute_error", "mean_squared_error", "r2_score",
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"explained_variance_score"
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]
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# Symmetric with respect to their input arguments y_true and y_pred
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# metric(y_true, y_pred) == metric(y_pred, y_true).
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SYMMETRIC_METRICS = [
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"accuracy_score", "unnormalized_accuracy_score",
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"hamming_loss",
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"jaccard_similarity_score", "unnormalized_jaccard_similarity_score",
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"zero_one_loss", "unnormalized_zero_one_loss",
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"f1_score", "micro_f1_score", "macro_f1_score",
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"weighted_recall_score",
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# P = R = F = accuracy in multiclass case
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"micro_f0.5_score", "micro_f1_score", "micro_f2_score",
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"micro_precision_score", "micro_recall_score",
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"matthews_corrcoef_score", "mean_absolute_error", "mean_squared_error",
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"median_absolute_error",
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"cohen_kappa_score",
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]
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# Asymmetric with respect to their input arguments y_true and y_pred
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# metric(y_true, y_pred) != metric(y_pred, y_true).
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NOT_SYMMETRIC_METRICS = [
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"explained_variance_score",
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"r2_score",
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"confusion_matrix",
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"precision_score", "recall_score", "f2_score", "f0.5_score",
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"weighted_f0.5_score", "weighted_f1_score", "weighted_f2_score",
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"weighted_precision_score",
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"macro_f0.5_score", "macro_f2_score", "macro_precision_score",
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"macro_recall_score", "log_loss", "hinge_loss"
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]
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# No Sample weight support
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METRICS_WITHOUT_SAMPLE_WEIGHT = [
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"confusion_matrix", # Left this one here because the tests in this file do
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# not work for confusion_matrix, as its output is a
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# matrix instead of a number. Testing of
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# confusion_matrix with sample_weight is in
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# test_classification.py
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"median_absolute_error",
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]
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@ignore_warnings
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def test_symmetry():
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# Test the symmetry of score and loss functions
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random_state = check_random_state(0)
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y_true = random_state.randint(0, 2, size=(20, ))
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y_pred = random_state.randint(0, 2, size=(20, ))
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# We shouldn't forget any metrics
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assert_equal(set(SYMMETRIC_METRICS).union(
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NOT_SYMMETRIC_METRICS, THRESHOLDED_METRICS,
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METRIC_UNDEFINED_BINARY_MULTICLASS),
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set(ALL_METRICS))
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assert_equal(
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set(SYMMETRIC_METRICS).intersection(set(NOT_SYMMETRIC_METRICS)),
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set([]))
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# Symmetric metric
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for name in SYMMETRIC_METRICS:
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metric = ALL_METRICS[name]
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assert_almost_equal(metric(y_true, y_pred),
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metric(y_pred, y_true),
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err_msg="%s is not symmetric" % name)
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# Not symmetric metrics
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for name in NOT_SYMMETRIC_METRICS:
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metric = ALL_METRICS[name]
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assert_true(np.any(metric(y_true, y_pred) != metric(y_pred, y_true)),
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msg="%s seems to be symmetric" % name)
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@ignore_warnings
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def test_sample_order_invariance():
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random_state = check_random_state(0)
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y_true = random_state.randint(0, 2, size=(20, ))
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y_pred = random_state.randint(0, 2, size=(20, ))
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y_true_shuffle, y_pred_shuffle = shuffle(y_true, y_pred, random_state=0)
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for name, metric in ALL_METRICS.items():
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if name in METRIC_UNDEFINED_BINARY_MULTICLASS:
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continue
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assert_almost_equal(metric(y_true, y_pred),
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metric(y_true_shuffle, y_pred_shuffle),
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err_msg="%s is not sample order invariant"
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% name)
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@ignore_warnings
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def test_sample_order_invariance_multilabel_and_multioutput():
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random_state = check_random_state(0)
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# Generate some data
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y_true = random_state.randint(0, 2, size=(20, 25))
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y_pred = random_state.randint(0, 2, size=(20, 25))
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y_score = random_state.normal(size=y_true.shape)
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y_true_shuffle, y_pred_shuffle, y_score_shuffle = shuffle(y_true,
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y_pred,
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y_score,
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random_state=0)
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for name in MULTILABELS_METRICS:
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metric = ALL_METRICS[name]
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assert_almost_equal(metric(y_true, y_pred),
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metric(y_true_shuffle, y_pred_shuffle),
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err_msg="%s is not sample order invariant"
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% name)
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for name in THRESHOLDED_MULTILABEL_METRICS:
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metric = ALL_METRICS[name]
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assert_almost_equal(metric(y_true, y_score),
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metric(y_true_shuffle, y_score_shuffle),
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err_msg="%s is not sample order invariant"
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% name)
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for name in MULTIOUTPUT_METRICS:
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metric = ALL_METRICS[name]
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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():
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y_true = np.zeros((20, 3))
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y_pred = np.zeros((20, 3))
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y_score = np.zeros((20, 3))
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|
y_true_binarize = y_true
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|
y_pred_binarize = y_pred
|
|
|
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for name in METRICS_WITH_AVERAGING:
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|
yield (_named_check(check_averaging, name), name, y_true,
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y_true_binarize, y_pred, y_pred_binarize, y_score)
|
|
|
|
# Test _average_binary_score for weight.sum() == 0
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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,
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|
y_pred_binarize, is_multilabel=True)
|
|
|
|
|
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def test_averaging_multilabel_all_ones():
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y_true = np.ones((20, 3))
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y_pred = np.ones((20, 3))
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y_score = np.ones((20, 3))
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|
y_true_binarize = y_true
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|
y_pred_binarize = y_pred
|
|
|
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for name in METRICS_WITH_AVERAGING:
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|
yield (_named_check(check_averaging, name), name, y_true,
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|
y_true_binarize, y_pred, y_pred_binarize, y_score)
|
|
|
|
|
|
@ignore_warnings
|
|
def check_sample_weight_invariance(name, metric, y1, y2):
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|
rng = np.random.RandomState(0)
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|
sample_weight = rng.randint(1, 10, size=len(y1))
|
|
|
|
# check that unit weights gives the same score as no weight
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|
unweighted_score = metric(y1, y2, sample_weight=None)
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|
assert_almost_equal(
|
|
unweighted_score,
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|
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)
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|
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])
|