1252 lines
47 KiB
Python
1252 lines
47 KiB
Python
"""Test the cross_validation module"""
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from __future__ import division
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import warnings
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import numpy as np
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from scipy.sparse import coo_matrix
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from scipy.sparse import csr_matrix
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from scipy import stats
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from sklearn.exceptions import ConvergenceWarning
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from sklearn.utils.testing import assert_true
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from sklearn.utils.testing import assert_false
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from sklearn.utils.testing import assert_equal
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from sklearn.utils.testing import assert_almost_equal
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from sklearn.utils.testing import assert_raises
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from sklearn.utils.testing import assert_greater
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from sklearn.utils.testing import assert_greater_equal
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from sklearn.utils.testing import assert_less
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from sklearn.utils.testing import assert_not_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_warns_message
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from sklearn.utils.testing import assert_raise_message
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from sklearn.utils.testing import ignore_warnings
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from sklearn.utils.mocking import CheckingClassifier, MockDataFrame
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with warnings.catch_warnings():
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warnings.simplefilter('ignore')
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from sklearn import cross_validation as cval
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from sklearn.datasets import make_regression
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from sklearn.datasets import load_boston
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from sklearn.datasets import load_digits
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from sklearn.datasets import load_iris
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from sklearn.datasets import make_multilabel_classification
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from sklearn.metrics import explained_variance_score
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from sklearn.metrics import make_scorer
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from sklearn.metrics import precision_score
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from sklearn.externals import six
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from sklearn.externals.six.moves import zip
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from sklearn.linear_model import Ridge
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from sklearn.multiclass import OneVsRestClassifier
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from sklearn.neighbors import KNeighborsClassifier
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from sklearn.svm import SVC
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from sklearn.cluster import KMeans
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from sklearn.preprocessing import Imputer
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from sklearn.pipeline import Pipeline
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class MockClassifier(object):
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"""Dummy classifier to test the cross-validation"""
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def __init__(self, a=0, allow_nd=False):
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self.a = a
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self.allow_nd = allow_nd
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def fit(self, X, Y=None, sample_weight=None, class_prior=None,
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sparse_sample_weight=None, sparse_param=None, dummy_int=None,
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dummy_str=None, dummy_obj=None, callback=None):
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"""The dummy arguments are to test that this fit function can
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accept non-array arguments through cross-validation, such as:
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- int
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- str (this is actually array-like)
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- object
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- function
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"""
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self.dummy_int = dummy_int
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self.dummy_str = dummy_str
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self.dummy_obj = dummy_obj
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if callback is not None:
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callback(self)
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if self.allow_nd:
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X = X.reshape(len(X), -1)
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if X.ndim >= 3 and not self.allow_nd:
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raise ValueError('X cannot be d')
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if sample_weight is not None:
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assert_true(sample_weight.shape[0] == X.shape[0],
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'MockClassifier extra fit_param sample_weight.shape[0]'
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' is {0}, should be {1}'.format(sample_weight.shape[0],
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X.shape[0]))
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if class_prior is not None:
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assert_true(class_prior.shape[0] == len(np.unique(y)),
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'MockClassifier extra fit_param class_prior.shape[0]'
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' is {0}, should be {1}'.format(class_prior.shape[0],
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len(np.unique(y))))
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if sparse_sample_weight is not None:
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fmt = ('MockClassifier extra fit_param sparse_sample_weight'
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'.shape[0] is {0}, should be {1}')
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assert_true(sparse_sample_weight.shape[0] == X.shape[0],
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fmt.format(sparse_sample_weight.shape[0], X.shape[0]))
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if sparse_param is not None:
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fmt = ('MockClassifier extra fit_param sparse_param.shape '
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'is ({0}, {1}), should be ({2}, {3})')
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assert_true(sparse_param.shape == P_sparse.shape,
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fmt.format(sparse_param.shape[0],
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sparse_param.shape[1],
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P_sparse.shape[0], P_sparse.shape[1]))
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return self
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def predict(self, T):
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if self.allow_nd:
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T = T.reshape(len(T), -1)
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return T[:, 0]
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def score(self, X=None, Y=None):
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return 1. / (1 + np.abs(self.a))
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def get_params(self, deep=False):
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return {'a': self.a, 'allow_nd': self.allow_nd}
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X = np.ones((10, 2))
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X_sparse = coo_matrix(X)
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W_sparse = coo_matrix((np.array([1]), (np.array([1]), np.array([0]))),
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shape=(10, 1))
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P_sparse = coo_matrix(np.eye(5))
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# avoid StratifiedKFold's Warning about least populated class in y
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y = np.arange(10) % 3
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##############################################################################
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# Tests
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def check_valid_split(train, test, n_samples=None):
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# Use python sets to get more informative assertion failure messages
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train, test = set(train), set(test)
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# Train and test split should not overlap
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assert_equal(train.intersection(test), set())
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if n_samples is not None:
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# Check that the union of train an test split cover all the indices
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assert_equal(train.union(test), set(range(n_samples)))
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def check_cv_coverage(cv, expected_n_iter=None, n_samples=None):
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# Check that a all the samples appear at least once in a test fold
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if expected_n_iter is not None:
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assert_equal(len(cv), expected_n_iter)
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else:
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expected_n_iter = len(cv)
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collected_test_samples = set()
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iterations = 0
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for train, test in cv:
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check_valid_split(train, test, n_samples=n_samples)
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iterations += 1
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collected_test_samples.update(test)
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# Check that the accumulated test samples cover the whole dataset
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assert_equal(iterations, expected_n_iter)
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if n_samples is not None:
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assert_equal(collected_test_samples, set(range(n_samples)))
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def test_kfold_valueerrors():
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# Check that errors are raised if there is not enough samples
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assert_raises(ValueError, cval.KFold, 3, 4)
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# Check that a warning is raised if the least populated class has too few
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# members.
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y = [3, 3, -1, -1, 3]
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cv = assert_warns_message(Warning, "The least populated class",
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cval.StratifiedKFold, y, 3)
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# Check that despite the warning the folds are still computed even
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# though all the classes are not necessarily represented at on each
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# side of the split at each split
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check_cv_coverage(cv, expected_n_iter=3, n_samples=len(y))
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# Check that errors are raised if all n_labels for individual
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# classes are less than n_folds.
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y = [3, 3, -1, -1, 2]
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assert_raises(ValueError, cval.StratifiedKFold, y, 3)
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# Error when number of folds is <= 1
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assert_raises(ValueError, cval.KFold, 2, 0)
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assert_raises(ValueError, cval.KFold, 2, 1)
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error_string = ("k-fold cross validation requires at least one"
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" train / test split")
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assert_raise_message(ValueError, error_string,
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cval.StratifiedKFold, y, 0)
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assert_raise_message(ValueError, error_string,
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cval.StratifiedKFold, y, 1)
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# When n is not integer:
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assert_raises(ValueError, cval.KFold, 2.5, 2)
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# When n_folds is not integer:
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assert_raises(ValueError, cval.KFold, 5, 1.5)
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assert_raises(ValueError, cval.StratifiedKFold, y, 1.5)
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def test_kfold_indices():
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# Check all indices are returned in the test folds
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kf = cval.KFold(300, 3)
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check_cv_coverage(kf, expected_n_iter=3, n_samples=300)
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# Check all indices are returned in the test folds even when equal-sized
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# folds are not possible
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kf = cval.KFold(17, 3)
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check_cv_coverage(kf, expected_n_iter=3, n_samples=17)
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def test_kfold_no_shuffle():
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# Manually check that KFold preserves the data ordering on toy datasets
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splits = iter(cval.KFold(4, 2))
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train, test = next(splits)
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assert_array_equal(test, [0, 1])
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assert_array_equal(train, [2, 3])
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train, test = next(splits)
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assert_array_equal(test, [2, 3])
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assert_array_equal(train, [0, 1])
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splits = iter(cval.KFold(5, 2))
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train, test = next(splits)
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assert_array_equal(test, [0, 1, 2])
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assert_array_equal(train, [3, 4])
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train, test = next(splits)
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assert_array_equal(test, [3, 4])
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assert_array_equal(train, [0, 1, 2])
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def test_stratified_kfold_no_shuffle():
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# Manually check that StratifiedKFold preserves the data ordering as much
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# as possible on toy datasets in order to avoid hiding sample dependencies
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# when possible
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splits = iter(cval.StratifiedKFold([1, 1, 0, 0], 2))
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train, test = next(splits)
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assert_array_equal(test, [0, 2])
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assert_array_equal(train, [1, 3])
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train, test = next(splits)
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assert_array_equal(test, [1, 3])
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assert_array_equal(train, [0, 2])
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splits = iter(cval.StratifiedKFold([1, 1, 1, 0, 0, 0, 0], 2))
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train, test = next(splits)
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assert_array_equal(test, [0, 1, 3, 4])
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assert_array_equal(train, [2, 5, 6])
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train, test = next(splits)
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assert_array_equal(test, [2, 5, 6])
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assert_array_equal(train, [0, 1, 3, 4])
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def test_stratified_kfold_ratios():
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# Check that stratified kfold preserves label ratios in individual splits
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# Repeat with shuffling turned off and on
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n_samples = 1000
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labels = np.array([4] * int(0.10 * n_samples) +
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[0] * int(0.89 * n_samples) +
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[1] * int(0.01 * n_samples))
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for shuffle in [False, True]:
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for train, test in cval.StratifiedKFold(labels, 5, shuffle=shuffle):
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assert_almost_equal(np.sum(labels[train] == 4) / len(train), 0.10,
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2)
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assert_almost_equal(np.sum(labels[train] == 0) / len(train), 0.89,
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2)
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assert_almost_equal(np.sum(labels[train] == 1) / len(train), 0.01,
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2)
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assert_almost_equal(np.sum(labels[test] == 4) / len(test), 0.10, 2)
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assert_almost_equal(np.sum(labels[test] == 0) / len(test), 0.89, 2)
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assert_almost_equal(np.sum(labels[test] == 1) / len(test), 0.01, 2)
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def test_kfold_balance():
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# Check that KFold returns folds with balanced sizes
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for kf in [cval.KFold(i, 5) for i in range(11, 17)]:
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sizes = []
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for _, test in kf:
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sizes.append(len(test))
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assert_true((np.max(sizes) - np.min(sizes)) <= 1)
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assert_equal(np.sum(sizes), kf.n)
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def test_stratifiedkfold_balance():
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# Check that KFold returns folds with balanced sizes (only when
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# stratification is possible)
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# Repeat with shuffling turned off and on
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labels = [0] * 3 + [1] * 14
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for shuffle in [False, True]:
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for skf in [cval.StratifiedKFold(labels[:i], 3, shuffle=shuffle)
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for i in range(11, 17)]:
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sizes = []
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for _, test in skf:
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sizes.append(len(test))
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assert_true((np.max(sizes) - np.min(sizes)) <= 1)
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assert_equal(np.sum(sizes), skf.n)
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def test_shuffle_kfold():
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# Check the indices are shuffled properly, and that all indices are
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# returned in the different test folds
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kf = cval.KFold(300, 3, shuffle=True, random_state=0)
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ind = np.arange(300)
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all_folds = None
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for train, test in kf:
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assert_true(np.any(np.arange(100) != ind[test]))
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assert_true(np.any(np.arange(100, 200) != ind[test]))
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assert_true(np.any(np.arange(200, 300) != ind[test]))
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if all_folds is None:
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all_folds = ind[test].copy()
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else:
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all_folds = np.concatenate((all_folds, ind[test]))
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all_folds.sort()
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assert_array_equal(all_folds, ind)
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def test_shuffle_stratifiedkfold():
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# Check that shuffling is happening when requested, and for proper
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# sample coverage
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labels = [0] * 20 + [1] * 20
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kf0 = list(cval.StratifiedKFold(labels, 5, shuffle=True, random_state=0))
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kf1 = list(cval.StratifiedKFold(labels, 5, shuffle=True, random_state=1))
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for (_, test0), (_, test1) in zip(kf0, kf1):
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assert_true(set(test0) != set(test1))
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check_cv_coverage(kf0, expected_n_iter=5, n_samples=40)
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def test_kfold_can_detect_dependent_samples_on_digits(): # see #2372
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# The digits samples are dependent: they are apparently grouped by authors
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# although we don't have any information on the groups segment locations
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# for this data. We can highlight this fact be computing k-fold cross-
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# validation with and without shuffling: we observe that the shuffling case
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# wrongly makes the IID assumption and is therefore too optimistic: it
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# estimates a much higher accuracy (around 0.96) than the non
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# shuffling variant (around 0.86).
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digits = load_digits()
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X, y = digits.data[:800], digits.target[:800]
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model = SVC(C=10, gamma=0.005)
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n = len(y)
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cv = cval.KFold(n, 5, shuffle=False)
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mean_score = cval.cross_val_score(model, X, y, cv=cv).mean()
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assert_greater(0.88, mean_score)
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assert_greater(mean_score, 0.85)
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# Shuffling the data artificially breaks the dependency and hides the
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# overfitting of the model with regards to the writing style of the authors
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# by yielding a seriously overestimated score:
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cv = cval.KFold(n, 5, shuffle=True, random_state=0)
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mean_score = cval.cross_val_score(model, X, y, cv=cv).mean()
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assert_greater(mean_score, 0.95)
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cv = cval.KFold(n, 5, shuffle=True, random_state=1)
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mean_score = cval.cross_val_score(model, X, y, cv=cv).mean()
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assert_greater(mean_score, 0.95)
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# Similarly, StratifiedKFold should try to shuffle the data as little
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# as possible (while respecting the balanced class constraints)
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# and thus be able to detect the dependency by not overestimating
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# the CV score either. As the digits dataset is approximately balanced
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# the estimated mean score is close to the score measured with
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# non-shuffled KFold
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cv = cval.StratifiedKFold(y, 5)
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mean_score = cval.cross_val_score(model, X, y, cv=cv).mean()
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assert_greater(0.88, mean_score)
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assert_greater(mean_score, 0.85)
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def test_label_kfold():
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rng = np.random.RandomState(0)
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# Parameters of the test
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n_labels = 15
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n_samples = 1000
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n_folds = 5
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# Construct the test data
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tolerance = 0.05 * n_samples # 5 percent error allowed
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labels = rng.randint(0, n_labels, n_samples)
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folds = cval.LabelKFold(labels, n_folds=n_folds).idxs
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ideal_n_labels_per_fold = n_samples // n_folds
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# Check that folds have approximately the same size
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assert_equal(len(folds), len(labels))
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for i in np.unique(folds):
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assert_greater_equal(tolerance,
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abs(sum(folds == i) - ideal_n_labels_per_fold))
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# Check that each label appears only in 1 fold
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for label in np.unique(labels):
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assert_equal(len(np.unique(folds[labels == label])), 1)
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# Check that no label is on both sides of the split
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labels = np.asarray(labels, dtype=object)
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for train, test in cval.LabelKFold(labels, n_folds=n_folds):
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assert_equal(len(np.intersect1d(labels[train], labels[test])), 0)
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# Construct the test data
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labels = ['Albert', 'Jean', 'Bertrand', 'Michel', 'Jean',
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'Francis', 'Robert', 'Michel', 'Rachel', 'Lois',
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'Michelle', 'Bernard', 'Marion', 'Laura', 'Jean',
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'Rachel', 'Franck', 'John', 'Gael', 'Anna', 'Alix',
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'Robert', 'Marion', 'David', 'Tony', 'Abel', 'Becky',
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'Madmood', 'Cary', 'Mary', 'Alexandre', 'David', 'Francis',
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'Barack', 'Abdoul', 'Rasha', 'Xi', 'Silvia']
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labels = np.asarray(labels, dtype=object)
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n_labels = len(np.unique(labels))
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n_samples = len(labels)
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n_folds = 5
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tolerance = 0.05 * n_samples # 5 percent error allowed
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folds = cval.LabelKFold(labels, n_folds=n_folds).idxs
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ideal_n_labels_per_fold = n_samples // n_folds
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# Check that folds have approximately the same size
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assert_equal(len(folds), len(labels))
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for i in np.unique(folds):
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assert_greater_equal(tolerance,
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abs(sum(folds == i) - ideal_n_labels_per_fold))
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# Check that each label appears only in 1 fold
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for label in np.unique(labels):
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assert_equal(len(np.unique(folds[labels == label])), 1)
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# Check that no label is on both sides of the split
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for train, test in cval.LabelKFold(labels, n_folds=n_folds):
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assert_equal(len(np.intersect1d(labels[train], labels[test])), 0)
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# Should fail if there are more folds than labels
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labels = np.array([1, 1, 1, 2, 2])
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assert_raises(ValueError, cval.LabelKFold, labels, n_folds=3)
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def test_shuffle_split():
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ss1 = cval.ShuffleSplit(10, test_size=0.2, random_state=0)
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ss2 = cval.ShuffleSplit(10, test_size=2, random_state=0)
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ss3 = cval.ShuffleSplit(10, test_size=np.int32(2), random_state=0)
|
|
for typ in six.integer_types:
|
|
ss4 = cval.ShuffleSplit(10, test_size=typ(2), random_state=0)
|
|
for t1, t2, t3, t4 in zip(ss1, ss2, ss3, ss4):
|
|
assert_array_equal(t1[0], t2[0])
|
|
assert_array_equal(t2[0], t3[0])
|
|
assert_array_equal(t3[0], t4[0])
|
|
assert_array_equal(t1[1], t2[1])
|
|
assert_array_equal(t2[1], t3[1])
|
|
assert_array_equal(t3[1], t4[1])
|
|
|
|
|
|
def test_stratified_shuffle_split_init():
|
|
y = np.asarray([0, 1, 1, 1, 2, 2, 2])
|
|
# Check that error is raised if there is a class with only one sample
|
|
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 0.2)
|
|
|
|
# Check that error is raised if the test set size is smaller than n_classes
|
|
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 2)
|
|
# Check that error is raised if the train set size is smaller than
|
|
# n_classes
|
|
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 3, 2)
|
|
|
|
y = np.asarray([0, 0, 0, 1, 1, 1, 2, 2, 2])
|
|
# Check that errors are raised if there is not enough samples
|
|
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 0.5, 0.6)
|
|
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 8, 0.6)
|
|
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 0.6, 8)
|
|
|
|
# Train size or test size too small
|
|
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, train_size=2)
|
|
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, test_size=2)
|
|
|
|
|
|
def test_stratified_shuffle_split_iter():
|
|
ys = [np.array([1, 1, 1, 1, 2, 2, 2, 3, 3, 3, 3, 3]),
|
|
np.array([0, 0, 0, 1, 1, 1, 2, 2, 2, 3, 3, 3]),
|
|
np.array([0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2] * 2),
|
|
np.array([1, 1, 2, 2, 2, 3, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4]),
|
|
np.array([-1] * 800 + [1] * 50)
|
|
]
|
|
|
|
for y in ys:
|
|
sss = cval.StratifiedShuffleSplit(y, 6, test_size=0.33,
|
|
random_state=0)
|
|
test_size = np.ceil(0.33 * len(y))
|
|
train_size = len(y) - test_size
|
|
for train, test in sss:
|
|
assert_array_equal(np.unique(y[train]), np.unique(y[test]))
|
|
# Checks if folds keep classes proportions
|
|
p_train = (np.bincount(np.unique(y[train],
|
|
return_inverse=True)[1]) /
|
|
float(len(y[train])))
|
|
p_test = (np.bincount(np.unique(y[test],
|
|
return_inverse=True)[1]) /
|
|
float(len(y[test])))
|
|
assert_array_almost_equal(p_train, p_test, 1)
|
|
assert_equal(len(train) + len(test), y.size)
|
|
assert_equal(len(train), train_size)
|
|
assert_equal(len(test), test_size)
|
|
assert_array_equal(np.lib.arraysetops.intersect1d(train, test), [])
|
|
|
|
|
|
def test_stratified_shuffle_split_even():
|
|
# Test the StratifiedShuffleSplit, indices are drawn with a
|
|
# equal chance
|
|
n_folds = 5
|
|
n_iter = 1000
|
|
|
|
def assert_counts_are_ok(idx_counts, p):
|
|
# Here we test that the distribution of the counts
|
|
# per index is close enough to a binomial
|
|
threshold = 0.05 / n_splits
|
|
bf = stats.binom(n_splits, p)
|
|
for count in idx_counts:
|
|
p = bf.pmf(count)
|
|
assert_true(p > threshold,
|
|
"An index is not drawn with chance corresponding "
|
|
"to even draws")
|
|
|
|
for n_samples in (6, 22):
|
|
labels = np.array((n_samples // 2) * [0, 1])
|
|
splits = cval.StratifiedShuffleSplit(labels, n_iter=n_iter,
|
|
test_size=1. / n_folds,
|
|
random_state=0)
|
|
|
|
train_counts = [0] * n_samples
|
|
test_counts = [0] * n_samples
|
|
n_splits = 0
|
|
for train, test in splits:
|
|
n_splits += 1
|
|
for counter, ids in [(train_counts, train), (test_counts, test)]:
|
|
for id in ids:
|
|
counter[id] += 1
|
|
assert_equal(n_splits, n_iter)
|
|
|
|
assert_equal(len(train), splits.n_train)
|
|
assert_equal(len(test), splits.n_test)
|
|
assert_equal(len(set(train).intersection(test)), 0)
|
|
|
|
label_counts = np.unique(labels)
|
|
assert_equal(splits.test_size, 1.0 / n_folds)
|
|
assert_equal(splits.n_train + splits.n_test, len(labels))
|
|
assert_equal(len(label_counts), 2)
|
|
ex_test_p = float(splits.n_test) / n_samples
|
|
ex_train_p = float(splits.n_train) / n_samples
|
|
|
|
assert_counts_are_ok(train_counts, ex_train_p)
|
|
assert_counts_are_ok(test_counts, ex_test_p)
|
|
|
|
|
|
def test_stratified_shuffle_split_overlap_train_test_bug():
|
|
# See https://github.com/scikit-learn/scikit-learn/issues/6121 for
|
|
# the original bug report
|
|
labels = [0, 1, 2, 3] * 3 + [4, 5] * 5
|
|
|
|
splits = cval.StratifiedShuffleSplit(labels, n_iter=1,
|
|
test_size=0.5, random_state=0)
|
|
train, test = next(iter(splits))
|
|
|
|
assert_array_equal(np.intersect1d(train, test), [])
|
|
|
|
|
|
def test_predefinedsplit_with_kfold_split():
|
|
# Check that PredefinedSplit can reproduce a split generated by Kfold.
|
|
folds = -1 * np.ones(10)
|
|
kf_train = []
|
|
kf_test = []
|
|
for i, (train_ind, test_ind) in enumerate(cval.KFold(10, 5, shuffle=True)):
|
|
kf_train.append(train_ind)
|
|
kf_test.append(test_ind)
|
|
folds[test_ind] = i
|
|
ps_train = []
|
|
ps_test = []
|
|
ps = cval.PredefinedSplit(folds)
|
|
for train_ind, test_ind in ps:
|
|
ps_train.append(train_ind)
|
|
ps_test.append(test_ind)
|
|
assert_array_equal(ps_train, kf_train)
|
|
assert_array_equal(ps_test, kf_test)
|
|
|
|
|
|
def test_label_shuffle_split():
|
|
ys = [np.array([1, 1, 1, 1, 2, 2, 2, 3, 3, 3, 3, 3]),
|
|
np.array([0, 0, 0, 1, 1, 1, 2, 2, 2, 3, 3, 3]),
|
|
np.array([0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2]),
|
|
np.array([1, 1, 2, 2, 2, 3, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4]),
|
|
]
|
|
|
|
for y in ys:
|
|
n_iter = 6
|
|
test_size = 1. / 3
|
|
slo = cval.LabelShuffleSplit(y, n_iter, test_size=test_size,
|
|
random_state=0)
|
|
|
|
# Make sure the repr works
|
|
repr(slo)
|
|
|
|
# Test that the length is correct
|
|
assert_equal(len(slo), n_iter)
|
|
|
|
y_unique = np.unique(y)
|
|
|
|
for train, test in slo:
|
|
# First test: no train label is in the test set and vice versa
|
|
y_train_unique = np.unique(y[train])
|
|
y_test_unique = np.unique(y[test])
|
|
assert_false(np.any(np.in1d(y[train], y_test_unique)))
|
|
assert_false(np.any(np.in1d(y[test], y_train_unique)))
|
|
|
|
# Second test: train and test add up to all the data
|
|
assert_equal(y[train].size + y[test].size, y.size)
|
|
|
|
# Third test: train and test are disjoint
|
|
assert_array_equal(np.intersect1d(train, test), [])
|
|
|
|
# Fourth test: # unique train and test labels are correct,
|
|
# +- 1 for rounding error
|
|
assert_true(abs(len(y_test_unique) -
|
|
round(test_size * len(y_unique))) <= 1)
|
|
assert_true(abs(len(y_train_unique) -
|
|
round((1.0 - test_size) * len(y_unique))) <= 1)
|
|
|
|
|
|
def test_leave_label_out_changing_labels():
|
|
# Check that LeaveOneLabelOut and LeavePLabelOut work normally if
|
|
# the labels variable is changed before calling __iter__
|
|
labels = np.array([0, 1, 2, 1, 1, 2, 0, 0])
|
|
labels_changing = np.array(labels, copy=True)
|
|
lolo = cval.LeaveOneLabelOut(labels)
|
|
lolo_changing = cval.LeaveOneLabelOut(labels_changing)
|
|
lplo = cval.LeavePLabelOut(labels, p=2)
|
|
lplo_changing = cval.LeavePLabelOut(labels_changing, p=2)
|
|
labels_changing[:] = 0
|
|
for llo, llo_changing in [(lolo, lolo_changing), (lplo, lplo_changing)]:
|
|
for (train, test), (train_chan, test_chan) in zip(llo, llo_changing):
|
|
assert_array_equal(train, train_chan)
|
|
assert_array_equal(test, test_chan)
|
|
|
|
|
|
def test_cross_val_score():
|
|
clf = MockClassifier()
|
|
for a in range(-10, 10):
|
|
clf.a = a
|
|
# Smoke test
|
|
scores = cval.cross_val_score(clf, X, y)
|
|
assert_array_equal(scores, clf.score(X, y))
|
|
|
|
# test with multioutput y
|
|
scores = cval.cross_val_score(clf, X_sparse, X)
|
|
assert_array_equal(scores, clf.score(X_sparse, X))
|
|
|
|
scores = cval.cross_val_score(clf, X_sparse, y)
|
|
assert_array_equal(scores, clf.score(X_sparse, y))
|
|
|
|
# test with multioutput y
|
|
scores = cval.cross_val_score(clf, X_sparse, X)
|
|
assert_array_equal(scores, clf.score(X_sparse, X))
|
|
|
|
# test with X and y as list
|
|
list_check = lambda x: isinstance(x, list)
|
|
clf = CheckingClassifier(check_X=list_check)
|
|
scores = cval.cross_val_score(clf, X.tolist(), y.tolist())
|
|
|
|
clf = CheckingClassifier(check_y=list_check)
|
|
scores = cval.cross_val_score(clf, X, y.tolist())
|
|
|
|
assert_raises(ValueError, cval.cross_val_score, clf, X, y,
|
|
scoring="sklearn")
|
|
|
|
# test with 3d X and
|
|
X_3d = X[:, :, np.newaxis]
|
|
clf = MockClassifier(allow_nd=True)
|
|
scores = cval.cross_val_score(clf, X_3d, y)
|
|
|
|
clf = MockClassifier(allow_nd=False)
|
|
assert_raises(ValueError, cval.cross_val_score, clf, X_3d, y)
|
|
|
|
|
|
def test_cross_val_score_pandas():
|
|
# check cross_val_score doesn't destroy pandas dataframe
|
|
types = [(MockDataFrame, MockDataFrame)]
|
|
try:
|
|
from pandas import Series, DataFrame
|
|
types.append((Series, DataFrame))
|
|
except ImportError:
|
|
pass
|
|
for TargetType, InputFeatureType in types:
|
|
# X dataframe, y series
|
|
X_df, y_ser = InputFeatureType(X), TargetType(y)
|
|
check_df = lambda x: isinstance(x, InputFeatureType)
|
|
check_series = lambda x: isinstance(x, TargetType)
|
|
clf = CheckingClassifier(check_X=check_df, check_y=check_series)
|
|
cval.cross_val_score(clf, X_df, y_ser)
|
|
|
|
|
|
def test_cross_val_score_mask():
|
|
# test that cross_val_score works with boolean masks
|
|
svm = SVC(kernel="linear")
|
|
iris = load_iris()
|
|
X, y = iris.data, iris.target
|
|
cv_indices = cval.KFold(len(y), 5)
|
|
scores_indices = cval.cross_val_score(svm, X, y, cv=cv_indices)
|
|
cv_indices = cval.KFold(len(y), 5)
|
|
cv_masks = []
|
|
for train, test in cv_indices:
|
|
mask_train = np.zeros(len(y), dtype=np.bool)
|
|
mask_test = np.zeros(len(y), dtype=np.bool)
|
|
mask_train[train] = 1
|
|
mask_test[test] = 1
|
|
cv_masks.append((train, test))
|
|
scores_masks = cval.cross_val_score(svm, X, y, cv=cv_masks)
|
|
assert_array_equal(scores_indices, scores_masks)
|
|
|
|
|
|
def test_cross_val_score_precomputed():
|
|
# test for svm with precomputed kernel
|
|
svm = SVC(kernel="precomputed")
|
|
iris = load_iris()
|
|
X, y = iris.data, iris.target
|
|
linear_kernel = np.dot(X, X.T)
|
|
score_precomputed = cval.cross_val_score(svm, linear_kernel, y)
|
|
svm = SVC(kernel="linear")
|
|
score_linear = cval.cross_val_score(svm, X, y)
|
|
assert_array_equal(score_precomputed, score_linear)
|
|
|
|
# Error raised for non-square X
|
|
svm = SVC(kernel="precomputed")
|
|
assert_raises(ValueError, cval.cross_val_score, svm, X, y)
|
|
|
|
# test error is raised when the precomputed kernel is not array-like
|
|
# or sparse
|
|
assert_raises(ValueError, cval.cross_val_score, svm,
|
|
linear_kernel.tolist(), y)
|
|
|
|
|
|
def test_cross_val_score_fit_params():
|
|
clf = MockClassifier()
|
|
n_samples = X.shape[0]
|
|
n_classes = len(np.unique(y))
|
|
|
|
DUMMY_INT = 42
|
|
DUMMY_STR = '42'
|
|
DUMMY_OBJ = object()
|
|
|
|
def assert_fit_params(clf):
|
|
# Function to test that the values are passed correctly to the
|
|
# classifier arguments for non-array type
|
|
|
|
assert_equal(clf.dummy_int, DUMMY_INT)
|
|
assert_equal(clf.dummy_str, DUMMY_STR)
|
|
assert_equal(clf.dummy_obj, DUMMY_OBJ)
|
|
|
|
fit_params = {'sample_weight': np.ones(n_samples),
|
|
'class_prior': np.ones(n_classes) / n_classes,
|
|
'sparse_sample_weight': W_sparse,
|
|
'sparse_param': P_sparse,
|
|
'dummy_int': DUMMY_INT,
|
|
'dummy_str': DUMMY_STR,
|
|
'dummy_obj': DUMMY_OBJ,
|
|
'callback': assert_fit_params}
|
|
cval.cross_val_score(clf, X, y, fit_params=fit_params)
|
|
|
|
|
|
def test_cross_val_score_score_func():
|
|
clf = MockClassifier()
|
|
_score_func_args = []
|
|
|
|
def score_func(y_test, y_predict):
|
|
_score_func_args.append((y_test, y_predict))
|
|
return 1.0
|
|
|
|
with warnings.catch_warnings(record=True):
|
|
scoring = make_scorer(score_func)
|
|
score = cval.cross_val_score(clf, X, y, scoring=scoring)
|
|
assert_array_equal(score, [1.0, 1.0, 1.0])
|
|
assert len(_score_func_args) == 3
|
|
|
|
|
|
def test_cross_val_score_errors():
|
|
class BrokenEstimator:
|
|
pass
|
|
|
|
assert_raises(TypeError, cval.cross_val_score, BrokenEstimator(), X)
|
|
|
|
|
|
def test_train_test_split_errors():
|
|
assert_raises(ValueError, cval.train_test_split)
|
|
assert_raises(ValueError, cval.train_test_split, range(3), train_size=1.1)
|
|
assert_raises(ValueError, cval.train_test_split, range(3), test_size=0.6,
|
|
train_size=0.6)
|
|
assert_raises(ValueError, cval.train_test_split, range(3),
|
|
test_size=np.float32(0.6), train_size=np.float32(0.6))
|
|
assert_raises(ValueError, cval.train_test_split, range(3),
|
|
test_size="wrong_type")
|
|
assert_raises(ValueError, cval.train_test_split, range(3), test_size=2,
|
|
train_size=4)
|
|
assert_raises(TypeError, cval.train_test_split, range(3),
|
|
some_argument=1.1)
|
|
assert_raises(ValueError, cval.train_test_split, range(3), range(42))
|
|
|
|
|
|
def test_train_test_split():
|
|
X = np.arange(100).reshape((10, 10))
|
|
X_s = coo_matrix(X)
|
|
y = np.arange(10)
|
|
|
|
# simple test
|
|
split = cval.train_test_split(X, y, test_size=None, train_size=.5)
|
|
X_train, X_test, y_train, y_test = split
|
|
assert_equal(len(y_test), len(y_train))
|
|
# test correspondence of X and y
|
|
assert_array_equal(X_train[:, 0], y_train * 10)
|
|
assert_array_equal(X_test[:, 0], y_test * 10)
|
|
|
|
# conversion of lists to arrays (deprecated?)
|
|
with warnings.catch_warnings(record=True):
|
|
split = cval.train_test_split(X, X_s, y.tolist())
|
|
X_train, X_test, X_s_train, X_s_test, y_train, y_test = split
|
|
assert_array_equal(X_train, X_s_train.toarray())
|
|
assert_array_equal(X_test, X_s_test.toarray())
|
|
|
|
# don't convert lists to anything else by default
|
|
split = cval.train_test_split(X, X_s, y.tolist())
|
|
X_train, X_test, X_s_train, X_s_test, y_train, y_test = split
|
|
assert_true(isinstance(y_train, list))
|
|
assert_true(isinstance(y_test, list))
|
|
|
|
# allow nd-arrays
|
|
X_4d = np.arange(10 * 5 * 3 * 2).reshape(10, 5, 3, 2)
|
|
y_3d = np.arange(10 * 7 * 11).reshape(10, 7, 11)
|
|
split = cval.train_test_split(X_4d, y_3d)
|
|
assert_equal(split[0].shape, (7, 5, 3, 2))
|
|
assert_equal(split[1].shape, (3, 5, 3, 2))
|
|
assert_equal(split[2].shape, (7, 7, 11))
|
|
assert_equal(split[3].shape, (3, 7, 11))
|
|
|
|
# test stratification option
|
|
y = np.array([1, 1, 1, 1, 2, 2, 2, 2])
|
|
for test_size, exp_test_size in zip([2, 4, 0.25, 0.5, 0.75],
|
|
[2, 4, 2, 4, 6]):
|
|
train, test = cval.train_test_split(y,
|
|
test_size=test_size,
|
|
stratify=y,
|
|
random_state=0)
|
|
assert_equal(len(test), exp_test_size)
|
|
assert_equal(len(test) + len(train), len(y))
|
|
# check the 1:1 ratio of ones and twos in the data is preserved
|
|
assert_equal(np.sum(train == 1), np.sum(train == 2))
|
|
|
|
|
|
def train_test_split_pandas():
|
|
# check cross_val_score doesn't destroy pandas dataframe
|
|
types = [MockDataFrame]
|
|
try:
|
|
from pandas import DataFrame
|
|
types.append(DataFrame)
|
|
except ImportError:
|
|
pass
|
|
for InputFeatureType in types:
|
|
# X dataframe
|
|
X_df = InputFeatureType(X)
|
|
X_train, X_test = cval.train_test_split(X_df)
|
|
assert_true(isinstance(X_train, InputFeatureType))
|
|
assert_true(isinstance(X_test, InputFeatureType))
|
|
|
|
def train_test_split_mock_pandas():
|
|
# X mock dataframe
|
|
X_df = MockDataFrame(X)
|
|
X_train, X_test = cval.train_test_split(X_df)
|
|
assert_true(isinstance(X_train, MockDataFrame))
|
|
assert_true(isinstance(X_test, MockDataFrame))
|
|
|
|
|
|
def test_cross_val_score_with_score_func_classification():
|
|
iris = load_iris()
|
|
clf = SVC(kernel='linear')
|
|
|
|
# Default score (should be the accuracy score)
|
|
scores = cval.cross_val_score(clf, iris.data, iris.target, cv=5)
|
|
assert_array_almost_equal(scores, [0.97, 1., 0.97, 0.97, 1.], 2)
|
|
|
|
# Correct classification score (aka. zero / one score) - should be the
|
|
# same as the default estimator score
|
|
zo_scores = cval.cross_val_score(clf, iris.data, iris.target,
|
|
scoring="accuracy", cv=5)
|
|
assert_array_almost_equal(zo_scores, [0.97, 1., 0.97, 0.97, 1.], 2)
|
|
|
|
# F1 score (class are balanced so f1_score should be equal to zero/one
|
|
# score
|
|
f1_scores = cval.cross_val_score(clf, iris.data, iris.target,
|
|
scoring="f1_weighted", cv=5)
|
|
assert_array_almost_equal(f1_scores, [0.97, 1., 0.97, 0.97, 1.], 2)
|
|
|
|
|
|
def test_cross_val_score_with_score_func_regression():
|
|
X, y = make_regression(n_samples=30, n_features=20, n_informative=5,
|
|
random_state=0)
|
|
reg = Ridge()
|
|
|
|
# Default score of the Ridge regression estimator
|
|
scores = cval.cross_val_score(reg, X, y, cv=5)
|
|
assert_array_almost_equal(scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2)
|
|
|
|
# R2 score (aka. determination coefficient) - should be the
|
|
# same as the default estimator score
|
|
r2_scores = cval.cross_val_score(reg, X, y, scoring="r2", cv=5)
|
|
assert_array_almost_equal(r2_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2)
|
|
|
|
# Mean squared error; this is a loss function, so "scores" are negative
|
|
neg_mse_scores = cval.cross_val_score(reg, X, y, cv=5,
|
|
scoring="neg_mean_squared_error")
|
|
expected_neg_mse = np.array([-763.07, -553.16, -274.38, -273.26, -1681.99])
|
|
assert_array_almost_equal(neg_mse_scores, expected_neg_mse, 2)
|
|
|
|
# Explained variance
|
|
scoring = make_scorer(explained_variance_score)
|
|
ev_scores = cval.cross_val_score(reg, X, y, cv=5, scoring=scoring)
|
|
assert_array_almost_equal(ev_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2)
|
|
|
|
|
|
def test_permutation_score():
|
|
iris = load_iris()
|
|
X = iris.data
|
|
X_sparse = coo_matrix(X)
|
|
y = iris.target
|
|
svm = SVC(kernel='linear')
|
|
cv = cval.StratifiedKFold(y, 2)
|
|
|
|
score, scores, pvalue = cval.permutation_test_score(
|
|
svm, X, y, n_permutations=30, cv=cv, scoring="accuracy")
|
|
assert_greater(score, 0.9)
|
|
assert_almost_equal(pvalue, 0.0, 1)
|
|
|
|
score_label, _, pvalue_label = cval.permutation_test_score(
|
|
svm, X, y, n_permutations=30, cv=cv, scoring="accuracy",
|
|
labels=np.ones(y.size), random_state=0)
|
|
assert_true(score_label == score)
|
|
assert_true(pvalue_label == pvalue)
|
|
|
|
# check that we obtain the same results with a sparse representation
|
|
svm_sparse = SVC(kernel='linear')
|
|
cv_sparse = cval.StratifiedKFold(y, 2)
|
|
score_label, _, pvalue_label = cval.permutation_test_score(
|
|
svm_sparse, X_sparse, y, n_permutations=30, cv=cv_sparse,
|
|
scoring="accuracy", labels=np.ones(y.size), random_state=0)
|
|
|
|
assert_true(score_label == score)
|
|
assert_true(pvalue_label == pvalue)
|
|
|
|
# test with custom scoring object
|
|
def custom_score(y_true, y_pred):
|
|
return (((y_true == y_pred).sum() - (y_true != y_pred).sum())
|
|
/ y_true.shape[0])
|
|
|
|
scorer = make_scorer(custom_score)
|
|
score, _, pvalue = cval.permutation_test_score(
|
|
svm, X, y, n_permutations=100, scoring=scorer, cv=cv, random_state=0)
|
|
assert_almost_equal(score, .93, 2)
|
|
assert_almost_equal(pvalue, 0.01, 3)
|
|
|
|
# set random y
|
|
y = np.mod(np.arange(len(y)), 3)
|
|
|
|
score, scores, pvalue = cval.permutation_test_score(
|
|
svm, X, y, n_permutations=30, cv=cv, scoring="accuracy")
|
|
|
|
assert_less(score, 0.5)
|
|
assert_greater(pvalue, 0.2)
|
|
|
|
|
|
def test_cross_val_generator_with_indices():
|
|
X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]])
|
|
y = np.array([1, 1, 2, 2])
|
|
labels = np.array([1, 2, 3, 4])
|
|
# explicitly passing indices value is deprecated
|
|
loo = cval.LeaveOneOut(4)
|
|
lpo = cval.LeavePOut(4, 2)
|
|
kf = cval.KFold(4, 2)
|
|
skf = cval.StratifiedKFold(y, 2)
|
|
lolo = cval.LeaveOneLabelOut(labels)
|
|
lopo = cval.LeavePLabelOut(labels, 2)
|
|
ps = cval.PredefinedSplit([1, 1, 2, 2])
|
|
ss = cval.ShuffleSplit(2)
|
|
for cv in [loo, lpo, kf, skf, lolo, lopo, ss, ps]:
|
|
for train, test in cv:
|
|
assert_not_equal(np.asarray(train).dtype.kind, 'b')
|
|
assert_not_equal(np.asarray(train).dtype.kind, 'b')
|
|
X[train], X[test]
|
|
y[train], y[test]
|
|
|
|
|
|
@ignore_warnings
|
|
def test_cross_val_generator_with_default_indices():
|
|
X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]])
|
|
y = np.array([1, 1, 2, 2])
|
|
labels = np.array([1, 2, 3, 4])
|
|
loo = cval.LeaveOneOut(4)
|
|
lpo = cval.LeavePOut(4, 2)
|
|
kf = cval.KFold(4, 2)
|
|
skf = cval.StratifiedKFold(y, 2)
|
|
lolo = cval.LeaveOneLabelOut(labels)
|
|
lopo = cval.LeavePLabelOut(labels, 2)
|
|
ss = cval.ShuffleSplit(2)
|
|
ps = cval.PredefinedSplit([1, 1, 2, 2])
|
|
for cv in [loo, lpo, kf, skf, lolo, lopo, ss, ps]:
|
|
for train, test in cv:
|
|
assert_not_equal(np.asarray(train).dtype.kind, 'b')
|
|
assert_not_equal(np.asarray(train).dtype.kind, 'b')
|
|
X[train], X[test]
|
|
y[train], y[test]
|
|
|
|
|
|
def test_shufflesplit_errors():
|
|
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=2.0)
|
|
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=1.0)
|
|
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=0.1,
|
|
train_size=0.95)
|
|
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=11)
|
|
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=10)
|
|
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=8, train_size=3)
|
|
assert_raises(ValueError, cval.ShuffleSplit, 10, train_size=1j)
|
|
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=None,
|
|
train_size=None)
|
|
|
|
|
|
def test_shufflesplit_reproducible():
|
|
# Check that iterating twice on the ShuffleSplit gives the same
|
|
# sequence of train-test when the random_state is given
|
|
ss = cval.ShuffleSplit(10, random_state=21)
|
|
assert_array_equal(list(a for a, b in ss), list(a for a, b in ss))
|
|
|
|
|
|
def test_safe_split_with_precomputed_kernel():
|
|
clf = SVC()
|
|
clfp = SVC(kernel="precomputed")
|
|
|
|
iris = load_iris()
|
|
X, y = iris.data, iris.target
|
|
K = np.dot(X, X.T)
|
|
|
|
cv = cval.ShuffleSplit(X.shape[0], test_size=0.25, random_state=0)
|
|
tr, te = list(cv)[0]
|
|
|
|
X_tr, y_tr = cval._safe_split(clf, X, y, tr)
|
|
K_tr, y_tr2 = cval._safe_split(clfp, K, y, tr)
|
|
assert_array_almost_equal(K_tr, np.dot(X_tr, X_tr.T))
|
|
|
|
X_te, y_te = cval._safe_split(clf, X, y, te, tr)
|
|
K_te, y_te2 = cval._safe_split(clfp, K, y, te, tr)
|
|
assert_array_almost_equal(K_te, np.dot(X_te, X_tr.T))
|
|
|
|
|
|
def test_cross_val_score_allow_nans():
|
|
# Check that cross_val_score allows input data with NaNs
|
|
X = np.arange(200, dtype=np.float64).reshape(10, -1)
|
|
X[2, :] = np.nan
|
|
y = np.repeat([0, 1], X.shape[0] / 2)
|
|
p = Pipeline([
|
|
('imputer', Imputer(strategy='mean', missing_values='NaN')),
|
|
('classifier', MockClassifier()),
|
|
])
|
|
cval.cross_val_score(p, X, y, cv=5)
|
|
|
|
|
|
def test_train_test_split_allow_nans():
|
|
# Check that train_test_split allows input data with NaNs
|
|
X = np.arange(200, dtype=np.float64).reshape(10, -1)
|
|
X[2, :] = np.nan
|
|
y = np.repeat([0, 1], X.shape[0] / 2)
|
|
cval.train_test_split(X, y, test_size=0.2, random_state=42)
|
|
|
|
|
|
def test_permutation_test_score_allow_nans():
|
|
# Check that permutation_test_score allows input data with NaNs
|
|
X = np.arange(200, dtype=np.float64).reshape(10, -1)
|
|
X[2, :] = np.nan
|
|
y = np.repeat([0, 1], X.shape[0] / 2)
|
|
p = Pipeline([
|
|
('imputer', Imputer(strategy='mean', missing_values='NaN')),
|
|
('classifier', MockClassifier()),
|
|
])
|
|
cval.permutation_test_score(p, X, y, cv=5)
|
|
|
|
|
|
def test_check_cv_return_types():
|
|
X = np.ones((9, 2))
|
|
cv = cval.check_cv(3, X, classifier=False)
|
|
assert_true(isinstance(cv, cval.KFold))
|
|
|
|
y_binary = np.array([0, 1, 0, 1, 0, 0, 1, 1, 1])
|
|
cv = cval.check_cv(3, X, y_binary, classifier=True)
|
|
assert_true(isinstance(cv, cval.StratifiedKFold))
|
|
|
|
y_multiclass = np.array([0, 1, 0, 1, 2, 1, 2, 0, 2])
|
|
cv = cval.check_cv(3, X, y_multiclass, classifier=True)
|
|
assert_true(isinstance(cv, cval.StratifiedKFold))
|
|
|
|
X = np.ones((5, 2))
|
|
y_multilabel = [[1, 0, 1], [1, 1, 0], [0, 0, 0], [0, 1, 1], [1, 0, 0]]
|
|
cv = cval.check_cv(3, X, y_multilabel, classifier=True)
|
|
assert_true(isinstance(cv, cval.KFold))
|
|
|
|
y_multioutput = np.array([[1, 2], [0, 3], [0, 0], [3, 1], [2, 0]])
|
|
cv = cval.check_cv(3, X, y_multioutput, classifier=True)
|
|
assert_true(isinstance(cv, cval.KFold))
|
|
|
|
|
|
def test_cross_val_score_multilabel():
|
|
X = np.array([[-3, 4], [2, 4], [3, 3], [0, 2], [-3, 1],
|
|
[-2, 1], [0, 0], [-2, -1], [-1, -2], [1, -2]])
|
|
y = np.array([[1, 1], [0, 1], [0, 1], [0, 1], [1, 1],
|
|
[0, 1], [1, 0], [1, 1], [1, 0], [0, 0]])
|
|
clf = KNeighborsClassifier(n_neighbors=1)
|
|
scoring_micro = make_scorer(precision_score, average='micro')
|
|
scoring_macro = make_scorer(precision_score, average='macro')
|
|
scoring_samples = make_scorer(precision_score, average='samples')
|
|
score_micro = cval.cross_val_score(clf, X, y, scoring=scoring_micro, cv=5)
|
|
score_macro = cval.cross_val_score(clf, X, y, scoring=scoring_macro, cv=5)
|
|
score_samples = cval.cross_val_score(clf, X, y,
|
|
scoring=scoring_samples, cv=5)
|
|
assert_almost_equal(score_micro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 3])
|
|
assert_almost_equal(score_macro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4])
|
|
assert_almost_equal(score_samples, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4])
|
|
|
|
|
|
def test_cross_val_predict():
|
|
boston = load_boston()
|
|
X, y = boston.data, boston.target
|
|
cv = cval.KFold(len(boston.target))
|
|
|
|
est = Ridge()
|
|
|
|
# Naive loop (should be same as cross_val_predict):
|
|
preds2 = np.zeros_like(y)
|
|
for train, test in cv:
|
|
est.fit(X[train], y[train])
|
|
preds2[test] = est.predict(X[test])
|
|
|
|
preds = cval.cross_val_predict(est, X, y, cv=cv)
|
|
assert_array_almost_equal(preds, preds2)
|
|
|
|
preds = cval.cross_val_predict(est, X, y)
|
|
assert_equal(len(preds), len(y))
|
|
|
|
cv = cval.LeaveOneOut(len(y))
|
|
preds = cval.cross_val_predict(est, X, y, cv=cv)
|
|
assert_equal(len(preds), len(y))
|
|
|
|
Xsp = X.copy()
|
|
Xsp *= (Xsp > np.median(Xsp))
|
|
Xsp = coo_matrix(Xsp)
|
|
preds = cval.cross_val_predict(est, Xsp, y)
|
|
assert_array_almost_equal(len(preds), len(y))
|
|
|
|
preds = cval.cross_val_predict(KMeans(), X)
|
|
assert_equal(len(preds), len(y))
|
|
|
|
def bad_cv():
|
|
for i in range(4):
|
|
yield np.array([0, 1, 2, 3]), np.array([4, 5, 6, 7, 8])
|
|
|
|
assert_raises(ValueError, cval.cross_val_predict, est, X, y, cv=bad_cv())
|
|
|
|
|
|
def test_cross_val_predict_input_types():
|
|
clf = Ridge()
|
|
# Smoke test
|
|
predictions = cval.cross_val_predict(clf, X, y)
|
|
assert_equal(predictions.shape, (10,))
|
|
|
|
# test with multioutput y
|
|
with ignore_warnings(category=ConvergenceWarning):
|
|
predictions = cval.cross_val_predict(clf, X_sparse, X)
|
|
assert_equal(predictions.shape, (10, 2))
|
|
|
|
predictions = cval.cross_val_predict(clf, X_sparse, y)
|
|
assert_array_equal(predictions.shape, (10,))
|
|
|
|
# test with multioutput y
|
|
with ignore_warnings(category=ConvergenceWarning):
|
|
predictions = cval.cross_val_predict(clf, X_sparse, X)
|
|
assert_array_equal(predictions.shape, (10, 2))
|
|
|
|
# test with X and y as list
|
|
list_check = lambda x: isinstance(x, list)
|
|
clf = CheckingClassifier(check_X=list_check)
|
|
predictions = cval.cross_val_predict(clf, X.tolist(), y.tolist())
|
|
|
|
clf = CheckingClassifier(check_y=list_check)
|
|
predictions = cval.cross_val_predict(clf, X, y.tolist())
|
|
|
|
# test with 3d X and
|
|
X_3d = X[:, :, np.newaxis]
|
|
check_3d = lambda x: x.ndim == 3
|
|
clf = CheckingClassifier(check_X=check_3d)
|
|
predictions = cval.cross_val_predict(clf, X_3d, y)
|
|
assert_array_equal(predictions.shape, (10,))
|
|
|
|
|
|
def test_cross_val_predict_pandas():
|
|
# check cross_val_score doesn't destroy pandas dataframe
|
|
types = [(MockDataFrame, MockDataFrame)]
|
|
try:
|
|
from pandas import Series, DataFrame
|
|
types.append((Series, DataFrame))
|
|
except ImportError:
|
|
pass
|
|
for TargetType, InputFeatureType in types:
|
|
# X dataframe, y series
|
|
X_df, y_ser = InputFeatureType(X), TargetType(y)
|
|
check_df = lambda x: isinstance(x, InputFeatureType)
|
|
check_series = lambda x: isinstance(x, TargetType)
|
|
clf = CheckingClassifier(check_X=check_df, check_y=check_series)
|
|
cval.cross_val_predict(clf, X_df, y_ser)
|
|
|
|
|
|
def test_sparse_fit_params():
|
|
iris = load_iris()
|
|
X, y = iris.data, iris.target
|
|
clf = MockClassifier()
|
|
fit_params = {'sparse_sample_weight': coo_matrix(np.eye(X.shape[0]))}
|
|
a = cval.cross_val_score(clf, X, y, fit_params=fit_params)
|
|
assert_array_equal(a, np.ones(3))
|
|
|
|
|
|
def test_check_is_partition():
|
|
p = np.arange(100)
|
|
assert_true(cval._check_is_partition(p, 100))
|
|
assert_false(cval._check_is_partition(np.delete(p, 23), 100))
|
|
|
|
p[0] = 23
|
|
assert_false(cval._check_is_partition(p, 100))
|
|
|
|
|
|
def test_cross_val_predict_sparse_prediction():
|
|
# check that cross_val_predict gives same result for sparse and dense input
|
|
X, y = make_multilabel_classification(n_classes=2, n_labels=1,
|
|
allow_unlabeled=False,
|
|
return_indicator=True,
|
|
random_state=1)
|
|
X_sparse = csr_matrix(X)
|
|
y_sparse = csr_matrix(y)
|
|
classif = OneVsRestClassifier(SVC(kernel='linear'))
|
|
preds = cval.cross_val_predict(classif, X, y, cv=10)
|
|
preds_sparse = cval.cross_val_predict(classif, X_sparse, y_sparse, cv=10)
|
|
preds_sparse = preds_sparse.toarray()
|
|
assert_array_almost_equal(preds_sparse, preds)
|