439 lines
14 KiB
Python
439 lines
14 KiB
Python
import warnings
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import numpy as np
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import pickle
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import copy
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from sklearn.isotonic import (check_increasing, isotonic_regression,
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IsotonicRegression)
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from sklearn.utils.testing import (assert_raises, assert_array_equal,
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assert_true, assert_false, assert_equal,
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assert_array_almost_equal,
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assert_warns_message, assert_no_warnings)
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from sklearn.utils import shuffle
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def test_permutation_invariance():
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# check that fit is permutation invariant.
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# regression test of missing sorting of sample-weights
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ir = IsotonicRegression()
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x = [1, 2, 3, 4, 5, 6, 7]
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y = [1, 41, 51, 1, 2, 5, 24]
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sample_weight = [1, 2, 3, 4, 5, 6, 7]
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x_s, y_s, sample_weight_s = shuffle(x, y, sample_weight, random_state=0)
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y_transformed = ir.fit_transform(x, y, sample_weight=sample_weight)
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y_transformed_s = ir.fit(x_s, y_s, sample_weight=sample_weight_s).transform(x)
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assert_array_equal(y_transformed, y_transformed_s)
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def test_check_increasing_small_number_of_samples():
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x = [0, 1, 2]
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y = [1, 1.1, 1.05]
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is_increasing = assert_no_warnings(check_increasing, x, y)
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assert_true(is_increasing)
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def test_check_increasing_up():
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x = [0, 1, 2, 3, 4, 5]
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y = [0, 1.5, 2.77, 8.99, 8.99, 50]
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# Check that we got increasing=True and no warnings
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is_increasing = assert_no_warnings(check_increasing, x, y)
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assert_true(is_increasing)
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def test_check_increasing_up_extreme():
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x = [0, 1, 2, 3, 4, 5]
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y = [0, 1, 2, 3, 4, 5]
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# Check that we got increasing=True and no warnings
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is_increasing = assert_no_warnings(check_increasing, x, y)
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assert_true(is_increasing)
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def test_check_increasing_down():
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x = [0, 1, 2, 3, 4, 5]
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y = [0, -1.5, -2.77, -8.99, -8.99, -50]
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# Check that we got increasing=False and no warnings
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is_increasing = assert_no_warnings(check_increasing, x, y)
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assert_false(is_increasing)
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def test_check_increasing_down_extreme():
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x = [0, 1, 2, 3, 4, 5]
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y = [0, -1, -2, -3, -4, -5]
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# Check that we got increasing=False and no warnings
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is_increasing = assert_no_warnings(check_increasing, x, y)
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assert_false(is_increasing)
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def test_check_ci_warn():
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x = [0, 1, 2, 3, 4, 5]
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y = [0, -1, 2, -3, 4, -5]
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# Check that we got increasing=False and CI interval warning
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is_increasing = assert_warns_message(UserWarning, "interval",
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check_increasing,
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x, y)
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assert_false(is_increasing)
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def test_isotonic_regression():
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y = np.array([3, 7, 5, 9, 8, 7, 10])
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y_ = np.array([3, 6, 6, 8, 8, 8, 10])
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assert_array_equal(y_, isotonic_regression(y))
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y = np.array([10, 0, 2])
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y_ = np.array([4, 4, 4])
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assert_array_equal(y_, isotonic_regression(y))
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x = np.arange(len(y))
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ir = IsotonicRegression(y_min=0., y_max=1.)
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ir.fit(x, y)
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assert_array_equal(ir.fit(x, y).transform(x), ir.fit_transform(x, y))
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assert_array_equal(ir.transform(x), ir.predict(x))
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# check that it is immune to permutation
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perm = np.random.permutation(len(y))
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ir = IsotonicRegression(y_min=0., y_max=1.)
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assert_array_equal(ir.fit_transform(x[perm], y[perm]),
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ir.fit_transform(x, y)[perm])
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assert_array_equal(ir.transform(x[perm]), ir.transform(x)[perm])
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# check we don't crash when all x are equal:
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ir = IsotonicRegression()
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assert_array_equal(ir.fit_transform(np.ones(len(x)), y), np.mean(y))
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def test_isotonic_regression_ties_min():
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# Setup examples with ties on minimum
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x = [1, 1, 2, 3, 4, 5]
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y = [1, 2, 3, 4, 5, 6]
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y_true = [1.5, 1.5, 3, 4, 5, 6]
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# Check that we get identical results for fit/transform and fit_transform
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ir = IsotonicRegression()
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ir.fit(x, y)
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assert_array_equal(ir.fit(x, y).transform(x), ir.fit_transform(x, y))
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assert_array_equal(y_true, ir.fit_transform(x, y))
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def test_isotonic_regression_ties_max():
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# Setup examples with ties on maximum
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x = [1, 2, 3, 4, 5, 5]
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y = [1, 2, 3, 4, 5, 6]
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y_true = [1, 2, 3, 4, 5.5, 5.5]
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# Check that we get identical results for fit/transform and fit_transform
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ir = IsotonicRegression()
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ir.fit(x, y)
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assert_array_equal(ir.fit(x, y).transform(x), ir.fit_transform(x, y))
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assert_array_equal(y_true, ir.fit_transform(x, y))
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def test_isotonic_regression_ties_secondary_():
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"""
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Test isotonic regression fit, transform and fit_transform
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against the "secondary" ties method and "pituitary" data from R
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"isotone" package, as detailed in: J. d. Leeuw, K. Hornik, P. Mair,
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Isotone Optimization in R: Pool-Adjacent-Violators Algorithm
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(PAVA) and Active Set Methods
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Set values based on pituitary example and
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the following R command detailed in the paper above:
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> library("isotone")
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> data("pituitary")
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> res1 <- gpava(pituitary$age, pituitary$size, ties="secondary")
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> res1$x
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`isotone` version: 1.0-2, 2014-09-07
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R version: R version 3.1.1 (2014-07-10)
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"""
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x = [8, 8, 8, 10, 10, 10, 12, 12, 12, 14, 14]
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y = [21, 23.5, 23, 24, 21, 25, 21.5, 22, 19, 23.5, 25]
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y_true = [22.22222, 22.22222, 22.22222, 22.22222, 22.22222, 22.22222,
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22.22222, 22.22222, 22.22222, 24.25, 24.25]
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# Check fit, transform and fit_transform
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ir = IsotonicRegression()
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ir.fit(x, y)
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assert_array_almost_equal(ir.transform(x), y_true, 4)
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assert_array_almost_equal(ir.fit_transform(x, y), y_true, 4)
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def test_isotonic_regression_reversed():
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y = np.array([10, 9, 10, 7, 6, 6.1, 5])
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y_ = IsotonicRegression(increasing=False).fit_transform(
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np.arange(len(y)), y)
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assert_array_equal(np.ones(y_[:-1].shape), ((y_[:-1] - y_[1:]) >= 0))
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def test_isotonic_regression_auto_decreasing():
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# Set y and x for decreasing
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y = np.array([10, 9, 10, 7, 6, 6.1, 5])
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x = np.arange(len(y))
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# Create model and fit_transform
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ir = IsotonicRegression(increasing='auto')
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with warnings.catch_warnings(record=True) as w:
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warnings.simplefilter("always")
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y_ = ir.fit_transform(x, y)
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# work-around for pearson divide warnings in scipy <= 0.17.0
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assert_true(all(["invalid value encountered in "
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in str(warn.message) for warn in w]))
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# Check that relationship decreases
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is_increasing = y_[0] < y_[-1]
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assert_false(is_increasing)
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def test_isotonic_regression_auto_increasing():
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# Set y and x for decreasing
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y = np.array([5, 6.1, 6, 7, 10, 9, 10])
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x = np.arange(len(y))
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# Create model and fit_transform
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ir = IsotonicRegression(increasing='auto')
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with warnings.catch_warnings(record=True) as w:
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warnings.simplefilter("always")
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y_ = ir.fit_transform(x, y)
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# work-around for pearson divide warnings in scipy <= 0.17.0
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assert_true(all(["invalid value encountered in "
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in str(warn.message) for warn in w]))
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# Check that relationship increases
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is_increasing = y_[0] < y_[-1]
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assert_true(is_increasing)
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def test_assert_raises_exceptions():
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ir = IsotonicRegression()
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rng = np.random.RandomState(42)
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assert_raises(ValueError, ir.fit, [0, 1, 2], [5, 7, 3], [0.1, 0.6])
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assert_raises(ValueError, ir.fit, [0, 1, 2], [5, 7])
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assert_raises(ValueError, ir.fit, rng.randn(3, 10), [0, 1, 2])
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assert_raises(ValueError, ir.transform, rng.randn(3, 10))
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def test_isotonic_sample_weight_parameter_default_value():
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# check if default value of sample_weight parameter is one
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ir = IsotonicRegression()
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# random test data
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rng = np.random.RandomState(42)
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n = 100
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x = np.arange(n)
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y = rng.randint(-50, 50, size=(n,)) + 50. * np.log(1 + np.arange(n))
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# check if value is correctly used
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weights = np.ones(n)
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y_set_value = ir.fit_transform(x, y, sample_weight=weights)
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y_default_value = ir.fit_transform(x, y)
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assert_array_equal(y_set_value, y_default_value)
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def test_isotonic_min_max_boundaries():
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# check if min value is used correctly
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ir = IsotonicRegression(y_min=2, y_max=4)
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n = 6
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x = np.arange(n)
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y = np.arange(n)
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y_test = [2, 2, 2, 3, 4, 4]
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y_result = np.round(ir.fit_transform(x, y))
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assert_array_equal(y_result, y_test)
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def test_isotonic_sample_weight():
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ir = IsotonicRegression()
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x = [1, 2, 3, 4, 5, 6, 7]
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y = [1, 41, 51, 1, 2, 5, 24]
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sample_weight = [1, 2, 3, 4, 5, 6, 7]
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expected_y = [1, 13.95, 13.95, 13.95, 13.95, 13.95, 24]
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received_y = ir.fit_transform(x, y, sample_weight=sample_weight)
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assert_array_equal(expected_y, received_y)
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def test_isotonic_regression_oob_raise():
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# Set y and x
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y = np.array([3, 7, 5, 9, 8, 7, 10])
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x = np.arange(len(y))
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# Create model and fit
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ir = IsotonicRegression(increasing='auto', out_of_bounds="raise")
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ir.fit(x, y)
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# Check that an exception is thrown
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assert_raises(ValueError, ir.predict, [min(x) - 10, max(x) + 10])
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def test_isotonic_regression_oob_clip():
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# Set y and x
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y = np.array([3, 7, 5, 9, 8, 7, 10])
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x = np.arange(len(y))
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# Create model and fit
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ir = IsotonicRegression(increasing='auto', out_of_bounds="clip")
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ir.fit(x, y)
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# Predict from training and test x and check that min/max match.
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y1 = ir.predict([min(x) - 10, max(x) + 10])
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y2 = ir.predict(x)
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assert_equal(max(y1), max(y2))
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assert_equal(min(y1), min(y2))
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def test_isotonic_regression_oob_nan():
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# Set y and x
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y = np.array([3, 7, 5, 9, 8, 7, 10])
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x = np.arange(len(y))
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# Create model and fit
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ir = IsotonicRegression(increasing='auto', out_of_bounds="nan")
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ir.fit(x, y)
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# Predict from training and test x and check that we have two NaNs.
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y1 = ir.predict([min(x) - 10, max(x) + 10])
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assert_equal(sum(np.isnan(y1)), 2)
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def test_isotonic_regression_oob_bad():
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# Set y and x
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y = np.array([3, 7, 5, 9, 8, 7, 10])
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x = np.arange(len(y))
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# Create model and fit
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ir = IsotonicRegression(increasing='auto', out_of_bounds="xyz")
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# Make sure that we throw an error for bad out_of_bounds value
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assert_raises(ValueError, ir.fit, x, y)
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def test_isotonic_regression_oob_bad_after():
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# Set y and x
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y = np.array([3, 7, 5, 9, 8, 7, 10])
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x = np.arange(len(y))
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# Create model and fit
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ir = IsotonicRegression(increasing='auto', out_of_bounds="raise")
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# Make sure that we throw an error for bad out_of_bounds value in transform
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ir.fit(x, y)
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ir.out_of_bounds = "xyz"
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assert_raises(ValueError, ir.transform, x)
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def test_isotonic_regression_pickle():
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y = np.array([3, 7, 5, 9, 8, 7, 10])
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x = np.arange(len(y))
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# Create model and fit
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ir = IsotonicRegression(increasing='auto', out_of_bounds="clip")
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ir.fit(x, y)
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ir_ser = pickle.dumps(ir, pickle.HIGHEST_PROTOCOL)
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ir2 = pickle.loads(ir_ser)
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np.testing.assert_array_equal(ir.predict(x), ir2.predict(x))
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def test_isotonic_duplicate_min_entry():
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x = [0, 0, 1]
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y = [0, 0, 1]
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ir = IsotonicRegression(increasing=True, out_of_bounds="clip")
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ir.fit(x, y)
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all_predictions_finite = np.all(np.isfinite(ir.predict(x)))
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assert_true(all_predictions_finite)
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def test_isotonic_ymin_ymax():
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# Test from @NelleV's issue:
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# https://github.com/scikit-learn/scikit-learn/issues/6921
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x = np.array([1.263, 1.318, -0.572, 0.307, -0.707, -0.176, -1.599, 1.059,
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1.396, 1.906, 0.210, 0.028, -0.081, 0.444, 0.018, -0.377,
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-0.896, -0.377, -1.327, 0.180])
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y = isotonic_regression(x, y_min=0., y_max=0.1)
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assert(np.all(y >= 0))
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assert(np.all(y <= 0.1))
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# Also test decreasing case since the logic there is different
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y = isotonic_regression(x, y_min=0., y_max=0.1, increasing=False)
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assert(np.all(y >= 0))
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assert(np.all(y <= 0.1))
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# Finally, test with only one bound
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y = isotonic_regression(x, y_min=0., increasing=False)
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assert(np.all(y >= 0))
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def test_isotonic_zero_weight_loop():
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# Test from @ogrisel's issue:
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# https://github.com/scikit-learn/scikit-learn/issues/4297
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# Get deterministic RNG with seed
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rng = np.random.RandomState(42)
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# Create regression and samples
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regression = IsotonicRegression()
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n_samples = 50
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x = np.linspace(-3, 3, n_samples)
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y = x + rng.uniform(size=n_samples)
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# Get some random weights and zero out
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w = rng.uniform(size=n_samples)
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w[5:8] = 0
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regression.fit(x, y, sample_weight=w)
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# This will hang in failure case.
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regression.fit(x, y, sample_weight=w)
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def test_fast_predict():
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# test that the faster prediction change doesn't
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# affect out-of-sample predictions:
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# https://github.com/scikit-learn/scikit-learn/pull/6206
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rng = np.random.RandomState(123)
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n_samples = 10 ** 3
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# X values over the -10,10 range
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X_train = 20.0 * rng.rand(n_samples) - 10
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y_train = np.less(
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rng.rand(n_samples),
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1.0 / (1.0 + np.exp(-X_train))
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).astype('int64')
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weights = rng.rand(n_samples)
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# we also want to test that everything still works when some weights are 0
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weights[rng.rand(n_samples) < 0.1] = 0
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slow_model = IsotonicRegression(y_min=0, y_max=1, out_of_bounds="clip")
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fast_model = IsotonicRegression(y_min=0, y_max=1, out_of_bounds="clip")
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# Build interpolation function with ALL input data, not just the
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# non-redundant subset. The following 2 lines are taken from the
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# .fit() method, without removing unnecessary points
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X_train_fit, y_train_fit = slow_model._build_y(X_train, y_train,
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sample_weight=weights,
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trim_duplicates=False)
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slow_model._build_f(X_train_fit, y_train_fit)
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# fit with just the necessary data
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fast_model.fit(X_train, y_train, sample_weight=weights)
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X_test = 20.0 * rng.rand(n_samples) - 10
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y_pred_slow = slow_model.predict(X_test)
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y_pred_fast = fast_model.predict(X_test)
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assert_array_equal(y_pred_slow, y_pred_fast)
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def test_isotonic_copy_before_fit():
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# https://github.com/scikit-learn/scikit-learn/issues/6628
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ir = IsotonicRegression()
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copy.copy(ir)
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