1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594
|
"""Test the module ensemble classifiers."""
# Authors: Guillaume Lemaitre <g.lemaitre58@gmail.com>
# Christos Aridas
# License: MIT
from collections import Counter
import numpy as np
import pytest
import sklearn
from sklearn.cluster import KMeans
from sklearn.datasets import load_iris, make_classification, make_hastie_10_2
from sklearn.dummy import DummyClassifier
from sklearn.feature_selection import SelectKBest
from sklearn.linear_model import LogisticRegression, Perceptron
from sklearn.model_selection import GridSearchCV, ParameterGrid, train_test_split
from sklearn.neighbors import KNeighborsClassifier
from sklearn.svm import SVC
from sklearn.tree import DecisionTreeClassifier
from sklearn.utils._testing import (
assert_allclose,
assert_array_almost_equal,
assert_array_equal,
)
from sklearn.utils.fixes import parse_version
from imblearn import FunctionSampler
from imblearn.datasets import make_imbalance
from imblearn.ensemble import BalancedBaggingClassifier
from imblearn.over_sampling import SMOTE, RandomOverSampler
from imblearn.pipeline import make_pipeline
from imblearn.under_sampling import ClusterCentroids, RandomUnderSampler
sklearn_version = parse_version(sklearn.__version__)
iris = load_iris()
@pytest.mark.parametrize(
"estimator",
[
None,
DummyClassifier(strategy="prior"),
Perceptron(max_iter=1000, tol=1e-3),
DecisionTreeClassifier(),
KNeighborsClassifier(),
SVC(gamma="scale"),
],
)
@pytest.mark.parametrize(
"params",
ParameterGrid(
{
"max_samples": [0.5, 1.0],
"max_features": [1, 2, 4],
"bootstrap": [True, False],
"bootstrap_features": [True, False],
}
),
)
def test_balanced_bagging_classifier(estimator, params):
# Check classification for various parameter settings.
X, y = make_imbalance(
iris.data,
iris.target,
sampling_strategy={0: 20, 1: 25, 2: 50},
random_state=0,
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
bag = BalancedBaggingClassifier(estimator=estimator, random_state=0, **params).fit(
X_train, y_train
)
bag.predict(X_test)
bag.predict_proba(X_test)
bag.score(X_test, y_test)
if hasattr(estimator, "decision_function"):
bag.decision_function(X_test)
def test_bootstrap_samples():
# Test that bootstrapping samples generate non-perfect base estimators.
X, y = make_imbalance(
iris.data,
iris.target,
sampling_strategy={0: 20, 1: 25, 2: 50},
random_state=0,
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
estimator = DecisionTreeClassifier().fit(X_train, y_train)
# without bootstrap, all trees are perfect on the training set
# disable the resampling by passing an empty dictionary.
ensemble = BalancedBaggingClassifier(
estimator=DecisionTreeClassifier(),
max_samples=1.0,
bootstrap=False,
n_estimators=10,
sampling_strategy={},
random_state=0,
).fit(X_train, y_train)
assert ensemble.score(X_train, y_train) == estimator.score(X_train, y_train)
# with bootstrap, trees are no longer perfect on the training set
ensemble = BalancedBaggingClassifier(
estimator=DecisionTreeClassifier(),
max_samples=1.0,
bootstrap=True,
random_state=0,
).fit(X_train, y_train)
assert ensemble.score(X_train, y_train) < estimator.score(X_train, y_train)
def test_bootstrap_features():
# Test that bootstrapping features may generate duplicate features.
X, y = make_imbalance(
iris.data,
iris.target,
sampling_strategy={0: 20, 1: 25, 2: 50},
random_state=0,
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
ensemble = BalancedBaggingClassifier(
estimator=DecisionTreeClassifier(),
max_features=1.0,
bootstrap_features=False,
random_state=0,
).fit(X_train, y_train)
for features in ensemble.estimators_features_:
assert np.unique(features).shape[0] == X.shape[1]
ensemble = BalancedBaggingClassifier(
estimator=DecisionTreeClassifier(),
max_features=1.0,
bootstrap_features=True,
random_state=0,
).fit(X_train, y_train)
unique_features = [
np.unique(features).shape[0] for features in ensemble.estimators_features_
]
assert np.median(unique_features) < X.shape[1]
def test_probability():
# Predict probabilities.
X, y = make_imbalance(
iris.data,
iris.target,
sampling_strategy={0: 20, 1: 25, 2: 50},
random_state=0,
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
with np.errstate(divide="ignore", invalid="ignore"):
# Normal case
ensemble = BalancedBaggingClassifier(
estimator=DecisionTreeClassifier(), random_state=0
).fit(X_train, y_train)
assert_array_almost_equal(
np.sum(ensemble.predict_proba(X_test), axis=1),
np.ones(len(X_test)),
)
assert_array_almost_equal(
ensemble.predict_proba(X_test),
np.exp(ensemble.predict_log_proba(X_test)),
)
# Degenerate case, where some classes are missing
ensemble = BalancedBaggingClassifier(
estimator=LogisticRegression(solver="lbfgs"),
random_state=0,
max_samples=5,
)
ensemble.fit(X_train, y_train)
assert_array_almost_equal(
np.sum(ensemble.predict_proba(X_test), axis=1),
np.ones(len(X_test)),
)
assert_array_almost_equal(
ensemble.predict_proba(X_test),
np.exp(ensemble.predict_log_proba(X_test)),
)
def test_oob_score_classification():
# Check that oob prediction is a good estimation of the generalization
# error.
X, y = make_imbalance(
iris.data,
iris.target,
sampling_strategy={0: 20, 1: 25, 2: 50},
random_state=0,
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
for estimator in [DecisionTreeClassifier(), SVC(gamma="scale")]:
clf = BalancedBaggingClassifier(
estimator=estimator,
n_estimators=100,
bootstrap=True,
oob_score=True,
random_state=0,
).fit(X_train, y_train)
test_score = clf.score(X_test, y_test)
assert abs(test_score - clf.oob_score_) < 0.1
# Test with few estimators
with pytest.warns(UserWarning):
BalancedBaggingClassifier(
estimator=estimator,
n_estimators=1,
bootstrap=True,
oob_score=True,
random_state=0,
).fit(X_train, y_train)
def test_single_estimator():
# Check singleton ensembles.
X, y = make_imbalance(
iris.data,
iris.target,
sampling_strategy={0: 20, 1: 25, 2: 50},
random_state=0,
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
clf1 = BalancedBaggingClassifier(
estimator=KNeighborsClassifier(),
n_estimators=1,
bootstrap=False,
bootstrap_features=False,
random_state=0,
).fit(X_train, y_train)
clf2 = make_pipeline(
RandomUnderSampler(random_state=clf1.estimators_[0].steps[0][1].random_state),
KNeighborsClassifier(),
).fit(X_train, y_train)
assert_array_equal(clf1.predict(X_test), clf2.predict(X_test))
def test_gridsearch():
# Check that bagging ensembles can be grid-searched.
# Transform iris into a binary classification task
X, y = iris.data, iris.target.copy()
y[y == 2] = 1
# Grid search with scoring based on decision_function
parameters = {"n_estimators": (1, 2), "estimator__C": (1, 2)}
GridSearchCV(
BalancedBaggingClassifier(SVC(gamma="scale")),
parameters,
cv=3,
scoring="roc_auc",
).fit(X, y)
def test_estimator():
# Check estimator and its default values.
X, y = make_imbalance(
iris.data,
iris.target,
sampling_strategy={0: 20, 1: 25, 2: 50},
random_state=0,
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
ensemble = BalancedBaggingClassifier(None, n_jobs=3, random_state=0).fit(
X_train, y_train
)
assert isinstance(ensemble.estimator_.steps[-1][1], DecisionTreeClassifier)
ensemble = BalancedBaggingClassifier(
DecisionTreeClassifier(), n_jobs=3, random_state=0
).fit(X_train, y_train)
assert isinstance(ensemble.estimator_.steps[-1][1], DecisionTreeClassifier)
ensemble = BalancedBaggingClassifier(
Perceptron(max_iter=1000, tol=1e-3), n_jobs=3, random_state=0
).fit(X_train, y_train)
assert isinstance(ensemble.estimator_.steps[-1][1], Perceptron)
def test_bagging_with_pipeline():
X, y = make_imbalance(
iris.data,
iris.target,
sampling_strategy={0: 20, 1: 25, 2: 50},
random_state=0,
)
estimator = BalancedBaggingClassifier(
make_pipeline(SelectKBest(k=1), DecisionTreeClassifier()),
max_features=2,
)
estimator.fit(X, y).predict(X)
def test_warm_start(random_state=42):
# Test if fitting incrementally with warm start gives a forest of the
# right size and the same results as a normal fit.
X, y = make_hastie_10_2(n_samples=20, random_state=1)
clf_ws = None
for n_estimators in [5, 10]:
if clf_ws is None:
clf_ws = BalancedBaggingClassifier(
n_estimators=n_estimators,
random_state=random_state,
warm_start=True,
)
else:
clf_ws.set_params(n_estimators=n_estimators)
clf_ws.fit(X, y)
assert len(clf_ws) == n_estimators
clf_no_ws = BalancedBaggingClassifier(
n_estimators=10, random_state=random_state, warm_start=False
)
clf_no_ws.fit(X, y)
assert {pipe.steps[-1][1].random_state for pipe in clf_ws} == {
pipe.steps[-1][1].random_state for pipe in clf_no_ws
}
def test_warm_start_smaller_n_estimators():
# Test if warm start'ed second fit with smaller n_estimators raises error.
X, y = make_hastie_10_2(n_samples=20, random_state=1)
clf = BalancedBaggingClassifier(n_estimators=5, warm_start=True)
clf.fit(X, y)
clf.set_params(n_estimators=4)
with pytest.raises(ValueError):
clf.fit(X, y)
def test_warm_start_equal_n_estimators():
# Test that nothing happens when fitting without increasing n_estimators
X, y = make_hastie_10_2(n_samples=20, random_state=1)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=43)
clf = BalancedBaggingClassifier(n_estimators=5, warm_start=True, random_state=83)
clf.fit(X_train, y_train)
y_pred = clf.predict(X_test)
# modify X to nonsense values, this should not change anything
X_train += 1.0
warn_msg = "Warm-start fitting without increasing n_estimators does not"
with pytest.warns(UserWarning, match=warn_msg):
clf.fit(X_train, y_train)
assert_array_equal(y_pred, clf.predict(X_test))
def test_warm_start_equivalence():
# warm started classifier with 5+5 estimators should be equivalent to
# one classifier with 10 estimators
X, y = make_hastie_10_2(n_samples=20, random_state=1)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=43)
clf_ws = BalancedBaggingClassifier(
n_estimators=5, warm_start=True, random_state=3141
)
clf_ws.fit(X_train, y_train)
clf_ws.set_params(n_estimators=10)
clf_ws.fit(X_train, y_train)
y1 = clf_ws.predict(X_test)
clf = BalancedBaggingClassifier(
n_estimators=10, warm_start=False, random_state=3141
)
clf.fit(X_train, y_train)
y2 = clf.predict(X_test)
assert_array_almost_equal(y1, y2)
def test_warm_start_with_oob_score_fails():
# Check using oob_score and warm_start simultaneously fails
X, y = make_hastie_10_2(n_samples=20, random_state=1)
clf = BalancedBaggingClassifier(n_estimators=5, warm_start=True, oob_score=True)
with pytest.raises(ValueError):
clf.fit(X, y)
def test_oob_score_removed_on_warm_start():
X, y = make_hastie_10_2(n_samples=2000, random_state=1)
clf = BalancedBaggingClassifier(n_estimators=50, oob_score=True)
clf.fit(X, y)
clf.set_params(warm_start=True, oob_score=False, n_estimators=100)
clf.fit(X, y)
with pytest.raises(AttributeError):
getattr(clf, "oob_score_")
def test_oob_score_consistency():
# Make sure OOB scores are identical when random_state, estimator, and
# training data are fixed and fitting is done twice
X, y = make_hastie_10_2(n_samples=200, random_state=1)
bagging = BalancedBaggingClassifier(
KNeighborsClassifier(),
max_samples=0.5,
max_features=0.5,
oob_score=True,
random_state=1,
)
assert bagging.fit(X, y).oob_score_ == bagging.fit(X, y).oob_score_
def test_estimators_samples():
# Check that format of estimators_samples_ is correct and that results
# generated at fit time can be identically reproduced at a later time
# using data saved in object attributes.
X, y = make_hastie_10_2(n_samples=200, random_state=1)
# remap the y outside of the BalancedBaggingclassifier
# _, y = np.unique(y, return_inverse=True)
bagging = BalancedBaggingClassifier(
LogisticRegression(),
max_samples=0.5,
max_features=0.5,
random_state=1,
bootstrap=False,
)
bagging.fit(X, y)
# Get relevant attributes
estimators_samples = bagging.estimators_samples_
estimators_features = bagging.estimators_features_
estimators = bagging.estimators_
# Test for correct formatting
assert len(estimators_samples) == len(estimators)
assert len(estimators_samples[0]) == len(X) // 2
assert estimators_samples[0].dtype.kind == "i"
# Re-fit single estimator to test for consistent sampling
estimator_index = 0
estimator_samples = estimators_samples[estimator_index]
estimator_features = estimators_features[estimator_index]
estimator = estimators[estimator_index]
X_train = (X[estimator_samples])[:, estimator_features]
y_train = y[estimator_samples]
orig_coefs = estimator.steps[-1][1].coef_
estimator.fit(X_train, y_train)
new_coefs = estimator.steps[-1][1].coef_
assert_allclose(orig_coefs, new_coefs)
def test_max_samples_consistency():
# Make sure validated max_samples and original max_samples are identical
# when valid integer max_samples supplied by user
max_samples = 100
X, y = make_hastie_10_2(n_samples=2 * max_samples, random_state=1)
bagging = BalancedBaggingClassifier(
KNeighborsClassifier(),
max_samples=max_samples,
max_features=0.5,
random_state=1,
)
bagging.fit(X, y)
assert bagging._max_samples == max_samples
class CountDecisionTreeClassifier(DecisionTreeClassifier):
"""DecisionTreeClassifier that will memorize the number of samples seen
at fit."""
def fit(self, X, y, sample_weight=None):
self.class_counts_ = Counter(y)
return super().fit(X, y, sample_weight=sample_weight)
@pytest.mark.filterwarnings("ignore:Number of distinct clusters")
@pytest.mark.parametrize(
"sampler, n_samples_bootstrap",
[
(None, 15),
(RandomUnderSampler(), 15), # under-sampling with sample_indices_
(
ClusterCentroids(estimator=KMeans(n_init=1)),
15,
), # under-sampling without sample_indices_
(RandomOverSampler(), 40), # over-sampling with sample_indices_
(SMOTE(), 40), # over-sampling without sample_indices_
],
)
def test_balanced_bagging_classifier_samplers(sampler, n_samples_bootstrap):
# check that we can pass any kind of sampler to a bagging classifier
X, y = make_imbalance(
iris.data,
iris.target,
sampling_strategy={0: 20, 1: 25, 2: 50},
random_state=0,
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
clf = BalancedBaggingClassifier(
estimator=CountDecisionTreeClassifier(),
n_estimators=2,
sampler=sampler,
random_state=0,
)
clf.fit(X_train, y_train)
clf.predict(X_test)
# check that we have balanced class with the right counts of class
# sample depending on the sampling strategy
assert_array_equal(
list(clf.estimators_[0][-1].class_counts_.values()), n_samples_bootstrap
)
@pytest.mark.parametrize("replace", [True, False])
def test_balanced_bagging_classifier_with_function_sampler(replace):
# check that we can provide a FunctionSampler in BalancedBaggingClassifier
X, y = make_classification(
n_samples=1_000,
n_features=10,
n_classes=2,
weights=[0.3, 0.7],
random_state=0,
)
def roughly_balanced_bagging(X, y, replace=False):
"""Implementation of Roughly Balanced Bagging for binary problem."""
# find the minority and majority classes
class_counts = Counter(y)
majority_class = max(class_counts, key=class_counts.get)
minority_class = min(class_counts, key=class_counts.get)
# compute the number of sample to draw from the majority class using
# a negative binomial distribution
n_minority_class = class_counts[minority_class]
n_majority_resampled = np.random.negative_binomial(n=n_minority_class, p=0.5)
# draw randomly with or without replacement
majority_indices = np.random.choice(
np.flatnonzero(y == majority_class),
size=n_majority_resampled,
replace=replace,
)
minority_indices = np.random.choice(
np.flatnonzero(y == minority_class),
size=n_minority_class,
replace=replace,
)
indices = np.hstack([majority_indices, minority_indices])
return X[indices], y[indices]
# Roughly Balanced Bagging
rbb = BalancedBaggingClassifier(
estimator=CountDecisionTreeClassifier(random_state=0),
n_estimators=2,
sampler=FunctionSampler(
func=roughly_balanced_bagging, kw_args={"replace": replace}
),
random_state=0,
)
rbb.fit(X, y)
for estimator in rbb.estimators_:
class_counts = estimator[-1].class_counts_
assert (class_counts[0] / class_counts[1]) > 0.78
def test_balanced_bagging_classifier_n_features():
"""Check that we raise a FutureWarning when accessing `n_features_`."""
X, y = load_iris(return_X_y=True)
estimator = BalancedBaggingClassifier().fit(X, y)
with pytest.warns(FutureWarning, match="`n_features_` was deprecated"):
estimator.n_features_
|