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# coding: utf-8
"""Testing the metric for classification with imbalanced dataset"""
# Authors: Guillaume Lemaitre <g.lemaitre58@gmail.com>
# Christos Aridas
# License: MIT
from functools import partial
import numpy as np
import pytest
from sklearn import datasets, svm
from sklearn.metrics import (
accuracy_score,
average_precision_score,
brier_score_loss,
cohen_kappa_score,
jaccard_score,
precision_score,
recall_score,
roc_auc_score,
)
from sklearn.preprocessing import label_binarize
from sklearn.utils._testing import (
assert_allclose,
assert_array_equal,
assert_no_warnings,
)
from sklearn.utils.validation import check_random_state
from imblearn.metrics import (
classification_report_imbalanced,
geometric_mean_score,
macro_averaged_mean_absolute_error,
make_index_balanced_accuracy,
sensitivity_score,
sensitivity_specificity_support,
specificity_score,
)
RND_SEED = 42
R_TOL = 1e-2
###############################################################################
# Utilities for testing
def make_prediction(dataset=None, binary=False):
"""Make some classification predictions on a toy dataset using a SVC
If binary is True restrict to a binary classification problem instead of a
multiclass classification problem
"""
if dataset is None:
# import some data to play with
dataset = datasets.load_iris()
X = dataset.data
y = dataset.target
if binary:
# restrict to a binary classification task
X, y = X[y < 2], y[y < 2]
n_samples, n_features = X.shape
p = np.arange(n_samples)
rng = check_random_state(37)
rng.shuffle(p)
X, y = X[p], y[p]
half = int(n_samples / 2)
# add noisy features to make the problem harder and avoid perfect results
rng = np.random.RandomState(0)
X = np.c_[X, rng.randn(n_samples, 200 * n_features)]
# run classifier, get class probabilities and label predictions
clf = svm.SVC(kernel="linear", probability=True, random_state=0)
probas_pred = clf.fit(X[:half], y[:half]).predict_proba(X[half:])
if binary:
# only interested in probabilities of the positive case
# XXX: do we really want a special API for the binary case?
probas_pred = probas_pred[:, 1]
y_pred = clf.predict(X[half:])
y_true = y[half:]
return y_true, y_pred, probas_pred
###############################################################################
# Tests
def test_sensitivity_specificity_score_binary():
y_true, y_pred, _ = make_prediction(binary=True)
# detailed measures for each class
sen, spe, sup = sensitivity_specificity_support(y_true, y_pred, average=None)
assert_allclose(sen, [0.88, 0.68], rtol=R_TOL)
assert_allclose(spe, [0.68, 0.88], rtol=R_TOL)
assert_array_equal(sup, [25, 25])
# individual scoring function that can be used for grid search: in the
# binary class case the score is the value of the measure for the positive
# class (e.g. label == 1). This is deprecated for average != 'binary'.
for kwargs in ({}, {"average": "binary"}):
sen = assert_no_warnings(sensitivity_score, y_true, y_pred, **kwargs)
assert sen == pytest.approx(0.68, rel=R_TOL)
spe = assert_no_warnings(specificity_score, y_true, y_pred, **kwargs)
assert spe == pytest.approx(0.88, rel=R_TOL)
@pytest.mark.filterwarnings("ignore:Specificity is ill-defined")
@pytest.mark.parametrize(
"y_pred, expected_sensitivity, expected_specificity",
[(([1, 1], [1, 1]), 1.0, 0.0), (([-1, -1], [-1, -1]), 0.0, 0.0)],
)
def test_sensitivity_specificity_f_binary_single_class(
y_pred, expected_sensitivity, expected_specificity
):
# Such a case may occur with non-stratified cross-validation
assert sensitivity_score(*y_pred) == expected_sensitivity
assert specificity_score(*y_pred) == expected_specificity
@pytest.mark.parametrize(
"average, expected_specificty",
[
(None, [1.0, 0.67, 1.0, 1.0, 1.0]),
("macro", np.mean([1.0, 0.67, 1.0, 1.0, 1.0])),
("micro", 15 / 16),
],
)
def test_sensitivity_specificity_extra_labels(average, expected_specificty):
y_true = [1, 3, 3, 2]
y_pred = [1, 1, 3, 2]
actual = specificity_score(y_true, y_pred, labels=[0, 1, 2, 3, 4], average=average)
assert_allclose(expected_specificty, actual, rtol=R_TOL)
def test_sensitivity_specificity_ignored_labels():
y_true = [1, 1, 2, 3]
y_pred = [1, 3, 3, 3]
specificity_13 = partial(specificity_score, y_true, y_pred, labels=[1, 3])
specificity_all = partial(specificity_score, y_true, y_pred, labels=None)
assert_allclose([1.0, 0.33], specificity_13(average=None), rtol=R_TOL)
assert_allclose(np.mean([1.0, 0.33]), specificity_13(average="macro"), rtol=R_TOL)
assert_allclose(
np.average([1.0, 0.33], weights=[2.0, 1.0]),
specificity_13(average="weighted"),
rtol=R_TOL,
)
assert_allclose(3.0 / (3.0 + 2.0), specificity_13(average="micro"), rtol=R_TOL)
# ensure the above were meaningful tests:
for each in ["macro", "weighted", "micro"]:
assert specificity_13(average=each) != specificity_all(average=each)
def test_sensitivity_specificity_error_multilabels():
y_true = [1, 3, 3, 2]
y_pred = [1, 1, 3, 2]
y_true_bin = label_binarize(y_true, classes=np.arange(5))
y_pred_bin = label_binarize(y_pred, classes=np.arange(5))
with pytest.raises(ValueError):
sensitivity_score(y_true_bin, y_pred_bin)
def test_sensitivity_specificity_support_errors():
y_true, y_pred, _ = make_prediction(binary=True)
# Bad pos_label
with pytest.raises(ValueError):
sensitivity_specificity_support(y_true, y_pred, pos_label=2, average="binary")
# Bad average option
with pytest.raises(ValueError):
sensitivity_specificity_support([0, 1, 2], [1, 2, 0], average="mega")
def test_sensitivity_specificity_unused_pos_label():
# but average != 'binary'; even if data is binary
msg = r"use labels=\[pos_label\] to specify a single"
with pytest.warns(UserWarning, match=msg):
sensitivity_specificity_support(
[1, 2, 1], [1, 2, 2], pos_label=2, average="macro"
)
def test_geometric_mean_support_binary():
y_true, y_pred, _ = make_prediction(binary=True)
# compute the geometric mean for the binary problem
geo_mean = geometric_mean_score(y_true, y_pred)
assert_allclose(geo_mean, 0.77, rtol=R_TOL)
@pytest.mark.filterwarnings("ignore:Recall is ill-defined")
@pytest.mark.parametrize(
"y_true, y_pred, correction, expected_gmean",
[
([0, 0, 1, 1], [0, 0, 1, 1], 0.0, 1.0),
([0, 0, 0, 0], [1, 1, 1, 1], 0.0, 0.0),
([0, 0, 0, 0], [0, 0, 0, 0], 0.001, 1.0),
([0, 0, 0, 0], [1, 1, 1, 1], 0.001, 0.001),
([0, 0, 1, 1], [0, 1, 1, 0], 0.001, 0.5),
(
[0, 1, 2, 0, 1, 2],
[0, 2, 1, 0, 0, 1],
0.001,
(0.001**2) ** (1 / 3),
),
([0, 1, 2, 3, 4, 5], [0, 1, 2, 3, 4, 5], 0.001, 1),
([0, 1, 1, 1, 1, 0], [0, 0, 1, 1, 1, 1], 0.001, (0.5 * 0.75) ** 0.5),
],
)
def test_geometric_mean_multiclass(y_true, y_pred, correction, expected_gmean):
gmean = geometric_mean_score(y_true, y_pred, correction=correction)
assert gmean == pytest.approx(expected_gmean, rel=R_TOL)
@pytest.mark.filterwarnings("ignore:Recall is ill-defined")
@pytest.mark.parametrize(
"y_true, y_pred, average, expected_gmean",
[
([0, 1, 2, 0, 1, 2], [0, 2, 1, 0, 0, 1], "macro", 0.471),
([0, 1, 2, 0, 1, 2], [0, 2, 1, 0, 0, 1], "micro", 0.471),
([0, 1, 2, 0, 1, 2], [0, 2, 1, 0, 0, 1], "weighted", 0.471),
([0, 1, 2, 0, 1, 2], [0, 2, 1, 0, 0, 1], None, [0.8660254, 0.0, 0.0]),
],
)
def test_geometric_mean_average(y_true, y_pred, average, expected_gmean):
gmean = geometric_mean_score(y_true, y_pred, average=average)
assert gmean == pytest.approx(expected_gmean, rel=R_TOL)
@pytest.mark.parametrize(
"y_true, y_pred, sample_weight, average, expected_gmean",
[
([0, 1, 2, 0, 1, 2], [0, 1, 1, 0, 0, 1], None, "multiclass", 0.707),
(
[0, 1, 2, 0, 1, 2],
[0, 1, 1, 0, 0, 1],
[1, 2, 1, 1, 2, 1],
"multiclass",
0.707,
),
(
[0, 1, 2, 0, 1, 2],
[0, 1, 1, 0, 0, 1],
[1, 2, 1, 1, 2, 1],
"weighted",
0.333,
),
],
)
def test_geometric_mean_sample_weight(
y_true, y_pred, sample_weight, average, expected_gmean
):
gmean = geometric_mean_score(
y_true,
y_pred,
labels=[0, 1],
sample_weight=sample_weight,
average=average,
)
assert gmean == pytest.approx(expected_gmean, rel=R_TOL)
@pytest.mark.parametrize(
"average, expected_gmean",
[
("multiclass", 0.41),
(None, [0.85, 0.29, 0.7]),
("macro", 0.68),
("weighted", 0.65),
],
)
def test_geometric_mean_score_prediction(average, expected_gmean):
y_true, y_pred, _ = make_prediction(binary=False)
gmean = geometric_mean_score(y_true, y_pred, average=average)
assert gmean == pytest.approx(expected_gmean, rel=R_TOL)
def test_iba_geo_mean_binary():
y_true, y_pred, _ = make_prediction(binary=True)
iba_gmean = make_index_balanced_accuracy(alpha=0.5, squared=True)(
geometric_mean_score
)
iba = iba_gmean(y_true, y_pred)
assert_allclose(iba, 0.5948, rtol=R_TOL)
def _format_report(report):
return " ".join(report.split())
def test_classification_report_imbalanced_multiclass():
iris = datasets.load_iris()
y_true, y_pred, _ = make_prediction(dataset=iris, binary=False)
# print classification report with class names
expected_report = (
"pre rec spe f1 geo iba sup setosa 0.83 0.79 0.92 "
"0.81 0.85 0.72 24 versicolor 0.33 0.10 0.86 0.15 "
"0.29 0.08 31 virginica 0.42 0.90 0.55 0.57 0.70 "
"0.51 20 avg / total 0.51 0.53 0.80 0.47 0.58 0.40 75"
)
report = classification_report_imbalanced(
y_true,
y_pred,
labels=np.arange(len(iris.target_names)),
target_names=iris.target_names,
)
assert _format_report(report) == expected_report
# print classification report with label detection
expected_report = (
"pre rec spe f1 geo iba sup 0 0.83 0.79 0.92 0.81 "
"0.85 0.72 24 1 0.33 0.10 0.86 0.15 0.29 0.08 31 "
"2 0.42 0.90 0.55 0.57 0.70 0.51 20 avg / total "
"0.51 0.53 0.80 0.47 0.58 0.40 75"
)
report = classification_report_imbalanced(y_true, y_pred)
assert _format_report(report) == expected_report
def test_classification_report_imbalanced_multiclass_with_digits():
iris = datasets.load_iris()
y_true, y_pred, _ = make_prediction(dataset=iris, binary=False)
# print classification report with class names
expected_report = (
"pre rec spe f1 geo iba sup setosa 0.82609 0.79167 "
"0.92157 0.80851 0.85415 0.72010 24 versicolor "
"0.33333 0.09677 0.86364 0.15000 0.28910 0.07717 "
"31 virginica 0.41860 0.90000 0.54545 0.57143 0.70065 "
"0.50831 20 avg / total 0.51375 0.53333 0.79733 "
"0.47310 0.57966 0.39788 75"
)
report = classification_report_imbalanced(
y_true,
y_pred,
labels=np.arange(len(iris.target_names)),
target_names=iris.target_names,
digits=5,
)
assert _format_report(report) == expected_report
# print classification report with label detection
expected_report = (
"pre rec spe f1 geo iba sup 0 0.83 0.79 0.92 0.81 "
"0.85 0.72 24 1 0.33 0.10 0.86 0.15 0.29 0.08 31 "
"2 0.42 0.90 0.55 0.57 0.70 0.51 20 avg / total 0.51 "
"0.53 0.80 0.47 0.58 0.40 75"
)
report = classification_report_imbalanced(y_true, y_pred)
assert _format_report(report) == expected_report
def test_classification_report_imbalanced_multiclass_with_string_label():
y_true, y_pred, _ = make_prediction(binary=False)
y_true = np.array(["blue", "green", "red"])[y_true]
y_pred = np.array(["blue", "green", "red"])[y_pred]
expected_report = (
"pre rec spe f1 geo iba sup blue 0.83 0.79 0.92 0.81 "
"0.85 0.72 24 green 0.33 0.10 0.86 0.15 0.29 0.08 31 "
"red 0.42 0.90 0.55 0.57 0.70 0.51 20 avg / total "
"0.51 0.53 0.80 0.47 0.58 0.40 75"
)
report = classification_report_imbalanced(y_true, y_pred)
assert _format_report(report) == expected_report
expected_report = (
"pre rec spe f1 geo iba sup a 0.83 0.79 0.92 0.81 0.85 "
"0.72 24 b 0.33 0.10 0.86 0.15 0.29 0.08 31 c 0.42 "
"0.90 0.55 0.57 0.70 0.51 20 avg / total 0.51 0.53 "
"0.80 0.47 0.58 0.40 75"
)
report = classification_report_imbalanced(
y_true, y_pred, target_names=["a", "b", "c"]
)
assert _format_report(report) == expected_report
def test_classification_report_imbalanced_multiclass_with_unicode_label():
y_true, y_pred, _ = make_prediction(binary=False)
labels = np.array(["blue\xa2", "green\xa2", "red\xa2"])
y_true = labels[y_true]
y_pred = labels[y_pred]
expected_report = (
"pre rec spe f1 geo iba sup blue¢ 0.83 0.79 0.92 0.81 "
"0.85 0.72 24 green¢ 0.33 0.10 0.86 0.15 0.29 0.08 31 "
"red¢ 0.42 0.90 0.55 0.57 0.70 0.51 20 avg / total "
"0.51 0.53 0.80 0.47 0.58 0.40 75"
)
report = classification_report_imbalanced(y_true, y_pred)
assert _format_report(report) == expected_report
def test_classification_report_imbalanced_multiclass_with_long_string_label():
y_true, y_pred, _ = make_prediction(binary=False)
labels = np.array(["blue", "green" * 5, "red"])
y_true = labels[y_true]
y_pred = labels[y_pred]
expected_report = (
"pre rec spe f1 geo iba sup blue 0.83 0.79 0.92 0.81 "
"0.85 0.72 24 greengreengreengreengreen 0.33 0.10 "
"0.86 0.15 0.29 0.08 31 red 0.42 0.90 0.55 0.57 0.70 "
"0.51 20 avg / total 0.51 0.53 0.80 0.47 0.58 0.40 75"
)
report = classification_report_imbalanced(y_true, y_pred)
assert _format_report(report) == expected_report
@pytest.mark.parametrize(
"score, expected_score",
[
(accuracy_score, 0.54756),
(jaccard_score, 0.33176),
(precision_score, 0.65025),
(recall_score, 0.41616),
],
)
def test_iba_sklearn_metrics(score, expected_score):
y_true, y_pred, _ = make_prediction(binary=True)
score_iba = make_index_balanced_accuracy(alpha=0.5, squared=True)(score)
score = score_iba(y_true, y_pred)
assert score == pytest.approx(expected_score)
@pytest.mark.parametrize(
"score_loss",
[average_precision_score, brier_score_loss, cohen_kappa_score, roc_auc_score],
)
def test_iba_error_y_score_prob_error(score_loss):
y_true, y_pred, _ = make_prediction(binary=True)
aps = make_index_balanced_accuracy(alpha=0.5, squared=True)(score_loss)
with pytest.raises(AttributeError):
aps(y_true, y_pred)
def test_classification_report_imbalanced_dict_with_target_names():
iris = datasets.load_iris()
y_true, y_pred, _ = make_prediction(dataset=iris, binary=False)
report = classification_report_imbalanced(
y_true,
y_pred,
labels=np.arange(len(iris.target_names)),
target_names=iris.target_names,
output_dict=True,
)
outer_keys = set(report.keys())
inner_keys = set(report["setosa"].keys())
expected_outer_keys = {
"setosa",
"versicolor",
"virginica",
"avg_pre",
"avg_rec",
"avg_spe",
"avg_f1",
"avg_geo",
"avg_iba",
"total_support",
}
expected_inner_keys = {"spe", "f1", "sup", "rec", "geo", "iba", "pre"}
assert outer_keys == expected_outer_keys
assert inner_keys == expected_inner_keys
def test_classification_report_imbalanced_dict_without_target_names():
iris = datasets.load_iris()
y_true, y_pred, _ = make_prediction(dataset=iris, binary=False)
print(iris.target_names)
report = classification_report_imbalanced(
y_true,
y_pred,
labels=np.arange(len(iris.target_names)),
output_dict=True,
)
print(report.keys())
outer_keys = set(report.keys())
inner_keys = set(report["0"].keys())
expected_outer_keys = {
"0",
"1",
"2",
"avg_pre",
"avg_rec",
"avg_spe",
"avg_f1",
"avg_geo",
"avg_iba",
"total_support",
}
expected_inner_keys = {"spe", "f1", "sup", "rec", "geo", "iba", "pre"}
assert outer_keys == expected_outer_keys
assert inner_keys == expected_inner_keys
@pytest.mark.parametrize(
"y_true, y_pred, expected_ma_mae",
[
([1, 1, 1, 2, 2, 2], [1, 2, 1, 2, 1, 2], 0.333),
([1, 1, 1, 1, 1, 2], [1, 2, 1, 2, 1, 2], 0.2),
([1, 1, 1, 2, 2, 2, 3, 3, 3], [1, 3, 1, 2, 1, 1, 2, 3, 3], 0.555),
([1, 1, 1, 1, 1, 1, 2, 3, 3], [1, 3, 1, 2, 1, 1, 2, 3, 3], 0.166),
],
)
def test_macro_averaged_mean_absolute_error(y_true, y_pred, expected_ma_mae):
ma_mae = macro_averaged_mean_absolute_error(y_true, y_pred)
assert ma_mae == pytest.approx(expected_ma_mae, rel=R_TOL)
def test_macro_averaged_mean_absolute_error_sample_weight():
y_true = [1, 1, 1, 2, 2, 2]
y_pred = [1, 2, 1, 2, 1, 2]
ma_mae_no_weights = macro_averaged_mean_absolute_error(y_true, y_pred)
sample_weight = [1, 1, 1, 1, 1, 1]
ma_mae_unit_weights = macro_averaged_mean_absolute_error(
y_true,
y_pred,
sample_weight=sample_weight,
)
assert ma_mae_unit_weights == pytest.approx(ma_mae_no_weights)
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