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# Authors: The MNE-Python contributors.
# License: BSD-3-Clause
# Copyright the MNE-Python contributors.
import platform
from contextlib import nullcontext
import numpy as np
import pytest
from numpy.testing import (
assert_allclose,
assert_array_almost_equal,
assert_array_equal,
assert_array_less,
assert_equal,
)
pytest.importorskip("sklearn")
from sklearn import svm
from sklearn.base import (
BaseEstimator as sklearn_BaseEstimator,
)
from sklearn.base import (
TransformerMixin as sklearn_TransformerMixin,
)
from sklearn.base import (
is_classifier,
is_regressor,
)
from sklearn.linear_model import LinearRegression, LogisticRegression, Ridge
from sklearn.model_selection import (
GridSearchCV,
KFold,
StratifiedKFold,
cross_val_score,
)
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.utils.estimator_checks import parametrize_with_checks
from mne import EpochsArray, create_info
from mne.decoding import GeneralizingEstimator, Scaler, TransformerMixin, Vectorizer
from mne.decoding.base import (
BaseEstimator,
LinearModel,
_get_inverse_funcs,
cross_val_multiscore,
get_coef,
)
from mne.decoding.search_light import SlidingEstimator
def _make_data(n_samples=1000, n_features=5, n_targets=3):
"""Generate some testing data.
Parameters
----------
n_samples : int
The number of samples.
n_features : int
The number of features.
n_targets : int
The number of targets.
Returns
-------
X : ndarray, shape (n_samples, n_features)
The measured data.
Y : ndarray, shape (n_samples, n_targets)
The latent variables generating the data.
A : ndarray, shape (n_features, n_targets)
The forward model, mapping the latent variables (=Y) to the measured
data (=X).
"""
# Define Y latent factors
np.random.seed(0)
cov_Y = np.eye(n_targets) * 10 + np.random.rand(n_targets, n_targets)
cov_Y = (cov_Y + cov_Y.T) / 2.0
mean_Y = np.random.rand(n_targets)
Y = np.random.multivariate_normal(mean_Y, cov_Y, size=n_samples)
# The Forward model
A = np.random.randn(n_features, n_targets)
X = Y.dot(A.T)
X += np.random.randn(n_samples, n_features) # add noise
X += np.random.rand(n_features) # Put an offset
return X, Y, A
@pytest.mark.filterwarnings("ignore:invalid value encountered in cast.*:RuntimeWarning")
def test_get_coef():
"""Test getting linear coefficients (filters/patterns) from estimators."""
lm_classification = LinearModel()
assert hasattr(lm_classification, "__sklearn_tags__")
print(lm_classification.__sklearn_tags__)
assert is_classifier(lm_classification.model)
assert is_classifier(lm_classification)
assert not is_regressor(lm_classification.model)
assert not is_regressor(lm_classification)
lm_regression = LinearModel(Ridge())
assert is_regressor(lm_regression.model)
assert is_regressor(lm_regression)
assert not is_classifier(lm_regression.model)
assert not is_classifier(lm_regression)
parameters = {"kernel": ["linear"], "C": [1, 10]}
lm_gs_classification = LinearModel(
GridSearchCV(svm.SVC(), parameters, cv=2, refit=True, n_jobs=None)
)
assert is_classifier(lm_gs_classification)
lm_gs_regression = LinearModel(
GridSearchCV(svm.SVR(), parameters, cv=2, refit=True, n_jobs=None)
)
assert is_regressor(lm_gs_regression)
# Define a classifier, an invertible transformer and an non-invertible one.
assert BaseEstimator is sklearn_BaseEstimator
assert TransformerMixin is sklearn_TransformerMixin
class Clf(BaseEstimator):
def fit(self, X, y):
return self
class NoInv(TransformerMixin):
def fit(self, X, y):
return self
def transform(self, X):
return X
class Inv(NoInv):
def inverse_transform(self, X):
return X
X, y, A = _make_data(n_samples=1000, n_features=3, n_targets=1)
# I. Test inverse function
# Check that we retrieve the right number of inverse functions even if
# there are nested pipelines
good_estimators = [
(1, make_pipeline(Inv(), Clf())),
(2, make_pipeline(Inv(), Inv(), Clf())),
(3, make_pipeline(Inv(), make_pipeline(Inv(), Inv()), Clf())),
]
for expected_n, est in good_estimators:
est.fit(X, y)
assert expected_n == len(_get_inverse_funcs(est))
bad_estimators = [
Clf(), # 0: no preprocessing
Inv(), # 1: final estimator isn't classifier
make_pipeline(NoInv(), Clf()), # 2: first step isn't invertible
make_pipeline(
Inv(), make_pipeline(Inv(), NoInv()), Clf()
), # 3: nested step isn't invertible
]
# It's the NoInv that triggers the warning, but too hard to context manage just
# the correct part of the bad_estimators loop
for ei, est in enumerate(bad_estimators):
est.fit(X, y)
if ei in (2, 3): # the NoInv indices
ctx = pytest.warns(RuntimeWarning, match="Cannot inverse transform")
else:
ctx = nullcontext()
with ctx:
invs = _get_inverse_funcs(est)
assert_equal(invs, list())
# II. Test get coef for classification/regression estimators and pipelines
rng = np.random.RandomState(0)
for clf in (
lm_regression,
lm_gs_classification,
make_pipeline(StandardScaler(), lm_classification),
make_pipeline(StandardScaler(), lm_gs_regression),
):
# generate some categorical/continuous data
# according to the type of estimator.
if is_classifier(clf):
n, n_features = 1000, 3
X = rng.rand(n, n_features)
y = np.arange(n) % 2
else:
X, y, A = _make_data(n_samples=1000, n_features=3, n_targets=1)
y = np.ravel(y)
clf.fit(X, y)
# Retrieve final linear model
filters = get_coef(clf, "filters_", False)
if hasattr(clf, "steps"):
if hasattr(clf.steps[-1][-1].model, "best_estimator_"):
# Linear Model with GridSearchCV
coefs = clf.steps[-1][-1].model.best_estimator_.coef_
else:
# Standard Linear Model
coefs = clf.steps[-1][-1].model.coef_
else:
if hasattr(clf.model, "best_estimator_"):
# Linear Model with GridSearchCV
coefs = clf.model.best_estimator_.coef_
else:
# Standard Linear Model
coefs = clf.model.coef_
if coefs.ndim == 2 and coefs.shape[0] == 1:
coefs = coefs[0]
assert_array_equal(filters, coefs)
patterns = get_coef(clf, "patterns_", False)
assert filters[0] != patterns[0]
n_chans = X.shape[1]
assert_array_equal(filters.shape, patterns.shape, [n_chans, n_chans])
# Inverse transform linear model
filters_inv = get_coef(clf, "filters_", True)
assert filters[0] != filters_inv[0]
patterns_inv = get_coef(clf, "patterns_", True)
assert patterns[0] != patterns_inv[0]
class _Noop(BaseEstimator, TransformerMixin):
def fit(self, X, y=None):
return self
def transform(self, X):
return X.copy()
inverse_transform = transform
@pytest.mark.parametrize("inverse", (True, False))
@pytest.mark.parametrize(
"Scale, kwargs",
[
(Scaler, dict(info=None, scalings="mean")),
(_Noop, dict()),
],
)
def test_get_coef_inverse_transform(inverse, Scale, kwargs):
"""Test get_coef with and without inverse_transform."""
lm_regression = LinearModel(Ridge())
X, y, A = _make_data(n_samples=1000, n_features=3, n_targets=1)
# Check with search_light and combination of preprocessing ending with sl:
# slider = SlidingEstimator(make_pipeline(StandardScaler(), lm_regression))
# XXX : line above should work but does not as only last step is
# used in get_coef ...
slider = SlidingEstimator(make_pipeline(lm_regression))
X = np.transpose([X, -X], [1, 2, 0]) # invert X across 2 time samples
clf = make_pipeline(Scale(**kwargs), slider)
clf.fit(X, y)
patterns = get_coef(clf, "patterns_", inverse)
filters = get_coef(clf, "filters_", inverse)
assert_array_equal(filters.shape, patterns.shape, X.shape[1:])
# the two time samples get inverted patterns
assert_equal(patterns[0, 0], -patterns[0, 1])
for t in [0, 1]:
filters_t = get_coef(
clf.named_steps["slidingestimator"].estimators_[t], "filters_", False
)
if Scale is _Noop:
assert_array_equal(filters_t, filters[:, t])
@pytest.mark.parametrize("n_features", [1, 5])
@pytest.mark.parametrize("n_targets", [1, 3])
def test_get_coef_multiclass(n_features, n_targets):
"""Test get_coef on multiclass problems."""
# Check patterns with more than 1 regressor
X, Y, A = _make_data(n_samples=30000, n_features=n_features, n_targets=n_targets)
lm = LinearModel(LinearRegression()).fit(X, Y)
assert_array_equal(lm.filters_.shape, lm.patterns_.shape)
if n_targets == 1:
want_shape = (n_features,)
else:
want_shape = (n_targets, n_features)
assert_array_equal(lm.filters_.shape, want_shape)
if n_features > 1 and n_targets > 1:
assert_array_almost_equal(A, lm.patterns_.T, decimal=2)
lm = LinearModel(Ridge(alpha=0))
clf = make_pipeline(lm)
clf.fit(X, Y)
if n_features > 1 and n_targets > 1:
assert_allclose(A, lm.patterns_.T, atol=2e-2)
coef = get_coef(clf, "patterns_", inverse_transform=True)
assert_allclose(lm.patterns_, coef, atol=1e-5)
# With epochs, scaler, and vectorizer (typical use case)
X_epo = X.reshape(X.shape + (1,))
info = create_info(n_features, 1000.0, "eeg")
lm = LinearModel(Ridge(alpha=1))
clf = make_pipeline(
Scaler(info, scalings=dict(eeg=1.0)), # XXX adding this step breaks
Vectorizer(),
lm,
)
clf.fit(X_epo, Y)
if n_features > 1 and n_targets > 1:
assert_allclose(A, lm.patterns_.T, atol=2e-2)
coef = get_coef(clf, "patterns_", inverse_transform=True)
lm_patterns_ = lm.patterns_[..., np.newaxis]
assert_allclose(lm_patterns_, coef, atol=1e-5)
# Check can pass fitting parameters
lm.fit(X, Y, sample_weight=np.ones(len(Y)))
@pytest.mark.parametrize(
"n_classes, n_channels, n_times",
[
(4, 10, 2),
(4, 3, 2),
(3, 2, 1),
(3, 1, 2),
],
)
# TODO: Need to fix this properly in LinearModel
@pytest.mark.filterwarnings("ignore:'multi_class' was deprecated in.*:FutureWarning")
@pytest.mark.filterwarnings("ignore:lbfgs failed to converge.*:")
def test_get_coef_multiclass_full(n_classes, n_channels, n_times):
"""Test a full example with pattern extraction."""
data = np.zeros((10 * n_classes, n_channels, n_times))
# Make only the first channel informative
for ii in range(n_classes):
data[ii * 10 : (ii + 1) * 10, 0] = ii
events = np.zeros((len(data), 3), int)
events[:, 0] = np.arange(len(events))
events[:, 2] = data[:, 0, 0]
info = create_info(n_channels, 1000.0, "eeg")
epochs = EpochsArray(data, info, events, tmin=0)
clf = make_pipeline(
Scaler(epochs.info),
Vectorizer(),
LinearModel(LogisticRegression(random_state=0, multi_class="ovr")),
)
scorer = "roc_auc_ovr_weighted"
time_gen = GeneralizingEstimator(clf, scorer, verbose=True)
X = epochs.get_data(copy=False)
y = epochs.events[:, 2]
n_splits = 3
cv = StratifiedKFold(n_splits=n_splits)
scores = cross_val_multiscore(time_gen, X, y, cv=cv, verbose=True)
want = (n_splits,)
if n_times > 1:
want += (n_times, n_times)
assert scores.shape == want
# On Windows LBFGS can fail to converge, so we need to be a bit more tol here
limit = 0.7 if platform.system() == "Windows" else 0.8
assert_array_less(limit, scores)
clf.fit(X, y)
patterns = get_coef(clf, "patterns_", inverse_transform=True)
assert patterns.shape == (n_classes, n_channels, n_times)
assert_allclose(patterns[:, 1:], 0.0, atol=1e-7) # no other channels useful
def test_linearmodel():
"""Test LinearModel class for computing filters and patterns."""
# check categorical target fit in standard linear model
rng = np.random.RandomState(0)
clf = LinearModel()
n, n_features = 20, 3
X = rng.rand(n, n_features)
y = np.arange(n) % 2
clf.fit(X, y)
assert_equal(clf.filters_.shape, (n_features,))
assert_equal(clf.patterns_.shape, (n_features,))
with pytest.raises(ValueError):
wrong_X = rng.rand(n, n_features, 99)
clf.fit(wrong_X, y)
# check categorical target fit in standard linear model with GridSearchCV
parameters = {"kernel": ["linear"], "C": [1, 10]}
clf = LinearModel(
GridSearchCV(svm.SVC(), parameters, cv=2, refit=True, n_jobs=None)
)
clf.fit(X, y)
assert_equal(clf.filters_.shape, (n_features,))
assert_equal(clf.patterns_.shape, (n_features,))
with pytest.raises(ValueError):
wrong_X = rng.rand(n, n_features, 99)
clf.fit(wrong_X, y)
# check continuous target fit in standard linear model with GridSearchCV
n_targets = 1
Y = rng.rand(n, n_targets)
clf = LinearModel(
GridSearchCV(svm.SVR(), parameters, cv=2, refit=True, n_jobs=None)
)
clf.fit(X, y)
assert_equal(clf.filters_.shape, (n_features,))
assert_equal(clf.patterns_.shape, (n_features,))
with pytest.raises(ValueError):
wrong_y = rng.rand(n, n_features, 99)
clf.fit(X, wrong_y)
# check multi-target fit in standard linear model
n_targets = 5
Y = rng.rand(n, n_targets)
clf = LinearModel(LinearRegression())
clf.fit(X, Y)
assert_equal(clf.filters_.shape, (n_targets, n_features))
assert_equal(clf.patterns_.shape, (n_targets, n_features))
with pytest.raises(ValueError):
wrong_y = rng.rand(n, n_features, 99)
clf.fit(X, wrong_y)
def test_cross_val_multiscore():
"""Test cross_val_multiscore for computing scores on decoding over time."""
logreg = LogisticRegression(solver="liblinear", random_state=0)
# compare to cross-val-score
X = np.random.rand(20, 3)
y = np.arange(20) % 2
cv = KFold(2, random_state=0, shuffle=True)
clf = logreg
assert_array_equal(
cross_val_score(clf, X, y, cv=cv), cross_val_multiscore(clf, X, y, cv=cv)
)
# Test with search light
X = np.random.rand(20, 4, 3)
y = np.arange(20) % 2
clf = SlidingEstimator(logreg, scoring="accuracy")
scores_acc = cross_val_multiscore(clf, X, y, cv=cv)
assert_array_equal(np.shape(scores_acc), [2, 3])
# check values
scores_acc_manual = list()
for train, test in cv.split(X, y):
clf.fit(X[train], y[train])
scores_acc_manual.append(clf.score(X[test], y[test]))
assert_array_equal(scores_acc, scores_acc_manual)
# check scoring metric
# raise an error if scoring is defined at cross-val-score level and
# search light, because search light does not return a 1-dimensional
# prediction.
with pytest.raises(ValueError, match="multi_class must be"):
cross_val_multiscore(clf, X, y, cv=cv, scoring="roc_auc", n_jobs=1)
clf = SlidingEstimator(logreg, scoring="roc_auc")
scores_auc = cross_val_multiscore(clf, X, y, cv=cv, n_jobs=None)
scores_auc_manual = list()
for train, test in cv.split(X, y):
clf.fit(X[train], y[train])
scores_auc_manual.append(clf.score(X[test], y[test]))
assert_array_equal(scores_auc, scores_auc_manual)
# indirectly test that cross_val_multiscore rightly detects the type of
# estimator and generates a StratifiedKFold for classiers and a KFold
# otherwise
X = np.random.randn(1000, 3)
y = np.ones(1000, dtype=int)
y[::2] = 0
clf = logreg
reg = LinearRegression()
for cross_val in (cross_val_score, cross_val_multiscore):
manual = cross_val(clf, X, y, cv=StratifiedKFold(2))
auto = cross_val(clf, X, y, cv=2)
assert_array_equal(manual, auto)
manual = cross_val(reg, X, y, cv=KFold(2))
auto = cross_val(reg, X, y, cv=2)
assert_array_equal(manual, auto)
@parametrize_with_checks([LinearModel(LogisticRegression())])
def test_sklearn_compliance(estimator, check):
"""Test LinearModel compliance with sklearn."""
ignores = (
"check_n_features_in", # maybe we should add this someday?
"check_estimator_sparse_data", # we densify
"check_estimators_overwrite_params", # self.model changes!
"check_parameters_default_constructible",
)
if any(ignore in str(check) for ignore in ignores):
return
check(estimator)
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