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"""Test the cross_validation module"""
import warnings
import numpy as np
from scipy.sparse import coo_matrix
from nose.tools import assert_true, assert_equal
from nose.tools import assert_raises
from ..utils.testing import assert_greater, assert_less
from ..base import BaseEstimator
from ..datasets import make_regression
from ..datasets import load_iris
from ..metrics import zero_one_score
from ..metrics import f1_score
from ..metrics import mean_squared_error
from ..metrics import r2_score
from ..metrics import explained_variance_score
from ..svm import SVC
from ..linear_model import Ridge
from ..svm.sparse import SVC as SparseSVC
from .. import cross_validation as cval
from numpy.testing import assert_array_almost_equal
from numpy.testing import assert_array_equal
class MockClassifier(BaseEstimator):
"""Dummy classifier to test the cross-validation"""
def __init__(self, a=0):
self.a = a
def fit(self, X, Y):
return self
def predict(self, T):
return T.shape[0]
def score(self, X=None, Y=None):
return 1. / (1 + np.abs(self.a))
X = np.ones((10, 2))
X_sparse = coo_matrix(X)
y = np.arange(10) / 2
##############################################################################
# Tests
def test_kfold():
# Check that errors are raised if there is not enough samples
assert_raises(ValueError, cval.KFold, 3, 4)
y = [0, 0, 1, 1, 2]
assert_raises(ValueError, cval.StratifiedKFold, y, 3)
# Check all indices are returned in the test folds
kf = cval.KFold(300, 3)
all_folds = None
for train, test in kf:
if all_folds is None:
all_folds = test.copy()
else:
all_folds = np.concatenate((all_folds, test))
all_folds.sort()
assert_array_equal(all_folds, np.arange(300))
def test_shuffle_kfold():
# Check the indices are shuffled properly, and that all indices are
# returned in the different test folds
kf1 = cval.KFold(300, 3, shuffle=True, random_state=0, indices=True)
kf2 = cval.KFold(300, 3, shuffle=True, random_state=0, indices=False)
ind = np.arange(300)
for kf in (kf1, kf2):
all_folds = None
for train, test in kf:
sorted_array = np.arange(100)
assert np.any(sorted_array != ind[train])
sorted_array = np.arange(101, 200)
assert np.any(sorted_array != ind[train])
sorted_array = np.arange(201, 300)
assert np.any(sorted_array != ind[train])
if all_folds is None:
all_folds = ind[test].copy()
else:
all_folds = np.concatenate((all_folds, ind[test]))
all_folds.sort()
assert_array_equal(all_folds, ind)
def test_shuffle_split():
ss1 = cval.ShuffleSplit(10, test_size=0.2, random_state=0)
ss2 = cval.ShuffleSplit(10, test_size=2, random_state=0)
ss3 = cval.ShuffleSplit(10, test_size=np.int32(2), random_state=0)
ss4 = cval.ShuffleSplit(10, test_size=long(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():
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)
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)
# Check if returns better balanced classes than ShuffleSplit
sss = cval.StratifiedShuffleSplit(y, 6, test_size=0.33, random_state=0)
ss = cval.ShuffleSplit(y.size, 6, 0.33, random_state=0)
train_std = []
test_std = []
for train, test in sss:
train_std.append(np.std(np.bincount(y[train])))
test_std.append(np.std(np.bincount(y[test])))
for i, [train, test] in enumerate(ss):
assert_true(train_std[i] <= np.std(np.bincount(y[train])))
assert_true(test_std[i] <= np.std(np.bincount(y[test])))
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))
scores = cval.cross_val_score(clf, X_sparse, y)
assert_array_equal(scores, clf.score(X_sparse, y))
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_shuffle_split_warnings():
expected_message = ("test_fraction is deprecated in 0.11 and scheduled "
"for removal in 0.12, use test_size instead",
"train_fraction is deprecated in 0.11 and scheduled "
"for removal in 0.12, use train_size instead")
with warnings.catch_warnings(record=True) as warn_queue:
cval.ShuffleSplit(10, 3, test_fraction=0.1)
cval.ShuffleSplit(10, 3, train_fraction=0.1)
cval.train_test_split(range(3), test_fraction=0.1)
cval.train_test_split(range(3), train_fraction=0.1)
assert_equal(len(warn_queue), 4)
assert_equal(str(warn_queue[0].message), expected_message[0])
assert_equal(str(warn_queue[1].message), expected_message[1])
assert_equal(str(warn_queue[2].message), expected_message[0])
assert_equal(str(warn_queue[3].message), expected_message[1])
def test_train_test_split():
X = np.arange(100).reshape((10, 10))
X_s = coo_matrix(X)
y = range(10)
X_train, X_test, X_s_train, X_s_test, y_train, y_test = \
cval.train_test_split(X, X_s, y)
assert_array_equal(X_train, X_s_train.toarray())
assert_array_equal(X_test, X_s_test.toarray())
assert_array_equal(X_train[:, 0], y_train * 10)
assert_array_equal(X_test[:, 0], y_test * 10)
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, [1., 0.97, 0.90, 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,
score_func=zero_one_score, cv=5)
assert_array_almost_equal(zo_scores, [1., 0.97, 0.90, 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,
score_func=f1_score, cv=5)
assert_array_almost_equal(f1_scores, [1., 0.97, 0.90, 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, score_func=r2_score, cv=5)
assert_array_almost_equal(r2_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2)
# Mean squared error
mse_scores = cval.cross_val_score(reg, X, y, cv=5,
score_func=mean_squared_error)
expected_mse = np.array([763.07, 553.16, 274.38, 273.26, 1681.99])
assert_array_almost_equal(mse_scores, expected_mse, 2)
# Explained variance
ev_scores = cval.cross_val_score(reg, X, y, cv=5,
score_func=explained_variance_score)
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, zero_one_score, cv)
assert_greater(score, 0.9)
np.testing.assert_almost_equal(pvalue, 0.0, 1)
score_label, _, pvalue_label = cval.permutation_test_score(
svm, X, y, zero_one_score, cv, 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 = SparseSVC(kernel='linear')
cv_sparse = cval.StratifiedKFold(y, 2, indices=True)
score_label, _, pvalue_label = cval.permutation_test_score(
svm_sparse, X_sparse, y, zero_one_score, cv_sparse,
labels=np.ones(y.size), random_state=0)
assert_true(score_label == score)
assert_true(pvalue_label == pvalue)
# set random y
y = np.mod(np.arange(len(y)), 3)
score, scores, pvalue = cval.permutation_test_score(svm, X, y,
zero_one_score, cv)
assert_less(score, 0.5)
assert_greater(pvalue, 0.4)
def test_cross_val_generator_with_mask():
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, indices=False)
lpo = cval.LeavePOut(4, 2, indices=False)
kf = cval.KFold(4, 2, indices=False)
skf = cval.StratifiedKFold(y, 2, indices=False)
lolo = cval.LeaveOneLabelOut(labels, indices=False)
lopo = cval.LeavePLabelOut(labels, 2, indices=False)
ss = cval.ShuffleSplit(4, indices=False)
for cv in [loo, lpo, kf, skf, lolo, lopo, ss]:
for train, test in cv:
X_train, X_test = X[train], X[test]
y_train, y_test = y[train], y[test]
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])
loo = cval.LeaveOneOut(4, indices=True)
lpo = cval.LeavePOut(4, 2, indices=True)
kf = cval.KFold(4, 2, indices=True)
skf = cval.StratifiedKFold(y, 2, indices=True)
lolo = cval.LeaveOneLabelOut(labels, indices=True)
lopo = cval.LeavePLabelOut(labels, 2, indices=True)
b = cval.Bootstrap(2) # only in index mode
ss = cval.ShuffleSplit(2, indices=True)
for cv in [loo, lpo, kf, skf, lolo, lopo, b, ss]:
for train, test in cv:
X_train, X_test = X[train], X[test]
y_train, y_test = y[train], y[test]
def test_bootstrap_errors():
assert_raises(ValueError, cval.Bootstrap, 10, train_size=100)
assert_raises(ValueError, cval.Bootstrap, 10, test_size=100)
assert_raises(ValueError, cval.Bootstrap, 10, train_size=1.1)
assert_raises(ValueError, cval.Bootstrap, 10, test_size=1.1)
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)
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_cross_indices_exception():
X = coo_matrix(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, indices=False)
lpo = cval.LeavePOut(4, 2, indices=False)
kf = cval.KFold(4, 2, indices=False)
skf = cval.StratifiedKFold(y, 2, indices=False)
lolo = cval.LeaveOneLabelOut(labels, indices=False)
lopo = cval.LeavePLabelOut(labels, 2, indices=False)
assert_raises(ValueError, cval.check_cv, loo, X, y)
assert_raises(ValueError, cval.check_cv, lpo, X, y)
assert_raises(ValueError, cval.check_cv, kf, X, y)
assert_raises(ValueError, cval.check_cv, skf, X, y)
assert_raises(ValueError, cval.check_cv, lolo, X, y)
assert_raises(ValueError, cval.check_cv, lopo, X, y)
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