File: test_target.py

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import numpy as np
import pytest

from sklearn.base import clone
from sklearn.base import BaseEstimator
from sklearn.base import TransformerMixin

from sklearn.dummy import DummyRegressor

from sklearn.utils.testing import assert_raises
from sklearn.utils.testing import assert_raises_regex
from sklearn.utils.testing import assert_allclose
from sklearn.utils.testing import assert_warns_message
from sklearn.utils.testing import assert_no_warnings

from sklearn.preprocessing import FunctionTransformer
from sklearn.preprocessing import StandardScaler

from sklearn.linear_model import LinearRegression, Lasso

from sklearn import datasets

from sklearn.compose import TransformedTargetRegressor

friedman = datasets.make_friedman1(random_state=0)


def test_transform_target_regressor_error():
    X, y = friedman
    # provide a transformer and functions at the same time
    regr = TransformedTargetRegressor(regressor=LinearRegression(),
                                      transformer=StandardScaler(),
                                      func=np.exp, inverse_func=np.log)
    assert_raises_regex(ValueError, "'transformer' and functions"
                        " 'func'/'inverse_func' cannot both be set.",
                        regr.fit, X, y)
    # fit with sample_weight with a regressor which does not support it
    sample_weight = np.ones((y.shape[0],))
    regr = TransformedTargetRegressor(regressor=Lasso(),
                                      transformer=StandardScaler())
    assert_raises_regex(TypeError, r"fit\(\) got an unexpected keyword "
                        "argument 'sample_weight'", regr.fit, X, y,
                        sample_weight=sample_weight)
    # func is given but inverse_func is not
    regr = TransformedTargetRegressor(func=np.exp)
    assert_raises_regex(ValueError, "When 'func' is provided, 'inverse_func'"
                        " must also be provided", regr.fit, X, y)


def test_transform_target_regressor_invertible():
    X, y = friedman
    regr = TransformedTargetRegressor(regressor=LinearRegression(),
                                      func=np.sqrt, inverse_func=np.log,
                                      check_inverse=True)
    assert_warns_message(UserWarning, "The provided functions or transformer"
                         " are not strictly inverse of each other.",
                         regr.fit, X, y)
    regr = TransformedTargetRegressor(regressor=LinearRegression(),
                                      func=np.sqrt, inverse_func=np.log)
    regr.set_params(check_inverse=False)
    assert_no_warnings(regr.fit, X, y)


def _check_standard_scaled(y, y_pred):
    y_mean = np.mean(y, axis=0)
    y_std = np.std(y, axis=0)
    assert_allclose((y - y_mean) / y_std, y_pred)


def _check_shifted_by_one(y, y_pred):
    assert_allclose(y + 1, y_pred)


def test_transform_target_regressor_functions():
    X, y = friedman
    regr = TransformedTargetRegressor(regressor=LinearRegression(),
                                      func=np.log, inverse_func=np.exp)
    y_pred = regr.fit(X, y).predict(X)
    # check the transformer output
    y_tran = regr.transformer_.transform(y.reshape(-1, 1)).squeeze()
    assert_allclose(np.log(y), y_tran)
    assert_allclose(y, regr.transformer_.inverse_transform(
        y_tran.reshape(-1, 1)).squeeze())
    assert y.shape == y_pred.shape
    assert_allclose(y_pred, regr.inverse_func(regr.regressor_.predict(X)))
    # check the regressor output
    lr = LinearRegression().fit(X, regr.func(y))
    assert_allclose(regr.regressor_.coef_.ravel(), lr.coef_.ravel())


def test_transform_target_regressor_functions_multioutput():
    X = friedman[0]
    y = np.vstack((friedman[1], friedman[1] ** 2 + 1)).T
    regr = TransformedTargetRegressor(regressor=LinearRegression(),
                                      func=np.log, inverse_func=np.exp)
    y_pred = regr.fit(X, y).predict(X)
    # check the transformer output
    y_tran = regr.transformer_.transform(y)
    assert_allclose(np.log(y), y_tran)
    assert_allclose(y, regr.transformer_.inverse_transform(y_tran))
    assert y.shape == y_pred.shape
    assert_allclose(y_pred, regr.inverse_func(regr.regressor_.predict(X)))
    # check the regressor output
    lr = LinearRegression().fit(X, regr.func(y))
    assert_allclose(regr.regressor_.coef_.ravel(), lr.coef_.ravel())


@pytest.mark.parametrize("X,y", [friedman,
                                 (friedman[0],
                                  np.vstack((friedman[1],
                                             friedman[1] ** 2 + 1)).T)])
def test_transform_target_regressor_1d_transformer(X, y):
    # All transformer in scikit-learn expect 2D data. FunctionTransformer with
    # validate=False lift this constraint without checking that the input is a
    # 2D vector. We check the consistency of the data shape using a 1D and 2D y
    # array.
    transformer = FunctionTransformer(func=lambda x: x + 1,
                                      inverse_func=lambda x: x - 1,
                                      validate=False)
    regr = TransformedTargetRegressor(regressor=LinearRegression(),
                                      transformer=transformer)
    y_pred = regr.fit(X, y).predict(X)
    assert y.shape == y_pred.shape
    # consistency forward transform
    y_tran = regr.transformer_.transform(y)
    _check_shifted_by_one(y, y_tran)
    assert y.shape == y_pred.shape
    # consistency inverse transform
    assert_allclose(y, regr.transformer_.inverse_transform(
        y_tran).squeeze())
    # consistency of the regressor
    lr = LinearRegression()
    transformer2 = clone(transformer)
    lr.fit(X, transformer2.fit_transform(y))
    y_lr_pred = lr.predict(X)
    assert_allclose(y_pred, transformer2.inverse_transform(y_lr_pred))
    assert_allclose(regr.regressor_.coef_, lr.coef_)


@pytest.mark.parametrize("X,y", [friedman,
                                 (friedman[0],
                                  np.vstack((friedman[1],
                                             friedman[1] ** 2 + 1)).T)])
def test_transform_target_regressor_2d_transformer(X, y):
    # Check consistency with transformer accepting only 2D array and a 1D/2D y
    # array.
    transformer = StandardScaler()
    regr = TransformedTargetRegressor(regressor=LinearRegression(),
                                      transformer=transformer)
    y_pred = regr.fit(X, y).predict(X)
    assert y.shape == y_pred.shape
    # consistency forward transform
    if y.ndim == 1:  # create a 2D array and squeeze results
        y_tran = regr.transformer_.transform(y.reshape(-1, 1)).squeeze()
    else:
        y_tran = regr.transformer_.transform(y)
    _check_standard_scaled(y, y_tran)
    assert y.shape == y_pred.shape
    # consistency inverse transform
    assert_allclose(y, regr.transformer_.inverse_transform(
        y_tran).squeeze())
    # consistency of the regressor
    lr = LinearRegression()
    transformer2 = clone(transformer)
    if y.ndim == 1:  # create a 2D array and squeeze results
        lr.fit(X, transformer2.fit_transform(y.reshape(-1, 1)).squeeze())
    else:
        lr.fit(X, transformer2.fit_transform(y))
    y_lr_pred = lr.predict(X)
    assert_allclose(y_pred, transformer2.inverse_transform(y_lr_pred))
    assert_allclose(regr.regressor_.coef_, lr.coef_)


def test_transform_target_regressor_2d_transformer_multioutput():
    # Check consistency with transformer accepting only 2D array and a 2D y
    # array.
    X = friedman[0]
    y = np.vstack((friedman[1], friedman[1] ** 2 + 1)).T
    transformer = StandardScaler()
    regr = TransformedTargetRegressor(regressor=LinearRegression(),
                                      transformer=transformer)
    y_pred = regr.fit(X, y).predict(X)
    assert y.shape == y_pred.shape
    # consistency forward transform
    y_tran = regr.transformer_.transform(y)
    _check_standard_scaled(y, y_tran)
    assert y.shape == y_pred.shape
    # consistency inverse transform
    assert_allclose(y, regr.transformer_.inverse_transform(
        y_tran).squeeze())
    # consistency of the regressor
    lr = LinearRegression()
    transformer2 = clone(transformer)
    lr.fit(X, transformer2.fit_transform(y))
    y_lr_pred = lr.predict(X)
    assert_allclose(y_pred, transformer2.inverse_transform(y_lr_pred))
    assert_allclose(regr.regressor_.coef_, lr.coef_)


def test_transform_target_regressor_multi_to_single():
    X = friedman[0]
    y = np.transpose([friedman[1], (friedman[1] ** 2 + 1)])

    def func(y):
        out = np.sqrt(y[:, 0] ** 2 + y[:, 1] ** 2)
        return out[:, np.newaxis]

    def inverse_func(y):
        return y

    tt = TransformedTargetRegressor(func=func, inverse_func=inverse_func,
                                    check_inverse=False)
    tt.fit(X, y)
    y_pred_2d_func = tt.predict(X)
    assert y_pred_2d_func.shape == (100, 1)

    # force that the function only return a 1D array
    def func(y):
        return np.sqrt(y[:, 0] ** 2 + y[:, 1] ** 2)

    tt = TransformedTargetRegressor(func=func, inverse_func=inverse_func,
                                    check_inverse=False)
    tt.fit(X, y)
    y_pred_1d_func = tt.predict(X)
    assert y_pred_1d_func.shape == (100, 1)

    assert_allclose(y_pred_1d_func, y_pred_2d_func)


class DummyCheckerArrayTransformer(BaseEstimator, TransformerMixin):

    def fit(self, X, y=None):
        assert isinstance(X, np.ndarray)
        return self

    def transform(self, X):
        assert isinstance(X, np.ndarray)
        return X

    def inverse_transform(self, X):
        assert isinstance(X, np.ndarray)
        return X


class DummyCheckerListRegressor(DummyRegressor):

    def fit(self, X, y, sample_weight=None):
        assert isinstance(X, list)
        return super(DummyCheckerListRegressor, self).fit(X, y, sample_weight)

    def predict(self, X):
        assert isinstance(X, list)
        return super(DummyCheckerListRegressor, self).predict(X)


def test_transform_target_regressor_ensure_y_array():
    # check that the target ``y`` passed to the transformer will always be a
    # numpy array. Similarly, if ``X`` is passed as a list, we check that the
    # predictor receive as it is.
    X, y = friedman
    tt = TransformedTargetRegressor(transformer=DummyCheckerArrayTransformer(),
                                    regressor=DummyCheckerListRegressor(),
                                    check_inverse=False)
    tt.fit(X.tolist(), y.tolist())
    tt.predict(X.tolist())
    assert_raises(AssertionError, tt.fit, X, y.tolist())
    assert_raises(AssertionError, tt.predict, X)