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
|
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)
|