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import numpy as np
import pytest
from numpy.testing import assert_allclose, assert_array_equal
from sklearn.datasets import make_classification, make_regression
from sklearn.datasets import make_low_rank_matrix
from sklearn.preprocessing import KBinsDiscretizer, MinMaxScaler
from sklearn.model_selection import train_test_split
from sklearn.base import clone, BaseEstimator, TransformerMixin
from sklearn.pipeline import make_pipeline
from sklearn.metrics import mean_poisson_deviance
from sklearn.dummy import DummyRegressor
# To use this experimental feature, we need to explicitly ask for it:
from sklearn.experimental import enable_hist_gradient_boosting # noqa
from sklearn.ensemble import HistGradientBoostingRegressor
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.ensemble._hist_gradient_boosting.loss import _LOSSES
from sklearn.ensemble._hist_gradient_boosting.loss import LeastSquares
from sklearn.ensemble._hist_gradient_boosting.loss import BinaryCrossEntropy
from sklearn.ensemble._hist_gradient_boosting.grower import TreeGrower
from sklearn.ensemble._hist_gradient_boosting.binning import _BinMapper
from sklearn.utils import shuffle
X_classification, y_classification = make_classification(random_state=0)
X_regression, y_regression = make_regression(random_state=0)
def _make_dumb_dataset(n_samples):
"""Make a dumb dataset to test early stopping."""
rng = np.random.RandomState(42)
X_dumb = rng.randn(n_samples, 1)
y_dumb = (X_dumb[:, 0] > 0).astype('int64')
return X_dumb, y_dumb
@pytest.mark.parametrize('GradientBoosting, X, y', [
(HistGradientBoostingClassifier, X_classification, y_classification),
(HistGradientBoostingRegressor, X_regression, y_regression)
])
@pytest.mark.parametrize(
'params, err_msg',
[({'loss': 'blah'}, 'Loss blah is not supported for'),
({'learning_rate': 0}, 'learning_rate=0 must be strictly positive'),
({'learning_rate': -1}, 'learning_rate=-1 must be strictly positive'),
({'max_iter': 0}, 'max_iter=0 must not be smaller than 1'),
({'max_leaf_nodes': 0}, 'max_leaf_nodes=0 should not be smaller than 2'),
({'max_leaf_nodes': 1}, 'max_leaf_nodes=1 should not be smaller than 2'),
({'max_depth': 0}, 'max_depth=0 should not be smaller than 1'),
({'min_samples_leaf': 0}, 'min_samples_leaf=0 should not be smaller'),
({'l2_regularization': -1}, 'l2_regularization=-1 must be positive'),
({'max_bins': 1}, 'max_bins=1 should be no smaller than 2 and no larger'),
({'max_bins': 256}, 'max_bins=256 should be no smaller than 2 and no'),
({'n_iter_no_change': -1}, 'n_iter_no_change=-1 must be positive'),
({'validation_fraction': -1}, 'validation_fraction=-1 must be strictly'),
({'validation_fraction': 0}, 'validation_fraction=0 must be strictly'),
({'tol': -1}, 'tol=-1 must not be smaller than 0')]
)
def test_init_parameters_validation(GradientBoosting, X, y, params, err_msg):
with pytest.raises(ValueError, match=err_msg):
GradientBoosting(**params).fit(X, y)
def test_invalid_classification_loss():
binary_clf = HistGradientBoostingClassifier(loss="binary_crossentropy")
err_msg = ("loss='binary_crossentropy' is not defined for multiclass "
"classification with n_classes=3, use "
"loss='categorical_crossentropy' instead")
with pytest.raises(ValueError, match=err_msg):
binary_clf.fit(np.zeros(shape=(3, 2)), np.arange(3))
@pytest.mark.parametrize(
'scoring, validation_fraction, early_stopping, n_iter_no_change, tol', [
('neg_mean_squared_error', .1, True, 5, 1e-7), # use scorer
('neg_mean_squared_error', None, True, 5, 1e-1), # use scorer on train
(None, .1, True, 5, 1e-7), # same with default scorer
(None, None, True, 5, 1e-1),
('loss', .1, True, 5, 1e-7), # use loss
('loss', None, True, 5, 1e-1), # use loss on training data
(None, None, False, 5, None), # no early stopping
])
def test_early_stopping_regression(scoring, validation_fraction,
early_stopping, n_iter_no_change, tol):
max_iter = 200
X, y = make_regression(n_samples=50, random_state=0)
gb = HistGradientBoostingRegressor(
verbose=1, # just for coverage
min_samples_leaf=5, # easier to overfit fast
scoring=scoring,
tol=tol,
early_stopping=early_stopping,
validation_fraction=validation_fraction,
max_iter=max_iter,
n_iter_no_change=n_iter_no_change,
random_state=0
)
gb.fit(X, y)
if early_stopping:
assert n_iter_no_change <= gb.n_iter_ < max_iter
else:
assert gb.n_iter_ == max_iter
@pytest.mark.parametrize('data', (
make_classification(n_samples=30, random_state=0),
make_classification(n_samples=30, n_classes=3, n_clusters_per_class=1,
random_state=0)
))
@pytest.mark.parametrize(
'scoring, validation_fraction, early_stopping, n_iter_no_change, tol', [
('accuracy', .1, True, 5, 1e-7), # use scorer
('accuracy', None, True, 5, 1e-1), # use scorer on training data
(None, .1, True, 5, 1e-7), # same with default scorer
(None, None, True, 5, 1e-1),
('loss', .1, True, 5, 1e-7), # use loss
('loss', None, True, 5, 1e-1), # use loss on training data
(None, None, False, 5, None), # no early stopping
])
def test_early_stopping_classification(data, scoring, validation_fraction,
early_stopping, n_iter_no_change, tol):
max_iter = 50
X, y = data
gb = HistGradientBoostingClassifier(
verbose=1, # just for coverage
min_samples_leaf=5, # easier to overfit fast
scoring=scoring,
tol=tol,
early_stopping=early_stopping,
validation_fraction=validation_fraction,
max_iter=max_iter,
n_iter_no_change=n_iter_no_change,
random_state=0
)
gb.fit(X, y)
if early_stopping is True:
assert n_iter_no_change <= gb.n_iter_ < max_iter
else:
assert gb.n_iter_ == max_iter
@pytest.mark.parametrize('GradientBoosting, X, y', [
(HistGradientBoostingClassifier, *_make_dumb_dataset(10000)),
(HistGradientBoostingClassifier, *_make_dumb_dataset(10001)),
(HistGradientBoostingRegressor, *_make_dumb_dataset(10000)),
(HistGradientBoostingRegressor, *_make_dumb_dataset(10001))
])
def test_early_stopping_default(GradientBoosting, X, y):
# Test that early stopping is enabled by default if and only if there
# are more than 10000 samples
gb = GradientBoosting(max_iter=10, n_iter_no_change=2, tol=1e-1)
gb.fit(X, y)
if X.shape[0] > 10000:
assert gb.n_iter_ < gb.max_iter
else:
assert gb.n_iter_ == gb.max_iter
@pytest.mark.parametrize(
'scores, n_iter_no_change, tol, stopping',
[
([], 1, 0.001, False), # not enough iterations
([1, 1, 1], 5, 0.001, False), # not enough iterations
([1, 1, 1, 1, 1], 5, 0.001, False), # not enough iterations
([1, 2, 3, 4, 5, 6], 5, 0.001, False), # significant improvement
([1, 2, 3, 4, 5, 6], 5, 0., False), # significant improvement
([1, 2, 3, 4, 5, 6], 5, 0.999, False), # significant improvement
([1, 2, 3, 4, 5, 6], 5, 5 - 1e-5, False), # significant improvement
([1] * 6, 5, 0., True), # no significant improvement
([1] * 6, 5, 0.001, True), # no significant improvement
([1] * 6, 5, 5, True), # no significant improvement
]
)
def test_should_stop(scores, n_iter_no_change, tol, stopping):
gbdt = HistGradientBoostingClassifier(
n_iter_no_change=n_iter_no_change, tol=tol
)
assert gbdt._should_stop(scores) == stopping
def test_least_absolute_deviation():
# For coverage only.
X, y = make_regression(n_samples=500, random_state=0)
gbdt = HistGradientBoostingRegressor(loss='least_absolute_deviation',
random_state=0)
gbdt.fit(X, y)
assert gbdt.score(X, y) > .9
@pytest.mark.parametrize('y', [([1., -2., 0.]), ([0., 0., 0.])])
def test_poisson_y_positive(y):
# Test that ValueError is raised if either one y_i < 0 or sum(y_i) <= 0.
err_msg = r"loss='poisson' requires non-negative y and sum\(y\) > 0."
gbdt = HistGradientBoostingRegressor(loss='poisson', random_state=0)
with pytest.raises(ValueError, match=err_msg):
gbdt.fit(np.zeros(shape=(len(y), 1)), y)
def test_poisson():
# For Poisson distributed target, Poisson loss should give better results
# than least squares measured in Poisson deviance as metric.
rng = np.random.RandomState(42)
n_train, n_test, n_features = 500, 100, 100
X = make_low_rank_matrix(n_samples=n_train+n_test, n_features=n_features,
random_state=rng)
# We create a log-linear Poisson model and downscale coef as it will get
# exponentiated.
coef = rng.uniform(low=-2, high=2, size=n_features) / np.max(X, axis=0)
y = rng.poisson(lam=np.exp(X @ coef))
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=n_test,
random_state=rng)
gbdt_pois = HistGradientBoostingRegressor(loss='poisson', random_state=rng)
gbdt_ls = HistGradientBoostingRegressor(loss='least_squares',
random_state=rng)
gbdt_pois.fit(X_train, y_train)
gbdt_ls.fit(X_train, y_train)
dummy = DummyRegressor(strategy="mean").fit(X_train, y_train)
for X, y in [(X_train, y_train), (X_test, y_test)]:
metric_pois = mean_poisson_deviance(y, gbdt_pois.predict(X))
# least_squares might produce non-positive predictions => clip
metric_ls = mean_poisson_deviance(y, np.clip(gbdt_ls.predict(X), 1e-15,
None))
metric_dummy = mean_poisson_deviance(y, dummy.predict(X))
assert metric_pois < metric_ls
assert metric_pois < metric_dummy
def test_binning_train_validation_are_separated():
# Make sure training and validation data are binned separately.
# See issue 13926
rng = np.random.RandomState(0)
validation_fraction = .2
gb = HistGradientBoostingClassifier(
early_stopping=True,
validation_fraction=validation_fraction,
random_state=rng
)
gb.fit(X_classification, y_classification)
mapper_training_data = gb.bin_mapper_
# Note that since the data is small there is no subsampling and the
# random_state doesn't matter
mapper_whole_data = _BinMapper(random_state=0)
mapper_whole_data.fit(X_classification)
n_samples = X_classification.shape[0]
assert np.all(mapper_training_data.n_bins_non_missing_ ==
int((1 - validation_fraction) * n_samples))
assert np.all(mapper_training_data.n_bins_non_missing_ !=
mapper_whole_data.n_bins_non_missing_)
def test_missing_values_trivial():
# sanity check for missing values support. With only one feature and
# y == isnan(X), the gbdt is supposed to reach perfect accuracy on the
# training set.
n_samples = 100
n_features = 1
rng = np.random.RandomState(0)
X = rng.normal(size=(n_samples, n_features))
mask = rng.binomial(1, .5, size=X.shape).astype(np.bool)
X[mask] = np.nan
y = mask.ravel()
gb = HistGradientBoostingClassifier()
gb.fit(X, y)
assert gb.score(X, y) == pytest.approx(1)
@pytest.mark.parametrize('problem', ('classification', 'regression'))
@pytest.mark.parametrize(
'missing_proportion, expected_min_score_classification, '
'expected_min_score_regression', [
(.1, .97, .89),
(.2, .93, .81),
(.5, .79, .52)])
def test_missing_values_resilience(problem, missing_proportion,
expected_min_score_classification,
expected_min_score_regression):
# Make sure the estimators can deal with missing values and still yield
# decent predictions
rng = np.random.RandomState(0)
n_samples = 1000
n_features = 2
if problem == 'regression':
X, y = make_regression(n_samples=n_samples, n_features=n_features,
n_informative=n_features, random_state=rng)
gb = HistGradientBoostingRegressor()
expected_min_score = expected_min_score_regression
else:
X, y = make_classification(n_samples=n_samples, n_features=n_features,
n_informative=n_features, n_redundant=0,
n_repeated=0, random_state=rng)
gb = HistGradientBoostingClassifier()
expected_min_score = expected_min_score_classification
mask = rng.binomial(1, missing_proportion, size=X.shape).astype(np.bool)
X[mask] = np.nan
gb.fit(X, y)
assert gb.score(X, y) > expected_min_score
@pytest.mark.parametrize('data', [
make_classification(random_state=0, n_classes=2),
make_classification(random_state=0, n_classes=3, n_informative=3)
], ids=['binary_crossentropy', 'categorical_crossentropy'])
def test_zero_division_hessians(data):
# non regression test for issue #14018
# make sure we avoid zero division errors when computing the leaves values.
# If the learning rate is too high, the raw predictions are bad and will
# saturate the softmax (or sigmoid in binary classif). This leads to
# probabilities being exactly 0 or 1, gradients being constant, and
# hessians being zero.
X, y = data
gb = HistGradientBoostingClassifier(learning_rate=100, max_iter=10)
gb.fit(X, y)
def test_small_trainset():
# Make sure that the small trainset is stratified and has the expected
# length (10k samples)
n_samples = 20000
original_distrib = {0: 0.1, 1: 0.2, 2: 0.3, 3: 0.4}
rng = np.random.RandomState(42)
X = rng.randn(n_samples).reshape(n_samples, 1)
y = [[class_] * int(prop * n_samples) for (class_, prop)
in original_distrib.items()]
y = shuffle(np.concatenate(y))
gb = HistGradientBoostingClassifier()
# Compute the small training set
X_small, y_small, _ = gb._get_small_trainset(X, y, seed=42,
sample_weight_train=None)
# Compute the class distribution in the small training set
unique, counts = np.unique(y_small, return_counts=True)
small_distrib = {class_: count / 10000 for (class_, count)
in zip(unique, counts)}
# Test that the small training set has the expected length
assert X_small.shape[0] == 10000
assert y_small.shape[0] == 10000
# Test that the class distributions in the whole dataset and in the small
# training set are identical
assert small_distrib == pytest.approx(original_distrib)
def test_missing_values_minmax_imputation():
# Compare the buit-in missing value handling of Histogram GBC with an
# a-priori missing value imputation strategy that should yield the same
# results in terms of decision function.
#
# Each feature (containing NaNs) is replaced by 2 features:
# - one where the nans are replaced by min(feature) - 1
# - one where the nans are replaced by max(feature) + 1
# A split where nans go to the left has an equivalent split in the
# first (min) feature, and a split where nans go to the right has an
# equivalent split in the second (max) feature.
#
# Assuming the data is such that there is never a tie to select the best
# feature to split on during training, the learned decision trees should be
# strictly equivalent (learn a sequence of splits that encode the same
# decision function).
#
# The MinMaxImputer transformer is meant to be a toy implementation of the
# "Missing In Attributes" (MIA) missing value handling for decision trees
# https://www.sciencedirect.com/science/article/abs/pii/S0167865508000305
# The implementation of MIA as an imputation transformer was suggested by
# "Remark 3" in https://arxiv.org/abs/1902.06931
class MinMaxImputer(BaseEstimator, TransformerMixin):
def fit(self, X, y=None):
mm = MinMaxScaler().fit(X)
self.data_min_ = mm.data_min_
self.data_max_ = mm.data_max_
return self
def transform(self, X):
X_min, X_max = X.copy(), X.copy()
for feature_idx in range(X.shape[1]):
nan_mask = np.isnan(X[:, feature_idx])
X_min[nan_mask, feature_idx] = self.data_min_[feature_idx] - 1
X_max[nan_mask, feature_idx] = self.data_max_[feature_idx] + 1
return np.concatenate([X_min, X_max], axis=1)
def make_missing_value_data(n_samples=int(1e4), seed=0):
rng = np.random.RandomState(seed)
X, y = make_regression(n_samples=n_samples, n_features=4,
random_state=rng)
# Pre-bin the data to ensure a deterministic handling by the 2
# strategies and also make it easier to insert np.nan in a structured
# way:
X = KBinsDiscretizer(n_bins=42, encode="ordinal").fit_transform(X)
# First feature has missing values completely at random:
rnd_mask = rng.rand(X.shape[0]) > 0.9
X[rnd_mask, 0] = np.nan
# Second and third features have missing values for extreme values
# (censoring missingness):
low_mask = X[:, 1] == 0
X[low_mask, 1] = np.nan
high_mask = X[:, 2] == X[:, 2].max()
X[high_mask, 2] = np.nan
# Make the last feature nan pattern very informative:
y_max = np.percentile(y, 70)
y_max_mask = y >= y_max
y[y_max_mask] = y_max
X[y_max_mask, 3] = np.nan
# Check that there is at least one missing value in each feature:
for feature_idx in range(X.shape[1]):
assert any(np.isnan(X[:, feature_idx]))
# Let's use a test set to check that the learned decision function is
# the same as evaluated on unseen data. Otherwise it could just be the
# case that we find two independent ways to overfit the training set.
return train_test_split(X, y, random_state=rng)
# n_samples need to be large enough to minimize the likelihood of having
# several candidate splits with the same gain value in a given tree.
X_train, X_test, y_train, y_test = make_missing_value_data(
n_samples=int(1e4), seed=0)
# Use a small number of leaf nodes and iterations so as to keep
# under-fitting models to minimize the likelihood of ties when training the
# model.
gbm1 = HistGradientBoostingRegressor(max_iter=100,
max_leaf_nodes=5,
random_state=0)
gbm1.fit(X_train, y_train)
gbm2 = make_pipeline(MinMaxImputer(), clone(gbm1))
gbm2.fit(X_train, y_train)
# Check that the model reach the same score:
assert gbm1.score(X_train, y_train) == \
pytest.approx(gbm2.score(X_train, y_train))
assert gbm1.score(X_test, y_test) == \
pytest.approx(gbm2.score(X_test, y_test))
# Check the individual prediction match as a finer grained
# decision function check.
assert_allclose(gbm1.predict(X_train), gbm2.predict(X_train))
assert_allclose(gbm1.predict(X_test), gbm2.predict(X_test))
def test_infinite_values():
# Basic test for infinite values
X = np.array([-np.inf, 0, 1, np.inf]).reshape(-1, 1)
y = np.array([0, 0, 1, 1])
gbdt = HistGradientBoostingRegressor(min_samples_leaf=1)
gbdt.fit(X, y)
np.testing.assert_allclose(gbdt.predict(X), y, atol=1e-4)
def test_consistent_lengths():
X = np.array([-np.inf, 0, 1, np.inf]).reshape(-1, 1)
y = np.array([0, 0, 1, 1])
sample_weight = np.array([.1, .3, .1])
gbdt = HistGradientBoostingRegressor()
with pytest.raises(ValueError,
match=r"sample_weight.shape == \(3,\), expected"):
gbdt.fit(X, y, sample_weight)
with pytest.raises(ValueError,
match="Found input variables with inconsistent number"):
gbdt.fit(X, y[1:])
def test_infinite_values_missing_values():
# High level test making sure that inf and nan values are properly handled
# when both are present. This is similar to
# test_split_on_nan_with_infinite_values() in test_grower.py, though we
# cannot check the predictions for binned values here.
X = np.asarray([-np.inf, 0, 1, np.inf, np.nan]).reshape(-1, 1)
y_isnan = np.isnan(X.ravel())
y_isinf = X.ravel() == np.inf
stump_clf = HistGradientBoostingClassifier(min_samples_leaf=1, max_iter=1,
learning_rate=1, max_depth=2)
assert stump_clf.fit(X, y_isinf).score(X, y_isinf) == 1
assert stump_clf.fit(X, y_isnan).score(X, y_isnan) == 1
def test_crossentropy_binary_problem():
# categorical_crossentropy should only be used if there are more than two
# classes present. PR #14869
X = [[1], [0]]
y = [0, 1]
gbrt = HistGradientBoostingClassifier(loss='categorical_crossentropy')
with pytest.raises(ValueError,
match="'categorical_crossentropy' is not suitable for"):
gbrt.fit(X, y)
@pytest.mark.parametrize("scoring", [None, 'loss'])
def test_string_target_early_stopping(scoring):
# Regression tests for #14709 where the targets need to be encoded before
# to compute the score
rng = np.random.RandomState(42)
X = rng.randn(100, 10)
y = np.array(['x'] * 50 + ['y'] * 50, dtype=object)
gbrt = HistGradientBoostingClassifier(n_iter_no_change=10, scoring=scoring)
gbrt.fit(X, y)
def test_zero_sample_weights_regression():
# Make sure setting a SW to zero amounts to ignoring the corresponding
# sample
X = [[1, 0],
[1, 0],
[1, 0],
[0, 1]]
y = [0, 0, 1, 0]
# ignore the first 2 training samples by setting their weight to 0
sample_weight = [0, 0, 1, 1]
gb = HistGradientBoostingRegressor(min_samples_leaf=1)
gb.fit(X, y, sample_weight=sample_weight)
assert gb.predict([[1, 0]])[0] > 0.5
def test_zero_sample_weights_classification():
# Make sure setting a SW to zero amounts to ignoring the corresponding
# sample
X = [[1, 0],
[1, 0],
[1, 0],
[0, 1]]
y = [0, 0, 1, 0]
# ignore the first 2 training samples by setting their weight to 0
sample_weight = [0, 0, 1, 1]
gb = HistGradientBoostingClassifier(loss='binary_crossentropy',
min_samples_leaf=1)
gb.fit(X, y, sample_weight=sample_weight)
assert_array_equal(gb.predict([[1, 0]]), [1])
X = [[1, 0],
[1, 0],
[1, 0],
[0, 1],
[1, 1]]
y = [0, 0, 1, 0, 2]
# ignore the first 2 training samples by setting their weight to 0
sample_weight = [0, 0, 1, 1, 1]
gb = HistGradientBoostingClassifier(loss='categorical_crossentropy',
min_samples_leaf=1)
gb.fit(X, y, sample_weight=sample_weight)
assert_array_equal(gb.predict([[1, 0]]), [1])
@pytest.mark.parametrize('problem', (
'regression',
'binary_classification',
'multiclass_classification'
))
@pytest.mark.parametrize('duplication', ('half', 'all'))
def test_sample_weight_effect(problem, duplication):
# High level test to make sure that duplicating a sample is equivalent to
# giving it weight of 2.
# fails for n_samples > 255 because binning does not take sample weights
# into account. Keeping n_samples <= 255 makes
# sure only unique values are used so SW have no effect on binning.
n_samples = 255
n_features = 2
if problem == 'regression':
X, y = make_regression(n_samples=n_samples, n_features=n_features,
n_informative=n_features, random_state=0)
Klass = HistGradientBoostingRegressor
else:
n_classes = 2 if problem == 'binary_classification' else 3
X, y = make_classification(n_samples=n_samples, n_features=n_features,
n_informative=n_features, n_redundant=0,
n_clusters_per_class=1,
n_classes=n_classes, random_state=0)
Klass = HistGradientBoostingClassifier
# This test can't pass if min_samples_leaf > 1 because that would force 2
# samples to be in the same node in est_sw, while these samples would be
# free to be separate in est_dup: est_dup would just group together the
# duplicated samples.
est = Klass(min_samples_leaf=1)
# Create dataset with duplicate and corresponding sample weights
if duplication == 'half':
lim = n_samples // 2
else:
lim = n_samples
X_dup = np.r_[X, X[:lim]]
y_dup = np.r_[y, y[:lim]]
sample_weight = np.ones(shape=(n_samples))
sample_weight[:lim] = 2
est_sw = clone(est).fit(X, y, sample_weight=sample_weight)
est_dup = clone(est).fit(X_dup, y_dup)
# checking raw_predict is stricter than just predict for classification
assert np.allclose(est_sw._raw_predict(X_dup),
est_dup._raw_predict(X_dup))
@pytest.mark.parametrize('loss_name', ('least_squares',
'least_absolute_deviation'))
def test_sum_hessians_are_sample_weight(loss_name):
# For losses with constant hessians, the sum_hessians field of the
# histograms must be equal to the sum of the sample weight of samples at
# the corresponding bin.
rng = np.random.RandomState(0)
n_samples = 1000
n_features = 2
X, y = make_regression(n_samples=n_samples, n_features=n_features,
random_state=rng)
bin_mapper = _BinMapper()
X_binned = bin_mapper.fit_transform(X)
sample_weight = rng.normal(size=n_samples)
loss = _LOSSES[loss_name](sample_weight=sample_weight)
gradients, hessians = loss.init_gradients_and_hessians(
n_samples=n_samples, prediction_dim=1, sample_weight=sample_weight)
raw_predictions = rng.normal(size=(1, n_samples))
loss.update_gradients_and_hessians(gradients, hessians, y,
raw_predictions, sample_weight)
# build sum_sample_weight which contains the sum of the sample weights at
# each bin (for each feature). This must be equal to the sum_hessians
# field of the corresponding histogram
sum_sw = np.zeros(shape=(n_features, bin_mapper.n_bins))
for feature_idx in range(n_features):
for sample_idx in range(n_samples):
sum_sw[feature_idx, X_binned[sample_idx, feature_idx]] += (
sample_weight[sample_idx])
# Build histogram
grower = TreeGrower(X_binned, gradients[0], hessians[0],
n_bins=bin_mapper.n_bins)
histograms = grower.histogram_builder.compute_histograms_brute(
grower.root.sample_indices)
for feature_idx in range(n_features):
for bin_idx in range(bin_mapper.n_bins):
assert histograms[feature_idx, bin_idx]['sum_hessians'] == (
pytest.approx(sum_sw[feature_idx, bin_idx], rel=1e-5))
def test_max_depth_max_leaf_nodes():
# Non regression test for
# https://github.com/scikit-learn/scikit-learn/issues/16179
# there was a bug when the max_depth and the max_leaf_nodes criteria were
# met at the same time, which would lead to max_leaf_nodes not being
# respected.
X, y = make_classification(random_state=0)
est = HistGradientBoostingClassifier(max_depth=2, max_leaf_nodes=3,
max_iter=1).fit(X, y)
tree = est._predictors[0][0]
assert tree.get_max_depth() == 2
assert tree.get_n_leaf_nodes() == 3 # would be 4 prior to bug fix
def test_early_stopping_on_test_set_with_warm_start():
# Non regression test for #16661 where second fit fails with
# warm_start=True, early_stopping is on, and no validation set
X, y = make_classification(random_state=0)
gb = HistGradientBoostingClassifier(
max_iter=1, scoring='loss', warm_start=True, early_stopping=True,
n_iter_no_change=1, validation_fraction=None)
gb.fit(X, y)
# does not raise on second call
gb.set_params(max_iter=2)
gb.fit(X, y)
@pytest.mark.parametrize('Est', (HistGradientBoostingClassifier,
HistGradientBoostingRegressor))
def test_single_node_trees(Est):
# Make sure it's still possible to build single-node trees. In that case
# the value of the root is set to 0. That's a correct value: if the tree is
# single-node that's because min_gain_to_split is not respected right from
# the root, so we don't want the tree to have any impact on the
# predictions.
X, y = make_classification(random_state=0)
y[:] = 1 # constant target will lead to a single root node
est = Est(max_iter=20)
est.fit(X, y)
assert all(len(predictor[0].nodes) == 1 for predictor in est._predictors)
assert all(predictor[0].nodes[0]['value'] == 0
for predictor in est._predictors)
# Still gives correct predictions thanks to the baseline prediction
assert_allclose(est.predict(X), y)
@pytest.mark.parametrize('Est, loss, X, y', [
(
HistGradientBoostingClassifier,
BinaryCrossEntropy(sample_weight=None),
X_classification,
y_classification
),
(
HistGradientBoostingRegressor,
LeastSquares(sample_weight=None),
X_regression,
y_regression
)
])
def test_custom_loss(Est, loss, X, y):
est = Est(loss=loss, max_iter=20)
est.fit(X, y)
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