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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399
|
import numpy as np
import pytest
from pytest import approx
from sklearn.ensemble._hist_gradient_boosting.grower import TreeGrower
from sklearn.ensemble._hist_gradient_boosting.binning import _BinMapper
from sklearn.ensemble._hist_gradient_boosting.common import X_BINNED_DTYPE
from sklearn.ensemble._hist_gradient_boosting.common import Y_DTYPE
from sklearn.ensemble._hist_gradient_boosting.common import G_H_DTYPE
def _make_training_data(n_bins=256, constant_hessian=True):
rng = np.random.RandomState(42)
n_samples = 10000
# Generate some test data directly binned so as to test the grower code
# independently of the binning logic.
X_binned = rng.randint(0, n_bins - 1, size=(n_samples, 2),
dtype=X_BINNED_DTYPE)
X_binned = np.asfortranarray(X_binned)
def true_decision_function(input_features):
"""Ground truth decision function
This is a very simple yet asymmetric decision tree. Therefore the
grower code should have no trouble recovering the decision function
from 10000 training samples.
"""
if input_features[0] <= n_bins // 2:
return -1
else:
return -1 if input_features[1] <= n_bins // 3 else 1
target = np.array([true_decision_function(x) for x in X_binned],
dtype=Y_DTYPE)
# Assume a square loss applied to an initial model that always predicts 0
# (hardcoded for this test):
all_gradients = target.astype(G_H_DTYPE)
shape_hessians = 1 if constant_hessian else all_gradients.shape
all_hessians = np.ones(shape=shape_hessians, dtype=G_H_DTYPE)
return X_binned, all_gradients, all_hessians
def _check_children_consistency(parent, left, right):
# Make sure the samples are correctly dispatched from a parent to its
# children
assert parent.left_child is left
assert parent.right_child is right
# each sample from the parent is propagated to one of the two children
assert (len(left.sample_indices) + len(right.sample_indices)
== len(parent.sample_indices))
assert (set(left.sample_indices).union(set(right.sample_indices))
== set(parent.sample_indices))
# samples are sent either to the left or the right node, never to both
assert (set(left.sample_indices).intersection(set(right.sample_indices))
== set())
@pytest.mark.parametrize(
'n_bins, constant_hessian, stopping_param, shrinkage',
[
(11, True, "min_gain_to_split", 0.5),
(11, False, "min_gain_to_split", 1.),
(11, True, "max_leaf_nodes", 1.),
(11, False, "max_leaf_nodes", 0.1),
(42, True, "max_leaf_nodes", 0.01),
(42, False, "max_leaf_nodes", 1.),
(256, True, "min_gain_to_split", 1.),
(256, True, "max_leaf_nodes", 0.1),
]
)
def test_grow_tree(n_bins, constant_hessian, stopping_param, shrinkage):
X_binned, all_gradients, all_hessians = _make_training_data(
n_bins=n_bins, constant_hessian=constant_hessian)
n_samples = X_binned.shape[0]
if stopping_param == "max_leaf_nodes":
stopping_param = {"max_leaf_nodes": 3}
else:
stopping_param = {"min_gain_to_split": 0.01}
grower = TreeGrower(X_binned, all_gradients, all_hessians,
n_bins=n_bins, shrinkage=shrinkage,
min_samples_leaf=1, **stopping_param)
# The root node is not yet splitted, but the best possible split has
# already been evaluated:
assert grower.root.left_child is None
assert grower.root.right_child is None
root_split = grower.root.split_info
assert root_split.feature_idx == 0
assert root_split.bin_idx == n_bins // 2
assert len(grower.splittable_nodes) == 1
# Calling split next applies the next split and computes the best split
# for each of the two newly introduced children nodes.
left_node, right_node = grower.split_next()
# All training samples have ben splitted in the two nodes, approximately
# 50%/50%
_check_children_consistency(grower.root, left_node, right_node)
assert len(left_node.sample_indices) > 0.4 * n_samples
assert len(left_node.sample_indices) < 0.6 * n_samples
if grower.min_gain_to_split > 0:
# The left node is too pure: there is no gain to split it further.
assert left_node.split_info.gain < grower.min_gain_to_split
assert left_node in grower.finalized_leaves
# The right node can still be splitted further, this time on feature #1
split_info = right_node.split_info
assert split_info.gain > 1.
assert split_info.feature_idx == 1
assert split_info.bin_idx == n_bins // 3
assert right_node.left_child is None
assert right_node.right_child is None
# The right split has not been applied yet. Let's do it now:
assert len(grower.splittable_nodes) == 1
right_left_node, right_right_node = grower.split_next()
_check_children_consistency(right_node, right_left_node, right_right_node)
assert len(right_left_node.sample_indices) > 0.1 * n_samples
assert len(right_left_node.sample_indices) < 0.2 * n_samples
assert len(right_right_node.sample_indices) > 0.2 * n_samples
assert len(right_right_node.sample_indices) < 0.4 * n_samples
# All the leafs are pure, it is not possible to split any further:
assert not grower.splittable_nodes
grower._apply_shrinkage()
# Check the values of the leaves:
assert grower.root.left_child.value == approx(shrinkage)
assert grower.root.right_child.left_child.value == approx(shrinkage)
assert grower.root.right_child.right_child.value == approx(-shrinkage,
rel=1e-3)
def test_predictor_from_grower():
# Build a tree on the toy 3-leaf dataset to extract the predictor.
n_bins = 256
X_binned, all_gradients, all_hessians = _make_training_data(
n_bins=n_bins)
grower = TreeGrower(X_binned, all_gradients, all_hessians,
n_bins=n_bins, shrinkage=1.,
max_leaf_nodes=3, min_samples_leaf=5)
grower.grow()
assert grower.n_nodes == 5 # (2 decision nodes + 3 leaves)
# Check that the node structure can be converted into a predictor
# object to perform predictions at scale
predictor = grower.make_predictor()
assert predictor.nodes.shape[0] == 5
assert predictor.nodes['is_leaf'].sum() == 3
# Probe some predictions for each leaf of the tree
# each group of 3 samples corresponds to a condition in _make_training_data
input_data = np.array([
[0, 0],
[42, 99],
[128, 254],
[129, 0],
[129, 85],
[254, 85],
[129, 86],
[129, 254],
[242, 100],
], dtype=np.uint8)
missing_values_bin_idx = n_bins - 1
predictions = predictor.predict_binned(input_data, missing_values_bin_idx)
expected_targets = [1, 1, 1, 1, 1, 1, -1, -1, -1]
assert np.allclose(predictions, expected_targets)
# Check that training set can be recovered exactly:
predictions = predictor.predict_binned(X_binned, missing_values_bin_idx)
assert np.allclose(predictions, -all_gradients)
@pytest.mark.parametrize(
'n_samples, min_samples_leaf, n_bins, constant_hessian, noise',
[
(11, 10, 7, True, 0),
(13, 10, 42, False, 0),
(56, 10, 255, True, 0.1),
(101, 3, 7, True, 0),
(200, 42, 42, False, 0),
(300, 55, 255, True, 0.1),
(300, 301, 255, True, 0.1),
]
)
def test_min_samples_leaf(n_samples, min_samples_leaf, n_bins,
constant_hessian, noise):
rng = np.random.RandomState(seed=0)
# data = linear target, 3 features, 1 irrelevant.
X = rng.normal(size=(n_samples, 3))
y = X[:, 0] - X[:, 1]
if noise:
y_scale = y.std()
y += rng.normal(scale=noise, size=n_samples) * y_scale
mapper = _BinMapper(n_bins=n_bins)
X = mapper.fit_transform(X)
all_gradients = y.astype(G_H_DTYPE)
shape_hessian = 1 if constant_hessian else all_gradients.shape
all_hessians = np.ones(shape=shape_hessian, dtype=G_H_DTYPE)
grower = TreeGrower(X, all_gradients, all_hessians,
n_bins=n_bins, shrinkage=1.,
min_samples_leaf=min_samples_leaf,
max_leaf_nodes=n_samples)
grower.grow()
predictor = grower.make_predictor(
bin_thresholds=mapper.bin_thresholds_)
if n_samples >= min_samples_leaf:
for node in predictor.nodes:
if node['is_leaf']:
assert node['count'] >= min_samples_leaf
else:
assert predictor.nodes.shape[0] == 1
assert predictor.nodes[0]['is_leaf']
assert predictor.nodes[0]['count'] == n_samples
@pytest.mark.parametrize('n_samples, min_samples_leaf', [
(99, 50),
(100, 50)])
def test_min_samples_leaf_root(n_samples, min_samples_leaf):
# Make sure root node isn't split if n_samples is not at least twice
# min_samples_leaf
rng = np.random.RandomState(seed=0)
n_bins = 256
# data = linear target, 3 features, 1 irrelevant.
X = rng.normal(size=(n_samples, 3))
y = X[:, 0] - X[:, 1]
mapper = _BinMapper(n_bins=n_bins)
X = mapper.fit_transform(X)
all_gradients = y.astype(G_H_DTYPE)
all_hessians = np.ones(shape=1, dtype=G_H_DTYPE)
grower = TreeGrower(X, all_gradients, all_hessians,
n_bins=n_bins, shrinkage=1.,
min_samples_leaf=min_samples_leaf,
max_leaf_nodes=n_samples)
grower.grow()
if n_samples >= min_samples_leaf * 2:
assert len(grower.finalized_leaves) >= 2
else:
assert len(grower.finalized_leaves) == 1
def assert_is_stump(grower):
# To assert that stumps are created when max_depth=1
for leaf in (grower.root.left_child, grower.root.right_child):
assert leaf.left_child is None
assert leaf.right_child is None
@pytest.mark.parametrize('max_depth', [1, 2, 3])
def test_max_depth(max_depth):
# Make sure max_depth parameter works as expected
rng = np.random.RandomState(seed=0)
n_bins = 256
n_samples = 1000
# data = linear target, 3 features, 1 irrelevant.
X = rng.normal(size=(n_samples, 3))
y = X[:, 0] - X[:, 1]
mapper = _BinMapper(n_bins=n_bins)
X = mapper.fit_transform(X)
all_gradients = y.astype(G_H_DTYPE)
all_hessians = np.ones(shape=1, dtype=G_H_DTYPE)
grower = TreeGrower(X, all_gradients, all_hessians, max_depth=max_depth)
grower.grow()
depth = max(leaf.depth for leaf in grower.finalized_leaves)
assert depth == max_depth
if max_depth == 1:
assert_is_stump(grower)
def test_input_validation():
X_binned, all_gradients, all_hessians = _make_training_data()
X_binned_float = X_binned.astype(np.float32)
with pytest.raises(NotImplementedError,
match="X_binned must be of type uint8"):
TreeGrower(X_binned_float, all_gradients, all_hessians)
X_binned_C_array = np.ascontiguousarray(X_binned)
with pytest.raises(
ValueError,
match="X_binned should be passed as Fortran contiguous array"):
TreeGrower(X_binned_C_array, all_gradients, all_hessians)
def test_init_parameters_validation():
X_binned, all_gradients, all_hessians = _make_training_data()
with pytest.raises(ValueError,
match="min_gain_to_split=-1 must be positive"):
TreeGrower(X_binned, all_gradients, all_hessians,
min_gain_to_split=-1)
with pytest.raises(ValueError,
match="min_hessian_to_split=-1 must be positive"):
TreeGrower(X_binned, all_gradients, all_hessians,
min_hessian_to_split=-1)
def test_missing_value_predict_only():
# Make sure that missing values are supported at predict time even if they
# were not encountered in the training data: the missing values are
# assigned to whichever child has the most samples.
rng = np.random.RandomState(0)
n_samples = 100
X_binned = rng.randint(0, 256, size=(n_samples, 1), dtype=np.uint8)
X_binned = np.asfortranarray(X_binned)
gradients = rng.normal(size=n_samples).astype(G_H_DTYPE)
hessians = np.ones(shape=1, dtype=G_H_DTYPE)
grower = TreeGrower(X_binned, gradients, hessians, min_samples_leaf=5,
has_missing_values=False)
grower.grow()
predictor = grower.make_predictor()
# go from root to a leaf, always following node with the most samples.
# That's the path nans are supposed to take
node = predictor.nodes[0]
while not node['is_leaf']:
left = predictor.nodes[node['left']]
right = predictor.nodes[node['right']]
node = left if left['count'] > right['count'] else right
prediction_main_path = node['value']
# now build X_test with only nans, and make sure all predictions are equal
# to prediction_main_path
all_nans = np.full(shape=(n_samples, 1), fill_value=np.nan)
assert np.all(predictor.predict(all_nans) == prediction_main_path)
def test_split_on_nan_with_infinite_values():
# Make sure the split on nan situations are respected even when there are
# samples with +inf values (we set the threshold to +inf when we have a
# split on nan so this test makes sure this does not introduce edge-case
# bugs). We need to use the private API so that we can also test
# predict_binned().
X = np.array([0, 1, np.inf, np.nan, np.nan]).reshape(-1, 1)
# the gradient values will force a split on nan situation
gradients = np.array([0, 0, 0, 100, 100], dtype=G_H_DTYPE)
hessians = np.ones(shape=1, dtype=G_H_DTYPE)
bin_mapper = _BinMapper()
X_binned = bin_mapper.fit_transform(X)
n_bins_non_missing = 3
has_missing_values = True
grower = TreeGrower(X_binned, gradients, hessians,
n_bins_non_missing=n_bins_non_missing,
has_missing_values=has_missing_values,
min_samples_leaf=1)
grower.grow()
predictor = grower.make_predictor(
bin_thresholds=bin_mapper.bin_thresholds_
)
# sanity check: this was a split on nan
assert predictor.nodes[0]['threshold'] == np.inf
assert predictor.nodes[0]['bin_threshold'] == n_bins_non_missing - 1
# Make sure in particular that the +inf sample is mapped to the left child
# Note that lightgbm "fails" here and will assign the inf sample to the
# right child, even though it's a "split on nan" situation.
predictions = predictor.predict(X)
predictions_binned = predictor.predict_binned(
X_binned, missing_values_bin_idx=bin_mapper.missing_values_bin_idx_)
np.testing.assert_allclose(predictions, -gradients)
np.testing.assert_allclose(predictions_binned, -gradients)
|