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import numpy as np
import pytest
from sklearn.ensemble._hist_gradient_boosting.common import HISTOGRAM_DTYPE
from sklearn.ensemble._hist_gradient_boosting.common import G_H_DTYPE
from sklearn.ensemble._hist_gradient_boosting.common import X_BINNED_DTYPE
from sklearn.ensemble._hist_gradient_boosting.common import MonotonicConstraint
from sklearn.ensemble._hist_gradient_boosting.splitting import (
Splitter,
compute_node_value
)
from sklearn.ensemble._hist_gradient_boosting.histogram import HistogramBuilder
from sklearn.utils._testing import skip_if_32bit
@pytest.mark.parametrize('n_bins', [3, 32, 256])
def test_histogram_split(n_bins):
rng = np.random.RandomState(42)
feature_idx = 0
l2_regularization = 0
min_hessian_to_split = 1e-3
min_samples_leaf = 1
min_gain_to_split = 0.
X_binned = np.asfortranarray(
rng.randint(0, n_bins - 1, size=(int(1e4), 1)), dtype=X_BINNED_DTYPE)
binned_feature = X_binned.T[feature_idx]
sample_indices = np.arange(binned_feature.shape[0], dtype=np.uint32)
ordered_hessians = np.ones_like(binned_feature, dtype=G_H_DTYPE)
all_hessians = ordered_hessians
sum_hessians = all_hessians.sum()
hessians_are_constant = False
for true_bin in range(1, n_bins - 2):
for sign in [-1, 1]:
ordered_gradients = np.full_like(binned_feature, sign,
dtype=G_H_DTYPE)
ordered_gradients[binned_feature <= true_bin] *= -1
all_gradients = ordered_gradients
sum_gradients = all_gradients.sum()
builder = HistogramBuilder(X_binned,
n_bins,
all_gradients,
all_hessians,
hessians_are_constant)
n_bins_non_missing = np.array([n_bins - 1] * X_binned.shape[1],
dtype=np.uint32)
has_missing_values = np.array([False] * X_binned.shape[1],
dtype=np.uint8)
monotonic_cst = np.array(
[MonotonicConstraint.NO_CST] * X_binned.shape[1],
dtype=np.int8)
missing_values_bin_idx = n_bins - 1
splitter = Splitter(X_binned,
n_bins_non_missing,
missing_values_bin_idx,
has_missing_values,
monotonic_cst,
l2_regularization,
min_hessian_to_split,
min_samples_leaf, min_gain_to_split,
hessians_are_constant)
histograms = builder.compute_histograms_brute(sample_indices)
value = compute_node_value(sum_gradients, sum_hessians,
-np.inf, np.inf, l2_regularization)
split_info = splitter.find_node_split(
sample_indices.shape[0], histograms, sum_gradients,
sum_hessians, value)
assert split_info.bin_idx == true_bin
assert split_info.gain >= 0
assert split_info.feature_idx == feature_idx
assert (split_info.n_samples_left + split_info.n_samples_right
== sample_indices.shape[0])
# Constant hessian: 1. per sample.
assert split_info.n_samples_left == split_info.sum_hessian_left
@skip_if_32bit
@pytest.mark.parametrize('constant_hessian', [True, False])
def test_gradient_and_hessian_sanity(constant_hessian):
# This test checks that the values of gradients and hessians are
# consistent in different places:
# - in split_info: si.sum_gradient_left + si.sum_gradient_right must be
# equal to the gradient at the node. Same for hessians.
# - in the histograms: summing 'sum_gradients' over the bins must be
# constant across all features, and those sums must be equal to the
# node's gradient. Same for hessians.
rng = np.random.RandomState(42)
n_bins = 10
n_features = 20
n_samples = 500
l2_regularization = 0.
min_hessian_to_split = 1e-3
min_samples_leaf = 1
min_gain_to_split = 0.
X_binned = rng.randint(0, n_bins, size=(n_samples, n_features),
dtype=X_BINNED_DTYPE)
X_binned = np.asfortranarray(X_binned)
sample_indices = np.arange(n_samples, dtype=np.uint32)
all_gradients = rng.randn(n_samples).astype(G_H_DTYPE)
sum_gradients = all_gradients.sum()
if constant_hessian:
all_hessians = np.ones(1, dtype=G_H_DTYPE)
sum_hessians = 1 * n_samples
else:
all_hessians = rng.lognormal(size=n_samples).astype(G_H_DTYPE)
sum_hessians = all_hessians.sum()
builder = HistogramBuilder(X_binned, n_bins, all_gradients,
all_hessians, constant_hessian)
n_bins_non_missing = np.array([n_bins - 1] * X_binned.shape[1],
dtype=np.uint32)
has_missing_values = np.array([False] * X_binned.shape[1], dtype=np.uint8)
monotonic_cst = np.array(
[MonotonicConstraint.NO_CST] * X_binned.shape[1],
dtype=np.int8)
missing_values_bin_idx = n_bins - 1
splitter = Splitter(X_binned, n_bins_non_missing, missing_values_bin_idx,
has_missing_values, monotonic_cst, l2_regularization,
min_hessian_to_split, min_samples_leaf,
min_gain_to_split, constant_hessian)
hists_parent = builder.compute_histograms_brute(sample_indices)
value_parent = compute_node_value(sum_gradients, sum_hessians,
-np.inf, np.inf, l2_regularization)
si_parent = splitter.find_node_split(n_samples, hists_parent,
sum_gradients, sum_hessians,
value_parent)
sample_indices_left, sample_indices_right, _ = splitter.split_indices(
si_parent, sample_indices)
hists_left = builder.compute_histograms_brute(sample_indices_left)
value_left = compute_node_value(si_parent.sum_gradient_left,
si_parent.sum_hessian_left,
-np.inf, np.inf, l2_regularization)
hists_right = builder.compute_histograms_brute(sample_indices_right)
value_right = compute_node_value(si_parent.sum_gradient_right,
si_parent.sum_hessian_right,
-np.inf, np.inf, l2_regularization)
si_left = splitter.find_node_split(n_samples, hists_left,
si_parent.sum_gradient_left,
si_parent.sum_hessian_left,
value_left)
si_right = splitter.find_node_split(n_samples, hists_right,
si_parent.sum_gradient_right,
si_parent.sum_hessian_right,
value_right)
# make sure that si.sum_gradient_left + si.sum_gradient_right have their
# expected value, same for hessians
for si, indices in (
(si_parent, sample_indices),
(si_left, sample_indices_left),
(si_right, sample_indices_right)):
gradient = si.sum_gradient_right + si.sum_gradient_left
expected_gradient = all_gradients[indices].sum()
hessian = si.sum_hessian_right + si.sum_hessian_left
if constant_hessian:
expected_hessian = indices.shape[0] * all_hessians[0]
else:
expected_hessian = all_hessians[indices].sum()
assert np.isclose(gradient, expected_gradient)
assert np.isclose(hessian, expected_hessian)
# make sure sum of gradients in histograms are the same for all features,
# and make sure they're equal to their expected value
hists_parent = np.asarray(hists_parent, dtype=HISTOGRAM_DTYPE)
hists_left = np.asarray(hists_left, dtype=HISTOGRAM_DTYPE)
hists_right = np.asarray(hists_right, dtype=HISTOGRAM_DTYPE)
for hists, indices in (
(hists_parent, sample_indices),
(hists_left, sample_indices_left),
(hists_right, sample_indices_right)):
# note: gradients and hessians have shape (n_features,),
# we're comparing them to *scalars*. This has the benefit of also
# making sure that all the entries are equal across features.
gradients = hists['sum_gradients'].sum(axis=1) # shape = (n_features,)
expected_gradient = all_gradients[indices].sum() # scalar
hessians = hists['sum_hessians'].sum(axis=1)
if constant_hessian:
# 0 is not the actual hessian, but it's not computed in this case
expected_hessian = 0.
else:
expected_hessian = all_hessians[indices].sum()
assert np.allclose(gradients, expected_gradient)
assert np.allclose(hessians, expected_hessian)
def test_split_indices():
# Check that split_indices returns the correct splits and that
# splitter.partition is consistent with what is returned.
rng = np.random.RandomState(421)
n_bins = 5
n_samples = 10
l2_regularization = 0.
min_hessian_to_split = 1e-3
min_samples_leaf = 1
min_gain_to_split = 0.
# split will happen on feature 1 and on bin 3
X_binned = [[0, 0],
[0, 3],
[0, 4],
[0, 0],
[0, 0],
[0, 0],
[0, 0],
[0, 4],
[0, 0],
[0, 4]]
X_binned = np.asfortranarray(X_binned, dtype=X_BINNED_DTYPE)
sample_indices = np.arange(n_samples, dtype=np.uint32)
all_gradients = rng.randn(n_samples).astype(G_H_DTYPE)
all_hessians = np.ones(1, dtype=G_H_DTYPE)
sum_gradients = all_gradients.sum()
sum_hessians = 1 * n_samples
hessians_are_constant = True
builder = HistogramBuilder(X_binned, n_bins,
all_gradients, all_hessians,
hessians_are_constant)
n_bins_non_missing = np.array([n_bins] * X_binned.shape[1],
dtype=np.uint32)
has_missing_values = np.array([False] * X_binned.shape[1], dtype=np.uint8)
monotonic_cst = np.array(
[MonotonicConstraint.NO_CST] * X_binned.shape[1],
dtype=np.int8)
missing_values_bin_idx = n_bins - 1
splitter = Splitter(X_binned, n_bins_non_missing, missing_values_bin_idx,
has_missing_values, monotonic_cst, l2_regularization,
min_hessian_to_split, min_samples_leaf,
min_gain_to_split, hessians_are_constant)
assert np.all(sample_indices == splitter.partition)
histograms = builder.compute_histograms_brute(sample_indices)
value = compute_node_value(sum_gradients, sum_hessians,
-np.inf, np.inf, l2_regularization)
si_root = splitter.find_node_split(n_samples, histograms,
sum_gradients, sum_hessians, value)
# sanity checks for best split
assert si_root.feature_idx == 1
assert si_root.bin_idx == 3
samples_left, samples_right, position_right = splitter.split_indices(
si_root, splitter.partition)
assert set(samples_left) == set([0, 1, 3, 4, 5, 6, 8])
assert set(samples_right) == set([2, 7, 9])
assert list(samples_left) == list(splitter.partition[:position_right])
assert list(samples_right) == list(splitter.partition[position_right:])
# Check that the resulting split indices sizes are consistent with the
# count statistics anticipated when looking for the best split.
assert samples_left.shape[0] == si_root.n_samples_left
assert samples_right.shape[0] == si_root.n_samples_right
def test_min_gain_to_split():
# Try to split a pure node (all gradients are equal, same for hessians)
# with min_gain_to_split = 0 and make sure that the node is not split (best
# possible gain = -1). Note: before the strict inequality comparison, this
# test would fail because the node would be split with a gain of 0.
rng = np.random.RandomState(42)
l2_regularization = 0
min_hessian_to_split = 0
min_samples_leaf = 1
min_gain_to_split = 0.
n_bins = 255
n_samples = 100
X_binned = np.asfortranarray(
rng.randint(0, n_bins, size=(n_samples, 1)), dtype=X_BINNED_DTYPE)
binned_feature = X_binned[:, 0]
sample_indices = np.arange(n_samples, dtype=np.uint32)
all_hessians = np.ones_like(binned_feature, dtype=G_H_DTYPE)
all_gradients = np.ones_like(binned_feature, dtype=G_H_DTYPE)
sum_gradients = all_gradients.sum()
sum_hessians = all_hessians.sum()
hessians_are_constant = False
builder = HistogramBuilder(X_binned, n_bins, all_gradients,
all_hessians, hessians_are_constant)
n_bins_non_missing = np.array([n_bins - 1] * X_binned.shape[1],
dtype=np.uint32)
has_missing_values = np.array([False] * X_binned.shape[1], dtype=np.uint8)
monotonic_cst = np.array(
[MonotonicConstraint.NO_CST] * X_binned.shape[1],
dtype=np.int8)
missing_values_bin_idx = n_bins - 1
splitter = Splitter(X_binned, n_bins_non_missing, missing_values_bin_idx,
has_missing_values, monotonic_cst, l2_regularization,
min_hessian_to_split, min_samples_leaf,
min_gain_to_split, hessians_are_constant)
histograms = builder.compute_histograms_brute(sample_indices)
value = compute_node_value(sum_gradients, sum_hessians,
-np.inf, np.inf, l2_regularization)
split_info = splitter.find_node_split(n_samples, histograms,
sum_gradients, sum_hessians, value)
assert split_info.gain == -1
@pytest.mark.parametrize(
'X_binned, all_gradients, has_missing_values, n_bins_non_missing, '
' expected_split_on_nan, expected_bin_idx, expected_go_to_left', [
# basic sanity check with no missing values: given the gradient
# values, the split must occur on bin_idx=3
([0, 1, 2, 3, 4, 5, 6, 7, 8, 9], # X_binned
[1, 1, 1, 1, 5, 5, 5, 5, 5, 5], # gradients
False, # no missing values
10, # n_bins_non_missing
False, # don't split on nans
3, # expected_bin_idx
'not_applicable'),
# We replace 2 samples by NaNs (bin_idx=8)
# These 2 samples were mapped to the left node before, so they should
# be mapped to left node again
# Notice how the bin_idx threshold changes from 3 to 1.
([8, 0, 1, 8, 2, 3, 4, 5, 6, 7], # 8 <=> missing
[1, 1, 1, 1, 5, 5, 5, 5, 5, 5],
True, # missing values
8, # n_bins_non_missing
False, # don't split on nans
1, # cut on bin_idx=1
True), # missing values go to left
# same as above, but with non-consecutive missing_values_bin
([9, 0, 1, 9, 2, 3, 4, 5, 6, 7], # 9 <=> missing
[1, 1, 1, 1, 5, 5, 5, 5, 5, 5],
True, # missing values
8, # n_bins_non_missing
False, # don't split on nans
1, # cut on bin_idx=1
True), # missing values go to left
# this time replacing 2 samples that were on the right.
([0, 1, 2, 3, 8, 4, 8, 5, 6, 7], # 8 <=> missing
[1, 1, 1, 1, 5, 5, 5, 5, 5, 5],
True, # missing values
8, # n_bins_non_missing
False, # don't split on nans
3, # cut on bin_idx=3 (like in first case)
False), # missing values go to right
# same as above, but with non-consecutive missing_values_bin
([0, 1, 2, 3, 9, 4, 9, 5, 6, 7], # 9 <=> missing
[1, 1, 1, 1, 5, 5, 5, 5, 5, 5],
True, # missing values
8, # n_bins_non_missing
False, # don't split on nans
3, # cut on bin_idx=3 (like in first case)
False), # missing values go to right
# For the following cases, split_on_nans is True (we replace all of
# the samples with nans, instead of just 2).
([0, 1, 2, 3, 4, 4, 4, 4, 4, 4], # 4 <=> missing
[1, 1, 1, 1, 5, 5, 5, 5, 5, 5],
True, # missing values
4, # n_bins_non_missing
True, # split on nans
3, # cut on bin_idx=3
False), # missing values go to right
# same as above, but with non-consecutive missing_values_bin
([0, 1, 2, 3, 9, 9, 9, 9, 9, 9], # 9 <=> missing
[1, 1, 1, 1, 1, 1, 5, 5, 5, 5],
True, # missing values
4, # n_bins_non_missing
True, # split on nans
3, # cut on bin_idx=3
False), # missing values go to right
([6, 6, 6, 6, 0, 1, 2, 3, 4, 5], # 6 <=> missing
[1, 1, 1, 1, 5, 5, 5, 5, 5, 5],
True, # missing values
6, # n_bins_non_missing
True, # split on nans
5, # cut on bin_idx=5
False), # missing values go to right
# same as above, but with non-consecutive missing_values_bin
([9, 9, 9, 9, 0, 1, 2, 3, 4, 5], # 9 <=> missing
[1, 1, 1, 1, 5, 5, 5, 5, 5, 5],
True, # missing values
6, # n_bins_non_missing
True, # split on nans
5, # cut on bin_idx=5
False), # missing values go to right
]
)
def test_splitting_missing_values(X_binned, all_gradients,
has_missing_values, n_bins_non_missing,
expected_split_on_nan, expected_bin_idx,
expected_go_to_left):
# Make sure missing values are properly supported.
# we build an artificial example with gradients such that the best split
# is on bin_idx=3, when there are no missing values.
# Then we introduce missing values and:
# - make sure the chosen bin is correct (find_best_bin()): it's
# still the same split, even though the index of the bin may change
# - make sure the missing values are mapped to the correct child
# (split_indices())
n_bins = max(X_binned) + 1
n_samples = len(X_binned)
l2_regularization = 0.
min_hessian_to_split = 1e-3
min_samples_leaf = 1
min_gain_to_split = 0.
sample_indices = np.arange(n_samples, dtype=np.uint32)
X_binned = np.array(X_binned, dtype=X_BINNED_DTYPE).reshape(-1, 1)
X_binned = np.asfortranarray(X_binned)
all_gradients = np.array(all_gradients, dtype=G_H_DTYPE)
has_missing_values = np.array([has_missing_values], dtype=np.uint8)
all_hessians = np.ones(1, dtype=G_H_DTYPE)
sum_gradients = all_gradients.sum()
sum_hessians = 1 * n_samples
hessians_are_constant = True
builder = HistogramBuilder(X_binned, n_bins,
all_gradients, all_hessians,
hessians_are_constant)
n_bins_non_missing = np.array([n_bins_non_missing], dtype=np.uint32)
monotonic_cst = np.array(
[MonotonicConstraint.NO_CST] * X_binned.shape[1],
dtype=np.int8)
missing_values_bin_idx = n_bins - 1
splitter = Splitter(X_binned, n_bins_non_missing,
missing_values_bin_idx, has_missing_values,
monotonic_cst,
l2_regularization, min_hessian_to_split,
min_samples_leaf, min_gain_to_split,
hessians_are_constant)
histograms = builder.compute_histograms_brute(sample_indices)
value = compute_node_value(sum_gradients, sum_hessians,
-np.inf, np.inf, l2_regularization)
split_info = splitter.find_node_split(n_samples, histograms,
sum_gradients, sum_hessians, value)
assert split_info.bin_idx == expected_bin_idx
if has_missing_values:
assert split_info.missing_go_to_left == expected_go_to_left
split_on_nan = split_info.bin_idx == n_bins_non_missing[0] - 1
assert split_on_nan == expected_split_on_nan
# Make sure the split is properly computed.
# This also make sure missing values are properly assigned to the correct
# child in split_indices()
samples_left, samples_right, _ = splitter.split_indices(
split_info, splitter.partition)
if not expected_split_on_nan:
# When we don't split on nans, the split should always be the same.
assert set(samples_left) == set([0, 1, 2, 3])
assert set(samples_right) == set([4, 5, 6, 7, 8, 9])
else:
# When we split on nans, samples with missing values are always mapped
# to the right child.
missing_samples_indices = np.flatnonzero(
np.array(X_binned) == missing_values_bin_idx)
non_missing_samples_indices = np.flatnonzero(
np.array(X_binned) != missing_values_bin_idx)
assert set(samples_right) == set(missing_samples_indices)
assert set(samples_left) == set(non_missing_samples_indices)
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