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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646
|
import warnings
import numpy as np
import pytest
from numpy.testing import assert_allclose, assert_array_almost_equal, assert_array_equal
from sklearn.cross_decomposition import CCA, PLSSVD, PLSCanonical, PLSRegression
from sklearn.cross_decomposition._pls import (
_center_scale_xy,
_get_first_singular_vectors_power_method,
_get_first_singular_vectors_svd,
_svd_flip_1d,
)
from sklearn.datasets import load_linnerud, make_regression
from sklearn.ensemble import VotingRegressor
from sklearn.exceptions import ConvergenceWarning
from sklearn.linear_model import LinearRegression
from sklearn.utils import check_random_state
from sklearn.utils.extmath import svd_flip
def assert_matrix_orthogonal(M):
K = np.dot(M.T, M)
assert_array_almost_equal(K, np.diag(np.diag(K)))
def test_pls_canonical_basics():
# Basic checks for PLSCanonical
d = load_linnerud()
X = d.data
Y = d.target
pls = PLSCanonical(n_components=X.shape[1])
pls.fit(X, Y)
assert_matrix_orthogonal(pls.x_weights_)
assert_matrix_orthogonal(pls.y_weights_)
assert_matrix_orthogonal(pls._x_scores)
assert_matrix_orthogonal(pls._y_scores)
# Check X = TP' and Y = UQ'
T = pls._x_scores
P = pls.x_loadings_
U = pls._y_scores
Q = pls.y_loadings_
# Need to scale first
Xc, Yc, x_mean, y_mean, x_std, y_std = _center_scale_xy(
X.copy(), Y.copy(), scale=True
)
assert_array_almost_equal(Xc, np.dot(T, P.T))
assert_array_almost_equal(Yc, np.dot(U, Q.T))
# Check that rotations on training data lead to scores
Xt = pls.transform(X)
assert_array_almost_equal(Xt, pls._x_scores)
Xt, Yt = pls.transform(X, Y)
assert_array_almost_equal(Xt, pls._x_scores)
assert_array_almost_equal(Yt, pls._y_scores)
# Check that inverse_transform works
X_back = pls.inverse_transform(Xt)
assert_array_almost_equal(X_back, X)
_, Y_back = pls.inverse_transform(Xt, Yt)
assert_array_almost_equal(Y_back, Y)
def test_sanity_check_pls_regression():
# Sanity check for PLSRegression
# The results were checked against the R-packages plspm, misOmics and pls
d = load_linnerud()
X = d.data
Y = d.target
pls = PLSRegression(n_components=X.shape[1])
X_trans, _ = pls.fit_transform(X, Y)
# FIXME: one would expect y_trans == pls.y_scores_ but this is not
# the case.
# xref: https://github.com/scikit-learn/scikit-learn/issues/22420
assert_allclose(X_trans, pls.x_scores_)
expected_x_weights = np.array(
[
[-0.61330704, -0.00443647, 0.78983213],
[-0.74697144, -0.32172099, -0.58183269],
[-0.25668686, 0.94682413, -0.19399983],
]
)
expected_x_loadings = np.array(
[
[-0.61470416, -0.24574278, 0.78983213],
[-0.65625755, -0.14396183, -0.58183269],
[-0.51733059, 1.00609417, -0.19399983],
]
)
expected_y_weights = np.array(
[
[+0.32456184, 0.29892183, 0.20316322],
[+0.42439636, 0.61970543, 0.19320542],
[-0.13143144, -0.26348971, -0.17092916],
]
)
expected_y_loadings = np.array(
[
[+0.32456184, 0.29892183, 0.20316322],
[+0.42439636, 0.61970543, 0.19320542],
[-0.13143144, -0.26348971, -0.17092916],
]
)
assert_array_almost_equal(np.abs(pls.x_loadings_), np.abs(expected_x_loadings))
assert_array_almost_equal(np.abs(pls.x_weights_), np.abs(expected_x_weights))
assert_array_almost_equal(np.abs(pls.y_loadings_), np.abs(expected_y_loadings))
assert_array_almost_equal(np.abs(pls.y_weights_), np.abs(expected_y_weights))
# The R / Python difference in the signs should be consistent across
# loadings, weights, etc.
x_loadings_sign_flip = np.sign(pls.x_loadings_ / expected_x_loadings)
x_weights_sign_flip = np.sign(pls.x_weights_ / expected_x_weights)
y_weights_sign_flip = np.sign(pls.y_weights_ / expected_y_weights)
y_loadings_sign_flip = np.sign(pls.y_loadings_ / expected_y_loadings)
assert_array_almost_equal(x_loadings_sign_flip, x_weights_sign_flip)
assert_array_almost_equal(y_loadings_sign_flip, y_weights_sign_flip)
def test_sanity_check_pls_regression_constant_column_Y():
# Check behavior when the first column of Y is constant
# The results are checked against a modified version of plsreg2
# from the R-package plsdepot
d = load_linnerud()
X = d.data
Y = d.target
Y[:, 0] = 1
pls = PLSRegression(n_components=X.shape[1])
pls.fit(X, Y)
expected_x_weights = np.array(
[
[-0.6273573, 0.007081799, 0.7786994],
[-0.7493417, -0.277612681, -0.6011807],
[-0.2119194, 0.960666981, -0.1794690],
]
)
expected_x_loadings = np.array(
[
[-0.6273512, -0.22464538, 0.7786994],
[-0.6643156, -0.09871193, -0.6011807],
[-0.5125877, 1.01407380, -0.1794690],
]
)
expected_y_loadings = np.array(
[
[0.0000000, 0.0000000, 0.0000000],
[0.4357300, 0.5828479, 0.2174802],
[-0.1353739, -0.2486423, -0.1810386],
]
)
assert_array_almost_equal(np.abs(expected_x_weights), np.abs(pls.x_weights_))
assert_array_almost_equal(np.abs(expected_x_loadings), np.abs(pls.x_loadings_))
# For the PLSRegression with default parameters, y_loadings == y_weights
assert_array_almost_equal(np.abs(pls.y_loadings_), np.abs(expected_y_loadings))
assert_array_almost_equal(np.abs(pls.y_weights_), np.abs(expected_y_loadings))
x_loadings_sign_flip = np.sign(expected_x_loadings / pls.x_loadings_)
x_weights_sign_flip = np.sign(expected_x_weights / pls.x_weights_)
# we ignore the first full-zeros row for y
y_loadings_sign_flip = np.sign(expected_y_loadings[1:] / pls.y_loadings_[1:])
assert_array_equal(x_loadings_sign_flip, x_weights_sign_flip)
assert_array_equal(x_loadings_sign_flip[1:], y_loadings_sign_flip)
def test_sanity_check_pls_canonical():
# Sanity check for PLSCanonical
# The results were checked against the R-package plspm
d = load_linnerud()
X = d.data
Y = d.target
pls = PLSCanonical(n_components=X.shape[1])
pls.fit(X, Y)
expected_x_weights = np.array(
[
[-0.61330704, 0.25616119, -0.74715187],
[-0.74697144, 0.11930791, 0.65406368],
[-0.25668686, -0.95924297, -0.11817271],
]
)
expected_x_rotations = np.array(
[
[-0.61330704, 0.41591889, -0.62297525],
[-0.74697144, 0.31388326, 0.77368233],
[-0.25668686, -0.89237972, -0.24121788],
]
)
expected_y_weights = np.array(
[
[+0.58989127, 0.7890047, 0.1717553],
[+0.77134053, -0.61351791, 0.16920272],
[-0.23887670, -0.03267062, 0.97050016],
]
)
expected_y_rotations = np.array(
[
[+0.58989127, 0.7168115, 0.30665872],
[+0.77134053, -0.70791757, 0.19786539],
[-0.23887670, -0.00343595, 0.94162826],
]
)
assert_array_almost_equal(np.abs(pls.x_rotations_), np.abs(expected_x_rotations))
assert_array_almost_equal(np.abs(pls.x_weights_), np.abs(expected_x_weights))
assert_array_almost_equal(np.abs(pls.y_rotations_), np.abs(expected_y_rotations))
assert_array_almost_equal(np.abs(pls.y_weights_), np.abs(expected_y_weights))
x_rotations_sign_flip = np.sign(pls.x_rotations_ / expected_x_rotations)
x_weights_sign_flip = np.sign(pls.x_weights_ / expected_x_weights)
y_rotations_sign_flip = np.sign(pls.y_rotations_ / expected_y_rotations)
y_weights_sign_flip = np.sign(pls.y_weights_ / expected_y_weights)
assert_array_almost_equal(x_rotations_sign_flip, x_weights_sign_flip)
assert_array_almost_equal(y_rotations_sign_flip, y_weights_sign_flip)
assert_matrix_orthogonal(pls.x_weights_)
assert_matrix_orthogonal(pls.y_weights_)
assert_matrix_orthogonal(pls._x_scores)
assert_matrix_orthogonal(pls._y_scores)
def test_sanity_check_pls_canonical_random():
# Sanity check for PLSCanonical on random data
# The results were checked against the R-package plspm
n = 500
p_noise = 10
q_noise = 5
# 2 latents vars:
rng = check_random_state(11)
l1 = rng.normal(size=n)
l2 = rng.normal(size=n)
latents = np.array([l1, l1, l2, l2]).T
X = latents + rng.normal(size=4 * n).reshape((n, 4))
Y = latents + rng.normal(size=4 * n).reshape((n, 4))
X = np.concatenate((X, rng.normal(size=p_noise * n).reshape(n, p_noise)), axis=1)
Y = np.concatenate((Y, rng.normal(size=q_noise * n).reshape(n, q_noise)), axis=1)
pls = PLSCanonical(n_components=3)
pls.fit(X, Y)
expected_x_weights = np.array(
[
[0.65803719, 0.19197924, 0.21769083],
[0.7009113, 0.13303969, -0.15376699],
[0.13528197, -0.68636408, 0.13856546],
[0.16854574, -0.66788088, -0.12485304],
[-0.03232333, -0.04189855, 0.40690153],
[0.1148816, -0.09643158, 0.1613305],
[0.04792138, -0.02384992, 0.17175319],
[-0.06781, -0.01666137, -0.18556747],
[-0.00266945, -0.00160224, 0.11893098],
[-0.00849528, -0.07706095, 0.1570547],
[-0.00949471, -0.02964127, 0.34657036],
[-0.03572177, 0.0945091, 0.3414855],
[0.05584937, -0.02028961, -0.57682568],
[0.05744254, -0.01482333, -0.17431274],
]
)
expected_x_loadings = np.array(
[
[0.65649254, 0.1847647, 0.15270699],
[0.67554234, 0.15237508, -0.09182247],
[0.19219925, -0.67750975, 0.08673128],
[0.2133631, -0.67034809, -0.08835483],
[-0.03178912, -0.06668336, 0.43395268],
[0.15684588, -0.13350241, 0.20578984],
[0.03337736, -0.03807306, 0.09871553],
[-0.06199844, 0.01559854, -0.1881785],
[0.00406146, -0.00587025, 0.16413253],
[-0.00374239, -0.05848466, 0.19140336],
[0.00139214, -0.01033161, 0.32239136],
[-0.05292828, 0.0953533, 0.31916881],
[0.04031924, -0.01961045, -0.65174036],
[0.06172484, -0.06597366, -0.1244497],
]
)
expected_y_weights = np.array(
[
[0.66101097, 0.18672553, 0.22826092],
[0.69347861, 0.18463471, -0.23995597],
[0.14462724, -0.66504085, 0.17082434],
[0.22247955, -0.6932605, -0.09832993],
[0.07035859, 0.00714283, 0.67810124],
[0.07765351, -0.0105204, -0.44108074],
[-0.00917056, 0.04322147, 0.10062478],
[-0.01909512, 0.06182718, 0.28830475],
[0.01756709, 0.04797666, 0.32225745],
]
)
expected_y_loadings = np.array(
[
[0.68568625, 0.1674376, 0.0969508],
[0.68782064, 0.20375837, -0.1164448],
[0.11712173, -0.68046903, 0.12001505],
[0.17860457, -0.6798319, -0.05089681],
[0.06265739, -0.0277703, 0.74729584],
[0.0914178, 0.00403751, -0.5135078],
[-0.02196918, -0.01377169, 0.09564505],
[-0.03288952, 0.09039729, 0.31858973],
[0.04287624, 0.05254676, 0.27836841],
]
)
assert_array_almost_equal(np.abs(pls.x_loadings_), np.abs(expected_x_loadings))
assert_array_almost_equal(np.abs(pls.x_weights_), np.abs(expected_x_weights))
assert_array_almost_equal(np.abs(pls.y_loadings_), np.abs(expected_y_loadings))
assert_array_almost_equal(np.abs(pls.y_weights_), np.abs(expected_y_weights))
x_loadings_sign_flip = np.sign(pls.x_loadings_ / expected_x_loadings)
x_weights_sign_flip = np.sign(pls.x_weights_ / expected_x_weights)
y_weights_sign_flip = np.sign(pls.y_weights_ / expected_y_weights)
y_loadings_sign_flip = np.sign(pls.y_loadings_ / expected_y_loadings)
assert_array_almost_equal(x_loadings_sign_flip, x_weights_sign_flip)
assert_array_almost_equal(y_loadings_sign_flip, y_weights_sign_flip)
assert_matrix_orthogonal(pls.x_weights_)
assert_matrix_orthogonal(pls.y_weights_)
assert_matrix_orthogonal(pls._x_scores)
assert_matrix_orthogonal(pls._y_scores)
def test_convergence_fail():
# Make sure ConvergenceWarning is raised if max_iter is too small
d = load_linnerud()
X = d.data
Y = d.target
pls_nipals = PLSCanonical(n_components=X.shape[1], max_iter=2)
with pytest.warns(ConvergenceWarning):
pls_nipals.fit(X, Y)
@pytest.mark.parametrize("Est", (PLSSVD, PLSRegression, PLSCanonical))
def test_attibutes_shapes(Est):
# Make sure attributes are of the correct shape depending on n_components
d = load_linnerud()
X = d.data
Y = d.target
n_components = 2
pls = Est(n_components=n_components)
pls.fit(X, Y)
assert all(
attr.shape[1] == n_components for attr in (pls.x_weights_, pls.y_weights_)
)
@pytest.mark.parametrize("Est", (PLSRegression, PLSCanonical, CCA))
def test_univariate_equivalence(Est):
# Ensure 2D Y with 1 column is equivalent to 1D Y
d = load_linnerud()
X = d.data
Y = d.target
est = Est(n_components=1)
one_d_coeff = est.fit(X, Y[:, 0]).coef_
two_d_coeff = est.fit(X, Y[:, :1]).coef_
assert one_d_coeff.shape == two_d_coeff.shape
assert_array_almost_equal(one_d_coeff, two_d_coeff)
@pytest.mark.parametrize("Est", (PLSRegression, PLSCanonical, CCA, PLSSVD))
def test_copy(Est):
# check that the "copy" keyword works
d = load_linnerud()
X = d.data
Y = d.target
X_orig = X.copy()
# copy=True won't modify inplace
pls = Est(copy=True).fit(X, Y)
assert_array_equal(X, X_orig)
# copy=False will modify inplace
with pytest.raises(AssertionError):
Est(copy=False).fit(X, Y)
assert_array_almost_equal(X, X_orig)
if Est is PLSSVD:
return # PLSSVD does not support copy param in predict or transform
X_orig = X.copy()
with pytest.raises(AssertionError):
pls.transform(X, Y, copy=False),
assert_array_almost_equal(X, X_orig)
X_orig = X.copy()
with pytest.raises(AssertionError):
pls.predict(X, copy=False),
assert_array_almost_equal(X, X_orig)
# Make sure copy=True gives same transform and predictions as predict=False
assert_array_almost_equal(
pls.transform(X, Y, copy=True), pls.transform(X.copy(), Y.copy(), copy=False)
)
assert_array_almost_equal(
pls.predict(X, copy=True), pls.predict(X.copy(), copy=False)
)
def _generate_test_scale_and_stability_datasets():
"""Generate dataset for test_scale_and_stability"""
# dataset for non-regression 7818
rng = np.random.RandomState(0)
n_samples = 1000
n_targets = 5
n_features = 10
Q = rng.randn(n_targets, n_features)
Y = rng.randn(n_samples, n_targets)
X = np.dot(Y, Q) + 2 * rng.randn(n_samples, n_features) + 1
X *= 1000
yield X, Y
# Data set where one of the features is constraint
X, Y = load_linnerud(return_X_y=True)
# causes X[:, -1].std() to be zero
X[:, -1] = 1.0
yield X, Y
X = np.array([[0.0, 0.0, 1.0], [1.0, 0.0, 0.0], [2.0, 2.0, 2.0], [3.0, 5.0, 4.0]])
Y = np.array([[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]])
yield X, Y
# Seeds that provide a non-regression test for #18746, where CCA fails
seeds = [530, 741]
for seed in seeds:
rng = np.random.RandomState(seed)
X = rng.randn(4, 3)
Y = rng.randn(4, 2)
yield X, Y
@pytest.mark.parametrize("Est", (CCA, PLSCanonical, PLSRegression, PLSSVD))
@pytest.mark.parametrize("X, Y", _generate_test_scale_and_stability_datasets())
def test_scale_and_stability(Est, X, Y):
"""scale=True is equivalent to scale=False on centered/scaled data
This allows to check numerical stability over platforms as well"""
X_s, Y_s, *_ = _center_scale_xy(X, Y)
X_score, Y_score = Est(scale=True).fit_transform(X, Y)
X_s_score, Y_s_score = Est(scale=False).fit_transform(X_s, Y_s)
assert_allclose(X_s_score, X_score, atol=1e-4)
assert_allclose(Y_s_score, Y_score, atol=1e-4)
@pytest.mark.parametrize("Estimator", (PLSSVD, PLSRegression, PLSCanonical, CCA))
def test_n_components_upper_bounds(Estimator):
"""Check the validation of `n_components` upper bounds for `PLS` regressors."""
rng = np.random.RandomState(0)
X = rng.randn(10, 5)
Y = rng.randn(10, 3)
est = Estimator(n_components=10)
err_msg = "`n_components` upper bound is .*. Got 10 instead. Reduce `n_components`."
with pytest.raises(ValueError, match=err_msg):
est.fit(X, Y)
@pytest.mark.parametrize("n_samples, n_features", [(100, 10), (100, 200)])
def test_singular_value_helpers(n_samples, n_features, global_random_seed):
# Make sure SVD and power method give approximately the same results
X, Y = make_regression(
n_samples, n_features, n_targets=5, random_state=global_random_seed
)
u1, v1, _ = _get_first_singular_vectors_power_method(X, Y, norm_y_weights=True)
u2, v2 = _get_first_singular_vectors_svd(X, Y)
_svd_flip_1d(u1, v1)
_svd_flip_1d(u2, v2)
rtol = 1e-3
# Setting atol because some coordinates are very close to zero
assert_allclose(u1, u2, atol=u2.max() * rtol)
assert_allclose(v1, v2, atol=v2.max() * rtol)
def test_one_component_equivalence(global_random_seed):
# PLSSVD, PLSRegression and PLSCanonical should all be equivalent when
# n_components is 1
X, Y = make_regression(100, 10, n_targets=5, random_state=global_random_seed)
svd = PLSSVD(n_components=1).fit(X, Y).transform(X)
reg = PLSRegression(n_components=1).fit(X, Y).transform(X)
canonical = PLSCanonical(n_components=1).fit(X, Y).transform(X)
rtol = 1e-3
# Setting atol because some entries are very close to zero
assert_allclose(svd, reg, atol=reg.max() * rtol)
assert_allclose(svd, canonical, atol=canonical.max() * rtol)
def test_svd_flip_1d():
# Make sure svd_flip_1d is equivalent to svd_flip
u = np.array([1, -4, 2])
v = np.array([1, 2, 3])
u_expected, v_expected = svd_flip(u.reshape(-1, 1), v.reshape(1, -1))
_svd_flip_1d(u, v) # inplace
assert_allclose(u, u_expected.ravel())
assert_allclose(u, [-1, 4, -2])
assert_allclose(v, v_expected.ravel())
assert_allclose(v, [-1, -2, -3])
def test_loadings_converges(global_random_seed):
"""Test that CCA converges. Non-regression test for #19549."""
X, y = make_regression(
n_samples=200, n_features=20, n_targets=20, random_state=global_random_seed
)
cca = CCA(n_components=10, max_iter=500)
with warnings.catch_warnings():
warnings.simplefilter("error", ConvergenceWarning)
cca.fit(X, y)
# Loadings converges to reasonable values
assert np.all(np.abs(cca.x_loadings_) < 1)
def test_pls_constant_y():
"""Checks warning when y is constant. Non-regression test for #19831"""
rng = np.random.RandomState(42)
x = rng.rand(100, 3)
y = np.zeros(100)
pls = PLSRegression()
msg = "Y residual is constant at iteration"
with pytest.warns(UserWarning, match=msg):
pls.fit(x, y)
assert_allclose(pls.x_rotations_, 0)
@pytest.mark.parametrize("PLSEstimator", [PLSRegression, PLSCanonical, CCA])
def test_pls_coef_shape(PLSEstimator):
"""Check the shape of `coef_` attribute.
Non-regression test for:
https://github.com/scikit-learn/scikit-learn/issues/12410
"""
d = load_linnerud()
X = d.data
Y = d.target
pls = PLSEstimator(copy=True).fit(X, Y)
n_targets, n_features = Y.shape[1], X.shape[1]
assert pls.coef_.shape == (n_targets, n_features)
@pytest.mark.parametrize("scale", [True, False])
@pytest.mark.parametrize("PLSEstimator", [PLSRegression, PLSCanonical, CCA])
def test_pls_prediction(PLSEstimator, scale):
"""Check the behaviour of the prediction function."""
d = load_linnerud()
X = d.data
Y = d.target
pls = PLSEstimator(copy=True, scale=scale).fit(X, Y)
Y_pred = pls.predict(X, copy=True)
y_mean = Y.mean(axis=0)
X_trans = X - X.mean(axis=0)
if scale:
X_trans /= X.std(axis=0, ddof=1)
assert_allclose(pls.intercept_, y_mean)
assert_allclose(Y_pred, X_trans @ pls.coef_.T + pls.intercept_)
@pytest.mark.parametrize("Klass", [CCA, PLSSVD, PLSRegression, PLSCanonical])
def test_pls_feature_names_out(Klass):
"""Check `get_feature_names_out` cross_decomposition module."""
X, Y = load_linnerud(return_X_y=True)
est = Klass().fit(X, Y)
names_out = est.get_feature_names_out()
class_name_lower = Klass.__name__.lower()
expected_names_out = np.array(
[f"{class_name_lower}{i}" for i in range(est.x_weights_.shape[1])],
dtype=object,
)
assert_array_equal(names_out, expected_names_out)
@pytest.mark.parametrize("Klass", [CCA, PLSSVD, PLSRegression, PLSCanonical])
def test_pls_set_output(Klass):
"""Check `set_output` in cross_decomposition module."""
pd = pytest.importorskip("pandas")
X, Y = load_linnerud(return_X_y=True, as_frame=True)
est = Klass().set_output(transform="pandas").fit(X, Y)
X_trans, y_trans = est.transform(X, Y)
assert isinstance(y_trans, np.ndarray)
assert isinstance(X_trans, pd.DataFrame)
assert_array_equal(X_trans.columns, est.get_feature_names_out())
def test_pls_regression_fit_1d_y():
"""Check that when fitting with 1d `y`, prediction should also be 1d.
Non-regression test for Issue #26549.
"""
X = np.array([[1, 1], [2, 4], [3, 9], [4, 16], [5, 25], [6, 36]])
y = np.array([2, 6, 12, 20, 30, 42])
expected = y.copy()
plsr = PLSRegression().fit(X, y)
y_pred = plsr.predict(X)
assert y_pred.shape == expected.shape
# Check that it works in VotingRegressor
lr = LinearRegression().fit(X, y)
vr = VotingRegressor([("lr", lr), ("plsr", plsr)])
y_pred = vr.fit(X, y).predict(X)
assert y_pred.shape == expected.shape
assert_allclose(y_pred, expected)
|