File: test_binning.py

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import numpy as np
import pytest
from numpy.testing import assert_allclose, assert_array_equal

from sklearn.ensemble._hist_gradient_boosting.binning import (
    _BinMapper,
    _find_binning_thresholds,
    _map_to_bins,
)
from sklearn.ensemble._hist_gradient_boosting.common import (
    ALMOST_INF,
    X_BINNED_DTYPE,
    X_DTYPE,
)
from sklearn.utils._openmp_helpers import _openmp_effective_n_threads

n_threads = _openmp_effective_n_threads()


DATA = (
    np.random.RandomState(42)
    .normal(loc=[0, 10], scale=[1, 0.01], size=(int(1e6), 2))
    .astype(X_DTYPE)
)


def test_find_binning_thresholds_regular_data():
    data = np.linspace(0, 10, 1001)
    bin_thresholds = _find_binning_thresholds(data, max_bins=10)
    assert_allclose(bin_thresholds, [1, 2, 3, 4, 5, 6, 7, 8, 9])

    bin_thresholds = _find_binning_thresholds(data, max_bins=5)
    assert_allclose(bin_thresholds, [2, 4, 6, 8])


def test_find_binning_thresholds_small_regular_data():
    data = np.linspace(0, 10, 11)

    bin_thresholds = _find_binning_thresholds(data, max_bins=5)
    assert_allclose(bin_thresholds, [2, 4, 6, 8])

    bin_thresholds = _find_binning_thresholds(data, max_bins=10)
    assert_allclose(bin_thresholds, [1, 2, 3, 4, 5, 6, 7, 8, 9])

    bin_thresholds = _find_binning_thresholds(data, max_bins=11)
    assert_allclose(bin_thresholds, np.arange(10) + 0.5)

    bin_thresholds = _find_binning_thresholds(data, max_bins=255)
    assert_allclose(bin_thresholds, np.arange(10) + 0.5)


def test_find_binning_thresholds_random_data():
    bin_thresholds = [
        _find_binning_thresholds(DATA[:, i], max_bins=255) for i in range(2)
    ]
    for i in range(len(bin_thresholds)):
        assert bin_thresholds[i].shape == (254,)  # 255 - 1
        assert bin_thresholds[i].dtype == DATA.dtype

    assert_allclose(
        bin_thresholds[0][[64, 128, 192]], np.array([-0.7, 0.0, 0.7]), atol=1e-1
    )

    assert_allclose(
        bin_thresholds[1][[64, 128, 192]], np.array([9.99, 10.00, 10.01]), atol=1e-2
    )


def test_find_binning_thresholds_low_n_bins():
    bin_thresholds = [
        _find_binning_thresholds(DATA[:, i], max_bins=128) for i in range(2)
    ]
    for i in range(len(bin_thresholds)):
        assert bin_thresholds[i].shape == (127,)  # 128 - 1
        assert bin_thresholds[i].dtype == DATA.dtype


@pytest.mark.parametrize("n_bins", (2, 257))
def test_invalid_n_bins(n_bins):
    err_msg = "n_bins={} should be no smaller than 3 and no larger than 256".format(
        n_bins
    )
    with pytest.raises(ValueError, match=err_msg):
        _BinMapper(n_bins=n_bins).fit(DATA)


def test_bin_mapper_n_features_transform():
    mapper = _BinMapper(n_bins=42, random_state=42).fit(DATA)
    err_msg = "This estimator was fitted with 2 features but 4 got passed"
    with pytest.raises(ValueError, match=err_msg):
        mapper.transform(np.repeat(DATA, 2, axis=1))


@pytest.mark.parametrize("max_bins", [16, 128, 255])
def test_map_to_bins(max_bins):
    bin_thresholds = [
        _find_binning_thresholds(DATA[:, i], max_bins=max_bins) for i in range(2)
    ]
    binned = np.zeros_like(DATA, dtype=X_BINNED_DTYPE, order="F")
    is_categorical = np.zeros(2, dtype=np.uint8)
    last_bin_idx = max_bins
    _map_to_bins(DATA, bin_thresholds, is_categorical, last_bin_idx, n_threads, binned)
    assert binned.shape == DATA.shape
    assert binned.dtype == np.uint8
    assert binned.flags.f_contiguous

    min_indices = DATA.argmin(axis=0)
    max_indices = DATA.argmax(axis=0)

    for feature_idx, min_idx in enumerate(min_indices):
        assert binned[min_idx, feature_idx] == 0
    for feature_idx, max_idx in enumerate(max_indices):
        assert binned[max_idx, feature_idx] == max_bins - 1


@pytest.mark.parametrize("max_bins", [5, 10, 42])
def test_bin_mapper_random_data(max_bins):
    n_samples, n_features = DATA.shape

    expected_count_per_bin = n_samples // max_bins
    tol = int(0.05 * expected_count_per_bin)

    # max_bins is the number of bins for non-missing values
    n_bins = max_bins + 1
    mapper = _BinMapper(n_bins=n_bins, random_state=42).fit(DATA)
    binned = mapper.transform(DATA)

    assert binned.shape == (n_samples, n_features)
    assert binned.dtype == np.uint8
    assert_array_equal(binned.min(axis=0), np.array([0, 0]))
    assert_array_equal(binned.max(axis=0), np.array([max_bins - 1, max_bins - 1]))
    assert len(mapper.bin_thresholds_) == n_features
    for bin_thresholds_feature in mapper.bin_thresholds_:
        assert bin_thresholds_feature.shape == (max_bins - 1,)
        assert bin_thresholds_feature.dtype == DATA.dtype
    assert np.all(mapper.n_bins_non_missing_ == max_bins)

    # Check that the binned data is approximately balanced across bins.
    for feature_idx in range(n_features):
        for bin_idx in range(max_bins):
            count = (binned[:, feature_idx] == bin_idx).sum()
            assert abs(count - expected_count_per_bin) < tol


@pytest.mark.parametrize("n_samples, max_bins", [(5, 5), (5, 10), (5, 11), (42, 255)])
def test_bin_mapper_small_random_data(n_samples, max_bins):
    data = np.random.RandomState(42).normal(size=n_samples).reshape(-1, 1)
    assert len(np.unique(data)) == n_samples

    # max_bins is the number of bins for non-missing values
    n_bins = max_bins + 1
    mapper = _BinMapper(n_bins=n_bins, random_state=42)
    binned = mapper.fit_transform(data)

    assert binned.shape == data.shape
    assert binned.dtype == np.uint8
    assert_array_equal(binned.ravel()[np.argsort(data.ravel())], np.arange(n_samples))


@pytest.mark.parametrize(
    "max_bins, n_distinct, multiplier",
    [
        (5, 5, 1),
        (5, 5, 3),
        (255, 12, 42),
    ],
)
def test_bin_mapper_identity_repeated_values(max_bins, n_distinct, multiplier):
    data = np.array(list(range(n_distinct)) * multiplier).reshape(-1, 1)
    # max_bins is the number of bins for non-missing values
    n_bins = max_bins + 1
    binned = _BinMapper(n_bins=n_bins).fit_transform(data)
    assert_array_equal(data, binned)


@pytest.mark.parametrize("n_distinct", [2, 7, 42])
def test_bin_mapper_repeated_values_invariance(n_distinct):
    rng = np.random.RandomState(42)
    distinct_values = rng.normal(size=n_distinct)
    assert len(np.unique(distinct_values)) == n_distinct

    repeated_indices = rng.randint(low=0, high=n_distinct, size=1000)
    data = distinct_values[repeated_indices]
    rng.shuffle(data)
    assert_array_equal(np.unique(data), np.sort(distinct_values))

    data = data.reshape(-1, 1)

    mapper_1 = _BinMapper(n_bins=n_distinct + 1)
    binned_1 = mapper_1.fit_transform(data)
    assert_array_equal(np.unique(binned_1[:, 0]), np.arange(n_distinct))

    # Adding more bins to the mapper yields the same results (same thresholds)
    mapper_2 = _BinMapper(n_bins=min(256, n_distinct * 3) + 1)
    binned_2 = mapper_2.fit_transform(data)

    assert_allclose(mapper_1.bin_thresholds_[0], mapper_2.bin_thresholds_[0])
    assert_array_equal(binned_1, binned_2)


@pytest.mark.parametrize(
    "max_bins, scale, offset",
    [
        (3, 2, -1),
        (42, 1, 0),
        (255, 0.3, 42),
    ],
)
def test_bin_mapper_identity_small(max_bins, scale, offset):
    data = np.arange(max_bins).reshape(-1, 1) * scale + offset
    # max_bins is the number of bins for non-missing values
    n_bins = max_bins + 1
    binned = _BinMapper(n_bins=n_bins).fit_transform(data)
    assert_array_equal(binned, np.arange(max_bins).reshape(-1, 1))


@pytest.mark.parametrize(
    "max_bins_small, max_bins_large",
    [
        (2, 2),
        (3, 3),
        (4, 4),
        (42, 42),
        (255, 255),
        (5, 17),
        (42, 255),
    ],
)
def test_bin_mapper_idempotence(max_bins_small, max_bins_large):
    assert max_bins_large >= max_bins_small
    data = np.random.RandomState(42).normal(size=30000).reshape(-1, 1)
    mapper_small = _BinMapper(n_bins=max_bins_small + 1)
    mapper_large = _BinMapper(n_bins=max_bins_small + 1)
    binned_small = mapper_small.fit_transform(data)
    binned_large = mapper_large.fit_transform(binned_small)
    assert_array_equal(binned_small, binned_large)


@pytest.mark.parametrize("n_bins", [10, 100, 256])
@pytest.mark.parametrize("diff", [-5, 0, 5])
def test_n_bins_non_missing(n_bins, diff):
    # Check that n_bins_non_missing is n_unique_values when
    # there are not a lot of unique values, else n_bins - 1.

    n_unique_values = n_bins + diff
    X = list(range(n_unique_values)) * 2
    X = np.array(X).reshape(-1, 1)
    mapper = _BinMapper(n_bins=n_bins).fit(X)
    assert np.all(mapper.n_bins_non_missing_ == min(n_bins - 1, n_unique_values))


def test_subsample():
    # Make sure bin thresholds are different when applying subsampling
    mapper_no_subsample = _BinMapper(subsample=None, random_state=0).fit(DATA)
    mapper_subsample = _BinMapper(subsample=256, random_state=0).fit(DATA)

    for feature in range(DATA.shape[1]):
        assert not np.allclose(
            mapper_no_subsample.bin_thresholds_[feature],
            mapper_subsample.bin_thresholds_[feature],
            rtol=1e-4,
        )


@pytest.mark.parametrize(
    "n_bins, n_bins_non_missing, X_trans_expected",
    [
        (
            256,
            [4, 2, 2],
            [
                [0, 0, 0],  # 255 <=> missing value
                [255, 255, 0],
                [1, 0, 0],
                [255, 1, 1],
                [2, 1, 1],
                [3, 0, 0],
            ],
        ),
        (
            3,
            [2, 2, 2],
            [
                [0, 0, 0],  # 2 <=> missing value
                [2, 2, 0],
                [0, 0, 0],
                [2, 1, 1],
                [1, 1, 1],
                [1, 0, 0],
            ],
        ),
    ],
)
def test_missing_values_support(n_bins, n_bins_non_missing, X_trans_expected):
    # check for missing values: make sure nans are mapped to the last bin
    # and that the _BinMapper attributes are correct

    X = [
        [1, 1, 0],
        [np.nan, np.nan, 0],
        [2, 1, 0],
        [np.nan, 2, 1],
        [3, 2, 1],
        [4, 1, 0],
    ]

    X = np.array(X)

    mapper = _BinMapper(n_bins=n_bins)
    mapper.fit(X)

    assert_array_equal(mapper.n_bins_non_missing_, n_bins_non_missing)

    for feature_idx in range(X.shape[1]):
        assert (
            len(mapper.bin_thresholds_[feature_idx])
            == n_bins_non_missing[feature_idx] - 1
        )

    assert mapper.missing_values_bin_idx_ == n_bins - 1

    X_trans = mapper.transform(X)
    assert_array_equal(X_trans, X_trans_expected)


def test_infinite_values():
    # Make sure infinite values are properly handled.
    bin_mapper = _BinMapper()

    X = np.array([-np.inf, 0, 1, np.inf]).reshape(-1, 1)

    bin_mapper.fit(X)
    assert_allclose(bin_mapper.bin_thresholds_[0], [-np.inf, 0.5, ALMOST_INF])
    assert bin_mapper.n_bins_non_missing_ == [4]

    expected_binned_X = np.array([0, 1, 2, 3]).reshape(-1, 1)
    assert_array_equal(bin_mapper.transform(X), expected_binned_X)


@pytest.mark.parametrize("n_bins", [15, 256])
def test_categorical_feature(n_bins):
    # Basic test for categorical features
    # we make sure that categories are mapped into [0, n_categories - 1] and
    # that nans are mapped to the last bin
    X = np.array(
        [[4] * 500 + [1] * 3 + [10] * 4 + [0] * 4 + [13] + [7] * 5 + [np.nan] * 2],
        dtype=X_DTYPE,
    ).T
    known_categories = [np.unique(X[~np.isnan(X)])]

    bin_mapper = _BinMapper(
        n_bins=n_bins,
        is_categorical=np.array([True]),
        known_categories=known_categories,
    ).fit(X)
    assert bin_mapper.n_bins_non_missing_ == [6]
    assert_array_equal(bin_mapper.bin_thresholds_[0], [0, 1, 4, 7, 10, 13])

    X = np.array([[0, 1, 4, np.nan, 7, 10, 13]], dtype=X_DTYPE).T
    expected_trans = np.array([[0, 1, 2, n_bins - 1, 3, 4, 5]]).T
    assert_array_equal(bin_mapper.transform(X), expected_trans)

    # Negative categories are mapped to the missing values' bin
    # (i.e. the bin of index `missing_values_bin_idx_ == n_bins - 1).
    # Unknown positive categories does not happen in practice and tested
    # for illustration purpose.
    X = np.array([[-4, -1, 100]], dtype=X_DTYPE).T
    expected_trans = np.array([[n_bins - 1, n_bins - 1, 6]]).T
    assert_array_equal(bin_mapper.transform(X), expected_trans)


def test_categorical_feature_negative_missing():
    """Make sure bin mapper treats negative categories as missing values."""
    X = np.array(
        [[4] * 500 + [1] * 3 + [5] * 10 + [-1] * 3 + [np.nan] * 4], dtype=X_DTYPE
    ).T
    bin_mapper = _BinMapper(
        n_bins=4,
        is_categorical=np.array([True]),
        known_categories=[np.array([1, 4, 5], dtype=X_DTYPE)],
    ).fit(X)

    assert bin_mapper.n_bins_non_missing_ == [3]

    X = np.array([[-1, 1, 3, 5, np.nan]], dtype=X_DTYPE).T

    # Negative values for categorical features are considered as missing values.
    # They are mapped to the bin of index `bin_mapper.missing_values_bin_idx_`,
    # which is 3 here.
    assert bin_mapper.missing_values_bin_idx_ == 3
    expected_trans = np.array([[3, 0, 1, 2, 3]]).T
    assert_array_equal(bin_mapper.transform(X), expected_trans)


@pytest.mark.parametrize("n_bins", (128, 256))
def test_categorical_with_numerical_features(n_bins):
    # basic check for binmapper with mixed data
    X1 = np.arange(10, 20).reshape(-1, 1)  # numerical
    X2 = np.arange(10, 15).reshape(-1, 1)  # categorical
    X2 = np.r_[X2, X2]
    X = np.c_[X1, X2]
    known_categories = [None, np.unique(X2).astype(X_DTYPE)]

    bin_mapper = _BinMapper(
        n_bins=n_bins,
        is_categorical=np.array([False, True]),
        known_categories=known_categories,
    ).fit(X)

    assert_array_equal(bin_mapper.n_bins_non_missing_, [10, 5])

    bin_thresholds = bin_mapper.bin_thresholds_
    assert len(bin_thresholds) == 2
    assert_array_equal(bin_thresholds[1], np.arange(10, 15))

    expected_X_trans = [
        [0, 0],
        [1, 1],
        [2, 2],
        [3, 3],
        [4, 4],
        [5, 0],
        [6, 1],
        [7, 2],
        [8, 3],
        [9, 4],
    ]
    assert_array_equal(bin_mapper.transform(X), expected_X_trans)


def test_make_known_categories_bitsets():
    # Check the output of make_known_categories_bitsets
    X = np.array(
        [[14, 2, 30], [30, 4, 70], [40, 10, 180], [40, 240, 180]], dtype=X_DTYPE
    )

    bin_mapper = _BinMapper(
        n_bins=256,
        is_categorical=np.array([False, True, True]),
        known_categories=[None, X[:, 1], X[:, 2]],
    )
    bin_mapper.fit(X)

    known_cat_bitsets, f_idx_map = bin_mapper.make_known_categories_bitsets()

    # Note that for non-categorical features, values are left to 0
    expected_f_idx_map = np.array([0, 0, 1], dtype=np.uint8)
    assert_allclose(expected_f_idx_map, f_idx_map)

    expected_cat_bitset = np.zeros((2, 8), dtype=np.uint32)

    # first categorical feature: [2, 4, 10, 240]
    f_idx = 1
    mapped_f_idx = f_idx_map[f_idx]
    expected_cat_bitset[mapped_f_idx, 0] = 2**2 + 2**4 + 2**10
    # 240 = 32**7 + 16, therefore the 16th bit of the 7th array is 1.
    expected_cat_bitset[mapped_f_idx, 7] = 2**16

    # second categorical feature [30, 70, 180]
    f_idx = 2
    mapped_f_idx = f_idx_map[f_idx]
    expected_cat_bitset[mapped_f_idx, 0] = 2**30
    expected_cat_bitset[mapped_f_idx, 2] = 2**6
    expected_cat_bitset[mapped_f_idx, 5] = 2**20

    assert_allclose(expected_cat_bitset, known_cat_bitsets)


@pytest.mark.parametrize(
    "is_categorical, known_categories, match",
    [
        (np.array([True]), [None], "Known categories for feature 0 must be provided"),
        (
            np.array([False]),
            np.array([1, 2, 3]),
            "isn't marked as a categorical feature, but categories were passed",
        ),
    ],
)
def test_categorical_parameters(is_categorical, known_categories, match):
    # test the validation of the is_categorical and known_categories parameters

    X = np.array([[1, 2, 3]], dtype=X_DTYPE)

    bin_mapper = _BinMapper(
        is_categorical=is_categorical, known_categories=known_categories
    )
    with pytest.raises(ValueError, match=match):
        bin_mapper.fit(X)