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import numpy as np
import pytest
from sklearn.datasets import make_classification, make_regression
from sklearn.ensemble import (
HistGradientBoostingClassifier,
HistGradientBoostingRegressor,
)
from sklearn.ensemble._hist_gradient_boosting.binning import _BinMapper
from sklearn.ensemble._hist_gradient_boosting.utils import get_equivalent_estimator
from sklearn.metrics import accuracy_score
from sklearn.model_selection import train_test_split
@pytest.mark.parametrize("seed", range(5))
@pytest.mark.parametrize(
"loss",
[
"squared_error",
"poisson",
pytest.param(
"gamma",
marks=pytest.mark.skip("LightGBM with gamma loss has larger deviation."),
),
],
)
@pytest.mark.parametrize("min_samples_leaf", (1, 20))
@pytest.mark.parametrize(
"n_samples, max_leaf_nodes",
[
(255, 4096),
(1000, 8),
],
)
def test_same_predictions_regression(
seed, loss, min_samples_leaf, n_samples, max_leaf_nodes
):
# Make sure sklearn has the same predictions as lightgbm for easy targets.
#
# In particular when the size of the trees are bound and the number of
# samples is large enough, the structure of the prediction trees found by
# LightGBM and sklearn should be exactly identical.
#
# Notes:
# - Several candidate splits may have equal gains when the number of
# samples in a node is low (and because of float errors). Therefore the
# predictions on the test set might differ if the structure of the tree
# is not exactly the same. To avoid this issue we only compare the
# predictions on the test set when the number of samples is large enough
# and max_leaf_nodes is low enough.
# - To ignore discrepancies caused by small differences in the binning
# strategy, data is pre-binned if n_samples > 255.
# - We don't check the absolute_error loss here. This is because
# LightGBM's computation of the median (used for the initial value of
# raw_prediction) is a bit off (they'll e.g. return midpoints when there
# is no need to.). Since these tests only run 1 iteration, the
# discrepancy between the initial values leads to biggish differences in
# the predictions. These differences are much smaller with more
# iterations.
pytest.importorskip("lightgbm")
rng = np.random.RandomState(seed=seed)
max_iter = 1
max_bins = 255
X, y = make_regression(
n_samples=n_samples, n_features=5, n_informative=5, random_state=0
)
if loss in ("gamma", "poisson"):
# make the target positive
y = np.abs(y) + np.mean(np.abs(y))
if n_samples > 255:
# bin data and convert it to float32 so that the estimator doesn't
# treat it as pre-binned
X = _BinMapper(n_bins=max_bins + 1).fit_transform(X).astype(np.float32)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=rng)
est_sklearn = HistGradientBoostingRegressor(
loss=loss,
max_iter=max_iter,
max_bins=max_bins,
learning_rate=1,
early_stopping=False,
min_samples_leaf=min_samples_leaf,
max_leaf_nodes=max_leaf_nodes,
)
est_lightgbm = get_equivalent_estimator(est_sklearn, lib="lightgbm")
est_lightgbm.set_params(min_sum_hessian_in_leaf=0)
est_lightgbm.fit(X_train, y_train)
est_sklearn.fit(X_train, y_train)
# We need X to be treated an numerical data, not pre-binned data.
X_train, X_test = X_train.astype(np.float32), X_test.astype(np.float32)
pred_lightgbm = est_lightgbm.predict(X_train)
pred_sklearn = est_sklearn.predict(X_train)
if loss in ("gamma", "poisson"):
# More than 65% of the predictions must be close up to the 2nd decimal.
# TODO: We are not entirely satisfied with this lax comparison, but the root
# cause is not clear, maybe algorithmic differences. One such example is the
# poisson_max_delta_step parameter of LightGBM which does not exist in HGBT.
assert (
np.mean(np.isclose(pred_lightgbm, pred_sklearn, rtol=1e-2, atol=1e-2))
> 0.65
)
else:
# Less than 1% of the predictions may deviate more than 1e-3 in relative terms.
assert np.mean(np.isclose(pred_lightgbm, pred_sklearn, rtol=1e-3)) > 1 - 0.01
if max_leaf_nodes < 10 and n_samples >= 1000 and loss in ("squared_error",):
pred_lightgbm = est_lightgbm.predict(X_test)
pred_sklearn = est_sklearn.predict(X_test)
# Less than 1% of the predictions may deviate more than 1e-4 in relative terms.
assert np.mean(np.isclose(pred_lightgbm, pred_sklearn, rtol=1e-4)) > 1 - 0.01
@pytest.mark.parametrize("seed", range(5))
@pytest.mark.parametrize("min_samples_leaf", (1, 20))
@pytest.mark.parametrize(
"n_samples, max_leaf_nodes",
[
(255, 4096),
(1000, 8),
],
)
def test_same_predictions_classification(
seed, min_samples_leaf, n_samples, max_leaf_nodes
):
# Same as test_same_predictions_regression but for classification
pytest.importorskip("lightgbm")
rng = np.random.RandomState(seed=seed)
max_iter = 1
n_classes = 2
max_bins = 255
X, y = make_classification(
n_samples=n_samples,
n_classes=n_classes,
n_features=5,
n_informative=5,
n_redundant=0,
random_state=0,
)
if n_samples > 255:
# bin data and convert it to float32 so that the estimator doesn't
# treat it as pre-binned
X = _BinMapper(n_bins=max_bins + 1).fit_transform(X).astype(np.float32)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=rng)
est_sklearn = HistGradientBoostingClassifier(
loss="log_loss",
max_iter=max_iter,
max_bins=max_bins,
learning_rate=1,
early_stopping=False,
min_samples_leaf=min_samples_leaf,
max_leaf_nodes=max_leaf_nodes,
)
est_lightgbm = get_equivalent_estimator(
est_sklearn, lib="lightgbm", n_classes=n_classes
)
est_lightgbm.fit(X_train, y_train)
est_sklearn.fit(X_train, y_train)
# We need X to be treated an numerical data, not pre-binned data.
X_train, X_test = X_train.astype(np.float32), X_test.astype(np.float32)
pred_lightgbm = est_lightgbm.predict(X_train)
pred_sklearn = est_sklearn.predict(X_train)
assert np.mean(pred_sklearn == pred_lightgbm) > 0.89
acc_lightgbm = accuracy_score(y_train, pred_lightgbm)
acc_sklearn = accuracy_score(y_train, pred_sklearn)
np.testing.assert_almost_equal(acc_lightgbm, acc_sklearn)
if max_leaf_nodes < 10 and n_samples >= 1000:
pred_lightgbm = est_lightgbm.predict(X_test)
pred_sklearn = est_sklearn.predict(X_test)
assert np.mean(pred_sklearn == pred_lightgbm) > 0.89
acc_lightgbm = accuracy_score(y_test, pred_lightgbm)
acc_sklearn = accuracy_score(y_test, pred_sklearn)
np.testing.assert_almost_equal(acc_lightgbm, acc_sklearn, decimal=2)
@pytest.mark.parametrize("seed", range(5))
@pytest.mark.parametrize("min_samples_leaf", (1, 20))
@pytest.mark.parametrize(
"n_samples, max_leaf_nodes",
[
(255, 4096),
(10000, 8),
],
)
def test_same_predictions_multiclass_classification(
seed, min_samples_leaf, n_samples, max_leaf_nodes
):
# Same as test_same_predictions_regression but for classification
pytest.importorskip("lightgbm")
rng = np.random.RandomState(seed=seed)
n_classes = 3
max_iter = 1
max_bins = 255
lr = 1
X, y = make_classification(
n_samples=n_samples,
n_classes=n_classes,
n_features=5,
n_informative=5,
n_redundant=0,
n_clusters_per_class=1,
random_state=0,
)
if n_samples > 255:
# bin data and convert it to float32 so that the estimator doesn't
# treat it as pre-binned
X = _BinMapper(n_bins=max_bins + 1).fit_transform(X).astype(np.float32)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=rng)
est_sklearn = HistGradientBoostingClassifier(
loss="log_loss",
max_iter=max_iter,
max_bins=max_bins,
learning_rate=lr,
early_stopping=False,
min_samples_leaf=min_samples_leaf,
max_leaf_nodes=max_leaf_nodes,
)
est_lightgbm = get_equivalent_estimator(
est_sklearn, lib="lightgbm", n_classes=n_classes
)
est_lightgbm.fit(X_train, y_train)
est_sklearn.fit(X_train, y_train)
# We need X to be treated an numerical data, not pre-binned data.
X_train, X_test = X_train.astype(np.float32), X_test.astype(np.float32)
pred_lightgbm = est_lightgbm.predict(X_train)
pred_sklearn = est_sklearn.predict(X_train)
assert np.mean(pred_sklearn == pred_lightgbm) > 0.89
proba_lightgbm = est_lightgbm.predict_proba(X_train)
proba_sklearn = est_sklearn.predict_proba(X_train)
# assert more than 75% of the predicted probabilities are the same up to
# the second decimal
assert np.mean(np.abs(proba_lightgbm - proba_sklearn) < 1e-2) > 0.75
acc_lightgbm = accuracy_score(y_train, pred_lightgbm)
acc_sklearn = accuracy_score(y_train, pred_sklearn)
np.testing.assert_allclose(acc_lightgbm, acc_sklearn, rtol=0, atol=5e-2)
if max_leaf_nodes < 10 and n_samples >= 1000:
pred_lightgbm = est_lightgbm.predict(X_test)
pred_sklearn = est_sklearn.predict(X_test)
assert np.mean(pred_sklearn == pred_lightgbm) > 0.89
proba_lightgbm = est_lightgbm.predict_proba(X_train)
proba_sklearn = est_sklearn.predict_proba(X_train)
# assert more than 75% of the predicted probabilities are the same up
# to the second decimal
assert np.mean(np.abs(proba_lightgbm - proba_sklearn) < 1e-2) > 0.75
acc_lightgbm = accuracy_score(y_test, pred_lightgbm)
acc_sklearn = accuracy_score(y_test, pred_sklearn)
np.testing.assert_almost_equal(acc_lightgbm, acc_sklearn, decimal=2)
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