File: test_feature_select.py

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"""
Todo: cross-check the F-value with stats model
"""
import itertools
import warnings

import numpy as np
import pytest
from numpy.testing import assert_allclose
from scipy import sparse, stats

from sklearn.datasets import load_iris, make_classification, make_regression
from sklearn.feature_selection import (
    GenericUnivariateSelect,
    SelectFdr,
    SelectFpr,
    SelectFwe,
    SelectKBest,
    SelectPercentile,
    chi2,
    f_classif,
    f_oneway,
    f_regression,
    mutual_info_classif,
    mutual_info_regression,
    r_regression,
)
from sklearn.utils import safe_mask
from sklearn.utils._testing import (
    _convert_container,
    assert_almost_equal,
    assert_array_almost_equal,
    assert_array_equal,
    ignore_warnings,
)
from sklearn.utils.fixes import CSR_CONTAINERS

##############################################################################
# Test the score functions


def test_f_oneway_vs_scipy_stats():
    # Test that our f_oneway gives the same result as scipy.stats
    rng = np.random.RandomState(0)
    X1 = rng.randn(10, 3)
    X2 = 1 + rng.randn(10, 3)
    f, pv = stats.f_oneway(X1, X2)
    f2, pv2 = f_oneway(X1, X2)
    assert np.allclose(f, f2)
    assert np.allclose(pv, pv2)


def test_f_oneway_ints():
    # Smoke test f_oneway on integers: that it does raise casting errors
    # with recent numpys
    rng = np.random.RandomState(0)
    X = rng.randint(10, size=(10, 10))
    y = np.arange(10)
    fint, pint = f_oneway(X, y)

    # test that is gives the same result as with float
    f, p = f_oneway(X.astype(float), y)
    assert_array_almost_equal(f, fint, decimal=4)
    assert_array_almost_equal(p, pint, decimal=4)


@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_f_classif(csr_container):
    # Test whether the F test yields meaningful results
    # on a simple simulated classification problem
    X, y = make_classification(
        n_samples=200,
        n_features=20,
        n_informative=3,
        n_redundant=2,
        n_repeated=0,
        n_classes=8,
        n_clusters_per_class=1,
        flip_y=0.0,
        class_sep=10,
        shuffle=False,
        random_state=0,
    )

    F, pv = f_classif(X, y)
    F_sparse, pv_sparse = f_classif(csr_container(X), y)
    assert (F > 0).all()
    assert (pv > 0).all()
    assert (pv < 1).all()
    assert (pv[:5] < 0.05).all()
    assert (pv[5:] > 1.0e-4).all()
    assert_array_almost_equal(F_sparse, F)
    assert_array_almost_equal(pv_sparse, pv)


@pytest.mark.parametrize("center", [True, False])
def test_r_regression(center):
    X, y = make_regression(
        n_samples=2000, n_features=20, n_informative=5, shuffle=False, random_state=0
    )

    corr_coeffs = r_regression(X, y, center=center)
    assert (-1 < corr_coeffs).all()
    assert (corr_coeffs < 1).all()

    sparse_X = _convert_container(X, "sparse")

    sparse_corr_coeffs = r_regression(sparse_X, y, center=center)
    assert_allclose(sparse_corr_coeffs, corr_coeffs)

    # Testing against numpy for reference
    Z = np.hstack((X, y[:, np.newaxis]))
    correlation_matrix = np.corrcoef(Z, rowvar=False)
    np_corr_coeffs = correlation_matrix[:-1, -1]
    assert_array_almost_equal(np_corr_coeffs, corr_coeffs, decimal=3)


@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_f_regression(csr_container):
    # Test whether the F test yields meaningful results
    # on a simple simulated regression problem
    X, y = make_regression(
        n_samples=200, n_features=20, n_informative=5, shuffle=False, random_state=0
    )

    F, pv = f_regression(X, y)
    assert (F > 0).all()
    assert (pv > 0).all()
    assert (pv < 1).all()
    assert (pv[:5] < 0.05).all()
    assert (pv[5:] > 1.0e-4).all()

    # with centering, compare with sparse
    F, pv = f_regression(X, y, center=True)
    F_sparse, pv_sparse = f_regression(csr_container(X), y, center=True)
    assert_allclose(F_sparse, F)
    assert_allclose(pv_sparse, pv)

    # again without centering, compare with sparse
    F, pv = f_regression(X, y, center=False)
    F_sparse, pv_sparse = f_regression(csr_container(X), y, center=False)
    assert_allclose(F_sparse, F)
    assert_allclose(pv_sparse, pv)


def test_f_regression_input_dtype():
    # Test whether f_regression returns the same value
    # for any numeric data_type
    rng = np.random.RandomState(0)
    X = rng.rand(10, 20)
    y = np.arange(10).astype(int)

    F1, pv1 = f_regression(X, y)
    F2, pv2 = f_regression(X, y.astype(float))
    assert_allclose(F1, F2, 5)
    assert_allclose(pv1, pv2, 5)


def test_f_regression_center():
    # Test whether f_regression preserves dof according to 'center' argument
    # We use two centered variates so we have a simple relationship between
    # F-score with variates centering and F-score without variates centering.
    # Create toy example
    X = np.arange(-5, 6).reshape(-1, 1)  # X has zero mean
    n_samples = X.size
    Y = np.ones(n_samples)
    Y[::2] *= -1.0
    Y[0] = 0.0  # have Y mean being null

    F1, _ = f_regression(X, Y, center=True)
    F2, _ = f_regression(X, Y, center=False)
    assert_allclose(F1 * (n_samples - 1.0) / (n_samples - 2.0), F2)
    assert_almost_equal(F2[0], 0.232558139)  # value from statsmodels OLS


@pytest.mark.parametrize(
    "X, y, expected_corr_coef, force_finite",
    [
        (
            # A feature in X is constant - forcing finite
            np.array([[2, 1], [2, 0], [2, 10], [2, 4]]),
            np.array([0, 1, 1, 0]),
            np.array([0.0, 0.32075]),
            True,
        ),
        (
            # The target y is constant - forcing finite
            np.array([[5, 1], [3, 0], [2, 10], [8, 4]]),
            np.array([0, 0, 0, 0]),
            np.array([0.0, 0.0]),
            True,
        ),
        (
            # A feature in X is constant - not forcing finite
            np.array([[2, 1], [2, 0], [2, 10], [2, 4]]),
            np.array([0, 1, 1, 0]),
            np.array([np.nan, 0.32075]),
            False,
        ),
        (
            # The target y is constant - not forcing finite
            np.array([[5, 1], [3, 0], [2, 10], [8, 4]]),
            np.array([0, 0, 0, 0]),
            np.array([np.nan, np.nan]),
            False,
        ),
    ],
)
def test_r_regression_force_finite(X, y, expected_corr_coef, force_finite):
    """Check the behaviour of `force_finite` for some corner cases with `r_regression`.

    Non-regression test for:
    https://github.com/scikit-learn/scikit-learn/issues/15672
    """
    with warnings.catch_warnings():
        warnings.simplefilter("error", RuntimeWarning)
        corr_coef = r_regression(X, y, force_finite=force_finite)
    np.testing.assert_array_almost_equal(corr_coef, expected_corr_coef)


@pytest.mark.parametrize(
    "X, y, expected_f_statistic, expected_p_values, force_finite",
    [
        (
            # A feature in X is constant - forcing finite
            np.array([[2, 1], [2, 0], [2, 10], [2, 4]]),
            np.array([0, 1, 1, 0]),
            np.array([0.0, 0.2293578]),
            np.array([1.0, 0.67924985]),
            True,
        ),
        (
            # The target y is constant - forcing finite
            np.array([[5, 1], [3, 0], [2, 10], [8, 4]]),
            np.array([0, 0, 0, 0]),
            np.array([0.0, 0.0]),
            np.array([1.0, 1.0]),
            True,
        ),
        (
            # Feature in X correlated with y - forcing finite
            np.array([[0, 1], [1, 0], [2, 10], [3, 4]]),
            np.array([0, 1, 2, 3]),
            np.array([np.finfo(np.float64).max, 0.845433]),
            np.array([0.0, 0.454913]),
            True,
        ),
        (
            # Feature in X anti-correlated with y - forcing finite
            np.array([[3, 1], [2, 0], [1, 10], [0, 4]]),
            np.array([0, 1, 2, 3]),
            np.array([np.finfo(np.float64).max, 0.845433]),
            np.array([0.0, 0.454913]),
            True,
        ),
        (
            # A feature in X is constant - not forcing finite
            np.array([[2, 1], [2, 0], [2, 10], [2, 4]]),
            np.array([0, 1, 1, 0]),
            np.array([np.nan, 0.2293578]),
            np.array([np.nan, 0.67924985]),
            False,
        ),
        (
            # The target y is constant - not forcing finite
            np.array([[5, 1], [3, 0], [2, 10], [8, 4]]),
            np.array([0, 0, 0, 0]),
            np.array([np.nan, np.nan]),
            np.array([np.nan, np.nan]),
            False,
        ),
        (
            # Feature in X correlated with y - not forcing finite
            np.array([[0, 1], [1, 0], [2, 10], [3, 4]]),
            np.array([0, 1, 2, 3]),
            np.array([np.inf, 0.845433]),
            np.array([0.0, 0.454913]),
            False,
        ),
        (
            # Feature in X anti-correlated with y - not forcing finite
            np.array([[3, 1], [2, 0], [1, 10], [0, 4]]),
            np.array([0, 1, 2, 3]),
            np.array([np.inf, 0.845433]),
            np.array([0.0, 0.454913]),
            False,
        ),
    ],
)
def test_f_regression_corner_case(
    X, y, expected_f_statistic, expected_p_values, force_finite
):
    """Check the behaviour of `force_finite` for some corner cases with `f_regression`.

    Non-regression test for:
    https://github.com/scikit-learn/scikit-learn/issues/15672
    """
    with warnings.catch_warnings():
        warnings.simplefilter("error", RuntimeWarning)
        f_statistic, p_values = f_regression(X, y, force_finite=force_finite)
    np.testing.assert_array_almost_equal(f_statistic, expected_f_statistic)
    np.testing.assert_array_almost_equal(p_values, expected_p_values)


def test_f_classif_multi_class():
    # Test whether the F test yields meaningful results
    # on a simple simulated classification problem
    X, y = make_classification(
        n_samples=200,
        n_features=20,
        n_informative=3,
        n_redundant=2,
        n_repeated=0,
        n_classes=8,
        n_clusters_per_class=1,
        flip_y=0.0,
        class_sep=10,
        shuffle=False,
        random_state=0,
    )

    F, pv = f_classif(X, y)
    assert (F > 0).all()
    assert (pv > 0).all()
    assert (pv < 1).all()
    assert (pv[:5] < 0.05).all()
    assert (pv[5:] > 1.0e-4).all()


def test_select_percentile_classif():
    # Test whether the relative univariate feature selection
    # gets the correct items in a simple classification problem
    # with the percentile heuristic
    X, y = make_classification(
        n_samples=200,
        n_features=20,
        n_informative=3,
        n_redundant=2,
        n_repeated=0,
        n_classes=8,
        n_clusters_per_class=1,
        flip_y=0.0,
        class_sep=10,
        shuffle=False,
        random_state=0,
    )

    univariate_filter = SelectPercentile(f_classif, percentile=25)
    X_r = univariate_filter.fit(X, y).transform(X)
    X_r2 = (
        GenericUnivariateSelect(f_classif, mode="percentile", param=25)
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r, X_r2)
    support = univariate_filter.get_support()
    gtruth = np.zeros(20)
    gtruth[:5] = 1
    assert_array_equal(support, gtruth)


@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_select_percentile_classif_sparse(csr_container):
    # Test whether the relative univariate feature selection
    # gets the correct items in a simple classification problem
    # with the percentile heuristic
    X, y = make_classification(
        n_samples=200,
        n_features=20,
        n_informative=3,
        n_redundant=2,
        n_repeated=0,
        n_classes=8,
        n_clusters_per_class=1,
        flip_y=0.0,
        class_sep=10,
        shuffle=False,
        random_state=0,
    )
    X = csr_container(X)
    univariate_filter = SelectPercentile(f_classif, percentile=25)
    X_r = univariate_filter.fit(X, y).transform(X)
    X_r2 = (
        GenericUnivariateSelect(f_classif, mode="percentile", param=25)
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r.toarray(), X_r2.toarray())
    support = univariate_filter.get_support()
    gtruth = np.zeros(20)
    gtruth[:5] = 1
    assert_array_equal(support, gtruth)

    X_r2inv = univariate_filter.inverse_transform(X_r2)
    assert sparse.issparse(X_r2inv)
    support_mask = safe_mask(X_r2inv, support)
    assert X_r2inv.shape == X.shape
    assert_array_equal(X_r2inv[:, support_mask].toarray(), X_r.toarray())
    # Check other columns are empty
    assert X_r2inv.nnz == X_r.nnz


##############################################################################
# Test univariate selection in classification settings


def test_select_kbest_classif():
    # Test whether the relative univariate feature selection
    # gets the correct items in a simple classification problem
    # with the k best heuristic
    X, y = make_classification(
        n_samples=200,
        n_features=20,
        n_informative=3,
        n_redundant=2,
        n_repeated=0,
        n_classes=8,
        n_clusters_per_class=1,
        flip_y=0.0,
        class_sep=10,
        shuffle=False,
        random_state=0,
    )

    univariate_filter = SelectKBest(f_classif, k=5)
    X_r = univariate_filter.fit(X, y).transform(X)
    X_r2 = (
        GenericUnivariateSelect(f_classif, mode="k_best", param=5)
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r, X_r2)
    support = univariate_filter.get_support()
    gtruth = np.zeros(20)
    gtruth[:5] = 1
    assert_array_equal(support, gtruth)


def test_select_kbest_all():
    # Test whether k="all" correctly returns all features.
    X, y = make_classification(
        n_samples=20, n_features=10, shuffle=False, random_state=0
    )

    univariate_filter = SelectKBest(f_classif, k="all")
    X_r = univariate_filter.fit(X, y).transform(X)
    assert_array_equal(X, X_r)
    # Non-regression test for:
    # https://github.com/scikit-learn/scikit-learn/issues/24949
    X_r2 = (
        GenericUnivariateSelect(f_classif, mode="k_best", param="all")
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r, X_r2)


@pytest.mark.parametrize("dtype_in", [np.float32, np.float64])
def test_select_kbest_zero(dtype_in):
    # Test whether k=0 correctly returns no features.
    X, y = make_classification(
        n_samples=20, n_features=10, shuffle=False, random_state=0
    )
    X = X.astype(dtype_in)

    univariate_filter = SelectKBest(f_classif, k=0)
    univariate_filter.fit(X, y)
    support = univariate_filter.get_support()
    gtruth = np.zeros(10, dtype=bool)
    assert_array_equal(support, gtruth)
    with pytest.warns(UserWarning, match="No features were selected"):
        X_selected = univariate_filter.transform(X)
    assert X_selected.shape == (20, 0)
    assert X_selected.dtype == dtype_in


def test_select_heuristics_classif():
    # Test whether the relative univariate feature selection
    # gets the correct items in a simple classification problem
    # with the fdr, fwe and fpr heuristics
    X, y = make_classification(
        n_samples=200,
        n_features=20,
        n_informative=3,
        n_redundant=2,
        n_repeated=0,
        n_classes=8,
        n_clusters_per_class=1,
        flip_y=0.0,
        class_sep=10,
        shuffle=False,
        random_state=0,
    )

    univariate_filter = SelectFwe(f_classif, alpha=0.01)
    X_r = univariate_filter.fit(X, y).transform(X)
    gtruth = np.zeros(20)
    gtruth[:5] = 1
    for mode in ["fdr", "fpr", "fwe"]:
        X_r2 = (
            GenericUnivariateSelect(f_classif, mode=mode, param=0.01)
            .fit(X, y)
            .transform(X)
        )
        assert_array_equal(X_r, X_r2)
        support = univariate_filter.get_support()
        assert_allclose(support, gtruth)


##############################################################################
# Test univariate selection in regression settings


def assert_best_scores_kept(score_filter):
    scores = score_filter.scores_
    support = score_filter.get_support()
    assert_allclose(np.sort(scores[support]), np.sort(scores)[-support.sum() :])


def test_select_percentile_regression():
    # Test whether the relative univariate feature selection
    # gets the correct items in a simple regression problem
    # with the percentile heuristic
    X, y = make_regression(
        n_samples=200, n_features=20, n_informative=5, shuffle=False, random_state=0
    )

    univariate_filter = SelectPercentile(f_regression, percentile=25)
    X_r = univariate_filter.fit(X, y).transform(X)
    assert_best_scores_kept(univariate_filter)
    X_r2 = (
        GenericUnivariateSelect(f_regression, mode="percentile", param=25)
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r, X_r2)
    support = univariate_filter.get_support()
    gtruth = np.zeros(20)
    gtruth[:5] = 1
    assert_array_equal(support, gtruth)
    X_2 = X.copy()
    X_2[:, np.logical_not(support)] = 0
    assert_array_equal(X_2, univariate_filter.inverse_transform(X_r))
    # Check inverse_transform respects dtype
    assert_array_equal(
        X_2.astype(bool), univariate_filter.inverse_transform(X_r.astype(bool))
    )


def test_select_percentile_regression_full():
    # Test whether the relative univariate feature selection
    # selects all features when '100%' is asked.
    X, y = make_regression(
        n_samples=200, n_features=20, n_informative=5, shuffle=False, random_state=0
    )

    univariate_filter = SelectPercentile(f_regression, percentile=100)
    X_r = univariate_filter.fit(X, y).transform(X)
    assert_best_scores_kept(univariate_filter)
    X_r2 = (
        GenericUnivariateSelect(f_regression, mode="percentile", param=100)
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r, X_r2)
    support = univariate_filter.get_support()
    gtruth = np.ones(20)
    assert_array_equal(support, gtruth)


def test_select_kbest_regression():
    # Test whether the relative univariate feature selection
    # gets the correct items in a simple regression problem
    # with the k best heuristic
    X, y = make_regression(
        n_samples=200,
        n_features=20,
        n_informative=5,
        shuffle=False,
        random_state=0,
        noise=10,
    )

    univariate_filter = SelectKBest(f_regression, k=5)
    X_r = univariate_filter.fit(X, y).transform(X)
    assert_best_scores_kept(univariate_filter)
    X_r2 = (
        GenericUnivariateSelect(f_regression, mode="k_best", param=5)
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r, X_r2)
    support = univariate_filter.get_support()
    gtruth = np.zeros(20)
    gtruth[:5] = 1
    assert_array_equal(support, gtruth)


def test_select_heuristics_regression():
    # Test whether the relative univariate feature selection
    # gets the correct items in a simple regression problem
    # with the fpr, fdr or fwe heuristics
    X, y = make_regression(
        n_samples=200,
        n_features=20,
        n_informative=5,
        shuffle=False,
        random_state=0,
        noise=10,
    )

    univariate_filter = SelectFpr(f_regression, alpha=0.01)
    X_r = univariate_filter.fit(X, y).transform(X)
    gtruth = np.zeros(20)
    gtruth[:5] = 1
    for mode in ["fdr", "fpr", "fwe"]:
        X_r2 = (
            GenericUnivariateSelect(f_regression, mode=mode, param=0.01)
            .fit(X, y)
            .transform(X)
        )
        assert_array_equal(X_r, X_r2)
        support = univariate_filter.get_support()
        assert_array_equal(support[:5], np.ones((5,), dtype=bool))
        assert np.sum(support[5:] == 1) < 3


def test_boundary_case_ch2():
    # Test boundary case, and always aim to select 1 feature.
    X = np.array([[10, 20], [20, 20], [20, 30]])
    y = np.array([[1], [0], [0]])
    scores, pvalues = chi2(X, y)
    assert_array_almost_equal(scores, np.array([4.0, 0.71428571]))
    assert_array_almost_equal(pvalues, np.array([0.04550026, 0.39802472]))

    filter_fdr = SelectFdr(chi2, alpha=0.1)
    filter_fdr.fit(X, y)
    support_fdr = filter_fdr.get_support()
    assert_array_equal(support_fdr, np.array([True, False]))

    filter_kbest = SelectKBest(chi2, k=1)
    filter_kbest.fit(X, y)
    support_kbest = filter_kbest.get_support()
    assert_array_equal(support_kbest, np.array([True, False]))

    filter_percentile = SelectPercentile(chi2, percentile=50)
    filter_percentile.fit(X, y)
    support_percentile = filter_percentile.get_support()
    assert_array_equal(support_percentile, np.array([True, False]))

    filter_fpr = SelectFpr(chi2, alpha=0.1)
    filter_fpr.fit(X, y)
    support_fpr = filter_fpr.get_support()
    assert_array_equal(support_fpr, np.array([True, False]))

    filter_fwe = SelectFwe(chi2, alpha=0.1)
    filter_fwe.fit(X, y)
    support_fwe = filter_fwe.get_support()
    assert_array_equal(support_fwe, np.array([True, False]))


@pytest.mark.parametrize("alpha", [0.001, 0.01, 0.1])
@pytest.mark.parametrize("n_informative", [1, 5, 10])
def test_select_fdr_regression(alpha, n_informative):
    # Test that fdr heuristic actually has low FDR.
    def single_fdr(alpha, n_informative, random_state):
        X, y = make_regression(
            n_samples=150,
            n_features=20,
            n_informative=n_informative,
            shuffle=False,
            random_state=random_state,
            noise=10,
        )

        with warnings.catch_warnings(record=True):
            # Warnings can be raised when no features are selected
            # (low alpha or very noisy data)
            univariate_filter = SelectFdr(f_regression, alpha=alpha)
            X_r = univariate_filter.fit(X, y).transform(X)
            X_r2 = (
                GenericUnivariateSelect(f_regression, mode="fdr", param=alpha)
                .fit(X, y)
                .transform(X)
            )

        assert_array_equal(X_r, X_r2)
        support = univariate_filter.get_support()
        num_false_positives = np.sum(support[n_informative:] == 1)
        num_true_positives = np.sum(support[:n_informative] == 1)

        if num_false_positives == 0:
            return 0.0
        false_discovery_rate = num_false_positives / (
            num_true_positives + num_false_positives
        )
        return false_discovery_rate

    # As per Benjamini-Hochberg, the expected false discovery rate
    # should be lower than alpha:
    # FDR = E(FP / (TP + FP)) <= alpha
    false_discovery_rate = np.mean(
        [single_fdr(alpha, n_informative, random_state) for random_state in range(100)]
    )
    assert alpha >= false_discovery_rate

    # Make sure that the empirical false discovery rate increases
    # with alpha:
    if false_discovery_rate != 0:
        assert false_discovery_rate > alpha / 10


def test_select_fwe_regression():
    # Test whether the relative univariate feature selection
    # gets the correct items in a simple regression problem
    # with the fwe heuristic
    X, y = make_regression(
        n_samples=200, n_features=20, n_informative=5, shuffle=False, random_state=0
    )

    univariate_filter = SelectFwe(f_regression, alpha=0.01)
    X_r = univariate_filter.fit(X, y).transform(X)
    X_r2 = (
        GenericUnivariateSelect(f_regression, mode="fwe", param=0.01)
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r, X_r2)
    support = univariate_filter.get_support()
    gtruth = np.zeros(20)
    gtruth[:5] = 1
    assert_array_equal(support[:5], np.ones((5,), dtype=bool))
    assert np.sum(support[5:] == 1) < 2


def test_selectkbest_tiebreaking():
    # Test whether SelectKBest actually selects k features in case of ties.
    # Prior to 0.11, SelectKBest would return more features than requested.
    Xs = [[0, 1, 1], [0, 0, 1], [1, 0, 0], [1, 1, 0]]
    y = [1]
    dummy_score = lambda X, y: (X[0], X[0])
    for X in Xs:
        sel = SelectKBest(dummy_score, k=1)
        X1 = ignore_warnings(sel.fit_transform)([X], y)
        assert X1.shape[1] == 1
        assert_best_scores_kept(sel)

        sel = SelectKBest(dummy_score, k=2)
        X2 = ignore_warnings(sel.fit_transform)([X], y)
        assert X2.shape[1] == 2
        assert_best_scores_kept(sel)


def test_selectpercentile_tiebreaking():
    # Test if SelectPercentile selects the right n_features in case of ties.
    Xs = [[0, 1, 1], [0, 0, 1], [1, 0, 0], [1, 1, 0]]
    y = [1]
    dummy_score = lambda X, y: (X[0], X[0])
    for X in Xs:
        sel = SelectPercentile(dummy_score, percentile=34)
        X1 = ignore_warnings(sel.fit_transform)([X], y)
        assert X1.shape[1] == 1
        assert_best_scores_kept(sel)

        sel = SelectPercentile(dummy_score, percentile=67)
        X2 = ignore_warnings(sel.fit_transform)([X], y)
        assert X2.shape[1] == 2
        assert_best_scores_kept(sel)


def test_tied_pvalues():
    # Test whether k-best and percentiles work with tied pvalues from chi2.
    # chi2 will return the same p-values for the following features, but it
    # will return different scores.
    X0 = np.array([[10000, 9999, 9998], [1, 1, 1]])
    y = [0, 1]

    for perm in itertools.permutations((0, 1, 2)):
        X = X0[:, perm]
        Xt = SelectKBest(chi2, k=2).fit_transform(X, y)
        assert Xt.shape == (2, 2)
        assert 9998 not in Xt

        Xt = SelectPercentile(chi2, percentile=67).fit_transform(X, y)
        assert Xt.shape == (2, 2)
        assert 9998 not in Xt


def test_scorefunc_multilabel():
    # Test whether k-best and percentiles works with multilabels with chi2.

    X = np.array([[10000, 9999, 0], [100, 9999, 0], [1000, 99, 0]])
    y = [[1, 1], [0, 1], [1, 0]]

    Xt = SelectKBest(chi2, k=2).fit_transform(X, y)
    assert Xt.shape == (3, 2)
    assert 0 not in Xt

    Xt = SelectPercentile(chi2, percentile=67).fit_transform(X, y)
    assert Xt.shape == (3, 2)
    assert 0 not in Xt


def test_tied_scores():
    # Test for stable sorting in k-best with tied scores.
    X_train = np.array([[0, 0, 0], [1, 1, 1]])
    y_train = [0, 1]

    for n_features in [1, 2, 3]:
        sel = SelectKBest(chi2, k=n_features).fit(X_train, y_train)
        X_test = sel.transform([[0, 1, 2]])
        assert_array_equal(X_test[0], np.arange(3)[-n_features:])


def test_nans():
    # Assert that SelectKBest and SelectPercentile can handle NaNs.
    # First feature has zero variance to confuse f_classif (ANOVA) and
    # make it return a NaN.
    X = [[0, 1, 0], [0, -1, -1], [0, 0.5, 0.5]]
    y = [1, 0, 1]

    for select in (
        SelectKBest(f_classif, k=2),
        SelectPercentile(f_classif, percentile=67),
    ):
        ignore_warnings(select.fit)(X, y)
        assert_array_equal(select.get_support(indices=True), np.array([1, 2]))


def test_invalid_k():
    X = [[0, 1, 0], [0, -1, -1], [0, 0.5, 0.5]]
    y = [1, 0, 1]

    msg = "k=4 is greater than n_features=3. All the features will be returned."
    with pytest.warns(UserWarning, match=msg):
        SelectKBest(k=4).fit(X, y)
    with pytest.warns(UserWarning, match=msg):
        GenericUnivariateSelect(mode="k_best", param=4).fit(X, y)


def test_f_classif_constant_feature():
    # Test that f_classif warns if a feature is constant throughout.

    X, y = make_classification(n_samples=10, n_features=5)
    X[:, 0] = 2.0
    with pytest.warns(UserWarning):
        f_classif(X, y)


def test_no_feature_selected():
    rng = np.random.RandomState(0)

    # Generate random uncorrelated data: a strict univariate test should
    # rejects all the features
    X = rng.rand(40, 10)
    y = rng.randint(0, 4, size=40)
    strict_selectors = [
        SelectFwe(alpha=0.01).fit(X, y),
        SelectFdr(alpha=0.01).fit(X, y),
        SelectFpr(alpha=0.01).fit(X, y),
        SelectPercentile(percentile=0).fit(X, y),
        SelectKBest(k=0).fit(X, y),
    ]
    for selector in strict_selectors:
        assert_array_equal(selector.get_support(), np.zeros(10))
        with pytest.warns(UserWarning, match="No features were selected"):
            X_selected = selector.transform(X)
        assert X_selected.shape == (40, 0)


def test_mutual_info_classif():
    X, y = make_classification(
        n_samples=100,
        n_features=5,
        n_informative=1,
        n_redundant=1,
        n_repeated=0,
        n_classes=2,
        n_clusters_per_class=1,
        flip_y=0.0,
        class_sep=10,
        shuffle=False,
        random_state=0,
    )

    # Test in KBest mode.
    univariate_filter = SelectKBest(mutual_info_classif, k=2)
    X_r = univariate_filter.fit(X, y).transform(X)
    X_r2 = (
        GenericUnivariateSelect(mutual_info_classif, mode="k_best", param=2)
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r, X_r2)
    support = univariate_filter.get_support()
    gtruth = np.zeros(5)
    gtruth[:2] = 1
    assert_array_equal(support, gtruth)

    # Test in Percentile mode.
    univariate_filter = SelectPercentile(mutual_info_classif, percentile=40)
    X_r = univariate_filter.fit(X, y).transform(X)
    X_r2 = (
        GenericUnivariateSelect(mutual_info_classif, mode="percentile", param=40)
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r, X_r2)
    support = univariate_filter.get_support()
    gtruth = np.zeros(5)
    gtruth[:2] = 1
    assert_array_equal(support, gtruth)


def test_mutual_info_regression():
    X, y = make_regression(
        n_samples=100,
        n_features=10,
        n_informative=2,
        shuffle=False,
        random_state=0,
        noise=10,
    )

    # Test in KBest mode.
    univariate_filter = SelectKBest(mutual_info_regression, k=2)
    X_r = univariate_filter.fit(X, y).transform(X)
    assert_best_scores_kept(univariate_filter)
    X_r2 = (
        GenericUnivariateSelect(mutual_info_regression, mode="k_best", param=2)
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r, X_r2)
    support = univariate_filter.get_support()
    gtruth = np.zeros(10)
    gtruth[:2] = 1
    assert_array_equal(support, gtruth)

    # Test in Percentile mode.
    univariate_filter = SelectPercentile(mutual_info_regression, percentile=20)
    X_r = univariate_filter.fit(X, y).transform(X)
    X_r2 = (
        GenericUnivariateSelect(mutual_info_regression, mode="percentile", param=20)
        .fit(X, y)
        .transform(X)
    )
    assert_array_equal(X_r, X_r2)
    support = univariate_filter.get_support()
    gtruth = np.zeros(10)
    gtruth[:2] = 1
    assert_array_equal(support, gtruth)


def test_dataframe_output_dtypes():
    """Check that the output datafarme dtypes are the same as the input.

    Non-regression test for gh-24860.
    """
    pd = pytest.importorskip("pandas")

    X, y = load_iris(return_X_y=True, as_frame=True)
    X = X.astype(
        {
            "petal length (cm)": np.float32,
            "petal width (cm)": np.float64,
        }
    )
    X["petal_width_binned"] = pd.cut(X["petal width (cm)"], bins=10)

    column_order = X.columns

    def selector(X, y):
        ranking = {
            "sepal length (cm)": 1,
            "sepal width (cm)": 2,
            "petal length (cm)": 3,
            "petal width (cm)": 4,
            "petal_width_binned": 5,
        }
        return np.asarray([ranking[name] for name in column_order])

    univariate_filter = SelectKBest(selector, k=3).set_output(transform="pandas")
    output = univariate_filter.fit_transform(X, y)

    assert_array_equal(
        output.columns, ["petal length (cm)", "petal width (cm)", "petal_width_binned"]
    )
    for name, dtype in output.dtypes.items():
        assert dtype == X.dtypes[name]


@pytest.mark.parametrize(
    "selector",
    [
        SelectKBest(k=4),
        SelectPercentile(percentile=80),
        GenericUnivariateSelect(mode="k_best", param=4),
        GenericUnivariateSelect(mode="percentile", param=80),
    ],
)
def test_unsupervised_filter(selector):
    """Check support for unsupervised feature selection for the filter that could
    require only `X`.
    """
    rng = np.random.RandomState(0)
    X = rng.randn(10, 5)

    def score_func(X, y=None):
        return np.array([1, 1, 1, 1, 0])

    selector.set_params(score_func=score_func)
    selector.fit(X)
    X_trans = selector.transform(X)
    assert_allclose(X_trans, X[:, :4])
    X_trans = selector.fit_transform(X)
    assert_allclose(X_trans, X[:, :4])