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"""
Testing for the partial dependence module.
"""
import warnings
import numpy as np
import pytest
import sklearn
from sklearn.base import BaseEstimator, ClassifierMixin, clone, is_regressor
from sklearn.cluster import KMeans
from sklearn.compose import make_column_transformer
from sklearn.datasets import load_iris, make_classification, make_regression
from sklearn.dummy import DummyClassifier
from sklearn.ensemble import (
GradientBoostingClassifier,
GradientBoostingRegressor,
HistGradientBoostingClassifier,
HistGradientBoostingRegressor,
RandomForestRegressor,
)
from sklearn.exceptions import NotFittedError
from sklearn.inspection import partial_dependence
from sklearn.inspection._partial_dependence import (
_grid_from_X,
_partial_dependence_brute,
_partial_dependence_recursion,
)
from sklearn.linear_model import LinearRegression, LogisticRegression, MultiTaskLasso
from sklearn.metrics import r2_score
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import (
PolynomialFeatures,
RobustScaler,
StandardScaler,
scale,
)
from sklearn.tree import DecisionTreeRegressor
from sklearn.tree.tests.test_tree import assert_is_subtree
from sklearn.utils import _IS_32BIT
from sklearn.utils._testing import assert_allclose, assert_array_equal
from sklearn.utils.validation import check_random_state
# toy sample
X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]]
y = [-1, -1, -1, 1, 1, 1]
# (X, y), n_targets <-- as expected in the output of partial_dep()
binary_classification_data = (make_classification(n_samples=50, random_state=0), 1)
multiclass_classification_data = (
make_classification(
n_samples=50, n_classes=3, n_clusters_per_class=1, random_state=0
),
3,
)
regression_data = (make_regression(n_samples=50, random_state=0), 1)
multioutput_regression_data = (
make_regression(n_samples=50, n_targets=2, random_state=0),
2,
)
# iris
iris = load_iris()
@pytest.mark.parametrize(
"Estimator, method, data",
[
(GradientBoostingClassifier, "auto", binary_classification_data),
(GradientBoostingClassifier, "auto", multiclass_classification_data),
(GradientBoostingClassifier, "brute", binary_classification_data),
(GradientBoostingClassifier, "brute", multiclass_classification_data),
(GradientBoostingRegressor, "auto", regression_data),
(GradientBoostingRegressor, "brute", regression_data),
(DecisionTreeRegressor, "brute", regression_data),
(LinearRegression, "brute", regression_data),
(LinearRegression, "brute", multioutput_regression_data),
(LogisticRegression, "brute", binary_classification_data),
(LogisticRegression, "brute", multiclass_classification_data),
(MultiTaskLasso, "brute", multioutput_regression_data),
],
)
@pytest.mark.parametrize("grid_resolution", (5, 10))
@pytest.mark.parametrize("features", ([1], [1, 2]))
@pytest.mark.parametrize("kind", ("average", "individual", "both"))
def test_output_shape(Estimator, method, data, grid_resolution, features, kind):
# Check that partial_dependence has consistent output shape for different
# kinds of estimators:
# - classifiers with binary and multiclass settings
# - regressors
# - multi-task regressors
est = Estimator()
if hasattr(est, "n_estimators"):
est.set_params(n_estimators=2) # speed-up computations
# n_target corresponds to the number of classes (1 for binary classif) or
# the number of tasks / outputs in multi task settings. It's equal to 1 for
# classical regression_data.
(X, y), n_targets = data
n_instances = X.shape[0]
est.fit(X, y)
result = partial_dependence(
est,
X=X,
features=features,
method=method,
kind=kind,
grid_resolution=grid_resolution,
)
pdp, axes = result, result["grid_values"]
expected_pdp_shape = (n_targets, *[grid_resolution for _ in range(len(features))])
expected_ice_shape = (
n_targets,
n_instances,
*[grid_resolution for _ in range(len(features))],
)
if kind == "average":
assert pdp.average.shape == expected_pdp_shape
elif kind == "individual":
assert pdp.individual.shape == expected_ice_shape
else: # 'both'
assert pdp.average.shape == expected_pdp_shape
assert pdp.individual.shape == expected_ice_shape
expected_axes_shape = (len(features), grid_resolution)
assert axes is not None
assert np.asarray(axes).shape == expected_axes_shape
def test_grid_from_X():
# tests for _grid_from_X: sanity check for output, and for shapes.
# Make sure that the grid is a cartesian product of the input (it will use
# the unique values instead of the percentiles)
percentiles = (0.05, 0.95)
grid_resolution = 100
is_categorical = [False, False]
X = np.asarray([[1, 2], [3, 4]])
grid, axes = _grid_from_X(X, percentiles, is_categorical, grid_resolution)
assert_array_equal(grid, [[1, 2], [1, 4], [3, 2], [3, 4]])
assert_array_equal(axes, X.T)
# test shapes of returned objects depending on the number of unique values
# for a feature.
rng = np.random.RandomState(0)
grid_resolution = 15
# n_unique_values > grid_resolution
X = rng.normal(size=(20, 2))
grid, axes = _grid_from_X(
X, percentiles, is_categorical, grid_resolution=grid_resolution
)
assert grid.shape == (grid_resolution * grid_resolution, X.shape[1])
assert np.asarray(axes).shape == (2, grid_resolution)
# n_unique_values < grid_resolution, will use actual values
n_unique_values = 12
X[n_unique_values - 1 :, 0] = 12345
rng.shuffle(X) # just to make sure the order is irrelevant
grid, axes = _grid_from_X(
X, percentiles, is_categorical, grid_resolution=grid_resolution
)
assert grid.shape == (n_unique_values * grid_resolution, X.shape[1])
# axes is a list of arrays of different shapes
assert axes[0].shape == (n_unique_values,)
assert axes[1].shape == (grid_resolution,)
@pytest.mark.parametrize(
"grid_resolution",
[
2, # since n_categories > 2, we should not use quantiles resampling
100,
],
)
def test_grid_from_X_with_categorical(grid_resolution):
"""Check that `_grid_from_X` always sample from categories and does not
depend from the percentiles.
"""
pd = pytest.importorskip("pandas")
percentiles = (0.05, 0.95)
is_categorical = [True]
X = pd.DataFrame({"cat_feature": ["A", "B", "C", "A", "B", "D", "E"]})
grid, axes = _grid_from_X(
X, percentiles, is_categorical, grid_resolution=grid_resolution
)
assert grid.shape == (5, X.shape[1])
assert axes[0].shape == (5,)
@pytest.mark.parametrize("grid_resolution", [3, 100])
def test_grid_from_X_heterogeneous_type(grid_resolution):
"""Check that `_grid_from_X` always sample from categories and does not
depend from the percentiles.
"""
pd = pytest.importorskip("pandas")
percentiles = (0.05, 0.95)
is_categorical = [True, False]
X = pd.DataFrame(
{
"cat": ["A", "B", "C", "A", "B", "D", "E", "A", "B", "D"],
"num": [1, 1, 1, 2, 5, 6, 6, 6, 6, 8],
}
)
nunique = X.nunique()
grid, axes = _grid_from_X(
X, percentiles, is_categorical, grid_resolution=grid_resolution
)
if grid_resolution == 3:
assert grid.shape == (15, 2)
assert axes[0].shape[0] == nunique["num"]
assert axes[1].shape[0] == grid_resolution
else:
assert grid.shape == (25, 2)
assert axes[0].shape[0] == nunique["cat"]
assert axes[1].shape[0] == nunique["cat"]
@pytest.mark.parametrize(
"grid_resolution, percentiles, err_msg",
[
(2, (0, 0.0001), "percentiles are too close"),
(100, (1, 2, 3, 4), "'percentiles' must be a sequence of 2 elements"),
(100, 12345, "'percentiles' must be a sequence of 2 elements"),
(100, (-1, 0.95), r"'percentiles' values must be in \[0, 1\]"),
(100, (0.05, 2), r"'percentiles' values must be in \[0, 1\]"),
(100, (0.9, 0.1), r"percentiles\[0\] must be strictly less than"),
(1, (0.05, 0.95), "'grid_resolution' must be strictly greater than 1"),
],
)
def test_grid_from_X_error(grid_resolution, percentiles, err_msg):
X = np.asarray([[1, 2], [3, 4]])
is_categorical = [False]
with pytest.raises(ValueError, match=err_msg):
_grid_from_X(X, percentiles, is_categorical, grid_resolution)
@pytest.mark.parametrize("target_feature", range(5))
@pytest.mark.parametrize(
"est, method",
[
(LinearRegression(), "brute"),
(GradientBoostingRegressor(random_state=0), "brute"),
(GradientBoostingRegressor(random_state=0), "recursion"),
(HistGradientBoostingRegressor(random_state=0), "brute"),
(HistGradientBoostingRegressor(random_state=0), "recursion"),
],
)
def test_partial_dependence_helpers(est, method, target_feature):
# Check that what is returned by _partial_dependence_brute or
# _partial_dependence_recursion is equivalent to manually setting a target
# feature to a given value, and computing the average prediction over all
# samples.
# This also checks that the brute and recursion methods give the same
# output.
# Note that even on the trainset, the brute and the recursion methods
# aren't always strictly equivalent, in particular when the slow method
# generates unrealistic samples that have low mass in the joint
# distribution of the input features, and when some of the features are
# dependent. Hence the high tolerance on the checks.
X, y = make_regression(random_state=0, n_features=5, n_informative=5)
# The 'init' estimator for GBDT (here the average prediction) isn't taken
# into account with the recursion method, for technical reasons. We set
# the mean to 0 to that this 'bug' doesn't have any effect.
y = y - y.mean()
est.fit(X, y)
# target feature will be set to .5 and then to 123
features = np.array([target_feature], dtype=np.int32)
grid = np.array([[0.5], [123]])
if method == "brute":
pdp, predictions = _partial_dependence_brute(
est, grid, features, X, response_method="auto"
)
else:
pdp = _partial_dependence_recursion(est, grid, features)
mean_predictions = []
for val in (0.5, 123):
X_ = X.copy()
X_[:, target_feature] = val
mean_predictions.append(est.predict(X_).mean())
pdp = pdp[0] # (shape is (1, 2) so make it (2,))
# allow for greater margin for error with recursion method
rtol = 1e-1 if method == "recursion" else 1e-3
assert np.allclose(pdp, mean_predictions, rtol=rtol)
@pytest.mark.parametrize("seed", range(1))
def test_recursion_decision_tree_vs_forest_and_gbdt(seed):
# Make sure that the recursion method gives the same results on a
# DecisionTreeRegressor and a GradientBoostingRegressor or a
# RandomForestRegressor with 1 tree and equivalent parameters.
rng = np.random.RandomState(seed)
# Purely random dataset to avoid correlated features
n_samples = 1000
n_features = 5
X = rng.randn(n_samples, n_features)
y = rng.randn(n_samples) * 10
# The 'init' estimator for GBDT (here the average prediction) isn't taken
# into account with the recursion method, for technical reasons. We set
# the mean to 0 to that this 'bug' doesn't have any effect.
y = y - y.mean()
# set max_depth not too high to avoid splits with same gain but different
# features
max_depth = 5
tree_seed = 0
forest = RandomForestRegressor(
n_estimators=1,
max_features=None,
bootstrap=False,
max_depth=max_depth,
random_state=tree_seed,
)
# The forest will use ensemble.base._set_random_states to set the
# random_state of the tree sub-estimator. We simulate this here to have
# equivalent estimators.
equiv_random_state = check_random_state(tree_seed).randint(np.iinfo(np.int32).max)
gbdt = GradientBoostingRegressor(
n_estimators=1,
learning_rate=1,
criterion="squared_error",
max_depth=max_depth,
random_state=equiv_random_state,
)
tree = DecisionTreeRegressor(max_depth=max_depth, random_state=equiv_random_state)
forest.fit(X, y)
gbdt.fit(X, y)
tree.fit(X, y)
# sanity check: if the trees aren't the same, the PD values won't be equal
try:
assert_is_subtree(tree.tree_, gbdt[0, 0].tree_)
assert_is_subtree(tree.tree_, forest[0].tree_)
except AssertionError:
# For some reason the trees aren't exactly equal on 32bits, so the PDs
# cannot be equal either. See
# https://github.com/scikit-learn/scikit-learn/issues/8853
assert _IS_32BIT, "this should only fail on 32 bit platforms"
return
grid = rng.randn(50).reshape(-1, 1)
for f in range(n_features):
features = np.array([f], dtype=np.int32)
pdp_forest = _partial_dependence_recursion(forest, grid, features)
pdp_gbdt = _partial_dependence_recursion(gbdt, grid, features)
pdp_tree = _partial_dependence_recursion(tree, grid, features)
np.testing.assert_allclose(pdp_gbdt, pdp_tree)
np.testing.assert_allclose(pdp_forest, pdp_tree)
@pytest.mark.parametrize(
"est",
(
GradientBoostingClassifier(random_state=0),
HistGradientBoostingClassifier(random_state=0),
),
)
@pytest.mark.parametrize("target_feature", (0, 1, 2, 3, 4, 5))
def test_recursion_decision_function(est, target_feature):
# Make sure the recursion method (implicitly uses decision_function) has
# the same result as using brute method with
# response_method=decision_function
X, y = make_classification(n_classes=2, n_clusters_per_class=1, random_state=1)
assert np.mean(y) == 0.5 # make sure the init estimator predicts 0 anyway
est.fit(X, y)
preds_1 = partial_dependence(
est,
X,
[target_feature],
response_method="decision_function",
method="recursion",
kind="average",
)
preds_2 = partial_dependence(
est,
X,
[target_feature],
response_method="decision_function",
method="brute",
kind="average",
)
assert_allclose(preds_1["average"], preds_2["average"], atol=1e-7)
@pytest.mark.parametrize(
"est",
(
LinearRegression(),
GradientBoostingRegressor(random_state=0),
HistGradientBoostingRegressor(
random_state=0, min_samples_leaf=1, max_leaf_nodes=None, max_iter=1
),
DecisionTreeRegressor(random_state=0),
),
)
@pytest.mark.parametrize("power", (1, 2))
def test_partial_dependence_easy_target(est, power):
# If the target y only depends on one feature in an obvious way (linear or
# quadratic) then the partial dependence for that feature should reflect
# it.
# We here fit a linear regression_data model (with polynomial features if
# needed) and compute r_squared to check that the partial dependence
# correctly reflects the target.
rng = np.random.RandomState(0)
n_samples = 200
target_variable = 2
X = rng.normal(size=(n_samples, 5))
y = X[:, target_variable] ** power
est.fit(X, y)
pdp = partial_dependence(
est, features=[target_variable], X=X, grid_resolution=1000, kind="average"
)
new_X = pdp["grid_values"][0].reshape(-1, 1)
new_y = pdp["average"][0]
# add polynomial features if needed
new_X = PolynomialFeatures(degree=power).fit_transform(new_X)
lr = LinearRegression().fit(new_X, new_y)
r2 = r2_score(new_y, lr.predict(new_X))
assert r2 > 0.99
@pytest.mark.parametrize(
"Estimator",
(
sklearn.tree.DecisionTreeClassifier,
sklearn.tree.ExtraTreeClassifier,
sklearn.ensemble.ExtraTreesClassifier,
sklearn.neighbors.KNeighborsClassifier,
sklearn.neighbors.RadiusNeighborsClassifier,
sklearn.ensemble.RandomForestClassifier,
),
)
def test_multiclass_multioutput(Estimator):
# Make sure error is raised for multiclass-multioutput classifiers
# make multiclass-multioutput dataset
X, y = make_classification(n_classes=3, n_clusters_per_class=1, random_state=0)
y = np.array([y, y]).T
est = Estimator()
est.fit(X, y)
with pytest.raises(
ValueError, match="Multiclass-multioutput estimators are not supported"
):
partial_dependence(est, X, [0])
class NoPredictProbaNoDecisionFunction(ClassifierMixin, BaseEstimator):
def fit(self, X, y):
# simulate that we have some classes
self.classes_ = [0, 1]
return self
@pytest.mark.filterwarnings("ignore:A Bunch will be returned")
@pytest.mark.parametrize(
"estimator, params, err_msg",
[
(
KMeans(random_state=0, n_init="auto"),
{"features": [0]},
"'estimator' must be a fitted regressor or classifier",
),
(
LinearRegression(),
{"features": [0], "response_method": "predict_proba"},
"The response_method parameter is ignored for regressors",
),
(
GradientBoostingClassifier(random_state=0),
{
"features": [0],
"response_method": "predict_proba",
"method": "recursion",
},
"'recursion' method, the response_method must be 'decision_function'",
),
(
GradientBoostingClassifier(random_state=0),
{"features": [0], "response_method": "predict_proba", "method": "auto"},
"'recursion' method, the response_method must be 'decision_function'",
),
(
LinearRegression(),
{"features": [0], "method": "recursion", "kind": "individual"},
"The 'recursion' method only applies when 'kind' is set to 'average'",
),
(
LinearRegression(),
{"features": [0], "method": "recursion", "kind": "both"},
"The 'recursion' method only applies when 'kind' is set to 'average'",
),
(
LinearRegression(),
{"features": [0], "method": "recursion"},
"Only the following estimators support the 'recursion' method:",
),
],
)
def test_partial_dependence_error(estimator, params, err_msg):
X, y = make_classification(random_state=0)
estimator.fit(X, y)
with pytest.raises(ValueError, match=err_msg):
partial_dependence(estimator, X, **params)
@pytest.mark.parametrize(
"estimator", [LinearRegression(), GradientBoostingClassifier(random_state=0)]
)
@pytest.mark.parametrize("features", [-1, 10000])
def test_partial_dependence_unknown_feature_indices(estimator, features):
X, y = make_classification(random_state=0)
estimator.fit(X, y)
err_msg = "all features must be in"
with pytest.raises(ValueError, match=err_msg):
partial_dependence(estimator, X, [features])
@pytest.mark.parametrize(
"estimator", [LinearRegression(), GradientBoostingClassifier(random_state=0)]
)
def test_partial_dependence_unknown_feature_string(estimator):
pd = pytest.importorskip("pandas")
X, y = make_classification(random_state=0)
df = pd.DataFrame(X)
estimator.fit(df, y)
features = ["random"]
err_msg = "A given column is not a column of the dataframe"
with pytest.raises(ValueError, match=err_msg):
partial_dependence(estimator, df, features)
@pytest.mark.parametrize(
"estimator", [LinearRegression(), GradientBoostingClassifier(random_state=0)]
)
def test_partial_dependence_X_list(estimator):
# check that array-like objects are accepted
X, y = make_classification(random_state=0)
estimator.fit(X, y)
partial_dependence(estimator, list(X), [0], kind="average")
def test_warning_recursion_non_constant_init():
# make sure that passing a non-constant init parameter to a GBDT and using
# recursion method yields a warning.
gbc = GradientBoostingClassifier(init=DummyClassifier(), random_state=0)
gbc.fit(X, y)
with pytest.warns(
UserWarning, match="Using recursion method with a non-constant init predictor"
):
partial_dependence(gbc, X, [0], method="recursion", kind="average")
with pytest.warns(
UserWarning, match="Using recursion method with a non-constant init predictor"
):
partial_dependence(gbc, X, [0], method="recursion", kind="average")
def test_partial_dependence_sample_weight_of_fitted_estimator():
# Test near perfect correlation between partial dependence and diagonal
# when sample weights emphasize y = x predictions
# non-regression test for #13193
# TODO: extend to HistGradientBoosting once sample_weight is supported
N = 1000
rng = np.random.RandomState(123456)
mask = rng.randint(2, size=N, dtype=bool)
x = rng.rand(N)
# set y = x on mask and y = -x outside
y = x.copy()
y[~mask] = -y[~mask]
X = np.c_[mask, x]
# sample weights to emphasize data points where y = x
sample_weight = np.ones(N)
sample_weight[mask] = 1000.0
clf = GradientBoostingRegressor(n_estimators=10, random_state=1)
clf.fit(X, y, sample_weight=sample_weight)
pdp = partial_dependence(clf, X, features=[1], kind="average")
assert np.corrcoef(pdp["average"], pdp["grid_values"])[0, 1] > 0.99
def test_hist_gbdt_sw_not_supported():
# TODO: remove/fix when PDP supports HGBT with sample weights
clf = HistGradientBoostingRegressor(random_state=1)
clf.fit(X, y, sample_weight=np.ones(len(X)))
with pytest.raises(
NotImplementedError, match="does not support partial dependence"
):
partial_dependence(clf, X, features=[1])
def test_partial_dependence_pipeline():
# check that the partial dependence support pipeline
iris = load_iris()
scaler = StandardScaler()
clf = DummyClassifier(random_state=42)
pipe = make_pipeline(scaler, clf)
clf.fit(scaler.fit_transform(iris.data), iris.target)
pipe.fit(iris.data, iris.target)
features = 0
pdp_pipe = partial_dependence(
pipe, iris.data, features=[features], grid_resolution=10, kind="average"
)
pdp_clf = partial_dependence(
clf,
scaler.transform(iris.data),
features=[features],
grid_resolution=10,
kind="average",
)
assert_allclose(pdp_pipe["average"], pdp_clf["average"])
assert_allclose(
pdp_pipe["grid_values"][0],
pdp_clf["grid_values"][0] * scaler.scale_[features] + scaler.mean_[features],
)
@pytest.mark.parametrize(
"estimator",
[
LogisticRegression(max_iter=1000, random_state=0),
GradientBoostingClassifier(random_state=0, n_estimators=5),
],
ids=["estimator-brute", "estimator-recursion"],
)
@pytest.mark.parametrize(
"preprocessor",
[
None,
make_column_transformer(
(StandardScaler(), [iris.feature_names[i] for i in (0, 2)]),
(RobustScaler(), [iris.feature_names[i] for i in (1, 3)]),
),
make_column_transformer(
(StandardScaler(), [iris.feature_names[i] for i in (0, 2)]),
remainder="passthrough",
),
],
ids=["None", "column-transformer", "column-transformer-passthrough"],
)
@pytest.mark.parametrize(
"features",
[[0, 2], [iris.feature_names[i] for i in (0, 2)]],
ids=["features-integer", "features-string"],
)
def test_partial_dependence_dataframe(estimator, preprocessor, features):
# check that the partial dependence support dataframe and pipeline
# including a column transformer
pd = pytest.importorskip("pandas")
df = pd.DataFrame(scale(iris.data), columns=iris.feature_names)
pipe = make_pipeline(preprocessor, estimator)
pipe.fit(df, iris.target)
pdp_pipe = partial_dependence(
pipe, df, features=features, grid_resolution=10, kind="average"
)
# the column transformer will reorder the column when transforming
# we mixed the index to be sure that we are computing the partial
# dependence of the right columns
if preprocessor is not None:
X_proc = clone(preprocessor).fit_transform(df)
features_clf = [0, 1]
else:
X_proc = df
features_clf = [0, 2]
clf = clone(estimator).fit(X_proc, iris.target)
pdp_clf = partial_dependence(
clf,
X_proc,
features=features_clf,
method="brute",
grid_resolution=10,
kind="average",
)
assert_allclose(pdp_pipe["average"], pdp_clf["average"])
if preprocessor is not None:
scaler = preprocessor.named_transformers_["standardscaler"]
assert_allclose(
pdp_pipe["grid_values"][1],
pdp_clf["grid_values"][1] * scaler.scale_[1] + scaler.mean_[1],
)
else:
assert_allclose(pdp_pipe["grid_values"][1], pdp_clf["grid_values"][1])
@pytest.mark.parametrize(
"features, expected_pd_shape",
[
(0, (3, 10)),
(iris.feature_names[0], (3, 10)),
([0, 2], (3, 10, 10)),
([iris.feature_names[i] for i in (0, 2)], (3, 10, 10)),
([True, False, True, False], (3, 10, 10)),
],
ids=["scalar-int", "scalar-str", "list-int", "list-str", "mask"],
)
def test_partial_dependence_feature_type(features, expected_pd_shape):
# check all possible features type supported in PDP
pd = pytest.importorskip("pandas")
df = pd.DataFrame(iris.data, columns=iris.feature_names)
preprocessor = make_column_transformer(
(StandardScaler(), [iris.feature_names[i] for i in (0, 2)]),
(RobustScaler(), [iris.feature_names[i] for i in (1, 3)]),
)
pipe = make_pipeline(
preprocessor, LogisticRegression(max_iter=1000, random_state=0)
)
pipe.fit(df, iris.target)
pdp_pipe = partial_dependence(
pipe, df, features=features, grid_resolution=10, kind="average"
)
assert pdp_pipe["average"].shape == expected_pd_shape
assert len(pdp_pipe["grid_values"]) == len(pdp_pipe["average"].shape) - 1
@pytest.mark.parametrize(
"estimator",
[
LinearRegression(),
LogisticRegression(),
GradientBoostingRegressor(),
GradientBoostingClassifier(),
],
)
def test_partial_dependence_unfitted(estimator):
X = iris.data
preprocessor = make_column_transformer(
(StandardScaler(), [0, 2]), (RobustScaler(), [1, 3])
)
pipe = make_pipeline(preprocessor, estimator)
with pytest.raises(NotFittedError, match="is not fitted yet"):
partial_dependence(pipe, X, features=[0, 2], grid_resolution=10)
with pytest.raises(NotFittedError, match="is not fitted yet"):
partial_dependence(estimator, X, features=[0, 2], grid_resolution=10)
@pytest.mark.parametrize(
"Estimator, data",
[
(LinearRegression, multioutput_regression_data),
(LogisticRegression, binary_classification_data),
],
)
def test_kind_average_and_average_of_individual(Estimator, data):
est = Estimator()
(X, y), n_targets = data
est.fit(X, y)
pdp_avg = partial_dependence(est, X=X, features=[1, 2], kind="average")
pdp_ind = partial_dependence(est, X=X, features=[1, 2], kind="individual")
avg_ind = np.mean(pdp_ind["individual"], axis=1)
assert_allclose(avg_ind, pdp_avg["average"])
@pytest.mark.parametrize(
"Estimator, data",
[
(LinearRegression, multioutput_regression_data),
(LogisticRegression, binary_classification_data),
],
)
def test_partial_dependence_kind_individual_ignores_sample_weight(Estimator, data):
"""Check that `sample_weight` does not have any effect on reported ICE."""
est = Estimator()
(X, y), n_targets = data
sample_weight = np.arange(X.shape[0])
est.fit(X, y)
pdp_nsw = partial_dependence(est, X=X, features=[1, 2], kind="individual")
pdp_sw = partial_dependence(
est, X=X, features=[1, 2], kind="individual", sample_weight=sample_weight
)
assert_allclose(pdp_nsw["individual"], pdp_sw["individual"])
assert_allclose(pdp_nsw["grid_values"], pdp_sw["grid_values"])
@pytest.mark.parametrize(
"estimator",
[
LinearRegression(),
LogisticRegression(),
RandomForestRegressor(),
GradientBoostingClassifier(),
],
)
@pytest.mark.parametrize("non_null_weight_idx", [0, 1, -1])
def test_partial_dependence_non_null_weight_idx(estimator, non_null_weight_idx):
"""Check that if we pass a `sample_weight` of zeros with only one index with
sample weight equals one, then the average `partial_dependence` with this
`sample_weight` is equal to the individual `partial_dependence` of the
corresponding index.
"""
X, y = iris.data, iris.target
preprocessor = make_column_transformer(
(StandardScaler(), [0, 2]), (RobustScaler(), [1, 3])
)
pipe = make_pipeline(preprocessor, estimator).fit(X, y)
sample_weight = np.zeros_like(y)
sample_weight[non_null_weight_idx] = 1
pdp_sw = partial_dependence(
pipe,
X,
[2, 3],
kind="average",
sample_weight=sample_weight,
grid_resolution=10,
)
pdp_ind = partial_dependence(pipe, X, [2, 3], kind="individual", grid_resolution=10)
output_dim = 1 if is_regressor(pipe) else len(np.unique(y))
for i in range(output_dim):
assert_allclose(
pdp_ind["individual"][i][non_null_weight_idx],
pdp_sw["average"][i],
)
@pytest.mark.parametrize(
"Estimator, data",
[
(LinearRegression, multioutput_regression_data),
(LogisticRegression, binary_classification_data),
],
)
def test_partial_dependence_equivalence_equal_sample_weight(Estimator, data):
"""Check that `sample_weight=None` is equivalent to having equal weights."""
est = Estimator()
(X, y), n_targets = data
est.fit(X, y)
sample_weight, params = None, {"X": X, "features": [1, 2], "kind": "average"}
pdp_sw_none = partial_dependence(est, **params, sample_weight=sample_weight)
sample_weight = np.ones(len(y))
pdp_sw_unit = partial_dependence(est, **params, sample_weight=sample_weight)
assert_allclose(pdp_sw_none["average"], pdp_sw_unit["average"])
sample_weight = 2 * np.ones(len(y))
pdp_sw_doubling = partial_dependence(est, **params, sample_weight=sample_weight)
assert_allclose(pdp_sw_none["average"], pdp_sw_doubling["average"])
def test_partial_dependence_sample_weight_size_error():
"""Check that we raise an error when the size of `sample_weight` is not
consistent with `X` and `y`.
"""
est = LogisticRegression()
(X, y), n_targets = binary_classification_data
sample_weight = np.ones_like(y)
est.fit(X, y)
with pytest.raises(ValueError, match="sample_weight.shape =="):
partial_dependence(
est, X, features=[0], sample_weight=sample_weight[1:], grid_resolution=10
)
def test_partial_dependence_sample_weight_with_recursion():
"""Check that we raise an error when `sample_weight` is provided with
`"recursion"` method.
"""
est = RandomForestRegressor()
(X, y), n_targets = regression_data
sample_weight = np.ones_like(y)
est.fit(X, y, sample_weight=sample_weight)
with pytest.raises(ValueError, match="'recursion' method can only be applied when"):
partial_dependence(
est, X, features=[0], method="recursion", sample_weight=sample_weight
)
# TODO(1.5): Remove when bunch values is deprecated in 1.5
def test_partial_dependence_bunch_values_deprecated():
"""Test that deprecation warning is raised when values is accessed."""
est = LogisticRegression()
(X, y), _ = binary_classification_data
est.fit(X, y)
pdp_avg = partial_dependence(est, X=X, features=[1, 2], kind="average")
msg = (
"Key: 'values', is deprecated in 1.3 and will be "
"removed in 1.5. Please use 'grid_values' instead"
)
with warnings.catch_warnings():
# Does not raise warnings with "grid_values"
warnings.simplefilter("error", FutureWarning)
grid_values = pdp_avg["grid_values"]
with pytest.warns(FutureWarning, match=msg):
# Warns for "values"
values = pdp_avg["values"]
# "values" and "grid_values" are the same object
assert values is grid_values
def test_mixed_type_categorical():
"""Check that we raise a proper error when a column has mixed types and
the sorting of `np.unique` will fail."""
X = np.array(["A", "B", "C", np.nan], dtype=object).reshape(-1, 1)
y = np.array([0, 1, 0, 1])
from sklearn.preprocessing import OrdinalEncoder
clf = make_pipeline(
OrdinalEncoder(encoded_missing_value=-1),
LogisticRegression(),
).fit(X, y)
with pytest.raises(ValueError, match="The column #0 contains mixed data types"):
partial_dependence(clf, X, features=[0])
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