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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516 1517 1518 1519 1520 1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554 1555 1556 1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692 1693 1694 1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726 1727 1728 1729 1730 1731 1732 1733 1734 1735 1736 1737 1738 1739 1740 1741 1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 1762 1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777 1778 1779 1780 1781 1782 1783 1784 1785 1786 1787 1788 1789 1790 1791 1792 1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817 1818 1819 1820 1821 1822 1823 1824 1825 1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856 1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869 1870 1871 1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903 1904 1905 1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920 1921 1922 1923 1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048 2049 2050 2051 2052 2053 2054 2055 2056 2057 2058 2059 2060 2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076 2077 2078 2079 2080 2081 2082 2083 2084 2085 2086 2087 2088 2089 2090 2091 2092 2093 2094 2095 2096 2097 2098 2099 2100 2101 2102 2103 2104 2105 2106 2107 2108 2109 2110 2111 2112 2113 2114 2115 2116 2117 2118 2119 2120 2121 2122 2123 2124 2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 2148 2149 2150 2151 2152 2153 2154 2155 2156 2157 2158 2159 2160 2161 2162 2163 2164 2165 2166 2167 2168 2169 2170 2171 2172 2173 2174 2175 2176 2177 2178 2179 2180 2181 2182 2183 2184 2185 2186 2187 2188 2189 2190 2191 2192 2193 2194
|
import itertools
import os
import warnings
from functools import partial
import numpy as np
import pytest
from numpy.testing import (
assert_allclose,
assert_almost_equal,
assert_array_almost_equal,
assert_array_equal,
)
from scipy import sparse
from sklearn import config_context
from sklearn.base import clone
from sklearn.datasets import load_iris, make_classification
from sklearn.exceptions import ConvergenceWarning
from sklearn.linear_model import SGDClassifier
from sklearn.linear_model._logistic import (
LogisticRegression as LogisticRegressionDefault,
)
from sklearn.linear_model._logistic import (
LogisticRegressionCV as LogisticRegressionCVDefault,
)
from sklearn.linear_model._logistic import (
_log_reg_scoring_path,
_logistic_regression_path,
)
from sklearn.metrics import get_scorer, log_loss
from sklearn.model_selection import (
GridSearchCV,
StratifiedKFold,
cross_val_score,
train_test_split,
)
from sklearn.preprocessing import LabelEncoder, StandardScaler, scale
from sklearn.svm import l1_min_c
from sklearn.utils import _IS_32BIT, compute_class_weight, shuffle
from sklearn.utils._testing import ignore_warnings, skip_if_no_parallel
from sklearn.utils.fixes import COO_CONTAINERS, CSR_CONTAINERS
pytestmark = pytest.mark.filterwarnings(
"error::sklearn.exceptions.ConvergenceWarning:sklearn.*"
)
# Fixing random_state helps prevent ConvergenceWarnings
LogisticRegression = partial(LogisticRegressionDefault, random_state=0)
LogisticRegressionCV = partial(LogisticRegressionCVDefault, random_state=0)
SOLVERS = ("lbfgs", "liblinear", "newton-cg", "newton-cholesky", "sag", "saga")
X = [[-1, 0], [0, 1], [1, 1]]
Y1 = [0, 1, 1]
Y2 = [2, 1, 0]
iris = load_iris()
def check_predictions(clf, X, y):
"""Check that the model is able to fit the classification data"""
n_samples = len(y)
classes = np.unique(y)
n_classes = classes.shape[0]
predicted = clf.fit(X, y).predict(X)
assert_array_equal(clf.classes_, classes)
assert predicted.shape == (n_samples,)
assert_array_equal(predicted, y)
probabilities = clf.predict_proba(X)
assert probabilities.shape == (n_samples, n_classes)
assert_array_almost_equal(probabilities.sum(axis=1), np.ones(n_samples))
assert_array_equal(probabilities.argmax(axis=1), y)
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_predict_2_classes(csr_container):
# Simple sanity check on a 2 classes dataset
# Make sure it predicts the correct result on simple datasets.
check_predictions(LogisticRegression(random_state=0), X, Y1)
check_predictions(LogisticRegression(random_state=0), csr_container(X), Y1)
check_predictions(LogisticRegression(C=100, random_state=0), X, Y1)
check_predictions(LogisticRegression(C=100, random_state=0), csr_container(X), Y1)
check_predictions(LogisticRegression(fit_intercept=False, random_state=0), X, Y1)
check_predictions(
LogisticRegression(fit_intercept=False, random_state=0), csr_container(X), Y1
)
def test_logistic_cv_mock_scorer():
class MockScorer:
def __init__(self):
self.calls = 0
self.scores = [0.1, 0.4, 0.8, 0.5]
def __call__(self, model, X, y, sample_weight=None):
score = self.scores[self.calls % len(self.scores)]
self.calls += 1
return score
mock_scorer = MockScorer()
Cs = [1, 2, 3, 4]
cv = 2
lr = LogisticRegressionCV(Cs=Cs, scoring=mock_scorer, cv=cv)
X, y = make_classification(random_state=0)
lr.fit(X, y)
# Cs[2] has the highest score (0.8) from MockScorer
assert lr.C_[0] == Cs[2]
# scorer called 8 times (cv*len(Cs))
assert mock_scorer.calls == cv * len(Cs)
# reset mock_scorer
mock_scorer.calls = 0
custom_score = lr.score(X, lr.predict(X))
assert custom_score == mock_scorer.scores[0]
assert mock_scorer.calls == 1
@skip_if_no_parallel
def test_lr_liblinear_warning():
n_samples, n_features = iris.data.shape
target = iris.target_names[iris.target]
lr = LogisticRegression(solver="liblinear", n_jobs=2)
warning_message = (
"'n_jobs' > 1 does not have any effect when"
" 'solver' is set to 'liblinear'. Got 'n_jobs'"
" = 2."
)
with pytest.warns(UserWarning, match=warning_message):
lr.fit(iris.data, target)
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_predict_3_classes(csr_container):
check_predictions(LogisticRegression(C=10), X, Y2)
check_predictions(LogisticRegression(C=10), csr_container(X), Y2)
@pytest.mark.parametrize(
"clf",
[
LogisticRegression(C=len(iris.data), solver="liblinear", multi_class="ovr"),
LogisticRegression(C=len(iris.data), solver="lbfgs", multi_class="multinomial"),
LogisticRegression(
C=len(iris.data), solver="newton-cg", multi_class="multinomial"
),
LogisticRegression(
C=len(iris.data), solver="sag", tol=1e-2, multi_class="ovr", random_state=42
),
LogisticRegression(
C=len(iris.data),
solver="saga",
tol=1e-2,
multi_class="ovr",
random_state=42,
),
LogisticRegression(
C=len(iris.data), solver="newton-cholesky", multi_class="ovr"
),
],
)
def test_predict_iris(clf):
"""Test logistic regression with the iris dataset.
Test that both multinomial and OvR solvers handle multiclass data correctly and
give good accuracy score (>0.95) for the training data.
"""
n_samples, n_features = iris.data.shape
target = iris.target_names[iris.target]
if clf.solver == "lbfgs":
# lbfgs has convergence issues on the iris data with its default max_iter=100
with warnings.catch_warnings():
warnings.simplefilter("ignore", ConvergenceWarning)
clf.fit(iris.data, target)
else:
clf.fit(iris.data, target)
assert_array_equal(np.unique(target), clf.classes_)
pred = clf.predict(iris.data)
assert np.mean(pred == target) > 0.95
probabilities = clf.predict_proba(iris.data)
assert_allclose(probabilities.sum(axis=1), np.ones(n_samples))
pred = iris.target_names[probabilities.argmax(axis=1)]
assert np.mean(pred == target) > 0.95
@pytest.mark.parametrize("LR", [LogisticRegression, LogisticRegressionCV])
def test_check_solver_option(LR):
X, y = iris.data, iris.target
# only 'liblinear' and 'newton-cholesky' solver
for solver in ["liblinear", "newton-cholesky"]:
msg = f"Solver {solver} does not support a multinomial backend."
lr = LR(solver=solver, multi_class="multinomial")
with pytest.raises(ValueError, match=msg):
lr.fit(X, y)
# all solvers except 'liblinear' and 'saga'
for solver in ["lbfgs", "newton-cg", "newton-cholesky", "sag"]:
msg = "Solver %s supports only 'l2' or None penalties," % solver
lr = LR(solver=solver, penalty="l1", multi_class="ovr")
with pytest.raises(ValueError, match=msg):
lr.fit(X, y)
for solver in ["lbfgs", "newton-cg", "newton-cholesky", "sag", "saga"]:
msg = "Solver %s supports only dual=False, got dual=True" % solver
lr = LR(solver=solver, dual=True, multi_class="ovr")
with pytest.raises(ValueError, match=msg):
lr.fit(X, y)
# only saga supports elasticnet. We only test for liblinear because the
# error is raised before for the other solvers (solver %s supports only l2
# penalties)
for solver in ["liblinear"]:
msg = f"Only 'saga' solver supports elasticnet penalty, got solver={solver}."
lr = LR(solver=solver, penalty="elasticnet")
with pytest.raises(ValueError, match=msg):
lr.fit(X, y)
# liblinear does not support penalty='none'
# (LogisticRegressionCV does not supports penalty='none' at all)
if LR is LogisticRegression:
msg = "penalty=None is not supported for the liblinear solver"
lr = LR(penalty=None, solver="liblinear")
with pytest.raises(ValueError, match=msg):
lr.fit(X, y)
@pytest.mark.parametrize("LR", [LogisticRegression, LogisticRegressionCV])
def test_elasticnet_l1_ratio_err_helpful(LR):
# Check that an informative error message is raised when penalty="elasticnet"
# but l1_ratio is not specified.
model = LR(penalty="elasticnet", solver="saga")
with pytest.raises(ValueError, match=r".*l1_ratio.*"):
model.fit(np.array([[1, 2], [3, 4]]), np.array([0, 1]))
@pytest.mark.parametrize("solver", ["lbfgs", "newton-cg", "sag", "saga"])
def test_multinomial_binary(solver):
# Test multinomial LR on a binary problem.
target = (iris.target > 0).astype(np.intp)
target = np.array(["setosa", "not-setosa"])[target]
clf = LogisticRegression(
solver=solver, multi_class="multinomial", random_state=42, max_iter=2000
)
clf.fit(iris.data, target)
assert clf.coef_.shape == (1, iris.data.shape[1])
assert clf.intercept_.shape == (1,)
assert_array_equal(clf.predict(iris.data), target)
mlr = LogisticRegression(
solver=solver, multi_class="multinomial", random_state=42, fit_intercept=False
)
mlr.fit(iris.data, target)
pred = clf.classes_[np.argmax(clf.predict_log_proba(iris.data), axis=1)]
assert np.mean(pred == target) > 0.9
def test_multinomial_binary_probabilities(global_random_seed):
# Test multinomial LR gives expected probabilities based on the
# decision function, for a binary problem.
X, y = make_classification(random_state=global_random_seed)
clf = LogisticRegression(
multi_class="multinomial",
solver="saga",
tol=1e-3,
random_state=global_random_seed,
)
clf.fit(X, y)
decision = clf.decision_function(X)
proba = clf.predict_proba(X)
expected_proba_class_1 = np.exp(decision) / (np.exp(decision) + np.exp(-decision))
expected_proba = np.c_[1 - expected_proba_class_1, expected_proba_class_1]
assert_almost_equal(proba, expected_proba)
@pytest.mark.parametrize("coo_container", COO_CONTAINERS)
def test_sparsify(coo_container):
# Test sparsify and densify members.
n_samples, n_features = iris.data.shape
target = iris.target_names[iris.target]
X = scale(iris.data)
clf = LogisticRegression(random_state=0).fit(X, target)
pred_d_d = clf.decision_function(X)
clf.sparsify()
assert sparse.issparse(clf.coef_)
pred_s_d = clf.decision_function(X)
sp_data = coo_container(X)
pred_s_s = clf.decision_function(sp_data)
clf.densify()
pred_d_s = clf.decision_function(sp_data)
assert_array_almost_equal(pred_d_d, pred_s_d)
assert_array_almost_equal(pred_d_d, pred_s_s)
assert_array_almost_equal(pred_d_d, pred_d_s)
def test_inconsistent_input():
# Test that an exception is raised on inconsistent input
rng = np.random.RandomState(0)
X_ = rng.random_sample((5, 10))
y_ = np.ones(X_.shape[0])
y_[0] = 0
clf = LogisticRegression(random_state=0)
# Wrong dimensions for training data
y_wrong = y_[:-1]
with pytest.raises(ValueError):
clf.fit(X, y_wrong)
# Wrong dimensions for test data
with pytest.raises(ValueError):
clf.fit(X_, y_).predict(rng.random_sample((3, 12)))
def test_write_parameters():
# Test that we can write to coef_ and intercept_
clf = LogisticRegression(random_state=0)
clf.fit(X, Y1)
clf.coef_[:] = 0
clf.intercept_[:] = 0
assert_array_almost_equal(clf.decision_function(X), 0)
def test_nan():
# Test proper NaN handling.
# Regression test for Issue #252: fit used to go into an infinite loop.
Xnan = np.array(X, dtype=np.float64)
Xnan[0, 1] = np.nan
logistic = LogisticRegression(random_state=0)
with pytest.raises(ValueError):
logistic.fit(Xnan, Y1)
def test_consistency_path():
# Test that the path algorithm is consistent
rng = np.random.RandomState(0)
X = np.concatenate((rng.randn(100, 2) + [1, 1], rng.randn(100, 2)))
y = [1] * 100 + [-1] * 100
Cs = np.logspace(0, 4, 10)
f = ignore_warnings
# can't test with fit_intercept=True since LIBLINEAR
# penalizes the intercept
for solver in ["sag", "saga"]:
coefs, Cs, _ = f(_logistic_regression_path)(
X,
y,
Cs=Cs,
fit_intercept=False,
tol=1e-5,
solver=solver,
max_iter=1000,
multi_class="ovr",
random_state=0,
)
for i, C in enumerate(Cs):
lr = LogisticRegression(
C=C,
fit_intercept=False,
tol=1e-5,
solver=solver,
multi_class="ovr",
random_state=0,
max_iter=1000,
)
lr.fit(X, y)
lr_coef = lr.coef_.ravel()
assert_array_almost_equal(
lr_coef, coefs[i], decimal=4, err_msg="with solver = %s" % solver
)
# test for fit_intercept=True
for solver in ("lbfgs", "newton-cg", "newton-cholesky", "liblinear", "sag", "saga"):
Cs = [1e3]
coefs, Cs, _ = f(_logistic_regression_path)(
X,
y,
Cs=Cs,
tol=1e-6,
solver=solver,
intercept_scaling=10000.0,
random_state=0,
multi_class="ovr",
)
lr = LogisticRegression(
C=Cs[0],
tol=1e-6,
intercept_scaling=10000.0,
random_state=0,
multi_class="ovr",
solver=solver,
)
lr.fit(X, y)
lr_coef = np.concatenate([lr.coef_.ravel(), lr.intercept_])
assert_array_almost_equal(
lr_coef, coefs[0], decimal=4, err_msg="with solver = %s" % solver
)
def test_logistic_regression_path_convergence_fail():
rng = np.random.RandomState(0)
X = np.concatenate((rng.randn(100, 2) + [1, 1], rng.randn(100, 2)))
y = [1] * 100 + [-1] * 100
Cs = [1e3]
# Check that the convergence message points to both a model agnostic
# advice (scaling the data) and to the logistic regression specific
# documentation that includes hints on the solver configuration.
with pytest.warns(ConvergenceWarning) as record:
_logistic_regression_path(
X, y, Cs=Cs, tol=0.0, max_iter=1, random_state=0, verbose=0
)
assert len(record) == 1
warn_msg = record[0].message.args[0]
assert "lbfgs failed to converge" in warn_msg
assert "Increase the number of iterations" in warn_msg
assert "scale the data" in warn_msg
assert "linear_model.html#logistic-regression" in warn_msg
def test_liblinear_dual_random_state():
# random_state is relevant for liblinear solver only if dual=True
X, y = make_classification(n_samples=20, random_state=0)
lr1 = LogisticRegression(
random_state=0,
dual=True,
tol=1e-3,
solver="liblinear",
multi_class="ovr",
)
lr1.fit(X, y)
lr2 = LogisticRegression(
random_state=0,
dual=True,
tol=1e-3,
solver="liblinear",
multi_class="ovr",
)
lr2.fit(X, y)
lr3 = LogisticRegression(
random_state=8,
dual=True,
tol=1e-3,
solver="liblinear",
multi_class="ovr",
)
lr3.fit(X, y)
# same result for same random state
assert_array_almost_equal(lr1.coef_, lr2.coef_)
# different results for different random states
msg = "Arrays are not almost equal to 6 decimals"
with pytest.raises(AssertionError, match=msg):
assert_array_almost_equal(lr1.coef_, lr3.coef_)
def test_logistic_cv():
# test for LogisticRegressionCV object
n_samples, n_features = 50, 5
rng = np.random.RandomState(0)
X_ref = rng.randn(n_samples, n_features)
y = np.sign(X_ref.dot(5 * rng.randn(n_features)))
X_ref -= X_ref.mean()
X_ref /= X_ref.std()
lr_cv = LogisticRegressionCV(
Cs=[1.0], fit_intercept=False, solver="liblinear", multi_class="ovr", cv=3
)
lr_cv.fit(X_ref, y)
lr = LogisticRegression(
C=1.0, fit_intercept=False, solver="liblinear", multi_class="ovr"
)
lr.fit(X_ref, y)
assert_array_almost_equal(lr.coef_, lr_cv.coef_)
assert_array_equal(lr_cv.coef_.shape, (1, n_features))
assert_array_equal(lr_cv.classes_, [-1, 1])
assert len(lr_cv.classes_) == 2
coefs_paths = np.asarray(list(lr_cv.coefs_paths_.values()))
assert_array_equal(coefs_paths.shape, (1, 3, 1, n_features))
assert_array_equal(lr_cv.Cs_.shape, (1,))
scores = np.asarray(list(lr_cv.scores_.values()))
assert_array_equal(scores.shape, (1, 3, 1))
@pytest.mark.parametrize(
"scoring, multiclass_agg_list",
[
("accuracy", [""]),
("precision", ["_macro", "_weighted"]),
# no need to test for micro averaging because it
# is the same as accuracy for f1, precision,
# and recall (see https://github.com/
# scikit-learn/scikit-learn/pull/
# 11578#discussion_r203250062)
("f1", ["_macro", "_weighted"]),
("neg_log_loss", [""]),
("recall", ["_macro", "_weighted"]),
],
)
def test_logistic_cv_multinomial_score(scoring, multiclass_agg_list):
# test that LogisticRegressionCV uses the right score to compute its
# cross-validation scores when using a multinomial scoring
# see https://github.com/scikit-learn/scikit-learn/issues/8720
X, y = make_classification(
n_samples=100, random_state=0, n_classes=3, n_informative=6
)
train, test = np.arange(80), np.arange(80, 100)
lr = LogisticRegression(C=1.0, multi_class="multinomial")
# we use lbfgs to support multinomial
params = lr.get_params()
# we store the params to set them further in _log_reg_scoring_path
for key in ["C", "n_jobs", "warm_start"]:
del params[key]
lr.fit(X[train], y[train])
for averaging in multiclass_agg_list:
scorer = get_scorer(scoring + averaging)
assert_array_almost_equal(
_log_reg_scoring_path(
X,
y,
train,
test,
Cs=[1.0],
scoring=scorer,
pos_class=None,
max_squared_sum=None,
sample_weight=None,
score_params=None,
**params,
)[2][0],
scorer(lr, X[test], y[test]),
)
def test_multinomial_logistic_regression_string_inputs():
# Test with string labels for LogisticRegression(CV)
n_samples, n_features, n_classes = 50, 5, 3
X_ref, y = make_classification(
n_samples=n_samples,
n_features=n_features,
n_classes=n_classes,
n_informative=3,
random_state=0,
)
y_str = LabelEncoder().fit(["bar", "baz", "foo"]).inverse_transform(y)
# For numerical labels, let y values be taken from set (-1, 0, 1)
y = np.array(y) - 1
# Test for string labels
lr = LogisticRegression(multi_class="multinomial")
lr_cv = LogisticRegressionCV(multi_class="multinomial", Cs=3)
lr_str = LogisticRegression(multi_class="multinomial")
lr_cv_str = LogisticRegressionCV(multi_class="multinomial", Cs=3)
lr.fit(X_ref, y)
lr_cv.fit(X_ref, y)
lr_str.fit(X_ref, y_str)
lr_cv_str.fit(X_ref, y_str)
assert_array_almost_equal(lr.coef_, lr_str.coef_)
assert sorted(lr_str.classes_) == ["bar", "baz", "foo"]
assert_array_almost_equal(lr_cv.coef_, lr_cv_str.coef_)
assert sorted(lr_str.classes_) == ["bar", "baz", "foo"]
assert sorted(lr_cv_str.classes_) == ["bar", "baz", "foo"]
# The predictions should be in original labels
assert sorted(np.unique(lr_str.predict(X_ref))) == ["bar", "baz", "foo"]
assert sorted(np.unique(lr_cv_str.predict(X_ref))) == ["bar", "baz", "foo"]
# Make sure class weights can be given with string labels
lr_cv_str = LogisticRegression(
class_weight={"bar": 1, "baz": 2, "foo": 0}, multi_class="multinomial"
).fit(X_ref, y_str)
assert sorted(np.unique(lr_cv_str.predict(X_ref))) == ["bar", "baz"]
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_logistic_cv_sparse(csr_container):
X, y = make_classification(n_samples=50, n_features=5, random_state=0)
X[X < 1.0] = 0.0
csr = csr_container(X)
clf = LogisticRegressionCV()
clf.fit(X, y)
clfs = LogisticRegressionCV()
clfs.fit(csr, y)
assert_array_almost_equal(clfs.coef_, clf.coef_)
assert_array_almost_equal(clfs.intercept_, clf.intercept_)
assert clfs.C_ == clf.C_
def test_ovr_multinomial_iris():
# Test that OvR and multinomial are correct using the iris dataset.
train, target = iris.data, iris.target
n_samples, n_features = train.shape
# The cv indices from stratified kfold (where stratification is done based
# on the fine-grained iris classes, i.e, before the classes 0 and 1 are
# conflated) is used for both clf and clf1
n_cv = 2
cv = StratifiedKFold(n_cv)
precomputed_folds = list(cv.split(train, target))
# Train clf on the original dataset where classes 0 and 1 are separated
clf = LogisticRegressionCV(cv=precomputed_folds, multi_class="ovr")
clf.fit(train, target)
# Conflate classes 0 and 1 and train clf1 on this modified dataset
clf1 = LogisticRegressionCV(cv=precomputed_folds, multi_class="ovr")
target_copy = target.copy()
target_copy[target_copy == 0] = 1
clf1.fit(train, target_copy)
# Ensure that what OvR learns for class2 is same regardless of whether
# classes 0 and 1 are separated or not
assert_allclose(clf.scores_[2], clf1.scores_[2])
assert_allclose(clf.intercept_[2:], clf1.intercept_)
assert_allclose(clf.coef_[2][np.newaxis, :], clf1.coef_)
# Test the shape of various attributes.
assert clf.coef_.shape == (3, n_features)
assert_array_equal(clf.classes_, [0, 1, 2])
coefs_paths = np.asarray(list(clf.coefs_paths_.values()))
assert coefs_paths.shape == (3, n_cv, 10, n_features + 1)
assert clf.Cs_.shape == (10,)
scores = np.asarray(list(clf.scores_.values()))
assert scores.shape == (3, n_cv, 10)
# Test that for the iris data multinomial gives a better accuracy than OvR
for solver in ["lbfgs", "newton-cg", "sag", "saga"]:
max_iter = 500 if solver in ["sag", "saga"] else 30
clf_multi = LogisticRegressionCV(
solver=solver,
multi_class="multinomial",
max_iter=max_iter,
random_state=42,
tol=1e-3 if solver in ["sag", "saga"] else 1e-2,
cv=2,
)
if solver == "lbfgs":
# lbfgs requires scaling to avoid convergence warnings
train = scale(train)
clf_multi.fit(train, target)
multi_score = clf_multi.score(train, target)
ovr_score = clf.score(train, target)
assert multi_score > ovr_score
# Test attributes of LogisticRegressionCV
assert clf.coef_.shape == clf_multi.coef_.shape
assert_array_equal(clf_multi.classes_, [0, 1, 2])
coefs_paths = np.asarray(list(clf_multi.coefs_paths_.values()))
assert coefs_paths.shape == (3, n_cv, 10, n_features + 1)
assert clf_multi.Cs_.shape == (10,)
scores = np.asarray(list(clf_multi.scores_.values()))
assert scores.shape == (3, n_cv, 10)
def test_logistic_regression_solvers():
"""Test solvers converge to the same result."""
X, y = make_classification(n_features=10, n_informative=5, random_state=0)
params = dict(fit_intercept=False, random_state=42, multi_class="ovr")
regressors = {
solver: LogisticRegression(solver=solver, **params).fit(X, y)
for solver in SOLVERS
}
for solver_1, solver_2 in itertools.combinations(regressors, r=2):
assert_array_almost_equal(
regressors[solver_1].coef_, regressors[solver_2].coef_, decimal=3
)
def test_logistic_regression_solvers_multiclass():
"""Test solvers converge to the same result for multiclass problems."""
X, y = make_classification(
n_samples=20, n_features=20, n_informative=10, n_classes=3, random_state=0
)
tol = 1e-7
params = dict(fit_intercept=False, tol=tol, random_state=42, multi_class="ovr")
# Override max iteration count for specific solvers to allow for
# proper convergence.
solver_max_iter = {"sag": 1000, "saga": 10000}
regressors = {
solver: LogisticRegression(
solver=solver, max_iter=solver_max_iter.get(solver, 100), **params
).fit(X, y)
for solver in SOLVERS
}
for solver_1, solver_2 in itertools.combinations(regressors, r=2):
assert_allclose(
regressors[solver_1].coef_,
regressors[solver_2].coef_,
rtol=5e-3 if solver_2 == "saga" else 1e-3,
err_msg=f"{solver_1} vs {solver_2}",
)
@pytest.mark.parametrize("weight", [{0: 0.1, 1: 0.2}, {0: 0.1, 1: 0.2, 2: 0.5}])
@pytest.mark.parametrize("class_weight", ["weight", "balanced"])
def test_logistic_regressioncv_class_weights(weight, class_weight, global_random_seed):
"""Test class_weight for LogisticRegressionCV."""
n_classes = len(weight)
if class_weight == "weight":
class_weight = weight
X, y = make_classification(
n_samples=30,
n_features=3,
n_repeated=0,
n_informative=3,
n_redundant=0,
n_classes=n_classes,
random_state=global_random_seed,
)
params = dict(
Cs=1,
fit_intercept=False,
multi_class="ovr",
class_weight=class_weight,
tol=1e-8,
)
clf_lbfgs = LogisticRegressionCV(solver="lbfgs", **params)
# XXX: lbfgs' line search can fail and cause a ConvergenceWarning for some
# 10% of the random seeds, but only on specific platforms (in particular
# when using Atlas BLAS/LAPACK implementation). Doubling the maxls internal
# parameter of the solver does not help. However this lack of proper
# convergence does not seem to prevent the assertion to pass, so we ignore
# the warning for now.
# See: https://github.com/scikit-learn/scikit-learn/pull/27649
with ignore_warnings(category=ConvergenceWarning):
clf_lbfgs.fit(X, y)
for solver in set(SOLVERS) - set(["lbfgs"]):
clf = LogisticRegressionCV(solver=solver, **params)
if solver in ("sag", "saga"):
clf.set_params(
tol=1e-18, max_iter=10000, random_state=global_random_seed + 1
)
clf.fit(X, y)
assert_allclose(
clf.coef_, clf_lbfgs.coef_, rtol=1e-3, err_msg=f"{solver} vs lbfgs"
)
def test_logistic_regression_sample_weights():
X, y = make_classification(
n_samples=20, n_features=5, n_informative=3, n_classes=2, random_state=0
)
sample_weight = y + 1
for LR in [LogisticRegression, LogisticRegressionCV]:
kw = {"random_state": 42, "fit_intercept": False, "multi_class": "ovr"}
if LR is LogisticRegressionCV:
kw.update({"Cs": 3, "cv": 3})
# Test that passing sample_weight as ones is the same as
# not passing them at all (default None)
for solver in ["lbfgs", "liblinear"]:
clf_sw_none = LR(solver=solver, **kw)
clf_sw_ones = LR(solver=solver, **kw)
clf_sw_none.fit(X, y)
clf_sw_ones.fit(X, y, sample_weight=np.ones(y.shape[0]))
assert_allclose(clf_sw_none.coef_, clf_sw_ones.coef_, rtol=1e-4)
# Test that sample weights work the same with the lbfgs,
# newton-cg, newton-cholesky and 'sag' solvers
clf_sw_lbfgs = LR(**kw, tol=1e-5)
clf_sw_lbfgs.fit(X, y, sample_weight=sample_weight)
for solver in set(SOLVERS) - set(("lbfgs", "saga")):
clf_sw = LR(solver=solver, tol=1e-10 if solver == "sag" else 1e-5, **kw)
# ignore convergence warning due to small dataset with sag
with ignore_warnings():
clf_sw.fit(X, y, sample_weight=sample_weight)
assert_allclose(clf_sw_lbfgs.coef_, clf_sw.coef_, rtol=1e-4)
# Test that passing class_weight as [1,2] is the same as
# passing class weight = [1,1] but adjusting sample weights
# to be 2 for all instances of class 2
for solver in ["lbfgs", "liblinear"]:
clf_cw_12 = LR(solver=solver, class_weight={0: 1, 1: 2}, **kw)
clf_cw_12.fit(X, y)
clf_sw_12 = LR(solver=solver, **kw)
clf_sw_12.fit(X, y, sample_weight=sample_weight)
assert_allclose(clf_cw_12.coef_, clf_sw_12.coef_, rtol=1e-4)
# Test the above for l1 penalty and l2 penalty with dual=True.
# since the patched liblinear code is different.
clf_cw = LogisticRegression(
solver="liblinear",
fit_intercept=False,
class_weight={0: 1, 1: 2},
penalty="l1",
tol=1e-5,
random_state=42,
multi_class="ovr",
)
clf_cw.fit(X, y)
clf_sw = LogisticRegression(
solver="liblinear",
fit_intercept=False,
penalty="l1",
tol=1e-5,
random_state=42,
multi_class="ovr",
)
clf_sw.fit(X, y, sample_weight)
assert_array_almost_equal(clf_cw.coef_, clf_sw.coef_, decimal=4)
clf_cw = LogisticRegression(
solver="liblinear",
fit_intercept=False,
class_weight={0: 1, 1: 2},
penalty="l2",
dual=True,
random_state=42,
multi_class="ovr",
)
clf_cw.fit(X, y)
clf_sw = LogisticRegression(
solver="liblinear",
fit_intercept=False,
penalty="l2",
dual=True,
random_state=42,
multi_class="ovr",
)
clf_sw.fit(X, y, sample_weight)
assert_array_almost_equal(clf_cw.coef_, clf_sw.coef_, decimal=4)
def _compute_class_weight_dictionary(y):
# helper for returning a dictionary instead of an array
classes = np.unique(y)
class_weight = compute_class_weight("balanced", classes=classes, y=y)
class_weight_dict = dict(zip(classes, class_weight))
return class_weight_dict
def test_logistic_regression_class_weights():
# Scale data to avoid convergence warnings with the lbfgs solver
X_iris = scale(iris.data)
# Multinomial case: remove 90% of class 0
X = X_iris[45:, :]
y = iris.target[45:]
solvers = ("lbfgs", "newton-cg")
class_weight_dict = _compute_class_weight_dictionary(y)
for solver in solvers:
clf1 = LogisticRegression(
solver=solver, multi_class="multinomial", class_weight="balanced"
)
clf2 = LogisticRegression(
solver=solver, multi_class="multinomial", class_weight=class_weight_dict
)
clf1.fit(X, y)
clf2.fit(X, y)
assert_array_almost_equal(clf1.coef_, clf2.coef_, decimal=4)
# Binary case: remove 90% of class 0 and 100% of class 2
X = X_iris[45:100, :]
y = iris.target[45:100]
class_weight_dict = _compute_class_weight_dictionary(y)
for solver in set(SOLVERS) - set(("sag", "saga")):
clf1 = LogisticRegression(
solver=solver, multi_class="ovr", class_weight="balanced"
)
clf2 = LogisticRegression(
solver=solver, multi_class="ovr", class_weight=class_weight_dict
)
clf1.fit(X, y)
clf2.fit(X, y)
assert_array_almost_equal(clf1.coef_, clf2.coef_, decimal=6)
def test_logistic_regression_multinomial():
# Tests for the multinomial option in logistic regression
# Some basic attributes of Logistic Regression
n_samples, n_features, n_classes = 50, 20, 3
X, y = make_classification(
n_samples=n_samples,
n_features=n_features,
n_informative=10,
n_classes=n_classes,
random_state=0,
)
X = StandardScaler(with_mean=False).fit_transform(X)
# 'lbfgs' is used as a referenced
solver = "lbfgs"
ref_i = LogisticRegression(solver=solver, multi_class="multinomial", tol=1e-6)
ref_w = LogisticRegression(
solver=solver, multi_class="multinomial", fit_intercept=False, tol=1e-6
)
ref_i.fit(X, y)
ref_w.fit(X, y)
assert ref_i.coef_.shape == (n_classes, n_features)
assert ref_w.coef_.shape == (n_classes, n_features)
for solver in ["sag", "saga", "newton-cg"]:
clf_i = LogisticRegression(
solver=solver,
multi_class="multinomial",
random_state=42,
max_iter=2000,
tol=1e-7,
)
clf_w = LogisticRegression(
solver=solver,
multi_class="multinomial",
random_state=42,
max_iter=2000,
tol=1e-7,
fit_intercept=False,
)
clf_i.fit(X, y)
clf_w.fit(X, y)
assert clf_i.coef_.shape == (n_classes, n_features)
assert clf_w.coef_.shape == (n_classes, n_features)
# Compare solutions between lbfgs and the other solvers
assert_allclose(ref_i.coef_, clf_i.coef_, rtol=1e-3)
assert_allclose(ref_w.coef_, clf_w.coef_, rtol=1e-2)
assert_allclose(ref_i.intercept_, clf_i.intercept_, rtol=1e-3)
# Test that the path give almost the same results. However since in this
# case we take the average of the coefs after fitting across all the
# folds, it need not be exactly the same.
for solver in ["lbfgs", "newton-cg", "sag", "saga"]:
clf_path = LogisticRegressionCV(
solver=solver, max_iter=2000, tol=1e-6, multi_class="multinomial", Cs=[1.0]
)
clf_path.fit(X, y)
assert_allclose(clf_path.coef_, ref_i.coef_, rtol=1e-2)
assert_allclose(clf_path.intercept_, ref_i.intercept_, rtol=1e-2)
def test_liblinear_decision_function_zero():
# Test negative prediction when decision_function values are zero.
# Liblinear predicts the positive class when decision_function values
# are zero. This is a test to verify that we do not do the same.
# See Issue: https://github.com/scikit-learn/scikit-learn/issues/3600
# and the PR https://github.com/scikit-learn/scikit-learn/pull/3623
X, y = make_classification(n_samples=5, n_features=5, random_state=0)
clf = LogisticRegression(fit_intercept=False, solver="liblinear", multi_class="ovr")
clf.fit(X, y)
# Dummy data such that the decision function becomes zero.
X = np.zeros((5, 5))
assert_array_equal(clf.predict(X), np.zeros(5))
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_liblinear_logregcv_sparse(csr_container):
# Test LogRegCV with solver='liblinear' works for sparse matrices
X, y = make_classification(n_samples=10, n_features=5, random_state=0)
clf = LogisticRegressionCV(solver="liblinear", multi_class="ovr")
clf.fit(csr_container(X), y)
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_saga_sparse(csr_container):
# Test LogRegCV with solver='liblinear' works for sparse matrices
X, y = make_classification(n_samples=10, n_features=5, random_state=0)
clf = LogisticRegressionCV(solver="saga", tol=1e-2)
clf.fit(csr_container(X), y)
def test_logreg_intercept_scaling_zero():
# Test that intercept_scaling is ignored when fit_intercept is False
clf = LogisticRegression(fit_intercept=False)
clf.fit(X, Y1)
assert clf.intercept_ == 0.0
def test_logreg_l1():
# Because liblinear penalizes the intercept and saga does not, we do not
# fit the intercept to make it possible to compare the coefficients of
# the two models at convergence.
rng = np.random.RandomState(42)
n_samples = 50
X, y = make_classification(n_samples=n_samples, n_features=20, random_state=0)
X_noise = rng.normal(size=(n_samples, 3))
X_constant = np.ones(shape=(n_samples, 2))
X = np.concatenate((X, X_noise, X_constant), axis=1)
lr_liblinear = LogisticRegression(
penalty="l1",
C=1.0,
solver="liblinear",
fit_intercept=False,
multi_class="ovr",
tol=1e-10,
)
lr_liblinear.fit(X, y)
lr_saga = LogisticRegression(
penalty="l1",
C=1.0,
solver="saga",
fit_intercept=False,
multi_class="ovr",
max_iter=1000,
tol=1e-10,
)
lr_saga.fit(X, y)
assert_array_almost_equal(lr_saga.coef_, lr_liblinear.coef_)
# Noise and constant features should be regularized to zero by the l1
# penalty
assert_array_almost_equal(lr_liblinear.coef_[0, -5:], np.zeros(5))
assert_array_almost_equal(lr_saga.coef_[0, -5:], np.zeros(5))
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_logreg_l1_sparse_data(csr_container):
# Because liblinear penalizes the intercept and saga does not, we do not
# fit the intercept to make it possible to compare the coefficients of
# the two models at convergence.
rng = np.random.RandomState(42)
n_samples = 50
X, y = make_classification(n_samples=n_samples, n_features=20, random_state=0)
X_noise = rng.normal(scale=0.1, size=(n_samples, 3))
X_constant = np.zeros(shape=(n_samples, 2))
X = np.concatenate((X, X_noise, X_constant), axis=1)
X[X < 1] = 0
X = csr_container(X)
lr_liblinear = LogisticRegression(
penalty="l1",
C=1.0,
solver="liblinear",
fit_intercept=False,
multi_class="ovr",
tol=1e-10,
)
lr_liblinear.fit(X, y)
lr_saga = LogisticRegression(
penalty="l1",
C=1.0,
solver="saga",
fit_intercept=False,
multi_class="ovr",
max_iter=1000,
tol=1e-10,
)
lr_saga.fit(X, y)
assert_array_almost_equal(lr_saga.coef_, lr_liblinear.coef_)
# Noise and constant features should be regularized to zero by the l1
# penalty
assert_array_almost_equal(lr_liblinear.coef_[0, -5:], np.zeros(5))
assert_array_almost_equal(lr_saga.coef_[0, -5:], np.zeros(5))
# Check that solving on the sparse and dense data yield the same results
lr_saga_dense = LogisticRegression(
penalty="l1",
C=1.0,
solver="saga",
fit_intercept=False,
multi_class="ovr",
max_iter=1000,
tol=1e-10,
)
lr_saga_dense.fit(X.toarray(), y)
assert_array_almost_equal(lr_saga.coef_, lr_saga_dense.coef_)
@pytest.mark.parametrize("random_seed", [42])
@pytest.mark.parametrize("penalty", ["l1", "l2"])
def test_logistic_regression_cv_refit(random_seed, penalty):
# Test that when refit=True, logistic regression cv with the saga solver
# converges to the same solution as logistic regression with a fixed
# regularization parameter.
# Internally the LogisticRegressionCV model uses a warm start to refit on
# the full data model with the optimal C found by CV. As the penalized
# logistic regression loss is convex, we should still recover exactly
# the same solution as long as the stopping criterion is strict enough (and
# that there are no exactly duplicated features when penalty='l1').
X, y = make_classification(n_samples=100, n_features=20, random_state=random_seed)
common_params = dict(
solver="saga",
penalty=penalty,
random_state=random_seed,
max_iter=1000,
tol=1e-12,
)
lr_cv = LogisticRegressionCV(Cs=[1.0], refit=True, **common_params)
lr_cv.fit(X, y)
lr = LogisticRegression(C=1.0, **common_params)
lr.fit(X, y)
assert_array_almost_equal(lr_cv.coef_, lr.coef_)
def test_logreg_predict_proba_multinomial():
X, y = make_classification(
n_samples=10, n_features=20, random_state=0, n_classes=3, n_informative=10
)
# Predicted probabilities using the true-entropy loss should give a
# smaller loss than those using the ovr method.
clf_multi = LogisticRegression(multi_class="multinomial", solver="lbfgs")
clf_multi.fit(X, y)
clf_multi_loss = log_loss(y, clf_multi.predict_proba(X))
clf_ovr = LogisticRegression(multi_class="ovr", solver="lbfgs")
clf_ovr.fit(X, y)
clf_ovr_loss = log_loss(y, clf_ovr.predict_proba(X))
assert clf_ovr_loss > clf_multi_loss
# Predicted probabilities using the soft-max function should give a
# smaller loss than those using the logistic function.
clf_multi_loss = log_loss(y, clf_multi.predict_proba(X))
clf_wrong_loss = log_loss(y, clf_multi._predict_proba_lr(X))
assert clf_wrong_loss > clf_multi_loss
@pytest.mark.parametrize("max_iter", np.arange(1, 5))
@pytest.mark.parametrize("multi_class", ["ovr", "multinomial"])
@pytest.mark.parametrize(
"solver, message",
[
(
"newton-cg",
"newton-cg failed to converge. Increase the number of iterations.",
),
(
"liblinear",
"Liblinear failed to converge, increase the number of iterations.",
),
("sag", "The max_iter was reached which means the coef_ did not converge"),
("saga", "The max_iter was reached which means the coef_ did not converge"),
("lbfgs", "lbfgs failed to converge"),
("newton-cholesky", "Newton solver did not converge after [0-9]* iterations"),
],
)
def test_max_iter(max_iter, multi_class, solver, message):
# Test that the maximum number of iteration is reached
X, y_bin = iris.data, iris.target.copy()
y_bin[y_bin == 2] = 0
if solver in ("liblinear", "newton-cholesky") and multi_class == "multinomial":
pytest.skip("'multinomial' is not supported by liblinear and newton-cholesky")
if solver == "newton-cholesky" and max_iter > 1:
pytest.skip("solver newton-cholesky might converge very fast")
lr = LogisticRegression(
max_iter=max_iter,
tol=1e-15,
multi_class=multi_class,
random_state=0,
solver=solver,
)
with pytest.warns(ConvergenceWarning, match=message):
lr.fit(X, y_bin)
assert lr.n_iter_[0] == max_iter
@pytest.mark.parametrize("solver", SOLVERS)
def test_n_iter(solver):
# Test that self.n_iter_ has the correct format.
X, y = iris.data, iris.target
if solver == "lbfgs":
# lbfgs requires scaling to avoid convergence warnings
X = scale(X)
n_classes = np.unique(y).shape[0]
assert n_classes == 3
# Also generate a binary classification sub-problem.
y_bin = y.copy()
y_bin[y_bin == 2] = 0
n_Cs = 4
n_cv_fold = 2
# Binary classification case
clf = LogisticRegression(tol=1e-2, C=1.0, solver=solver, random_state=42)
clf.fit(X, y_bin)
assert clf.n_iter_.shape == (1,)
clf_cv = LogisticRegressionCV(
tol=1e-2, solver=solver, Cs=n_Cs, cv=n_cv_fold, random_state=42
)
clf_cv.fit(X, y_bin)
assert clf_cv.n_iter_.shape == (1, n_cv_fold, n_Cs)
# OvR case
clf.set_params(multi_class="ovr").fit(X, y)
assert clf.n_iter_.shape == (n_classes,)
clf_cv.set_params(multi_class="ovr").fit(X, y)
assert clf_cv.n_iter_.shape == (n_classes, n_cv_fold, n_Cs)
# multinomial case
if solver in ("liblinear", "newton-cholesky"):
# This solver only supports one-vs-rest multiclass classification.
return
# When using the multinomial objective function, there is a single
# optimization problem to solve for all classes at once:
clf.set_params(multi_class="multinomial").fit(X, y)
assert clf.n_iter_.shape == (1,)
clf_cv.set_params(multi_class="multinomial").fit(X, y)
assert clf_cv.n_iter_.shape == (1, n_cv_fold, n_Cs)
@pytest.mark.parametrize("solver", sorted(set(SOLVERS) - set(["liblinear"])))
@pytest.mark.parametrize("warm_start", (True, False))
@pytest.mark.parametrize("fit_intercept", (True, False))
@pytest.mark.parametrize("multi_class", ["ovr", "multinomial"])
def test_warm_start(solver, warm_start, fit_intercept, multi_class):
# A 1-iteration second fit on same data should give almost same result
# with warm starting, and quite different result without warm starting.
# Warm starting does not work with liblinear solver.
X, y = iris.data, iris.target
if solver == "newton-cholesky" and multi_class == "multinomial":
# solver does only support OvR
return
clf = LogisticRegression(
tol=1e-4,
multi_class=multi_class,
warm_start=warm_start,
solver=solver,
random_state=42,
fit_intercept=fit_intercept,
)
with ignore_warnings(category=ConvergenceWarning):
clf.fit(X, y)
coef_1 = clf.coef_
clf.max_iter = 1
clf.fit(X, y)
cum_diff = np.sum(np.abs(coef_1 - clf.coef_))
msg = (
"Warm starting issue with %s solver in %s mode "
"with fit_intercept=%s and warm_start=%s"
% (solver, multi_class, str(fit_intercept), str(warm_start))
)
if warm_start:
assert 2.0 > cum_diff, msg
else:
assert cum_diff > 2.0, msg
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_saga_vs_liblinear(csr_container):
iris = load_iris()
X, y = iris.data, iris.target
X = np.concatenate([X] * 3)
y = np.concatenate([y] * 3)
X_bin = X[y <= 1]
y_bin = y[y <= 1] * 2 - 1
X_sparse, y_sparse = make_classification(
n_samples=50, n_features=20, random_state=0
)
X_sparse = csr_container(X_sparse)
for X, y in ((X_bin, y_bin), (X_sparse, y_sparse)):
for penalty in ["l1", "l2"]:
n_samples = X.shape[0]
# alpha=1e-3 is time consuming
for alpha in np.logspace(-1, 1, 3):
saga = LogisticRegression(
C=1.0 / (n_samples * alpha),
solver="saga",
multi_class="ovr",
max_iter=200,
fit_intercept=False,
penalty=penalty,
random_state=0,
tol=1e-6,
)
liblinear = LogisticRegression(
C=1.0 / (n_samples * alpha),
solver="liblinear",
multi_class="ovr",
max_iter=200,
fit_intercept=False,
penalty=penalty,
random_state=0,
tol=1e-6,
)
saga.fit(X, y)
liblinear.fit(X, y)
# Convergence for alpha=1e-3 is very slow
assert_array_almost_equal(saga.coef_, liblinear.coef_, 3)
@pytest.mark.parametrize("multi_class", ["ovr", "multinomial"])
@pytest.mark.parametrize(
"solver", ["liblinear", "newton-cg", "newton-cholesky", "saga"]
)
@pytest.mark.parametrize("fit_intercept", [False, True])
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_dtype_match(solver, multi_class, fit_intercept, csr_container):
# Test that np.float32 input data is not cast to np.float64 when possible
# and that the output is approximately the same no matter the input format.
if solver in ("liblinear", "newton-cholesky") and multi_class == "multinomial":
pytest.skip(f"Solver={solver} does not support multinomial logistic.")
out32_type = np.float64 if solver == "liblinear" else np.float32
X_32 = np.array(X).astype(np.float32)
y_32 = np.array(Y1).astype(np.float32)
X_64 = np.array(X).astype(np.float64)
y_64 = np.array(Y1).astype(np.float64)
X_sparse_32 = csr_container(X, dtype=np.float32)
X_sparse_64 = csr_container(X, dtype=np.float64)
solver_tol = 5e-4
lr_templ = LogisticRegression(
solver=solver,
multi_class=multi_class,
random_state=42,
tol=solver_tol,
fit_intercept=fit_intercept,
)
# Check 32-bit type consistency
lr_32 = clone(lr_templ)
lr_32.fit(X_32, y_32)
assert lr_32.coef_.dtype == out32_type
# Check 32-bit type consistency with sparsity
lr_32_sparse = clone(lr_templ)
lr_32_sparse.fit(X_sparse_32, y_32)
assert lr_32_sparse.coef_.dtype == out32_type
# Check 64-bit type consistency
lr_64 = clone(lr_templ)
lr_64.fit(X_64, y_64)
assert lr_64.coef_.dtype == np.float64
# Check 64-bit type consistency with sparsity
lr_64_sparse = clone(lr_templ)
lr_64_sparse.fit(X_sparse_64, y_64)
assert lr_64_sparse.coef_.dtype == np.float64
# solver_tol bounds the norm of the loss gradient
# dw ~= inv(H)*grad ==> |dw| ~= |inv(H)| * solver_tol, where H - hessian
#
# See https://github.com/scikit-learn/scikit-learn/pull/13645
#
# with Z = np.hstack((np.ones((3,1)), np.array(X)))
# In [8]: np.linalg.norm(np.diag([0,2,2]) + np.linalg.inv((Z.T @ Z)/4))
# Out[8]: 1.7193336918135917
# factor of 2 to get the ball diameter
atol = 2 * 1.72 * solver_tol
if os.name == "nt" and _IS_32BIT:
# FIXME
atol = 1e-2
# Check accuracy consistency
assert_allclose(lr_32.coef_, lr_64.coef_.astype(np.float32), atol=atol)
if solver == "saga" and fit_intercept:
# FIXME: SAGA on sparse data fits the intercept inaccurately with the
# default tol and max_iter parameters.
atol = 1e-1
assert_allclose(lr_32.coef_, lr_32_sparse.coef_, atol=atol)
assert_allclose(lr_64.coef_, lr_64_sparse.coef_, atol=atol)
def test_warm_start_converge_LR():
# Test to see that the logistic regression converges on warm start,
# with multi_class='multinomial'. Non-regressive test for #10836
rng = np.random.RandomState(0)
X = np.concatenate((rng.randn(100, 2) + [1, 1], rng.randn(100, 2)))
y = np.array([1] * 100 + [-1] * 100)
lr_no_ws = LogisticRegression(
multi_class="multinomial", solver="sag", warm_start=False, random_state=0
)
lr_ws = LogisticRegression(
multi_class="multinomial", solver="sag", warm_start=True, random_state=0
)
lr_no_ws_loss = log_loss(y, lr_no_ws.fit(X, y).predict_proba(X))
for i in range(5):
lr_ws.fit(X, y)
lr_ws_loss = log_loss(y, lr_ws.predict_proba(X))
assert_allclose(lr_no_ws_loss, lr_ws_loss, rtol=1e-5)
def test_elastic_net_coeffs():
# make sure elasticnet penalty gives different coefficients from l1 and l2
# with saga solver (l1_ratio different from 0 or 1)
X, y = make_classification(random_state=0)
C = 2.0
l1_ratio = 0.5
coeffs = list()
for penalty, ratio in (("elasticnet", l1_ratio), ("l1", None), ("l2", None)):
lr = LogisticRegression(
penalty=penalty,
C=C,
solver="saga",
random_state=0,
l1_ratio=ratio,
tol=1e-3,
max_iter=200,
)
lr.fit(X, y)
coeffs.append(lr.coef_)
elastic_net_coeffs, l1_coeffs, l2_coeffs = coeffs
# make sure coeffs differ by at least .1
assert not np.allclose(elastic_net_coeffs, l1_coeffs, rtol=0, atol=0.1)
assert not np.allclose(elastic_net_coeffs, l2_coeffs, rtol=0, atol=0.1)
assert not np.allclose(l2_coeffs, l1_coeffs, rtol=0, atol=0.1)
@pytest.mark.parametrize("C", [0.001, 0.1, 1, 10, 100, 1000, 1e6])
@pytest.mark.parametrize("penalty, l1_ratio", [("l1", 1), ("l2", 0)])
def test_elastic_net_l1_l2_equivalence(C, penalty, l1_ratio):
# Make sure elasticnet is equivalent to l1 when l1_ratio=1 and to l2 when
# l1_ratio=0.
X, y = make_classification(random_state=0)
lr_enet = LogisticRegression(
penalty="elasticnet",
C=C,
l1_ratio=l1_ratio,
solver="saga",
random_state=0,
tol=1e-2,
)
lr_expected = LogisticRegression(
penalty=penalty, C=C, solver="saga", random_state=0, tol=1e-2
)
lr_enet.fit(X, y)
lr_expected.fit(X, y)
assert_array_almost_equal(lr_enet.coef_, lr_expected.coef_)
@pytest.mark.parametrize("C", [0.001, 1, 100, 1e6])
def test_elastic_net_vs_l1_l2(C):
# Make sure that elasticnet with grid search on l1_ratio gives same or
# better results than just l1 or just l2.
X, y = make_classification(500, random_state=0)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
param_grid = {"l1_ratio": np.linspace(0, 1, 5)}
enet_clf = LogisticRegression(
penalty="elasticnet", C=C, solver="saga", random_state=0, tol=1e-2
)
gs = GridSearchCV(enet_clf, param_grid, refit=True)
l1_clf = LogisticRegression(
penalty="l1", C=C, solver="saga", random_state=0, tol=1e-2
)
l2_clf = LogisticRegression(
penalty="l2", C=C, solver="saga", random_state=0, tol=1e-2
)
for clf in (gs, l1_clf, l2_clf):
clf.fit(X_train, y_train)
assert gs.score(X_test, y_test) >= l1_clf.score(X_test, y_test)
assert gs.score(X_test, y_test) >= l2_clf.score(X_test, y_test)
@pytest.mark.parametrize("C", np.logspace(-3, 2, 4))
@pytest.mark.parametrize("l1_ratio", [0.1, 0.5, 0.9])
def test_LogisticRegression_elastic_net_objective(C, l1_ratio):
# Check that training with a penalty matching the objective leads
# to a lower objective.
# Here we train a logistic regression with l2 (a) and elasticnet (b)
# penalties, and compute the elasticnet objective. That of a should be
# greater than that of b (both objectives are convex).
X, y = make_classification(
n_samples=1000,
n_classes=2,
n_features=20,
n_informative=10,
n_redundant=0,
n_repeated=0,
random_state=0,
)
X = scale(X)
lr_enet = LogisticRegression(
penalty="elasticnet",
solver="saga",
random_state=0,
C=C,
l1_ratio=l1_ratio,
fit_intercept=False,
)
lr_l2 = LogisticRegression(
penalty="l2", solver="saga", random_state=0, C=C, fit_intercept=False
)
lr_enet.fit(X, y)
lr_l2.fit(X, y)
def enet_objective(lr):
coef = lr.coef_.ravel()
obj = C * log_loss(y, lr.predict_proba(X))
obj += l1_ratio * np.sum(np.abs(coef))
obj += (1.0 - l1_ratio) * 0.5 * np.dot(coef, coef)
return obj
assert enet_objective(lr_enet) < enet_objective(lr_l2)
@pytest.mark.parametrize("multi_class", ("ovr", "multinomial"))
def test_LogisticRegressionCV_GridSearchCV_elastic_net(multi_class):
# make sure LogisticRegressionCV gives same best params (l1 and C) as
# GridSearchCV when penalty is elasticnet
if multi_class == "ovr":
# This is actually binary classification, ovr multiclass is treated in
# test_LogisticRegressionCV_GridSearchCV_elastic_net_ovr
X, y = make_classification(random_state=0)
else:
X, y = make_classification(
n_samples=100, n_classes=3, n_informative=3, random_state=0
)
cv = StratifiedKFold(5)
l1_ratios = np.linspace(0, 1, 3)
Cs = np.logspace(-4, 4, 3)
lrcv = LogisticRegressionCV(
penalty="elasticnet",
Cs=Cs,
solver="saga",
cv=cv,
l1_ratios=l1_ratios,
random_state=0,
multi_class=multi_class,
tol=1e-2,
)
lrcv.fit(X, y)
param_grid = {"C": Cs, "l1_ratio": l1_ratios}
lr = LogisticRegression(
penalty="elasticnet",
solver="saga",
random_state=0,
multi_class=multi_class,
tol=1e-2,
)
gs = GridSearchCV(lr, param_grid, cv=cv)
gs.fit(X, y)
assert gs.best_params_["l1_ratio"] == lrcv.l1_ratio_[0]
assert gs.best_params_["C"] == lrcv.C_[0]
def test_LogisticRegressionCV_GridSearchCV_elastic_net_ovr():
# make sure LogisticRegressionCV gives same best params (l1 and C) as
# GridSearchCV when penalty is elasticnet and multiclass is ovr. We can't
# compare best_params like in the previous test because
# LogisticRegressionCV with multi_class='ovr' will have one C and one
# l1_param for each class, while LogisticRegression will share the
# parameters over the *n_classes* classifiers.
X, y = make_classification(
n_samples=100, n_classes=3, n_informative=3, random_state=0
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
cv = StratifiedKFold(5)
l1_ratios = np.linspace(0, 1, 3)
Cs = np.logspace(-4, 4, 3)
lrcv = LogisticRegressionCV(
penalty="elasticnet",
Cs=Cs,
solver="saga",
cv=cv,
l1_ratios=l1_ratios,
random_state=0,
multi_class="ovr",
tol=1e-2,
)
lrcv.fit(X_train, y_train)
param_grid = {"C": Cs, "l1_ratio": l1_ratios}
lr = LogisticRegression(
penalty="elasticnet",
solver="saga",
random_state=0,
multi_class="ovr",
tol=1e-2,
)
gs = GridSearchCV(lr, param_grid, cv=cv)
gs.fit(X_train, y_train)
# Check that predictions are 80% the same
assert (lrcv.predict(X_train) == gs.predict(X_train)).mean() >= 0.8
assert (lrcv.predict(X_test) == gs.predict(X_test)).mean() >= 0.8
@pytest.mark.parametrize("penalty", ("l2", "elasticnet"))
@pytest.mark.parametrize("multi_class", ("ovr", "multinomial", "auto"))
def test_LogisticRegressionCV_no_refit(penalty, multi_class):
# Test LogisticRegressionCV attribute shapes when refit is False
n_classes = 3
n_features = 20
X, y = make_classification(
n_samples=200,
n_classes=n_classes,
n_informative=n_classes,
n_features=n_features,
random_state=0,
)
Cs = np.logspace(-4, 4, 3)
if penalty == "elasticnet":
l1_ratios = np.linspace(0, 1, 2)
else:
l1_ratios = None
lrcv = LogisticRegressionCV(
penalty=penalty,
Cs=Cs,
solver="saga",
l1_ratios=l1_ratios,
random_state=0,
multi_class=multi_class,
tol=1e-2,
refit=False,
)
lrcv.fit(X, y)
assert lrcv.C_.shape == (n_classes,)
assert lrcv.l1_ratio_.shape == (n_classes,)
assert lrcv.coef_.shape == (n_classes, n_features)
def test_LogisticRegressionCV_elasticnet_attribute_shapes():
# Make sure the shapes of scores_ and coefs_paths_ attributes are correct
# when using elasticnet (added one dimension for l1_ratios)
n_classes = 3
n_features = 20
X, y = make_classification(
n_samples=200,
n_classes=n_classes,
n_informative=n_classes,
n_features=n_features,
random_state=0,
)
Cs = np.logspace(-4, 4, 3)
l1_ratios = np.linspace(0, 1, 2)
n_folds = 2
lrcv = LogisticRegressionCV(
penalty="elasticnet",
Cs=Cs,
solver="saga",
cv=n_folds,
l1_ratios=l1_ratios,
multi_class="ovr",
random_state=0,
tol=1e-2,
)
lrcv.fit(X, y)
coefs_paths = np.asarray(list(lrcv.coefs_paths_.values()))
assert coefs_paths.shape == (
n_classes,
n_folds,
Cs.size,
l1_ratios.size,
n_features + 1,
)
scores = np.asarray(list(lrcv.scores_.values()))
assert scores.shape == (n_classes, n_folds, Cs.size, l1_ratios.size)
assert lrcv.n_iter_.shape == (n_classes, n_folds, Cs.size, l1_ratios.size)
def test_l1_ratio_non_elasticnet():
msg = (
r"l1_ratio parameter is only used when penalty is"
r" 'elasticnet'\. Got \(penalty=l1\)"
)
with pytest.warns(UserWarning, match=msg):
LogisticRegression(penalty="l1", solver="saga", l1_ratio=0.5).fit(X, Y1)
@pytest.mark.parametrize("C", np.logspace(-3, 2, 4))
@pytest.mark.parametrize("l1_ratio", [0.1, 0.5, 0.9])
def test_elastic_net_versus_sgd(C, l1_ratio):
# Compare elasticnet penalty in LogisticRegression() and SGD(loss='log')
n_samples = 500
X, y = make_classification(
n_samples=n_samples,
n_classes=2,
n_features=5,
n_informative=5,
n_redundant=0,
n_repeated=0,
random_state=1,
)
X = scale(X)
sgd = SGDClassifier(
penalty="elasticnet",
random_state=1,
fit_intercept=False,
tol=None,
max_iter=2000,
l1_ratio=l1_ratio,
alpha=1.0 / C / n_samples,
loss="log_loss",
)
log = LogisticRegression(
penalty="elasticnet",
random_state=1,
fit_intercept=False,
tol=1e-5,
max_iter=1000,
l1_ratio=l1_ratio,
C=C,
solver="saga",
)
sgd.fit(X, y)
log.fit(X, y)
assert_array_almost_equal(sgd.coef_, log.coef_, decimal=1)
def test_logistic_regression_path_coefs_multinomial():
# Make sure that the returned coefs by logistic_regression_path when
# multi_class='multinomial' don't override each other (used to be a
# bug).
X, y = make_classification(
n_samples=200,
n_classes=3,
n_informative=2,
n_redundant=0,
n_clusters_per_class=1,
random_state=0,
n_features=2,
)
Cs = [0.00001, 1, 10000]
coefs, _, _ = _logistic_regression_path(
X,
y,
penalty="l1",
Cs=Cs,
solver="saga",
random_state=0,
multi_class="multinomial",
)
with pytest.raises(AssertionError):
assert_array_almost_equal(coefs[0], coefs[1], decimal=1)
with pytest.raises(AssertionError):
assert_array_almost_equal(coefs[0], coefs[2], decimal=1)
with pytest.raises(AssertionError):
assert_array_almost_equal(coefs[1], coefs[2], decimal=1)
@pytest.mark.parametrize(
"est",
[
LogisticRegression(random_state=0, max_iter=500),
LogisticRegressionCV(random_state=0, cv=3, Cs=3, tol=1e-3, max_iter=500),
],
ids=lambda x: x.__class__.__name__,
)
@pytest.mark.parametrize("solver", SOLVERS)
def test_logistic_regression_multi_class_auto(est, solver):
# check multi_class='auto' => multi_class='ovr'
# iff binary y or liblinear or newton-cholesky
def fit(X, y, **kw):
return clone(est).set_params(**kw).fit(X, y)
scaled_data = scale(iris.data)
X = scaled_data[::10]
X2 = scaled_data[1::10]
y_multi = iris.target[::10]
y_bin = y_multi == 0
est_auto_bin = fit(X, y_bin, multi_class="auto", solver=solver)
est_ovr_bin = fit(X, y_bin, multi_class="ovr", solver=solver)
assert_allclose(est_auto_bin.coef_, est_ovr_bin.coef_)
assert_allclose(est_auto_bin.predict_proba(X2), est_ovr_bin.predict_proba(X2))
est_auto_multi = fit(X, y_multi, multi_class="auto", solver=solver)
if solver in ("liblinear", "newton-cholesky"):
est_ovr_multi = fit(X, y_multi, multi_class="ovr", solver=solver)
assert_allclose(est_auto_multi.coef_, est_ovr_multi.coef_)
assert_allclose(
est_auto_multi.predict_proba(X2), est_ovr_multi.predict_proba(X2)
)
else:
est_multi_multi = fit(X, y_multi, multi_class="multinomial", solver=solver)
assert_allclose(est_auto_multi.coef_, est_multi_multi.coef_)
assert_allclose(
est_auto_multi.predict_proba(X2), est_multi_multi.predict_proba(X2)
)
# Make sure multi_class='ovr' is distinct from ='multinomial'
assert not np.allclose(
est_auto_bin.coef_,
fit(X, y_bin, multi_class="multinomial", solver=solver).coef_,
)
assert not np.allclose(
est_auto_bin.coef_,
fit(X, y_multi, multi_class="multinomial", solver=solver).coef_,
)
@pytest.mark.parametrize("solver", sorted(set(SOLVERS) - set(["liblinear"])))
def test_penalty_none(solver):
# - Make sure warning is raised if penalty=None and C is set to a
# non-default value.
# - Make sure setting penalty=None is equivalent to setting C=np.inf with
# l2 penalty.
X, y = make_classification(n_samples=1000, n_redundant=0, random_state=0)
msg = "Setting penalty=None will ignore the C"
lr = LogisticRegression(penalty=None, solver=solver, C=4)
with pytest.warns(UserWarning, match=msg):
lr.fit(X, y)
lr_none = LogisticRegression(penalty=None, solver=solver, random_state=0)
lr_l2_C_inf = LogisticRegression(
penalty="l2", C=np.inf, solver=solver, random_state=0
)
pred_none = lr_none.fit(X, y).predict(X)
pred_l2_C_inf = lr_l2_C_inf.fit(X, y).predict(X)
assert_array_equal(pred_none, pred_l2_C_inf)
@pytest.mark.parametrize(
"params",
[
{"penalty": "l1", "dual": False, "tol": 1e-6, "max_iter": 1000},
{"penalty": "l2", "dual": True, "tol": 1e-12, "max_iter": 1000},
{"penalty": "l2", "dual": False, "tol": 1e-12, "max_iter": 1000},
],
)
def test_logisticregression_liblinear_sample_weight(params):
# check that we support sample_weight with liblinear in all possible cases:
# l1-primal, l2-primal, l2-dual
X = np.array(
[
[1, 3],
[1, 3],
[1, 3],
[1, 3],
[2, 1],
[2, 1],
[2, 1],
[2, 1],
[3, 3],
[3, 3],
[3, 3],
[3, 3],
[4, 1],
[4, 1],
[4, 1],
[4, 1],
],
dtype=np.dtype("float"),
)
y = np.array(
[1, 1, 1, 1, 2, 2, 2, 2, 1, 1, 1, 1, 2, 2, 2, 2], dtype=np.dtype("int")
)
X2 = np.vstack([X, X])
y2 = np.hstack([y, 3 - y])
sample_weight = np.ones(shape=len(y) * 2)
sample_weight[len(y) :] = 0
X2, y2, sample_weight = shuffle(X2, y2, sample_weight, random_state=0)
base_clf = LogisticRegression(solver="liblinear", random_state=42)
base_clf.set_params(**params)
clf_no_weight = clone(base_clf).fit(X, y)
clf_with_weight = clone(base_clf).fit(X2, y2, sample_weight=sample_weight)
for method in ("predict", "predict_proba", "decision_function"):
X_clf_no_weight = getattr(clf_no_weight, method)(X)
X_clf_with_weight = getattr(clf_with_weight, method)(X)
assert_allclose(X_clf_no_weight, X_clf_with_weight)
def test_scores_attribute_layout_elasticnet():
# Non regression test for issue #14955.
# when penalty is elastic net the scores_ attribute has shape
# (n_classes, n_Cs, n_l1_ratios)
# We here make sure that the second dimension indeed corresponds to Cs and
# the third dimension corresponds to l1_ratios.
X, y = make_classification(n_samples=1000, random_state=0)
cv = StratifiedKFold(n_splits=5)
l1_ratios = [0.1, 0.9]
Cs = [0.1, 1, 10]
lrcv = LogisticRegressionCV(
penalty="elasticnet",
solver="saga",
l1_ratios=l1_ratios,
Cs=Cs,
cv=cv,
random_state=0,
max_iter=250,
tol=1e-3,
)
lrcv.fit(X, y)
avg_scores_lrcv = lrcv.scores_[1].mean(axis=0) # average over folds
for i, C in enumerate(Cs):
for j, l1_ratio in enumerate(l1_ratios):
lr = LogisticRegression(
penalty="elasticnet",
solver="saga",
C=C,
l1_ratio=l1_ratio,
random_state=0,
max_iter=250,
tol=1e-3,
)
avg_score_lr = cross_val_score(lr, X, y, cv=cv).mean()
assert avg_scores_lrcv[i, j] == pytest.approx(avg_score_lr)
@pytest.mark.parametrize("fit_intercept", [False, True])
def test_multinomial_identifiability_on_iris(fit_intercept):
"""Test that the multinomial classification is identifiable.
A multinomial with c classes can be modeled with
probability_k = exp(X@coef_k) / sum(exp(X@coef_l), l=1..c) for k=1..c.
This is not identifiable, unless one chooses a further constraint.
According to [1], the maximum of the L2 penalized likelihood automatically
satisfies the symmetric constraint:
sum(coef_k, k=1..c) = 0
Further details can be found in [2].
Reference
---------
.. [1] :doi:`Zhu, Ji and Trevor J. Hastie. "Classification of gene microarrays by
penalized logistic regression". Biostatistics 5 3 (2004): 427-43.
<10.1093/biostatistics/kxg046>`
.. [2] :arxiv:`Noah Simon and Jerome Friedman and Trevor Hastie. (2013)
"A Blockwise Descent Algorithm for Group-penalized Multiresponse and
Multinomial Regression". <1311.6529>`
"""
# Test logistic regression with the iris dataset
n_samples, n_features = iris.data.shape
target = iris.target_names[iris.target]
clf = LogisticRegression(
C=len(iris.data),
solver="lbfgs",
multi_class="multinomial",
fit_intercept=fit_intercept,
)
# Scaling X to ease convergence.
X_scaled = scale(iris.data)
clf.fit(X_scaled, target)
# axis=0 is sum over classes
assert_allclose(clf.coef_.sum(axis=0), 0, atol=1e-10)
if fit_intercept:
clf.intercept_.sum(axis=0) == pytest.approx(0, abs=1e-15)
@pytest.mark.parametrize("multi_class", ["ovr", "multinomial", "auto"])
@pytest.mark.parametrize("class_weight", [{0: 1.0, 1: 10.0, 2: 1.0}, "balanced"])
def test_sample_weight_not_modified(multi_class, class_weight):
X, y = load_iris(return_X_y=True)
n_features = len(X)
W = np.ones(n_features)
W[: n_features // 2] = 2
expected = W.copy()
clf = LogisticRegression(
random_state=0, class_weight=class_weight, max_iter=200, multi_class=multi_class
)
clf.fit(X, y, sample_weight=W)
assert_allclose(expected, W)
@pytest.mark.parametrize("solver", SOLVERS)
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_large_sparse_matrix(solver, global_random_seed, csr_container):
# Solvers either accept large sparse matrices, or raise helpful error.
# Non-regression test for pull-request #21093.
# generate sparse matrix with int64 indices
X = csr_container(sparse.rand(20, 10, random_state=global_random_seed))
for attr in ["indices", "indptr"]:
setattr(X, attr, getattr(X, attr).astype("int64"))
rng = np.random.RandomState(global_random_seed)
y = rng.randint(2, size=X.shape[0])
if solver in ["liblinear", "sag", "saga"]:
msg = "Only sparse matrices with 32-bit integer indices"
with pytest.raises(ValueError, match=msg):
LogisticRegression(solver=solver).fit(X, y)
else:
LogisticRegression(solver=solver).fit(X, y)
def test_single_feature_newton_cg():
# Test that Newton-CG works with a single feature and intercept.
# Non-regression test for issue #23605.
X = np.array([[0.5, 0.65, 1.1, 1.25, 0.8, 0.54, 0.95, 0.7]]).T
y = np.array([1, 1, 0, 0, 1, 1, 0, 1])
assert X.shape[1] == 1
LogisticRegression(solver="newton-cg", fit_intercept=True).fit(X, y)
def test_liblinear_not_stuck():
# Non-regression https://github.com/scikit-learn/scikit-learn/issues/18264
X = iris.data.copy()
y = iris.target.copy()
X = X[y != 2]
y = y[y != 2]
X_prep = StandardScaler().fit_transform(X)
C = l1_min_c(X, y, loss="log") * 10 ** (10 / 29)
clf = LogisticRegression(
penalty="l1",
solver="liblinear",
tol=1e-6,
max_iter=100,
intercept_scaling=10000.0,
random_state=0,
C=C,
)
# test that the fit does not raise a ConvergenceWarning
with warnings.catch_warnings():
warnings.simplefilter("error", ConvergenceWarning)
clf.fit(X_prep, y)
@pytest.mark.usefixtures("enable_slep006")
def test_lr_cv_scores_differ_when_sample_weight_is_requested():
"""Test that `sample_weight` is correctly passed to the scorer in
`LogisticRegressionCV.fit` and `LogisticRegressionCV.score` by
checking the difference in scores with the case when `sample_weight`
is not requested.
"""
rng = np.random.RandomState(10)
X, y = make_classification(n_samples=10, random_state=rng)
X_t, y_t = make_classification(n_samples=10, random_state=rng)
sample_weight = np.ones(len(y))
sample_weight[: len(y) // 2] = 2
kwargs = {"sample_weight": sample_weight}
scorer1 = get_scorer("accuracy")
lr_cv1 = LogisticRegressionCV(scoring=scorer1)
lr_cv1.fit(X, y, **kwargs)
scorer2 = get_scorer("accuracy")
scorer2.set_score_request(sample_weight=True)
lr_cv2 = LogisticRegressionCV(scoring=scorer2)
lr_cv2.fit(X, y, **kwargs)
assert not np.allclose(lr_cv1.scores_[1], lr_cv2.scores_[1])
score_1 = lr_cv1.score(X_t, y_t, **kwargs)
score_2 = lr_cv2.score(X_t, y_t, **kwargs)
assert not np.allclose(score_1, score_2)
def test_lr_cv_scores_without_enabling_metadata_routing():
"""Test that `sample_weight` is passed correctly to the scorer in
`LogisticRegressionCV.fit` and `LogisticRegressionCV.score` even
when `enable_metadata_routing=False`
"""
rng = np.random.RandomState(10)
X, y = make_classification(n_samples=10, random_state=rng)
X_t, y_t = make_classification(n_samples=10, random_state=rng)
sample_weight = np.ones(len(y))
sample_weight[: len(y) // 2] = 2
kwargs = {"sample_weight": sample_weight}
with config_context(enable_metadata_routing=False):
scorer1 = get_scorer("accuracy")
lr_cv1 = LogisticRegressionCV(scoring=scorer1)
lr_cv1.fit(X, y, **kwargs)
score_1 = lr_cv1.score(X_t, y_t, **kwargs)
with config_context(enable_metadata_routing=True):
scorer2 = get_scorer("accuracy")
scorer2.set_score_request(sample_weight=True)
lr_cv2 = LogisticRegressionCV(scoring=scorer2)
lr_cv2.fit(X, y, **kwargs)
score_2 = lr_cv2.score(X_t, y_t, **kwargs)
assert_allclose(lr_cv1.scores_[1], lr_cv2.scores_[1])
assert_allclose(score_1, score_2)
@pytest.mark.parametrize("solver", SOLVERS)
def test_zero_max_iter(solver):
# Make sure we can inspect the state of LogisticRegression right after
# initialization (before the first weight update).
X, y = load_iris(return_X_y=True)
y = y == 2
with ignore_warnings(category=ConvergenceWarning):
clf = LogisticRegression(solver=solver, max_iter=0).fit(X, y)
if solver not in ["saga", "sag"]:
# XXX: sag and saga have n_iter_ = [1]...
assert clf.n_iter_ == 0
if solver != "lbfgs":
# XXX: lbfgs has already started to update the coefficients...
assert_allclose(clf.coef_, np.zeros_like(clf.coef_))
assert_allclose(
clf.decision_function(X),
np.full(shape=X.shape[0], fill_value=clf.intercept_),
)
assert_allclose(
clf.predict_proba(X),
np.full(shape=(X.shape[0], 2), fill_value=0.5),
)
assert clf.score(X, y) < 0.7
def test_passing_params_without_enabling_metadata_routing():
"""Test that the right error message is raised when metadata params
are passed while not supported when `enable_metadata_routing=False`."""
X, y = make_classification(n_samples=10, random_state=0)
lr_cv = LogisticRegressionCV()
msg = "is only supported if enable_metadata_routing=True"
with config_context(enable_metadata_routing=False):
params = {"extra_param": 1.0}
with pytest.raises(ValueError, match=msg):
lr_cv.fit(X, y, **params)
with pytest.raises(ValueError, match=msg):
lr_cv.score(X, y, **params)
|