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import numpy as np
import pytest
import scipy.sparse as sp
from numpy.testing import assert_allclose
from sklearn.datasets import make_regression
from sklearn.exceptions import ConvergenceWarning
from sklearn.linear_model import ElasticNet, ElasticNetCV, Lasso, LassoCV
from sklearn.utils._testing import (
assert_almost_equal,
assert_array_almost_equal,
create_memmap_backed_data,
ignore_warnings,
)
from sklearn.utils.fixes import COO_CONTAINERS, CSC_CONTAINERS, LIL_CONTAINERS
def test_sparse_coef():
# Check that the sparse_coef property works
clf = ElasticNet()
clf.coef_ = [1, 2, 3]
assert sp.issparse(clf.sparse_coef_)
assert clf.sparse_coef_.toarray().tolist()[0] == clf.coef_
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
def test_lasso_zero(csc_container):
# Check that the sparse lasso can handle zero data without crashing
X = csc_container((3, 1))
y = [0, 0, 0]
T = np.array([[1], [2], [3]])
clf = Lasso().fit(X, y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [0])
assert_array_almost_equal(pred, [0, 0, 0])
assert_almost_equal(clf.dual_gap_, 0)
@pytest.mark.parametrize("with_sample_weight", [True, False])
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
def test_enet_toy_list_input(with_sample_weight, csc_container):
# Test ElasticNet for various values of alpha and l1_ratio with list X
X = np.array([[-1], [0], [1]])
X = csc_container(X)
Y = [-1, 0, 1] # just a straight line
T = np.array([[2], [3], [4]]) # test sample
if with_sample_weight:
sw = np.array([2.0, 2, 2])
else:
sw = None
# this should be the same as unregularized least squares
clf = ElasticNet(alpha=0, l1_ratio=1.0)
# catch warning about alpha=0.
# this is discouraged but should work.
ignore_warnings(clf.fit)(X, Y, sample_weight=sw)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [1])
assert_array_almost_equal(pred, [2, 3, 4])
assert_almost_equal(clf.dual_gap_, 0)
clf = ElasticNet(alpha=0.5, l1_ratio=0.3)
clf.fit(X, Y, sample_weight=sw)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [0.50819], decimal=3)
assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3)
assert_almost_equal(clf.dual_gap_, 0)
clf = ElasticNet(alpha=0.5, l1_ratio=0.5)
clf.fit(X, Y, sample_weight=sw)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [0.45454], 3)
assert_array_almost_equal(pred, [0.9090, 1.3636, 1.8181], 3)
assert_almost_equal(clf.dual_gap_, 0)
@pytest.mark.parametrize("lil_container", LIL_CONTAINERS)
def test_enet_toy_explicit_sparse_input(lil_container):
# Test ElasticNet for various values of alpha and l1_ratio with sparse X
f = ignore_warnings
# training samples
X = lil_container((3, 1))
X[0, 0] = -1
# X[1, 0] = 0
X[2, 0] = 1
Y = [-1, 0, 1] # just a straight line (the identity function)
# test samples
T = lil_container((3, 1))
T[0, 0] = 2
T[1, 0] = 3
T[2, 0] = 4
# this should be the same as lasso
clf = ElasticNet(alpha=0, l1_ratio=1.0)
f(clf.fit)(X, Y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [1])
assert_array_almost_equal(pred, [2, 3, 4])
assert_almost_equal(clf.dual_gap_, 0)
clf = ElasticNet(alpha=0.5, l1_ratio=0.3)
clf.fit(X, Y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [0.50819], decimal=3)
assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3)
assert_almost_equal(clf.dual_gap_, 0)
clf = ElasticNet(alpha=0.5, l1_ratio=0.5)
clf.fit(X, Y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [0.45454], 3)
assert_array_almost_equal(pred, [0.9090, 1.3636, 1.8181], 3)
assert_almost_equal(clf.dual_gap_, 0)
def make_sparse_data(
sparse_container,
n_samples=100,
n_features=100,
n_informative=10,
seed=42,
positive=False,
n_targets=1,
):
random_state = np.random.RandomState(seed)
# build an ill-posed linear regression problem with many noisy features and
# comparatively few samples
# generate a ground truth model
w = random_state.randn(n_features, n_targets)
w[n_informative:] = 0.0 # only the top features are impacting the model
if positive:
w = np.abs(w)
X = random_state.randn(n_samples, n_features)
rnd = random_state.uniform(size=(n_samples, n_features))
X[rnd > 0.5] = 0.0 # 50% of zeros in input signal
# generate training ground truth labels
y = np.dot(X, w)
X = sparse_container(X)
if n_targets == 1:
y = np.ravel(y)
return X, y
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
@pytest.mark.parametrize(
"alpha, fit_intercept, positive",
[(0.1, False, False), (0.1, True, False), (1e-3, False, True), (1e-3, True, True)],
)
def test_sparse_enet_not_as_toy_dataset(csc_container, alpha, fit_intercept, positive):
n_samples, n_features, max_iter = 100, 100, 1000
n_informative = 10
X, y = make_sparse_data(
csc_container, n_samples, n_features, n_informative, positive=positive
)
X_train, X_test = X[n_samples // 2 :], X[: n_samples // 2]
y_train, y_test = y[n_samples // 2 :], y[: n_samples // 2]
s_clf = ElasticNet(
alpha=alpha,
l1_ratio=0.8,
fit_intercept=fit_intercept,
max_iter=max_iter,
tol=1e-7,
positive=positive,
warm_start=True,
)
s_clf.fit(X_train, y_train)
assert_almost_equal(s_clf.dual_gap_, 0, 4)
assert s_clf.score(X_test, y_test) > 0.85
# check the convergence is the same as the dense version
d_clf = ElasticNet(
alpha=alpha,
l1_ratio=0.8,
fit_intercept=fit_intercept,
max_iter=max_iter,
tol=1e-7,
positive=positive,
warm_start=True,
)
d_clf.fit(X_train.toarray(), y_train)
assert_almost_equal(d_clf.dual_gap_, 0, 4)
assert d_clf.score(X_test, y_test) > 0.85
assert_almost_equal(s_clf.coef_, d_clf.coef_, 5)
assert_almost_equal(s_clf.intercept_, d_clf.intercept_, 5)
# check that the coefs are sparse
assert np.sum(s_clf.coef_ != 0.0) < 2 * n_informative
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
def test_sparse_lasso_not_as_toy_dataset(csc_container):
n_samples = 100
max_iter = 1000
n_informative = 10
X, y = make_sparse_data(
csc_container, n_samples=n_samples, n_informative=n_informative
)
X_train, X_test = X[n_samples // 2 :], X[: n_samples // 2]
y_train, y_test = y[n_samples // 2 :], y[: n_samples // 2]
s_clf = Lasso(alpha=0.1, fit_intercept=False, max_iter=max_iter, tol=1e-7)
s_clf.fit(X_train, y_train)
assert_almost_equal(s_clf.dual_gap_, 0, 4)
assert s_clf.score(X_test, y_test) > 0.85
# check the convergence is the same as the dense version
d_clf = Lasso(alpha=0.1, fit_intercept=False, max_iter=max_iter, tol=1e-7)
d_clf.fit(X_train.toarray(), y_train)
assert_almost_equal(d_clf.dual_gap_, 0, 4)
assert d_clf.score(X_test, y_test) > 0.85
# check that the coefs are sparse
assert np.sum(s_clf.coef_ != 0.0) == n_informative
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
def test_enet_multitarget(csc_container):
n_targets = 3
X, y = make_sparse_data(csc_container, n_targets=n_targets)
estimator = ElasticNet(alpha=0.01, precompute=False)
# XXX: There is a bug when precompute is not False!
estimator.fit(X, y)
coef, intercept, dual_gap = (
estimator.coef_,
estimator.intercept_,
estimator.dual_gap_,
)
for k in range(n_targets):
estimator.fit(X, y[:, k])
assert_array_almost_equal(coef[k, :], estimator.coef_)
assert_array_almost_equal(intercept[k], estimator.intercept_)
assert_array_almost_equal(dual_gap[k], estimator.dual_gap_)
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
def test_path_parameters(csc_container):
X, y = make_sparse_data(csc_container)
max_iter = 50
n_alphas = 10
clf = ElasticNetCV(
n_alphas=n_alphas,
eps=1e-3,
max_iter=max_iter,
l1_ratio=0.5,
fit_intercept=False,
)
ignore_warnings(clf.fit)(X, y) # new params
assert_almost_equal(0.5, clf.l1_ratio)
assert n_alphas == clf.n_alphas
assert n_alphas == len(clf.alphas_)
sparse_mse_path = clf.mse_path_
ignore_warnings(clf.fit)(X.toarray(), y) # compare with dense data
assert_almost_equal(clf.mse_path_, sparse_mse_path)
@pytest.mark.parametrize("Model", [Lasso, ElasticNet, LassoCV, ElasticNetCV])
@pytest.mark.parametrize("fit_intercept", [False, True])
@pytest.mark.parametrize("n_samples, n_features", [(24, 6), (6, 24)])
@pytest.mark.parametrize("with_sample_weight", [True, False])
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
def test_sparse_dense_equality(
Model, fit_intercept, n_samples, n_features, with_sample_weight, csc_container
):
X, y = make_regression(
n_samples=n_samples,
n_features=n_features,
effective_rank=n_features // 2,
n_informative=n_features // 2,
bias=4 * fit_intercept,
noise=1,
random_state=42,
)
if with_sample_weight:
sw = np.abs(np.random.RandomState(42).normal(scale=10, size=y.shape))
else:
sw = None
Xs = csc_container(X)
params = {"fit_intercept": fit_intercept}
reg_dense = Model(**params).fit(X, y, sample_weight=sw)
reg_sparse = Model(**params).fit(Xs, y, sample_weight=sw)
if fit_intercept:
assert reg_sparse.intercept_ == pytest.approx(reg_dense.intercept_)
# balance property
assert np.average(reg_sparse.predict(X), weights=sw) == pytest.approx(
np.average(y, weights=sw)
)
assert_allclose(reg_sparse.coef_, reg_dense.coef_)
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
def test_same_output_sparse_dense_lasso_and_enet_cv(csc_container):
X, y = make_sparse_data(csc_container, n_samples=40, n_features=10)
clfs = ElasticNetCV(max_iter=100)
clfs.fit(X, y)
clfd = ElasticNetCV(max_iter=100)
clfd.fit(X.toarray(), y)
assert_almost_equal(clfs.alpha_, clfd.alpha_, 7)
assert_almost_equal(clfs.intercept_, clfd.intercept_, 7)
assert_array_almost_equal(clfs.mse_path_, clfd.mse_path_)
assert_array_almost_equal(clfs.alphas_, clfd.alphas_)
clfs = LassoCV(max_iter=100, cv=4)
clfs.fit(X, y)
clfd = LassoCV(max_iter=100, cv=4)
clfd.fit(X.toarray(), y)
assert_almost_equal(clfs.alpha_, clfd.alpha_, 7)
assert_almost_equal(clfs.intercept_, clfd.intercept_, 7)
assert_array_almost_equal(clfs.mse_path_, clfd.mse_path_)
assert_array_almost_equal(clfs.alphas_, clfd.alphas_)
@pytest.mark.parametrize("coo_container", COO_CONTAINERS)
def test_same_multiple_output_sparse_dense(coo_container):
l = ElasticNet()
X = [
[0, 1, 2, 3, 4],
[0, 2, 5, 8, 11],
[9, 10, 11, 12, 13],
[10, 11, 12, 13, 14],
]
y = [
[1, 2, 3, 4, 5],
[1, 3, 6, 9, 12],
[10, 11, 12, 13, 14],
[11, 12, 13, 14, 15],
]
l.fit(X, y)
sample = np.array([1, 2, 3, 4, 5]).reshape(1, -1)
predict_dense = l.predict(sample)
l_sp = ElasticNet()
X_sp = coo_container(X)
l_sp.fit(X_sp, y)
sample_sparse = coo_container(sample)
predict_sparse = l_sp.predict(sample_sparse)
assert_array_almost_equal(predict_sparse, predict_dense)
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
def test_sparse_enet_coordinate_descent(csc_container):
"""Test that a warning is issued if model does not converge"""
clf = Lasso(max_iter=2)
n_samples = 5
n_features = 2
X = csc_container((n_samples, n_features)) * 1e50
y = np.ones(n_samples)
warning_message = (
"Objective did not converge. You might want "
"to increase the number of iterations."
)
with pytest.warns(ConvergenceWarning, match=warning_message):
clf.fit(X, y)
@pytest.mark.parametrize("copy_X", (True, False))
def test_sparse_read_only_buffer(copy_X):
"""Test that sparse coordinate descent works for read-only buffers"""
rng = np.random.RandomState(0)
clf = ElasticNet(alpha=0.1, copy_X=copy_X, random_state=rng)
X = sp.random(100, 20, format="csc", random_state=rng)
# Make X.data read-only
X.data = create_memmap_backed_data(X.data)
y = rng.rand(100)
clf.fit(X, y)
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