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import numpy as np
import pytest
from numpy.testing import assert_allclose, assert_array_equal
from pytest import approx
from sklearn._config import config_context
from sklearn.utils._array_api import (
_convert_to_numpy,
get_namespace,
yield_namespace_device_dtype_combinations,
)
from sklearn.utils._array_api import device as array_device
from sklearn.utils.estimator_checks import _array_api_for_tests
from sklearn.utils.fixes import np_version, parse_version
from sklearn.utils.stats import _averaged_weighted_percentile, _weighted_percentile
def test_averaged_weighted_median():
y = np.array([0, 1, 2, 3, 4, 5])
sw = np.array([1, 1, 1, 1, 1, 1])
score = _averaged_weighted_percentile(y, sw, 50)
assert score == np.median(y)
def test_averaged_weighted_percentile(global_random_seed):
rng = np.random.RandomState(global_random_seed)
y = rng.randint(20, size=10)
sw = np.ones(10)
score = _averaged_weighted_percentile(y, sw, 20)
assert score == np.percentile(y, 20, method="averaged_inverted_cdf")
def test_averaged_and_weighted_percentile():
y = np.array([0, 1, 2])
sw = np.array([5, 1, 5])
q = 50
score_averaged = _averaged_weighted_percentile(y, sw, q)
score = _weighted_percentile(y, sw, q)
assert score_averaged == score
def test_weighted_percentile():
"""Check `weighted_percentile` on artificial data with obvious median."""
y = np.empty(102, dtype=np.float64)
y[:50] = 0
y[-51:] = 2
y[-1] = 100000
y[50] = 1
sw = np.ones(102, dtype=np.float64)
sw[-1] = 0.0
value = _weighted_percentile(y, sw, 50)
assert approx(value) == 1
def test_weighted_percentile_equal():
"""Check `weighted_percentile` with all weights equal to 1."""
y = np.empty(102, dtype=np.float64)
y.fill(0.0)
sw = np.ones(102, dtype=np.float64)
score = _weighted_percentile(y, sw, 50)
assert approx(score) == 0
def test_weighted_percentile_zero_weight():
"""Check `weighted_percentile` with all weights equal to 0."""
y = np.empty(102, dtype=np.float64)
y.fill(1.0)
sw = np.ones(102, dtype=np.float64)
sw.fill(0.0)
value = _weighted_percentile(y, sw, 50)
assert approx(value) == 1.0
def test_weighted_percentile_zero_weight_zero_percentile():
"""Check `weighted_percentile(percentile_rank=0)` behaves correctly.
Ensures that (leading)zero-weight observations ignored when `percentile_rank=0`.
See #20528 for details.
"""
y = np.array([0, 1, 2, 3, 4, 5])
sw = np.array([0, 0, 1, 1, 1, 0])
value = _weighted_percentile(y, sw, 0)
assert approx(value) == 2
value = _weighted_percentile(y, sw, 50)
assert approx(value) == 3
value = _weighted_percentile(y, sw, 100)
assert approx(value) == 4
def test_weighted_median_equal_weights(global_random_seed):
"""Checks `_weighted_percentile(percentile_rank=50)` is the same as `np.median`.
`sample_weights` are all 1s and the number of samples is odd.
When number of samples is odd, `_weighted_percentile` always falls on a single
observation (not between 2 values, in which case the lower value would be taken)
and is thus equal to `np.median`.
For an even number of samples, this check will not always hold as (note that
for some other percentile methods it will always hold). See #17370 for details.
"""
rng = np.random.RandomState(global_random_seed)
x = rng.randint(10, size=11)
weights = np.ones(x.shape)
median = np.median(x)
w_median = _weighted_percentile(x, weights)
assert median == approx(w_median)
def test_weighted_median_integer_weights(global_random_seed):
# Checks average weighted percentile_rank=0.5 is same as median when manually weight
# data
rng = np.random.RandomState(global_random_seed)
x = rng.randint(20, size=10)
weights = rng.choice(5, size=10)
x_manual = np.repeat(x, weights)
median = np.median(x_manual)
w_median = _averaged_weighted_percentile(x, weights)
assert median == approx(w_median)
def test_weighted_percentile_2d(global_random_seed):
# Check for when array 2D and sample_weight 1D
rng = np.random.RandomState(global_random_seed)
x1 = rng.randint(10, size=10)
w1 = rng.choice(5, size=10)
x2 = rng.randint(20, size=10)
x_2d = np.vstack((x1, x2)).T
w_median = _weighted_percentile(x_2d, w1)
p_axis_0 = [_weighted_percentile(x_2d[:, i], w1) for i in range(x_2d.shape[1])]
assert_allclose(w_median, p_axis_0)
# Check when array and sample_weight both 2D
w2 = rng.choice(5, size=10)
w_2d = np.vstack((w1, w2)).T
w_median = _weighted_percentile(x_2d, w_2d)
p_axis_0 = [
_weighted_percentile(x_2d[:, i], w_2d[:, i]) for i in range(x_2d.shape[1])
]
assert_allclose(w_median, p_axis_0)
@pytest.mark.parametrize(
"array_namespace, device, dtype_name", yield_namespace_device_dtype_combinations()
)
@pytest.mark.parametrize(
"data, weights, percentile",
[
# NumPy scalars input (handled as 0D arrays on array API)
(np.float32(42), np.int32(1), 50),
# Random 1D array, constant weights
(lambda rng: rng.rand(50), np.ones(50).astype(np.int32), 50),
# Random 2D array and random 1D weights
(lambda rng: rng.rand(50, 3), lambda rng: rng.rand(50).astype(np.float32), 75),
# Random 2D array and random 2D weights
(
lambda rng: rng.rand(20, 3),
lambda rng: rng.rand(20, 3).astype(np.float32),
25,
),
# zero-weights and `rank_percentile=0` (#20528) (`sample_weight` dtype: int64)
(np.array([0, 1, 2, 3, 4, 5]), np.array([0, 0, 1, 1, 1, 0]), 0),
# np.nan's in data and some zero-weights (`sample_weight` dtype: int64)
(np.array([np.nan, np.nan, 0, 3, 4, 5]), np.array([0, 1, 1, 1, 1, 0]), 0),
# `sample_weight` dtype: int32
(
np.array([0, 1, 2, 3, 4, 5]),
np.array([0, 1, 1, 1, 1, 0], dtype=np.int32),
25,
),
],
)
def test_weighted_percentile_array_api_consistency(
global_random_seed, array_namespace, device, dtype_name, data, weights, percentile
):
"""Check `_weighted_percentile` gives consistent results with array API."""
if array_namespace == "array_api_strict":
try:
import array_api_strict
except ImportError:
pass
else:
if device == array_api_strict.Device("device1"):
# See https://github.com/data-apis/array-api-strict/issues/134
pytest.xfail(
"array_api_strict has bug when indexing with tuple of arrays "
"on non-'CPU_DEVICE' devices."
)
xp = _array_api_for_tests(array_namespace, device)
# Skip test for percentile=0 edge case (#20528) on namespace/device where
# xp.nextafter is broken. This is the case for torch with MPS device:
# https://github.com/pytorch/pytorch/issues/150027
zero = xp.zeros(1, device=device)
one = xp.ones(1, device=device)
if percentile == 0 and xp.all(xp.nextafter(zero, one) == zero):
pytest.xfail(f"xp.nextafter is broken on {device}")
rng = np.random.RandomState(global_random_seed)
X_np = data(rng) if callable(data) else data
weights_np = weights(rng) if callable(weights) else weights
# Ensure `data` of correct dtype
X_np = X_np.astype(dtype_name)
result_np = _weighted_percentile(X_np, weights_np, percentile)
# Convert to Array API arrays
X_xp = xp.asarray(X_np, device=device)
weights_xp = xp.asarray(weights_np, device=device)
with config_context(array_api_dispatch=True):
result_xp = _weighted_percentile(X_xp, weights_xp, percentile)
assert array_device(result_xp) == array_device(X_xp)
assert get_namespace(result_xp)[0] == get_namespace(X_xp)[0]
result_xp_np = _convert_to_numpy(result_xp, xp=xp)
assert result_xp_np.dtype == result_np.dtype
assert result_xp_np.shape == result_np.shape
assert_allclose(result_np, result_xp_np)
# Check dtype correct (`sample_weight` should follow `array`)
if dtype_name == "float32":
assert result_xp_np.dtype == result_np.dtype == np.float32
else:
assert result_xp_np.dtype == np.float64
@pytest.mark.parametrize("sample_weight_ndim", [1, 2])
def test_weighted_percentile_nan_filtered(sample_weight_ndim, global_random_seed):
"""Test that calling _weighted_percentile on an array with nan values returns
the same results as calling _weighted_percentile on a filtered version of the data.
We test both with sample_weight of the same shape as the data and with
one-dimensional sample_weight."""
rng = np.random.RandomState(global_random_seed)
array_with_nans = rng.rand(100, 10)
array_with_nans[rng.rand(*array_with_nans.shape) < 0.5] = np.nan
nan_mask = np.isnan(array_with_nans)
if sample_weight_ndim == 2:
sample_weight = rng.randint(1, 6, size=(100, 10))
else:
sample_weight = rng.randint(1, 6, size=(100,))
# Find the weighted percentile on the array with nans:
results = _weighted_percentile(array_with_nans, sample_weight, 30)
# Find the weighted percentile on the filtered array:
filtered_array = [
array_with_nans[~nan_mask[:, col], col]
for col in range(array_with_nans.shape[1])
]
if sample_weight.ndim == 1:
sample_weight = np.repeat(sample_weight, array_with_nans.shape[1]).reshape(
array_with_nans.shape[0], array_with_nans.shape[1]
)
filtered_weights = [
sample_weight[~nan_mask[:, col], col] for col in range(array_with_nans.shape[1])
]
expected_results = np.array(
[
_weighted_percentile(filtered_array[col], filtered_weights[col], 30)
for col in range(array_with_nans.shape[1])
]
)
assert_array_equal(expected_results, results)
def test_weighted_percentile_all_nan_column():
"""Check that nans are ignored in general, except for all NaN columns."""
array = np.array(
[
[np.nan, 5],
[np.nan, 1],
[np.nan, np.nan],
[np.nan, np.nan],
[np.nan, 2],
[np.nan, np.nan],
]
)
weights = np.ones_like(array)
percentile_rank = 90
values = _weighted_percentile(array, weights, percentile_rank)
# The percentile of the second column should be `5` even though there are many nan
# values present; the percentile of the first column can only be nan, since there
# are no other possible values:
assert np.array_equal(values, np.array([np.nan, 5]), equal_nan=True)
@pytest.mark.skipif(
np_version < parse_version("2.0"),
reason="np.quantile only accepts weights since version 2.0",
)
@pytest.mark.parametrize("percentile", [66, 10, 50])
def test_weighted_percentile_like_numpy_quantile(percentile, global_random_seed):
"""Check that _weighted_percentile delivers equivalent results as np.quantile
with weights."""
rng = np.random.RandomState(global_random_seed)
array = rng.rand(10, 100)
sample_weight = rng.randint(1, 6, size=(10, 100))
percentile_weighted_percentile = _weighted_percentile(
array, sample_weight, percentile
)
percentile_numpy_quantile = np.quantile(
array, percentile / 100, weights=sample_weight, axis=0, method="inverted_cdf"
)
assert_array_equal(percentile_weighted_percentile, percentile_numpy_quantile)
@pytest.mark.skipif(
np_version < parse_version("2.0"),
reason="np.nanquantile only accepts weights since version 2.0",
)
@pytest.mark.parametrize("percentile", [66, 10, 50])
def test_weighted_percentile_like_numpy_nanquantile(percentile, global_random_seed):
"""Check that _weighted_percentile delivers equivalent results as np.nanquantile
with weights."""
rng = np.random.RandomState(global_random_seed)
array_with_nans = rng.rand(10, 100)
array_with_nans[rng.rand(*array_with_nans.shape) < 0.5] = np.nan
sample_weight = rng.randint(1, 6, size=(10, 100))
percentile_weighted_percentile = _weighted_percentile(
array_with_nans, sample_weight, percentile
)
percentile_numpy_nanquantile = np.nanquantile(
array_with_nans,
percentile / 100,
weights=sample_weight,
axis=0,
method="inverted_cdf",
)
assert_array_equal(percentile_weighted_percentile, percentile_numpy_nanquantile)
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