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
|
"""Test scikit-optimize based implementation of hyperparameter search with interface
similar to those of GridSearchCV."""
import numpy as np
import pytest
from numpy.testing import assert_array_equal
from scipy.stats import rankdata
from sklearn.base import BaseEstimator, clone
from sklearn.datasets import load_iris, make_classification
from sklearn.metrics import confusion_matrix, f1_score
from sklearn.model_selection import train_test_split
from sklearn.pipeline import Pipeline
from sklearn.svm import SVC, LinearSVC
from sklearn.tree import DecisionTreeClassifier
from skopt import BayesSearchCV
from skopt.space import Categorical, Integer, Real
def _fit_svc(n_jobs=1, n_points=1, cv=None):
"""Utility function to fit a larger classification task with SVC."""
X, y = make_classification(
n_samples=1000,
n_features=20,
n_redundant=0,
n_informative=18,
random_state=1,
n_clusters_per_class=1,
)
opt = BayesSearchCV(
SVC(),
{
'C': Real(1e-3, 1e3, prior='log-uniform'),
'gamma': Real(1e-3, 1e1, prior='log-uniform'),
'degree': Integer(1, 3),
},
n_jobs=n_jobs,
n_iter=11,
n_points=n_points,
cv=cv,
random_state=42,
)
opt.fit(X, y)
assert opt.score(X, y) > 0.9
opt2 = BayesSearchCV(
SVC(),
{
'C': Real(1e-3, 1e3, prior='log-uniform'),
'gamma': Real(1e-3, 1e1, prior='log-uniform'),
'degree': Integer(1, 3),
},
n_jobs=n_jobs,
n_iter=11,
n_points=n_points,
cv=cv,
random_state=42,
)
opt2.fit(X, y)
assert opt.score(X, y) == opt2.score(X, y)
def test_raise_errors():
# check if empty search space is raising errors
with pytest.raises(ValueError):
BayesSearchCV(SVC(), {})
# check if invalid dimensions are raising errors
with pytest.raises(ValueError):
BayesSearchCV(SVC(), {'C': '1 ... 100.0'})
with pytest.raises(TypeError):
BayesSearchCV(SVC(), ['C', (1.0, 1)])
@pytest.mark.parametrize("surrogate", ['gp', None])
@pytest.mark.parametrize("n_jobs", [1, -1]) # test sequential and parallel
@pytest.mark.parametrize("n_points", [1, 3]) # test query of multiple points
def test_searchcv_runs(surrogate, n_jobs, n_points, cv=None):
"""Test whether the cross validation search wrapper around sklearn models runs
properly with available surrogates and with single or multiple workers and different
number of parameter settings to ask from the optimizer in parallel.
Parameters
----------
* `surrogate` [str or None]:
A class of the scikit-optimize surrogate used. None means
to use default surrogate.
* `n_jobs` [int]:
Number of parallel processes to use for computations.
"""
X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(
X, y, train_size=0.75, random_state=0
)
# create an instance of a surrogate if it is not a string
if surrogate is not None:
optimizer_kwargs = {'base_estimator': surrogate}
else:
optimizer_kwargs = None
opt_score_result = 0
run_count = 0
# Try three times....
while run_count < 3 and opt_score_result < 0.9:
opt = BayesSearchCV(
SVC(),
{
'C': Real(1e-6, 1e6, prior='log-uniform'),
'gamma': Real(1e-6, 1e1, prior='log-uniform'),
'degree': Integer(1, 8),
'kernel': Categorical(['linear', 'poly', 'rbf']),
},
n_jobs=n_jobs,
n_iter=11,
n_points=n_points,
cv=cv,
optimizer_kwargs=optimizer_kwargs,
)
opt.fit(X_train, y_train)
# this normally does not hold only if something is wrong
# with the optimizaiton procedure as such
opt_score_result = opt.score(X_test, y_test)
run_count += 1
assert opt_score_result > 0.9
@pytest.mark.slow_test
def test_parallel_cv():
"""Test whether parallel jobs work."""
_fit_svc(n_jobs=1, cv=5)
_fit_svc(n_jobs=2, cv=5)
def test_searchcv_runs_multiple_subspaces():
"""Test whether the BayesSearchCV runs without exceptions when multiple subspaces
are given."""
X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(
X, y, train_size=0.75, random_state=0
)
# used to try different model classes
pipe = Pipeline([('model', SVC())])
# single categorical value of 'model' parameter sets the model class
lin_search = {
'model': Categorical([LinearSVC()]),
'model__C': Real(1e-6, 1e6, prior='log-uniform'),
}
dtc_search = {
'model': Categorical([DecisionTreeClassifier()]),
'model__max_depth': Integer(1, 32),
'model__min_samples_split': Real(1e-3, 1.0, prior='log-uniform'),
}
svc_search = {
'model': Categorical([SVC()]),
'model__C': Real(1e-6, 1e6, prior='log-uniform'),
'model__gamma': Real(1e-6, 1e1, prior='log-uniform'),
'model__degree': Integer(1, 8),
'model__kernel': Categorical(['linear', 'poly', 'rbf']),
}
opt = BayesSearchCV(pipe, [(lin_search, 1), (dtc_search, 1), svc_search], n_iter=2)
opt.fit(X_train, y_train)
# test if all subspaces are explored
total_evaluations = len(opt.cv_results_['mean_test_score'])
assert total_evaluations == 1 + 1 + 2, "Not all spaces were explored!"
assert len(opt.optimizer_results_) == 3
assert isinstance(opt.optimizer_results_[0].x[0], LinearSVC)
assert isinstance(opt.optimizer_results_[1].x[0], DecisionTreeClassifier)
assert isinstance(opt.optimizer_results_[2].x[0], SVC)
def test_searchcv_sklearn_compatibility():
"""Test whether the BayesSearchCV is compatible with base sklearn methods such as
clone, set_params, get_params."""
X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(
X, y, train_size=0.75, random_state=0
)
# used to try different model classes
pipe = Pipeline([('model', SVC())])
# single categorical value of 'model' parameter sets the model class
lin_search = {
'model': Categorical([LinearSVC()]),
'model__C': Real(1e-6, 1e6, prior='log-uniform'),
}
dtc_search = {
'model': Categorical([DecisionTreeClassifier()]),
'model__max_depth': Integer(1, 32),
'model__min_samples_split': Real(1e-3, 1.0, prior='log-uniform'),
}
svc_search = {
'model': Categorical([SVC()]),
'model__C': Real(1e-6, 1e6, prior='log-uniform'),
'model__gamma': Real(1e-6, 1e1, prior='log-uniform'),
'model__degree': Integer(1, 8),
'model__kernel': Categorical(['linear', 'poly', 'rbf']),
}
opt = BayesSearchCV(pipe, [(lin_search, 1), svc_search], n_iter=2)
opt_clone = clone(opt)
params, params_clone = opt.get_params(), opt_clone.get_params()
assert params.keys() == params_clone.keys()
for param, param_clone in zip(params.items(), params_clone.items()):
assert param[0] == param_clone[0]
assert isinstance(param[1], type(param_clone[1]))
opt.set_params(search_spaces=[(dtc_search, 1)])
opt.fit(X_train, y_train)
opt_clone.fit(X_train, y_train)
total_evaluations = len(opt.cv_results_['mean_test_score'])
total_evaluations_clone = len(opt_clone.cv_results_['mean_test_score'])
# test if expected number of subspaces is explored
assert total_evaluations == 1
assert total_evaluations_clone == 1 + 2
def test_searchcv_reproducibility():
"""Test whether results of BayesSearchCV can be reproduced with a fixed random
state."""
X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(
X, y, train_size=0.75, random_state=0
)
random_state = 42
opt = BayesSearchCV(
SVC(random_state=random_state),
{
'C': Real(1e-6, 1e6, prior='log-uniform'),
'gamma': Real(1e-6, 1e1, prior='log-uniform'),
'degree': Integer(1, 8),
'kernel': Categorical(['linear', 'poly', 'rbf']),
},
n_iter=11,
random_state=random_state,
)
opt.fit(X_train, y_train)
best_est = opt.best_estimator_
optim_res = opt.optimizer_results_[0].x
opt2 = clone(opt).fit(X_train, y_train)
best_est2 = opt2.best_estimator_
optim_res2 = opt2.optimizer_results_[0].x
attributes = ['C', 'gamma', 'degree', 'kernel']
for attr, idx in zip(attributes, [0, 2, 1, 3]):
assert (
hasattr(best_est, attr)
and hasattr(best_est2, attr)
and getattr(best_est, attr) == getattr(best_est2, attr)
)
assert optim_res[idx] == getattr(best_est, attr)
assert optim_res2[idx] == getattr(best_est, attr)
@pytest.mark.fast_test
def test_searchcv_rank():
"""Test whether results of BayesSearchCV can be reproduced with a fixed random
state."""
X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(
X, y, train_size=0.75, random_state=0
)
random_state = 42
opt = BayesSearchCV(
SVC(random_state=random_state),
{
'C': Real(1e-6, 1e6, prior='log-uniform'),
'gamma': Real(1e-6, 1e1, prior='log-uniform'),
'degree': Integer(1, 8),
'kernel': Categorical(['linear', 'poly', 'rbf']),
},
n_iter=11,
random_state=random_state,
return_train_score=True,
)
opt.fit(X_train, y_train)
results = opt.cv_results_
test_rank = np.asarray(
rankdata(-np.array(results["mean_test_score"]), method='min'), dtype=np.int32
)
train_rank = np.asarray(
rankdata(-np.array(results["mean_train_score"]), method='min'), dtype=np.int32
)
assert_array_equal(np.array(results['rank_test_score']), test_rank)
assert_array_equal(np.array(results['rank_train_score']), train_rank)
def test_searchcv_refit():
"""Test whether results of BayesSearchCV can be reproduced with a fixed random
state."""
X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(
X, y, train_size=0.75, random_state=0
)
random_state = 42
opt = BayesSearchCV(
SVC(random_state=random_state),
{
'C': Real(1e-6, 1e6, prior='log-uniform'),
'gamma': Real(1e-6, 1e1, prior='log-uniform'),
'degree': Integer(1, 8),
'kernel': Categorical(['linear', 'poly', 'rbf']),
},
n_iter=11,
random_state=random_state,
)
opt2 = BayesSearchCV(
SVC(random_state=random_state),
{
'C': Real(1e-6, 1e6, prior='log-uniform'),
'gamma': Real(1e-6, 1e1, prior='log-uniform'),
'degree': Integer(1, 8),
'kernel': Categorical(['linear', 'poly', 'rbf']),
},
n_iter=11,
random_state=random_state,
refit=True,
)
opt.fit(X_train, y_train)
opt2.best_estimator_ = opt.best_estimator_
opt2.fit(X_train, y_train)
# this normally does not hold only if something is wrong
# with the optimizaiton procedure as such
assert opt2.score(X_test, y_test) > 0.9
def test_searchcv_callback():
# Test whether callback is used in BayesSearchCV and
# whether is can be used to interrupt the search loop
X, y = load_iris(return_X_y=True)
opt = BayesSearchCV(
DecisionTreeClassifier(),
{
'max_depth': [3], # additional test for single dimension
'min_samples_split': Real(0.1, 0.9),
},
n_iter=5,
)
total_iterations = [0]
def callback(opt_result):
# this simply counts iterations
total_iterations[0] += 1
# break the optimization loop at some point
if total_iterations[0] > 2:
return True # True == stop optimization
return False
opt.fit(X, y, callback=callback)
assert total_iterations[0] == 3
# test whether final model was fit
opt.score(X, y)
def test_searchcv_total_iterations():
# Test the total iterations counting property of BayesSearchCV
opt = BayesSearchCV(
DecisionTreeClassifier(),
[
({'max_depth': (1, 32)}, 10), # 10 iterations here
{'min_samples_split': Real(0.1, 0.9)}, # 5 (default) iters here
],
n_iter=5,
)
assert opt.total_iterations == 10 + 5
def test_search_cv_internal_parameter_types():
# Test whether the parameters passed to the
# estimator of the BayesSearchCV are of standard python
# types - float, int, str
# This is estimator is used to check whether the types provided
# are native python types.
class TypeCheckEstimator(BaseEstimator):
def __init__(self, float_param=0.0, int_param=0, str_param=""):
self.float_param = float_param
self.int_param = int_param
self.str_param = str_param
def fit(self, X, y):
assert isinstance(self.float_param, float)
assert isinstance(self.int_param, int)
assert isinstance(self.str_param, str)
return self
def score(self, X, y):
return np.random.uniform()
# Below is example code that used to not work.
X, y = make_classification(10, 4)
model = BayesSearchCV(
estimator=TypeCheckEstimator(),
search_spaces={
'float_param': [0.0, 1.0],
'int_param': [0, 10],
'str_param': ["one", "two", "three"],
},
n_iter=11,
)
model.fit(X, y)
def test_searchcv_multimetric_scoring():
# test that multi-metric scoring works as intened
# for BayesSearchCV
random_state = 42
X, y = make_classification(n_classes=2, random_state=random_state)
X_train, X_test, y_train, y_test = train_test_split(
X, y, train_size=0.75, random_state=0
)
# test iterable scoring
opt = BayesSearchCV(
SVC(random_state=random_state),
{
'C': Real(1e-6, 1e6, prior='log-uniform'),
'gamma': Real(1e-6, 1e1, prior='log-uniform'),
'degree': Integer(1, 8),
'kernel': Categorical(['linear', 'poly', 'rbf']),
},
scoring=["accuracy", "f1"],
refit="f1",
n_iter=11,
random_state=random_state,
)
opt.fit(X_train, y_train)
y_pred = opt.predict(X_test)
assert f1_score(y_test, y_pred) > 0.9
assert len(opt.cv_results_["mean_test_accuracy"]) == len(
opt.cv_results_["mean_test_f1"]
)
# test dict scoring
opt = BayesSearchCV(
SVC(random_state=random_state),
{
'C': Real(1e-6, 1e6, prior='log-uniform'),
'gamma': Real(1e-6, 1e1, prior='log-uniform'),
'degree': Integer(1, 8),
'kernel': Categorical(['linear', 'poly', 'rbf']),
},
scoring={
"f1": "f1",
"accuracy": "accuracy",
},
refit="f1",
n_iter=11,
random_state=random_state,
)
opt.fit(X_train, y_train)
y_pred = opt.predict(X_test)
assert f1_score(y_test, y_pred) > 0.9
assert len(opt.cv_results_["mean_test_accuracy"]) == len(
opt.cv_results_["mean_test_f1"]
)
def test_searchcv_multimetric_callable_scoring():
random_state = 42
X, y = make_classification(n_classes=2, random_state=random_state)
X_train, X_test, y_train, y_test = train_test_split(
X, y, train_size=0.75, random_state=0
)
# sample code taken from scikit-learn
def confusion_matrix_score(clf, X, y):
y_pred = clf.predict(X)
cm = confusion_matrix(y, y_pred)
return {'tn': cm[0, 0], 'fp': cm[0, 1], 'fn': cm[1, 0], 'tp': cm[1, 1]}
opt = BayesSearchCV(
SVC(random_state=random_state),
{
'C': Real(1e-6, 1e6, prior='log-uniform'),
'gamma': Real(1e-6, 1e1, prior='log-uniform'),
'degree': Integer(1, 8),
'kernel': Categorical(['linear', 'poly', 'rbf']),
},
scoring=confusion_matrix_score,
refit="tp",
n_iter=11,
random_state=random_state,
)
opt.fit(X_train, y_train)
assert confusion_matrix_score(opt, X_test, y_test)["tp"] > 0.9
assert len(opt.cv_results_["mean_test_tp"]) == len(opt.cv_results_["mean_test_fp"])
|