ai-content-maker/.venv/Lib/site-packages/sklearn/ensemble/tests/test_gradient_boosting.py

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"""
Testing for the gradient boosting module (sklearn.ensemble.gradient_boosting).
"""
import re
import warnings
import numpy as np
import pytest
from numpy.testing import assert_allclose
from sklearn import datasets
from sklearn.base import clone
from sklearn.datasets import make_classification, make_regression
from sklearn.dummy import DummyClassifier, DummyRegressor
from sklearn.ensemble import GradientBoostingClassifier, GradientBoostingRegressor
from sklearn.ensemble._gb import _safe_divide
from sklearn.ensemble._gradient_boosting import predict_stages
from sklearn.exceptions import DataConversionWarning, NotFittedError
from sklearn.linear_model import LinearRegression
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import train_test_split
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import scale
from sklearn.svm import NuSVR
from sklearn.utils import check_random_state, tosequence
from sklearn.utils._mocking import NoSampleWeightWrapper
from sklearn.utils._param_validation import InvalidParameterError
from sklearn.utils._testing import (
assert_array_almost_equal,
assert_array_equal,
skip_if_32bit,
)
from sklearn.utils.fixes import COO_CONTAINERS, CSC_CONTAINERS, CSR_CONTAINERS
GRADIENT_BOOSTING_ESTIMATORS = [GradientBoostingClassifier, GradientBoostingRegressor]
# toy sample
X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]]
y = [-1, -1, -1, 1, 1, 1]
T = [[-1, -1], [2, 2], [3, 2]]
true_result = [-1, 1, 1]
# also make regression dataset
X_reg, y_reg = make_regression(
n_samples=100, n_features=4, n_informative=8, noise=10, random_state=7
)
y_reg = scale(y_reg)
rng = np.random.RandomState(0)
# also load the iris dataset
# and randomly permute it
iris = datasets.load_iris()
perm = rng.permutation(iris.target.size)
iris.data = iris.data[perm]
iris.target = iris.target[perm]
def test_exponential_n_classes_gt_2():
"""Test exponential loss raises for n_classes > 2."""
clf = GradientBoostingClassifier(loss="exponential")
msg = "loss='exponential' is only suitable for a binary classification"
with pytest.raises(ValueError, match=msg):
clf.fit(iris.data, iris.target)
def test_raise_if_init_has_no_predict_proba():
"""Test raise if init_ has no predict_proba method."""
clf = GradientBoostingClassifier(init=GradientBoostingRegressor)
msg = (
"The 'init' parameter of GradientBoostingClassifier must be a str among "
"{'zero'}, None or an object implementing 'fit' and 'predict_proba'."
)
with pytest.raises(ValueError, match=msg):
clf.fit(X, y)
@pytest.mark.parametrize("loss", ("log_loss", "exponential"))
def test_classification_toy(loss, global_random_seed):
# Check classification on a toy dataset.
clf = GradientBoostingClassifier(
loss=loss, n_estimators=10, random_state=global_random_seed
)
with pytest.raises(ValueError):
clf.predict(T)
clf.fit(X, y)
assert_array_equal(clf.predict(T), true_result)
assert 10 == len(clf.estimators_)
log_loss_decrease = clf.train_score_[:-1] - clf.train_score_[1:]
assert np.any(log_loss_decrease >= 0.0)
leaves = clf.apply(X)
assert leaves.shape == (6, 10, 1)
@pytest.mark.parametrize("loss", ("log_loss", "exponential"))
def test_classification_synthetic(loss, global_random_seed):
# Test GradientBoostingClassifier on synthetic dataset used by
# Hastie et al. in ESLII - Figure 10.9
# Note that Figure 10.9 reuses the dataset generated for figure 10.2
# and should have 2_000 train data points and 10_000 test data points.
# Here we intentionally use a smaller variant to make the test run faster,
# but the conclusions are still the same, despite the smaller datasets.
X, y = datasets.make_hastie_10_2(n_samples=2000, random_state=global_random_seed)
split_idx = 500
X_train, X_test = X[:split_idx], X[split_idx:]
y_train, y_test = y[:split_idx], y[split_idx:]
# Increasing the number of trees should decrease the test error
common_params = {
"max_depth": 1,
"learning_rate": 1.0,
"loss": loss,
"random_state": global_random_seed,
}
gbrt_10_stumps = GradientBoostingClassifier(n_estimators=10, **common_params)
gbrt_10_stumps.fit(X_train, y_train)
gbrt_50_stumps = GradientBoostingClassifier(n_estimators=50, **common_params)
gbrt_50_stumps.fit(X_train, y_train)
assert gbrt_10_stumps.score(X_test, y_test) < gbrt_50_stumps.score(X_test, y_test)
# Decision stumps are better suited for this dataset with a large number of
# estimators.
common_params = {
"n_estimators": 200,
"learning_rate": 1.0,
"loss": loss,
"random_state": global_random_seed,
}
gbrt_stumps = GradientBoostingClassifier(max_depth=1, **common_params)
gbrt_stumps.fit(X_train, y_train)
gbrt_10_nodes = GradientBoostingClassifier(max_leaf_nodes=10, **common_params)
gbrt_10_nodes.fit(X_train, y_train)
assert gbrt_stumps.score(X_test, y_test) > gbrt_10_nodes.score(X_test, y_test)
@pytest.mark.parametrize("loss", ("squared_error", "absolute_error", "huber"))
@pytest.mark.parametrize("subsample", (1.0, 0.5))
def test_regression_dataset(loss, subsample, global_random_seed):
# Check consistency on regression dataset with least squares
# and least absolute deviation.
ones = np.ones(len(y_reg))
last_y_pred = None
for sample_weight in [None, ones, 2 * ones]:
# learning_rate, max_depth and n_estimators were adjusted to get a mode
# that is accurate enough to reach a low MSE on the training set while
# keeping the resource used to execute this test low enough.
reg = GradientBoostingRegressor(
n_estimators=30,
loss=loss,
max_depth=4,
subsample=subsample,
min_samples_split=2,
random_state=global_random_seed,
learning_rate=0.5,
)
reg.fit(X_reg, y_reg, sample_weight=sample_weight)
leaves = reg.apply(X_reg)
assert leaves.shape == (100, 30)
y_pred = reg.predict(X_reg)
mse = mean_squared_error(y_reg, y_pred)
assert mse < 0.05
if last_y_pred is not None:
# FIXME: We temporarily bypass this test. This is due to the fact
# that GBRT with and without `sample_weight` do not use the same
# implementation of the median during the initialization with the
# `DummyRegressor`. In the future, we should make sure that both
# implementations should be the same. See PR #17377 for more.
# assert_allclose(last_y_pred, y_pred)
pass
last_y_pred = y_pred
@pytest.mark.parametrize("subsample", (1.0, 0.5))
@pytest.mark.parametrize("sample_weight", (None, 1))
def test_iris(subsample, sample_weight, global_random_seed):
if sample_weight == 1:
sample_weight = np.ones(len(iris.target))
# Check consistency on dataset iris.
clf = GradientBoostingClassifier(
n_estimators=100,
loss="log_loss",
random_state=global_random_seed,
subsample=subsample,
)
clf.fit(iris.data, iris.target, sample_weight=sample_weight)
score = clf.score(iris.data, iris.target)
assert score > 0.9
leaves = clf.apply(iris.data)
assert leaves.shape == (150, 100, 3)
def test_regression_synthetic(global_random_seed):
# Test on synthetic regression datasets used in Leo Breiman,
# `Bagging Predictors?. Machine Learning 24(2): 123-140 (1996).
random_state = check_random_state(global_random_seed)
regression_params = {
"n_estimators": 100,
"max_depth": 4,
"min_samples_split": 2,
"learning_rate": 0.1,
"loss": "squared_error",
"random_state": global_random_seed,
}
# Friedman1
X, y = datasets.make_friedman1(n_samples=1200, random_state=random_state, noise=1.0)
X_train, y_train = X[:200], y[:200]
X_test, y_test = X[200:], y[200:]
clf = GradientBoostingRegressor(**regression_params)
clf.fit(X_train, y_train)
mse = mean_squared_error(y_test, clf.predict(X_test))
assert mse < 6.5
# Friedman2
X, y = datasets.make_friedman2(n_samples=1200, random_state=random_state)
X_train, y_train = X[:200], y[:200]
X_test, y_test = X[200:], y[200:]
clf = GradientBoostingRegressor(**regression_params)
clf.fit(X_train, y_train)
mse = mean_squared_error(y_test, clf.predict(X_test))
assert mse < 2500.0
# Friedman3
X, y = datasets.make_friedman3(n_samples=1200, random_state=random_state)
X_train, y_train = X[:200], y[:200]
X_test, y_test = X[200:], y[200:]
clf = GradientBoostingRegressor(**regression_params)
clf.fit(X_train, y_train)
mse = mean_squared_error(y_test, clf.predict(X_test))
assert mse < 0.025
@pytest.mark.parametrize(
"GradientBoosting, X, y",
[
(GradientBoostingRegressor, X_reg, y_reg),
(GradientBoostingClassifier, iris.data, iris.target),
],
)
def test_feature_importances(GradientBoosting, X, y):
# smoke test to check that the gradient boosting expose an attribute
# feature_importances_
gbdt = GradientBoosting()
assert not hasattr(gbdt, "feature_importances_")
gbdt.fit(X, y)
assert hasattr(gbdt, "feature_importances_")
def test_probability_log(global_random_seed):
# Predict probabilities.
clf = GradientBoostingClassifier(n_estimators=100, random_state=global_random_seed)
with pytest.raises(ValueError):
clf.predict_proba(T)
clf.fit(X, y)
assert_array_equal(clf.predict(T), true_result)
# check if probabilities are in [0, 1].
y_proba = clf.predict_proba(T)
assert np.all(y_proba >= 0.0)
assert np.all(y_proba <= 1.0)
# derive predictions from probabilities
y_pred = clf.classes_.take(y_proba.argmax(axis=1), axis=0)
assert_array_equal(y_pred, true_result)
def test_single_class_with_sample_weight():
sample_weight = [0, 0, 0, 1, 1, 1]
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
msg = (
"y contains 1 class after sample_weight trimmed classes with "
"zero weights, while a minimum of 2 classes are required."
)
with pytest.raises(ValueError, match=msg):
clf.fit(X, y, sample_weight=sample_weight)
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
def test_check_inputs_predict_stages(csc_container):
# check that predict_stages through an error if the type of X is not
# supported
x, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
x_sparse_csc = csc_container(x)
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(x, y)
score = np.zeros((y.shape)).reshape(-1, 1)
err_msg = "When X is a sparse matrix, a CSR format is expected"
with pytest.raises(ValueError, match=err_msg):
predict_stages(clf.estimators_, x_sparse_csc, clf.learning_rate, score)
x_fortran = np.asfortranarray(x)
with pytest.raises(ValueError, match="X should be C-ordered np.ndarray"):
predict_stages(clf.estimators_, x_fortran, clf.learning_rate, score)
def test_max_feature_regression(global_random_seed):
# Test to make sure random state is set properly.
X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=global_random_seed)
X_train, X_test = X[:2000], X[2000:]
y_train, y_test = y[:2000], y[2000:]
gbrt = GradientBoostingClassifier(
n_estimators=100,
min_samples_split=5,
max_depth=2,
learning_rate=0.1,
max_features=2,
random_state=global_random_seed,
)
gbrt.fit(X_train, y_train)
log_loss = gbrt._loss(y_test, gbrt.decision_function(X_test))
assert log_loss < 0.5, "GB failed with deviance %.4f" % log_loss
def test_feature_importance_regression(
fetch_california_housing_fxt, global_random_seed
):
"""Test that Gini importance is calculated correctly.
This test follows the example from [1]_ (pg. 373).
.. [1] Friedman, J., Hastie, T., & Tibshirani, R. (2001). The elements
of statistical learning. New York: Springer series in statistics.
"""
california = fetch_california_housing_fxt()
X, y = california.data, california.target
X_train, X_test, y_train, y_test = train_test_split(
X, y, random_state=global_random_seed
)
reg = GradientBoostingRegressor(
loss="huber",
learning_rate=0.1,
max_leaf_nodes=6,
n_estimators=100,
random_state=global_random_seed,
)
reg.fit(X_train, y_train)
sorted_idx = np.argsort(reg.feature_importances_)[::-1]
sorted_features = [california.feature_names[s] for s in sorted_idx]
# The most important feature is the median income by far.
assert sorted_features[0] == "MedInc"
# The three subsequent features are the following. Their relative ordering
# might change a bit depending on the randomness of the trees and the
# train / test split.
assert set(sorted_features[1:4]) == {"Longitude", "AveOccup", "Latitude"}
def test_max_features():
# Test if max features is set properly for floats and str.
X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1)
_, n_features = X.shape
X_train = X[:2000]
y_train = y[:2000]
gbrt = GradientBoostingClassifier(n_estimators=1, max_features=None)
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == n_features
gbrt = GradientBoostingRegressor(n_estimators=1, max_features=None)
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == n_features
gbrt = GradientBoostingRegressor(n_estimators=1, max_features=0.3)
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == int(n_features * 0.3)
gbrt = GradientBoostingRegressor(n_estimators=1, max_features="sqrt")
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == int(np.sqrt(n_features))
gbrt = GradientBoostingRegressor(n_estimators=1, max_features="log2")
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == int(np.log2(n_features))
gbrt = GradientBoostingRegressor(n_estimators=1, max_features=0.01 / X.shape[1])
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == 1
def test_staged_predict():
# Test whether staged decision function eventually gives
# the same prediction.
X, y = datasets.make_friedman1(n_samples=1200, random_state=1, noise=1.0)
X_train, y_train = X[:200], y[:200]
X_test = X[200:]
clf = GradientBoostingRegressor()
# test raise ValueError if not fitted
with pytest.raises(ValueError):
np.fromiter(clf.staged_predict(X_test), dtype=np.float64)
clf.fit(X_train, y_train)
y_pred = clf.predict(X_test)
# test if prediction for last stage equals ``predict``
for y in clf.staged_predict(X_test):
assert y.shape == y_pred.shape
assert_array_almost_equal(y_pred, y)
def test_staged_predict_proba():
# Test whether staged predict proba eventually gives
# the same prediction.
X, y = datasets.make_hastie_10_2(n_samples=1200, random_state=1)
X_train, y_train = X[:200], y[:200]
X_test, y_test = X[200:], y[200:]
clf = GradientBoostingClassifier(n_estimators=20)
# test raise NotFittedError if not
with pytest.raises(NotFittedError):
np.fromiter(clf.staged_predict_proba(X_test), dtype=np.float64)
clf.fit(X_train, y_train)
# test if prediction for last stage equals ``predict``
for y_pred in clf.staged_predict(X_test):
assert y_test.shape == y_pred.shape
assert_array_equal(clf.predict(X_test), y_pred)
# test if prediction for last stage equals ``predict_proba``
for staged_proba in clf.staged_predict_proba(X_test):
assert y_test.shape[0] == staged_proba.shape[0]
assert 2 == staged_proba.shape[1]
assert_array_almost_equal(clf.predict_proba(X_test), staged_proba)
@pytest.mark.parametrize("Estimator", GRADIENT_BOOSTING_ESTIMATORS)
def test_staged_functions_defensive(Estimator, global_random_seed):
# test that staged_functions make defensive copies
rng = np.random.RandomState(global_random_seed)
X = rng.uniform(size=(10, 3))
y = (4 * X[:, 0]).astype(int) + 1 # don't predict zeros
estimator = Estimator()
estimator.fit(X, y)
for func in ["predict", "decision_function", "predict_proba"]:
staged_func = getattr(estimator, "staged_" + func, None)
if staged_func is None:
# regressor has no staged_predict_proba
continue
with warnings.catch_warnings(record=True):
staged_result = list(staged_func(X))
staged_result[1][:] = 0
assert np.all(staged_result[0] != 0)
def test_serialization():
# Check model serialization.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(X, y)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
try:
import cPickle as pickle
except ImportError:
import pickle
serialized_clf = pickle.dumps(clf, protocol=pickle.HIGHEST_PROTOCOL)
clf = None
clf = pickle.loads(serialized_clf)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
def test_degenerate_targets():
# Check if we can fit even though all targets are equal.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
# classifier should raise exception
with pytest.raises(ValueError):
clf.fit(X, np.ones(len(X)))
clf = GradientBoostingRegressor(n_estimators=100, random_state=1)
clf.fit(X, np.ones(len(X)))
clf.predict([rng.rand(2)])
assert_array_equal(np.ones((1,), dtype=np.float64), clf.predict([rng.rand(2)]))
def test_quantile_loss(global_random_seed):
# Check if quantile loss with alpha=0.5 equals absolute_error.
clf_quantile = GradientBoostingRegressor(
n_estimators=100,
loss="quantile",
max_depth=4,
alpha=0.5,
random_state=global_random_seed,
)
clf_quantile.fit(X_reg, y_reg)
y_quantile = clf_quantile.predict(X_reg)
clf_ae = GradientBoostingRegressor(
n_estimators=100,
loss="absolute_error",
max_depth=4,
random_state=global_random_seed,
)
clf_ae.fit(X_reg, y_reg)
y_ae = clf_ae.predict(X_reg)
assert_allclose(y_quantile, y_ae)
def test_symbol_labels():
# Test with non-integer class labels.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
symbol_y = tosequence(map(str, y))
clf.fit(X, symbol_y)
assert_array_equal(clf.predict(T), tosequence(map(str, true_result)))
assert 100 == len(clf.estimators_)
def test_float_class_labels():
# Test with float class labels.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
float_y = np.asarray(y, dtype=np.float32)
clf.fit(X, float_y)
assert_array_equal(clf.predict(T), np.asarray(true_result, dtype=np.float32))
assert 100 == len(clf.estimators_)
def test_shape_y():
# Test with float class labels.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
y_ = np.asarray(y, dtype=np.int32)
y_ = y_[:, np.newaxis]
# This will raise a DataConversionWarning that we want to
# "always" raise, elsewhere the warnings gets ignored in the
# later tests, and the tests that check for this warning fail
warn_msg = (
"A column-vector y was passed when a 1d array was expected. "
"Please change the shape of y to \\(n_samples, \\), for "
"example using ravel()."
)
with pytest.warns(DataConversionWarning, match=warn_msg):
clf.fit(X, y_)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
def test_mem_layout():
# Test with different memory layouts of X and y
X_ = np.asfortranarray(X)
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(X_, y)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
X_ = np.ascontiguousarray(X)
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(X_, y)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
y_ = np.asarray(y, dtype=np.int32)
y_ = np.ascontiguousarray(y_)
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(X, y_)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
y_ = np.asarray(y, dtype=np.int32)
y_ = np.asfortranarray(y_)
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(X, y_)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
@pytest.mark.parametrize("GradientBoostingEstimator", GRADIENT_BOOSTING_ESTIMATORS)
def test_oob_improvement(GradientBoostingEstimator):
# Test if oob improvement has correct shape and regression test.
estimator = GradientBoostingEstimator(
n_estimators=100, random_state=1, subsample=0.5
)
estimator.fit(X, y)
assert estimator.oob_improvement_.shape[0] == 100
# hard-coded regression test - change if modification in OOB computation
assert_array_almost_equal(
estimator.oob_improvement_[:5],
np.array([0.19, 0.15, 0.12, -0.11, 0.11]),
decimal=2,
)
@pytest.mark.parametrize("GradientBoostingEstimator", GRADIENT_BOOSTING_ESTIMATORS)
def test_oob_scores(GradientBoostingEstimator):
# Test if oob scores has correct shape and regression test.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
estimator = GradientBoostingEstimator(
n_estimators=100, random_state=1, subsample=0.5
)
estimator.fit(X, y)
assert estimator.oob_scores_.shape[0] == 100
assert estimator.oob_scores_[-1] == pytest.approx(estimator.oob_score_)
estimator = GradientBoostingEstimator(
n_estimators=100,
random_state=1,
subsample=0.5,
n_iter_no_change=5,
)
estimator.fit(X, y)
assert estimator.oob_scores_.shape[0] < 100
assert estimator.oob_scores_[-1] == pytest.approx(estimator.oob_score_)
@pytest.mark.parametrize(
"GradientBoostingEstimator, oob_attribute",
[
(GradientBoostingClassifier, "oob_improvement_"),
(GradientBoostingClassifier, "oob_scores_"),
(GradientBoostingClassifier, "oob_score_"),
(GradientBoostingRegressor, "oob_improvement_"),
(GradientBoostingRegressor, "oob_scores_"),
(GradientBoostingRegressor, "oob_score_"),
],
)
def test_oob_attributes_error(GradientBoostingEstimator, oob_attribute):
"""
Check that we raise an AttributeError when the OOB statistics were not computed.
"""
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
estimator = GradientBoostingEstimator(
n_estimators=100,
random_state=1,
subsample=1.0,
)
estimator.fit(X, y)
with pytest.raises(AttributeError):
estimator.oob_attribute
def test_oob_multilcass_iris():
# Check OOB improvement on multi-class dataset.
estimator = GradientBoostingClassifier(
n_estimators=100, loss="log_loss", random_state=1, subsample=0.5
)
estimator.fit(iris.data, iris.target)
score = estimator.score(iris.data, iris.target)
assert score > 0.9
assert estimator.oob_improvement_.shape[0] == estimator.n_estimators
assert estimator.oob_scores_.shape[0] == estimator.n_estimators
assert estimator.oob_scores_[-1] == pytest.approx(estimator.oob_score_)
estimator = GradientBoostingClassifier(
n_estimators=100,
loss="log_loss",
random_state=1,
subsample=0.5,
n_iter_no_change=5,
)
estimator.fit(iris.data, iris.target)
score = estimator.score(iris.data, iris.target)
assert estimator.oob_improvement_.shape[0] < estimator.n_estimators
assert estimator.oob_scores_.shape[0] < estimator.n_estimators
assert estimator.oob_scores_[-1] == pytest.approx(estimator.oob_score_)
# hard-coded regression test - change if modification in OOB computation
# FIXME: the following snippet does not yield the same results on 32 bits
# assert_array_almost_equal(estimator.oob_improvement_[:5],
# np.array([12.68, 10.45, 8.18, 6.43, 5.13]),
# decimal=2)
def test_verbose_output():
# Check verbose=1 does not cause error.
import sys
from io import StringIO
old_stdout = sys.stdout
sys.stdout = StringIO()
clf = GradientBoostingClassifier(
n_estimators=100, random_state=1, verbose=1, subsample=0.8
)
clf.fit(X, y)
verbose_output = sys.stdout
sys.stdout = old_stdout
# check output
verbose_output.seek(0)
header = verbose_output.readline().rstrip()
# with OOB
true_header = " ".join(["%10s"] + ["%16s"] * 3) % (
"Iter",
"Train Loss",
"OOB Improve",
"Remaining Time",
)
assert true_header == header
n_lines = sum(1 for l in verbose_output.readlines())
# one for 1-10 and then 9 for 20-100
assert 10 + 9 == n_lines
def test_more_verbose_output():
# Check verbose=2 does not cause error.
import sys
from io import StringIO
old_stdout = sys.stdout
sys.stdout = StringIO()
clf = GradientBoostingClassifier(n_estimators=100, random_state=1, verbose=2)
clf.fit(X, y)
verbose_output = sys.stdout
sys.stdout = old_stdout
# check output
verbose_output.seek(0)
header = verbose_output.readline().rstrip()
# no OOB
true_header = " ".join(["%10s"] + ["%16s"] * 2) % (
"Iter",
"Train Loss",
"Remaining Time",
)
assert true_header == header
n_lines = sum(1 for l in verbose_output.readlines())
# 100 lines for n_estimators==100
assert 100 == n_lines
@pytest.mark.parametrize("Cls", GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start(Cls, global_random_seed):
# Test if warm start equals fit.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=global_random_seed)
est = Cls(n_estimators=200, max_depth=1, random_state=global_random_seed)
est.fit(X, y)
est_ws = Cls(
n_estimators=100, max_depth=1, warm_start=True, random_state=global_random_seed
)
est_ws.fit(X, y)
est_ws.set_params(n_estimators=200)
est_ws.fit(X, y)
if Cls is GradientBoostingRegressor:
assert_allclose(est_ws.predict(X), est.predict(X))
else:
# Random state is preserved and hence predict_proba must also be
# same
assert_array_equal(est_ws.predict(X), est.predict(X))
assert_allclose(est_ws.predict_proba(X), est.predict_proba(X))
@pytest.mark.parametrize("Cls", GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_n_estimators(Cls, global_random_seed):
# Test if warm start equals fit - set n_estimators.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=global_random_seed)
est = Cls(n_estimators=300, max_depth=1, random_state=global_random_seed)
est.fit(X, y)
est_ws = Cls(
n_estimators=100, max_depth=1, warm_start=True, random_state=global_random_seed
)
est_ws.fit(X, y)
est_ws.set_params(n_estimators=300)
est_ws.fit(X, y)
assert_allclose(est_ws.predict(X), est.predict(X))
@pytest.mark.parametrize("Cls", GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_max_depth(Cls):
# Test if possible to fit trees of different depth in ensemble.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=100, max_depth=1, warm_start=True)
est.fit(X, y)
est.set_params(n_estimators=110, max_depth=2)
est.fit(X, y)
# last 10 trees have different depth
assert est.estimators_[0, 0].max_depth == 1
for i in range(1, 11):
assert est.estimators_[-i, 0].max_depth == 2
@pytest.mark.parametrize("Cls", GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_clear(Cls):
# Test if fit clears state.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=100, max_depth=1)
est.fit(X, y)
est_2 = Cls(n_estimators=100, max_depth=1, warm_start=True)
est_2.fit(X, y) # inits state
est_2.set_params(warm_start=False)
est_2.fit(X, y) # clears old state and equals est
assert_array_almost_equal(est_2.predict(X), est.predict(X))
@pytest.mark.parametrize("GradientBoosting", GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_state_oob_scores(GradientBoosting):
"""
Check that the states of the OOB scores are cleared when used with `warm_start`.
"""
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
n_estimators = 100
estimator = GradientBoosting(
n_estimators=n_estimators,
max_depth=1,
subsample=0.5,
warm_start=True,
random_state=1,
)
estimator.fit(X, y)
oob_scores, oob_score = estimator.oob_scores_, estimator.oob_score_
assert len(oob_scores) == n_estimators
assert oob_scores[-1] == pytest.approx(oob_score)
n_more_estimators = 200
estimator.set_params(n_estimators=n_more_estimators).fit(X, y)
assert len(estimator.oob_scores_) == n_more_estimators
assert_allclose(estimator.oob_scores_[:n_estimators], oob_scores)
estimator.set_params(n_estimators=n_estimators, warm_start=False).fit(X, y)
assert estimator.oob_scores_ is not oob_scores
assert estimator.oob_score_ is not oob_score
assert_allclose(estimator.oob_scores_, oob_scores)
assert estimator.oob_score_ == pytest.approx(oob_score)
assert oob_scores[-1] == pytest.approx(oob_score)
@pytest.mark.parametrize("Cls", GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_smaller_n_estimators(Cls):
# Test if warm start with smaller n_estimators raises error
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=100, max_depth=1, warm_start=True)
est.fit(X, y)
est.set_params(n_estimators=99)
with pytest.raises(ValueError):
est.fit(X, y)
@pytest.mark.parametrize("Cls", GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_equal_n_estimators(Cls):
# Test if warm start with equal n_estimators does nothing
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=100, max_depth=1)
est.fit(X, y)
est2 = clone(est)
est2.set_params(n_estimators=est.n_estimators, warm_start=True)
est2.fit(X, y)
assert_array_almost_equal(est2.predict(X), est.predict(X))
@pytest.mark.parametrize("Cls", GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_oob_switch(Cls):
# Test if oob can be turned on during warm start.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=100, max_depth=1, warm_start=True)
est.fit(X, y)
est.set_params(n_estimators=110, subsample=0.5)
est.fit(X, y)
assert_array_equal(est.oob_improvement_[:100], np.zeros(100))
assert_array_equal(est.oob_scores_[:100], np.zeros(100))
# the last 10 are not zeros
assert (est.oob_improvement_[-10:] != 0.0).all()
assert (est.oob_scores_[-10:] != 0.0).all()
assert est.oob_scores_[-1] == pytest.approx(est.oob_score_)
@pytest.mark.parametrize("Cls", GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_oob(Cls):
# Test if warm start OOB equals fit.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=200, max_depth=1, subsample=0.5, random_state=1)
est.fit(X, y)
est_ws = Cls(
n_estimators=100, max_depth=1, subsample=0.5, random_state=1, warm_start=True
)
est_ws.fit(X, y)
est_ws.set_params(n_estimators=200)
est_ws.fit(X, y)
assert_array_almost_equal(est_ws.oob_improvement_[:100], est.oob_improvement_[:100])
assert_array_almost_equal(est_ws.oob_scores_[:100], est.oob_scores_[:100])
assert est.oob_scores_[-1] == pytest.approx(est.oob_score_)
assert est_ws.oob_scores_[-1] == pytest.approx(est_ws.oob_score_)
@pytest.mark.parametrize("Cls", GRADIENT_BOOSTING_ESTIMATORS)
@pytest.mark.parametrize(
"sparse_container", COO_CONTAINERS + CSC_CONTAINERS + CSR_CONTAINERS
)
def test_warm_start_sparse(Cls, sparse_container):
# Test that all sparse matrix types are supported
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est_dense = Cls(
n_estimators=100, max_depth=1, subsample=0.5, random_state=1, warm_start=True
)
est_dense.fit(X, y)
est_dense.predict(X)
est_dense.set_params(n_estimators=200)
est_dense.fit(X, y)
y_pred_dense = est_dense.predict(X)
X_sparse = sparse_container(X)
est_sparse = Cls(
n_estimators=100,
max_depth=1,
subsample=0.5,
random_state=1,
warm_start=True,
)
est_sparse.fit(X_sparse, y)
est_sparse.predict(X)
est_sparse.set_params(n_estimators=200)
est_sparse.fit(X_sparse, y)
y_pred_sparse = est_sparse.predict(X)
assert_array_almost_equal(
est_dense.oob_improvement_[:100], est_sparse.oob_improvement_[:100]
)
assert est_dense.oob_scores_[-1] == pytest.approx(est_dense.oob_score_)
assert_array_almost_equal(est_dense.oob_scores_[:100], est_sparse.oob_scores_[:100])
assert est_sparse.oob_scores_[-1] == pytest.approx(est_sparse.oob_score_)
assert_array_almost_equal(y_pred_dense, y_pred_sparse)
@pytest.mark.parametrize("Cls", GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_fortran(Cls, global_random_seed):
# Test that feeding a X in Fortran-ordered is giving the same results as
# in C-ordered
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=global_random_seed)
est_c = Cls(n_estimators=1, random_state=global_random_seed, warm_start=True)
est_fortran = Cls(n_estimators=1, random_state=global_random_seed, warm_start=True)
est_c.fit(X, y)
est_c.set_params(n_estimators=11)
est_c.fit(X, y)
X_fortran = np.asfortranarray(X)
est_fortran.fit(X_fortran, y)
est_fortran.set_params(n_estimators=11)
est_fortran.fit(X_fortran, y)
assert_allclose(est_c.predict(X), est_fortran.predict(X))
def early_stopping_monitor(i, est, locals):
"""Returns True on the 10th iteration."""
if i == 9:
return True
else:
return False
@pytest.mark.parametrize("Cls", GRADIENT_BOOSTING_ESTIMATORS)
def test_monitor_early_stopping(Cls):
# Test if monitor return value works.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=20, max_depth=1, random_state=1, subsample=0.5)
est.fit(X, y, monitor=early_stopping_monitor)
assert est.n_estimators == 20 # this is not altered
assert est.estimators_.shape[0] == 10
assert est.train_score_.shape[0] == 10
assert est.oob_improvement_.shape[0] == 10
assert est.oob_scores_.shape[0] == 10
assert est.oob_scores_[-1] == pytest.approx(est.oob_score_)
# try refit
est.set_params(n_estimators=30)
est.fit(X, y)
assert est.n_estimators == 30
assert est.estimators_.shape[0] == 30
assert est.train_score_.shape[0] == 30
assert est.oob_improvement_.shape[0] == 30
assert est.oob_scores_.shape[0] == 30
assert est.oob_scores_[-1] == pytest.approx(est.oob_score_)
est = Cls(
n_estimators=20, max_depth=1, random_state=1, subsample=0.5, warm_start=True
)
est.fit(X, y, monitor=early_stopping_monitor)
assert est.n_estimators == 20
assert est.estimators_.shape[0] == 10
assert est.train_score_.shape[0] == 10
assert est.oob_improvement_.shape[0] == 10
assert est.oob_scores_.shape[0] == 10
assert est.oob_scores_[-1] == pytest.approx(est.oob_score_)
# try refit
est.set_params(n_estimators=30, warm_start=False)
est.fit(X, y)
assert est.n_estimators == 30
assert est.train_score_.shape[0] == 30
assert est.estimators_.shape[0] == 30
assert est.oob_improvement_.shape[0] == 30
assert est.oob_scores_.shape[0] == 30
assert est.oob_scores_[-1] == pytest.approx(est.oob_score_)
def test_complete_classification():
# Test greedy trees with max_depth + 1 leafs.
from sklearn.tree._tree import TREE_LEAF
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
k = 4
est = GradientBoostingClassifier(
n_estimators=20, max_depth=None, random_state=1, max_leaf_nodes=k + 1
)
est.fit(X, y)
tree = est.estimators_[0, 0].tree_
assert tree.max_depth == k
assert tree.children_left[tree.children_left == TREE_LEAF].shape[0] == k + 1
def test_complete_regression():
# Test greedy trees with max_depth + 1 leafs.
from sklearn.tree._tree import TREE_LEAF
k = 4
est = GradientBoostingRegressor(
n_estimators=20, max_depth=None, random_state=1, max_leaf_nodes=k + 1
)
est.fit(X_reg, y_reg)
tree = est.estimators_[-1, 0].tree_
assert tree.children_left[tree.children_left == TREE_LEAF].shape[0] == k + 1
def test_zero_estimator_reg(global_random_seed):
# Test if init='zero' works for regression by checking that it is better
# than a simple baseline.
baseline = DummyRegressor(strategy="mean").fit(X_reg, y_reg)
mse_baseline = mean_squared_error(baseline.predict(X_reg), y_reg)
est = GradientBoostingRegressor(
n_estimators=5,
max_depth=1,
random_state=global_random_seed,
init="zero",
learning_rate=0.5,
)
est.fit(X_reg, y_reg)
y_pred = est.predict(X_reg)
mse_gbdt = mean_squared_error(y_reg, y_pred)
assert mse_gbdt < mse_baseline
def test_zero_estimator_clf(global_random_seed):
# Test if init='zero' works for classification.
X = iris.data
y = np.array(iris.target)
est = GradientBoostingClassifier(
n_estimators=20, max_depth=1, random_state=global_random_seed, init="zero"
)
est.fit(X, y)
assert est.score(X, y) > 0.96
# binary clf
mask = y != 0
y[mask] = 1
y[~mask] = 0
est = GradientBoostingClassifier(
n_estimators=20, max_depth=1, random_state=global_random_seed, init="zero"
)
est.fit(X, y)
assert est.score(X, y) > 0.96
@pytest.mark.parametrize("GBEstimator", GRADIENT_BOOSTING_ESTIMATORS)
def test_max_leaf_nodes_max_depth(GBEstimator):
# Test precedence of max_leaf_nodes over max_depth.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
k = 4
est = GBEstimator(max_depth=1, max_leaf_nodes=k).fit(X, y)
tree = est.estimators_[0, 0].tree_
assert tree.max_depth == 1
est = GBEstimator(max_depth=1).fit(X, y)
tree = est.estimators_[0, 0].tree_
assert tree.max_depth == 1
@pytest.mark.parametrize("GBEstimator", GRADIENT_BOOSTING_ESTIMATORS)
def test_min_impurity_decrease(GBEstimator):
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = GBEstimator(min_impurity_decrease=0.1)
est.fit(X, y)
for tree in est.estimators_.flat:
# Simply check if the parameter is passed on correctly. Tree tests
# will suffice for the actual working of this param
assert tree.min_impurity_decrease == 0.1
def test_warm_start_wo_nestimators_change():
# Test if warm_start does nothing if n_estimators is not changed.
# Regression test for #3513.
clf = GradientBoostingClassifier(n_estimators=10, warm_start=True)
clf.fit([[0, 1], [2, 3]], [0, 1])
assert clf.estimators_.shape[0] == 10
clf.fit([[0, 1], [2, 3]], [0, 1])
assert clf.estimators_.shape[0] == 10
@pytest.mark.parametrize(
("loss", "value"),
[
("squared_error", 0.5),
("absolute_error", 0.0),
("huber", 0.5),
("quantile", 0.5),
],
)
def test_non_uniform_weights_toy_edge_case_reg(loss, value):
X = [[1, 0], [1, 0], [1, 0], [0, 1]]
y = [0, 0, 1, 0]
# ignore the first 2 training samples by setting their weight to 0
sample_weight = [0, 0, 1, 1]
gb = GradientBoostingRegressor(learning_rate=1.0, n_estimators=2, loss=loss)
gb.fit(X, y, sample_weight=sample_weight)
assert gb.predict([[1, 0]])[0] >= value
def test_non_uniform_weights_toy_edge_case_clf():
X = [[1, 0], [1, 0], [1, 0], [0, 1]]
y = [0, 0, 1, 0]
# ignore the first 2 training samples by setting their weight to 0
sample_weight = [0, 0, 1, 1]
for loss in ("log_loss", "exponential"):
gb = GradientBoostingClassifier(n_estimators=5, loss=loss)
gb.fit(X, y, sample_weight=sample_weight)
assert_array_equal(gb.predict([[1, 0]]), [1])
@skip_if_32bit
@pytest.mark.parametrize(
"EstimatorClass", (GradientBoostingClassifier, GradientBoostingRegressor)
)
@pytest.mark.parametrize(
"sparse_container", COO_CONTAINERS + CSC_CONTAINERS + CSR_CONTAINERS
)
def test_sparse_input(EstimatorClass, sparse_container):
y, X = datasets.make_multilabel_classification(
random_state=0, n_samples=50, n_features=1, n_classes=20
)
y = y[:, 0]
X_sparse = sparse_container(X)
dense = EstimatorClass(
n_estimators=10, random_state=0, max_depth=2, min_impurity_decrease=1e-7
).fit(X, y)
sparse = EstimatorClass(
n_estimators=10, random_state=0, max_depth=2, min_impurity_decrease=1e-7
).fit(X_sparse, y)
assert_array_almost_equal(sparse.apply(X), dense.apply(X))
assert_array_almost_equal(sparse.predict(X), dense.predict(X))
assert_array_almost_equal(sparse.feature_importances_, dense.feature_importances_)
assert_array_almost_equal(sparse.predict(X_sparse), dense.predict(X))
assert_array_almost_equal(dense.predict(X_sparse), sparse.predict(X))
if issubclass(EstimatorClass, GradientBoostingClassifier):
assert_array_almost_equal(sparse.predict_proba(X), dense.predict_proba(X))
assert_array_almost_equal(
sparse.predict_log_proba(X), dense.predict_log_proba(X)
)
assert_array_almost_equal(
sparse.decision_function(X_sparse), sparse.decision_function(X)
)
assert_array_almost_equal(
dense.decision_function(X_sparse), sparse.decision_function(X)
)
for res_sparse, res in zip(
sparse.staged_decision_function(X_sparse),
sparse.staged_decision_function(X),
):
assert_array_almost_equal(res_sparse, res)
@pytest.mark.parametrize(
"GradientBoostingEstimator", [GradientBoostingClassifier, GradientBoostingRegressor]
)
def test_gradient_boosting_early_stopping(GradientBoostingEstimator):
# Check if early stopping works as expected, that is empirically check that the
# number of trained estimators is increasing when the tolerance decreases.
X, y = make_classification(n_samples=1000, random_state=0)
n_estimators = 1000
gb_large_tol = GradientBoostingEstimator(
n_estimators=n_estimators,
n_iter_no_change=10,
learning_rate=0.1,
max_depth=3,
random_state=42,
tol=1e-1,
)
gb_small_tol = GradientBoostingEstimator(
n_estimators=n_estimators,
n_iter_no_change=10,
learning_rate=0.1,
max_depth=3,
random_state=42,
tol=1e-3,
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
gb_large_tol.fit(X_train, y_train)
gb_small_tol.fit(X_train, y_train)
assert gb_large_tol.n_estimators_ < gb_small_tol.n_estimators_ < n_estimators
assert gb_large_tol.score(X_test, y_test) > 0.7
assert gb_small_tol.score(X_test, y_test) > 0.7
def test_gradient_boosting_without_early_stopping():
# When early stopping is not used, the number of trained estimators
# must be the one specified.
X, y = make_classification(n_samples=1000, random_state=0)
gbc = GradientBoostingClassifier(
n_estimators=50, learning_rate=0.1, max_depth=3, random_state=42
)
gbc.fit(X, y)
gbr = GradientBoostingRegressor(
n_estimators=30, learning_rate=0.1, max_depth=3, random_state=42
)
gbr.fit(X, y)
# The number of trained estimators must be the one specified.
assert gbc.n_estimators_ == 50
assert gbr.n_estimators_ == 30
def test_gradient_boosting_validation_fraction():
X, y = make_classification(n_samples=1000, random_state=0)
gbc = GradientBoostingClassifier(
n_estimators=100,
n_iter_no_change=10,
validation_fraction=0.1,
learning_rate=0.1,
max_depth=3,
random_state=42,
)
gbc2 = clone(gbc).set_params(validation_fraction=0.3)
gbc3 = clone(gbc).set_params(n_iter_no_change=20)
gbr = GradientBoostingRegressor(
n_estimators=100,
n_iter_no_change=10,
learning_rate=0.1,
max_depth=3,
validation_fraction=0.1,
random_state=42,
)
gbr2 = clone(gbr).set_params(validation_fraction=0.3)
gbr3 = clone(gbr).set_params(n_iter_no_change=20)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
# Check if validation_fraction has an effect
gbc.fit(X_train, y_train)
gbc2.fit(X_train, y_train)
assert gbc.n_estimators_ != gbc2.n_estimators_
gbr.fit(X_train, y_train)
gbr2.fit(X_train, y_train)
assert gbr.n_estimators_ != gbr2.n_estimators_
# Check if n_estimators_ increase monotonically with n_iter_no_change
# Set validation
gbc3.fit(X_train, y_train)
gbr3.fit(X_train, y_train)
assert gbr.n_estimators_ < gbr3.n_estimators_
assert gbc.n_estimators_ < gbc3.n_estimators_
def test_early_stopping_stratified():
# Make sure data splitting for early stopping is stratified
X = [[1, 2], [2, 3], [3, 4], [4, 5]]
y = [0, 0, 0, 1]
gbc = GradientBoostingClassifier(n_iter_no_change=5)
with pytest.raises(
ValueError, match="The least populated class in y has only 1 member"
):
gbc.fit(X, y)
def _make_multiclass():
return make_classification(n_classes=3, n_clusters_per_class=1)
@pytest.mark.parametrize(
"gb, dataset_maker, init_estimator",
[
(GradientBoostingClassifier, make_classification, DummyClassifier),
(GradientBoostingClassifier, _make_multiclass, DummyClassifier),
(GradientBoostingRegressor, make_regression, DummyRegressor),
],
ids=["binary classification", "multiclass classification", "regression"],
)
def test_gradient_boosting_with_init(
gb, dataset_maker, init_estimator, global_random_seed
):
# Check that GradientBoostingRegressor works when init is a sklearn
# estimator.
# Check that an error is raised if trying to fit with sample weight but
# initial estimator does not support sample weight
X, y = dataset_maker()
sample_weight = np.random.RandomState(global_random_seed).rand(100)
# init supports sample weights
init_est = init_estimator()
gb(init=init_est).fit(X, y, sample_weight=sample_weight)
# init does not support sample weights
init_est = NoSampleWeightWrapper(init_estimator())
gb(init=init_est).fit(X, y) # ok no sample weights
with pytest.raises(ValueError, match="estimator.*does not support sample weights"):
gb(init=init_est).fit(X, y, sample_weight=sample_weight)
def test_gradient_boosting_with_init_pipeline():
# Check that the init estimator can be a pipeline (see issue #13466)
X, y = make_regression(random_state=0)
init = make_pipeline(LinearRegression())
gb = GradientBoostingRegressor(init=init)
gb.fit(X, y) # pipeline without sample_weight works fine
with pytest.raises(
ValueError,
match="The initial estimator Pipeline does not support sample weights",
):
gb.fit(X, y, sample_weight=np.ones(X.shape[0]))
# Passing sample_weight to a pipeline raises a ValueError. This test makes
# sure we make the distinction between ValueError raised by a pipeline that
# was passed sample_weight, and a InvalidParameterError raised by a regular
# estimator whose input checking failed.
invalid_nu = 1.5
err_msg = (
"The 'nu' parameter of NuSVR must be a float in the"
f" range (0.0, 1.0]. Got {invalid_nu} instead."
)
with pytest.raises(InvalidParameterError, match=re.escape(err_msg)):
# Note that NuSVR properly supports sample_weight
init = NuSVR(gamma="auto", nu=invalid_nu)
gb = GradientBoostingRegressor(init=init)
gb.fit(X, y, sample_weight=np.ones(X.shape[0]))
def test_early_stopping_n_classes():
# when doing early stopping (_, , y_train, _ = train_test_split(X, y))
# there might be classes in y that are missing in y_train. As the init
# estimator will be trained on y_train, we need to raise an error if this
# happens.
X = [[1]] * 10
y = [0, 0] + [1] * 8 # only 2 negative class over 10 samples
gb = GradientBoostingClassifier(
n_iter_no_change=5, random_state=0, validation_fraction=0.8
)
with pytest.raises(
ValueError, match="The training data after the early stopping split"
):
gb.fit(X, y)
# No error if we let training data be big enough
gb = GradientBoostingClassifier(
n_iter_no_change=5, random_state=0, validation_fraction=0.4
)
def test_gbr_degenerate_feature_importances():
# growing an ensemble of single node trees. See #13620
X = np.zeros((10, 10))
y = np.ones((10,))
gbr = GradientBoostingRegressor().fit(X, y)
assert_array_equal(gbr.feature_importances_, np.zeros(10, dtype=np.float64))
def test_huber_vs_mean_and_median():
"""Check that huber lies between absolute and squared error."""
n_rep = 100
n_samples = 10
y = np.tile(np.arange(n_samples), n_rep)
x1 = np.minimum(y, n_samples / 2)
x2 = np.minimum(-y, -n_samples / 2)
X = np.c_[x1, x2]
rng = np.random.RandomState(42)
# We want an asymmetric distribution.
y = y + rng.exponential(scale=1, size=y.shape)
gbt_absolute_error = GradientBoostingRegressor(loss="absolute_error").fit(X, y)
gbt_huber = GradientBoostingRegressor(loss="huber").fit(X, y)
gbt_squared_error = GradientBoostingRegressor().fit(X, y)
gbt_huber_predictions = gbt_huber.predict(X)
assert np.all(gbt_absolute_error.predict(X) <= gbt_huber_predictions)
assert np.all(gbt_huber_predictions <= gbt_squared_error.predict(X))
def test_safe_divide():
"""Test that _safe_divide handles division by zero."""
with warnings.catch_warnings():
warnings.simplefilter("error")
assert _safe_divide(np.float64(1e300), 0) == 0
assert _safe_divide(np.float64(0.0), np.float64(0.0)) == 0
with pytest.warns(RuntimeWarning, match="overflow"):
# np.finfo(float).max = 1.7976931348623157e+308
_safe_divide(np.float64(1e300), 1e-10)
def test_squared_error_exact_backward_compat():
"""Test squared error GBT backward compat on a simple dataset.
The results to compare against are taken from scikit-learn v1.2.0.
"""
n_samples = 10
y = np.arange(n_samples)
x1 = np.minimum(y, n_samples / 2)
x2 = np.minimum(-y, -n_samples / 2)
X = np.c_[x1, x2]
gbt = GradientBoostingRegressor(loss="squared_error", n_estimators=100).fit(X, y)
pred_result = np.array(
[
1.39245726e-04,
1.00010468e00,
2.00007043e00,
3.00004051e00,
4.00000802e00,
4.99998972e00,
5.99996312e00,
6.99993395e00,
7.99989372e00,
8.99985660e00,
]
)
assert_allclose(gbt.predict(X), pred_result, rtol=1e-8)
train_score = np.array(
[
4.87246390e-08,
3.95590036e-08,
3.21267865e-08,
2.60970300e-08,
2.11820178e-08,
1.71995782e-08,
1.39695549e-08,
1.13391770e-08,
9.19931587e-09,
7.47000575e-09,
]
)
assert_allclose(gbt.train_score_[-10:], train_score, rtol=1e-8)
# Same but with sample_weights
sample_weights = np.tile([1, 10], n_samples // 2)
gbt = GradientBoostingRegressor(loss="squared_error", n_estimators=100).fit(
X, y, sample_weight=sample_weights
)
pred_result = np.array(
[
1.52391462e-04,
1.00011168e00,
2.00007724e00,
3.00004638e00,
4.00001302e00,
4.99999873e00,
5.99997093e00,
6.99994329e00,
7.99991290e00,
8.99988727e00,
]
)
assert_allclose(gbt.predict(X), pred_result, rtol=1e-6, atol=1e-5)
train_score = np.array(
[
4.12445296e-08,
3.34418322e-08,
2.71151383e-08,
2.19782469e-08,
1.78173649e-08,
1.44461976e-08,
1.17120123e-08,
9.49485678e-09,
7.69772505e-09,
6.24155316e-09,
]
)
assert_allclose(gbt.train_score_[-10:], train_score, rtol=1e-3, atol=1e-11)
@skip_if_32bit
def test_huber_exact_backward_compat():
"""Test huber GBT backward compat on a simple dataset.
The results to compare against are taken from scikit-learn v1.2.0.
"""
n_samples = 10
y = np.arange(n_samples)
x1 = np.minimum(y, n_samples / 2)
x2 = np.minimum(-y, -n_samples / 2)
X = np.c_[x1, x2]
gbt = GradientBoostingRegressor(loss="huber", n_estimators=100, alpha=0.8).fit(X, y)
assert_allclose(gbt._loss.closs.delta, 0.0001655688041282133)
pred_result = np.array(
[
1.48120765e-04,
9.99949174e-01,
2.00116957e00,
2.99986716e00,
4.00012064e00,
5.00002462e00,
5.99998898e00,
6.99692549e00,
8.00006356e00,
8.99985099e00,
]
)
assert_allclose(gbt.predict(X), pred_result, rtol=1e-8)
train_score = np.array(
[
2.59484709e-07,
2.19165900e-07,
1.89644782e-07,
1.64556454e-07,
1.38705110e-07,
1.20373736e-07,
1.04746082e-07,
9.13835687e-08,
8.20245756e-08,
7.17122188e-08,
]
)
assert_allclose(gbt.train_score_[-10:], train_score, rtol=1e-8)
def test_binomial_error_exact_backward_compat():
"""Test binary log_loss GBT backward compat on a simple dataset.
The results to compare against are taken from scikit-learn v1.2.0.
"""
n_samples = 10
y = np.arange(n_samples) % 2
x1 = np.minimum(y, n_samples / 2)
x2 = np.minimum(-y, -n_samples / 2)
X = np.c_[x1, x2]
gbt = GradientBoostingClassifier(loss="log_loss", n_estimators=100).fit(X, y)
pred_result = np.array(
[
[9.99978098e-01, 2.19017313e-05],
[2.19017313e-05, 9.99978098e-01],
[9.99978098e-01, 2.19017313e-05],
[2.19017313e-05, 9.99978098e-01],
[9.99978098e-01, 2.19017313e-05],
[2.19017313e-05, 9.99978098e-01],
[9.99978098e-01, 2.19017313e-05],
[2.19017313e-05, 9.99978098e-01],
[9.99978098e-01, 2.19017313e-05],
[2.19017313e-05, 9.99978098e-01],
]
)
assert_allclose(gbt.predict_proba(X), pred_result, rtol=1e-8)
train_score = np.array(
[
1.07742210e-04,
9.74889078e-05,
8.82113863e-05,
7.98167784e-05,
7.22210566e-05,
6.53481907e-05,
5.91293869e-05,
5.35023988e-05,
4.84109045e-05,
4.38039423e-05,
]
)
assert_allclose(gbt.train_score_[-10:], train_score, rtol=1e-8)
def test_multinomial_error_exact_backward_compat():
"""Test multiclass log_loss GBT backward compat on a simple dataset.
The results to compare against are taken from scikit-learn v1.2.0.
"""
n_samples = 10
y = np.arange(n_samples) % 4
x1 = np.minimum(y, n_samples / 2)
x2 = np.minimum(-y, -n_samples / 2)
X = np.c_[x1, x2]
gbt = GradientBoostingClassifier(loss="log_loss", n_estimators=100).fit(X, y)
pred_result = np.array(
[
[9.99999727e-01, 1.11956255e-07, 8.04921671e-08, 8.04921668e-08],
[1.11956254e-07, 9.99999727e-01, 8.04921671e-08, 8.04921668e-08],
[1.19417637e-07, 1.19417637e-07, 9.99999675e-01, 8.60526098e-08],
[1.19417637e-07, 1.19417637e-07, 8.60526088e-08, 9.99999675e-01],
[9.99999727e-01, 1.11956255e-07, 8.04921671e-08, 8.04921668e-08],
[1.11956254e-07, 9.99999727e-01, 8.04921671e-08, 8.04921668e-08],
[1.19417637e-07, 1.19417637e-07, 9.99999675e-01, 8.60526098e-08],
[1.19417637e-07, 1.19417637e-07, 8.60526088e-08, 9.99999675e-01],
[9.99999727e-01, 1.11956255e-07, 8.04921671e-08, 8.04921668e-08],
[1.11956254e-07, 9.99999727e-01, 8.04921671e-08, 8.04921668e-08],
]
)
assert_allclose(gbt.predict_proba(X), pred_result, rtol=1e-8)
train_score = np.array(
[
1.13300150e-06,
9.75183397e-07,
8.39348103e-07,
7.22433588e-07,
6.21804338e-07,
5.35191943e-07,
4.60643966e-07,
3.96479930e-07,
3.41253434e-07,
2.93719550e-07,
]
)
assert_allclose(gbt.train_score_[-10:], train_score, rtol=1e-8)
def test_gb_denominator_zero(global_random_seed):
"""Test _update_terminal_regions denominator is not zero.
For instance for log loss based binary classification, the line search step might
become nan/inf as denominator = hessian = prob * (1 - prob) and prob = 0 or 1 can
happen.
Here, we create a situation were this happens (at least with roughly 80%) based
on the random seed.
"""
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=20)
params = {
"learning_rate": 1.0,
"subsample": 0.5,
"n_estimators": 100,
"max_leaf_nodes": 4,
"max_depth": None,
"random_state": global_random_seed,
"min_samples_leaf": 2,
}
clf = GradientBoostingClassifier(**params)
# _safe_devide would raise a RuntimeWarning
with warnings.catch_warnings():
warnings.simplefilter("error")
clf.fit(X, y)