ai-content-maker/.venv/Lib/site-packages/sklearn/feature_selection/tests/test_sequential.py

324 lines
10 KiB
Python

import numpy as np
import pytest
from numpy.testing import assert_array_equal
from sklearn.cluster import KMeans
from sklearn.datasets import make_blobs, make_classification, make_regression
from sklearn.ensemble import HistGradientBoostingRegressor
from sklearn.feature_selection import SequentialFeatureSelector
from sklearn.linear_model import LinearRegression
from sklearn.model_selection import LeaveOneGroupOut, cross_val_score
from sklearn.neighbors import KNeighborsClassifier
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.utils.fixes import CSR_CONTAINERS
def test_bad_n_features_to_select():
n_features = 5
X, y = make_regression(n_features=n_features)
sfs = SequentialFeatureSelector(LinearRegression(), n_features_to_select=n_features)
with pytest.raises(ValueError, match="n_features_to_select must be < n_features"):
sfs.fit(X, y)
@pytest.mark.parametrize("direction", ("forward", "backward"))
@pytest.mark.parametrize("n_features_to_select", (1, 5, 9, "auto"))
def test_n_features_to_select(direction, n_features_to_select):
# Make sure n_features_to_select is respected
n_features = 10
X, y = make_regression(n_features=n_features, random_state=0)
sfs = SequentialFeatureSelector(
LinearRegression(),
n_features_to_select=n_features_to_select,
direction=direction,
cv=2,
)
sfs.fit(X, y)
if n_features_to_select == "auto":
n_features_to_select = n_features // 2
assert sfs.get_support(indices=True).shape[0] == n_features_to_select
assert sfs.n_features_to_select_ == n_features_to_select
assert sfs.transform(X).shape[1] == n_features_to_select
@pytest.mark.parametrize("direction", ("forward", "backward"))
def test_n_features_to_select_auto(direction):
"""Check the behaviour of `n_features_to_select="auto"` with different
values for the parameter `tol`.
"""
n_features = 10
tol = 1e-3
X, y = make_regression(n_features=n_features, random_state=0)
sfs = SequentialFeatureSelector(
LinearRegression(),
n_features_to_select="auto",
tol=tol,
direction=direction,
cv=2,
)
sfs.fit(X, y)
max_features_to_select = n_features - 1
assert sfs.get_support(indices=True).shape[0] <= max_features_to_select
assert sfs.n_features_to_select_ <= max_features_to_select
assert sfs.transform(X).shape[1] <= max_features_to_select
assert sfs.get_support(indices=True).shape[0] == sfs.n_features_to_select_
@pytest.mark.parametrize("direction", ("forward", "backward"))
def test_n_features_to_select_stopping_criterion(direction):
"""Check the behaviour stopping criterion for feature selection
depending on the values of `n_features_to_select` and `tol`.
When `direction` is `'forward'`, select a new features at random
among those not currently selected in selector.support_,
build a new version of the data that includes all the features
in selector.support_ + this newly selected feature.
And check that the cross-validation score of the model trained on
this new dataset variant is lower than the model with
the selected forward selected features or at least does not improve
by more than the tol margin.
When `direction` is `'backward'`, instead of adding a new feature
to selector.support_, try to remove one of those selected features at random
And check that the cross-validation score is either decreasing or
not improving by more than the tol margin.
"""
X, y = make_regression(n_features=50, n_informative=10, random_state=0)
tol = 1e-3
sfs = SequentialFeatureSelector(
LinearRegression(),
n_features_to_select="auto",
tol=tol,
direction=direction,
cv=2,
)
sfs.fit(X, y)
selected_X = sfs.transform(X)
rng = np.random.RandomState(0)
added_candidates = list(set(range(X.shape[1])) - set(sfs.get_support(indices=True)))
added_X = np.hstack(
[
selected_X,
(X[:, rng.choice(added_candidates)])[:, np.newaxis],
]
)
removed_candidate = rng.choice(list(range(sfs.n_features_to_select_)))
removed_X = np.delete(selected_X, removed_candidate, axis=1)
plain_cv_score = cross_val_score(LinearRegression(), X, y, cv=2).mean()
sfs_cv_score = cross_val_score(LinearRegression(), selected_X, y, cv=2).mean()
added_cv_score = cross_val_score(LinearRegression(), added_X, y, cv=2).mean()
removed_cv_score = cross_val_score(LinearRegression(), removed_X, y, cv=2).mean()
assert sfs_cv_score >= plain_cv_score
if direction == "forward":
assert (sfs_cv_score - added_cv_score) <= tol
assert (sfs_cv_score - removed_cv_score) >= tol
else:
assert (added_cv_score - sfs_cv_score) <= tol
assert (removed_cv_score - sfs_cv_score) <= tol
@pytest.mark.parametrize("direction", ("forward", "backward"))
@pytest.mark.parametrize(
"n_features_to_select, expected",
(
(0.1, 1),
(1.0, 10),
(0.5, 5),
),
)
def test_n_features_to_select_float(direction, n_features_to_select, expected):
# Test passing a float as n_features_to_select
X, y = make_regression(n_features=10)
sfs = SequentialFeatureSelector(
LinearRegression(),
n_features_to_select=n_features_to_select,
direction=direction,
cv=2,
)
sfs.fit(X, y)
assert sfs.n_features_to_select_ == expected
@pytest.mark.parametrize("seed", range(10))
@pytest.mark.parametrize("direction", ("forward", "backward"))
@pytest.mark.parametrize(
"n_features_to_select, expected_selected_features",
[
(2, [0, 2]), # f1 is dropped since it has no predictive power
(1, [2]), # f2 is more predictive than f0 so it's kept
],
)
def test_sanity(seed, direction, n_features_to_select, expected_selected_features):
# Basic sanity check: 3 features, only f0 and f2 are correlated with the
# target, f2 having a stronger correlation than f0. We expect f1 to be
# dropped, and f2 to always be selected.
rng = np.random.RandomState(seed)
n_samples = 100
X = rng.randn(n_samples, 3)
y = 3 * X[:, 0] - 10 * X[:, 2]
sfs = SequentialFeatureSelector(
LinearRegression(),
n_features_to_select=n_features_to_select,
direction=direction,
cv=2,
)
sfs.fit(X, y)
assert_array_equal(sfs.get_support(indices=True), expected_selected_features)
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_sparse_support(csr_container):
# Make sure sparse data is supported
X, y = make_regression(n_features=10)
X = csr_container(X)
sfs = SequentialFeatureSelector(
LinearRegression(), n_features_to_select="auto", cv=2
)
sfs.fit(X, y)
sfs.transform(X)
def test_nan_support():
# Make sure nans are OK if the underlying estimator supports nans
rng = np.random.RandomState(0)
n_samples, n_features = 40, 4
X, y = make_regression(n_samples, n_features, random_state=0)
nan_mask = rng.randint(0, 2, size=(n_samples, n_features), dtype=bool)
X[nan_mask] = np.nan
sfs = SequentialFeatureSelector(
HistGradientBoostingRegressor(), n_features_to_select="auto", cv=2
)
sfs.fit(X, y)
sfs.transform(X)
with pytest.raises(ValueError, match="Input X contains NaN"):
# LinearRegression does not support nans
SequentialFeatureSelector(
LinearRegression(), n_features_to_select="auto", cv=2
).fit(X, y)
def test_pipeline_support():
# Make sure that pipelines can be passed into SFS and that SFS can be
# passed into a pipeline
n_samples, n_features = 50, 3
X, y = make_regression(n_samples, n_features, random_state=0)
# pipeline in SFS
pipe = make_pipeline(StandardScaler(), LinearRegression())
sfs = SequentialFeatureSelector(pipe, n_features_to_select="auto", cv=2)
sfs.fit(X, y)
sfs.transform(X)
# SFS in pipeline
sfs = SequentialFeatureSelector(
LinearRegression(), n_features_to_select="auto", cv=2
)
pipe = make_pipeline(StandardScaler(), sfs)
pipe.fit(X, y)
pipe.transform(X)
@pytest.mark.parametrize("n_features_to_select", (2, 3))
def test_unsupervised_model_fit(n_features_to_select):
# Make sure that models without classification labels are not being
# validated
X, y = make_blobs(n_features=4)
sfs = SequentialFeatureSelector(
KMeans(n_init=1),
n_features_to_select=n_features_to_select,
)
sfs.fit(X)
assert sfs.transform(X).shape[1] == n_features_to_select
@pytest.mark.parametrize("y", ("no_validation", 1j, 99.9, np.nan, 3))
def test_no_y_validation_model_fit(y):
# Make sure that other non-conventional y labels are not accepted
X, clusters = make_blobs(n_features=6)
sfs = SequentialFeatureSelector(
KMeans(),
n_features_to_select=3,
)
with pytest.raises((TypeError, ValueError)):
sfs.fit(X, y)
def test_forward_neg_tol_error():
"""Check that we raise an error when tol<0 and direction='forward'"""
X, y = make_regression(n_features=10, random_state=0)
sfs = SequentialFeatureSelector(
LinearRegression(),
n_features_to_select="auto",
direction="forward",
tol=-1e-3,
)
with pytest.raises(ValueError, match="tol must be positive"):
sfs.fit(X, y)
def test_backward_neg_tol():
"""Check that SequentialFeatureSelector works negative tol
non-regression test for #25525
"""
X, y = make_regression(n_features=10, random_state=0)
lr = LinearRegression()
initial_score = lr.fit(X, y).score(X, y)
sfs = SequentialFeatureSelector(
lr,
n_features_to_select="auto",
direction="backward",
tol=-1e-3,
)
Xr = sfs.fit_transform(X, y)
new_score = lr.fit(Xr, y).score(Xr, y)
assert 0 < sfs.get_support().sum() < X.shape[1]
assert new_score < initial_score
def test_cv_generator_support():
"""Check that no exception raised when cv is generator
non-regression test for #25957
"""
X, y = make_classification(random_state=0)
groups = np.zeros_like(y, dtype=int)
groups[y.size // 2 :] = 1
cv = LeaveOneGroupOut()
splits = cv.split(X, y, groups=groups)
knc = KNeighborsClassifier(n_neighbors=5)
sfs = SequentialFeatureSelector(knc, n_features_to_select=5, cv=splits)
sfs.fit(X, y)