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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 scipy.sparse import coo_matrix, csc_matrix, csr_matrix
- from scipy.special import expit
- 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._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,
- )
- 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]
- @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)
- def test_check_inputs_predict_stages():
- # 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_matrix(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)
- def test_warm_start_sparse(Cls):
- # Test that all sparse matrix types are supported
- X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
- sparse_matrix_type = [csr_matrix, csc_matrix, coo_matrix]
- 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)
- for sparse_constructor in sparse_matrix_type:
- X_sparse = sparse_constructor(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
- def test_probability_exponential(global_random_seed):
- # Predict probabilities.
- clf = GradientBoostingClassifier(
- loss="exponential", 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)
- score = clf.decision_function(T).ravel()
- assert_allclose(y_proba[:, 1], expit(2 * score))
- # 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_non_uniform_weights_toy_edge_case_reg():
- 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 ("huber", "squared_error", "absolute_error", "quantile"):
- 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] > 0.5
- 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_matrix", (csr_matrix, csc_matrix, coo_matrix))
- def test_sparse_input(EstimatorClass, sparse_matrix):
- y, X = datasets.make_multilabel_classification(
- random_state=0, n_samples=50, n_features=1, n_classes=20
- )
- y = y[:, 0]
- X_sparse = sparse_matrix(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))
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