"""Test the validation module""" import os import re import sys import tempfile import warnings from functools import partial from time import sleep import pytest import numpy as np from scipy.sparse import coo_matrix, csr_matrix from scipy.sparse import issparse from sklearn.exceptions import FitFailedWarning from sklearn.model_selection.tests.test_search import FailingClassifier from sklearn.utils._testing import assert_almost_equal from sklearn.utils._testing import assert_array_almost_equal from sklearn.utils._testing import assert_array_equal from sklearn.utils._testing import assert_allclose from sklearn.utils._mocking import CheckingClassifier, MockDataFrame from sklearn.utils.validation import _num_samples from sklearn.model_selection import cross_val_score, ShuffleSplit from sklearn.model_selection import cross_val_predict from sklearn.model_selection import cross_validate from sklearn.model_selection import permutation_test_score from sklearn.model_selection import KFold from sklearn.model_selection import StratifiedKFold from sklearn.model_selection import LeaveOneOut from sklearn.model_selection import LeaveOneGroupOut from sklearn.model_selection import LeavePGroupsOut from sklearn.model_selection import GroupKFold from sklearn.model_selection import GroupShuffleSplit from sklearn.model_selection import learning_curve from sklearn.model_selection import validation_curve from sklearn.model_selection._validation import _check_is_permutation from sklearn.model_selection._validation import _fit_and_score from sklearn.model_selection._validation import _score from sklearn.datasets import make_regression from sklearn.datasets import load_diabetes from sklearn.datasets import load_iris from sklearn.datasets import load_digits from sklearn.metrics import explained_variance_score from sklearn.metrics import make_scorer from sklearn.metrics import accuracy_score from sklearn.metrics import confusion_matrix from sklearn.metrics import precision_recall_fscore_support from sklearn.metrics import precision_score from sklearn.metrics import r2_score from sklearn.metrics import mean_squared_error from sklearn.metrics import check_scoring from sklearn.linear_model import Ridge, LogisticRegression, SGDClassifier from sklearn.linear_model import PassiveAggressiveClassifier, RidgeClassifier from sklearn.ensemble import RandomForestClassifier from sklearn.neighbors import KNeighborsClassifier from sklearn.svm import SVC, LinearSVC from sklearn.cluster import KMeans from sklearn.neural_network import MLPRegressor from sklearn.impute import SimpleImputer from sklearn.preprocessing import LabelEncoder, scale from sklearn.pipeline import Pipeline from io import StringIO from sklearn.base import BaseEstimator from sklearn.base import clone from sklearn.multiclass import OneVsRestClassifier from sklearn.utils import shuffle from sklearn.datasets import make_classification from sklearn.datasets import make_multilabel_classification from sklearn.model_selection.tests.common import OneTimeSplitter from sklearn.model_selection import GridSearchCV class MockImprovingEstimator(BaseEstimator): """Dummy classifier to test the learning curve""" def __init__(self, n_max_train_sizes): self.n_max_train_sizes = n_max_train_sizes self.train_sizes = 0 self.X_subset = None def fit(self, X_subset, y_subset=None): self.X_subset = X_subset self.train_sizes = X_subset.shape[0] return self def predict(self, X): raise NotImplementedError def score(self, X=None, Y=None): # training score becomes worse (2 -> 1), test error better (0 -> 1) if self._is_training_data(X): return 2.0 - float(self.train_sizes) / self.n_max_train_sizes else: return float(self.train_sizes) / self.n_max_train_sizes def _is_training_data(self, X): return X is self.X_subset class MockIncrementalImprovingEstimator(MockImprovingEstimator): """Dummy classifier that provides partial_fit""" def __init__(self, n_max_train_sizes, expected_fit_params=None): super().__init__(n_max_train_sizes) self.x = None self.expected_fit_params = expected_fit_params def _is_training_data(self, X): return self.x in X def partial_fit(self, X, y=None, **params): self.train_sizes += X.shape[0] self.x = X[0] if self.expected_fit_params: missing = set(self.expected_fit_params) - set(params) if missing: raise AssertionError( f"Expected fit parameter(s) {list(missing)} not seen." ) for key, value in params.items(): if key in self.expected_fit_params and _num_samples( value ) != _num_samples(X): raise AssertionError( f"Fit parameter {key} has length {_num_samples(value)}" f"; expected {_num_samples(X)}." ) class MockEstimatorWithParameter(BaseEstimator): """Dummy classifier to test the validation curve""" def __init__(self, param=0.5): self.X_subset = None self.param = param def fit(self, X_subset, y_subset): self.X_subset = X_subset self.train_sizes = X_subset.shape[0] return self def predict(self, X): raise NotImplementedError def score(self, X=None, y=None): return self.param if self._is_training_data(X) else 1 - self.param def _is_training_data(self, X): return X is self.X_subset class MockEstimatorWithSingleFitCallAllowed(MockEstimatorWithParameter): """Dummy classifier that disallows repeated calls of fit method""" def fit(self, X_subset, y_subset): assert not hasattr(self, "fit_called_"), "fit is called the second time" self.fit_called_ = True return super().fit(X_subset, y_subset) def predict(self, X): raise NotImplementedError class MockClassifier: """Dummy classifier to test the cross-validation""" def __init__(self, a=0, allow_nd=False): self.a = a self.allow_nd = allow_nd def fit( self, X, Y=None, sample_weight=None, class_prior=None, sparse_sample_weight=None, sparse_param=None, dummy_int=None, dummy_str=None, dummy_obj=None, callback=None, ): """The dummy arguments are to test that this fit function can accept non-array arguments through cross-validation, such as: - int - str (this is actually array-like) - object - function """ self.dummy_int = dummy_int self.dummy_str = dummy_str self.dummy_obj = dummy_obj if callback is not None: callback(self) if self.allow_nd: X = X.reshape(len(X), -1) if X.ndim >= 3 and not self.allow_nd: raise ValueError("X cannot be d") if sample_weight is not None: assert sample_weight.shape[0] == X.shape[0], ( "MockClassifier extra fit_param " "sample_weight.shape[0] is {0}, should be {1}".format( sample_weight.shape[0], X.shape[0] ) ) if class_prior is not None: assert class_prior.shape[0] == len(np.unique(y)), ( "MockClassifier extra fit_param class_prior.shape[0]" " is {0}, should be {1}".format(class_prior.shape[0], len(np.unique(y))) ) if sparse_sample_weight is not None: fmt = ( "MockClassifier extra fit_param sparse_sample_weight" ".shape[0] is {0}, should be {1}" ) assert sparse_sample_weight.shape[0] == X.shape[0], fmt.format( sparse_sample_weight.shape[0], X.shape[0] ) if sparse_param is not None: fmt = ( "MockClassifier extra fit_param sparse_param.shape " "is ({0}, {1}), should be ({2}, {3})" ) assert sparse_param.shape == P_sparse.shape, fmt.format( sparse_param.shape[0], sparse_param.shape[1], P_sparse.shape[0], P_sparse.shape[1], ) return self def predict(self, T): if self.allow_nd: T = T.reshape(len(T), -1) return T[:, 0] def predict_proba(self, T): return T def score(self, X=None, Y=None): return 1.0 / (1 + np.abs(self.a)) def get_params(self, deep=False): return {"a": self.a, "allow_nd": self.allow_nd} # XXX: use 2D array, since 1D X is being detected as a single sample in # check_consistent_length X = np.ones((10, 2)) X_sparse = coo_matrix(X) y = np.array([0, 0, 1, 1, 2, 2, 3, 3, 4, 4]) # The number of samples per class needs to be > n_splits, # for StratifiedKFold(n_splits=3) y2 = np.array([1, 1, 1, 2, 2, 2, 3, 3, 3, 3]) P_sparse = coo_matrix(np.eye(5)) def test_cross_val_score(): clf = MockClassifier() for a in range(-10, 10): clf.a = a # Smoke test scores = cross_val_score(clf, X, y2) assert_array_equal(scores, clf.score(X, y2)) # test with multioutput y multioutput_y = np.column_stack([y2, y2[::-1]]) scores = cross_val_score(clf, X_sparse, multioutput_y) assert_array_equal(scores, clf.score(X_sparse, multioutput_y)) scores = cross_val_score(clf, X_sparse, y2) assert_array_equal(scores, clf.score(X_sparse, y2)) # test with multioutput y scores = cross_val_score(clf, X_sparse, multioutput_y) assert_array_equal(scores, clf.score(X_sparse, multioutput_y)) # test with X and y as list list_check = lambda x: isinstance(x, list) clf = CheckingClassifier(check_X=list_check) scores = cross_val_score(clf, X.tolist(), y2.tolist(), cv=3) clf = CheckingClassifier(check_y=list_check) scores = cross_val_score(clf, X, y2.tolist(), cv=3) with pytest.raises(ValueError): cross_val_score(clf, X, y2, scoring="sklearn") # test with 3d X and X_3d = X[:, :, np.newaxis] clf = MockClassifier(allow_nd=True) scores = cross_val_score(clf, X_3d, y2) clf = MockClassifier(allow_nd=False) with pytest.raises(ValueError): cross_val_score(clf, X_3d, y2, error_score="raise") def test_cross_validate_many_jobs(): # regression test for #12154: cv='warn' with n_jobs>1 trigger a copy of # the parameters leading to a failure in check_cv due to cv is 'warn' # instead of cv == 'warn'. X, y = load_iris(return_X_y=True) clf = SVC(gamma="auto") grid = GridSearchCV(clf, param_grid={"C": [1, 10]}) cross_validate(grid, X, y, n_jobs=2) def test_cross_validate_invalid_scoring_param(): X, y = make_classification(random_state=0) estimator = MockClassifier() # Test the errors error_message_regexp = ".*must be unique strings.*" # List/tuple of callables should raise a message advising users to use # dict of names to callables mapping with pytest.raises(ValueError, match=error_message_regexp): cross_validate( estimator, X, y, scoring=(make_scorer(precision_score), make_scorer(accuracy_score)), ) with pytest.raises(ValueError, match=error_message_regexp): cross_validate(estimator, X, y, scoring=(make_scorer(precision_score),)) # So should empty lists/tuples with pytest.raises(ValueError, match=error_message_regexp + "Empty list.*"): cross_validate(estimator, X, y, scoring=()) # So should duplicated entries with pytest.raises(ValueError, match=error_message_regexp + "Duplicate.*"): cross_validate(estimator, X, y, scoring=("f1_micro", "f1_micro")) # Nested Lists should raise a generic error message with pytest.raises(ValueError, match=error_message_regexp): cross_validate(estimator, X, y, scoring=[[make_scorer(precision_score)]]) # Empty dict should raise invalid scoring error with pytest.raises(ValueError, match="An empty dict"): cross_validate(estimator, X, y, scoring=(dict())) multiclass_scorer = make_scorer(precision_recall_fscore_support) # Multiclass Scorers that return multiple values are not supported yet # the warning message we're expecting to see warning_message = ( "Scoring failed. The score on this train-test " f"partition for these parameters will be set to {np.nan}. " "Details: \n" ) with pytest.warns(UserWarning, match=warning_message): cross_validate(estimator, X, y, scoring=multiclass_scorer) with pytest.warns(UserWarning, match=warning_message): cross_validate(estimator, X, y, scoring={"foo": multiclass_scorer}) def test_cross_validate_nested_estimator(): # Non-regression test to ensure that nested # estimators are properly returned in a list # https://github.com/scikit-learn/scikit-learn/pull/17745 (X, y) = load_iris(return_X_y=True) pipeline = Pipeline( [ ("imputer", SimpleImputer()), ("classifier", MockClassifier()), ] ) results = cross_validate(pipeline, X, y, return_estimator=True) estimators = results["estimator"] assert isinstance(estimators, list) assert all(isinstance(estimator, Pipeline) for estimator in estimators) @pytest.mark.parametrize("use_sparse", [False, True]) def test_cross_validate(use_sparse: bool): # Compute train and test mse/r2 scores cv = KFold() # Regression X_reg, y_reg = make_regression(n_samples=30, random_state=0) reg = Ridge(random_state=0) # Classification X_clf, y_clf = make_classification(n_samples=30, random_state=0) clf = SVC(kernel="linear", random_state=0) if use_sparse: X_reg = csr_matrix(X_reg) X_clf = csr_matrix(X_clf) for X, y, est in ((X_reg, y_reg, reg), (X_clf, y_clf, clf)): # It's okay to evaluate regression metrics on classification too mse_scorer = check_scoring(est, scoring="neg_mean_squared_error") r2_scorer = check_scoring(est, scoring="r2") train_mse_scores = [] test_mse_scores = [] train_r2_scores = [] test_r2_scores = [] fitted_estimators = [] for train, test in cv.split(X, y): est = clone(est).fit(X[train], y[train]) train_mse_scores.append(mse_scorer(est, X[train], y[train])) train_r2_scores.append(r2_scorer(est, X[train], y[train])) test_mse_scores.append(mse_scorer(est, X[test], y[test])) test_r2_scores.append(r2_scorer(est, X[test], y[test])) fitted_estimators.append(est) train_mse_scores = np.array(train_mse_scores) test_mse_scores = np.array(test_mse_scores) train_r2_scores = np.array(train_r2_scores) test_r2_scores = np.array(test_r2_scores) fitted_estimators = np.array(fitted_estimators) scores = ( train_mse_scores, test_mse_scores, train_r2_scores, test_r2_scores, fitted_estimators, ) # To ensure that the test does not suffer from # large statistical fluctuations due to slicing small datasets, # we pass the cross-validation instance check_cross_validate_single_metric(est, X, y, scores, cv) check_cross_validate_multi_metric(est, X, y, scores, cv) def check_cross_validate_single_metric(clf, X, y, scores, cv): ( train_mse_scores, test_mse_scores, train_r2_scores, test_r2_scores, fitted_estimators, ) = scores # Test single metric evaluation when scoring is string or singleton list for return_train_score, dict_len in ((True, 4), (False, 3)): # Single metric passed as a string if return_train_score: mse_scores_dict = cross_validate( clf, X, y, scoring="neg_mean_squared_error", return_train_score=True, cv=cv, ) assert_array_almost_equal(mse_scores_dict["train_score"], train_mse_scores) else: mse_scores_dict = cross_validate( clf, X, y, scoring="neg_mean_squared_error", return_train_score=False, cv=cv, ) assert isinstance(mse_scores_dict, dict) assert len(mse_scores_dict) == dict_len assert_array_almost_equal(mse_scores_dict["test_score"], test_mse_scores) # Single metric passed as a list if return_train_score: # It must be True by default - deprecated r2_scores_dict = cross_validate( clf, X, y, scoring=["r2"], return_train_score=True, cv=cv ) assert_array_almost_equal(r2_scores_dict["train_r2"], train_r2_scores, True) else: r2_scores_dict = cross_validate( clf, X, y, scoring=["r2"], return_train_score=False, cv=cv ) assert isinstance(r2_scores_dict, dict) assert len(r2_scores_dict) == dict_len assert_array_almost_equal(r2_scores_dict["test_r2"], test_r2_scores) # Test return_estimator option mse_scores_dict = cross_validate( clf, X, y, scoring="neg_mean_squared_error", return_estimator=True, cv=cv ) for k, est in enumerate(mse_scores_dict["estimator"]): est_coef = est.coef_.copy() if issparse(est_coef): est_coef = est_coef.toarray() fitted_est_coef = fitted_estimators[k].coef_.copy() if issparse(fitted_est_coef): fitted_est_coef = fitted_est_coef.toarray() assert_almost_equal(est_coef, fitted_est_coef) assert_almost_equal(est.intercept_, fitted_estimators[k].intercept_) def check_cross_validate_multi_metric(clf, X, y, scores, cv): # Test multimetric evaluation when scoring is a list / dict ( train_mse_scores, test_mse_scores, train_r2_scores, test_r2_scores, fitted_estimators, ) = scores def custom_scorer(clf, X, y): y_pred = clf.predict(X) return { "r2": r2_score(y, y_pred), "neg_mean_squared_error": -mean_squared_error(y, y_pred), } all_scoring = ( ("r2", "neg_mean_squared_error"), { "r2": make_scorer(r2_score), "neg_mean_squared_error": "neg_mean_squared_error", }, custom_scorer, ) keys_sans_train = { "test_r2", "test_neg_mean_squared_error", "fit_time", "score_time", } keys_with_train = keys_sans_train.union( {"train_r2", "train_neg_mean_squared_error"} ) for return_train_score in (True, False): for scoring in all_scoring: if return_train_score: # return_train_score must be True by default - deprecated cv_results = cross_validate( clf, X, y, scoring=scoring, return_train_score=True, cv=cv ) assert_array_almost_equal(cv_results["train_r2"], train_r2_scores) assert_array_almost_equal( cv_results["train_neg_mean_squared_error"], train_mse_scores ) else: cv_results = cross_validate( clf, X, y, scoring=scoring, return_train_score=False, cv=cv ) assert isinstance(cv_results, dict) assert set(cv_results.keys()) == ( keys_with_train if return_train_score else keys_sans_train ) assert_array_almost_equal(cv_results["test_r2"], test_r2_scores) assert_array_almost_equal( cv_results["test_neg_mean_squared_error"], test_mse_scores ) # Make sure all the arrays are of np.ndarray type assert type(cv_results["test_r2"]) == np.ndarray assert type(cv_results["test_neg_mean_squared_error"]) == np.ndarray assert type(cv_results["fit_time"]) == np.ndarray assert type(cv_results["score_time"]) == np.ndarray # Ensure all the times are within sane limits assert np.all(cv_results["fit_time"] >= 0) assert np.all(cv_results["fit_time"] < 10) assert np.all(cv_results["score_time"] >= 0) assert np.all(cv_results["score_time"] < 10) def test_cross_val_score_predict_groups(): # Check if ValueError (when groups is None) propagates to cross_val_score # and cross_val_predict # And also check if groups is correctly passed to the cv object X, y = make_classification(n_samples=20, n_classes=2, random_state=0) clf = SVC(kernel="linear") group_cvs = [ LeaveOneGroupOut(), LeavePGroupsOut(2), GroupKFold(), GroupShuffleSplit(), ] error_message = "The 'groups' parameter should not be None." for cv in group_cvs: with pytest.raises(ValueError, match=error_message): cross_val_score(estimator=clf, X=X, y=y, cv=cv) with pytest.raises(ValueError, match=error_message): cross_val_predict(estimator=clf, X=X, y=y, cv=cv) @pytest.mark.filterwarnings("ignore: Using or importing the ABCs from") def test_cross_val_score_pandas(): # check cross_val_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((Series, DataFrame)) except ImportError: pass for TargetType, InputFeatureType in types: # X dataframe, y series # 3 fold cross val is used so we need at least 3 samples per class X_df, y_ser = InputFeatureType(X), TargetType(y2) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) cross_val_score(clf, X_df, y_ser, cv=3) def test_cross_val_score_mask(): # test that cross_val_score works with boolean masks svm = SVC(kernel="linear") iris = load_iris() X, y = iris.data, iris.target kfold = KFold(5) scores_indices = cross_val_score(svm, X, y, cv=kfold) kfold = KFold(5) cv_masks = [] for train, test in kfold.split(X, y): mask_train = np.zeros(len(y), dtype=bool) mask_test = np.zeros(len(y), dtype=bool) mask_train[train] = 1 mask_test[test] = 1 cv_masks.append((train, test)) scores_masks = cross_val_score(svm, X, y, cv=cv_masks) assert_array_equal(scores_indices, scores_masks) def test_cross_val_score_precomputed(): # test for svm with precomputed kernel svm = SVC(kernel="precomputed") iris = load_iris() X, y = iris.data, iris.target linear_kernel = np.dot(X, X.T) score_precomputed = cross_val_score(svm, linear_kernel, y) svm = SVC(kernel="linear") score_linear = cross_val_score(svm, X, y) assert_array_almost_equal(score_precomputed, score_linear) # test with callable svm = SVC(kernel=lambda x, y: np.dot(x, y.T)) score_callable = cross_val_score(svm, X, y) assert_array_almost_equal(score_precomputed, score_callable) # Error raised for non-square X svm = SVC(kernel="precomputed") with pytest.raises(ValueError): cross_val_score(svm, X, y) # test error is raised when the precomputed kernel is not array-like # or sparse with pytest.raises(ValueError): cross_val_score(svm, linear_kernel.tolist(), y) def test_cross_val_score_fit_params(): clf = MockClassifier() n_samples = X.shape[0] n_classes = len(np.unique(y)) W_sparse = coo_matrix( (np.array([1]), (np.array([1]), np.array([0]))), shape=(10, 1) ) P_sparse = coo_matrix(np.eye(5)) DUMMY_INT = 42 DUMMY_STR = "42" DUMMY_OBJ = object() def assert_fit_params(clf): # Function to test that the values are passed correctly to the # classifier arguments for non-array type assert clf.dummy_int == DUMMY_INT assert clf.dummy_str == DUMMY_STR assert clf.dummy_obj == DUMMY_OBJ fit_params = { "sample_weight": np.ones(n_samples), "class_prior": np.full(n_classes, 1.0 / n_classes), "sparse_sample_weight": W_sparse, "sparse_param": P_sparse, "dummy_int": DUMMY_INT, "dummy_str": DUMMY_STR, "dummy_obj": DUMMY_OBJ, "callback": assert_fit_params, } cross_val_score(clf, X, y, fit_params=fit_params) def test_cross_val_score_score_func(): clf = MockClassifier() _score_func_args = [] def score_func(y_test, y_predict): _score_func_args.append((y_test, y_predict)) return 1.0 with warnings.catch_warnings(record=True): scoring = make_scorer(score_func) score = cross_val_score(clf, X, y, scoring=scoring, cv=3) assert_array_equal(score, [1.0, 1.0, 1.0]) # Test that score function is called only 3 times (for cv=3) assert len(_score_func_args) == 3 def test_cross_val_score_errors(): class BrokenEstimator: pass with pytest.raises(TypeError): cross_val_score(BrokenEstimator(), X) def test_cross_val_score_with_score_func_classification(): iris = load_iris() clf = SVC(kernel="linear") # Default score (should be the accuracy score) scores = cross_val_score(clf, iris.data, iris.target) assert_array_almost_equal(scores, [0.97, 1.0, 0.97, 0.97, 1.0], 2) # Correct classification score (aka. zero / one score) - should be the # same as the default estimator score zo_scores = cross_val_score(clf, iris.data, iris.target, scoring="accuracy") assert_array_almost_equal(zo_scores, [0.97, 1.0, 0.97, 0.97, 1.0], 2) # F1 score (class are balanced so f1_score should be equal to zero/one # score f1_scores = cross_val_score(clf, iris.data, iris.target, scoring="f1_weighted") assert_array_almost_equal(f1_scores, [0.97, 1.0, 0.97, 0.97, 1.0], 2) def test_cross_val_score_with_score_func_regression(): X, y = make_regression(n_samples=30, n_features=20, n_informative=5, random_state=0) reg = Ridge() # Default score of the Ridge regression estimator scores = cross_val_score(reg, X, y) assert_array_almost_equal(scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) # R2 score (aka. determination coefficient) - should be the # same as the default estimator score r2_scores = cross_val_score(reg, X, y, scoring="r2") assert_array_almost_equal(r2_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) # Mean squared error; this is a loss function, so "scores" are negative neg_mse_scores = cross_val_score(reg, X, y, scoring="neg_mean_squared_error") expected_neg_mse = np.array([-763.07, -553.16, -274.38, -273.26, -1681.99]) assert_array_almost_equal(neg_mse_scores, expected_neg_mse, 2) # Explained variance scoring = make_scorer(explained_variance_score) ev_scores = cross_val_score(reg, X, y, scoring=scoring) assert_array_almost_equal(ev_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) def test_permutation_score(): iris = load_iris() X = iris.data X_sparse = coo_matrix(X) y = iris.target svm = SVC(kernel="linear") cv = StratifiedKFold(2) score, scores, pvalue = permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy" ) assert score > 0.9 assert_almost_equal(pvalue, 0.0, 1) score_group, _, pvalue_group = permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy", groups=np.ones(y.size), random_state=0, ) assert score_group == score assert pvalue_group == pvalue # check that we obtain the same results with a sparse representation svm_sparse = SVC(kernel="linear") cv_sparse = StratifiedKFold(2) score_group, _, pvalue_group = permutation_test_score( svm_sparse, X_sparse, y, n_permutations=30, cv=cv_sparse, scoring="accuracy", groups=np.ones(y.size), random_state=0, ) assert score_group == score assert pvalue_group == pvalue # test with custom scoring object def custom_score(y_true, y_pred): return ((y_true == y_pred).sum() - (y_true != y_pred).sum()) / y_true.shape[0] scorer = make_scorer(custom_score) score, _, pvalue = permutation_test_score( svm, X, y, n_permutations=100, scoring=scorer, cv=cv, random_state=0 ) assert_almost_equal(score, 0.93, 2) assert_almost_equal(pvalue, 0.01, 3) # set random y y = np.mod(np.arange(len(y)), 3) score, scores, pvalue = permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy" ) assert score < 0.5 assert pvalue > 0.2 def test_permutation_test_score_allow_nans(): # Check that permutation_test_score allows input data with NaNs X = np.arange(200, dtype=np.float64).reshape(10, -1) X[2, :] = np.nan y = np.repeat([0, 1], X.shape[0] / 2) p = Pipeline( [ ("imputer", SimpleImputer(strategy="mean", missing_values=np.nan)), ("classifier", MockClassifier()), ] ) permutation_test_score(p, X, y) def test_permutation_test_score_fit_params(): X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) clf = CheckingClassifier(expected_sample_weight=True) err_msg = r"Expected sample_weight to be passed" with pytest.raises(AssertionError, match=err_msg): permutation_test_score(clf, X, y) err_msg = r"sample_weight.shape == \(1,\), expected \(8,\)!" with pytest.raises(ValueError, match=err_msg): permutation_test_score(clf, X, y, fit_params={"sample_weight": np.ones(1)}) permutation_test_score(clf, X, y, fit_params={"sample_weight": np.ones(10)}) def test_cross_val_score_allow_nans(): # Check that cross_val_score allows input data with NaNs X = np.arange(200, dtype=np.float64).reshape(10, -1) X[2, :] = np.nan y = np.repeat([0, 1], X.shape[0] / 2) p = Pipeline( [ ("imputer", SimpleImputer(strategy="mean", missing_values=np.nan)), ("classifier", MockClassifier()), ] ) cross_val_score(p, X, y) def test_cross_val_score_multilabel(): X = np.array( [ [-3, 4], [2, 4], [3, 3], [0, 2], [-3, 1], [-2, 1], [0, 0], [-2, -1], [-1, -2], [1, -2], ] ) y = np.array( [[1, 1], [0, 1], [0, 1], [0, 1], [1, 1], [0, 1], [1, 0], [1, 1], [1, 0], [0, 0]] ) clf = KNeighborsClassifier(n_neighbors=1) scoring_micro = make_scorer(precision_score, average="micro") scoring_macro = make_scorer(precision_score, average="macro") scoring_samples = make_scorer(precision_score, average="samples") score_micro = cross_val_score(clf, X, y, scoring=scoring_micro) score_macro = cross_val_score(clf, X, y, scoring=scoring_macro) score_samples = cross_val_score(clf, X, y, scoring=scoring_samples) assert_almost_equal(score_micro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 3]) assert_almost_equal(score_macro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4]) assert_almost_equal(score_samples, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4]) def test_cross_val_predict(): X, y = load_diabetes(return_X_y=True) cv = KFold() est = Ridge() # Naive loop (should be same as cross_val_predict): preds2 = np.zeros_like(y) for train, test in cv.split(X, y): est.fit(X[train], y[train]) preds2[test] = est.predict(X[test]) preds = cross_val_predict(est, X, y, cv=cv) assert_array_almost_equal(preds, preds2) preds = cross_val_predict(est, X, y) assert len(preds) == len(y) cv = LeaveOneOut() preds = cross_val_predict(est, X, y, cv=cv) assert len(preds) == len(y) Xsp = X.copy() Xsp *= Xsp > np.median(Xsp) Xsp = coo_matrix(Xsp) preds = cross_val_predict(est, Xsp, y) assert_array_almost_equal(len(preds), len(y)) preds = cross_val_predict(KMeans(n_init="auto"), X) assert len(preds) == len(y) class BadCV: def split(self, X, y=None, groups=None): for i in range(4): yield np.array([0, 1, 2, 3]), np.array([4, 5, 6, 7, 8]) with pytest.raises(ValueError): cross_val_predict(est, X, y, cv=BadCV()) X, y = load_iris(return_X_y=True) warning_message = ( r"Number of classes in training fold \(2\) does " r"not match total number of classes \(3\). " "Results may not be appropriate for your use case." ) with pytest.warns(RuntimeWarning, match=warning_message): cross_val_predict( LogisticRegression(solver="liblinear"), X, y, method="predict_proba", cv=KFold(2), ) def test_cross_val_predict_decision_function_shape(): X, y = make_classification(n_classes=2, n_samples=50, random_state=0) preds = cross_val_predict( LogisticRegression(solver="liblinear"), X, y, method="decision_function" ) assert preds.shape == (50,) X, y = load_iris(return_X_y=True) preds = cross_val_predict( LogisticRegression(solver="liblinear"), X, y, method="decision_function" ) assert preds.shape == (150, 3) # This specifically tests imbalanced splits for binary # classification with decision_function. This is only # applicable to classifiers that can be fit on a single # class. X = X[:100] y = y[:100] error_message = ( "Only 1 class/es in training fold," " but 2 in overall dataset. This" " is not supported for decision_function" " with imbalanced folds. To fix " "this, use a cross-validation technique " "resulting in properly stratified folds" ) with pytest.raises(ValueError, match=error_message): cross_val_predict( RidgeClassifier(), X, y, method="decision_function", cv=KFold(2) ) X, y = load_digits(return_X_y=True) est = SVC(kernel="linear", decision_function_shape="ovo") preds = cross_val_predict(est, X, y, method="decision_function") assert preds.shape == (1797, 45) ind = np.argsort(y) X, y = X[ind], y[ind] error_message_regexp = ( r"Output shape \(599L?, 21L?\) of " "decision_function does not match number of " r"classes \(7\) in fold. Irregular " "decision_function .*" ) with pytest.raises(ValueError, match=error_message_regexp): cross_val_predict(est, X, y, cv=KFold(n_splits=3), method="decision_function") def test_cross_val_predict_predict_proba_shape(): X, y = make_classification(n_classes=2, n_samples=50, random_state=0) preds = cross_val_predict( LogisticRegression(solver="liblinear"), X, y, method="predict_proba" ) assert preds.shape == (50, 2) X, y = load_iris(return_X_y=True) preds = cross_val_predict( LogisticRegression(solver="liblinear"), X, y, method="predict_proba" ) assert preds.shape == (150, 3) def test_cross_val_predict_predict_log_proba_shape(): X, y = make_classification(n_classes=2, n_samples=50, random_state=0) preds = cross_val_predict( LogisticRegression(solver="liblinear"), X, y, method="predict_log_proba" ) assert preds.shape == (50, 2) X, y = load_iris(return_X_y=True) preds = cross_val_predict( LogisticRegression(solver="liblinear"), X, y, method="predict_log_proba" ) assert preds.shape == (150, 3) def test_cross_val_predict_input_types(): iris = load_iris() X, y = iris.data, iris.target X_sparse = coo_matrix(X) multioutput_y = np.column_stack([y, y[::-1]]) clf = Ridge(fit_intercept=False, random_state=0) # 3 fold cv is used --> at least 3 samples per class # Smoke test predictions = cross_val_predict(clf, X, y) assert predictions.shape == (150,) # test with multioutput y predictions = cross_val_predict(clf, X_sparse, multioutput_y) assert predictions.shape == (150, 2) predictions = cross_val_predict(clf, X_sparse, y) assert_array_equal(predictions.shape, (150,)) # test with multioutput y predictions = cross_val_predict(clf, X_sparse, multioutput_y) assert_array_equal(predictions.shape, (150, 2)) # test with X and y as list list_check = lambda x: isinstance(x, list) clf = CheckingClassifier(check_X=list_check) predictions = cross_val_predict(clf, X.tolist(), y.tolist()) clf = CheckingClassifier(check_y=list_check) predictions = cross_val_predict(clf, X, y.tolist()) # test with X and y as list and non empty method predictions = cross_val_predict( LogisticRegression(solver="liblinear"), X.tolist(), y.tolist(), method="decision_function", ) predictions = cross_val_predict( LogisticRegression(solver="liblinear"), X, y.tolist(), method="decision_function", ) # test with 3d X and X_3d = X[:, :, np.newaxis] check_3d = lambda x: x.ndim == 3 clf = CheckingClassifier(check_X=check_3d) predictions = cross_val_predict(clf, X_3d, y) assert_array_equal(predictions.shape, (150,)) @pytest.mark.filterwarnings("ignore: Using or importing the ABCs from") # python3.7 deprecation warnings in pandas via matplotlib :-/ def test_cross_val_predict_pandas(): # check cross_val_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((Series, DataFrame)) except ImportError: pass for TargetType, InputFeatureType in types: # X dataframe, y series X_df, y_ser = InputFeatureType(X), TargetType(y2) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) cross_val_predict(clf, X_df, y_ser, cv=3) def test_cross_val_predict_unbalanced(): X, y = make_classification( n_samples=100, n_features=2, n_redundant=0, n_informative=2, n_clusters_per_class=1, random_state=1, ) # Change the first sample to a new class y[0] = 2 clf = LogisticRegression(random_state=1, solver="liblinear") cv = StratifiedKFold(n_splits=2) train, test = list(cv.split(X, y)) yhat_proba = cross_val_predict(clf, X, y, cv=cv, method="predict_proba") assert y[test[0]][0] == 2 # sanity check for further assertions assert np.all(yhat_proba[test[0]][:, 2] == 0) assert np.all(yhat_proba[test[0]][:, 0:1] > 0) assert np.all(yhat_proba[test[1]] > 0) assert_array_almost_equal(yhat_proba.sum(axis=1), np.ones(y.shape), decimal=12) def test_cross_val_predict_y_none(): # ensure that cross_val_predict works when y is None mock_classifier = MockClassifier() rng = np.random.RandomState(42) X = rng.rand(100, 10) y_hat = cross_val_predict(mock_classifier, X, y=None, cv=5, method="predict") assert_allclose(X[:, 0], y_hat) y_hat_proba = cross_val_predict( mock_classifier, X, y=None, cv=5, method="predict_proba" ) assert_allclose(X, y_hat_proba) def test_cross_val_score_sparse_fit_params(): iris = load_iris() X, y = iris.data, iris.target clf = MockClassifier() fit_params = {"sparse_sample_weight": coo_matrix(np.eye(X.shape[0]))} a = cross_val_score(clf, X, y, fit_params=fit_params, cv=3) assert_array_equal(a, np.ones(3)) def test_learning_curve(): n_samples = 30 n_splits = 3 X, y = make_classification( n_samples=n_samples, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) estimator = MockImprovingEstimator(n_samples * ((n_splits - 1) / n_splits)) for shuffle_train in [False, True]: with warnings.catch_warnings(record=True) as w: ( train_sizes, train_scores, test_scores, fit_times, score_times, ) = learning_curve( estimator, X, y, cv=KFold(n_splits=n_splits), train_sizes=np.linspace(0.1, 1.0, 10), shuffle=shuffle_train, return_times=True, ) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert train_scores.shape == (10, 3) assert test_scores.shape == (10, 3) assert fit_times.shape == (10, 3) assert score_times.shape == (10, 3) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) # Cannot use assert_array_almost_equal for fit and score times because # the values are hardware-dependant assert fit_times.dtype == "float64" assert score_times.dtype == "float64" # Test a custom cv splitter that can iterate only once with warnings.catch_warnings(record=True) as w: train_sizes2, train_scores2, test_scores2 = learning_curve( estimator, X, y, cv=OneTimeSplitter(n_splits=n_splits, n_samples=n_samples), train_sizes=np.linspace(0.1, 1.0, 10), shuffle=shuffle_train, ) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert_array_almost_equal(train_scores2, train_scores) assert_array_almost_equal(test_scores2, test_scores) def test_learning_curve_unsupervised(): X, _ = make_classification( n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) estimator = MockImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y=None, cv=3, train_sizes=np.linspace(0.1, 1.0, 10) ) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_verbose(): X, y = make_classification( n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) estimator = MockImprovingEstimator(20) old_stdout = sys.stdout sys.stdout = StringIO() try: train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=3, verbose=1 ) finally: out = sys.stdout.getvalue() sys.stdout.close() sys.stdout = old_stdout assert "[learning_curve]" in out def test_learning_curve_incremental_learning_not_possible(): X, y = make_classification( n_samples=2, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) # The mockup does not have partial_fit() estimator = MockImprovingEstimator(1) with pytest.raises(ValueError): learning_curve(estimator, X, y, exploit_incremental_learning=True) def test_learning_curve_incremental_learning(): X, y = make_classification( n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) estimator = MockIncrementalImprovingEstimator(20) for shuffle_train in [False, True]: train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10), shuffle=shuffle_train, ) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_incremental_learning_unsupervised(): X, _ = make_classification( n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) estimator = MockIncrementalImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y=None, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10), ) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_batch_and_incremental_learning_are_equal(): X, y = make_classification( n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) train_sizes = np.linspace(0.2, 1.0, 5) estimator = PassiveAggressiveClassifier(max_iter=1, tol=None, shuffle=False) train_sizes_inc, train_scores_inc, test_scores_inc = learning_curve( estimator, X, y, train_sizes=train_sizes, cv=3, exploit_incremental_learning=True, ) train_sizes_batch, train_scores_batch, test_scores_batch = learning_curve( estimator, X, y, cv=3, train_sizes=train_sizes, exploit_incremental_learning=False, ) assert_array_equal(train_sizes_inc, train_sizes_batch) assert_array_almost_equal( train_scores_inc.mean(axis=1), train_scores_batch.mean(axis=1) ) assert_array_almost_equal( test_scores_inc.mean(axis=1), test_scores_batch.mean(axis=1) ) def test_learning_curve_n_sample_range_out_of_bounds(): X, y = make_classification( n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) estimator = MockImprovingEstimator(20) with pytest.raises(ValueError): learning_curve(estimator, X, y, cv=3, train_sizes=[0, 1]) with pytest.raises(ValueError): learning_curve(estimator, X, y, cv=3, train_sizes=[0.0, 1.0]) with pytest.raises(ValueError): learning_curve(estimator, X, y, cv=3, train_sizes=[0.1, 1.1]) with pytest.raises(ValueError): learning_curve(estimator, X, y, cv=3, train_sizes=[0, 20]) with pytest.raises(ValueError): learning_curve(estimator, X, y, cv=3, train_sizes=[1, 21]) def test_learning_curve_remove_duplicate_sample_sizes(): X, y = make_classification( n_samples=3, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) estimator = MockImprovingEstimator(2) warning_message = ( "Removed duplicate entries from 'train_sizes'. Number of ticks " "will be less than the size of 'train_sizes': 2 instead of 3." ) with pytest.warns(RuntimeWarning, match=warning_message): train_sizes, _, _ = learning_curve( estimator, X, y, cv=3, train_sizes=np.linspace(0.33, 1.0, 3) ) assert_array_equal(train_sizes, [1, 2]) def test_learning_curve_with_boolean_indices(): X, y = make_classification( n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) estimator = MockImprovingEstimator(20) cv = KFold(n_splits=3) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=cv, train_sizes=np.linspace(0.1, 1.0, 10) ) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_with_shuffle(): # Following test case was designed this way to verify the code # changes made in pull request: #7506. X = np.array( [ [1, 2], [3, 4], [5, 6], [7, 8], [11, 12], [13, 14], [15, 16], [17, 18], [19, 20], [7, 8], [9, 10], [11, 12], [13, 14], [15, 16], [17, 18], ] ) y = np.array([1, 1, 1, 2, 3, 4, 1, 1, 2, 3, 4, 1, 2, 3, 4]) groups = np.array([1, 1, 1, 1, 1, 1, 3, 3, 3, 3, 3, 4, 4, 4, 4]) # Splits on these groups fail without shuffle as the first iteration # of the learning curve doesn't contain label 4 in the training set. estimator = PassiveAggressiveClassifier(max_iter=5, tol=None, shuffle=False) cv = GroupKFold(n_splits=2) train_sizes_batch, train_scores_batch, test_scores_batch = learning_curve( estimator, X, y, cv=cv, n_jobs=1, train_sizes=np.linspace(0.3, 1.0, 3), groups=groups, shuffle=True, random_state=2, ) assert_array_almost_equal( train_scores_batch.mean(axis=1), np.array([0.75, 0.3, 0.36111111]) ) assert_array_almost_equal( test_scores_batch.mean(axis=1), np.array([0.36111111, 0.25, 0.25]) ) with pytest.raises(ValueError): learning_curve( estimator, X, y, cv=cv, n_jobs=1, train_sizes=np.linspace(0.3, 1.0, 3), groups=groups, error_score="raise", ) train_sizes_inc, train_scores_inc, test_scores_inc = learning_curve( estimator, X, y, cv=cv, n_jobs=1, train_sizes=np.linspace(0.3, 1.0, 3), groups=groups, shuffle=True, random_state=2, exploit_incremental_learning=True, ) assert_array_almost_equal( train_scores_inc.mean(axis=1), train_scores_batch.mean(axis=1) ) assert_array_almost_equal( test_scores_inc.mean(axis=1), test_scores_batch.mean(axis=1) ) def test_learning_curve_fit_params(): X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) clf = CheckingClassifier(expected_sample_weight=True) err_msg = r"Expected sample_weight to be passed" with pytest.raises(AssertionError, match=err_msg): learning_curve(clf, X, y, error_score="raise") err_msg = r"sample_weight.shape == \(1,\), expected \(2,\)!" with pytest.raises(ValueError, match=err_msg): learning_curve( clf, X, y, error_score="raise", fit_params={"sample_weight": np.ones(1)} ) learning_curve( clf, X, y, error_score="raise", fit_params={"sample_weight": np.ones(10)} ) def test_learning_curve_incremental_learning_fit_params(): X, y = make_classification( n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) estimator = MockIncrementalImprovingEstimator(20, ["sample_weight"]) err_msg = r"Expected fit parameter\(s\) \['sample_weight'\] not seen." with pytest.raises(AssertionError, match=err_msg): learning_curve( estimator, X, y, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10), error_score="raise", ) err_msg = "Fit parameter sample_weight has length 3; expected" with pytest.raises(AssertionError, match=err_msg): learning_curve( estimator, X, y, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10), error_score="raise", fit_params={"sample_weight": np.ones(3)}, ) learning_curve( estimator, X, y, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10), error_score="raise", fit_params={"sample_weight": np.ones(2)}, ) def test_validation_curve(): X, y = make_classification( n_samples=2, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) param_range = np.linspace(0, 1, 10) with warnings.catch_warnings(record=True) as w: train_scores, test_scores = validation_curve( MockEstimatorWithParameter(), X, y, param_name="param", param_range=param_range, cv=2, ) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert_array_almost_equal(train_scores.mean(axis=1), param_range) assert_array_almost_equal(test_scores.mean(axis=1), 1 - param_range) def test_validation_curve_clone_estimator(): X, y = make_classification( n_samples=2, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0, ) param_range = np.linspace(1, 0, 10) _, _ = validation_curve( MockEstimatorWithSingleFitCallAllowed(), X, y, param_name="param", param_range=param_range, cv=2, ) def test_validation_curve_cv_splits_consistency(): n_samples = 100 n_splits = 5 X, y = make_classification(n_samples=100, random_state=0) scores1 = validation_curve( SVC(kernel="linear", random_state=0), X, y, param_name="C", param_range=[0.1, 0.1, 0.2, 0.2], cv=OneTimeSplitter(n_splits=n_splits, n_samples=n_samples), ) # The OneTimeSplitter is a non-re-entrant cv splitter. Unless, the # `split` is called for each parameter, the following should produce # identical results for param setting 1 and param setting 2 as both have # the same C value. assert_array_almost_equal(*np.vsplit(np.hstack(scores1)[(0, 2, 1, 3), :], 2)) scores2 = validation_curve( SVC(kernel="linear", random_state=0), X, y, param_name="C", param_range=[0.1, 0.1, 0.2, 0.2], cv=KFold(n_splits=n_splits, shuffle=True), ) # For scores2, compare the 1st and 2nd parameter's scores # (Since the C value for 1st two param setting is 0.1, they must be # consistent unless the train test folds differ between the param settings) assert_array_almost_equal(*np.vsplit(np.hstack(scores2)[(0, 2, 1, 3), :], 2)) scores3 = validation_curve( SVC(kernel="linear", random_state=0), X, y, param_name="C", param_range=[0.1, 0.1, 0.2, 0.2], cv=KFold(n_splits=n_splits), ) # OneTimeSplitter is basically unshuffled KFold(n_splits=5). Sanity check. assert_array_almost_equal(np.array(scores3), np.array(scores1)) def test_validation_curve_fit_params(): X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) clf = CheckingClassifier(expected_sample_weight=True) err_msg = r"Expected sample_weight to be passed" with pytest.raises(AssertionError, match=err_msg): validation_curve( clf, X, y, param_name="foo_param", param_range=[1, 2, 3], error_score="raise", ) err_msg = r"sample_weight.shape == \(1,\), expected \(8,\)!" with pytest.raises(ValueError, match=err_msg): validation_curve( clf, X, y, param_name="foo_param", param_range=[1, 2, 3], error_score="raise", fit_params={"sample_weight": np.ones(1)}, ) validation_curve( clf, X, y, param_name="foo_param", param_range=[1, 2, 3], error_score="raise", fit_params={"sample_weight": np.ones(10)}, ) def test_check_is_permutation(): rng = np.random.RandomState(0) p = np.arange(100) rng.shuffle(p) assert _check_is_permutation(p, 100) assert not _check_is_permutation(np.delete(p, 23), 100) p[0] = 23 assert not _check_is_permutation(p, 100) # Check if the additional duplicate indices are caught assert not _check_is_permutation(np.hstack((p, 0)), 100) def test_cross_val_predict_sparse_prediction(): # check that cross_val_predict gives same result for sparse and dense input X, y = make_multilabel_classification( n_classes=2, n_labels=1, allow_unlabeled=False, return_indicator=True, random_state=1, ) X_sparse = csr_matrix(X) y_sparse = csr_matrix(y) classif = OneVsRestClassifier(SVC(kernel="linear")) preds = cross_val_predict(classif, X, y, cv=10) preds_sparse = cross_val_predict(classif, X_sparse, y_sparse, cv=10) preds_sparse = preds_sparse.toarray() assert_array_almost_equal(preds_sparse, preds) def check_cross_val_predict_binary(est, X, y, method): """Helper for tests of cross_val_predict with binary classification""" cv = KFold(n_splits=3, shuffle=False) # Generate expected outputs if y.ndim == 1: exp_shape = (len(X),) if method == "decision_function" else (len(X), 2) else: exp_shape = y.shape expected_predictions = np.zeros(exp_shape) for train, test in cv.split(X, y): est = clone(est).fit(X[train], y[train]) expected_predictions[test] = getattr(est, method)(X[test]) # Check actual outputs for several representations of y for tg in [y, y + 1, y - 2, y.astype("str")]: assert_allclose( cross_val_predict(est, X, tg, method=method, cv=cv), expected_predictions ) def check_cross_val_predict_multiclass(est, X, y, method): """Helper for tests of cross_val_predict with multiclass classification""" cv = KFold(n_splits=3, shuffle=False) # Generate expected outputs float_min = np.finfo(np.float64).min default_values = { "decision_function": float_min, "predict_log_proba": float_min, "predict_proba": 0, } expected_predictions = np.full( (len(X), len(set(y))), default_values[method], dtype=np.float64 ) _, y_enc = np.unique(y, return_inverse=True) for train, test in cv.split(X, y_enc): est = clone(est).fit(X[train], y_enc[train]) fold_preds = getattr(est, method)(X[test]) i_cols_fit = np.unique(y_enc[train]) expected_predictions[np.ix_(test, i_cols_fit)] = fold_preds # Check actual outputs for several representations of y for tg in [y, y + 1, y - 2, y.astype("str")]: assert_allclose( cross_val_predict(est, X, tg, method=method, cv=cv), expected_predictions ) def check_cross_val_predict_multilabel(est, X, y, method): """Check the output of cross_val_predict for 2D targets using Estimators which provide a predictions as a list with one element per class. """ cv = KFold(n_splits=3, shuffle=False) # Create empty arrays of the correct size to hold outputs float_min = np.finfo(np.float64).min default_values = { "decision_function": float_min, "predict_log_proba": float_min, "predict_proba": 0, } n_targets = y.shape[1] expected_preds = [] for i_col in range(n_targets): n_classes_in_label = len(set(y[:, i_col])) if n_classes_in_label == 2 and method == "decision_function": exp_shape = (len(X),) else: exp_shape = (len(X), n_classes_in_label) expected_preds.append( np.full(exp_shape, default_values[method], dtype=np.float64) ) # Generate expected outputs y_enc_cols = [ np.unique(y[:, i], return_inverse=True)[1][:, np.newaxis] for i in range(y.shape[1]) ] y_enc = np.concatenate(y_enc_cols, axis=1) for train, test in cv.split(X, y_enc): est = clone(est).fit(X[train], y_enc[train]) fold_preds = getattr(est, method)(X[test]) for i_col in range(n_targets): fold_cols = np.unique(y_enc[train][:, i_col]) if expected_preds[i_col].ndim == 1: # Decision function with <=2 classes expected_preds[i_col][test] = fold_preds[i_col] else: idx = np.ix_(test, fold_cols) expected_preds[i_col][idx] = fold_preds[i_col] # Check actual outputs for several representations of y for tg in [y, y + 1, y - 2, y.astype("str")]: cv_predict_output = cross_val_predict(est, X, tg, method=method, cv=cv) assert len(cv_predict_output) == len(expected_preds) for i in range(len(cv_predict_output)): assert_allclose(cv_predict_output[i], expected_preds[i]) def check_cross_val_predict_with_method_binary(est): # This test includes the decision_function with two classes. # This is a special case: it has only one column of output. X, y = make_classification(n_classes=2, random_state=0) for method in ["decision_function", "predict_proba", "predict_log_proba"]: check_cross_val_predict_binary(est, X, y, method) def check_cross_val_predict_with_method_multiclass(est): iris = load_iris() X, y = iris.data, iris.target X, y = shuffle(X, y, random_state=0) for method in ["decision_function", "predict_proba", "predict_log_proba"]: check_cross_val_predict_multiclass(est, X, y, method) def test_cross_val_predict_with_method(): check_cross_val_predict_with_method_binary(LogisticRegression(solver="liblinear")) check_cross_val_predict_with_method_multiclass( LogisticRegression(solver="liblinear") ) def test_cross_val_predict_method_checking(): # Regression test for issue #9639. Tests that cross_val_predict does not # check estimator methods (e.g. predict_proba) before fitting iris = load_iris() X, y = iris.data, iris.target X, y = shuffle(X, y, random_state=0) for method in ["decision_function", "predict_proba", "predict_log_proba"]: est = SGDClassifier(loss="log_loss", random_state=2) check_cross_val_predict_multiclass(est, X, y, method) def test_gridsearchcv_cross_val_predict_with_method(): iris = load_iris() X, y = iris.data, iris.target X, y = shuffle(X, y, random_state=0) est = GridSearchCV( LogisticRegression(random_state=42, solver="liblinear"), {"C": [0.1, 1]}, cv=2 ) for method in ["decision_function", "predict_proba", "predict_log_proba"]: check_cross_val_predict_multiclass(est, X, y, method) def test_cross_val_predict_with_method_multilabel_ovr(): # OVR does multilabel predictions, but only arrays of # binary indicator columns. The output of predict_proba # is a 2D array with shape (n_samples, n_classes). n_samp = 100 n_classes = 4 X, y = make_multilabel_classification( n_samples=n_samp, n_labels=3, n_classes=n_classes, n_features=5, random_state=42 ) est = OneVsRestClassifier(LogisticRegression(solver="liblinear", random_state=0)) for method in ["predict_proba", "decision_function"]: check_cross_val_predict_binary(est, X, y, method=method) class RFWithDecisionFunction(RandomForestClassifier): # None of the current multioutput-multiclass estimators have # decision function methods. Create a mock decision function # to test the cross_val_predict function's handling of this case. def decision_function(self, X): probs = self.predict_proba(X) msg = "This helper should only be used on multioutput-multiclass tasks" assert isinstance(probs, list), msg probs = [p[:, -1] if p.shape[1] == 2 else p for p in probs] return probs def test_cross_val_predict_with_method_multilabel_rf(): # The RandomForest allows multiple classes in each label. # Output of predict_proba is a list of outputs of predict_proba # for each individual label. n_classes = 4 X, y = make_multilabel_classification( n_samples=100, n_labels=3, n_classes=n_classes, n_features=5, random_state=42 ) y[:, 0] += y[:, 1] # Put three classes in the first column for method in ["predict_proba", "predict_log_proba", "decision_function"]: est = RFWithDecisionFunction(n_estimators=5, random_state=0) with warnings.catch_warnings(): # Suppress "RuntimeWarning: divide by zero encountered in log" warnings.simplefilter("ignore") check_cross_val_predict_multilabel(est, X, y, method=method) def test_cross_val_predict_with_method_rare_class(): # Test a multiclass problem where one class will be missing from # one of the CV training sets. rng = np.random.RandomState(0) X = rng.normal(0, 1, size=(14, 10)) y = np.array([0, 1, 2, 0, 1, 2, 0, 1, 2, 0, 1, 2, 0, 3]) est = LogisticRegression(solver="liblinear") for method in ["predict_proba", "predict_log_proba", "decision_function"]: with warnings.catch_warnings(): # Suppress warning about too few examples of a class warnings.simplefilter("ignore") check_cross_val_predict_multiclass(est, X, y, method) def test_cross_val_predict_with_method_multilabel_rf_rare_class(): # The RandomForest allows anything for the contents of the labels. # Output of predict_proba is a list of outputs of predict_proba # for each individual label. # In this test, the first label has a class with a single example. # We'll have one CV fold where the training data don't include it. rng = np.random.RandomState(0) X = rng.normal(0, 1, size=(5, 10)) y = np.array([[0, 0], [1, 1], [2, 1], [0, 1], [1, 0]]) for method in ["predict_proba", "predict_log_proba"]: est = RFWithDecisionFunction(n_estimators=5, random_state=0) with warnings.catch_warnings(): # Suppress "RuntimeWarning: divide by zero encountered in log" warnings.simplefilter("ignore") check_cross_val_predict_multilabel(est, X, y, method=method) def get_expected_predictions(X, y, cv, classes, est, method): expected_predictions = np.zeros([len(y), classes]) func = getattr(est, method) for train, test in cv.split(X, y): est.fit(X[train], y[train]) expected_predictions_ = func(X[test]) # To avoid 2 dimensional indexing if method == "predict_proba": exp_pred_test = np.zeros((len(test), classes)) else: exp_pred_test = np.full( (len(test), classes), np.finfo(expected_predictions.dtype).min ) exp_pred_test[:, est.classes_] = expected_predictions_ expected_predictions[test] = exp_pred_test return expected_predictions def test_cross_val_predict_class_subset(): X = np.arange(200).reshape(100, 2) y = np.array([x // 10 for x in range(100)]) classes = 10 kfold3 = KFold(n_splits=3) kfold4 = KFold(n_splits=4) le = LabelEncoder() methods = ["decision_function", "predict_proba", "predict_log_proba"] for method in methods: est = LogisticRegression(solver="liblinear") # Test with n_splits=3 predictions = cross_val_predict(est, X, y, method=method, cv=kfold3) # Runs a naive loop (should be same as cross_val_predict): expected_predictions = get_expected_predictions( X, y, kfold3, classes, est, method ) assert_array_almost_equal(expected_predictions, predictions) # Test with n_splits=4 predictions = cross_val_predict(est, X, y, method=method, cv=kfold4) expected_predictions = get_expected_predictions( X, y, kfold4, classes, est, method ) assert_array_almost_equal(expected_predictions, predictions) # Testing unordered labels y = shuffle(np.repeat(range(10), 10), random_state=0) predictions = cross_val_predict(est, X, y, method=method, cv=kfold3) y = le.fit_transform(y) expected_predictions = get_expected_predictions( X, y, kfold3, classes, est, method ) assert_array_almost_equal(expected_predictions, predictions) def test_score_memmap(): # Ensure a scalar score of memmap type is accepted iris = load_iris() X, y = iris.data, iris.target clf = MockClassifier() tf = tempfile.NamedTemporaryFile(mode="wb", delete=False) tf.write(b"Hello world!!!!!") tf.close() scores = np.memmap(tf.name, dtype=np.float64) score = np.memmap(tf.name, shape=(), mode="r", dtype=np.float64) try: cross_val_score(clf, X, y, scoring=lambda est, X, y: score) with pytest.raises(ValueError): cross_val_score(clf, X, y, scoring=lambda est, X, y: scores) finally: # Best effort to release the mmap file handles before deleting the # backing file under Windows scores, score = None, None for _ in range(3): try: os.unlink(tf.name) break except OSError: sleep(1.0) @pytest.mark.filterwarnings("ignore: Using or importing the ABCs from") def test_permutation_test_score_pandas(): # check permutation_test_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((Series, DataFrame)) except ImportError: pass for TargetType, InputFeatureType in types: # X dataframe, y series iris = load_iris() X, y = iris.data, iris.target X_df, y_ser = InputFeatureType(X), TargetType(y) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) permutation_test_score(clf, X_df, y_ser) def test_fit_and_score_failing(): # Create a failing classifier to deliberately fail failing_clf = FailingClassifier(FailingClassifier.FAILING_PARAMETER) # dummy X data X = np.arange(1, 10) fit_and_score_args = [failing_clf, X, None, dict(), None, None, 0, None, None] # passing error score to trigger the warning message fit_and_score_kwargs = {"error_score": "raise"} # check if exception was raised, with default error_score='raise' with pytest.raises(ValueError, match="Failing classifier failed as required"): _fit_and_score(*fit_and_score_args, **fit_and_score_kwargs) # check that functions upstream pass error_score param to _fit_and_score error_message_cross_validate = ( "The 'error_score' parameter of cross_validate must be .*. Got .* instead." ) with pytest.raises(ValueError, match=error_message_cross_validate): cross_val_score(failing_clf, X, cv=3, error_score="unvalid-string") assert failing_clf.score() == 0.0 # FailingClassifier coverage def test_fit_and_score_working(): X, y = make_classification(n_samples=30, random_state=0) clf = SVC(kernel="linear", random_state=0) train, test = next(ShuffleSplit().split(X)) # Test return_parameters option fit_and_score_args = [clf, X, y, dict(), train, test, 0] fit_and_score_kwargs = { "parameters": {"max_iter": 100, "tol": 0.1}, "fit_params": None, "return_parameters": True, } result = _fit_and_score(*fit_and_score_args, **fit_and_score_kwargs) assert result["parameters"] == fit_and_score_kwargs["parameters"] class DataDependentFailingClassifier(BaseEstimator): def __init__(self, max_x_value=None): self.max_x_value = max_x_value def fit(self, X, y=None): num_values_too_high = (X > self.max_x_value).sum() if num_values_too_high: raise ValueError( f"Classifier fit failed with {num_values_too_high} values too high" ) def score(self, X=None, Y=None): return 0.0 @pytest.mark.parametrize("error_score", [np.nan, 0]) def test_cross_validate_some_failing_fits_warning(error_score): # Create a failing classifier to deliberately fail failing_clf = DataDependentFailingClassifier(max_x_value=8) # dummy X data X = np.arange(1, 10) y = np.ones(9) # passing error score to trigger the warning message cross_validate_args = [failing_clf, X, y] cross_validate_kwargs = {"cv": 3, "error_score": error_score} # check if the warning message type is as expected individual_fit_error_message = ( "ValueError: Classifier fit failed with 1 values too high" ) warning_message = re.compile( ( "2 fits failed.+total of 3.+The score on these" " train-test partitions for these parameters will be set to" f" {cross_validate_kwargs['error_score']}.+{individual_fit_error_message}" ), flags=re.DOTALL, ) with pytest.warns(FitFailedWarning, match=warning_message): cross_validate(*cross_validate_args, **cross_validate_kwargs) @pytest.mark.parametrize("error_score", [np.nan, 0]) def test_cross_validate_all_failing_fits_error(error_score): # Create a failing classifier to deliberately fail failing_clf = FailingClassifier(FailingClassifier.FAILING_PARAMETER) # dummy X data X = np.arange(1, 10) y = np.ones(9) cross_validate_args = [failing_clf, X, y] cross_validate_kwargs = {"cv": 7, "error_score": error_score} individual_fit_error_message = "ValueError: Failing classifier failed as required" error_message = re.compile( ( "All the 7 fits failed.+your model is misconfigured.+" f"{individual_fit_error_message}" ), flags=re.DOTALL, ) with pytest.raises(ValueError, match=error_message): cross_validate(*cross_validate_args, **cross_validate_kwargs) def _failing_scorer(estimator, X, y, error_msg): raise ValueError(error_msg) @pytest.mark.filterwarnings("ignore:lbfgs failed to converge") @pytest.mark.parametrize("error_score", [np.nan, 0, "raise"]) def test_cross_val_score_failing_scorer(error_score): # check that an estimator can fail during scoring in `cross_val_score` and # that we can optionally replaced it with `error_score` X, y = load_iris(return_X_y=True) clf = LogisticRegression(max_iter=5).fit(X, y) error_msg = "This scorer is supposed to fail!!!" failing_scorer = partial(_failing_scorer, error_msg=error_msg) if error_score == "raise": with pytest.raises(ValueError, match=error_msg): cross_val_score( clf, X, y, cv=3, scoring=failing_scorer, error_score=error_score ) else: warning_msg = ( "Scoring failed. The score on this train-test partition for " f"these parameters will be set to {error_score}" ) with pytest.warns(UserWarning, match=warning_msg): scores = cross_val_score( clf, X, y, cv=3, scoring=failing_scorer, error_score=error_score ) assert_allclose(scores, error_score) @pytest.mark.filterwarnings("ignore:lbfgs failed to converge") @pytest.mark.parametrize("error_score", [np.nan, 0, "raise"]) @pytest.mark.parametrize("return_train_score", [True, False]) @pytest.mark.parametrize("with_multimetric", [False, True]) def test_cross_validate_failing_scorer( error_score, return_train_score, with_multimetric ): # Check that an estimator can fail during scoring in `cross_validate` and # that we can optionally replace it with `error_score`. In the multimetric # case also check the result of a non-failing scorer where the other scorers # are failing. X, y = load_iris(return_X_y=True) clf = LogisticRegression(max_iter=5).fit(X, y) error_msg = "This scorer is supposed to fail!!!" failing_scorer = partial(_failing_scorer, error_msg=error_msg) if with_multimetric: non_failing_scorer = make_scorer(mean_squared_error) scoring = { "score_1": failing_scorer, "score_2": non_failing_scorer, "score_3": failing_scorer, } else: scoring = failing_scorer if error_score == "raise": with pytest.raises(ValueError, match=error_msg): cross_validate( clf, X, y, cv=3, scoring=scoring, return_train_score=return_train_score, error_score=error_score, ) else: warning_msg = ( "Scoring failed. The score on this train-test partition for " f"these parameters will be set to {error_score}" ) with pytest.warns(UserWarning, match=warning_msg): results = cross_validate( clf, X, y, cv=3, scoring=scoring, return_train_score=return_train_score, error_score=error_score, ) for key in results: if "_score" in key: if "_score_2" in key: # check the test (and optionally train) score for the # scorer that should be non-failing for i in results[key]: assert isinstance(i, float) else: # check the test (and optionally train) score for all # scorers that should be assigned to `error_score`. assert_allclose(results[key], error_score) def three_params_scorer(i, j, k): return 3.4213 @pytest.mark.parametrize( "train_score, scorer, verbose, split_prg, cdt_prg, expected", [ ( False, three_params_scorer, 2, (1, 3), (0, 1), r"\[CV\] END ...................................................." r" total time= 0.\ds", ), ( True, {"sc1": three_params_scorer, "sc2": three_params_scorer}, 3, (1, 3), (0, 1), r"\[CV 2/3\] END sc1: \(train=3.421, test=3.421\) sc2: " r"\(train=3.421, test=3.421\) total time= 0.\ds", ), ( False, {"sc1": three_params_scorer, "sc2": three_params_scorer}, 10, (1, 3), (0, 1), r"\[CV 2/3; 1/1\] END ....... sc1: \(test=3.421\) sc2: \(test=3.421\)" r" total time= 0.\ds", ), ], ) def test_fit_and_score_verbosity( capsys, train_score, scorer, verbose, split_prg, cdt_prg, expected ): X, y = make_classification(n_samples=30, random_state=0) clf = SVC(kernel="linear", random_state=0) train, test = next(ShuffleSplit().split(X)) # test print without train score fit_and_score_args = [clf, X, y, scorer, train, test, verbose, None, None] fit_and_score_kwargs = { "return_train_score": train_score, "split_progress": split_prg, "candidate_progress": cdt_prg, } _fit_and_score(*fit_and_score_args, **fit_and_score_kwargs) out, _ = capsys.readouterr() outlines = out.split("\n") if len(outlines) > 2: assert re.match(expected, outlines[1]) else: assert re.match(expected, outlines[0]) def test_score(): error_message = "scoring must return a number, got None" def two_params_scorer(estimator, X_test): return None fit_and_score_args = [None, None, None, two_params_scorer] with pytest.raises(ValueError, match=error_message): _score(*fit_and_score_args, error_score=np.nan) def test_callable_multimetric_confusion_matrix_cross_validate(): def custom_scorer(clf, X, y): y_pred = clf.predict(X) cm = confusion_matrix(y, y_pred) return {"tn": cm[0, 0], "fp": cm[0, 1], "fn": cm[1, 0], "tp": cm[1, 1]} X, y = make_classification(n_samples=40, n_features=4, random_state=42) est = LinearSVC(dual="auto", random_state=42) est.fit(X, y) cv_results = cross_validate(est, X, y, cv=5, scoring=custom_scorer) score_names = ["tn", "fp", "fn", "tp"] for name in score_names: assert "test_{}".format(name) in cv_results def test_learning_curve_partial_fit_regressors(): """Check that regressors with partial_fit is supported. Non-regression test for #22981. """ X, y = make_regression(random_state=42) # Does not error learning_curve(MLPRegressor(), X, y, exploit_incremental_learning=True, cv=2) def test_cross_validate_return_indices(global_random_seed): """Check the behaviour of `return_indices` in `cross_validate`.""" X, y = load_iris(return_X_y=True) X = scale(X) # scale features for better convergence estimator = LogisticRegression() cv = KFold(n_splits=3, shuffle=True, random_state=global_random_seed) cv_results = cross_validate(estimator, X, y, cv=cv, n_jobs=2, return_indices=False) assert "indices" not in cv_results cv_results = cross_validate(estimator, X, y, cv=cv, n_jobs=2, return_indices=True) assert "indices" in cv_results train_indices = cv_results["indices"]["train"] test_indices = cv_results["indices"]["test"] assert len(train_indices) == cv.n_splits assert len(test_indices) == cv.n_splits assert_array_equal([indices.size for indices in train_indices], 100) assert_array_equal([indices.size for indices in test_indices], 50) for split_idx, (expected_train_idx, expected_test_idx) in enumerate(cv.split(X, y)): assert_array_equal(train_indices[split_idx], expected_train_idx) assert_array_equal(test_indices[split_idx], expected_test_idx)