import pytest import numpy as np import scipy.sparse as sp from joblib import cpu_count from sklearn.utils._testing import assert_almost_equal from sklearn.utils._testing import assert_raises from sklearn.utils._testing import assert_raises_regex from sklearn.utils._testing import assert_raise_message from sklearn.utils._testing import assert_array_equal from sklearn.utils._testing import assert_array_almost_equal from sklearn import datasets from sklearn.base import clone from sklearn.datasets import make_classification from sklearn.ensemble import GradientBoostingRegressor, RandomForestClassifier from sklearn.exceptions import NotFittedError from sklearn.linear_model import Lasso from sklearn.linear_model import LogisticRegression from sklearn.linear_model import OrthogonalMatchingPursuit from sklearn.linear_model import Ridge from sklearn.linear_model import SGDClassifier from sklearn.linear_model import SGDRegressor from sklearn.metrics import jaccard_score, mean_squared_error from sklearn.multiclass import OneVsRestClassifier from sklearn.multioutput import ClassifierChain, RegressorChain from sklearn.multioutput import MultiOutputClassifier from sklearn.multioutput import MultiOutputRegressor from sklearn.svm import LinearSVC from sklearn.base import ClassifierMixin from sklearn.utils import shuffle from sklearn.model_selection import GridSearchCV from sklearn.dummy import DummyRegressor, DummyClassifier from sklearn.pipeline import make_pipeline from sklearn.impute import SimpleImputer def test_multi_target_regression(): X, y = datasets.make_regression(n_targets=3) X_train, y_train = X[:50], y[:50] X_test, y_test = X[50:], y[50:] references = np.zeros_like(y_test) for n in range(3): rgr = GradientBoostingRegressor(random_state=0) rgr.fit(X_train, y_train[:, n]) references[:, n] = rgr.predict(X_test) rgr = MultiOutputRegressor(GradientBoostingRegressor(random_state=0)) rgr.fit(X_train, y_train) y_pred = rgr.predict(X_test) assert_almost_equal(references, y_pred) def test_multi_target_regression_partial_fit(): X, y = datasets.make_regression(n_targets=3) X_train, y_train = X[:50], y[:50] X_test, y_test = X[50:], y[50:] references = np.zeros_like(y_test) half_index = 25 for n in range(3): sgr = SGDRegressor(random_state=0, max_iter=5) sgr.partial_fit(X_train[:half_index], y_train[:half_index, n]) sgr.partial_fit(X_train[half_index:], y_train[half_index:, n]) references[:, n] = sgr.predict(X_test) sgr = MultiOutputRegressor(SGDRegressor(random_state=0, max_iter=5)) sgr.partial_fit(X_train[:half_index], y_train[:half_index]) sgr.partial_fit(X_train[half_index:], y_train[half_index:]) y_pred = sgr.predict(X_test) assert_almost_equal(references, y_pred) assert not hasattr(MultiOutputRegressor(Lasso), 'partial_fit') def test_multi_target_regression_one_target(): # Test multi target regression raises X, y = datasets.make_regression(n_targets=1) rgr = MultiOutputRegressor(GradientBoostingRegressor(random_state=0)) assert_raises(ValueError, rgr.fit, X, y) def test_multi_target_sparse_regression(): X, y = datasets.make_regression(n_targets=3) X_train, y_train = X[:50], y[:50] X_test = X[50:] for sparse in [sp.csr_matrix, sp.csc_matrix, sp.coo_matrix, sp.dok_matrix, sp.lil_matrix]: rgr = MultiOutputRegressor(Lasso(random_state=0)) rgr_sparse = MultiOutputRegressor(Lasso(random_state=0)) rgr.fit(X_train, y_train) rgr_sparse.fit(sparse(X_train), y_train) assert_almost_equal(rgr.predict(X_test), rgr_sparse.predict(sparse(X_test))) def test_multi_target_sample_weights_api(): X = [[1, 2, 3], [4, 5, 6]] y = [[3.141, 2.718], [2.718, 3.141]] w = [0.8, 0.6] rgr = MultiOutputRegressor(OrthogonalMatchingPursuit()) assert_raises_regex(ValueError, "does not support sample weights", rgr.fit, X, y, w) # no exception should be raised if the base estimator supports weights rgr = MultiOutputRegressor(GradientBoostingRegressor(random_state=0)) rgr.fit(X, y, w) def test_multi_target_sample_weight_partial_fit(): # weighted regressor X = [[1, 2, 3], [4, 5, 6]] y = [[3.141, 2.718], [2.718, 3.141]] w = [2., 1.] rgr_w = MultiOutputRegressor(SGDRegressor(random_state=0, max_iter=5)) rgr_w.partial_fit(X, y, w) # weighted with different weights w = [2., 2.] rgr = MultiOutputRegressor(SGDRegressor(random_state=0, max_iter=5)) rgr.partial_fit(X, y, w) assert rgr.predict(X)[0][0] != rgr_w.predict(X)[0][0] def test_multi_target_sample_weights(): # weighted regressor Xw = [[1, 2, 3], [4, 5, 6]] yw = [[3.141, 2.718], [2.718, 3.141]] w = [2., 1.] rgr_w = MultiOutputRegressor(GradientBoostingRegressor(random_state=0)) rgr_w.fit(Xw, yw, w) # unweighted, but with repeated samples X = [[1, 2, 3], [1, 2, 3], [4, 5, 6]] y = [[3.141, 2.718], [3.141, 2.718], [2.718, 3.141]] rgr = MultiOutputRegressor(GradientBoostingRegressor(random_state=0)) rgr.fit(X, y) X_test = [[1.5, 2.5, 3.5], [3.5, 4.5, 5.5]] assert_almost_equal(rgr.predict(X_test), rgr_w.predict(X_test)) # Import the data iris = datasets.load_iris() # create a multiple targets by randomized shuffling and concatenating y. X = iris.data y1 = iris.target y2 = shuffle(y1, random_state=1) y3 = shuffle(y1, random_state=2) y = np.column_stack((y1, y2, y3)) n_samples, n_features = X.shape n_outputs = y.shape[1] n_classes = len(np.unique(y1)) classes = list(map(np.unique, (y1, y2, y3))) def test_multi_output_classification_partial_fit_parallelism(): sgd_linear_clf = SGDClassifier(loss='log', random_state=1, max_iter=5) mor = MultiOutputClassifier(sgd_linear_clf, n_jobs=4) mor.partial_fit(X, y, classes) est1 = mor.estimators_[0] mor.partial_fit(X, y) est2 = mor.estimators_[0] if cpu_count() > 1: # parallelism requires this to be the case for a sane implementation assert est1 is not est2 # check multioutput has predict_proba def test_hasattr_multi_output_predict_proba(): # default SGDClassifier has loss='hinge' # which does not expose a predict_proba method sgd_linear_clf = SGDClassifier(random_state=1, max_iter=5) multi_target_linear = MultiOutputClassifier(sgd_linear_clf) multi_target_linear.fit(X, y) assert not hasattr(multi_target_linear, "predict_proba") # case where predict_proba attribute exists sgd_linear_clf = SGDClassifier(loss='log', random_state=1, max_iter=5) multi_target_linear = MultiOutputClassifier(sgd_linear_clf) multi_target_linear.fit(X, y) assert hasattr(multi_target_linear, "predict_proba") # check predict_proba passes def test_multi_output_predict_proba(): sgd_linear_clf = SGDClassifier(random_state=1, max_iter=5) param = {'loss': ('hinge', 'log', 'modified_huber')} # inner function for custom scoring def custom_scorer(estimator, X, y): if hasattr(estimator, "predict_proba"): return 1.0 else: return 0.0 grid_clf = GridSearchCV(sgd_linear_clf, param_grid=param, scoring=custom_scorer, cv=3) multi_target_linear = MultiOutputClassifier(grid_clf) multi_target_linear.fit(X, y) multi_target_linear.predict_proba(X) # SGDClassifier defaults to loss='hinge' which is not a probabilistic # loss function; therefore it does not expose a predict_proba method sgd_linear_clf = SGDClassifier(random_state=1, max_iter=5) multi_target_linear = MultiOutputClassifier(sgd_linear_clf) multi_target_linear.fit(X, y) err_msg = "The base estimator should implement predict_proba method" with pytest.raises(AttributeError, match=err_msg): multi_target_linear.predict_proba(X) def test_multi_output_classification_partial_fit(): # test if multi_target initializes correctly with base estimator and fit # assert predictions work as expected for predict sgd_linear_clf = SGDClassifier(loss='log', random_state=1, max_iter=5) multi_target_linear = MultiOutputClassifier(sgd_linear_clf) # train the multi_target_linear and also get the predictions. half_index = X.shape[0] // 2 multi_target_linear.partial_fit( X[:half_index], y[:half_index], classes=classes) first_predictions = multi_target_linear.predict(X) assert (n_samples, n_outputs) == first_predictions.shape multi_target_linear.partial_fit(X[half_index:], y[half_index:]) second_predictions = multi_target_linear.predict(X) assert (n_samples, n_outputs) == second_predictions.shape # train the linear classification with each column and assert that # predictions are equal after first partial_fit and second partial_fit for i in range(3): # create a clone with the same state sgd_linear_clf = clone(sgd_linear_clf) sgd_linear_clf.partial_fit( X[:half_index], y[:half_index, i], classes=classes[i]) assert_array_equal(sgd_linear_clf.predict(X), first_predictions[:, i]) sgd_linear_clf.partial_fit(X[half_index:], y[half_index:, i]) assert_array_equal(sgd_linear_clf.predict(X), second_predictions[:, i]) def test_multi_output_classification_partial_fit_no_first_classes_exception(): sgd_linear_clf = SGDClassifier(loss='log', random_state=1, max_iter=5) multi_target_linear = MultiOutputClassifier(sgd_linear_clf) assert_raises_regex(ValueError, "classes must be passed on the first call " "to partial_fit.", multi_target_linear.partial_fit, X, y) def test_multi_output_classification(): # test if multi_target initializes correctly with base estimator and fit # assert predictions work as expected for predict, prodict_proba and score forest = RandomForestClassifier(n_estimators=10, random_state=1) multi_target_forest = MultiOutputClassifier(forest) # train the multi_target_forest and also get the predictions. multi_target_forest.fit(X, y) predictions = multi_target_forest.predict(X) assert (n_samples, n_outputs) == predictions.shape predict_proba = multi_target_forest.predict_proba(X) assert len(predict_proba) == n_outputs for class_probabilities in predict_proba: assert (n_samples, n_classes) == class_probabilities.shape assert_array_equal(np.argmax(np.dstack(predict_proba), axis=1), predictions) # train the forest with each column and assert that predictions are equal for i in range(3): forest_ = clone(forest) # create a clone with the same state forest_.fit(X, y[:, i]) assert list(forest_.predict(X)) == list(predictions[:, i]) assert_array_equal(list(forest_.predict_proba(X)), list(predict_proba[i])) def test_multiclass_multioutput_estimator(): # test to check meta of meta estimators svc = LinearSVC(random_state=0) multi_class_svc = OneVsRestClassifier(svc) multi_target_svc = MultiOutputClassifier(multi_class_svc) multi_target_svc.fit(X, y) predictions = multi_target_svc.predict(X) assert (n_samples, n_outputs) == predictions.shape # train the forest with each column and assert that predictions are equal for i in range(3): multi_class_svc_ = clone(multi_class_svc) # create a clone multi_class_svc_.fit(X, y[:, i]) assert (list(multi_class_svc_.predict(X)) == list(predictions[:, i])) def test_multiclass_multioutput_estimator_predict_proba(): seed = 542 # make test deterministic rng = np.random.RandomState(seed) # random features X = rng.normal(size=(5, 5)) # random labels y1 = np.array(['b', 'a', 'a', 'b', 'a']).reshape(5, 1) # 2 classes y2 = np.array(['d', 'e', 'f', 'e', 'd']).reshape(5, 1) # 3 classes Y = np.concatenate([y1, y2], axis=1) clf = MultiOutputClassifier(LogisticRegression( solver='liblinear', random_state=seed)) clf.fit(X, Y) y_result = clf.predict_proba(X) y_actual = [np.array([[0.23481764, 0.76518236], [0.67196072, 0.32803928], [0.54681448, 0.45318552], [0.34883923, 0.65116077], [0.73687069, 0.26312931]]), np.array([[0.5171785, 0.23878628, 0.24403522], [0.22141451, 0.64102704, 0.13755846], [0.16751315, 0.18256843, 0.64991843], [0.27357372, 0.55201592, 0.17441036], [0.65745193, 0.26062899, 0.08191907]])] for i in range(len(y_actual)): assert_almost_equal(y_result[i], y_actual[i]) def test_multi_output_classification_sample_weights(): # weighted classifier Xw = [[1, 2, 3], [4, 5, 6]] yw = [[3, 2], [2, 3]] w = np.asarray([2., 1.]) forest = RandomForestClassifier(n_estimators=10, random_state=1) clf_w = MultiOutputClassifier(forest) clf_w.fit(Xw, yw, w) # unweighted, but with repeated samples X = [[1, 2, 3], [1, 2, 3], [4, 5, 6]] y = [[3, 2], [3, 2], [2, 3]] forest = RandomForestClassifier(n_estimators=10, random_state=1) clf = MultiOutputClassifier(forest) clf.fit(X, y) X_test = [[1.5, 2.5, 3.5], [3.5, 4.5, 5.5]] assert_almost_equal(clf.predict(X_test), clf_w.predict(X_test)) def test_multi_output_classification_partial_fit_sample_weights(): # weighted classifier Xw = [[1, 2, 3], [4, 5, 6], [1.5, 2.5, 3.5]] yw = [[3, 2], [2, 3], [3, 2]] w = np.asarray([2., 1., 1.]) sgd_linear_clf = SGDClassifier(random_state=1, max_iter=20) clf_w = MultiOutputClassifier(sgd_linear_clf) clf_w.fit(Xw, yw, w) # unweighted, but with repeated samples X = [[1, 2, 3], [1, 2, 3], [4, 5, 6], [1.5, 2.5, 3.5]] y = [[3, 2], [3, 2], [2, 3], [3, 2]] sgd_linear_clf = SGDClassifier(random_state=1, max_iter=20) clf = MultiOutputClassifier(sgd_linear_clf) clf.fit(X, y) X_test = [[1.5, 2.5, 3.5]] assert_array_almost_equal(clf.predict(X_test), clf_w.predict(X_test)) def test_multi_output_exceptions(): # NotFittedError when fit is not done but score, predict and # and predict_proba are called moc = MultiOutputClassifier(LinearSVC(random_state=0)) assert_raises(NotFittedError, moc.predict, y) with pytest.raises(NotFittedError): moc.predict_proba assert_raises(NotFittedError, moc.score, X, y) # ValueError when number of outputs is different # for fit and score y_new = np.column_stack((y1, y2)) moc.fit(X, y) assert_raises(ValueError, moc.score, X, y_new) # ValueError when y is continuous assert_raise_message(ValueError, "Unknown label type", moc.fit, X, X[:, 1]) def generate_multilabel_dataset_with_correlations(): # Generate a multilabel data set from a multiclass dataset as a way of # by representing the integer number of the original class using a binary # encoding. X, y = make_classification(n_samples=1000, n_features=100, n_classes=16, n_informative=10, random_state=0) Y_multi = np.array([[int(yyy) for yyy in format(yy, '#06b')[2:]] for yy in y]) return X, Y_multi def test_classifier_chain_fit_and_predict_with_linear_svc(): # Fit classifier chain and verify predict performance using LinearSVC X, Y = generate_multilabel_dataset_with_correlations() classifier_chain = ClassifierChain(LinearSVC()) classifier_chain.fit(X, Y) Y_pred = classifier_chain.predict(X) assert Y_pred.shape == Y.shape Y_decision = classifier_chain.decision_function(X) Y_binary = (Y_decision >= 0) assert_array_equal(Y_binary, Y_pred) assert not hasattr(classifier_chain, 'predict_proba') def test_classifier_chain_fit_and_predict_with_sparse_data(): # Fit classifier chain with sparse data X, Y = generate_multilabel_dataset_with_correlations() X_sparse = sp.csr_matrix(X) classifier_chain = ClassifierChain(LogisticRegression()) classifier_chain.fit(X_sparse, Y) Y_pred_sparse = classifier_chain.predict(X_sparse) classifier_chain = ClassifierChain(LogisticRegression()) classifier_chain.fit(X, Y) Y_pred_dense = classifier_chain.predict(X) assert_array_equal(Y_pred_sparse, Y_pred_dense) def test_classifier_chain_vs_independent_models(): # Verify that an ensemble of classifier chains (each of length # N) can achieve a higher Jaccard similarity score than N independent # models X, Y = generate_multilabel_dataset_with_correlations() X_train = X[:600, :] X_test = X[600:, :] Y_train = Y[:600, :] Y_test = Y[600:, :] ovr = OneVsRestClassifier(LogisticRegression()) ovr.fit(X_train, Y_train) Y_pred_ovr = ovr.predict(X_test) chain = ClassifierChain(LogisticRegression()) chain.fit(X_train, Y_train) Y_pred_chain = chain.predict(X_test) assert (jaccard_score(Y_test, Y_pred_chain, average='samples') > jaccard_score(Y_test, Y_pred_ovr, average='samples')) def test_base_chain_fit_and_predict(): # Fit base chain and verify predict performance X, Y = generate_multilabel_dataset_with_correlations() chains = [RegressorChain(Ridge()), ClassifierChain(LogisticRegression())] for chain in chains: chain.fit(X, Y) Y_pred = chain.predict(X) assert Y_pred.shape == Y.shape assert ([c.coef_.size for c in chain.estimators_] == list(range(X.shape[1], X.shape[1] + Y.shape[1]))) Y_prob = chains[1].predict_proba(X) Y_binary = (Y_prob >= .5) assert_array_equal(Y_binary, Y_pred) assert isinstance(chains[1], ClassifierMixin) def test_base_chain_fit_and_predict_with_sparse_data_and_cv(): # Fit base chain with sparse data cross_val_predict X, Y = generate_multilabel_dataset_with_correlations() X_sparse = sp.csr_matrix(X) base_chains = [ClassifierChain(LogisticRegression(), cv=3), RegressorChain(Ridge(), cv=3)] for chain in base_chains: chain.fit(X_sparse, Y) Y_pred = chain.predict(X_sparse) assert Y_pred.shape == Y.shape def test_base_chain_random_order(): # Fit base chain with random order X, Y = generate_multilabel_dataset_with_correlations() for chain in [ClassifierChain(LogisticRegression()), RegressorChain(Ridge())]: chain_random = clone(chain).set_params(order='random', random_state=42) chain_random.fit(X, Y) chain_fixed = clone(chain).set_params(order=chain_random.order_) chain_fixed.fit(X, Y) assert_array_equal(chain_fixed.order_, chain_random.order_) assert list(chain_random.order) != list(range(4)) assert len(chain_random.order_) == 4 assert len(set(chain_random.order_)) == 4 # Randomly ordered chain should behave identically to a fixed order # chain with the same order. for est1, est2 in zip(chain_random.estimators_, chain_fixed.estimators_): assert_array_almost_equal(est1.coef_, est2.coef_) def test_base_chain_crossval_fit_and_predict(): # Fit chain with cross_val_predict and verify predict # performance X, Y = generate_multilabel_dataset_with_correlations() for chain in [ClassifierChain(LogisticRegression()), RegressorChain(Ridge())]: chain.fit(X, Y) chain_cv = clone(chain).set_params(cv=3) chain_cv.fit(X, Y) Y_pred_cv = chain_cv.predict(X) Y_pred = chain.predict(X) assert Y_pred_cv.shape == Y_pred.shape assert not np.all(Y_pred == Y_pred_cv) if isinstance(chain, ClassifierChain): assert jaccard_score(Y, Y_pred_cv, average='samples') > .4 else: assert mean_squared_error(Y, Y_pred_cv) < .25 @pytest.mark.parametrize( 'estimator', [RandomForestClassifier(n_estimators=2), MultiOutputClassifier(RandomForestClassifier(n_estimators=2)), ClassifierChain(RandomForestClassifier(n_estimators=2))] ) def test_multi_output_classes_(estimator): # Tests classes_ attribute of multioutput classifiers # RandomForestClassifier supports multioutput out-of-the-box estimator.fit(X, y) assert isinstance(estimator.classes_, list) assert len(estimator.classes_) == n_outputs for estimator_classes, expected_classes in zip(classes, estimator.classes_): assert_array_equal(estimator_classes, expected_classes) class DummyRegressorWithFitParams(DummyRegressor): def fit(self, X, y, sample_weight=None, **fit_params): self._fit_params = fit_params return super().fit(X, y, sample_weight) class DummyClassifierWithFitParams(DummyClassifier): def fit(self, X, y, sample_weight=None, **fit_params): self._fit_params = fit_params return super().fit(X, y, sample_weight) @pytest.mark.parametrize( "estimator, dataset", [(MultiOutputClassifier(DummyClassifierWithFitParams(strategy="prior")), datasets.make_multilabel_classification()), (MultiOutputRegressor(DummyRegressorWithFitParams()), datasets.make_regression(n_targets=3))]) def test_multioutput_estimator_with_fit_params(estimator, dataset): X, y = dataset some_param = np.zeros_like(X) estimator.fit(X, y, some_param=some_param) for dummy_estimator in estimator.estimators_: assert 'some_param' in dummy_estimator._fit_params def test_regressor_chain_w_fit_params(): # Make sure fit_params are properly propagated to the sub-estimators rng = np.random.RandomState(0) X, y = datasets.make_regression(n_targets=3) weight = rng.rand(y.shape[0]) class MySGD(SGDRegressor): def fit(self, X, y, **fit_params): self.sample_weight_ = fit_params['sample_weight'] super().fit(X, y, **fit_params) model = RegressorChain(MySGD()) # Fitting with params fit_param = {'sample_weight': weight} model.fit(X, y, **fit_param) for est in model.estimators_: assert est.sample_weight_ is weight @pytest.mark.parametrize( 'MultiOutputEstimator, Estimator', [(MultiOutputClassifier, LogisticRegression), (MultiOutputRegressor, Ridge)] ) # FIXME: we should move this test in `estimator_checks` once we are able # to construct meta-estimator instances def test_support_missing_values(MultiOutputEstimator, Estimator): # smoke test to check that pipeline MultioutputEstimators are letting # the validation of missing values to # the underlying pipeline, regressor or classifier rng = np.random.RandomState(42) X, y = rng.randn(50, 2), rng.binomial(1, 0.5, (50, 3)) mask = rng.choice([1, 0], X.shape, p=[.01, .99]).astype(bool) X[mask] = np.nan pipe = make_pipeline(SimpleImputer(), Estimator()) MultiOutputEstimator(pipe).fit(X, y).score(X, y) @pytest.mark.parametrize("order_type", [list, np.array, tuple]) def test_classifier_chain_tuple_order(order_type): X = [[1, 2, 3], [4, 5, 6], [1.5, 2.5, 3.5]] y = [[3, 2], [2, 3], [3, 2]] order = order_type([1, 0]) chain = ClassifierChain(RandomForestClassifier(), order=order) chain.fit(X, y) X_test = [[1.5, 2.5, 3.5]] y_test = [[3, 2]] assert_array_almost_equal(chain.predict(X_test), y_test) def test_classifier_chain_tuple_invalid_order(): X = [[1, 2, 3], [4, 5, 6], [1.5, 2.5, 3.5]] y = [[3, 2], [2, 3], [3, 2]] order = tuple([1, 2]) chain = ClassifierChain(RandomForestClassifier(), order=order) with pytest.raises(ValueError, match='invalid order'): chain.fit(X, y)