""" Testing for the forest module (sklearn.ensemble.forest). """ # Authors: Gilles Louppe, # Brian Holt, # Andreas Mueller, # Arnaud Joly # License: BSD 3 clause import pickle from collections import defaultdict from itertools import combinations from itertools import product import numpy as np from scipy.misc import comb from scipy.sparse import csr_matrix from scipy.sparse import csc_matrix from scipy.sparse import coo_matrix 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_equal from sklearn.utils.testing import assert_false, assert_true from sklearn.utils.testing import assert_less, assert_greater from sklearn.utils.testing import assert_greater_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_warns from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import skip_if_32bit from sklearn import datasets from sklearn.decomposition import TruncatedSVD from sklearn.ensemble import ExtraTreesClassifier from sklearn.ensemble import ExtraTreesRegressor from sklearn.ensemble import RandomForestClassifier from sklearn.ensemble import RandomForestRegressor from sklearn.ensemble import RandomTreesEmbedding from sklearn.model_selection import GridSearchCV from sklearn.svm import LinearSVC from sklearn.utils.fixes import bincount from sklearn.utils.validation import check_random_state from sklearn.tree.tree import SPARSE_SPLITTERS # 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 load the iris dataset # and randomly permute it iris = datasets.load_iris() rng = check_random_state(0) perm = rng.permutation(iris.target.size) iris.data = iris.data[perm] iris.target = iris.target[perm] # also load the boston dataset # and randomly permute it boston = datasets.load_boston() perm = rng.permutation(boston.target.size) boston.data = boston.data[perm] boston.target = boston.target[perm] # also make a hastie_10_2 dataset hastie_X, hastie_y = datasets.make_hastie_10_2(n_samples=20, random_state=1) hastie_X = hastie_X.astype(np.float32) FOREST_CLASSIFIERS = { "ExtraTreesClassifier": ExtraTreesClassifier, "RandomForestClassifier": RandomForestClassifier, } FOREST_REGRESSORS = { "ExtraTreesRegressor": ExtraTreesRegressor, "RandomForestRegressor": RandomForestRegressor, } FOREST_TRANSFORMERS = { "RandomTreesEmbedding": RandomTreesEmbedding, } FOREST_ESTIMATORS = dict() FOREST_ESTIMATORS.update(FOREST_CLASSIFIERS) FOREST_ESTIMATORS.update(FOREST_REGRESSORS) FOREST_ESTIMATORS.update(FOREST_TRANSFORMERS) def check_classification_toy(name): """Check classification on a toy dataset.""" ForestClassifier = FOREST_CLASSIFIERS[name] clf = ForestClassifier(n_estimators=10, random_state=1) clf.fit(X, y) assert_array_equal(clf.predict(T), true_result) assert_equal(10, len(clf)) clf = ForestClassifier(n_estimators=10, max_features=1, random_state=1) clf.fit(X, y) assert_array_equal(clf.predict(T), true_result) assert_equal(10, len(clf)) # also test apply leaf_indices = clf.apply(X) assert_equal(leaf_indices.shape, (len(X), clf.n_estimators)) def test_classification_toy(): for name in FOREST_CLASSIFIERS: yield check_classification_toy, name def check_iris_criterion(name, criterion): # Check consistency on dataset iris. ForestClassifier = FOREST_CLASSIFIERS[name] clf = ForestClassifier(n_estimators=10, criterion=criterion, random_state=1) clf.fit(iris.data, iris.target) score = clf.score(iris.data, iris.target) assert_greater(score, 0.9, "Failed with criterion %s and score = %f" % (criterion, score)) clf = ForestClassifier(n_estimators=10, criterion=criterion, max_features=2, random_state=1) clf.fit(iris.data, iris.target) score = clf.score(iris.data, iris.target) assert_greater(score, 0.5, "Failed with criterion %s and score = %f" % (criterion, score)) def test_iris(): for name, criterion in product(FOREST_CLASSIFIERS, ("gini", "entropy")): yield check_iris_criterion, name, criterion def check_boston_criterion(name, criterion): # Check consistency on dataset boston house prices. ForestRegressor = FOREST_REGRESSORS[name] clf = ForestRegressor(n_estimators=5, criterion=criterion, random_state=1) clf.fit(boston.data, boston.target) score = clf.score(boston.data, boston.target) assert_greater(score, 0.94, "Failed with max_features=None, criterion %s " "and score = %f" % (criterion, score)) clf = ForestRegressor(n_estimators=5, criterion=criterion, max_features=6, random_state=1) clf.fit(boston.data, boston.target) score = clf.score(boston.data, boston.target) assert_greater(score, 0.95, "Failed with max_features=6, criterion %s " "and score = %f" % (criterion, score)) def test_boston(): for name, criterion in product(FOREST_REGRESSORS, ("mse", "mae", "friedman_mse")): yield check_boston_criterion, name, criterion def check_regressor_attributes(name): # Regression models should not have a classes_ attribute. r = FOREST_REGRESSORS[name](random_state=0) assert_false(hasattr(r, "classes_")) assert_false(hasattr(r, "n_classes_")) r.fit([[1, 2, 3], [4, 5, 6]], [1, 2]) assert_false(hasattr(r, "classes_")) assert_false(hasattr(r, "n_classes_")) def test_regressor_attributes(): for name in FOREST_REGRESSORS: yield check_regressor_attributes, name def check_probability(name): # Predict probabilities. ForestClassifier = FOREST_CLASSIFIERS[name] with np.errstate(divide="ignore"): clf = ForestClassifier(n_estimators=10, random_state=1, max_features=1, max_depth=1) clf.fit(iris.data, iris.target) assert_array_almost_equal(np.sum(clf.predict_proba(iris.data), axis=1), np.ones(iris.data.shape[0])) assert_array_almost_equal(clf.predict_proba(iris.data), np.exp(clf.predict_log_proba(iris.data))) def test_probability(): for name in FOREST_CLASSIFIERS: yield check_probability, name def check_importances(name, criterion, X, y): ForestEstimator = FOREST_ESTIMATORS[name] est = ForestEstimator(n_estimators=20, criterion=criterion, random_state=0) est.fit(X, y) importances = est.feature_importances_ n_important = np.sum(importances > 0.1) assert_equal(importances.shape[0], 10) assert_equal(n_important, 3) # XXX: Remove this test in 0.19 after transform support to estimators # is removed. X_new = assert_warns( DeprecationWarning, est.transform, X, threshold="mean") assert_less(0 < X_new.shape[1], X.shape[1]) # Check with parallel importances = est.feature_importances_ est.set_params(n_jobs=2) importances_parrallel = est.feature_importances_ assert_array_almost_equal(importances, importances_parrallel) # Check with sample weights sample_weight = check_random_state(0).randint(1, 10, len(X)) est = ForestEstimator(n_estimators=20, random_state=0, criterion=criterion) est.fit(X, y, sample_weight=sample_weight) importances = est.feature_importances_ assert_true(np.all(importances >= 0.0)) for scale in [0.5, 10, 100]: est = ForestEstimator(n_estimators=20, random_state=0, criterion=criterion) est.fit(X, y, sample_weight=scale * sample_weight) importances_bis = est.feature_importances_ assert_less(np.abs(importances - importances_bis).mean(), 0.001) @skip_if_32bit def test_importances(): X, y = datasets.make_classification(n_samples=500, n_features=10, n_informative=3, n_redundant=0, n_repeated=0, shuffle=False, random_state=0) for name, criterion in product(FOREST_CLASSIFIERS, ["gini", "entropy"]): yield check_importances, name, criterion, X, y for name, criterion in product(FOREST_REGRESSORS, ["mse", "friedman_mse", "mae"]): yield check_importances, name, criterion, X, y def test_importances_asymptotic(): # Check whether variable importances of totally randomized trees # converge towards their theoretical values (See Louppe et al, # Understanding variable importances in forests of randomized trees, 2013). def binomial(k, n): return 0 if k < 0 or k > n else comb(int(n), int(k), exact=True) def entropy(samples): n_samples = len(samples) entropy = 0. for count in bincount(samples): p = 1. * count / n_samples if p > 0: entropy -= p * np.log2(p) return entropy def mdi_importance(X_m, X, y): n_samples, n_features = X.shape features = list(range(n_features)) features.pop(X_m) values = [np.unique(X[:, i]) for i in range(n_features)] imp = 0. for k in range(n_features): # Weight of each B of size k coef = 1. / (binomial(k, n_features) * (n_features - k)) # For all B of size k for B in combinations(features, k): # For all values B=b for b in product(*[values[B[j]] for j in range(k)]): mask_b = np.ones(n_samples, dtype=np.bool) for j in range(k): mask_b &= X[:, B[j]] == b[j] X_, y_ = X[mask_b, :], y[mask_b] n_samples_b = len(X_) if n_samples_b > 0: children = [] for xi in values[X_m]: mask_xi = X_[:, X_m] == xi children.append(y_[mask_xi]) imp += (coef * (1. * n_samples_b / n_samples) # P(B=b) * (entropy(y_) - sum([entropy(c) * len(c) / n_samples_b for c in children]))) return imp data = np.array([[0, 0, 1, 0, 0, 1, 0, 1], [1, 0, 1, 1, 1, 0, 1, 2], [1, 0, 1, 1, 0, 1, 1, 3], [0, 1, 1, 1, 0, 1, 0, 4], [1, 1, 0, 1, 0, 1, 1, 5], [1, 1, 0, 1, 1, 1, 1, 6], [1, 0, 1, 0, 0, 1, 0, 7], [1, 1, 1, 1, 1, 1, 1, 8], [1, 1, 1, 1, 0, 1, 1, 9], [1, 1, 1, 0, 1, 1, 1, 0]]) X, y = np.array(data[:, :7], dtype=np.bool), data[:, 7] n_features = X.shape[1] # Compute true importances true_importances = np.zeros(n_features) for i in range(n_features): true_importances[i] = mdi_importance(i, X, y) # Estimate importances with totally randomized trees clf = ExtraTreesClassifier(n_estimators=500, max_features=1, criterion="entropy", random_state=0).fit(X, y) importances = sum(tree.tree_.compute_feature_importances(normalize=False) for tree in clf.estimators_) / clf.n_estimators # Check correctness assert_almost_equal(entropy(y), sum(importances)) assert_less(np.abs(true_importances - importances).mean(), 0.01) def check_unfitted_feature_importances(name): assert_raises(ValueError, getattr, FOREST_ESTIMATORS[name](random_state=0), "feature_importances_") def test_unfitted_feature_importances(): for name in FOREST_ESTIMATORS: yield check_unfitted_feature_importances, name def check_oob_score(name, X, y, n_estimators=20): # Check that oob prediction is a good estimation of the generalization # error. # Proper behavior est = FOREST_ESTIMATORS[name](oob_score=True, random_state=0, n_estimators=n_estimators, bootstrap=True) n_samples = X.shape[0] est.fit(X[:n_samples // 2, :], y[:n_samples // 2]) test_score = est.score(X[n_samples // 2:, :], y[n_samples // 2:]) if name in FOREST_CLASSIFIERS: assert_less(abs(test_score - est.oob_score_), 0.1) else: assert_greater(test_score, est.oob_score_) assert_greater(est.oob_score_, .8) # Check warning if not enough estimators with np.errstate(divide="ignore", invalid="ignore"): est = FOREST_ESTIMATORS[name](oob_score=True, random_state=0, n_estimators=1, bootstrap=True) assert_warns(UserWarning, est.fit, X, y) def test_oob_score(): for name in FOREST_CLASSIFIERS: yield check_oob_score, name, iris.data, iris.target # csc matrix yield check_oob_score, name, csc_matrix(iris.data), iris.target # non-contiguous targets in classification yield check_oob_score, name, iris.data, iris.target * 2 + 1 for name in FOREST_REGRESSORS: yield check_oob_score, name, boston.data, boston.target, 50 # csc matrix yield check_oob_score, name, csc_matrix(boston.data), boston.target, 50 def check_oob_score_raise_error(name): ForestEstimator = FOREST_ESTIMATORS[name] if name in FOREST_TRANSFORMERS: for oob_score in [True, False]: assert_raises(TypeError, ForestEstimator, oob_score=oob_score) assert_raises(NotImplementedError, ForestEstimator()._set_oob_score, X, y) else: # Unfitted / no bootstrap / no oob_score for oob_score, bootstrap in [(True, False), (False, True), (False, False)]: est = ForestEstimator(oob_score=oob_score, bootstrap=bootstrap, random_state=0) assert_false(hasattr(est, "oob_score_")) # No bootstrap assert_raises(ValueError, ForestEstimator(oob_score=True, bootstrap=False).fit, X, y) def test_oob_score_raise_error(): for name in FOREST_ESTIMATORS: yield check_oob_score_raise_error, name def check_gridsearch(name): forest = FOREST_CLASSIFIERS[name]() clf = GridSearchCV(forest, {'n_estimators': (1, 2), 'max_depth': (1, 2)}) clf.fit(iris.data, iris.target) def test_gridsearch(): # Check that base trees can be grid-searched. for name in FOREST_CLASSIFIERS: yield check_gridsearch, name def check_parallel(name, X, y): """Check parallel computations in classification""" ForestEstimator = FOREST_ESTIMATORS[name] forest = ForestEstimator(n_estimators=10, n_jobs=3, random_state=0) forest.fit(X, y) assert_equal(len(forest), 10) forest.set_params(n_jobs=1) y1 = forest.predict(X) forest.set_params(n_jobs=2) y2 = forest.predict(X) assert_array_almost_equal(y1, y2, 3) def test_parallel(): for name in FOREST_CLASSIFIERS: yield check_parallel, name, iris.data, iris.target for name in FOREST_REGRESSORS: yield check_parallel, name, boston.data, boston.target def check_pickle(name, X, y): # Check pickability. ForestEstimator = FOREST_ESTIMATORS[name] obj = ForestEstimator(random_state=0) obj.fit(X, y) score = obj.score(X, y) pickle_object = pickle.dumps(obj) obj2 = pickle.loads(pickle_object) assert_equal(type(obj2), obj.__class__) score2 = obj2.score(X, y) assert_equal(score, score2) def test_pickle(): for name in FOREST_CLASSIFIERS: yield check_pickle, name, iris.data[::2], iris.target[::2] for name in FOREST_REGRESSORS: yield check_pickle, name, boston.data[::2], boston.target[::2] def check_multioutput(name): # Check estimators on multi-output problems. X_train = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1], [-2, 1], [-1, 1], [-1, 2], [2, -1], [1, -1], [1, -2]] y_train = [[-1, 0], [-1, 0], [-1, 0], [1, 1], [1, 1], [1, 1], [-1, 2], [-1, 2], [-1, 2], [1, 3], [1, 3], [1, 3]] X_test = [[-1, -1], [1, 1], [-1, 1], [1, -1]] y_test = [[-1, 0], [1, 1], [-1, 2], [1, 3]] est = FOREST_ESTIMATORS[name](random_state=0, bootstrap=False) y_pred = est.fit(X_train, y_train).predict(X_test) assert_array_almost_equal(y_pred, y_test) if name in FOREST_CLASSIFIERS: with np.errstate(divide="ignore"): proba = est.predict_proba(X_test) assert_equal(len(proba), 2) assert_equal(proba[0].shape, (4, 2)) assert_equal(proba[1].shape, (4, 4)) log_proba = est.predict_log_proba(X_test) assert_equal(len(log_proba), 2) assert_equal(log_proba[0].shape, (4, 2)) assert_equal(log_proba[1].shape, (4, 4)) def test_multioutput(): for name in FOREST_CLASSIFIERS: yield check_multioutput, name for name in FOREST_REGRESSORS: yield check_multioutput, name def check_classes_shape(name): # Test that n_classes_ and classes_ have proper shape. ForestClassifier = FOREST_CLASSIFIERS[name] # Classification, single output clf = ForestClassifier(random_state=0).fit(X, y) assert_equal(clf.n_classes_, 2) assert_array_equal(clf.classes_, [-1, 1]) # Classification, multi-output _y = np.vstack((y, np.array(y) * 2)).T clf = ForestClassifier(random_state=0).fit(X, _y) assert_array_equal(clf.n_classes_, [2, 2]) assert_array_equal(clf.classes_, [[-1, 1], [-2, 2]]) def test_classes_shape(): for name in FOREST_CLASSIFIERS: yield check_classes_shape, name def test_random_trees_dense_type(): # Test that the `sparse_output` parameter of RandomTreesEmbedding # works by returning a dense array. # Create the RTE with sparse=False hasher = RandomTreesEmbedding(n_estimators=10, sparse_output=False) X, y = datasets.make_circles(factor=0.5) X_transformed = hasher.fit_transform(X) # Assert that type is ndarray, not scipy.sparse.csr.csr_matrix assert_equal(type(X_transformed), np.ndarray) def test_random_trees_dense_equal(): # Test that the `sparse_output` parameter of RandomTreesEmbedding # works by returning the same array for both argument values. # Create the RTEs hasher_dense = RandomTreesEmbedding(n_estimators=10, sparse_output=False, random_state=0) hasher_sparse = RandomTreesEmbedding(n_estimators=10, sparse_output=True, random_state=0) X, y = datasets.make_circles(factor=0.5) X_transformed_dense = hasher_dense.fit_transform(X) X_transformed_sparse = hasher_sparse.fit_transform(X) # Assert that dense and sparse hashers have same array. assert_array_equal(X_transformed_sparse.toarray(), X_transformed_dense) # Ignore warnings from switching to more power iterations in randomized_svd @ignore_warnings def test_random_hasher(): # test random forest hashing on circles dataset # make sure that it is linearly separable. # even after projected to two SVD dimensions # Note: Not all random_states produce perfect results. hasher = RandomTreesEmbedding(n_estimators=30, random_state=1) X, y = datasets.make_circles(factor=0.5) X_transformed = hasher.fit_transform(X) # test fit and transform: hasher = RandomTreesEmbedding(n_estimators=30, random_state=1) assert_array_equal(hasher.fit(X).transform(X).toarray(), X_transformed.toarray()) # one leaf active per data point per forest assert_equal(X_transformed.shape[0], X.shape[0]) assert_array_equal(X_transformed.sum(axis=1), hasher.n_estimators) svd = TruncatedSVD(n_components=2) X_reduced = svd.fit_transform(X_transformed) linear_clf = LinearSVC() linear_clf.fit(X_reduced, y) assert_equal(linear_clf.score(X_reduced, y), 1.) def test_random_hasher_sparse_data(): X, y = datasets.make_multilabel_classification(random_state=0) hasher = RandomTreesEmbedding(n_estimators=30, random_state=1) X_transformed = hasher.fit_transform(X) X_transformed_sparse = hasher.fit_transform(csc_matrix(X)) assert_array_equal(X_transformed_sparse.toarray(), X_transformed.toarray()) def test_parallel_train(): rng = check_random_state(12321) n_samples, n_features = 80, 30 X_train = rng.randn(n_samples, n_features) y_train = rng.randint(0, 2, n_samples) clfs = [ RandomForestClassifier(n_estimators=20, n_jobs=n_jobs, random_state=12345).fit(X_train, y_train) for n_jobs in [1, 2, 3, 8, 16, 32] ] X_test = rng.randn(n_samples, n_features) probas = [clf.predict_proba(X_test) for clf in clfs] for proba1, proba2 in zip(probas, probas[1:]): assert_array_almost_equal(proba1, proba2) def test_distribution(): rng = check_random_state(12321) # Single variable with 4 values X = rng.randint(0, 4, size=(1000, 1)) y = rng.rand(1000) n_trees = 500 clf = ExtraTreesRegressor(n_estimators=n_trees, random_state=42).fit(X, y) uniques = defaultdict(int) for tree in clf.estimators_: tree = "".join(("%d,%d/" % (f, int(t)) if f >= 0 else "-") for f, t in zip(tree.tree_.feature, tree.tree_.threshold)) uniques[tree] += 1 uniques = sorted([(1. * count / n_trees, tree) for tree, count in uniques.items()]) # On a single variable problem where X_0 has 4 equiprobable values, there # are 5 ways to build a random tree. The more compact (0,1/0,0/--0,2/--) of # them has probability 1/3 while the 4 others have probability 1/6. assert_equal(len(uniques), 5) assert_greater(0.20, uniques[0][0]) # Rough approximation of 1/6. assert_greater(0.20, uniques[1][0]) assert_greater(0.20, uniques[2][0]) assert_greater(0.20, uniques[3][0]) assert_greater(uniques[4][0], 0.3) assert_equal(uniques[4][1], "0,1/0,0/--0,2/--") # Two variables, one with 2 values, one with 3 values X = np.empty((1000, 2)) X[:, 0] = np.random.randint(0, 2, 1000) X[:, 1] = np.random.randint(0, 3, 1000) y = rng.rand(1000) clf = ExtraTreesRegressor(n_estimators=100, max_features=1, random_state=1).fit(X, y) uniques = defaultdict(int) for tree in clf.estimators_: tree = "".join(("%d,%d/" % (f, int(t)) if f >= 0 else "-") for f, t in zip(tree.tree_.feature, tree.tree_.threshold)) uniques[tree] += 1 uniques = [(count, tree) for tree, count in uniques.items()] assert_equal(len(uniques), 8) def check_max_leaf_nodes_max_depth(name): X, y = hastie_X, hastie_y # Test precedence of max_leaf_nodes over max_depth. ForestEstimator = FOREST_ESTIMATORS[name] est = ForestEstimator(max_depth=1, max_leaf_nodes=4, n_estimators=1, random_state=0).fit(X, y) assert_greater(est.estimators_[0].tree_.max_depth, 1) est = ForestEstimator(max_depth=1, n_estimators=1, random_state=0).fit(X, y) assert_equal(est.estimators_[0].tree_.max_depth, 1) def test_max_leaf_nodes_max_depth(): for name in FOREST_ESTIMATORS: yield check_max_leaf_nodes_max_depth, name def check_min_samples_split(name): X, y = hastie_X, hastie_y ForestEstimator = FOREST_ESTIMATORS[name] # test boundary value assert_raises(ValueError, ForestEstimator(min_samples_split=-1).fit, X, y) assert_raises(ValueError, ForestEstimator(min_samples_split=0).fit, X, y) assert_raises(ValueError, ForestEstimator(min_samples_split=1.1).fit, X, y) est = ForestEstimator(min_samples_split=10, n_estimators=1, random_state=0) est.fit(X, y) node_idx = est.estimators_[0].tree_.children_left != -1 node_samples = est.estimators_[0].tree_.n_node_samples[node_idx] assert_greater(np.min(node_samples), len(X) * 0.5 - 1, "Failed with {0}".format(name)) est = ForestEstimator(min_samples_split=0.5, n_estimators=1, random_state=0) est.fit(X, y) node_idx = est.estimators_[0].tree_.children_left != -1 node_samples = est.estimators_[0].tree_.n_node_samples[node_idx] assert_greater(np.min(node_samples), len(X) * 0.5 - 1, "Failed with {0}".format(name)) def test_min_samples_split(): for name in FOREST_ESTIMATORS: yield check_min_samples_split, name def check_min_samples_leaf(name): X, y = hastie_X, hastie_y # Test if leaves contain more than leaf_count training examples ForestEstimator = FOREST_ESTIMATORS[name] # test boundary value assert_raises(ValueError, ForestEstimator(min_samples_leaf=-1).fit, X, y) assert_raises(ValueError, ForestEstimator(min_samples_leaf=0).fit, X, y) est = ForestEstimator(min_samples_leaf=5, n_estimators=1, random_state=0) est.fit(X, y) out = est.estimators_[0].tree_.apply(X) node_counts = bincount(out) # drop inner nodes leaf_count = node_counts[node_counts != 0] assert_greater(np.min(leaf_count), 4, "Failed with {0}".format(name)) est = ForestEstimator(min_samples_leaf=0.25, n_estimators=1, random_state=0) est.fit(X, y) out = est.estimators_[0].tree_.apply(X) node_counts = np.bincount(out) # drop inner nodes leaf_count = node_counts[node_counts != 0] assert_greater(np.min(leaf_count), len(X) * 0.25 - 1, "Failed with {0}".format(name)) def test_min_samples_leaf(): for name in FOREST_ESTIMATORS: yield check_min_samples_leaf, name def check_min_weight_fraction_leaf(name): X, y = hastie_X, hastie_y # Test if leaves contain at least min_weight_fraction_leaf of the # training set ForestEstimator = FOREST_ESTIMATORS[name] rng = np.random.RandomState(0) weights = rng.rand(X.shape[0]) total_weight = np.sum(weights) # test both DepthFirstTreeBuilder and BestFirstTreeBuilder # by setting max_leaf_nodes for frac in np.linspace(0, 0.5, 6): est = ForestEstimator(min_weight_fraction_leaf=frac, n_estimators=1, random_state=0) if "RandomForest" in name: est.bootstrap = False est.fit(X, y, sample_weight=weights) out = est.estimators_[0].tree_.apply(X) node_weights = bincount(out, weights=weights) # drop inner nodes leaf_weights = node_weights[node_weights != 0] assert_greater_equal( np.min(leaf_weights), total_weight * est.min_weight_fraction_leaf, "Failed with {0} " "min_weight_fraction_leaf={1}".format( name, est.min_weight_fraction_leaf)) def test_min_weight_fraction_leaf(): for name in FOREST_ESTIMATORS: yield check_min_weight_fraction_leaf, name def check_sparse_input(name, X, X_sparse, y): ForestEstimator = FOREST_ESTIMATORS[name] dense = ForestEstimator(random_state=0, max_depth=2).fit(X, y) sparse = ForestEstimator(random_state=0, max_depth=2).fit(X_sparse, y) assert_array_almost_equal(sparse.apply(X), dense.apply(X)) if name in FOREST_CLASSIFIERS or name in FOREST_REGRESSORS: assert_array_almost_equal(sparse.predict(X), dense.predict(X)) assert_array_almost_equal(sparse.feature_importances_, dense.feature_importances_) if name in FOREST_CLASSIFIERS: 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)) if name in FOREST_TRANSFORMERS: assert_array_almost_equal(sparse.transform(X).toarray(), dense.transform(X).toarray()) assert_array_almost_equal(sparse.fit_transform(X).toarray(), dense.fit_transform(X).toarray()) def test_sparse_input(): X, y = datasets.make_multilabel_classification(random_state=0, n_samples=50) for name, sparse_matrix in product(FOREST_ESTIMATORS, (csr_matrix, csc_matrix, coo_matrix)): yield check_sparse_input, name, X, sparse_matrix(X), y def check_memory_layout(name, dtype): # Check that it works no matter the memory layout est = FOREST_ESTIMATORS[name](random_state=0, bootstrap=False) # Nothing X = np.asarray(iris.data, dtype=dtype) y = iris.target assert_array_equal(est.fit(X, y).predict(X), y) # C-order X = np.asarray(iris.data, order="C", dtype=dtype) y = iris.target assert_array_equal(est.fit(X, y).predict(X), y) # F-order X = np.asarray(iris.data, order="F", dtype=dtype) y = iris.target assert_array_equal(est.fit(X, y).predict(X), y) # Contiguous X = np.ascontiguousarray(iris.data, dtype=dtype) y = iris.target assert_array_equal(est.fit(X, y).predict(X), y) if est.base_estimator.splitter in SPARSE_SPLITTERS: # csr matrix X = csr_matrix(iris.data, dtype=dtype) y = iris.target assert_array_equal(est.fit(X, y).predict(X), y) # csc_matrix X = csc_matrix(iris.data, dtype=dtype) y = iris.target assert_array_equal(est.fit(X, y).predict(X), y) # coo_matrix X = coo_matrix(iris.data, dtype=dtype) y = iris.target assert_array_equal(est.fit(X, y).predict(X), y) # Strided X = np.asarray(iris.data[::3], dtype=dtype) y = iris.target[::3] assert_array_equal(est.fit(X, y).predict(X), y) def test_memory_layout(): for name, dtype in product(FOREST_CLASSIFIERS, [np.float64, np.float32]): yield check_memory_layout, name, dtype for name, dtype in product(FOREST_REGRESSORS, [np.float64, np.float32]): yield check_memory_layout, name, dtype @ignore_warnings def check_1d_input(name, X, X_2d, y): ForestEstimator = FOREST_ESTIMATORS[name] assert_raises(ValueError, ForestEstimator(n_estimators=1, random_state=0).fit, X, y) est = ForestEstimator(random_state=0) est.fit(X_2d, y) if name in FOREST_CLASSIFIERS or name in FOREST_REGRESSORS: assert_raises(ValueError, est.predict, X) @ignore_warnings def test_1d_input(): X = iris.data[:, 0] X_2d = iris.data[:, 0].reshape((-1, 1)) y = iris.target for name in FOREST_ESTIMATORS: yield check_1d_input, name, X, X_2d, y def check_class_weights(name): # Check class_weights resemble sample_weights behavior. ForestClassifier = FOREST_CLASSIFIERS[name] # Iris is balanced, so no effect expected for using 'balanced' weights clf1 = ForestClassifier(random_state=0) clf1.fit(iris.data, iris.target) clf2 = ForestClassifier(class_weight='balanced', random_state=0) clf2.fit(iris.data, iris.target) assert_almost_equal(clf1.feature_importances_, clf2.feature_importances_) # Make a multi-output problem with three copies of Iris iris_multi = np.vstack((iris.target, iris.target, iris.target)).T # Create user-defined weights that should balance over the outputs clf3 = ForestClassifier(class_weight=[{0: 2., 1: 2., 2: 1.}, {0: 2., 1: 1., 2: 2.}, {0: 1., 1: 2., 2: 2.}], random_state=0) clf3.fit(iris.data, iris_multi) assert_almost_equal(clf2.feature_importances_, clf3.feature_importances_) # Check against multi-output "balanced" which should also have no effect clf4 = ForestClassifier(class_weight='balanced', random_state=0) clf4.fit(iris.data, iris_multi) assert_almost_equal(clf3.feature_importances_, clf4.feature_importances_) # Inflate importance of class 1, check against user-defined weights sample_weight = np.ones(iris.target.shape) sample_weight[iris.target == 1] *= 100 class_weight = {0: 1., 1: 100., 2: 1.} clf1 = ForestClassifier(random_state=0) clf1.fit(iris.data, iris.target, sample_weight) clf2 = ForestClassifier(class_weight=class_weight, random_state=0) clf2.fit(iris.data, iris.target) assert_almost_equal(clf1.feature_importances_, clf2.feature_importances_) # Check that sample_weight and class_weight are multiplicative clf1 = ForestClassifier(random_state=0) clf1.fit(iris.data, iris.target, sample_weight ** 2) clf2 = ForestClassifier(class_weight=class_weight, random_state=0) clf2.fit(iris.data, iris.target, sample_weight) assert_almost_equal(clf1.feature_importances_, clf2.feature_importances_) def test_class_weights(): for name in FOREST_CLASSIFIERS: yield check_class_weights, name def check_class_weight_balanced_and_bootstrap_multi_output(name): # Test class_weight works for multi-output""" ForestClassifier = FOREST_CLASSIFIERS[name] _y = np.vstack((y, np.array(y) * 2)).T clf = ForestClassifier(class_weight='balanced', random_state=0) clf.fit(X, _y) clf = ForestClassifier(class_weight=[{-1: 0.5, 1: 1.}, {-2: 1., 2: 1.}], random_state=0) clf.fit(X, _y) # smoke test for subsample and balanced subsample clf = ForestClassifier(class_weight='balanced_subsample', random_state=0) clf.fit(X, _y) clf = ForestClassifier(class_weight='subsample', random_state=0) ignore_warnings(clf.fit)(X, _y) def test_class_weight_balanced_and_bootstrap_multi_output(): for name in FOREST_CLASSIFIERS: yield check_class_weight_balanced_and_bootstrap_multi_output, name def check_class_weight_errors(name): # Test if class_weight raises errors and warnings when expected. ForestClassifier = FOREST_CLASSIFIERS[name] _y = np.vstack((y, np.array(y) * 2)).T # Invalid preset string clf = ForestClassifier(class_weight='the larch', random_state=0) assert_raises(ValueError, clf.fit, X, y) assert_raises(ValueError, clf.fit, X, _y) # Warning warm_start with preset clf = ForestClassifier(class_weight='auto', warm_start=True, random_state=0) assert_warns(UserWarning, clf.fit, X, y) assert_warns(UserWarning, clf.fit, X, _y) # Not a list or preset for multi-output clf = ForestClassifier(class_weight=1, random_state=0) assert_raises(ValueError, clf.fit, X, _y) # Incorrect length list for multi-output clf = ForestClassifier(class_weight=[{-1: 0.5, 1: 1.}], random_state=0) assert_raises(ValueError, clf.fit, X, _y) def test_class_weight_errors(): for name in FOREST_CLASSIFIERS: yield check_class_weight_errors, name def check_warm_start(name, random_state=42): # Test if fitting incrementally with warm start gives a forest of the # right size and the same results as a normal fit. X, y = hastie_X, hastie_y ForestEstimator = FOREST_ESTIMATORS[name] clf_ws = None for n_estimators in [5, 10]: if clf_ws is None: clf_ws = ForestEstimator(n_estimators=n_estimators, random_state=random_state, warm_start=True) else: clf_ws.set_params(n_estimators=n_estimators) clf_ws.fit(X, y) assert_equal(len(clf_ws), n_estimators) clf_no_ws = ForestEstimator(n_estimators=10, random_state=random_state, warm_start=False) clf_no_ws.fit(X, y) assert_equal(set([tree.random_state for tree in clf_ws]), set([tree.random_state for tree in clf_no_ws])) assert_array_equal(clf_ws.apply(X), clf_no_ws.apply(X), err_msg="Failed with {0}".format(name)) def test_warm_start(): for name in FOREST_ESTIMATORS: yield check_warm_start, name def check_warm_start_clear(name): # Test if fit clears state and grows a new forest when warm_start==False. X, y = hastie_X, hastie_y ForestEstimator = FOREST_ESTIMATORS[name] clf = ForestEstimator(n_estimators=5, max_depth=1, warm_start=False, random_state=1) clf.fit(X, y) clf_2 = ForestEstimator(n_estimators=5, max_depth=1, warm_start=True, random_state=2) clf_2.fit(X, y) # inits state clf_2.set_params(warm_start=False, random_state=1) clf_2.fit(X, y) # clears old state and equals clf assert_array_almost_equal(clf_2.apply(X), clf.apply(X)) def test_warm_start_clear(): for name in FOREST_ESTIMATORS: yield check_warm_start_clear, name def check_warm_start_smaller_n_estimators(name): # Test if warm start second fit with smaller n_estimators raises error. X, y = hastie_X, hastie_y ForestEstimator = FOREST_ESTIMATORS[name] clf = ForestEstimator(n_estimators=5, max_depth=1, warm_start=True) clf.fit(X, y) clf.set_params(n_estimators=4) assert_raises(ValueError, clf.fit, X, y) def test_warm_start_smaller_n_estimators(): for name in FOREST_ESTIMATORS: yield check_warm_start_smaller_n_estimators, name def check_warm_start_equal_n_estimators(name): # Test if warm start with equal n_estimators does nothing and returns the # same forest and raises a warning. X, y = hastie_X, hastie_y ForestEstimator = FOREST_ESTIMATORS[name] clf = ForestEstimator(n_estimators=5, max_depth=3, warm_start=True, random_state=1) clf.fit(X, y) clf_2 = ForestEstimator(n_estimators=5, max_depth=3, warm_start=True, random_state=1) clf_2.fit(X, y) # Now clf_2 equals clf. clf_2.set_params(random_state=2) assert_warns(UserWarning, clf_2.fit, X, y) # If we had fit the trees again we would have got a different forest as we # changed the random state. assert_array_equal(clf.apply(X), clf_2.apply(X)) def test_warm_start_equal_n_estimators(): for name in FOREST_ESTIMATORS: yield check_warm_start_equal_n_estimators, name def check_warm_start_oob(name): # Test that the warm start computes oob score when asked. X, y = hastie_X, hastie_y ForestEstimator = FOREST_ESTIMATORS[name] # Use 15 estimators to avoid 'some inputs do not have OOB scores' warning. clf = ForestEstimator(n_estimators=15, max_depth=3, warm_start=False, random_state=1, bootstrap=True, oob_score=True) clf.fit(X, y) clf_2 = ForestEstimator(n_estimators=5, max_depth=3, warm_start=False, random_state=1, bootstrap=True, oob_score=False) clf_2.fit(X, y) clf_2.set_params(warm_start=True, oob_score=True, n_estimators=15) clf_2.fit(X, y) assert_true(hasattr(clf_2, 'oob_score_')) assert_equal(clf.oob_score_, clf_2.oob_score_) # Test that oob_score is computed even if we don't need to train # additional trees. clf_3 = ForestEstimator(n_estimators=15, max_depth=3, warm_start=True, random_state=1, bootstrap=True, oob_score=False) clf_3.fit(X, y) assert_true(not(hasattr(clf_3, 'oob_score_'))) clf_3.set_params(oob_score=True) ignore_warnings(clf_3.fit)(X, y) assert_equal(clf.oob_score_, clf_3.oob_score_) def test_warm_start_oob(): for name in FOREST_CLASSIFIERS: yield check_warm_start_oob, name for name in FOREST_REGRESSORS: yield check_warm_start_oob, name def test_dtype_convert(n_classes=15): classifier = RandomForestClassifier(random_state=0, bootstrap=False) X = np.eye(n_classes) y = [ch for ch in 'ABCDEFGHIJKLMNOPQRSTU'[:n_classes]] result = classifier.fit(X, y).predict(X) assert_array_equal(classifier.classes_, y) assert_array_equal(result, y) def check_decision_path(name): X, y = hastie_X, hastie_y n_samples = X.shape[0] ForestEstimator = FOREST_ESTIMATORS[name] est = ForestEstimator(n_estimators=5, max_depth=1, warm_start=False, random_state=1) est.fit(X, y) indicator, n_nodes_ptr = est.decision_path(X) assert_equal(indicator.shape[1], n_nodes_ptr[-1]) assert_equal(indicator.shape[0], n_samples) assert_array_equal(np.diff(n_nodes_ptr), [e.tree_.node_count for e in est.estimators_]) # Assert that leaves index are correct leaves = est.apply(X) for est_id in range(leaves.shape[1]): leave_indicator = [indicator[i, n_nodes_ptr[est_id] + j] for i, j in enumerate(leaves[:, est_id])] assert_array_almost_equal(leave_indicator, np.ones(shape=n_samples)) def test_decision_path(): for name in FOREST_CLASSIFIERS: yield check_decision_path, name for name in FOREST_REGRESSORS: yield check_decision_path, name