import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_greater from sklearn.utils.testing import ignore_warnings from sklearn.linear_model.coordinate_descent import (Lasso, ElasticNet, LassoCV, ElasticNetCV) def test_sparse_coef(): # Check that the sparse_coef property works clf = ElasticNet() clf.coef_ = [1, 2, 3] assert_true(sp.isspmatrix(clf.sparse_coef_)) assert_equal(clf.sparse_coef_.toarray().tolist()[0], clf.coef_) def test_normalize_option(): # Check that the normalize option in enet works X = sp.csc_matrix([[-1], [0], [1]]) y = [-1, 0, 1] clf_dense = ElasticNet(fit_intercept=True, normalize=True) clf_sparse = ElasticNet(fit_intercept=True, normalize=True) clf_dense.fit(X, y) X = sp.csc_matrix(X) clf_sparse.fit(X, y) assert_almost_equal(clf_dense.dual_gap_, 0) assert_array_almost_equal(clf_dense.coef_, clf_sparse.coef_) def test_lasso_zero(): # Check that the sparse lasso can handle zero data without crashing X = sp.csc_matrix((3, 1)) y = [0, 0, 0] T = np.array([[1], [2], [3]]) clf = Lasso().fit(X, y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0]) assert_array_almost_equal(pred, [0, 0, 0]) assert_almost_equal(clf.dual_gap_, 0) def test_enet_toy_list_input(): # Test ElasticNet for various values of alpha and l1_ratio with list X X = np.array([[-1], [0], [1]]) X = sp.csc_matrix(X) Y = [-1, 0, 1] # just a straight line T = np.array([[2], [3], [4]]) # test sample # this should be the same as unregularized least squares clf = ElasticNet(alpha=0, l1_ratio=1.0) # catch warning about alpha=0. # this is discouraged but should work. ignore_warnings(clf.fit)(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [1]) assert_array_almost_equal(pred, [2, 3, 4]) assert_almost_equal(clf.dual_gap_, 0) clf = ElasticNet(alpha=0.5, l1_ratio=0.3, max_iter=1000) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.50819], decimal=3) assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3) assert_almost_equal(clf.dual_gap_, 0) clf = ElasticNet(alpha=0.5, l1_ratio=0.5) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.45454], 3) assert_array_almost_equal(pred, [0.9090, 1.3636, 1.8181], 3) assert_almost_equal(clf.dual_gap_, 0) def test_enet_toy_explicit_sparse_input(): # Test ElasticNet for various values of alpha and l1_ratio with sparse X f = ignore_warnings # training samples X = sp.lil_matrix((3, 1)) X[0, 0] = -1 # X[1, 0] = 0 X[2, 0] = 1 Y = [-1, 0, 1] # just a straight line (the identity function) # test samples T = sp.lil_matrix((3, 1)) T[0, 0] = 2 T[1, 0] = 3 T[2, 0] = 4 # this should be the same as lasso clf = ElasticNet(alpha=0, l1_ratio=1.0) f(clf.fit)(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [1]) assert_array_almost_equal(pred, [2, 3, 4]) assert_almost_equal(clf.dual_gap_, 0) clf = ElasticNet(alpha=0.5, l1_ratio=0.3, max_iter=1000) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.50819], decimal=3) assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3) assert_almost_equal(clf.dual_gap_, 0) clf = ElasticNet(alpha=0.5, l1_ratio=0.5) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.45454], 3) assert_array_almost_equal(pred, [0.9090, 1.3636, 1.8181], 3) assert_almost_equal(clf.dual_gap_, 0) def make_sparse_data(n_samples=100, n_features=100, n_informative=10, seed=42, positive=False, n_targets=1): random_state = np.random.RandomState(seed) # build an ill-posed linear regression problem with many noisy features and # comparatively few samples # generate a ground truth model w = random_state.randn(n_features, n_targets) w[n_informative:] = 0.0 # only the top features are impacting the model if positive: w = np.abs(w) X = random_state.randn(n_samples, n_features) rnd = random_state.uniform(size=(n_samples, n_features)) X[rnd > 0.5] = 0.0 # 50% of zeros in input signal # generate training ground truth labels y = np.dot(X, w) X = sp.csc_matrix(X) if n_targets == 1: y = np.ravel(y) return X, y def _test_sparse_enet_not_as_toy_dataset(alpha, fit_intercept, positive): n_samples, n_features, max_iter = 100, 100, 1000 n_informative = 10 X, y = make_sparse_data(n_samples, n_features, n_informative, positive=positive) X_train, X_test = X[n_samples // 2:], X[:n_samples // 2] y_train, y_test = y[n_samples // 2:], y[:n_samples // 2] s_clf = ElasticNet(alpha=alpha, l1_ratio=0.8, fit_intercept=fit_intercept, max_iter=max_iter, tol=1e-7, positive=positive, warm_start=True) s_clf.fit(X_train, y_train) assert_almost_equal(s_clf.dual_gap_, 0, 4) assert_greater(s_clf.score(X_test, y_test), 0.85) # check the convergence is the same as the dense version d_clf = ElasticNet(alpha=alpha, l1_ratio=0.8, fit_intercept=fit_intercept, max_iter=max_iter, tol=1e-7, positive=positive, warm_start=True) d_clf.fit(X_train.toarray(), y_train) assert_almost_equal(d_clf.dual_gap_, 0, 4) assert_greater(d_clf.score(X_test, y_test), 0.85) assert_almost_equal(s_clf.coef_, d_clf.coef_, 5) assert_almost_equal(s_clf.intercept_, d_clf.intercept_, 5) # check that the coefs are sparse assert_less(np.sum(s_clf.coef_ != 0.0), 2 * n_informative) def test_sparse_enet_not_as_toy_dataset(): _test_sparse_enet_not_as_toy_dataset(alpha=0.1, fit_intercept=False, positive=False) _test_sparse_enet_not_as_toy_dataset(alpha=0.1, fit_intercept=True, positive=False) _test_sparse_enet_not_as_toy_dataset(alpha=1e-3, fit_intercept=False, positive=True) _test_sparse_enet_not_as_toy_dataset(alpha=1e-3, fit_intercept=True, positive=True) def test_sparse_lasso_not_as_toy_dataset(): n_samples = 100 max_iter = 1000 n_informative = 10 X, y = make_sparse_data(n_samples=n_samples, n_informative=n_informative) X_train, X_test = X[n_samples // 2:], X[:n_samples // 2] y_train, y_test = y[n_samples // 2:], y[:n_samples // 2] s_clf = Lasso(alpha=0.1, fit_intercept=False, max_iter=max_iter, tol=1e-7) s_clf.fit(X_train, y_train) assert_almost_equal(s_clf.dual_gap_, 0, 4) assert_greater(s_clf.score(X_test, y_test), 0.85) # check the convergence is the same as the dense version d_clf = Lasso(alpha=0.1, fit_intercept=False, max_iter=max_iter, tol=1e-7) d_clf.fit(X_train.toarray(), y_train) assert_almost_equal(d_clf.dual_gap_, 0, 4) assert_greater(d_clf.score(X_test, y_test), 0.85) # check that the coefs are sparse assert_equal(np.sum(s_clf.coef_ != 0.0), n_informative) def test_enet_multitarget(): n_targets = 3 X, y = make_sparse_data(n_targets=n_targets) estimator = ElasticNet(alpha=0.01, fit_intercept=True, precompute=None) # XXX: There is a bug when precompute is not None! estimator.fit(X, y) coef, intercept, dual_gap = (estimator.coef_, estimator.intercept_, estimator.dual_gap_) for k in range(n_targets): estimator.fit(X, y[:, k]) assert_array_almost_equal(coef[k, :], estimator.coef_) assert_array_almost_equal(intercept[k], estimator.intercept_) assert_array_almost_equal(dual_gap[k], estimator.dual_gap_) def test_path_parameters(): X, y = make_sparse_data() max_iter = 50 n_alphas = 10 clf = ElasticNetCV(n_alphas=n_alphas, eps=1e-3, max_iter=max_iter, l1_ratio=0.5, fit_intercept=False) ignore_warnings(clf.fit)(X, y) # new params assert_almost_equal(0.5, clf.l1_ratio) assert_equal(n_alphas, clf.n_alphas) assert_equal(n_alphas, len(clf.alphas_)) sparse_mse_path = clf.mse_path_ ignore_warnings(clf.fit)(X.toarray(), y) # compare with dense data assert_almost_equal(clf.mse_path_, sparse_mse_path) def test_same_output_sparse_dense_lasso_and_enet_cv(): X, y = make_sparse_data(n_samples=40, n_features=10) for normalize in [True, False]: clfs = ElasticNetCV(max_iter=100, cv=5, normalize=normalize) ignore_warnings(clfs.fit)(X, y) clfd = ElasticNetCV(max_iter=100, cv=5, normalize=normalize) ignore_warnings(clfd.fit)(X.toarray(), y) assert_almost_equal(clfs.alpha_, clfd.alpha_, 7) assert_almost_equal(clfs.intercept_, clfd.intercept_, 7) assert_array_almost_equal(clfs.mse_path_, clfd.mse_path_) assert_array_almost_equal(clfs.alphas_, clfd.alphas_) clfs = LassoCV(max_iter=100, cv=4, normalize=normalize) ignore_warnings(clfs.fit)(X, y) clfd = LassoCV(max_iter=100, cv=4, normalize=normalize) ignore_warnings(clfd.fit)(X.toarray(), y) assert_almost_equal(clfs.alpha_, clfd.alpha_, 7) assert_almost_equal(clfs.intercept_, clfd.intercept_, 7) assert_array_almost_equal(clfs.mse_path_, clfd.mse_path_) assert_array_almost_equal(clfs.alphas_, clfd.alphas_) def test_same_multiple_output_sparse_dense(): for normalize in [True, False]: l = ElasticNet(normalize=normalize) X = [[0, 1, 2, 3, 4], [0, 2, 5, 8, 11], [9, 10, 11, 12, 13], [10, 11, 12, 13, 14]] y = [[1, 2, 3, 4, 5], [1, 3, 6, 9, 12], [10, 11, 12, 13, 14], [11, 12, 13, 14, 15]] ignore_warnings(l.fit)(X, y) sample = np.array([1, 2, 3, 4, 5]).reshape(1, -1) predict_dense = l.predict(sample) l_sp = ElasticNet(normalize=normalize) X_sp = sp.coo_matrix(X) ignore_warnings(l_sp.fit)(X_sp, y) sample_sparse = sp.coo_matrix(sample) predict_sparse = l_sp.predict(sample_sparse) assert_array_almost_equal(predict_sparse, predict_dense)