import nose from nose.tools import assert_equal, assert_true from sklearn.utils.testing import clean_warning_registry from sklearn.utils.testing import assert_raise_message import warnings import numpy as np from scipy import sparse as sp from sklearn.svm.bounds import l1_min_c from sklearn.svm import LinearSVC from sklearn.linear_model.logistic import LogisticRegression dense_X = [[-1, 0], [0, 1], [1, 1], [1, 1]] sparse_X = sp.csr_matrix(dense_X) Y1 = [0, 1, 1, 1] Y2 = [2, 1, 0, 0] def test_l1_min_c(): losses = ['squared_hinge', 'log'] Xs = {'sparse': sparse_X, 'dense': dense_X} Ys = {'two-classes': Y1, 'multi-class': Y2} intercepts = {'no-intercept': {'fit_intercept': False}, 'fit-intercept': {'fit_intercept': True, 'intercept_scaling': 10}} for loss in losses: for X_label, X in Xs.items(): for Y_label, Y in Ys.items(): for intercept_label, intercept_params in intercepts.items(): check = lambda: check_l1_min_c(X, Y, loss, **intercept_params) check.description = ('Test l1_min_c loss=%r %s %s %s' % (loss, X_label, Y_label, intercept_label)) yield check # loss='l2' should raise ValueError assert_raise_message(ValueError, "loss type not in", l1_min_c, dense_X, Y1, "l2") def check_l1_min_c(X, y, loss, fit_intercept=True, intercept_scaling=None): min_c = l1_min_c(X, y, loss, fit_intercept, intercept_scaling) clf = { 'log': LogisticRegression(penalty='l1'), 'squared_hinge': LinearSVC(loss='squared_hinge', penalty='l1', dual=False), }[loss] clf.fit_intercept = fit_intercept clf.intercept_scaling = intercept_scaling clf.C = min_c clf.fit(X, y) assert_true((np.asarray(clf.coef_) == 0).all()) assert_true((np.asarray(clf.intercept_) == 0).all()) clf.C = min_c * 1.01 clf.fit(X, y) assert_true((np.asarray(clf.coef_) != 0).any() or (np.asarray(clf.intercept_) != 0).any()) @nose.tools.raises(ValueError) def test_ill_posed_min_c(): X = [[0, 0], [0, 0]] y = [0, 1] l1_min_c(X, y) @nose.tools.raises(ValueError) def test_unsupported_loss(): l1_min_c(dense_X, Y1, 'l1')