test_stacking.py 18.7 KB
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"""Test the stacking classifier and regressor."""

# Authors: Guillaume Lemaitre <g.lemaitre58@gmail.com>
# License: BSD 3 clause

import pytest
import numpy as np
import scipy.sparse as sparse

from sklearn.base import BaseEstimator
from sklearn.base import ClassifierMixin
from sklearn.base import RegressorMixin
from sklearn.base import clone

from sklearn.exceptions import ConvergenceWarning

from sklearn.datasets import load_iris
from sklearn.datasets import load_diabetes
from sklearn.datasets import load_breast_cancer
from sklearn.datasets import make_regression
from sklearn.datasets import make_classification

from sklearn.dummy import DummyClassifier
from sklearn.dummy import DummyRegressor
from sklearn.linear_model import LogisticRegression
from sklearn.linear_model import LinearRegression
from sklearn.svm import LinearSVC
from sklearn.svm import LinearSVR
from sklearn.svm import SVC
from sklearn.tree import DecisionTreeClassifier
from sklearn.tree import DecisionTreeRegressor
from sklearn.ensemble import RandomForestClassifier
from sklearn.ensemble import RandomForestRegressor
from sklearn.preprocessing import scale

from sklearn.ensemble import StackingClassifier
from sklearn.ensemble import StackingRegressor

from sklearn.model_selection import train_test_split
from sklearn.model_selection import StratifiedKFold
from sklearn.model_selection import KFold

from sklearn.utils._mocking import CheckingClassifier
from sklearn.utils._testing import assert_allclose
from sklearn.utils._testing import assert_allclose_dense_sparse
from sklearn.utils._testing import ignore_warnings
from sklearn.utils.estimator_checks import check_estimator
from sklearn.utils.estimator_checks import check_no_attributes_set_in_init

X_diabetes, y_diabetes = load_diabetes(return_X_y=True)
X_iris, y_iris = load_iris(return_X_y=True)


@pytest.mark.parametrize(
    "cv", [3, StratifiedKFold(n_splits=3, shuffle=True, random_state=42)]
)
@pytest.mark.parametrize(
    "final_estimator", [None, RandomForestClassifier(random_state=42)]
)
@pytest.mark.parametrize("passthrough", [False, True])
def test_stacking_classifier_iris(cv, final_estimator, passthrough):
    # prescale the data to avoid convergence warning without using a pipeline
    # for later assert
    X_train, X_test, y_train, y_test = train_test_split(
        scale(X_iris), y_iris, stratify=y_iris, random_state=42
    )
    estimators = [('lr', LogisticRegression()), ('svc', LinearSVC())]
    clf = StackingClassifier(
        estimators=estimators, final_estimator=final_estimator, cv=cv,
        passthrough=passthrough
    )
    clf.fit(X_train, y_train)
    clf.predict(X_test)
    clf.predict_proba(X_test)
    assert clf.score(X_test, y_test) > 0.8

    X_trans = clf.transform(X_test)
    expected_column_count = 10 if passthrough else 6
    assert X_trans.shape[1] == expected_column_count
    if passthrough:
        assert_allclose(X_test, X_trans[:, -4:])

    clf.set_params(lr='drop')
    clf.fit(X_train, y_train)
    clf.predict(X_test)
    clf.predict_proba(X_test)
    if final_estimator is None:
        # LogisticRegression has decision_function method
        clf.decision_function(X_test)

    X_trans = clf.transform(X_test)
    expected_column_count_drop = 7 if passthrough else 3
    assert X_trans.shape[1] == expected_column_count_drop
    if passthrough:
        assert_allclose(X_test, X_trans[:, -4:])


def test_stacking_classifier_drop_column_binary_classification():
    # check that a column is dropped in binary classification
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, _ = train_test_split(
        scale(X), y, stratify=y, random_state=42
    )

    # both classifiers implement 'predict_proba' and will both drop one column
    estimators = [('lr', LogisticRegression()),
                  ('rf', RandomForestClassifier(random_state=42))]
    clf = StackingClassifier(estimators=estimators, cv=3)

    clf.fit(X_train, y_train)
    X_trans = clf.transform(X_test)
    assert X_trans.shape[1] == 2

    # LinearSVC does not implement 'predict_proba' and will not drop one column
    estimators = [('lr', LogisticRegression()), ('svc', LinearSVC())]
    clf.set_params(estimators=estimators)

    clf.fit(X_train, y_train)
    X_trans = clf.transform(X_test)
    assert X_trans.shape[1] == 2


def test_stacking_classifier_drop_estimator():
    # prescale the data to avoid convergence warning without using a pipeline
    # for later assert
    X_train, X_test, y_train, _ = train_test_split(
        scale(X_iris), y_iris, stratify=y_iris, random_state=42
    )
    estimators = [('lr', 'drop'), ('svc', LinearSVC(random_state=0))]
    rf = RandomForestClassifier(n_estimators=10, random_state=42)
    clf = StackingClassifier(
        estimators=[('svc', LinearSVC(random_state=0))],
        final_estimator=rf, cv=5
    )
    clf_drop = StackingClassifier(
        estimators=estimators, final_estimator=rf, cv=5
    )

    clf.fit(X_train, y_train)
    clf_drop.fit(X_train, y_train)
    assert_allclose(clf.predict(X_test), clf_drop.predict(X_test))
    assert_allclose(clf.predict_proba(X_test), clf_drop.predict_proba(X_test))
    assert_allclose(clf.transform(X_test), clf_drop.transform(X_test))


def test_stacking_regressor_drop_estimator():
    # prescale the data to avoid convergence warning without using a pipeline
    # for later assert
    X_train, X_test, y_train, _ = train_test_split(
        scale(X_diabetes), y_diabetes, random_state=42
    )
    estimators = [('lr', 'drop'), ('svr', LinearSVR(random_state=0))]
    rf = RandomForestRegressor(n_estimators=10, random_state=42)
    reg = StackingRegressor(
        estimators=[('svr', LinearSVR(random_state=0))],
        final_estimator=rf, cv=5
    )
    reg_drop = StackingRegressor(
        estimators=estimators, final_estimator=rf, cv=5
    )

    reg.fit(X_train, y_train)
    reg_drop.fit(X_train, y_train)
    assert_allclose(reg.predict(X_test), reg_drop.predict(X_test))
    assert_allclose(reg.transform(X_test), reg_drop.transform(X_test))


@pytest.mark.parametrize(
    "cv", [3, KFold(n_splits=3, shuffle=True, random_state=42)]
)
@pytest.mark.parametrize(
    "final_estimator, predict_params",
    [(None, {}),
     (RandomForestRegressor(random_state=42), {}),
     (DummyRegressor(), {'return_std': True})]
)
@pytest.mark.parametrize("passthrough", [False, True])
def test_stacking_regressor_diabetes(cv, final_estimator, predict_params,
                                     passthrough):
    # prescale the data to avoid convergence warning without using a pipeline
    # for later assert
    X_train, X_test, y_train, _ = train_test_split(
        scale(X_diabetes), y_diabetes, random_state=42
    )
    estimators = [('lr', LinearRegression()), ('svr', LinearSVR())]
    reg = StackingRegressor(
        estimators=estimators, final_estimator=final_estimator, cv=cv,
        passthrough=passthrough
    )
    reg.fit(X_train, y_train)
    result = reg.predict(X_test, **predict_params)
    expected_result_length = 2 if predict_params else 1
    if predict_params:
        assert len(result) == expected_result_length

    X_trans = reg.transform(X_test)
    expected_column_count = 12 if passthrough else 2
    assert X_trans.shape[1] == expected_column_count
    if passthrough:
        assert_allclose(X_test, X_trans[:, -10:])

    reg.set_params(lr='drop')
    reg.fit(X_train, y_train)
    reg.predict(X_test)

    X_trans = reg.transform(X_test)
    expected_column_count_drop = 11 if passthrough else 1
    assert X_trans.shape[1] == expected_column_count_drop
    if passthrough:
        assert_allclose(X_test, X_trans[:, -10:])


@pytest.mark.parametrize('fmt', ['csc', 'csr', 'coo'])
def test_stacking_regressor_sparse_passthrough(fmt):
    # Check passthrough behavior on a sparse X matrix
    X_train, X_test, y_train, _ = train_test_split(
        sparse.coo_matrix(scale(X_diabetes)).asformat(fmt),
        y_diabetes, random_state=42
    )
    estimators = [('lr', LinearRegression()), ('svr', LinearSVR())]
    rf = RandomForestRegressor(n_estimators=10, random_state=42)
    clf = StackingRegressor(
        estimators=estimators, final_estimator=rf, cv=5, passthrough=True
    )
    clf.fit(X_train, y_train)
    X_trans = clf.transform(X_test)
    assert_allclose_dense_sparse(X_test, X_trans[:, -10:])
    assert sparse.issparse(X_trans)
    assert X_test.format == X_trans.format


@pytest.mark.parametrize('fmt', ['csc', 'csr', 'coo'])
def test_stacking_classifier_sparse_passthrough(fmt):
    # Check passthrough behavior on a sparse X matrix
    X_train, X_test, y_train, _ = train_test_split(
        sparse.coo_matrix(scale(X_iris)).asformat(fmt),
        y_iris, random_state=42
    )
    estimators = [('lr', LogisticRegression()), ('svc', LinearSVC())]
    rf = RandomForestClassifier(n_estimators=10, random_state=42)
    clf = StackingClassifier(
        estimators=estimators, final_estimator=rf, cv=5, passthrough=True
    )
    clf.fit(X_train, y_train)
    X_trans = clf.transform(X_test)
    assert_allclose_dense_sparse(X_test, X_trans[:, -4:])
    assert sparse.issparse(X_trans)
    assert X_test.format == X_trans.format


def test_stacking_classifier_drop_binary_prob():
    # check that classifier will drop one of the probability column for
    # binary classification problem

    # Select only the 2 first classes
    X_, y_ = scale(X_iris[:100]), y_iris[:100]

    estimators = [
        ('lr', LogisticRegression()), ('rf', RandomForestClassifier())
    ]
    clf = StackingClassifier(estimators=estimators)
    clf.fit(X_, y_)
    X_meta = clf.transform(X_)
    assert X_meta.shape[1] == 2


class NoWeightRegressor(BaseEstimator, RegressorMixin):
    def fit(self, X, y):
        self.reg = DummyRegressor()
        return self.reg.fit(X, y)

    def predict(self, X):
        return np.ones(X.shape[0])


class NoWeightClassifier(BaseEstimator, ClassifierMixin):
    def fit(self, X, y):
        self.clf = DummyClassifier(strategy='stratified')
        return self.clf.fit(X, y)


@pytest.mark.parametrize(
    "y, params, type_err, msg_err",
    [(y_iris,
      {'estimators': None},
      ValueError, "Invalid 'estimators' attribute,"),
     (y_iris,
      {'estimators': []},
      ValueError, "Invalid 'estimators' attribute,"),
     (y_iris,
      {'estimators': [('lr', LogisticRegression()),
                      ('svm', SVC(max_iter=5e4))],
       'stack_method': 'predict_proba'},
      ValueError, 'does not implement the method predict_proba'),
     (y_iris,
      {'estimators': [('lr', LogisticRegression()),
                      ('cor', NoWeightClassifier())]},
      TypeError, 'does not support sample weight'),
     (y_iris,
      {'estimators': [('lr', LogisticRegression()),
                      ('cor', LinearSVC(max_iter=5e4))],
       'final_estimator': NoWeightClassifier()},
      TypeError, 'does not support sample weight')]
)
def test_stacking_classifier_error(y, params, type_err, msg_err):
    with pytest.raises(type_err, match=msg_err):
        clf = StackingClassifier(**params, cv=3)
        clf.fit(
            scale(X_iris), y, sample_weight=np.ones(X_iris.shape[0])
        )


@pytest.mark.parametrize(
    "y, params, type_err, msg_err",
    [(y_diabetes,
      {'estimators': None},
      ValueError, "Invalid 'estimators' attribute,"),
     (y_diabetes,
      {'estimators': []},
      ValueError, "Invalid 'estimators' attribute,"),
     (y_diabetes,
      {'estimators': [('lr', LinearRegression()),
                      ('cor', NoWeightRegressor())]},
      TypeError, 'does not support sample weight'),
     (y_diabetes,
      {'estimators': [('lr', LinearRegression()),
                      ('cor', LinearSVR())],
       'final_estimator': NoWeightRegressor()},
      TypeError, 'does not support sample weight')]
)
def test_stacking_regressor_error(y, params, type_err, msg_err):
    with pytest.raises(type_err, match=msg_err):
        reg = StackingRegressor(**params, cv=3)
        reg.fit(
            scale(X_diabetes), y, sample_weight=np.ones(X_diabetes.shape[0])
        )


@pytest.mark.parametrize(
    "estimator, X, y",
    [(StackingClassifier(
        estimators=[('lr', LogisticRegression(random_state=0)),
                    ('svm', LinearSVC(random_state=0))]),
      X_iris[:100], y_iris[:100]),  # keep only classes 0 and 1
     (StackingRegressor(
         estimators=[('lr', LinearRegression()),
                     ('svm', LinearSVR(random_state=0))]),
      X_diabetes, y_diabetes)],
    ids=['StackingClassifier', 'StackingRegressor']
)
def test_stacking_randomness(estimator, X, y):
    # checking that fixing the random state of the CV will lead to the same
    # results
    estimator_full = clone(estimator)
    estimator_full.set_params(
        cv=KFold(shuffle=True, random_state=np.random.RandomState(0))
    )

    estimator_drop = clone(estimator)
    estimator_drop.set_params(lr='drop')
    estimator_drop.set_params(
        cv=KFold(shuffle=True, random_state=np.random.RandomState(0))
    )

    assert_allclose(
        estimator_full.fit(X, y).transform(X)[:, 1:],
        estimator_drop.fit(X, y).transform(X)
    )


# These warnings are raised due to _BaseComposition
@pytest.mark.filterwarnings("ignore:TypeError occurred during set_params")
@pytest.mark.filterwarnings("ignore:Estimator's parameters changed after")
@pytest.mark.parametrize(
    "estimator",
    [StackingClassifier(
        estimators=[('lr', LogisticRegression(random_state=0)),
                    ('tree', DecisionTreeClassifier(random_state=0))]),
     StackingRegressor(
         estimators=[('lr', LinearRegression()),
                     ('tree', DecisionTreeRegressor(random_state=0))])],
    ids=['StackingClassifier', 'StackingRegressor']
)
def test_check_estimators_stacking_estimator(estimator):
    check_estimator(estimator)
    check_no_attributes_set_in_init(estimator.__class__.__name__, estimator)


def test_stacking_classifier_stratify_default():
    # check that we stratify the classes for the default CV
    clf = StackingClassifier(
        estimators=[('lr', LogisticRegression(max_iter=1e4)),
                    ('svm', LinearSVC(max_iter=1e4))]
    )
    # since iris is not shuffled, a simple k-fold would not contain the
    # 3 classes during training
    clf.fit(X_iris, y_iris)


@pytest.mark.parametrize(
    "stacker, X, y",
    [(StackingClassifier(
        estimators=[('lr', LogisticRegression()),
                    ('svm', LinearSVC(random_state=42))],
        final_estimator=LogisticRegression(),
        cv=KFold(shuffle=True, random_state=42)),
      *load_breast_cancer(return_X_y=True)),
     (StackingRegressor(
         estimators=[('lr', LinearRegression()),
                     ('svm', LinearSVR(random_state=42))],
         final_estimator=LinearRegression(),
         cv=KFold(shuffle=True, random_state=42)),
      X_diabetes, y_diabetes)],
    ids=['StackingClassifier', 'StackingRegressor']
)
def test_stacking_with_sample_weight(stacker, X, y):
    # check that sample weights has an influence on the fitting
    # note: ConvergenceWarning are catch since we are not worrying about the
    # convergence here
    n_half_samples = len(y) // 2
    total_sample_weight = np.array(
        [0.1] * n_half_samples + [0.9] * (len(y) - n_half_samples)
    )
    X_train, X_test, y_train, _, sample_weight_train, _ = train_test_split(
        X, y, total_sample_weight, random_state=42
    )

    with ignore_warnings(category=ConvergenceWarning):
        stacker.fit(X_train, y_train)
    y_pred_no_weight = stacker.predict(X_test)

    with ignore_warnings(category=ConvergenceWarning):
        stacker.fit(X_train, y_train, sample_weight=np.ones(y_train.shape))
    y_pred_unit_weight = stacker.predict(X_test)

    assert_allclose(y_pred_no_weight, y_pred_unit_weight)

    with ignore_warnings(category=ConvergenceWarning):
        stacker.fit(X_train, y_train, sample_weight=sample_weight_train)
    y_pred_biased = stacker.predict(X_test)

    assert np.abs(y_pred_no_weight - y_pred_biased).sum() > 0


def test_stacking_classifier_sample_weight_fit_param():
    # check sample_weight is passed to all invocations of fit
    stacker = StackingClassifier(
        estimators=[
            ('lr', CheckingClassifier(expected_fit_params=['sample_weight']))
        ],
        final_estimator=CheckingClassifier(
            expected_fit_params=['sample_weight']
        )
    )
    stacker.fit(X_iris, y_iris, sample_weight=np.ones(X_iris.shape[0]))


@pytest.mark.filterwarnings("ignore::sklearn.exceptions.ConvergenceWarning")
@pytest.mark.parametrize(
    "stacker, X, y",
    [(StackingClassifier(
        estimators=[('lr', LogisticRegression()),
                    ('svm', LinearSVC(random_state=42))],
        final_estimator=LogisticRegression()),
      *load_breast_cancer(return_X_y=True)),
     (StackingRegressor(
         estimators=[('lr', LinearRegression()),
                     ('svm', LinearSVR(random_state=42))],
         final_estimator=LinearRegression()),
      X_diabetes, y_diabetes)],
    ids=['StackingClassifier', 'StackingRegressor']
)
def test_stacking_cv_influence(stacker, X, y):
    # check that the stacking affects the fit of the final estimator but not
    # the fit of the base estimators
    # note: ConvergenceWarning are catch since we are not worrying about the
    # convergence here
    stacker_cv_3 = clone(stacker)
    stacker_cv_5 = clone(stacker)

    stacker_cv_3.set_params(cv=3)
    stacker_cv_5.set_params(cv=5)

    stacker_cv_3.fit(X, y)
    stacker_cv_5.fit(X, y)

    # the base estimators should be identical
    for est_cv_3, est_cv_5 in zip(stacker_cv_3.estimators_,
                                  stacker_cv_5.estimators_):
        assert_allclose(est_cv_3.coef_, est_cv_5.coef_)

    # the final estimator should be different
    with pytest.raises(AssertionError, match='Not equal'):
        assert_allclose(stacker_cv_3.final_estimator_.coef_,
                        stacker_cv_5.final_estimator_.coef_)


@pytest.mark.parametrize("make_dataset, Stacking, Estimator", [
    (make_classification, StackingClassifier, LogisticRegression),
    (make_regression, StackingRegressor, LinearRegression)
])
def test_stacking_without_n_features_in(make_dataset, Stacking, Estimator):
    # Stacking supports estimators without `n_features_in_`. Regression test
    # for #17353

    class MyEstimator(Estimator):
        """Estimator without n_features_in_"""
        def fit(self, X, y):
            super().fit(X, y)
            del self.n_features_in_

    X, y = make_dataset(random_state=0, n_samples=100)
    stacker = Stacking(estimators=[('lr', MyEstimator())])

    msg = f"{Stacking.__name__} object has no attribute n_features_in_"
    with pytest.raises(AttributeError, match=msg):
        stacker.n_features_in_

    # Does not raise
    stacker.fit(X, y)

    msg = "'MyEstimator' object has no attribute 'n_features_in_'"
    with pytest.raises(AttributeError, match=msg):
        stacker.n_features_in_