test_discriminant_analysis.py
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import numpy as np
import pytest
from scipy import linalg
from sklearn.utils import check_random_state
from sklearn.utils._testing import assert_array_equal, assert_no_warnings
from sklearn.utils._testing import assert_array_almost_equal
from sklearn.utils._testing import assert_allclose
from sklearn.utils._testing import assert_almost_equal
from sklearn.utils._testing import assert_raises
from sklearn.utils._testing import assert_raise_message
from sklearn.utils._testing import assert_warns
from sklearn.utils._testing import ignore_warnings
from sklearn.datasets import make_blobs
from sklearn.discriminant_analysis import LinearDiscriminantAnalysis
from sklearn.discriminant_analysis import QuadraticDiscriminantAnalysis
from sklearn.discriminant_analysis import _cov
# Data is just 6 separable points in the plane
X = np.array([[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]], dtype='f')
y = np.array([1, 1, 1, 2, 2, 2])
y3 = np.array([1, 1, 2, 2, 3, 3])
# Degenerate data with only one feature (still should be separable)
X1 = np.array([[-2, ], [-1, ], [-1, ], [1, ], [1, ], [2, ]], dtype='f')
# Data is just 9 separable points in the plane
X6 = np.array([[0, 0], [-2, -2], [-2, -1], [-1, -1], [-1, -2],
[1, 3], [1, 2], [2, 1], [2, 2]])
y6 = np.array([1, 1, 1, 1, 1, 2, 2, 2, 2])
y7 = np.array([1, 2, 3, 2, 3, 1, 2, 3, 1])
# Degenerate data with 1 feature (still should be separable)
X7 = np.array([[-3, ], [-2, ], [-1, ], [-1, ], [0, ], [1, ], [1, ],
[2, ], [3, ]])
# Data that has zero variance in one dimension and needs regularization
X2 = np.array([[-3, 0], [-2, 0], [-1, 0], [-1, 0], [0, 0], [1, 0], [1, 0],
[2, 0], [3, 0]])
# One element class
y4 = np.array([1, 1, 1, 1, 1, 1, 1, 1, 2])
# Data with less samples in a class than n_features
X5 = np.c_[np.arange(8), np.zeros((8, 3))]
y5 = np.array([0, 0, 0, 0, 0, 1, 1, 1])
solver_shrinkage = [('svd', None), ('lsqr', None), ('eigen', None),
('lsqr', 'auto'), ('lsqr', 0), ('lsqr', 0.43),
('eigen', 'auto'), ('eigen', 0), ('eigen', 0.43)]
def test_lda_predict():
# Test LDA classification.
# This checks that LDA implements fit and predict and returns correct
# values for simple toy data.
for test_case in solver_shrinkage:
solver, shrinkage = test_case
clf = LinearDiscriminantAnalysis(solver=solver, shrinkage=shrinkage)
y_pred = clf.fit(X, y).predict(X)
assert_array_equal(y_pred, y, 'solver %s' % solver)
# Assert that it works with 1D data
y_pred1 = clf.fit(X1, y).predict(X1)
assert_array_equal(y_pred1, y, 'solver %s' % solver)
# Test probability estimates
y_proba_pred1 = clf.predict_proba(X1)
assert_array_equal((y_proba_pred1[:, 1] > 0.5) + 1, y,
'solver %s' % solver)
y_log_proba_pred1 = clf.predict_log_proba(X1)
assert_allclose(np.exp(y_log_proba_pred1), y_proba_pred1,
rtol=1e-6, err_msg='solver %s' % solver)
# Primarily test for commit 2f34950 -- "reuse" of priors
y_pred3 = clf.fit(X, y3).predict(X)
# LDA shouldn't be able to separate those
assert np.any(y_pred3 != y3), 'solver %s' % solver
# Test invalid shrinkages
clf = LinearDiscriminantAnalysis(solver="lsqr", shrinkage=-0.2231)
assert_raises(ValueError, clf.fit, X, y)
clf = LinearDiscriminantAnalysis(solver="eigen", shrinkage="dummy")
assert_raises(ValueError, clf.fit, X, y)
clf = LinearDiscriminantAnalysis(solver="svd", shrinkage="auto")
assert_raises(NotImplementedError, clf.fit, X, y)
# Test unknown solver
clf = LinearDiscriminantAnalysis(solver="dummy")
assert_raises(ValueError, clf.fit, X, y)
@pytest.mark.parametrize("n_classes", [2, 3])
@pytest.mark.parametrize("solver", ["svd", "lsqr", "eigen"])
def test_lda_predict_proba(solver, n_classes):
def generate_dataset(n_samples, centers, covariances, random_state=None):
"""Generate a multivariate normal data given some centers and
covariances"""
rng = check_random_state(random_state)
X = np.vstack([rng.multivariate_normal(mean, cov,
size=n_samples // len(centers))
for mean, cov in zip(centers, covariances)])
y = np.hstack([[clazz] * (n_samples // len(centers))
for clazz in range(len(centers))])
return X, y
blob_centers = np.array([[0, 0], [-10, 40], [-30, 30]])[:n_classes]
blob_stds = np.array([[[10, 10], [10, 100]]] * len(blob_centers))
X, y = generate_dataset(
n_samples=90000, centers=blob_centers, covariances=blob_stds,
random_state=42
)
lda = LinearDiscriminantAnalysis(solver=solver, store_covariance=True,
shrinkage=None).fit(X, y)
# check that the empirical means and covariances are close enough to the
# one used to generate the data
assert_allclose(lda.means_, blob_centers, atol=1e-1)
assert_allclose(lda.covariance_, blob_stds[0], atol=1)
# implement the method to compute the probability given in The Elements
# of Statistical Learning (cf. p.127, Sect. 4.4.5 "Logistic Regression
# or LDA?")
precision = linalg.inv(blob_stds[0])
alpha_k = []
alpha_k_0 = []
for clazz in range(len(blob_centers) - 1):
alpha_k.append(
np.dot(precision,
(blob_centers[clazz] - blob_centers[-1])[:, np.newaxis]))
alpha_k_0.append(
np.dot(- 0.5 * (blob_centers[clazz] +
blob_centers[-1])[np.newaxis, :], alpha_k[-1]))
sample = np.array([[-22, 22]])
def discriminant_func(sample, coef, intercept, clazz):
return np.exp(intercept[clazz] + np.dot(sample, coef[clazz]))
prob = np.array([float(
discriminant_func(sample, alpha_k, alpha_k_0, clazz) /
(1 + sum([discriminant_func(sample, alpha_k, alpha_k_0, clazz)
for clazz in range(n_classes - 1)]))) for clazz in range(
n_classes - 1)])
prob_ref = 1 - np.sum(prob)
# check the consistency of the computed probability
# all probabilities should sum to one
prob_ref_2 = float(
1 / (1 + sum([discriminant_func(sample, alpha_k, alpha_k_0, clazz)
for clazz in range(n_classes - 1)]))
)
assert prob_ref == pytest.approx(prob_ref_2)
# check that the probability of LDA are close to the theoretical
# probabilties
assert_allclose(lda.predict_proba(sample),
np.hstack([prob, prob_ref])[np.newaxis],
atol=1e-2)
def test_lda_priors():
# Test priors (negative priors)
priors = np.array([0.5, -0.5])
clf = LinearDiscriminantAnalysis(priors=priors)
msg = "priors must be non-negative"
assert_raise_message(ValueError, msg, clf.fit, X, y)
# Test that priors passed as a list are correctly handled (run to see if
# failure)
clf = LinearDiscriminantAnalysis(priors=[0.5, 0.5])
clf.fit(X, y)
# Test that priors always sum to 1
priors = np.array([0.5, 0.6])
prior_norm = np.array([0.45, 0.55])
clf = LinearDiscriminantAnalysis(priors=priors)
assert_warns(UserWarning, clf.fit, X, y)
assert_array_almost_equal(clf.priors_, prior_norm, 2)
def test_lda_coefs():
# Test if the coefficients of the solvers are approximately the same.
n_features = 2
n_classes = 2
n_samples = 1000
X, y = make_blobs(n_samples=n_samples, n_features=n_features,
centers=n_classes, random_state=11)
clf_lda_svd = LinearDiscriminantAnalysis(solver="svd")
clf_lda_lsqr = LinearDiscriminantAnalysis(solver="lsqr")
clf_lda_eigen = LinearDiscriminantAnalysis(solver="eigen")
clf_lda_svd.fit(X, y)
clf_lda_lsqr.fit(X, y)
clf_lda_eigen.fit(X, y)
assert_array_almost_equal(clf_lda_svd.coef_, clf_lda_lsqr.coef_, 1)
assert_array_almost_equal(clf_lda_svd.coef_, clf_lda_eigen.coef_, 1)
assert_array_almost_equal(clf_lda_eigen.coef_, clf_lda_lsqr.coef_, 1)
def test_lda_transform():
# Test LDA transform.
clf = LinearDiscriminantAnalysis(solver="svd", n_components=1)
X_transformed = clf.fit(X, y).transform(X)
assert X_transformed.shape[1] == 1
clf = LinearDiscriminantAnalysis(solver="eigen", n_components=1)
X_transformed = clf.fit(X, y).transform(X)
assert X_transformed.shape[1] == 1
clf = LinearDiscriminantAnalysis(solver="lsqr", n_components=1)
clf.fit(X, y)
msg = "transform not implemented for 'lsqr'"
assert_raise_message(NotImplementedError, msg, clf.transform, X)
def test_lda_explained_variance_ratio():
# Test if the sum of the normalized eigen vectors values equals 1,
# Also tests whether the explained_variance_ratio_ formed by the
# eigen solver is the same as the explained_variance_ratio_ formed
# by the svd solver
state = np.random.RandomState(0)
X = state.normal(loc=0, scale=100, size=(40, 20))
y = state.randint(0, 3, size=(40,))
clf_lda_eigen = LinearDiscriminantAnalysis(solver="eigen")
clf_lda_eigen.fit(X, y)
assert_almost_equal(clf_lda_eigen.explained_variance_ratio_.sum(), 1.0, 3)
assert clf_lda_eigen.explained_variance_ratio_.shape == (2,), (
"Unexpected length for explained_variance_ratio_")
clf_lda_svd = LinearDiscriminantAnalysis(solver="svd")
clf_lda_svd.fit(X, y)
assert_almost_equal(clf_lda_svd.explained_variance_ratio_.sum(), 1.0, 3)
assert clf_lda_svd.explained_variance_ratio_.shape == (2,), (
"Unexpected length for explained_variance_ratio_")
assert_array_almost_equal(clf_lda_svd.explained_variance_ratio_,
clf_lda_eigen.explained_variance_ratio_)
def test_lda_orthogonality():
# arrange four classes with their means in a kite-shaped pattern
# the longer distance should be transformed to the first component, and
# the shorter distance to the second component.
means = np.array([[0, 0, -1], [0, 2, 0], [0, -2, 0], [0, 0, 5]])
# We construct perfectly symmetric distributions, so the LDA can estimate
# precise means.
scatter = np.array([[0.1, 0, 0], [-0.1, 0, 0], [0, 0.1, 0], [0, -0.1, 0],
[0, 0, 0.1], [0, 0, -0.1]])
X = (means[:, np.newaxis, :] + scatter[np.newaxis, :, :]).reshape((-1, 3))
y = np.repeat(np.arange(means.shape[0]), scatter.shape[0])
# Fit LDA and transform the means
clf = LinearDiscriminantAnalysis(solver="svd").fit(X, y)
means_transformed = clf.transform(means)
d1 = means_transformed[3] - means_transformed[0]
d2 = means_transformed[2] - means_transformed[1]
d1 /= np.sqrt(np.sum(d1 ** 2))
d2 /= np.sqrt(np.sum(d2 ** 2))
# the transformed within-class covariance should be the identity matrix
assert_almost_equal(np.cov(clf.transform(scatter).T), np.eye(2))
# the means of classes 0 and 3 should lie on the first component
assert_almost_equal(np.abs(np.dot(d1[:2], [1, 0])), 1.0)
# the means of classes 1 and 2 should lie on the second component
assert_almost_equal(np.abs(np.dot(d2[:2], [0, 1])), 1.0)
def test_lda_scaling():
# Test if classification works correctly with differently scaled features.
n = 100
rng = np.random.RandomState(1234)
# use uniform distribution of features to make sure there is absolutely no
# overlap between classes.
x1 = rng.uniform(-1, 1, (n, 3)) + [-10, 0, 0]
x2 = rng.uniform(-1, 1, (n, 3)) + [10, 0, 0]
x = np.vstack((x1, x2)) * [1, 100, 10000]
y = [-1] * n + [1] * n
for solver in ('svd', 'lsqr', 'eigen'):
clf = LinearDiscriminantAnalysis(solver=solver)
# should be able to separate the data perfectly
assert clf.fit(x, y).score(x, y) == 1.0, (
'using covariance: %s' % solver)
def test_lda_store_covariance():
# Test for solver 'lsqr' and 'eigen'
# 'store_covariance' has no effect on 'lsqr' and 'eigen' solvers
for solver in ('lsqr', 'eigen'):
clf = LinearDiscriminantAnalysis(solver=solver).fit(X6, y6)
assert hasattr(clf, 'covariance_')
# Test the actual attribute:
clf = LinearDiscriminantAnalysis(solver=solver,
store_covariance=True).fit(X6, y6)
assert hasattr(clf, 'covariance_')
assert_array_almost_equal(
clf.covariance_,
np.array([[0.422222, 0.088889], [0.088889, 0.533333]])
)
# Test for SVD solver, the default is to not set the covariances_ attribute
clf = LinearDiscriminantAnalysis(solver='svd').fit(X6, y6)
assert not hasattr(clf, 'covariance_')
# Test the actual attribute:
clf = LinearDiscriminantAnalysis(solver=solver,
store_covariance=True).fit(X6, y6)
assert hasattr(clf, 'covariance_')
assert_array_almost_equal(
clf.covariance_,
np.array([[0.422222, 0.088889], [0.088889, 0.533333]])
)
@pytest.mark.parametrize('n_features', [3, 5])
@pytest.mark.parametrize('n_classes', [5, 3])
def test_lda_dimension_warning(n_classes, n_features):
rng = check_random_state(0)
n_samples = 10
X = rng.randn(n_samples, n_features)
# we create n_classes labels by repeating and truncating a
# range(n_classes) until n_samples
y = np.tile(range(n_classes), n_samples // n_classes + 1)[:n_samples]
max_components = min(n_features, n_classes - 1)
for n_components in [max_components - 1, None, max_components]:
# if n_components <= min(n_classes - 1, n_features), no warning
lda = LinearDiscriminantAnalysis(n_components=n_components)
assert_no_warnings(lda.fit, X, y)
for n_components in [max_components + 1,
max(n_features, n_classes - 1) + 1]:
# if n_components > min(n_classes - 1, n_features), raise error.
# We test one unit higher than max_components, and then something
# larger than both n_features and n_classes - 1 to ensure the test
# works for any value of n_component
lda = LinearDiscriminantAnalysis(n_components=n_components)
msg = "n_components cannot be larger than "
with pytest.raises(ValueError, match=msg):
lda.fit(X, y)
@pytest.mark.parametrize("data_type, expected_type", [
(np.float32, np.float32),
(np.float64, np.float64),
(np.int32, np.float64),
(np.int64, np.float64)
])
def test_lda_dtype_match(data_type, expected_type):
for (solver, shrinkage) in solver_shrinkage:
clf = LinearDiscriminantAnalysis(solver=solver, shrinkage=shrinkage)
clf.fit(X.astype(data_type), y.astype(data_type))
assert clf.coef_.dtype == expected_type
def test_lda_numeric_consistency_float32_float64():
for (solver, shrinkage) in solver_shrinkage:
clf_32 = LinearDiscriminantAnalysis(solver=solver, shrinkage=shrinkage)
clf_32.fit(X.astype(np.float32), y.astype(np.float32))
clf_64 = LinearDiscriminantAnalysis(solver=solver, shrinkage=shrinkage)
clf_64.fit(X.astype(np.float64), y.astype(np.float64))
# Check value consistency between types
rtol = 1e-6
assert_allclose(clf_32.coef_, clf_64.coef_, rtol=rtol)
def test_qda():
# QDA classification.
# This checks that QDA implements fit and predict and returns
# correct values for a simple toy dataset.
clf = QuadraticDiscriminantAnalysis()
y_pred = clf.fit(X6, y6).predict(X6)
assert_array_equal(y_pred, y6)
# Assure that it works with 1D data
y_pred1 = clf.fit(X7, y6).predict(X7)
assert_array_equal(y_pred1, y6)
# Test probas estimates
y_proba_pred1 = clf.predict_proba(X7)
assert_array_equal((y_proba_pred1[:, 1] > 0.5) + 1, y6)
y_log_proba_pred1 = clf.predict_log_proba(X7)
assert_array_almost_equal(np.exp(y_log_proba_pred1), y_proba_pred1, 8)
y_pred3 = clf.fit(X6, y7).predict(X6)
# QDA shouldn't be able to separate those
assert np.any(y_pred3 != y7)
# Classes should have at least 2 elements
assert_raises(ValueError, clf.fit, X6, y4)
def test_qda_priors():
clf = QuadraticDiscriminantAnalysis()
y_pred = clf.fit(X6, y6).predict(X6)
n_pos = np.sum(y_pred == 2)
neg = 1e-10
clf = QuadraticDiscriminantAnalysis(priors=np.array([neg, 1 - neg]))
y_pred = clf.fit(X6, y6).predict(X6)
n_pos2 = np.sum(y_pred == 2)
assert n_pos2 > n_pos
def test_qda_store_covariance():
# The default is to not set the covariances_ attribute
clf = QuadraticDiscriminantAnalysis().fit(X6, y6)
assert not hasattr(clf, 'covariance_')
# Test the actual attribute:
clf = QuadraticDiscriminantAnalysis(store_covariance=True).fit(X6, y6)
assert hasattr(clf, 'covariance_')
assert_array_almost_equal(
clf.covariance_[0],
np.array([[0.7, 0.45], [0.45, 0.7]])
)
assert_array_almost_equal(
clf.covariance_[1],
np.array([[0.33333333, -0.33333333], [-0.33333333, 0.66666667]])
)
def test_qda_regularization():
# the default is reg_param=0. and will cause issues
# when there is a constant variable
clf = QuadraticDiscriminantAnalysis()
with ignore_warnings():
y_pred = clf.fit(X2, y6).predict(X2)
assert np.any(y_pred != y6)
# adding a little regularization fixes the problem
clf = QuadraticDiscriminantAnalysis(reg_param=0.01)
with ignore_warnings():
clf.fit(X2, y6)
y_pred = clf.predict(X2)
assert_array_equal(y_pred, y6)
# Case n_samples_in_a_class < n_features
clf = QuadraticDiscriminantAnalysis(reg_param=0.1)
with ignore_warnings():
clf.fit(X5, y5)
y_pred5 = clf.predict(X5)
assert_array_equal(y_pred5, y5)
def test_covariance():
x, y = make_blobs(n_samples=100, n_features=5,
centers=1, random_state=42)
# make features correlated
x = np.dot(x, np.arange(x.shape[1] ** 2).reshape(x.shape[1], x.shape[1]))
c_e = _cov(x, 'empirical')
assert_almost_equal(c_e, c_e.T)
c_s = _cov(x, 'auto')
assert_almost_equal(c_s, c_s.T)
@pytest.mark.parametrize("solver", ['svd, lsqr', 'eigen'])
def test_raises_value_error_on_same_number_of_classes_and_samples(solver):
"""
Tests that if the number of samples equals the number
of classes, a ValueError is raised.
"""
X = np.array([[0.5, 0.6], [0.6, 0.5]])
y = np.array(["a", "b"])
clf = LinearDiscriminantAnalysis(solver=solver)
with pytest.raises(ValueError, match="The number of samples must be more"):
clf.fit(X, y)