test_discretization.py 10.3 KB

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

from sklearn.preprocessing import KBinsDiscretizer
from sklearn.preprocessing import OneHotEncoder
from sklearn.utils._testing import (
    assert_array_almost_equal,
    assert_array_equal,
    assert_warns_message
)

X = [[-2, 1.5, -4, -1],
     [-1, 2.5, -3, -0.5],
     [0, 3.5, -2, 0.5],
     [1, 4.5, -1, 2]]


@pytest.mark.parametrize(
    'strategy, expected',
    [('uniform', [[0, 0, 0, 0], [1, 1, 1, 0], [2, 2, 2, 1], [2, 2, 2, 2]]),
     ('kmeans', [[0, 0, 0, 0], [0, 0, 0, 0], [1, 1, 1, 1], [2, 2, 2, 2]]),
     ('quantile', [[0, 0, 0, 0], [1, 1, 1, 1], [2, 2, 2, 2], [2, 2, 2, 2]])])
def test_fit_transform(strategy, expected):
    est = KBinsDiscretizer(n_bins=3, encode='ordinal', strategy=strategy)
    est.fit(X)
    assert_array_equal(expected, est.transform(X))


def test_valid_n_bins():
    KBinsDiscretizer(n_bins=2).fit_transform(X)
    KBinsDiscretizer(n_bins=np.array([2])[0]).fit_transform(X)
    assert KBinsDiscretizer(n_bins=2).fit(X).n_bins_.dtype == np.dtype(np.int)


def test_invalid_n_bins():
    est = KBinsDiscretizer(n_bins=1)
    err_msg = ("KBinsDiscretizer received an invalid "
               "number of bins. Received 1, expected at least 2.")
    with pytest.raises(ValueError, match=err_msg):
        est.fit_transform(X)

    est = KBinsDiscretizer(n_bins=1.1)
    err_msg = ("KBinsDiscretizer received an invalid "
               "n_bins type. Received float, expected int.")
    with pytest.raises(ValueError, match=err_msg):
        est.fit_transform(X)


def test_invalid_n_bins_array():
    # Bad shape
    n_bins = np.full((2, 4), 2.)
    est = KBinsDiscretizer(n_bins=n_bins)
    err_msg = r"n_bins must be a scalar or array of shape \(n_features,\)."
    with pytest.raises(ValueError, match=err_msg):
        est.fit_transform(X)

    # Incorrect number of features
    n_bins = [1, 2, 2]
    est = KBinsDiscretizer(n_bins=n_bins)
    err_msg = r"n_bins must be a scalar or array of shape \(n_features,\)."
    with pytest.raises(ValueError, match=err_msg):
        est.fit_transform(X)

    # Bad bin values
    n_bins = [1, 2, 2, 1]
    est = KBinsDiscretizer(n_bins=n_bins)
    err_msg = ("KBinsDiscretizer received an invalid number of bins "
               "at indices 0, 3. Number of bins must be at least 2, "
               "and must be an int.")
    with pytest.raises(ValueError, match=err_msg):
        est.fit_transform(X)

    # Float bin values
    n_bins = [2.1, 2, 2.1, 2]
    est = KBinsDiscretizer(n_bins=n_bins)
    err_msg = ("KBinsDiscretizer received an invalid number of bins "
               "at indices 0, 2. Number of bins must be at least 2, "
               "and must be an int.")
    with pytest.raises(ValueError, match=err_msg):
        est.fit_transform(X)


@pytest.mark.parametrize(
    'strategy, expected',
    [('uniform', [[0, 0, 0, 0], [0, 1, 1, 0], [1, 2, 2, 1], [1, 2, 2, 2]]),
     ('kmeans', [[0, 0, 0, 0], [0, 0, 0, 0], [1, 1, 1, 1], [1, 2, 2, 2]]),
     ('quantile', [[0, 0, 0, 0], [0, 1, 1, 1], [1, 2, 2, 2], [1, 2, 2, 2]])])
def test_fit_transform_n_bins_array(strategy, expected):
    est = KBinsDiscretizer(n_bins=[2, 3, 3, 3], encode='ordinal',
                           strategy=strategy).fit(X)
    assert_array_equal(expected, est.transform(X))

    # test the shape of bin_edges_
    n_features = np.array(X).shape[1]
    assert est.bin_edges_.shape == (n_features, )
    for bin_edges, n_bins in zip(est.bin_edges_, est.n_bins_):
        assert bin_edges.shape == (n_bins + 1, )


def test_invalid_n_features():
    est = KBinsDiscretizer(n_bins=3).fit(X)
    bad_X = np.arange(25).reshape(5, -1)
    err_msg = "Incorrect number of features. Expecting 4, received 5"
    with pytest.raises(ValueError, match=err_msg):
        est.transform(bad_X)


@pytest.mark.parametrize('strategy', ['uniform', 'kmeans', 'quantile'])
def test_same_min_max(strategy):
    warnings.simplefilter("always")
    X = np.array([[1, -2],
                  [1, -1],
                  [1, 0],
                  [1, 1]])
    est = KBinsDiscretizer(strategy=strategy, n_bins=3, encode='ordinal')
    assert_warns_message(UserWarning,
                         "Feature 0 is constant and will be replaced "
                         "with 0.", est.fit, X)
    assert est.n_bins_[0] == 1
    # replace the feature with zeros
    Xt = est.transform(X)
    assert_array_equal(Xt[:, 0], np.zeros(X.shape[0]))


def test_transform_1d_behavior():
    X = np.arange(4)
    est = KBinsDiscretizer(n_bins=2)
    with pytest.raises(ValueError):
        est.fit(X)

    est = KBinsDiscretizer(n_bins=2)
    est.fit(X.reshape(-1, 1))
    with pytest.raises(ValueError):
        est.transform(X)


@pytest.mark.parametrize('i', range(1, 9))
def test_numeric_stability(i):
    X_init = np.array([2., 4., 6., 8., 10.]).reshape(-1, 1)
    Xt_expected = np.array([0, 0, 1, 1, 1]).reshape(-1, 1)

    # Test up to discretizing nano units
    X = X_init / 10**i
    Xt = KBinsDiscretizer(n_bins=2, encode='ordinal').fit_transform(X)
    assert_array_equal(Xt_expected, Xt)


def test_invalid_encode_option():
    est = KBinsDiscretizer(n_bins=[2, 3, 3, 3], encode='invalid-encode')
    err_msg = (r"Valid options for 'encode' are "
               r"\('onehot', 'onehot-dense', 'ordinal'\). "
               r"Got encode='invalid-encode' instead.")
    with pytest.raises(ValueError, match=err_msg):
        est.fit(X)


def test_encode_options():
    est = KBinsDiscretizer(n_bins=[2, 3, 3, 3],
                           encode='ordinal').fit(X)
    Xt_1 = est.transform(X)
    est = KBinsDiscretizer(n_bins=[2, 3, 3, 3],
                           encode='onehot-dense').fit(X)
    Xt_2 = est.transform(X)
    assert not sp.issparse(Xt_2)
    assert_array_equal(OneHotEncoder(
                           categories=[np.arange(i) for i in [2, 3, 3, 3]],
                           sparse=False)
                       .fit_transform(Xt_1), Xt_2)
    est = KBinsDiscretizer(n_bins=[2, 3, 3, 3],
                           encode='onehot').fit(X)
    Xt_3 = est.transform(X)
    assert sp.issparse(Xt_3)
    assert_array_equal(OneHotEncoder(
                           categories=[np.arange(i) for i in [2, 3, 3, 3]],
                           sparse=True)
                       .fit_transform(Xt_1).toarray(),
                       Xt_3.toarray())


def test_invalid_strategy_option():
    est = KBinsDiscretizer(n_bins=[2, 3, 3, 3], strategy='invalid-strategy')
    err_msg = (r"Valid options for 'strategy' are "
               r"\('uniform', 'quantile', 'kmeans'\). "
               r"Got strategy='invalid-strategy' instead.")
    with pytest.raises(ValueError, match=err_msg):
        est.fit(X)


@pytest.mark.parametrize(
    'strategy, expected_2bins, expected_3bins, expected_5bins',
    [('uniform', [0, 0, 0, 0, 1, 1], [0, 0, 0, 0, 2, 2], [0, 0, 1, 1, 4, 4]),
     ('kmeans', [0, 0, 0, 0, 1, 1], [0, 0, 1, 1, 2, 2], [0, 0, 1, 2, 3, 4]),
     ('quantile', [0, 0, 0, 1, 1, 1], [0, 0, 1, 1, 2, 2], [0, 1, 2, 3, 4, 4])])
def test_nonuniform_strategies(
        strategy, expected_2bins, expected_3bins, expected_5bins):
    X = np.array([0, 0.5, 2, 3, 9, 10]).reshape(-1, 1)

    # with 2 bins
    est = KBinsDiscretizer(n_bins=2, strategy=strategy, encode='ordinal')
    Xt = est.fit_transform(X)
    assert_array_equal(expected_2bins, Xt.ravel())

    # with 3 bins
    est = KBinsDiscretizer(n_bins=3, strategy=strategy, encode='ordinal')
    Xt = est.fit_transform(X)
    assert_array_equal(expected_3bins, Xt.ravel())

    # with 5 bins
    est = KBinsDiscretizer(n_bins=5, strategy=strategy, encode='ordinal')
    Xt = est.fit_transform(X)
    assert_array_equal(expected_5bins, Xt.ravel())


@pytest.mark.parametrize(
    'strategy, expected_inv',
    [('uniform', [[-1.5, 2., -3.5, -0.5], [-0.5, 3., -2.5, -0.5],
                  [0.5, 4., -1.5, 0.5], [0.5, 4., -1.5, 1.5]]),
     ('kmeans', [[-1.375, 2.125, -3.375, -0.5625],
                 [-1.375, 2.125, -3.375, -0.5625],
                 [-0.125, 3.375, -2.125, 0.5625],
                 [0.75, 4.25, -1.25, 1.625]]),
     ('quantile', [[-1.5, 2., -3.5, -0.75], [-0.5, 3., -2.5, 0.],
                   [0.5, 4., -1.5, 1.25], [0.5, 4., -1.5, 1.25]])])
@pytest.mark.parametrize('encode', ['ordinal', 'onehot', 'onehot-dense'])
def test_inverse_transform(strategy, encode, expected_inv):
    kbd = KBinsDiscretizer(n_bins=3, strategy=strategy, encode=encode)
    Xt = kbd.fit_transform(X)
    Xinv = kbd.inverse_transform(Xt)
    assert_array_almost_equal(expected_inv, Xinv)


@pytest.mark.parametrize('strategy', ['uniform', 'kmeans', 'quantile'])
def test_transform_outside_fit_range(strategy):
    X = np.array([0, 1, 2, 3])[:, None]
    kbd = KBinsDiscretizer(n_bins=4, strategy=strategy, encode='ordinal')
    kbd.fit(X)

    X2 = np.array([-2, 5])[:, None]
    X2t = kbd.transform(X2)
    assert_array_equal(X2t.max(axis=0) + 1, kbd.n_bins_)
    assert_array_equal(X2t.min(axis=0), [0])


def test_overwrite():
    X = np.array([0, 1, 2, 3])[:, None]
    X_before = X.copy()

    est = KBinsDiscretizer(n_bins=3, encode="ordinal")
    Xt = est.fit_transform(X)
    assert_array_equal(X, X_before)

    Xt_before = Xt.copy()
    Xinv = est.inverse_transform(Xt)
    assert_array_equal(Xt, Xt_before)
    assert_array_equal(Xinv, np.array([[0.5], [1.5], [2.5], [2.5]]))


@pytest.mark.parametrize(
    'strategy, expected_bin_edges',
    [('quantile', [0, 1, 3]), ('kmeans', [0, 1.5, 3])])
def test_redundant_bins(strategy, expected_bin_edges):
    X = [[0], [0], [0], [0], [3], [3]]
    kbd = KBinsDiscretizer(n_bins=3, strategy=strategy)
    msg = ("Bins whose width are too small (i.e., <= 1e-8) in feature 0 "
           "are removed. Consider decreasing the number of bins.")
    assert_warns_message(UserWarning, msg, kbd.fit, X)
    assert_array_almost_equal(kbd.bin_edges_[0], expected_bin_edges)


def test_percentile_numeric_stability():
    X = np.array([0.05, 0.05, 0.95]).reshape(-1, 1)
    bin_edges = np.array([0.05, 0.23, 0.41, 0.59, 0.77, 0.95])
    Xt = np.array([0, 0, 4]).reshape(-1, 1)
    kbd = KBinsDiscretizer(n_bins=10, encode='ordinal',
                           strategy='quantile')
    msg = ("Bins whose width are too small (i.e., <= 1e-8) in feature 0 "
           "are removed. Consider decreasing the number of bins.")
    assert_warns_message(UserWarning, msg, kbd.fit, X)
    assert_array_almost_equal(kbd.bin_edges_[0], bin_edges)
    assert_array_almost_equal(kbd.transform(X), Xt)