Videre
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"""Feature selection algorithms.
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These include univariate filter selection methods and the recursive feature elimination
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algorithm.
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"""
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# Authors: The scikit-learn developers
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# SPDX-License-Identifier: BSD-3-Clause
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from sklearn.feature_selection._base import SelectorMixin
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from sklearn.feature_selection._from_model import SelectFromModel
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from sklearn.feature_selection._mutual_info import (
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mutual_info_classif,
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mutual_info_regression,
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)
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from sklearn.feature_selection._rfe import RFE, RFECV
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from sklearn.feature_selection._sequential import SequentialFeatureSelector
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from sklearn.feature_selection._univariate_selection import (
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GenericUnivariateSelect,
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SelectFdr,
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SelectFpr,
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SelectFwe,
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SelectKBest,
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SelectPercentile,
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chi2,
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f_classif,
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f_oneway,
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f_regression,
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r_regression,
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)
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from sklearn.feature_selection._variance_threshold import VarianceThreshold
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__all__ = [
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"RFE",
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"RFECV",
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"GenericUnivariateSelect",
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"SelectFdr",
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"SelectFpr",
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"SelectFromModel",
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"SelectFwe",
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"SelectKBest",
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"SelectPercentile",
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"SelectorMixin",
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"SequentialFeatureSelector",
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"VarianceThreshold",
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"chi2",
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"f_classif",
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"f_oneway",
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"f_regression",
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"mutual_info_classif",
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"mutual_info_regression",
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"r_regression",
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]
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"""Generic feature selection mixin"""
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# Authors: The scikit-learn developers
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# SPDX-License-Identifier: BSD-3-Clause
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import warnings
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from abc import ABCMeta, abstractmethod
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from operator import attrgetter
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import numpy as np
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from scipy.sparse import csc_matrix, issparse
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from sklearn.base import TransformerMixin
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from sklearn.utils import _safe_indexing, check_array, safe_sqr
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from sklearn.utils._dataframe import is_pandas_df
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from sklearn.utils._set_output import _get_output_config
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from sklearn.utils._tags import get_tags
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from sklearn.utils.validation import (
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_check_feature_names_in,
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check_is_fitted,
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validate_data,
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)
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class SelectorMixin(TransformerMixin, metaclass=ABCMeta):
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"""
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Transformer mixin that performs feature selection given a support mask
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This mixin provides a feature selector implementation with `transform` and
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`inverse_transform` functionality given an implementation of
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`_get_support_mask`.
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Examples
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--------
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>>> import numpy as np
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>>> from sklearn.datasets import load_iris
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>>> from sklearn.base import BaseEstimator
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>>> from sklearn.feature_selection import SelectorMixin
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>>> class FeatureSelector(SelectorMixin, BaseEstimator):
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... def fit(self, X, y=None):
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... self.n_features_in_ = X.shape[1]
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... return self
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... def _get_support_mask(self):
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... mask = np.zeros(self.n_features_in_, dtype=bool)
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... mask[:2] = True # select the first two features
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... return mask
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>>> X, y = load_iris(return_X_y=True)
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>>> FeatureSelector().fit_transform(X, y).shape
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(150, 2)
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"""
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def get_support(self, indices=False):
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"""
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Get a mask, or integer index, of the features selected.
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Parameters
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----------
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indices : bool, default=False
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If True, the return value will be an array of integers, rather
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than a boolean mask.
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Returns
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-------
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support : array
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An index that selects the retained features from a feature vector.
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If `indices` is False, this is a boolean array of shape
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[# input features], in which an element is True iff its
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corresponding feature is selected for retention. If `indices` is
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True, this is an integer array of shape [# output features] whose
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values are indices into the input feature vector.
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"""
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mask = self._get_support_mask()
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return mask if not indices else np.nonzero(mask)[0]
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@abstractmethod
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def _get_support_mask(self):
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"""
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Get the boolean mask indicating which features are selected
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Returns
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-------
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support : boolean array of shape [# input features]
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An element is True iff its corresponding feature is selected for
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retention.
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"""
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def transform(self, X):
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"""Reduce X to the selected features.
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Parameters
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----------
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X : array of shape [n_samples, n_features]
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The input samples.
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Returns
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-------
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X_r : array of shape [n_samples, n_selected_features]
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The input samples with only the selected features.
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"""
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# Preserve X when X is a dataframe and the output is configured to
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# be pandas.
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output_config_dense = _get_output_config("transform", estimator=self)["dense"]
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preserve_X = output_config_dense != "default" and is_pandas_df(X)
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# note: we use get_tags instead of __sklearn_tags__ because this is a
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# public Mixin.
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X = validate_data(
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self,
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X,
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dtype=None,
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accept_sparse="csr",
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ensure_all_finite=not get_tags(self).input_tags.allow_nan,
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skip_check_array=preserve_X,
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reset=False,
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)
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return self._transform(X)
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def _transform(self, X):
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"""Reduce X to the selected features."""
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mask = self.get_support()
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if not mask.any():
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warnings.warn(
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(
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"No features were selected: either the data is"
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" too noisy or the selection test too strict."
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),
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UserWarning,
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)
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if hasattr(X, "iloc"):
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return X.iloc[:, :0]
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return np.empty(0, dtype=X.dtype).reshape((X.shape[0], 0))
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return _safe_indexing(X, mask, axis=1)
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def inverse_transform(self, X):
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"""Reverse the transformation operation.
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Parameters
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----------
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X : array of shape [n_samples, n_selected_features]
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The input samples.
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Returns
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-------
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X_original : array of shape [n_samples, n_original_features]
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`X` with columns of zeros inserted where features would have
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been removed by :meth:`transform`.
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"""
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if issparse(X):
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X = X.tocsc()
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# insert additional entries in indptr:
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# e.g. if transform changed indptr from [0 2 6 7] to [0 2 3]
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# col_nonzeros here will be [2 0 1] so indptr becomes [0 2 2 3]
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it = self.inverse_transform(np.diff(X.indptr).reshape(1, -1))
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col_nonzeros = it.ravel()
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indptr = np.concatenate([[0], np.cumsum(col_nonzeros)])
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Xt = csc_matrix(
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(X.data, X.indices, indptr),
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shape=(X.shape[0], len(indptr) - 1),
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dtype=X.dtype,
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)
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return Xt
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support = self.get_support()
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X = check_array(X, dtype=None)
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if support.sum() != X.shape[1]:
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raise ValueError("X has a different shape than during fitting.")
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if X.ndim == 1:
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X = X[None, :]
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Xt = np.zeros((X.shape[0], support.size), dtype=X.dtype)
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Xt[:, support] = X
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return Xt
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def get_feature_names_out(self, input_features=None):
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"""Mask feature names according to selected features.
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Parameters
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----------
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input_features : array-like of str or None, default=None
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Input features.
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- If `input_features` is `None`, then `feature_names_in_` is
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used as feature names in. If `feature_names_in_` is not defined,
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then the following input feature names are generated:
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`["x0", "x1", ..., "x(n_features_in_ - 1)"]`.
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- If `input_features` is an array-like, then `input_features` must
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match `feature_names_in_` if `feature_names_in_` is defined.
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Returns
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-------
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feature_names_out : ndarray of str objects
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Transformed feature names.
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"""
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check_is_fitted(self)
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input_features = _check_feature_names_in(self, input_features)
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return input_features[self.get_support()]
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def _get_feature_importances(estimator, getter, transform_func=None, norm_order=1):
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"""
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Retrieve and aggregate (ndim > 1) the feature importances
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from an estimator. Also optionally applies transformation.
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Parameters
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----------
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estimator : estimator
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A scikit-learn estimator from which we want to get the feature
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importances.
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getter : "auto", str or callable
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An attribute or a callable to get the feature importance. If `"auto"`,
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`estimator` is expected to expose `coef_` or `feature_importances`.
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transform_func : {"norm", "square"}, default=None
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The transform to apply to the feature importances. By default (`None`)
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no transformation is applied.
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norm_order : int, default=1
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The norm order to apply when `transform_func="norm"`. Only applied
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when `importances.ndim > 1`.
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Returns
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-------
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importances : ndarray of shape (n_features,)
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The features importances, optionally transformed.
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"""
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if isinstance(getter, str):
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if getter == "auto":
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if hasattr(estimator, "coef_"):
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getter = attrgetter("coef_")
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elif hasattr(estimator, "feature_importances_"):
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getter = attrgetter("feature_importances_")
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else:
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raise ValueError(
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"when `importance_getter=='auto'`, the underlying "
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f"estimator {estimator.__class__.__name__} should have "
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"`coef_` or `feature_importances_` attribute. Either "
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"pass a fitted estimator to feature selector or call fit "
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"before calling transform."
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)
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else:
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getter = attrgetter(getter)
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elif not callable(getter):
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raise ValueError("`importance_getter` has to be a string or `callable`")
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importances = getter(estimator)
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if transform_func is None:
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return importances
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elif transform_func == "norm":
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if importances.ndim == 1:
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importances = np.abs(importances)
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else:
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importances = np.linalg.norm(importances, axis=0, ord=norm_order)
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elif transform_func == "square":
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if importances.ndim == 1:
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importances = safe_sqr(importances)
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else:
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importances = safe_sqr(importances).sum(axis=0)
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else:
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raise ValueError(
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"Valid values for `transform_func` are "
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"None, 'norm' and 'square'. Those two "
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"transformation are only supported now"
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)
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return importances
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@@ -0,0 +1,519 @@
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# Authors: The scikit-learn developers
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# SPDX-License-Identifier: BSD-3-Clause
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from copy import deepcopy
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from numbers import Integral, Real
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import numpy as np
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from sklearn.base import BaseEstimator, MetaEstimatorMixin, _fit_context, clone
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from sklearn.exceptions import NotFittedError
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from sklearn.feature_selection._base import SelectorMixin, _get_feature_importances
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from sklearn.utils._param_validation import HasMethods, Interval, Options
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from sklearn.utils._tags import get_tags
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from sklearn.utils.metadata_routing import (
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MetadataRouter,
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MethodMapping,
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_routing_enabled,
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process_routing,
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)
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from sklearn.utils.metaestimators import available_if
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from sklearn.utils.validation import (
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_check_feature_names,
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_estimator_has,
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check_is_fitted,
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check_scalar,
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)
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def _calculate_threshold(estimator, importances, threshold):
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"""Interpret the threshold value"""
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if threshold is None:
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# determine default from estimator
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est_name = estimator.__class__.__name__
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is_l1_penalized = hasattr(estimator, "penalty") and estimator.penalty == "l1"
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is_lasso = "Lasso" in est_name
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is_elasticnet_l1_penalized = est_name == "ElasticNet" and (
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hasattr(estimator, "l1_ratio") and np.isclose(estimator.l1_ratio, 1.0)
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)
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is_elasticnetcv_l1_penalized = est_name == "ElasticNetCV" and (
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hasattr(estimator, "l1_ratio_") and np.isclose(estimator.l1_ratio_, 1.0)
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)
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is_logreg_l1_penalized = est_name == "LogisticRegression" and (
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hasattr(estimator, "l1_ratio") and np.isclose(estimator.l1_ratio, 1.0)
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)
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is_logregcv_l1_penalized = est_name == "LogisticRegressionCV" and (
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hasattr(estimator, "l1_ratio_")
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and np.all(np.isclose(estimator.l1_ratio_, 1.0))
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)
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if (
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is_l1_penalized
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or is_lasso
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or is_elasticnet_l1_penalized
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or is_elasticnetcv_l1_penalized
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or is_logreg_l1_penalized
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or is_logregcv_l1_penalized
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):
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# the natural default threshold is 0 when l1 penalty was used
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threshold = 1e-5
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else:
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threshold = "mean"
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if isinstance(threshold, str):
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if "*" in threshold:
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scale, reference = threshold.split("*")
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scale = float(scale.strip())
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reference = reference.strip()
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if reference == "median":
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reference = np.median(importances)
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elif reference == "mean":
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reference = np.mean(importances)
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else:
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raise ValueError("Unknown reference: " + reference)
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threshold = scale * reference
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elif threshold == "median":
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threshold = np.median(importances)
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elif threshold == "mean":
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threshold = np.mean(importances)
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else:
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raise ValueError(
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"Expected threshold='mean' or threshold='median' got %s" % threshold
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)
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else:
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threshold = float(threshold)
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return threshold
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class SelectFromModel(MetaEstimatorMixin, SelectorMixin, BaseEstimator):
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"""Meta-transformer for selecting features based on importance weights.
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.. versionadded:: 0.17
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Read more in the :ref:`User Guide <select_from_model>`.
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Parameters
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||||
----------
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||||
estimator : object
|
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The base estimator from which the transformer is built.
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This can be both a fitted (if ``prefit`` is set to True)
|
||||
or a non-fitted estimator. The estimator should have a
|
||||
``feature_importances_`` or ``coef_`` attribute after fitting.
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||||
Otherwise, the ``importance_getter`` parameter should be used.
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||||
|
||||
threshold : str or float, default=None
|
||||
The threshold value to use for feature selection. Features whose
|
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absolute importance value is greater or equal are kept while the others
|
||||
are discarded. If "median" (resp. "mean"), then the ``threshold`` value
|
||||
is the median (resp. the mean) of the feature importances. A scaling
|
||||
factor (e.g., "1.25*mean") may also be used. If None and if the
|
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estimator has a parameter penalty set to l1, either explicitly
|
||||
or implicitly (e.g, Lasso), the threshold used is 1e-5.
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Otherwise, "mean" is used by default.
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prefit : bool, default=False
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Whether a prefit model is expected to be passed into the constructor
|
||||
directly or not.
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||||
If `True`, `estimator` must be a fitted estimator.
|
||||
If `False`, `estimator` is fitted and updated by calling
|
||||
`fit` and `partial_fit`, respectively.
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||||
|
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norm_order : non-zero int, inf, -inf, default=1
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||||
Order of the norm used to filter the vectors of coefficients below
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||||
``threshold`` in the case where the ``coef_`` attribute of the
|
||||
estimator is of dimension 2.
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||||
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||||
max_features : int, callable, default=None
|
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The maximum number of features to select.
|
||||
|
||||
- If an integer, then it specifies the maximum number of features to
|
||||
allow.
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||||
- If a callable, then it specifies how to calculate the maximum number of
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||||
features allowed. The callable will receive `X` as input: `max_features(X)`.
|
||||
- If `None`, then all features are kept.
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||||
|
||||
To only select based on ``max_features``, set ``threshold=-np.inf``.
|
||||
|
||||
.. versionadded:: 0.20
|
||||
.. versionchanged:: 1.1
|
||||
`max_features` accepts a callable.
|
||||
|
||||
importance_getter : str or callable, default='auto'
|
||||
If 'auto', uses the feature importance either through a ``coef_``
|
||||
attribute or ``feature_importances_`` attribute of estimator.
|
||||
|
||||
Also accepts a string that specifies an attribute name/path
|
||||
for extracting feature importance (implemented with `attrgetter`).
|
||||
For example, give `regressor_.coef_` in case of
|
||||
:class:`~sklearn.compose.TransformedTargetRegressor` or
|
||||
`named_steps.clf.feature_importances_` in case of
|
||||
:class:`~sklearn.pipeline.Pipeline` with its last step named `clf`.
|
||||
|
||||
If `callable`, overrides the default feature importance getter.
|
||||
The callable is passed with the fitted estimator and it should
|
||||
return importance for each feature.
|
||||
|
||||
.. versionadded:: 0.24
|
||||
|
||||
Attributes
|
||||
----------
|
||||
estimator_ : estimator
|
||||
The base estimator from which the transformer is built. This attribute
|
||||
exist only when `fit` has been called.
|
||||
|
||||
- If `prefit=True`, it is a deep copy of `estimator`.
|
||||
- If `prefit=False`, it is a clone of `estimator` and fit on the data
|
||||
passed to `fit` or `partial_fit`.
|
||||
|
||||
n_features_in_ : int
|
||||
Number of features seen during :term:`fit`. Only defined if the
|
||||
underlying estimator exposes such an attribute when fit.
|
||||
|
||||
.. versionadded:: 0.24
|
||||
|
||||
max_features_ : int
|
||||
Maximum number of features calculated during :term:`fit`. Only defined
|
||||
if the ``max_features`` is not `None`.
|
||||
|
||||
- If `max_features` is an `int`, then `max_features_ = max_features`.
|
||||
- If `max_features` is a callable, then `max_features_ = max_features(X)`.
|
||||
|
||||
.. versionadded:: 1.1
|
||||
|
||||
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||||
Names of features seen during :term:`fit`. Defined only when `X`
|
||||
has feature names that are all strings.
|
||||
|
||||
.. versionadded:: 1.0
|
||||
|
||||
threshold_ : float
|
||||
The threshold value used for feature selection.
|
||||
|
||||
See Also
|
||||
--------
|
||||
RFE : Recursive feature elimination based on importance weights.
|
||||
RFECV : Recursive feature elimination with built-in cross-validated
|
||||
selection of the best number of features.
|
||||
SequentialFeatureSelector : Sequential cross-validation based feature
|
||||
selection. Does not rely on importance weights.
|
||||
|
||||
Notes
|
||||
-----
|
||||
Allows NaN/Inf in the input if the underlying estimator does as well.
|
||||
|
||||
Examples
|
||||
--------
|
||||
>>> from sklearn.feature_selection import SelectFromModel
|
||||
>>> from sklearn.linear_model import LogisticRegression
|
||||
>>> X = [[ 0.87, -1.34, 0.31 ],
|
||||
... [-2.79, -0.02, -0.85 ],
|
||||
... [-1.34, -0.48, -2.55 ],
|
||||
... [ 1.92, 1.48, 0.65 ]]
|
||||
>>> y = [0, 1, 0, 1]
|
||||
>>> selector = SelectFromModel(estimator=LogisticRegression()).fit(X, y)
|
||||
>>> selector.estimator_.coef_
|
||||
array([[-0.3252, 0.8345, 0.4976]])
|
||||
>>> selector.threshold_
|
||||
np.float64(0.55249)
|
||||
>>> selector.get_support()
|
||||
array([False, True, False])
|
||||
>>> selector.transform(X)
|
||||
array([[-1.34],
|
||||
[-0.02],
|
||||
[-0.48],
|
||||
[ 1.48]])
|
||||
|
||||
Using a callable to create a selector that can use no more than half
|
||||
of the input features.
|
||||
|
||||
>>> def half_callable(X):
|
||||
... return round(len(X[0]) / 2)
|
||||
>>> half_selector = SelectFromModel(estimator=LogisticRegression(),
|
||||
... max_features=half_callable)
|
||||
>>> _ = half_selector.fit(X, y)
|
||||
>>> half_selector.max_features_
|
||||
2
|
||||
"""
|
||||
|
||||
_parameter_constraints: dict = {
|
||||
"estimator": [HasMethods("fit")],
|
||||
"threshold": [Interval(Real, None, None, closed="both"), str, None],
|
||||
"prefit": ["boolean"],
|
||||
"norm_order": [
|
||||
Interval(Integral, None, -1, closed="right"),
|
||||
Interval(Integral, 1, None, closed="left"),
|
||||
Options(Real, {np.inf, -np.inf}),
|
||||
],
|
||||
"max_features": [Interval(Integral, 0, None, closed="left"), callable, None],
|
||||
"importance_getter": [str, callable],
|
||||
}
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
estimator,
|
||||
*,
|
||||
threshold=None,
|
||||
prefit=False,
|
||||
norm_order=1,
|
||||
max_features=None,
|
||||
importance_getter="auto",
|
||||
):
|
||||
self.estimator = estimator
|
||||
self.threshold = threshold
|
||||
self.prefit = prefit
|
||||
self.importance_getter = importance_getter
|
||||
self.norm_order = norm_order
|
||||
self.max_features = max_features
|
||||
|
||||
def _get_support_mask(self):
|
||||
estimator = getattr(self, "estimator_", self.estimator)
|
||||
max_features = getattr(self, "max_features_", self.max_features)
|
||||
|
||||
if self.prefit:
|
||||
try:
|
||||
check_is_fitted(self.estimator)
|
||||
except NotFittedError as exc:
|
||||
raise NotFittedError(
|
||||
"When `prefit=True`, `estimator` is expected to be a fitted "
|
||||
"estimator."
|
||||
) from exc
|
||||
if callable(max_features):
|
||||
# This branch is executed when `transform` is called directly and thus
|
||||
# `max_features_` is not set and we fallback using `self.max_features`
|
||||
# that is not validated
|
||||
raise NotFittedError(
|
||||
"When `prefit=True` and `max_features` is a callable, call `fit` "
|
||||
"before calling `transform`."
|
||||
)
|
||||
elif max_features is not None and not isinstance(max_features, Integral):
|
||||
raise ValueError(
|
||||
f"`max_features` must be an integer. Got `max_features={max_features}` "
|
||||
"instead."
|
||||
)
|
||||
|
||||
scores = _get_feature_importances(
|
||||
estimator=estimator,
|
||||
getter=self.importance_getter,
|
||||
transform_func="norm",
|
||||
norm_order=self.norm_order,
|
||||
)
|
||||
threshold = _calculate_threshold(estimator, scores, self.threshold)
|
||||
if self.max_features is not None:
|
||||
mask = np.zeros_like(scores, dtype=bool)
|
||||
candidate_indices = np.argsort(-scores, kind="mergesort")[:max_features]
|
||||
mask[candidate_indices] = True
|
||||
else:
|
||||
mask = np.ones_like(scores, dtype=bool)
|
||||
mask[scores < threshold] = False
|
||||
return mask
|
||||
|
||||
def _check_max_features(self, X):
|
||||
if self.max_features is not None:
|
||||
if callable(self.max_features):
|
||||
max_features = self.max_features(X)
|
||||
else: # int
|
||||
max_features = self.max_features
|
||||
|
||||
check_scalar(
|
||||
max_features,
|
||||
"max_features",
|
||||
Integral,
|
||||
min_val=0,
|
||||
max_val=None,
|
||||
)
|
||||
self.max_features_ = max_features
|
||||
|
||||
@_fit_context(
|
||||
# SelectFromModel.estimator is not validated yet
|
||||
prefer_skip_nested_validation=False
|
||||
)
|
||||
def fit(self, X, y=None, **fit_params):
|
||||
"""Fit the SelectFromModel meta-transformer.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : array-like of shape (n_samples, n_features)
|
||||
The training input samples.
|
||||
|
||||
y : array-like of shape (n_samples,), default=None
|
||||
The target values (integers that correspond to classes in
|
||||
classification, real numbers in regression).
|
||||
|
||||
**fit_params : dict
|
||||
- If `enable_metadata_routing=False` (default): Parameters directly passed
|
||||
to the `fit` method of the sub-estimator. They are ignored if
|
||||
`prefit=True`.
|
||||
|
||||
- If `enable_metadata_routing=True`: Parameters safely routed to the `fit`
|
||||
method of the sub-estimator. They are ignored if `prefit=True`.
|
||||
|
||||
.. versionchanged:: 1.4
|
||||
See :ref:`Metadata Routing User Guide <metadata_routing>` for
|
||||
more details.
|
||||
|
||||
Returns
|
||||
-------
|
||||
self : object
|
||||
Fitted estimator.
|
||||
"""
|
||||
self._check_max_features(X)
|
||||
|
||||
if self.prefit:
|
||||
try:
|
||||
check_is_fitted(self.estimator)
|
||||
except NotFittedError as exc:
|
||||
raise NotFittedError(
|
||||
"When `prefit=True`, `estimator` is expected to be a fitted "
|
||||
"estimator."
|
||||
) from exc
|
||||
self.estimator_ = deepcopy(self.estimator)
|
||||
else:
|
||||
if _routing_enabled():
|
||||
routed_params = process_routing(self, "fit", **fit_params)
|
||||
self.estimator_ = clone(self.estimator)
|
||||
self.estimator_.fit(X, y, **routed_params.estimator.fit)
|
||||
else:
|
||||
# TODO(SLEP6): remove when metadata routing cannot be disabled.
|
||||
self.estimator_ = clone(self.estimator)
|
||||
self.estimator_.fit(X, y, **fit_params)
|
||||
|
||||
if hasattr(self.estimator_, "feature_names_in_"):
|
||||
self.feature_names_in_ = self.estimator_.feature_names_in_
|
||||
else:
|
||||
_check_feature_names(self, X, reset=True)
|
||||
|
||||
return self
|
||||
|
||||
@property
|
||||
def threshold_(self):
|
||||
"""Threshold value used for feature selection."""
|
||||
scores = _get_feature_importances(
|
||||
estimator=self.estimator_,
|
||||
getter=self.importance_getter,
|
||||
transform_func="norm",
|
||||
norm_order=self.norm_order,
|
||||
)
|
||||
return _calculate_threshold(self.estimator, scores, self.threshold)
|
||||
|
||||
@available_if(_estimator_has("partial_fit"))
|
||||
@_fit_context(
|
||||
# SelectFromModel.estimator is not validated yet
|
||||
prefer_skip_nested_validation=False
|
||||
)
|
||||
def partial_fit(self, X, y=None, **partial_fit_params):
|
||||
"""Fit the SelectFromModel meta-transformer only once.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : array-like of shape (n_samples, n_features)
|
||||
The training input samples.
|
||||
|
||||
y : array-like of shape (n_samples,), default=None
|
||||
The target values (integers that correspond to classes in
|
||||
classification, real numbers in regression).
|
||||
|
||||
**partial_fit_params : dict
|
||||
- If `enable_metadata_routing=False` (default): Parameters directly passed
|
||||
to the `partial_fit` method of the sub-estimator.
|
||||
|
||||
- If `enable_metadata_routing=True`: Parameters passed to the `partial_fit`
|
||||
method of the sub-estimator. They are ignored if `prefit=True`.
|
||||
|
||||
.. versionchanged:: 1.4
|
||||
|
||||
`**partial_fit_params` are routed to the sub-estimator, if
|
||||
`enable_metadata_routing=True` is set via
|
||||
:func:`~sklearn.set_config`, which allows for aliasing.
|
||||
|
||||
See :ref:`Metadata Routing User Guide <metadata_routing>` for
|
||||
more details.
|
||||
|
||||
Returns
|
||||
-------
|
||||
self : object
|
||||
Fitted estimator.
|
||||
"""
|
||||
first_call = not hasattr(self, "estimator_")
|
||||
|
||||
if first_call:
|
||||
self._check_max_features(X)
|
||||
|
||||
if self.prefit:
|
||||
if first_call:
|
||||
try:
|
||||
check_is_fitted(self.estimator)
|
||||
except NotFittedError as exc:
|
||||
raise NotFittedError(
|
||||
"When `prefit=True`, `estimator` is expected to be a fitted "
|
||||
"estimator."
|
||||
) from exc
|
||||
self.estimator_ = deepcopy(self.estimator)
|
||||
return self
|
||||
|
||||
if first_call:
|
||||
self.estimator_ = clone(self.estimator)
|
||||
if _routing_enabled():
|
||||
routed_params = process_routing(self, "partial_fit", **partial_fit_params)
|
||||
self.estimator_ = clone(self.estimator)
|
||||
self.estimator_.partial_fit(X, y, **routed_params.estimator.partial_fit)
|
||||
else:
|
||||
# TODO(SLEP6): remove when metadata routing cannot be disabled.
|
||||
self.estimator_.partial_fit(X, y, **partial_fit_params)
|
||||
|
||||
if hasattr(self.estimator_, "feature_names_in_"):
|
||||
self.feature_names_in_ = self.estimator_.feature_names_in_
|
||||
else:
|
||||
_check_feature_names(self, X, reset=first_call)
|
||||
|
||||
return self
|
||||
|
||||
@property
|
||||
def n_features_in_(self):
|
||||
"""Number of features seen during `fit`."""
|
||||
# For consistency with other estimators we raise an AttributeError so
|
||||
# that hasattr() fails if the estimator isn't fitted.
|
||||
try:
|
||||
check_is_fitted(self)
|
||||
except NotFittedError as nfe:
|
||||
raise AttributeError(
|
||||
"{} object has no n_features_in_ attribute.".format(
|
||||
self.__class__.__name__
|
||||
)
|
||||
) from nfe
|
||||
|
||||
return self.estimator_.n_features_in_
|
||||
|
||||
def get_metadata_routing(self):
|
||||
"""Get metadata routing of this object.
|
||||
|
||||
Please check :ref:`User Guide <metadata_routing>` on how the routing
|
||||
mechanism works.
|
||||
|
||||
.. versionadded:: 1.4
|
||||
|
||||
Returns
|
||||
-------
|
||||
routing : MetadataRouter
|
||||
A :class:`~sklearn.utils.metadata_routing.MetadataRouter` encapsulating
|
||||
routing information.
|
||||
"""
|
||||
router = MetadataRouter(owner=self).add(
|
||||
estimator=self.estimator,
|
||||
method_mapping=MethodMapping()
|
||||
.add(caller="partial_fit", callee="partial_fit")
|
||||
.add(caller="fit", callee="fit"),
|
||||
)
|
||||
return router
|
||||
|
||||
def __sklearn_tags__(self):
|
||||
tags = super().__sklearn_tags__()
|
||||
tags.input_tags.sparse = get_tags(self.estimator).input_tags.sparse
|
||||
tags.input_tags.allow_nan = get_tags(self.estimator).input_tags.allow_nan
|
||||
return tags
|
||||
@@ -0,0 +1,580 @@
|
||||
# Authors: The scikit-learn developers
|
||||
# SPDX-License-Identifier: BSD-3-Clause
|
||||
|
||||
from numbers import Integral
|
||||
|
||||
import numpy as np
|
||||
from scipy.sparse import issparse
|
||||
from scipy.special import digamma
|
||||
|
||||
from sklearn.metrics.cluster import mutual_info_score
|
||||
from sklearn.neighbors import KDTree, NearestNeighbors
|
||||
from sklearn.preprocessing import scale
|
||||
from sklearn.utils import check_random_state
|
||||
from sklearn.utils._param_validation import Interval, StrOptions, validate_params
|
||||
from sklearn.utils.multiclass import check_classification_targets
|
||||
from sklearn.utils.parallel import Parallel, delayed
|
||||
from sklearn.utils.validation import check_array, check_X_y
|
||||
|
||||
|
||||
def _compute_mi_cc(x, y, n_neighbors):
|
||||
"""Compute mutual information between two continuous variables.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
x, y : ndarray, shape (n_samples,)
|
||||
Samples of two continuous random variables, must have an identical
|
||||
shape.
|
||||
|
||||
n_neighbors : int
|
||||
Number of nearest neighbors to search for each point, see [1]_.
|
||||
|
||||
Returns
|
||||
-------
|
||||
mi : float
|
||||
Estimated mutual information in nat units. If it turned out to be
|
||||
negative it is replaced by 0.
|
||||
|
||||
Notes
|
||||
-----
|
||||
True mutual information can't be negative. If its estimate by a numerical
|
||||
method is negative, it means (providing the method is adequate) that the
|
||||
mutual information is close to 0 and replacing it by 0 is a reasonable
|
||||
strategy.
|
||||
|
||||
References
|
||||
----------
|
||||
.. [1] A. Kraskov, H. Stogbauer and P. Grassberger, "Estimating mutual
|
||||
information". Phys. Rev. E 69, 2004.
|
||||
"""
|
||||
n_samples = x.size
|
||||
|
||||
x = x.reshape((-1, 1))
|
||||
y = y.reshape((-1, 1))
|
||||
xy = np.hstack((x, y))
|
||||
|
||||
# Here we rely on NearestNeighbors to select the fastest algorithm.
|
||||
nn = NearestNeighbors(metric="chebyshev", n_neighbors=n_neighbors)
|
||||
|
||||
nn.fit(xy)
|
||||
radius = nn.kneighbors()[0]
|
||||
radius = np.nextafter(radius[:, -1], 0)
|
||||
|
||||
# KDTree is explicitly fit to allow for the querying of number of
|
||||
# neighbors within a specified radius
|
||||
kd = KDTree(x, metric="chebyshev")
|
||||
nx = kd.query_radius(x, radius, count_only=True, return_distance=False)
|
||||
nx = np.array(nx) - 1.0
|
||||
|
||||
kd = KDTree(y, metric="chebyshev")
|
||||
ny = kd.query_radius(y, radius, count_only=True, return_distance=False)
|
||||
ny = np.array(ny) - 1.0
|
||||
|
||||
mi = (
|
||||
digamma(n_samples)
|
||||
+ digamma(n_neighbors)
|
||||
- np.mean(digamma(nx + 1))
|
||||
- np.mean(digamma(ny + 1))
|
||||
)
|
||||
|
||||
return max(0, mi)
|
||||
|
||||
|
||||
def _compute_mi_cd(c, d, n_neighbors):
|
||||
"""Compute mutual information between continuous and discrete variables.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
c : ndarray, shape (n_samples,)
|
||||
Samples of a continuous random variable.
|
||||
|
||||
d : ndarray, shape (n_samples,)
|
||||
Samples of a discrete random variable.
|
||||
|
||||
n_neighbors : int
|
||||
Number of nearest neighbors to search for each point, see [1]_.
|
||||
|
||||
Returns
|
||||
-------
|
||||
mi : float
|
||||
Estimated mutual information in nat units. If it turned out to be
|
||||
negative it is replaced by 0.
|
||||
|
||||
Notes
|
||||
-----
|
||||
True mutual information can't be negative. If its estimate by a numerical
|
||||
method is negative, it means (providing the method is adequate) that the
|
||||
mutual information is close to 0 and replacing it by 0 is a reasonable
|
||||
strategy.
|
||||
|
||||
References
|
||||
----------
|
||||
.. [1] B. C. Ross "Mutual Information between Discrete and Continuous
|
||||
Data Sets". PLoS ONE 9(2), 2014.
|
||||
"""
|
||||
n_samples = c.shape[0]
|
||||
c = c.reshape((-1, 1))
|
||||
|
||||
radius = np.empty(n_samples)
|
||||
label_counts = np.empty(n_samples)
|
||||
k_all = np.empty(n_samples)
|
||||
nn = NearestNeighbors()
|
||||
for label in np.unique(d):
|
||||
mask = d == label
|
||||
count = np.sum(mask)
|
||||
if count > 1:
|
||||
k = min(n_neighbors, count - 1)
|
||||
nn.set_params(n_neighbors=k)
|
||||
nn.fit(c[mask])
|
||||
r = nn.kneighbors()[0]
|
||||
radius[mask] = np.nextafter(r[:, -1], 0)
|
||||
k_all[mask] = k
|
||||
label_counts[mask] = count
|
||||
|
||||
# Ignore points with unique labels.
|
||||
mask = label_counts > 1
|
||||
n_samples = np.sum(mask)
|
||||
label_counts = label_counts[mask]
|
||||
k_all = k_all[mask]
|
||||
c = c[mask]
|
||||
radius = radius[mask]
|
||||
|
||||
kd = KDTree(c)
|
||||
m_all = kd.query_radius(c, radius, count_only=True, return_distance=False)
|
||||
m_all = np.array(m_all)
|
||||
|
||||
mi = (
|
||||
digamma(n_samples)
|
||||
+ np.mean(digamma(k_all))
|
||||
- np.mean(digamma(label_counts))
|
||||
- np.mean(digamma(m_all))
|
||||
)
|
||||
|
||||
return max(0, mi)
|
||||
|
||||
|
||||
def _compute_mi(x, y, x_discrete, y_discrete, n_neighbors=3):
|
||||
"""Compute mutual information between two variables.
|
||||
|
||||
This is a simple wrapper which selects a proper function to call based on
|
||||
whether `x` and `y` are discrete or not.
|
||||
"""
|
||||
if x_discrete and y_discrete:
|
||||
return mutual_info_score(x, y)
|
||||
elif x_discrete and not y_discrete:
|
||||
return _compute_mi_cd(y, x, n_neighbors)
|
||||
elif not x_discrete and y_discrete:
|
||||
return _compute_mi_cd(x, y, n_neighbors)
|
||||
else:
|
||||
return _compute_mi_cc(x, y, n_neighbors)
|
||||
|
||||
|
||||
def _iterate_columns(X, columns=None):
|
||||
"""Iterate over columns of a matrix.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : ndarray or csc_matrix, shape (n_samples, n_features)
|
||||
Matrix over which to iterate.
|
||||
|
||||
columns : iterable or None, default=None
|
||||
Indices of columns to iterate over. If None, iterate over all columns.
|
||||
|
||||
Yields
|
||||
------
|
||||
x : ndarray, shape (n_samples,)
|
||||
Columns of `X` in dense format.
|
||||
"""
|
||||
if columns is None:
|
||||
columns = range(X.shape[1])
|
||||
|
||||
if issparse(X):
|
||||
for i in columns:
|
||||
x = np.zeros(X.shape[0])
|
||||
start_ptr, end_ptr = X.indptr[i], X.indptr[i + 1]
|
||||
x[X.indices[start_ptr:end_ptr]] = X.data[start_ptr:end_ptr]
|
||||
yield x
|
||||
else:
|
||||
for i in columns:
|
||||
yield X[:, i]
|
||||
|
||||
|
||||
def _estimate_mi(
|
||||
X,
|
||||
y,
|
||||
*,
|
||||
discrete_features="auto",
|
||||
discrete_target=False,
|
||||
n_neighbors=3,
|
||||
copy=True,
|
||||
random_state=None,
|
||||
n_jobs=None,
|
||||
):
|
||||
"""Estimate mutual information between the features and the target.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : array-like or sparse matrix, shape (n_samples, n_features)
|
||||
Feature matrix.
|
||||
|
||||
y : array-like of shape (n_samples,)
|
||||
Target vector.
|
||||
|
||||
discrete_features : {'auto', bool, array-like}, default='auto'
|
||||
If bool, then determines whether to consider all features discrete
|
||||
or continuous. If array, then it should be either a boolean mask
|
||||
with shape (n_features,) or array with indices of discrete features.
|
||||
If 'auto', it is assigned to False for dense `X` and to True for
|
||||
sparse `X`.
|
||||
|
||||
discrete_target : bool, default=False
|
||||
Whether to consider `y` as a discrete variable.
|
||||
|
||||
n_neighbors : int, default=3
|
||||
Number of neighbors to use for MI estimation for continuous variables,
|
||||
see [1]_ and [2]_. Higher values reduce variance of the estimation, but
|
||||
could introduce a bias.
|
||||
|
||||
copy : bool, default=True
|
||||
Whether to make a copy of the given data. If set to False, the initial
|
||||
data will be overwritten.
|
||||
|
||||
random_state : int, RandomState instance or None, default=None
|
||||
Determines random number generation for adding small noise to
|
||||
continuous variables in order to remove repeated values.
|
||||
Pass an int for reproducible results across multiple function calls.
|
||||
See :term:`Glossary <random_state>`.
|
||||
|
||||
n_jobs : int, default=None
|
||||
The number of jobs to use for computing the mutual information.
|
||||
The parallelization is done on the columns of `X`.
|
||||
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
||||
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
||||
for more details.
|
||||
|
||||
.. versionadded:: 1.5
|
||||
|
||||
|
||||
Returns
|
||||
-------
|
||||
mi : ndarray, shape (n_features,)
|
||||
Estimated mutual information between each feature and the target in
|
||||
nat units. A negative value will be replaced by 0.
|
||||
|
||||
References
|
||||
----------
|
||||
.. [1] A. Kraskov, H. Stogbauer and P. Grassberger, "Estimating mutual
|
||||
information". Phys. Rev. E 69, 2004.
|
||||
.. [2] B. C. Ross "Mutual Information between Discrete and Continuous
|
||||
Data Sets". PLoS ONE 9(2), 2014.
|
||||
"""
|
||||
X, y = check_X_y(X, y, accept_sparse="csc", y_numeric=not discrete_target)
|
||||
n_samples, n_features = X.shape
|
||||
|
||||
if isinstance(discrete_features, (str, bool)):
|
||||
if isinstance(discrete_features, str):
|
||||
if discrete_features == "auto":
|
||||
discrete_features = issparse(X)
|
||||
else:
|
||||
raise ValueError("Invalid string value for discrete_features.")
|
||||
discrete_mask = np.empty(n_features, dtype=bool)
|
||||
discrete_mask.fill(discrete_features)
|
||||
else:
|
||||
discrete_features = check_array(discrete_features, ensure_2d=False)
|
||||
if discrete_features.dtype != "bool":
|
||||
discrete_mask = np.zeros(n_features, dtype=bool)
|
||||
discrete_mask[discrete_features] = True
|
||||
else:
|
||||
discrete_mask = discrete_features
|
||||
|
||||
continuous_mask = ~discrete_mask
|
||||
if np.any(continuous_mask) and issparse(X):
|
||||
raise ValueError("Sparse matrix `X` can't have continuous features.")
|
||||
|
||||
rng = check_random_state(random_state)
|
||||
if np.any(continuous_mask):
|
||||
X = X.astype(np.float64, copy=copy)
|
||||
X[:, continuous_mask] = scale(
|
||||
X[:, continuous_mask], with_mean=False, copy=False
|
||||
)
|
||||
|
||||
# Add small noise to continuous features as advised in Kraskov et. al.
|
||||
means = np.maximum(1, np.mean(np.abs(X[:, continuous_mask]), axis=0))
|
||||
X[:, continuous_mask] += (
|
||||
1e-10
|
||||
* means
|
||||
* rng.standard_normal(size=(n_samples, np.sum(continuous_mask)))
|
||||
)
|
||||
|
||||
if not discrete_target:
|
||||
y = scale(y, with_mean=False)
|
||||
y += (
|
||||
1e-10
|
||||
* np.maximum(1, np.mean(np.abs(y)))
|
||||
* rng.standard_normal(size=n_samples)
|
||||
)
|
||||
|
||||
mi = Parallel(n_jobs=n_jobs)(
|
||||
delayed(_compute_mi)(x, y, discrete_feature, discrete_target, n_neighbors)
|
||||
for x, discrete_feature in zip(_iterate_columns(X), discrete_mask)
|
||||
)
|
||||
|
||||
return np.array(mi)
|
||||
|
||||
|
||||
@validate_params(
|
||||
{
|
||||
"X": ["array-like", "sparse matrix"],
|
||||
"y": ["array-like"],
|
||||
"discrete_features": [StrOptions({"auto"}), "boolean", "array-like"],
|
||||
"n_neighbors": [Interval(Integral, 1, None, closed="left")],
|
||||
"copy": ["boolean"],
|
||||
"random_state": ["random_state"],
|
||||
"n_jobs": [Integral, None],
|
||||
},
|
||||
prefer_skip_nested_validation=True,
|
||||
)
|
||||
def mutual_info_regression(
|
||||
X,
|
||||
y,
|
||||
*,
|
||||
discrete_features="auto",
|
||||
n_neighbors=3,
|
||||
copy=True,
|
||||
random_state=None,
|
||||
n_jobs=None,
|
||||
):
|
||||
"""Estimate mutual information for a continuous target variable.
|
||||
|
||||
Mutual information (MI) [1]_ between two random variables is a non-negative
|
||||
value, which measures the dependency between the variables. It is equal
|
||||
to zero if and only if two random variables are independent, and higher
|
||||
values mean higher dependency.
|
||||
|
||||
The function relies on nonparametric methods based on entropy estimation
|
||||
from k-nearest neighbors distances as described in [2]_ and [3]_. Both
|
||||
methods are based on the idea originally proposed in [4]_.
|
||||
|
||||
It can be used for univariate features selection, read more in the
|
||||
:ref:`User Guide <univariate_feature_selection>`.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : array-like or sparse matrix, shape (n_samples, n_features)
|
||||
Feature matrix.
|
||||
|
||||
y : array-like of shape (n_samples,)
|
||||
Target vector.
|
||||
|
||||
discrete_features : {'auto', bool, array-like}, default='auto'
|
||||
If bool, then determines whether to consider all features discrete
|
||||
or continuous. If array, then it should be either a boolean mask
|
||||
with shape (n_features,) or array with indices of discrete features.
|
||||
If 'auto', it is assigned to False for dense `X` and to True for
|
||||
sparse `X`.
|
||||
|
||||
n_neighbors : int, default=3
|
||||
Number of neighbors to use for MI estimation for continuous variables,
|
||||
see [2]_ and [3]_. Higher values reduce variance of the estimation, but
|
||||
could introduce a bias.
|
||||
|
||||
copy : bool, default=True
|
||||
Whether to make a copy of the given data. If set to False, the initial
|
||||
data will be overwritten.
|
||||
|
||||
random_state : int, RandomState instance or None, default=None
|
||||
Determines random number generation for adding small noise to
|
||||
continuous variables in order to remove repeated values.
|
||||
Pass an int for reproducible results across multiple function calls.
|
||||
See :term:`Glossary <random_state>`.
|
||||
|
||||
n_jobs : int, default=None
|
||||
The number of jobs to use for computing the mutual information.
|
||||
The parallelization is done on the columns of `X`.
|
||||
|
||||
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
||||
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
||||
for more details.
|
||||
|
||||
.. versionadded:: 1.5
|
||||
|
||||
Returns
|
||||
-------
|
||||
mi : ndarray, shape (n_features,)
|
||||
Estimated mutual information between each feature and the target in
|
||||
nat units.
|
||||
|
||||
Notes
|
||||
-----
|
||||
1. The term "discrete features" is used instead of naming them
|
||||
"categorical", because it describes the essence more accurately.
|
||||
For example, pixel intensities of an image are discrete features
|
||||
(but hardly categorical) and you will get better results if mark them
|
||||
as such. Also note, that treating a continuous variable as discrete and
|
||||
vice versa will usually give incorrect results, so be attentive about
|
||||
that.
|
||||
2. True mutual information can't be negative. If its estimate turns out
|
||||
to be negative, it is replaced by zero.
|
||||
|
||||
References
|
||||
----------
|
||||
.. [1] `Mutual Information
|
||||
<https://en.wikipedia.org/wiki/Mutual_information>`_
|
||||
on Wikipedia.
|
||||
.. [2] A. Kraskov, H. Stogbauer and P. Grassberger, "Estimating mutual
|
||||
information". Phys. Rev. E 69, 2004.
|
||||
.. [3] B. C. Ross "Mutual Information between Discrete and Continuous
|
||||
Data Sets". PLoS ONE 9(2), 2014.
|
||||
.. [4] L. F. Kozachenko, N. N. Leonenko, "Sample Estimate of the Entropy
|
||||
of a Random Vector", Probl. Peredachi Inf., 23:2 (1987), 9-16
|
||||
|
||||
Examples
|
||||
--------
|
||||
>>> from sklearn.datasets import make_regression
|
||||
>>> from sklearn.feature_selection import mutual_info_regression
|
||||
>>> X, y = make_regression(
|
||||
... n_samples=50, n_features=3, n_informative=1, noise=1e-4, random_state=42
|
||||
... )
|
||||
>>> mutual_info_regression(X, y)
|
||||
array([0.117, 2.645, 0.0287])
|
||||
"""
|
||||
return _estimate_mi(
|
||||
X,
|
||||
y,
|
||||
discrete_features=discrete_features,
|
||||
discrete_target=False,
|
||||
n_neighbors=n_neighbors,
|
||||
copy=copy,
|
||||
random_state=random_state,
|
||||
n_jobs=n_jobs,
|
||||
)
|
||||
|
||||
|
||||
@validate_params(
|
||||
{
|
||||
"X": ["array-like", "sparse matrix"],
|
||||
"y": ["array-like"],
|
||||
"discrete_features": [StrOptions({"auto"}), "boolean", "array-like"],
|
||||
"n_neighbors": [Interval(Integral, 1, None, closed="left")],
|
||||
"copy": ["boolean"],
|
||||
"random_state": ["random_state"],
|
||||
"n_jobs": [Integral, None],
|
||||
},
|
||||
prefer_skip_nested_validation=True,
|
||||
)
|
||||
def mutual_info_classif(
|
||||
X,
|
||||
y,
|
||||
*,
|
||||
discrete_features="auto",
|
||||
n_neighbors=3,
|
||||
copy=True,
|
||||
random_state=None,
|
||||
n_jobs=None,
|
||||
):
|
||||
"""Estimate mutual information for a discrete target variable.
|
||||
|
||||
Mutual information (MI) [1]_ between two random variables is a non-negative
|
||||
value, which measures the dependency between the variables. It is equal
|
||||
to zero if and only if two random variables are independent, and higher
|
||||
values mean higher dependency.
|
||||
|
||||
The function relies on nonparametric methods based on entropy estimation
|
||||
from k-nearest neighbors distances as described in [2]_ and [3]_. Both
|
||||
methods are based on the idea originally proposed in [4]_.
|
||||
|
||||
It can be used for univariate features selection, read more in the
|
||||
:ref:`User Guide <univariate_feature_selection>`.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||||
Feature matrix.
|
||||
|
||||
y : array-like of shape (n_samples,)
|
||||
Target vector.
|
||||
|
||||
discrete_features : 'auto', bool or array-like, default='auto'
|
||||
If bool, then determines whether to consider all features discrete
|
||||
or continuous. If array, then it should be either a boolean mask
|
||||
with shape (n_features,) or array with indices of discrete features.
|
||||
If 'auto', it is assigned to False for dense `X` and to True for
|
||||
sparse `X`.
|
||||
|
||||
n_neighbors : int, default=3
|
||||
Number of neighbors to use for MI estimation for continuous variables,
|
||||
see [2]_ and [3]_. Higher values reduce variance of the estimation, but
|
||||
could introduce a bias.
|
||||
|
||||
copy : bool, default=True
|
||||
Whether to make a copy of the given data. If set to False, the initial
|
||||
data will be overwritten.
|
||||
|
||||
random_state : int, RandomState instance or None, default=None
|
||||
Determines random number generation for adding small noise to
|
||||
continuous variables in order to remove repeated values.
|
||||
Pass an int for reproducible results across multiple function calls.
|
||||
See :term:`Glossary <random_state>`.
|
||||
|
||||
n_jobs : int, default=None
|
||||
The number of jobs to use for computing the mutual information.
|
||||
The parallelization is done on the columns of `X`.
|
||||
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
||||
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
||||
for more details.
|
||||
|
||||
.. versionadded:: 1.5
|
||||
|
||||
Returns
|
||||
-------
|
||||
mi : ndarray, shape (n_features,)
|
||||
Estimated mutual information between each feature and the target in
|
||||
nat units.
|
||||
|
||||
Notes
|
||||
-----
|
||||
1. The term "discrete features" is used instead of naming them
|
||||
"categorical", because it describes the essence more accurately.
|
||||
For example, pixel intensities of an image are discrete features
|
||||
(but hardly categorical) and you will get better results if mark them
|
||||
as such. Also note, that treating a continuous variable as discrete and
|
||||
vice versa will usually give incorrect results, so be attentive about
|
||||
that.
|
||||
2. True mutual information can't be negative. If its estimate turns out
|
||||
to be negative, it is replaced by zero.
|
||||
|
||||
References
|
||||
----------
|
||||
.. [1] `Mutual Information
|
||||
<https://en.wikipedia.org/wiki/Mutual_information>`_
|
||||
on Wikipedia.
|
||||
.. [2] A. Kraskov, H. Stogbauer and P. Grassberger, "Estimating mutual
|
||||
information". Phys. Rev. E 69, 2004.
|
||||
.. [3] B. C. Ross "Mutual Information between Discrete and Continuous
|
||||
Data Sets". PLoS ONE 9(2), 2014.
|
||||
.. [4] L. F. Kozachenko, N. N. Leonenko, "Sample Estimate of the Entropy
|
||||
of a Random Vector:, Probl. Peredachi Inf., 23:2 (1987), 9-16
|
||||
|
||||
Examples
|
||||
--------
|
||||
>>> from sklearn.datasets import make_classification
|
||||
>>> from sklearn.feature_selection import mutual_info_classif
|
||||
>>> X, y = make_classification(
|
||||
... n_samples=100, n_features=10, n_informative=2, n_clusters_per_class=1,
|
||||
... shuffle=False, random_state=42
|
||||
... )
|
||||
>>> mutual_info_classif(X, y)
|
||||
array([0.589, 0.107, 0.196, 0.0968 , 0.,
|
||||
0. , 0. , 0. , 0. , 0.])
|
||||
"""
|
||||
check_classification_targets(y)
|
||||
return _estimate_mi(
|
||||
X,
|
||||
y,
|
||||
discrete_features=discrete_features,
|
||||
discrete_target=True,
|
||||
n_neighbors=n_neighbors,
|
||||
copy=copy,
|
||||
random_state=random_state,
|
||||
n_jobs=n_jobs,
|
||||
)
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,369 @@
|
||||
"""
|
||||
Sequential feature selection
|
||||
"""
|
||||
|
||||
# Authors: The scikit-learn developers
|
||||
# SPDX-License-Identifier: BSD-3-Clause
|
||||
|
||||
from numbers import Integral, Real
|
||||
|
||||
import numpy as np
|
||||
|
||||
from sklearn.base import (
|
||||
BaseEstimator,
|
||||
MetaEstimatorMixin,
|
||||
_fit_context,
|
||||
clone,
|
||||
is_classifier,
|
||||
)
|
||||
from sklearn.feature_selection._base import SelectorMixin
|
||||
from sklearn.metrics import check_scoring, get_scorer_names
|
||||
from sklearn.model_selection import check_cv, cross_val_score
|
||||
from sklearn.utils._metadata_requests import (
|
||||
MetadataRouter,
|
||||
MethodMapping,
|
||||
_raise_for_params,
|
||||
_routing_enabled,
|
||||
process_routing,
|
||||
)
|
||||
from sklearn.utils._param_validation import HasMethods, Interval, RealNotInt, StrOptions
|
||||
from sklearn.utils._tags import get_tags
|
||||
from sklearn.utils.validation import check_is_fitted, validate_data
|
||||
|
||||
|
||||
class SequentialFeatureSelector(SelectorMixin, MetaEstimatorMixin, BaseEstimator):
|
||||
"""Transformer that performs Sequential Feature Selection.
|
||||
|
||||
This Sequential Feature Selector adds (forward selection) or
|
||||
removes (backward selection) features to form a feature subset in a
|
||||
greedy fashion. At each stage, this estimator chooses the best feature to
|
||||
add or remove based on the cross-validation score of an estimator. In
|
||||
the case of unsupervised learning, this Sequential Feature Selector
|
||||
looks only at the features (X), not the desired outputs (y).
|
||||
|
||||
Read more in the :ref:`User Guide <sequential_feature_selection>`.
|
||||
|
||||
.. versionadded:: 0.24
|
||||
|
||||
Parameters
|
||||
----------
|
||||
estimator : estimator instance
|
||||
An unfitted estimator.
|
||||
|
||||
n_features_to_select : "auto", int or float, default="auto"
|
||||
If `"auto"`, the behaviour depends on the `tol` parameter:
|
||||
|
||||
- if `tol` is not `None`, then features are selected while the score
|
||||
change does not exceed `tol`.
|
||||
- otherwise, half of the features are selected.
|
||||
|
||||
If integer, the parameter is the absolute number of features to select.
|
||||
If float between 0 and 1, it is the fraction of features to select.
|
||||
|
||||
.. versionadded:: 1.1
|
||||
The option `"auto"` was added in version 1.1.
|
||||
|
||||
.. versionchanged:: 1.3
|
||||
The default changed from `"warn"` to `"auto"` in 1.3.
|
||||
|
||||
tol : float, default=None
|
||||
If the score is not incremented by at least `tol` between two
|
||||
consecutive feature additions or removals, stop adding or removing.
|
||||
|
||||
`tol` can be negative when removing features using `direction="backward"`.
|
||||
`tol` is required to be strictly positive when doing forward selection.
|
||||
It can be useful to reduce the number of features at the cost of a small
|
||||
decrease in the score.
|
||||
|
||||
`tol` is enabled only when `n_features_to_select` is `"auto"`.
|
||||
|
||||
.. versionadded:: 1.1
|
||||
|
||||
direction : {'forward', 'backward'}, default='forward'
|
||||
Whether to perform forward selection or backward selection.
|
||||
|
||||
scoring : str or callable, default=None
|
||||
Scoring method to use for cross-validation. Options:
|
||||
|
||||
- str: see :ref:`scoring_string_names` for options.
|
||||
- callable: a scorer callable object (e.g., function) with signature
|
||||
``scorer(estimator, X, y)`` that returns a single value.
|
||||
See :ref:`scoring_callable` for details.
|
||||
- `None`: the `estimator`'s
|
||||
:ref:`default evaluation criterion <scoring_api_overview>` is used.
|
||||
|
||||
cv : int, cross-validation generator or an iterable, default=None
|
||||
Determines the cross-validation splitting strategy.
|
||||
Possible inputs for cv are:
|
||||
|
||||
- None, to use the default 5-fold cross validation,
|
||||
- integer, to specify the number of folds in a `(Stratified)KFold`,
|
||||
- :term:`CV splitter`,
|
||||
- An iterable yielding (train, test) splits as arrays of indices.
|
||||
|
||||
For integer/None inputs, if the estimator is a classifier and ``y`` is
|
||||
either binary or multiclass,
|
||||
:class:`~sklearn.model_selection.StratifiedKFold` is used. In all other
|
||||
cases, :class:`~sklearn.model_selection.KFold` is used. These splitters
|
||||
are instantiated with `shuffle=False` so the splits will be the same
|
||||
across calls.
|
||||
|
||||
Refer :ref:`User Guide <cross_validation>` for the various
|
||||
cross-validation strategies that can be used here.
|
||||
|
||||
n_jobs : int, default=None
|
||||
Number of jobs to run in parallel. When evaluating a new feature to
|
||||
add or remove, the cross-validation procedure is parallel over the
|
||||
folds.
|
||||
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
||||
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
||||
for more details.
|
||||
|
||||
Attributes
|
||||
----------
|
||||
n_features_in_ : int
|
||||
Number of features seen during :term:`fit`. Only defined if the
|
||||
underlying estimator exposes such an attribute when fit.
|
||||
|
||||
.. versionadded:: 0.24
|
||||
|
||||
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||||
Names of features seen during :term:`fit`. Defined only when `X`
|
||||
has feature names that are all strings.
|
||||
|
||||
.. versionadded:: 1.0
|
||||
|
||||
n_features_to_select_ : int
|
||||
The number of features that were selected.
|
||||
|
||||
support_ : ndarray of shape (n_features,), dtype=bool
|
||||
The mask of selected features.
|
||||
|
||||
See Also
|
||||
--------
|
||||
GenericUnivariateSelect : Univariate feature selector with configurable
|
||||
strategy.
|
||||
RFE : Recursive feature elimination based on importance weights.
|
||||
RFECV : Recursive feature elimination based on importance weights, with
|
||||
automatic selection of the number of features.
|
||||
SelectFromModel : Feature selection based on thresholds of importance
|
||||
weights.
|
||||
|
||||
Examples
|
||||
--------
|
||||
>>> from sklearn.feature_selection import SequentialFeatureSelector
|
||||
>>> from sklearn.neighbors import KNeighborsClassifier
|
||||
>>> from sklearn.datasets import load_iris
|
||||
>>> X, y = load_iris(return_X_y=True)
|
||||
>>> knn = KNeighborsClassifier(n_neighbors=3)
|
||||
>>> sfs = SequentialFeatureSelector(knn, n_features_to_select=3)
|
||||
>>> sfs.fit(X, y)
|
||||
SequentialFeatureSelector(estimator=KNeighborsClassifier(n_neighbors=3),
|
||||
n_features_to_select=3)
|
||||
>>> sfs.get_support()
|
||||
array([ True, False, True, True])
|
||||
>>> sfs.transform(X).shape
|
||||
(150, 3)
|
||||
"""
|
||||
|
||||
_parameter_constraints: dict = {
|
||||
"estimator": [HasMethods(["fit"])],
|
||||
"n_features_to_select": [
|
||||
StrOptions({"auto"}),
|
||||
Interval(RealNotInt, 0, 1, closed="right"),
|
||||
Interval(Integral, 0, None, closed="neither"),
|
||||
],
|
||||
"tol": [None, Interval(Real, None, None, closed="neither")],
|
||||
"direction": [StrOptions({"forward", "backward"})],
|
||||
"scoring": [None, StrOptions(set(get_scorer_names())), callable],
|
||||
"cv": ["cv_object"],
|
||||
"n_jobs": [None, Integral],
|
||||
}
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
estimator,
|
||||
*,
|
||||
n_features_to_select="auto",
|
||||
tol=None,
|
||||
direction="forward",
|
||||
scoring=None,
|
||||
cv=5,
|
||||
n_jobs=None,
|
||||
):
|
||||
self.estimator = estimator
|
||||
self.n_features_to_select = n_features_to_select
|
||||
self.tol = tol
|
||||
self.direction = direction
|
||||
self.scoring = scoring
|
||||
self.cv = cv
|
||||
self.n_jobs = n_jobs
|
||||
|
||||
@_fit_context(
|
||||
# SequentialFeatureSelector.estimator is not validated yet
|
||||
prefer_skip_nested_validation=False
|
||||
)
|
||||
def fit(self, X, y=None, **params):
|
||||
"""Learn the features to select from X.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : array-like of shape (n_samples, n_features)
|
||||
Training vectors, where `n_samples` is the number of samples and
|
||||
`n_features` is the number of predictors.
|
||||
|
||||
y : array-like of shape (n_samples,), default=None
|
||||
Target values. This parameter may be ignored for
|
||||
unsupervised learning.
|
||||
|
||||
**params : dict, default=None
|
||||
Parameters to be passed to the underlying `estimator`, `cv`
|
||||
and `scorer` objects.
|
||||
|
||||
.. versionadded:: 1.6
|
||||
|
||||
Only available if `enable_metadata_routing=True`,
|
||||
which can be set by using
|
||||
``sklearn.set_config(enable_metadata_routing=True)``.
|
||||
See :ref:`Metadata Routing User Guide <metadata_routing>` for
|
||||
more details.
|
||||
|
||||
Returns
|
||||
-------
|
||||
self : object
|
||||
Returns the instance itself.
|
||||
"""
|
||||
_raise_for_params(params, self, "fit")
|
||||
tags = self.__sklearn_tags__()
|
||||
X = validate_data(
|
||||
self,
|
||||
X,
|
||||
accept_sparse="csc",
|
||||
ensure_min_features=2,
|
||||
ensure_all_finite=not tags.input_tags.allow_nan,
|
||||
)
|
||||
n_features = X.shape[1]
|
||||
|
||||
if self.n_features_to_select == "auto":
|
||||
if self.tol is not None:
|
||||
# With auto feature selection, `n_features_to_select_` will be updated
|
||||
# to `support_.sum()` after features are selected.
|
||||
self.n_features_to_select_ = n_features - 1
|
||||
else:
|
||||
self.n_features_to_select_ = n_features // 2
|
||||
elif isinstance(self.n_features_to_select, Integral):
|
||||
if self.n_features_to_select >= n_features:
|
||||
raise ValueError("n_features_to_select must be < n_features.")
|
||||
self.n_features_to_select_ = self.n_features_to_select
|
||||
elif isinstance(self.n_features_to_select, Real):
|
||||
self.n_features_to_select_ = int(n_features * self.n_features_to_select)
|
||||
|
||||
if self.tol is not None and self.tol < 0 and self.direction == "forward":
|
||||
raise ValueError(
|
||||
"tol must be strictly positive when doing forward selection"
|
||||
)
|
||||
|
||||
cv = check_cv(self.cv, y, classifier=is_classifier(self.estimator))
|
||||
|
||||
cloned_estimator = clone(self.estimator)
|
||||
|
||||
# the current mask corresponds to the set of features:
|
||||
# - that we have already *selected* if we do forward selection
|
||||
# - that we have already *excluded* if we do backward selection
|
||||
current_mask = np.zeros(shape=n_features, dtype=bool)
|
||||
n_iterations = (
|
||||
self.n_features_to_select_
|
||||
if self.n_features_to_select == "auto" or self.direction == "forward"
|
||||
else n_features - self.n_features_to_select_
|
||||
)
|
||||
|
||||
old_score = -np.inf
|
||||
is_auto_select = self.tol is not None and self.n_features_to_select == "auto"
|
||||
|
||||
# We only need to verify the routing here and not use the routed params
|
||||
# because internally the actual routing will also take place inside the
|
||||
# `cross_val_score` function.
|
||||
if _routing_enabled():
|
||||
process_routing(self, "fit", **params)
|
||||
for _ in range(n_iterations):
|
||||
new_feature_idx, new_score = self._get_best_new_feature_score(
|
||||
cloned_estimator, X, y, cv, current_mask, **params
|
||||
)
|
||||
if is_auto_select and ((new_score - old_score) < self.tol):
|
||||
break
|
||||
|
||||
old_score = new_score
|
||||
current_mask[new_feature_idx] = True
|
||||
|
||||
if self.direction == "backward":
|
||||
current_mask = ~current_mask
|
||||
|
||||
self.support_ = current_mask
|
||||
self.n_features_to_select_ = self.support_.sum()
|
||||
|
||||
return self
|
||||
|
||||
def _get_best_new_feature_score(self, estimator, X, y, cv, current_mask, **params):
|
||||
# Return the best new feature and its score to add to the current_mask,
|
||||
# i.e. return the best new feature and its score to add (resp. remove)
|
||||
# when doing forward selection (resp. backward selection).
|
||||
# Feature will be added if the current score and past score are greater
|
||||
# than tol when n_feature is auto,
|
||||
candidate_feature_indices = np.flatnonzero(~current_mask)
|
||||
scores = {}
|
||||
for feature_idx in candidate_feature_indices:
|
||||
candidate_mask = current_mask.copy()
|
||||
candidate_mask[feature_idx] = True
|
||||
if self.direction == "backward":
|
||||
candidate_mask = ~candidate_mask
|
||||
X_new = X[:, candidate_mask]
|
||||
scores[feature_idx] = cross_val_score(
|
||||
estimator,
|
||||
X_new,
|
||||
y,
|
||||
cv=cv,
|
||||
scoring=self.scoring,
|
||||
n_jobs=self.n_jobs,
|
||||
params=params,
|
||||
).mean()
|
||||
new_feature_idx = max(scores, key=lambda feature_idx: scores[feature_idx])
|
||||
return new_feature_idx, scores[new_feature_idx]
|
||||
|
||||
def _get_support_mask(self):
|
||||
check_is_fitted(self)
|
||||
return self.support_
|
||||
|
||||
def __sklearn_tags__(self):
|
||||
tags = super().__sklearn_tags__()
|
||||
tags.input_tags.allow_nan = get_tags(self.estimator).input_tags.allow_nan
|
||||
tags.input_tags.sparse = get_tags(self.estimator).input_tags.sparse
|
||||
return tags
|
||||
|
||||
def get_metadata_routing(self):
|
||||
"""Get metadata routing of this object.
|
||||
|
||||
Please check :ref:`User Guide <metadata_routing>` on how the routing
|
||||
mechanism works.
|
||||
|
||||
.. versionadded:: 1.6
|
||||
|
||||
Returns
|
||||
-------
|
||||
routing : MetadataRouter
|
||||
A :class:`~sklearn.utils.metadata_routing.MetadataRouter` encapsulating
|
||||
routing information.
|
||||
"""
|
||||
router = MetadataRouter(owner=self)
|
||||
router.add(
|
||||
estimator=self.estimator,
|
||||
method_mapping=MethodMapping().add(caller="fit", callee="fit"),
|
||||
)
|
||||
router.add(
|
||||
splitter=check_cv(self.cv, classifier=is_classifier(self.estimator)),
|
||||
method_mapping=MethodMapping().add(caller="fit", callee="split"),
|
||||
)
|
||||
router.add(
|
||||
scorer=check_scoring(self.estimator, scoring=self.scoring),
|
||||
method_mapping=MethodMapping().add(caller="fit", callee="score"),
|
||||
)
|
||||
return router
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,141 @@
|
||||
# Authors: The scikit-learn developers
|
||||
# SPDX-License-Identifier: BSD-3-Clause
|
||||
|
||||
from numbers import Real
|
||||
|
||||
import numpy as np
|
||||
|
||||
from sklearn.base import BaseEstimator, _fit_context
|
||||
from sklearn.feature_selection._base import SelectorMixin
|
||||
from sklearn.utils._param_validation import Interval
|
||||
from sklearn.utils.sparsefuncs import mean_variance_axis, min_max_axis
|
||||
from sklearn.utils.validation import check_is_fitted, validate_data
|
||||
|
||||
|
||||
class VarianceThreshold(SelectorMixin, BaseEstimator):
|
||||
"""Feature selector that removes all low-variance features.
|
||||
|
||||
This feature selection algorithm looks only at the features (X), not the
|
||||
desired outputs (y), and can thus be used for unsupervised learning.
|
||||
|
||||
Read more in the :ref:`User Guide <variance_threshold>`.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
threshold : float, default=0
|
||||
Features with a training-set variance lower than this threshold will
|
||||
be removed. The default is to keep all features with non-zero variance,
|
||||
i.e. remove the features that have the same value in all samples.
|
||||
|
||||
Attributes
|
||||
----------
|
||||
variances_ : array, shape (n_features,)
|
||||
Variances of individual features.
|
||||
|
||||
n_features_in_ : int
|
||||
Number of features seen during :term:`fit`.
|
||||
|
||||
.. versionadded:: 0.24
|
||||
|
||||
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||||
Names of features seen during :term:`fit`. Defined only when `X`
|
||||
has feature names that are all strings.
|
||||
|
||||
.. versionadded:: 1.0
|
||||
|
||||
See Also
|
||||
--------
|
||||
SelectFromModel: Meta-transformer for selecting features based on
|
||||
importance weights.
|
||||
SelectPercentile : Select features according to a percentile of the highest
|
||||
scores.
|
||||
SequentialFeatureSelector : Transformer that performs Sequential Feature
|
||||
Selection.
|
||||
|
||||
Notes
|
||||
-----
|
||||
Allows NaN in the input.
|
||||
Raises ValueError if no feature in X meets the variance threshold.
|
||||
|
||||
Examples
|
||||
--------
|
||||
The following dataset has integer features, two of which are the same
|
||||
in every sample. These are removed with the default setting for threshold::
|
||||
|
||||
>>> from sklearn.feature_selection import VarianceThreshold
|
||||
>>> X = [[0, 2, 0, 3], [0, 1, 4, 3], [0, 1, 1, 3]]
|
||||
>>> selector = VarianceThreshold()
|
||||
>>> selector.fit_transform(X)
|
||||
array([[2, 0],
|
||||
[1, 4],
|
||||
[1, 1]])
|
||||
"""
|
||||
|
||||
_parameter_constraints: dict = {
|
||||
"threshold": [Interval(Real, 0, None, closed="left")]
|
||||
}
|
||||
|
||||
def __init__(self, threshold=0.0):
|
||||
self.threshold = threshold
|
||||
|
||||
@_fit_context(prefer_skip_nested_validation=True)
|
||||
def fit(self, X, y=None):
|
||||
"""Learn empirical variances from X.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : {array-like, sparse matrix}, shape (n_samples, n_features)
|
||||
Data from which to compute variances, where `n_samples` is
|
||||
the number of samples and `n_features` is the number of features.
|
||||
|
||||
y : any, default=None
|
||||
Ignored. This parameter exists only for compatibility with
|
||||
sklearn.pipeline.Pipeline.
|
||||
|
||||
Returns
|
||||
-------
|
||||
self : object
|
||||
Returns the instance itself.
|
||||
"""
|
||||
X = validate_data(
|
||||
self,
|
||||
X,
|
||||
accept_sparse=("csr", "csc"),
|
||||
dtype=np.float64,
|
||||
ensure_all_finite="allow-nan",
|
||||
)
|
||||
|
||||
if hasattr(X, "toarray"): # sparse matrix
|
||||
_, self.variances_ = mean_variance_axis(X, axis=0)
|
||||
if self.threshold == 0:
|
||||
mins, maxes = min_max_axis(X, axis=0)
|
||||
peak_to_peaks = maxes - mins
|
||||
else:
|
||||
self.variances_ = np.nanvar(X, axis=0)
|
||||
if self.threshold == 0:
|
||||
peak_to_peaks = np.ptp(X, axis=0)
|
||||
|
||||
if self.threshold == 0:
|
||||
# Use peak-to-peak to avoid numeric precision issues
|
||||
# for constant features
|
||||
compare_arr = np.array([self.variances_, peak_to_peaks])
|
||||
self.variances_ = np.nanmin(compare_arr, axis=0)
|
||||
|
||||
if np.all(~np.isfinite(self.variances_) | (self.variances_ <= self.threshold)):
|
||||
msg = "No feature in X meets the variance threshold {0:.5f}"
|
||||
if X.shape[0] == 1:
|
||||
msg += " (X contains only one sample)"
|
||||
raise ValueError(msg.format(self.threshold))
|
||||
|
||||
return self
|
||||
|
||||
def _get_support_mask(self):
|
||||
check_is_fitted(self)
|
||||
|
||||
return self.variances_ > self.threshold
|
||||
|
||||
def __sklearn_tags__(self):
|
||||
tags = super().__sklearn_tags__()
|
||||
tags.input_tags.allow_nan = True
|
||||
tags.input_tags.sparse = True
|
||||
return tags
|
||||
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@@ -0,0 +1,154 @@
|
||||
import numpy as np
|
||||
import pytest
|
||||
from numpy.testing import assert_array_equal
|
||||
|
||||
from sklearn.base import BaseEstimator
|
||||
from sklearn.feature_selection._base import SelectorMixin
|
||||
from sklearn.utils.fixes import CSC_CONTAINERS
|
||||
from sklearn.utils.validation import validate_data
|
||||
|
||||
|
||||
class StepSelector(SelectorMixin, BaseEstimator):
|
||||
"""Retain every `step` features (beginning with 0).
|
||||
|
||||
If `step < 1`, then no features are selected.
|
||||
"""
|
||||
|
||||
def __init__(self, step=2):
|
||||
self.step = step
|
||||
|
||||
def fit(self, X, y=None):
|
||||
X = validate_data(self, X, accept_sparse="csc")
|
||||
return self
|
||||
|
||||
def _get_support_mask(self):
|
||||
mask = np.zeros(self.n_features_in_, dtype=bool)
|
||||
if self.step >= 1:
|
||||
mask[:: self.step] = True
|
||||
return mask
|
||||
|
||||
|
||||
support = [True, False] * 5
|
||||
support_inds = [0, 2, 4, 6, 8]
|
||||
X = np.arange(20).reshape(2, 10)
|
||||
Xt = np.arange(0, 20, 2).reshape(2, 5)
|
||||
Xinv = X.copy()
|
||||
Xinv[:, 1::2] = 0
|
||||
y = [0, 1]
|
||||
feature_names = list("ABCDEFGHIJ")
|
||||
feature_names_t = feature_names[::2]
|
||||
feature_names_inv = np.array(feature_names)
|
||||
feature_names_inv[1::2] = ""
|
||||
|
||||
|
||||
def test_transform_dense():
|
||||
sel = StepSelector()
|
||||
Xt_actual = sel.fit(X, y).transform(X)
|
||||
Xt_actual2 = StepSelector().fit_transform(X, y)
|
||||
assert_array_equal(Xt, Xt_actual)
|
||||
assert_array_equal(Xt, Xt_actual2)
|
||||
|
||||
# Check dtype matches
|
||||
assert np.int32 == sel.transform(X.astype(np.int32)).dtype
|
||||
assert np.float32 == sel.transform(X.astype(np.float32)).dtype
|
||||
|
||||
# Check 1d list and other dtype:
|
||||
names_t_actual = sel.transform([feature_names])
|
||||
assert_array_equal(feature_names_t, names_t_actual.ravel())
|
||||
|
||||
# Check wrong shape raises error
|
||||
with pytest.raises(ValueError):
|
||||
sel.transform(np.array([[1], [2]]))
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
|
||||
def test_transform_sparse(csc_container):
|
||||
X_sp = csc_container(X)
|
||||
sel = StepSelector()
|
||||
Xt_actual = sel.fit(X_sp).transform(X_sp)
|
||||
Xt_actual2 = sel.fit_transform(X_sp)
|
||||
assert_array_equal(Xt, Xt_actual.toarray())
|
||||
assert_array_equal(Xt, Xt_actual2.toarray())
|
||||
|
||||
# Check dtype matches
|
||||
assert np.int32 == sel.transform(X_sp.astype(np.int32)).dtype
|
||||
assert np.float32 == sel.transform(X_sp.astype(np.float32)).dtype
|
||||
|
||||
# Check wrong shape raises error
|
||||
with pytest.raises(ValueError):
|
||||
sel.transform(np.array([[1], [2]]))
|
||||
|
||||
|
||||
def test_inverse_transform_dense():
|
||||
sel = StepSelector()
|
||||
Xinv_actual = sel.fit(X, y).inverse_transform(Xt)
|
||||
assert_array_equal(Xinv, Xinv_actual)
|
||||
|
||||
# Check dtype matches
|
||||
assert np.int32 == sel.inverse_transform(Xt.astype(np.int32)).dtype
|
||||
assert np.float32 == sel.inverse_transform(Xt.astype(np.float32)).dtype
|
||||
|
||||
# Check 1d list and other dtype:
|
||||
names_inv_actual = sel.inverse_transform([feature_names_t])
|
||||
assert_array_equal(feature_names_inv, names_inv_actual.ravel())
|
||||
|
||||
# Check wrong shape raises error
|
||||
with pytest.raises(ValueError):
|
||||
sel.inverse_transform(np.array([[1], [2]]))
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
|
||||
def test_inverse_transform_sparse(csc_container):
|
||||
X_sp = csc_container(X)
|
||||
Xt_sp = csc_container(Xt)
|
||||
sel = StepSelector()
|
||||
Xinv_actual = sel.fit(X_sp).inverse_transform(Xt_sp)
|
||||
assert_array_equal(Xinv, Xinv_actual.toarray())
|
||||
|
||||
# Check dtype matches
|
||||
assert np.int32 == sel.inverse_transform(Xt_sp.astype(np.int32)).dtype
|
||||
assert np.float32 == sel.inverse_transform(Xt_sp.astype(np.float32)).dtype
|
||||
|
||||
# Check wrong shape raises error
|
||||
with pytest.raises(ValueError):
|
||||
sel.inverse_transform(np.array([[1], [2]]))
|
||||
|
||||
|
||||
def test_get_support():
|
||||
sel = StepSelector()
|
||||
sel.fit(X, y)
|
||||
assert_array_equal(support, sel.get_support())
|
||||
assert_array_equal(support_inds, sel.get_support(indices=True))
|
||||
|
||||
|
||||
def test_output_dataframe():
|
||||
"""Check output dtypes for dataframes is consistent with the input dtypes."""
|
||||
pd = pytest.importorskip("pandas")
|
||||
|
||||
X = pd.DataFrame(
|
||||
{
|
||||
"a": pd.Series([1.0, 2.4, 4.5], dtype=np.float32),
|
||||
"b": pd.Series(["a", "b", "a"], dtype="category"),
|
||||
"c": pd.Series(["j", "b", "b"], dtype="category"),
|
||||
"d": pd.Series([3.0, 2.4, 1.2], dtype=np.float64),
|
||||
}
|
||||
)
|
||||
|
||||
for step in [2, 3]:
|
||||
sel = StepSelector(step=step).set_output(transform="pandas")
|
||||
sel.fit(X)
|
||||
|
||||
output = sel.transform(X)
|
||||
for name, dtype in output.dtypes.items():
|
||||
assert dtype == X.dtypes[name]
|
||||
|
||||
# step=0 will select nothing
|
||||
sel0 = StepSelector(step=0).set_output(transform="pandas")
|
||||
sel0.fit(X, y)
|
||||
|
||||
msg = "No features were selected"
|
||||
with pytest.warns(UserWarning, match=msg):
|
||||
output0 = sel0.transform(X)
|
||||
|
||||
assert_array_equal(output0.index, X.index)
|
||||
assert output0.shape == (X.shape[0], 0)
|
||||
@@ -0,0 +1,93 @@
|
||||
"""
|
||||
Tests for chi2, currently the only feature selection function designed
|
||||
specifically to work with sparse matrices.
|
||||
"""
|
||||
|
||||
import warnings
|
||||
|
||||
import numpy as np
|
||||
import pytest
|
||||
import scipy.stats
|
||||
|
||||
from sklearn.feature_selection import SelectKBest, chi2
|
||||
from sklearn.feature_selection._univariate_selection import _chisquare
|
||||
from sklearn.utils._testing import assert_array_almost_equal, assert_array_equal
|
||||
from sklearn.utils.fixes import COO_CONTAINERS, CSR_CONTAINERS
|
||||
|
||||
# Feature 0 is highly informative for class 1;
|
||||
# feature 1 is the same everywhere;
|
||||
# feature 2 is a bit informative for class 2.
|
||||
X = [[2, 1, 2], [9, 1, 1], [6, 1, 2], [0, 1, 2]]
|
||||
y = [0, 1, 2, 2]
|
||||
|
||||
|
||||
def mkchi2(k):
|
||||
"""Make k-best chi2 selector"""
|
||||
return SelectKBest(chi2, k=k)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
|
||||
def test_chi2(csr_container):
|
||||
# Test Chi2 feature extraction
|
||||
|
||||
chi2 = mkchi2(k=1).fit(X, y)
|
||||
chi2 = mkchi2(k=1).fit(X, y)
|
||||
assert_array_equal(chi2.get_support(indices=True), [0])
|
||||
assert_array_equal(chi2.transform(X), np.array(X)[:, [0]])
|
||||
|
||||
chi2 = mkchi2(k=2).fit(X, y)
|
||||
assert_array_equal(sorted(chi2.get_support(indices=True)), [0, 2])
|
||||
|
||||
Xsp = csr_container(X, dtype=np.float64)
|
||||
chi2 = mkchi2(k=2).fit(Xsp, y)
|
||||
assert_array_equal(sorted(chi2.get_support(indices=True)), [0, 2])
|
||||
Xtrans = chi2.transform(Xsp)
|
||||
assert_array_equal(Xtrans.shape, [Xsp.shape[0], 2])
|
||||
|
||||
# == doesn't work on scipy.sparse matrices
|
||||
Xtrans = Xtrans.toarray()
|
||||
Xtrans2 = mkchi2(k=2).fit_transform(Xsp, y).toarray()
|
||||
assert_array_almost_equal(Xtrans, Xtrans2)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("coo_container", COO_CONTAINERS)
|
||||
def test_chi2_coo(coo_container):
|
||||
# Check that chi2 works with a COO matrix
|
||||
# (as returned by CountVectorizer, DictVectorizer)
|
||||
Xcoo = coo_container(X)
|
||||
mkchi2(k=2).fit_transform(Xcoo, y)
|
||||
# if we got here without an exception, we're safe
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
|
||||
def test_chi2_negative(csr_container):
|
||||
# Check for proper error on negative numbers in the input X.
|
||||
X, y = [[0, 1], [-1e-20, 1]], [0, 1]
|
||||
for X in (X, np.array(X), csr_container(X)):
|
||||
with pytest.raises(ValueError):
|
||||
chi2(X, y)
|
||||
|
||||
|
||||
def test_chi2_unused_feature():
|
||||
# Unused feature should evaluate to NaN
|
||||
# and should issue no runtime warning
|
||||
with warnings.catch_warnings(record=True) as warned:
|
||||
warnings.simplefilter("always")
|
||||
chi, p = chi2([[1, 0], [0, 0]], [1, 0])
|
||||
for w in warned:
|
||||
if "divide by zero" in repr(w):
|
||||
raise AssertionError("Found unexpected warning %s" % w)
|
||||
assert_array_equal(chi, [1, np.nan])
|
||||
assert_array_equal(p[1], np.nan)
|
||||
|
||||
|
||||
def test_chisquare():
|
||||
# Test replacement for scipy.stats.chisquare against the original.
|
||||
obs = np.array([[2.0, 2.0], [1.0, 1.0]])
|
||||
exp = np.array([[1.5, 1.5], [1.5, 1.5]])
|
||||
# call SciPy first because our version overwrites obs
|
||||
chi_scp, p_scp = scipy.stats.chisquare(obs, exp)
|
||||
chi_our, p_our = _chisquare(obs, exp)
|
||||
|
||||
assert_array_almost_equal(chi_scp, chi_our)
|
||||
assert_array_almost_equal(p_scp, p_our)
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,672 @@
|
||||
import re
|
||||
import warnings
|
||||
from unittest.mock import Mock
|
||||
|
||||
import numpy as np
|
||||
import pytest
|
||||
|
||||
from sklearn import datasets
|
||||
from sklearn.base import BaseEstimator
|
||||
from sklearn.cross_decomposition import CCA, PLSCanonical, PLSRegression
|
||||
from sklearn.datasets import make_friedman1, make_regression
|
||||
from sklearn.decomposition import PCA
|
||||
from sklearn.ensemble import HistGradientBoostingClassifier, RandomForestClassifier
|
||||
from sklearn.exceptions import NotFittedError
|
||||
from sklearn.feature_selection import SelectFromModel
|
||||
from sklearn.linear_model import (
|
||||
ElasticNet,
|
||||
ElasticNetCV,
|
||||
Lasso,
|
||||
LassoCV,
|
||||
LinearRegression,
|
||||
LogisticRegression,
|
||||
SGDClassifier,
|
||||
)
|
||||
from sklearn.pipeline import make_pipeline
|
||||
from sklearn.svm import LinearSVC
|
||||
from sklearn.utils._testing import (
|
||||
MinimalClassifier,
|
||||
assert_allclose,
|
||||
assert_array_almost_equal,
|
||||
assert_array_equal,
|
||||
skip_if_32bit,
|
||||
)
|
||||
|
||||
|
||||
class NaNTag(BaseEstimator):
|
||||
def __sklearn_tags__(self):
|
||||
tags = super().__sklearn_tags__()
|
||||
tags.input_tags.allow_nan = True
|
||||
return tags
|
||||
|
||||
|
||||
class NoNaNTag(BaseEstimator):
|
||||
def __sklearn_tags__(self):
|
||||
tags = super().__sklearn_tags__()
|
||||
tags.input_tags.allow_nan = False
|
||||
return tags
|
||||
|
||||
|
||||
class NaNTagRandomForest(RandomForestClassifier):
|
||||
def __sklearn_tags__(self):
|
||||
tags = super().__sklearn_tags__()
|
||||
tags.input_tags.allow_nan = True
|
||||
return tags
|
||||
|
||||
|
||||
iris = datasets.load_iris()
|
||||
data, y = iris.data, iris.target
|
||||
|
||||
|
||||
def test_invalid_input():
|
||||
clf = SGDClassifier(
|
||||
alpha=0.1, max_iter=10, shuffle=True, random_state=None, tol=None
|
||||
)
|
||||
for threshold in ["gobbledigook", ".5 * gobbledigook"]:
|
||||
model = SelectFromModel(clf, threshold=threshold)
|
||||
model.fit(data, y)
|
||||
with pytest.raises(ValueError):
|
||||
model.transform(data)
|
||||
|
||||
|
||||
def test_input_estimator_unchanged():
|
||||
# Test that SelectFromModel fits on a clone of the estimator.
|
||||
est = RandomForestClassifier()
|
||||
transformer = SelectFromModel(estimator=est)
|
||||
transformer.fit(data, y)
|
||||
assert transformer.estimator is est
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"max_features, err_type, err_msg",
|
||||
[
|
||||
(
|
||||
lambda X: 1.5,
|
||||
TypeError,
|
||||
"max_features must be an instance of int, not float.",
|
||||
),
|
||||
(
|
||||
lambda X: -1,
|
||||
ValueError,
|
||||
"max_features ==",
|
||||
),
|
||||
],
|
||||
)
|
||||
def test_max_features_error(max_features, err_type, err_msg):
|
||||
err_msg = re.escape(err_msg)
|
||||
clf = RandomForestClassifier(n_estimators=5, random_state=0)
|
||||
|
||||
transformer = SelectFromModel(
|
||||
estimator=clf, max_features=max_features, threshold=-np.inf
|
||||
)
|
||||
with pytest.raises(err_type, match=err_msg):
|
||||
transformer.fit(data, y)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("max_features", [0, 2, data.shape[1], None])
|
||||
def test_inferred_max_features_integer(max_features):
|
||||
"""Check max_features_ and output shape for integer max_features."""
|
||||
clf = RandomForestClassifier(n_estimators=5, random_state=0)
|
||||
transformer = SelectFromModel(
|
||||
estimator=clf, max_features=max_features, threshold=-np.inf
|
||||
)
|
||||
X_trans = transformer.fit_transform(data, y)
|
||||
if max_features is not None:
|
||||
assert transformer.max_features_ == max_features
|
||||
assert X_trans.shape[1] == transformer.max_features_
|
||||
else:
|
||||
assert not hasattr(transformer, "max_features_")
|
||||
assert X_trans.shape[1] == data.shape[1]
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"max_features",
|
||||
[lambda X: 1, lambda X: X.shape[1], lambda X: min(X.shape[1], 10000)],
|
||||
)
|
||||
def test_inferred_max_features_callable(max_features):
|
||||
"""Check max_features_ and output shape for callable max_features."""
|
||||
clf = RandomForestClassifier(n_estimators=5, random_state=0)
|
||||
transformer = SelectFromModel(
|
||||
estimator=clf, max_features=max_features, threshold=-np.inf
|
||||
)
|
||||
X_trans = transformer.fit_transform(data, y)
|
||||
assert transformer.max_features_ == max_features(data)
|
||||
assert X_trans.shape[1] == transformer.max_features_
|
||||
|
||||
|
||||
@pytest.mark.parametrize("max_features", [lambda X: round(len(X[0]) / 2), 2])
|
||||
def test_max_features_array_like(max_features):
|
||||
X = [
|
||||
[0.87, -1.34, 0.31],
|
||||
[-2.79, -0.02, -0.85],
|
||||
[-1.34, -0.48, -2.55],
|
||||
[1.92, 1.48, 0.65],
|
||||
]
|
||||
y = [0, 1, 0, 1]
|
||||
|
||||
clf = RandomForestClassifier(n_estimators=5, random_state=0)
|
||||
transformer = SelectFromModel(
|
||||
estimator=clf, max_features=max_features, threshold=-np.inf
|
||||
)
|
||||
X_trans = transformer.fit_transform(X, y)
|
||||
assert X_trans.shape[1] == transformer.max_features_
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"max_features",
|
||||
[lambda X: min(X.shape[1], 10000), lambda X: X.shape[1], lambda X: 1],
|
||||
)
|
||||
def test_max_features_callable_data(max_features):
|
||||
"""Tests that the callable passed to `fit` is called on X."""
|
||||
clf = RandomForestClassifier(n_estimators=50, random_state=0)
|
||||
m = Mock(side_effect=max_features)
|
||||
transformer = SelectFromModel(estimator=clf, max_features=m, threshold=-np.inf)
|
||||
transformer.fit_transform(data, y)
|
||||
m.assert_called_with(data)
|
||||
|
||||
|
||||
class FixedImportanceEstimator(BaseEstimator):
|
||||
def __init__(self, importances):
|
||||
self.importances = importances
|
||||
|
||||
def fit(self, X, y=None):
|
||||
self.feature_importances_ = np.array(self.importances)
|
||||
|
||||
|
||||
def test_max_features():
|
||||
# Test max_features parameter using various values
|
||||
X, y = datasets.make_classification(
|
||||
n_samples=1000,
|
||||
n_features=10,
|
||||
n_informative=3,
|
||||
n_redundant=0,
|
||||
n_repeated=0,
|
||||
shuffle=False,
|
||||
random_state=0,
|
||||
)
|
||||
max_features = X.shape[1]
|
||||
est = RandomForestClassifier(n_estimators=50, random_state=0)
|
||||
|
||||
transformer1 = SelectFromModel(estimator=est, threshold=-np.inf)
|
||||
transformer2 = SelectFromModel(
|
||||
estimator=est, max_features=max_features, threshold=-np.inf
|
||||
)
|
||||
X_new1 = transformer1.fit_transform(X, y)
|
||||
X_new2 = transformer2.fit_transform(X, y)
|
||||
assert_allclose(X_new1, X_new2)
|
||||
|
||||
# Test max_features against actual model.
|
||||
transformer1 = SelectFromModel(estimator=Lasso(alpha=0.025, random_state=42))
|
||||
X_new1 = transformer1.fit_transform(X, y)
|
||||
scores1 = np.abs(transformer1.estimator_.coef_)
|
||||
candidate_indices1 = np.argsort(-scores1, kind="mergesort")
|
||||
|
||||
for n_features in range(1, X_new1.shape[1] + 1):
|
||||
transformer2 = SelectFromModel(
|
||||
estimator=Lasso(alpha=0.025, random_state=42),
|
||||
max_features=n_features,
|
||||
threshold=-np.inf,
|
||||
)
|
||||
X_new2 = transformer2.fit_transform(X, y)
|
||||
scores2 = np.abs(transformer2.estimator_.coef_)
|
||||
candidate_indices2 = np.argsort(-scores2, kind="mergesort")
|
||||
assert_allclose(
|
||||
X[:, candidate_indices1[:n_features]], X[:, candidate_indices2[:n_features]]
|
||||
)
|
||||
assert_allclose(transformer1.estimator_.coef_, transformer2.estimator_.coef_)
|
||||
|
||||
|
||||
def test_max_features_tiebreak():
|
||||
# Test if max_features can break tie among feature importance
|
||||
X, y = datasets.make_classification(
|
||||
n_samples=1000,
|
||||
n_features=10,
|
||||
n_informative=3,
|
||||
n_redundant=0,
|
||||
n_repeated=0,
|
||||
shuffle=False,
|
||||
random_state=0,
|
||||
)
|
||||
max_features = X.shape[1]
|
||||
|
||||
feature_importances = np.array([4, 4, 4, 4, 3, 3, 3, 2, 2, 1])
|
||||
for n_features in range(1, max_features + 1):
|
||||
transformer = SelectFromModel(
|
||||
FixedImportanceEstimator(feature_importances),
|
||||
max_features=n_features,
|
||||
threshold=-np.inf,
|
||||
)
|
||||
X_new = transformer.fit_transform(X, y)
|
||||
selected_feature_indices = np.where(transformer._get_support_mask())[0]
|
||||
assert_array_equal(selected_feature_indices, np.arange(n_features))
|
||||
assert X_new.shape[1] == n_features
|
||||
|
||||
|
||||
def test_threshold_and_max_features():
|
||||
X, y = datasets.make_classification(
|
||||
n_samples=1000,
|
||||
n_features=10,
|
||||
n_informative=3,
|
||||
n_redundant=0,
|
||||
n_repeated=0,
|
||||
shuffle=False,
|
||||
random_state=0,
|
||||
)
|
||||
est = RandomForestClassifier(n_estimators=50, random_state=0)
|
||||
|
||||
transformer1 = SelectFromModel(estimator=est, max_features=3, threshold=-np.inf)
|
||||
X_new1 = transformer1.fit_transform(X, y)
|
||||
|
||||
transformer2 = SelectFromModel(estimator=est, threshold=0.04)
|
||||
X_new2 = transformer2.fit_transform(X, y)
|
||||
|
||||
transformer3 = SelectFromModel(estimator=est, max_features=3, threshold=0.04)
|
||||
X_new3 = transformer3.fit_transform(X, y)
|
||||
assert X_new3.shape[1] == min(X_new1.shape[1], X_new2.shape[1])
|
||||
selected_indices = transformer3.transform(np.arange(X.shape[1])[np.newaxis, :])
|
||||
assert_allclose(X_new3, X[:, selected_indices[0]])
|
||||
|
||||
|
||||
@skip_if_32bit
|
||||
def test_feature_importances():
|
||||
X, y = datasets.make_classification(
|
||||
n_samples=1000,
|
||||
n_features=10,
|
||||
n_informative=3,
|
||||
n_redundant=0,
|
||||
n_repeated=0,
|
||||
shuffle=False,
|
||||
random_state=0,
|
||||
)
|
||||
|
||||
est = RandomForestClassifier(n_estimators=50, random_state=0)
|
||||
for threshold, func in zip(["mean", "median"], [np.mean, np.median]):
|
||||
transformer = SelectFromModel(estimator=est, threshold=threshold)
|
||||
transformer.fit(X, y)
|
||||
assert hasattr(transformer.estimator_, "feature_importances_")
|
||||
|
||||
X_new = transformer.transform(X)
|
||||
assert X_new.shape[1] < X.shape[1]
|
||||
importances = transformer.estimator_.feature_importances_
|
||||
|
||||
feature_mask = np.abs(importances) > func(importances)
|
||||
assert_array_almost_equal(X_new, X[:, feature_mask])
|
||||
|
||||
|
||||
def test_sample_weight():
|
||||
# Ensure sample weights are passed to underlying estimator
|
||||
X, y = datasets.make_classification(
|
||||
n_samples=100,
|
||||
n_features=10,
|
||||
n_informative=3,
|
||||
n_redundant=0,
|
||||
n_repeated=0,
|
||||
shuffle=False,
|
||||
random_state=0,
|
||||
)
|
||||
|
||||
# Check with sample weights
|
||||
sample_weight = np.ones(y.shape)
|
||||
sample_weight[y == 1] *= 100
|
||||
|
||||
est = LogisticRegression(random_state=0, fit_intercept=False)
|
||||
transformer = SelectFromModel(estimator=est)
|
||||
transformer.fit(X, y, sample_weight=None)
|
||||
mask = transformer._get_support_mask()
|
||||
transformer.fit(X, y, sample_weight=sample_weight)
|
||||
weighted_mask = transformer._get_support_mask()
|
||||
assert not np.all(weighted_mask == mask)
|
||||
transformer.fit(X, y, sample_weight=3 * sample_weight)
|
||||
reweighted_mask = transformer._get_support_mask()
|
||||
assert np.all(weighted_mask == reweighted_mask)
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"estimator",
|
||||
[
|
||||
Lasso(alpha=0.1, random_state=42),
|
||||
LassoCV(random_state=42),
|
||||
ElasticNet(l1_ratio=1, random_state=42),
|
||||
ElasticNetCV(l1_ratio=[1], random_state=42),
|
||||
],
|
||||
)
|
||||
def test_coef_default_threshold(estimator):
|
||||
X, y = datasets.make_classification(
|
||||
n_samples=100,
|
||||
n_features=10,
|
||||
n_informative=3,
|
||||
n_redundant=0,
|
||||
n_repeated=0,
|
||||
shuffle=False,
|
||||
random_state=0,
|
||||
)
|
||||
|
||||
# For the Lasso and related models, the threshold defaults to 1e-5
|
||||
transformer = SelectFromModel(estimator=estimator)
|
||||
transformer.fit(X, y)
|
||||
X_new = transformer.transform(X)
|
||||
mask = np.abs(transformer.estimator_.coef_) > 1e-5
|
||||
assert_array_almost_equal(X_new, X[:, mask])
|
||||
|
||||
|
||||
@skip_if_32bit
|
||||
def test_2d_coef():
|
||||
X, y = datasets.make_classification(
|
||||
n_samples=1000,
|
||||
n_features=10,
|
||||
n_informative=3,
|
||||
n_redundant=0,
|
||||
n_repeated=0,
|
||||
shuffle=False,
|
||||
random_state=0,
|
||||
n_classes=4,
|
||||
)
|
||||
|
||||
est = LogisticRegression()
|
||||
for threshold, func in zip(["mean", "median"], [np.mean, np.median]):
|
||||
for order in [1, 2, np.inf]:
|
||||
# Fit SelectFromModel a multi-class problem
|
||||
transformer = SelectFromModel(
|
||||
estimator=LogisticRegression(), threshold=threshold, norm_order=order
|
||||
)
|
||||
transformer.fit(X, y)
|
||||
assert hasattr(transformer.estimator_, "coef_")
|
||||
X_new = transformer.transform(X)
|
||||
assert X_new.shape[1] < X.shape[1]
|
||||
|
||||
# Manually check that the norm is correctly performed
|
||||
est.fit(X, y)
|
||||
importances = np.linalg.norm(est.coef_, axis=0, ord=order)
|
||||
feature_mask = importances > func(importances)
|
||||
assert_array_almost_equal(X_new, X[:, feature_mask])
|
||||
|
||||
|
||||
def test_partial_fit():
|
||||
est = SGDClassifier(
|
||||
random_state=0, shuffle=False, max_iter=5, tol=None, learning_rate="pa1"
|
||||
)
|
||||
transformer = SelectFromModel(estimator=est)
|
||||
transformer.partial_fit(data, y, classes=np.unique(y))
|
||||
old_model = transformer.estimator_
|
||||
transformer.partial_fit(data, y, classes=np.unique(y))
|
||||
new_model = transformer.estimator_
|
||||
assert old_model is new_model
|
||||
|
||||
X_transform = transformer.transform(data)
|
||||
transformer.fit(np.vstack((data, data)), np.concatenate((y, y)))
|
||||
assert_array_almost_equal(X_transform, transformer.transform(data))
|
||||
|
||||
# check that if est doesn't have partial_fit, neither does SelectFromModel
|
||||
transformer = SelectFromModel(estimator=RandomForestClassifier())
|
||||
assert not hasattr(transformer, "partial_fit")
|
||||
|
||||
|
||||
def test_calling_fit_reinitializes():
|
||||
est = LinearSVC(random_state=0)
|
||||
transformer = SelectFromModel(estimator=est)
|
||||
transformer.fit(data, y)
|
||||
transformer.set_params(estimator__C=100)
|
||||
transformer.fit(data, y)
|
||||
assert transformer.estimator_.C == 100
|
||||
|
||||
|
||||
def test_prefit():
|
||||
# Test all possible combinations of the prefit parameter.
|
||||
|
||||
# Passing a prefit parameter with the selected model
|
||||
# and fitting a unfit model with prefit=False should give same results.
|
||||
clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=0, tol=None)
|
||||
model = SelectFromModel(clf)
|
||||
model.fit(data, y)
|
||||
X_transform = model.transform(data)
|
||||
clf.fit(data, y)
|
||||
model = SelectFromModel(clf, prefit=True)
|
||||
assert_array_almost_equal(model.transform(data), X_transform)
|
||||
model.fit(data, y)
|
||||
assert model.estimator_ is not clf
|
||||
|
||||
# Check that the model is rewritten if prefit=False and a fitted model is
|
||||
# passed
|
||||
model = SelectFromModel(clf, prefit=False)
|
||||
model.fit(data, y)
|
||||
assert_array_almost_equal(model.transform(data), X_transform)
|
||||
|
||||
# Check that passing an unfitted estimator with `prefit=True` raises a
|
||||
# `ValueError`
|
||||
clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=0, tol=None)
|
||||
model = SelectFromModel(clf, prefit=True)
|
||||
err_msg = "When `prefit=True`, `estimator` is expected to be a fitted estimator."
|
||||
with pytest.raises(NotFittedError, match=err_msg):
|
||||
model.fit(data, y)
|
||||
with pytest.raises(NotFittedError, match=err_msg):
|
||||
model.partial_fit(data, y)
|
||||
with pytest.raises(NotFittedError, match=err_msg):
|
||||
model.transform(data)
|
||||
|
||||
# Check that the internal parameters of prefitted model are not changed
|
||||
# when calling `fit` or `partial_fit` with `prefit=True`
|
||||
clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, tol=None).fit(data, y)
|
||||
model = SelectFromModel(clf, prefit=True)
|
||||
model.fit(data, y)
|
||||
assert_allclose(model.estimator_.coef_, clf.coef_)
|
||||
model.partial_fit(data, y)
|
||||
assert_allclose(model.estimator_.coef_, clf.coef_)
|
||||
|
||||
|
||||
def test_prefit_max_features():
|
||||
"""Check the interaction between `prefit` and `max_features`."""
|
||||
# case 1: an error should be raised at `transform` if `fit` was not called to
|
||||
# validate the attributes
|
||||
estimator = RandomForestClassifier(n_estimators=5, random_state=0)
|
||||
estimator.fit(data, y)
|
||||
model = SelectFromModel(estimator, prefit=True, max_features=lambda X: X.shape[1])
|
||||
|
||||
err_msg = (
|
||||
"When `prefit=True` and `max_features` is a callable, call `fit` "
|
||||
"before calling `transform`."
|
||||
)
|
||||
with pytest.raises(NotFittedError, match=err_msg):
|
||||
model.transform(data)
|
||||
|
||||
# case 2: `max_features` is not validated and different from an integer
|
||||
# FIXME: we cannot validate the upper bound of the attribute at transform
|
||||
# and we should force calling `fit` if we intend to force the attribute
|
||||
# to have such an upper bound.
|
||||
max_features = 2.5
|
||||
model.set_params(max_features=max_features)
|
||||
with pytest.raises(ValueError, match="`max_features` must be an integer"):
|
||||
model.transform(data)
|
||||
|
||||
|
||||
def test_get_feature_names_out_elasticnetcv():
|
||||
"""Check if ElasticNetCV works with a list of floats.
|
||||
|
||||
Non-regression test for #30936."""
|
||||
X, y = make_regression(n_features=5, n_informative=3, random_state=0)
|
||||
estimator = ElasticNetCV(l1_ratio=[0.25, 0.5, 0.75], random_state=0)
|
||||
selector = SelectFromModel(estimator=estimator)
|
||||
selector.fit(X, y)
|
||||
|
||||
names_out = selector.get_feature_names_out()
|
||||
mask = selector.get_support()
|
||||
expected = np.array([f"x{i}" for i in range(X.shape[1])])[mask]
|
||||
assert_array_equal(names_out, expected)
|
||||
|
||||
|
||||
def test_prefit_get_feature_names_out():
|
||||
"""Check the interaction between prefit and the feature names."""
|
||||
clf = RandomForestClassifier(n_estimators=2, random_state=0)
|
||||
clf.fit(data, y)
|
||||
model = SelectFromModel(clf, prefit=True, max_features=1)
|
||||
|
||||
name = type(model).__name__
|
||||
err_msg = (
|
||||
f"This {name} instance is not fitted yet. Call 'fit' with "
|
||||
"appropriate arguments before using this estimator."
|
||||
)
|
||||
with pytest.raises(NotFittedError, match=err_msg):
|
||||
model.get_feature_names_out()
|
||||
|
||||
model.fit(data, y)
|
||||
feature_names = model.get_feature_names_out()
|
||||
assert feature_names == ["x3"]
|
||||
|
||||
|
||||
def test_threshold_string():
|
||||
est = RandomForestClassifier(n_estimators=50, random_state=0)
|
||||
model = SelectFromModel(est, threshold="0.5*mean")
|
||||
model.fit(data, y)
|
||||
X_transform = model.transform(data)
|
||||
|
||||
# Calculate the threshold from the estimator directly.
|
||||
est.fit(data, y)
|
||||
threshold = 0.5 * np.mean(est.feature_importances_)
|
||||
mask = est.feature_importances_ > threshold
|
||||
assert_array_almost_equal(X_transform, data[:, mask])
|
||||
|
||||
|
||||
def test_threshold_without_refitting():
|
||||
# Test that the threshold can be set without refitting the model.
|
||||
clf = SGDClassifier(alpha=0.1, max_iter=10, shuffle=True, random_state=0, tol=None)
|
||||
model = SelectFromModel(clf, threshold="0.1 * mean")
|
||||
model.fit(data, y)
|
||||
X_transform = model.transform(data)
|
||||
|
||||
# Set a higher threshold to filter out more features.
|
||||
model.threshold = "1.0 * mean"
|
||||
assert X_transform.shape[1] > model.transform(data).shape[1]
|
||||
|
||||
|
||||
def test_fit_accepts_nan_inf():
|
||||
# Test that fit doesn't check for np.inf and np.nan values.
|
||||
clf = HistGradientBoostingClassifier(random_state=0)
|
||||
|
||||
model = SelectFromModel(estimator=clf)
|
||||
|
||||
nan_data = data.copy()
|
||||
nan_data[0] = np.nan
|
||||
nan_data[1] = np.inf
|
||||
|
||||
model.fit(data, y)
|
||||
|
||||
|
||||
def test_transform_accepts_nan_inf():
|
||||
# Test that transform doesn't check for np.inf and np.nan values.
|
||||
clf = NaNTagRandomForest(n_estimators=100, random_state=0)
|
||||
nan_data = data.copy()
|
||||
|
||||
model = SelectFromModel(estimator=clf)
|
||||
model.fit(nan_data, y)
|
||||
|
||||
nan_data[0] = np.nan
|
||||
nan_data[1] = np.inf
|
||||
|
||||
model.transform(nan_data)
|
||||
|
||||
|
||||
def test_allow_nan_tag_comes_from_estimator():
|
||||
allow_nan_est = NaNTag()
|
||||
model = SelectFromModel(estimator=allow_nan_est)
|
||||
assert model.__sklearn_tags__().input_tags.allow_nan is True
|
||||
|
||||
no_nan_est = NoNaNTag()
|
||||
model = SelectFromModel(estimator=no_nan_est)
|
||||
assert model.__sklearn_tags__().input_tags.allow_nan is False
|
||||
|
||||
|
||||
def _pca_importances(pca_estimator):
|
||||
return np.abs(pca_estimator.explained_variance_)
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"estimator, importance_getter",
|
||||
[
|
||||
(
|
||||
make_pipeline(PCA(random_state=0), LogisticRegression()),
|
||||
"named_steps.logisticregression.coef_",
|
||||
),
|
||||
(PCA(random_state=0), _pca_importances),
|
||||
],
|
||||
)
|
||||
def test_importance_getter(estimator, importance_getter):
|
||||
selector = SelectFromModel(
|
||||
estimator, threshold="mean", importance_getter=importance_getter
|
||||
)
|
||||
selector.fit(data, y)
|
||||
assert selector.transform(data).shape[1] == 1
|
||||
|
||||
|
||||
@pytest.mark.parametrize("PLSEstimator", [CCA, PLSCanonical, PLSRegression])
|
||||
def test_select_from_model_pls(PLSEstimator):
|
||||
"""Check the behaviour of SelectFromModel with PLS estimators.
|
||||
|
||||
Non-regression test for:
|
||||
https://github.com/scikit-learn/scikit-learn/issues/12410
|
||||
"""
|
||||
X, y = make_friedman1(n_samples=50, n_features=10, random_state=0)
|
||||
estimator = PLSEstimator(n_components=1)
|
||||
model = make_pipeline(SelectFromModel(estimator), estimator).fit(X, y)
|
||||
assert model.score(X, y) > 0.5
|
||||
|
||||
|
||||
def test_estimator_does_not_support_feature_names():
|
||||
"""SelectFromModel works with estimators that do not support feature_names_in_.
|
||||
|
||||
Non-regression test for #21949.
|
||||
"""
|
||||
pytest.importorskip("pandas")
|
||||
X, y = datasets.load_iris(as_frame=True, return_X_y=True)
|
||||
all_feature_names = set(X.columns)
|
||||
|
||||
def importance_getter(estimator):
|
||||
return np.arange(X.shape[1])
|
||||
|
||||
selector = SelectFromModel(
|
||||
MinimalClassifier(), importance_getter=importance_getter
|
||||
).fit(X, y)
|
||||
|
||||
# selector learns the feature names itself
|
||||
assert_array_equal(selector.feature_names_in_, X.columns)
|
||||
|
||||
feature_names_out = set(selector.get_feature_names_out())
|
||||
assert feature_names_out < all_feature_names
|
||||
|
||||
with warnings.catch_warnings():
|
||||
warnings.simplefilter("error", UserWarning)
|
||||
|
||||
selector.transform(X.iloc[1:3])
|
||||
|
||||
|
||||
@pytest.mark.parametrize("as_frame", [True, False])
|
||||
def test_partial_fit_validate_feature_names(as_frame):
|
||||
"""Test that partial_fit from SelectFromModel validates `feature_names_in_`."""
|
||||
pytest.importorskip("pandas")
|
||||
X, y = datasets.load_iris(as_frame=as_frame, return_X_y=True)
|
||||
|
||||
selector = SelectFromModel(estimator=SGDClassifier(), max_features=4).partial_fit(
|
||||
X, y, classes=[0, 1, 2]
|
||||
)
|
||||
if as_frame:
|
||||
assert_array_equal(selector.feature_names_in_, X.columns)
|
||||
else:
|
||||
assert not hasattr(selector, "feature_names_in_")
|
||||
|
||||
|
||||
def test_from_model_estimator_attribute_error():
|
||||
"""Check that we raise the proper AttributeError when the estimator
|
||||
does not implement the `partial_fit` method, which is decorated with
|
||||
`available_if`.
|
||||
|
||||
Non-regression test for:
|
||||
https://github.com/scikit-learn/scikit-learn/issues/28108
|
||||
"""
|
||||
# `LinearRegression` does not implement 'partial_fit' and should raise an
|
||||
# AttributeError
|
||||
from_model = SelectFromModel(estimator=LinearRegression())
|
||||
|
||||
outer_msg = "This 'SelectFromModel' has no attribute 'partial_fit'"
|
||||
inner_msg = "'LinearRegression' object has no attribute 'partial_fit'"
|
||||
with pytest.raises(AttributeError, match=outer_msg) as exec_info:
|
||||
from_model.fit(data, y).partial_fit(data)
|
||||
assert isinstance(exec_info.value.__cause__, AttributeError)
|
||||
assert inner_msg in str(exec_info.value.__cause__)
|
||||
@@ -0,0 +1,270 @@
|
||||
import numpy as np
|
||||
import pytest
|
||||
|
||||
from sklearn.datasets import make_classification, make_regression
|
||||
from sklearn.feature_selection import mutual_info_classif, mutual_info_regression
|
||||
from sklearn.feature_selection._mutual_info import _compute_mi
|
||||
from sklearn.utils import check_random_state
|
||||
from sklearn.utils._testing import (
|
||||
assert_allclose,
|
||||
assert_array_equal,
|
||||
)
|
||||
from sklearn.utils.fixes import CSR_CONTAINERS
|
||||
|
||||
|
||||
def test_compute_mi_dd():
|
||||
# In discrete case computations are straightforward and can be done
|
||||
# by hand on given vectors.
|
||||
x = np.array([0, 1, 1, 0, 0])
|
||||
y = np.array([1, 0, 0, 0, 1])
|
||||
|
||||
H_x = H_y = -(3 / 5) * np.log(3 / 5) - (2 / 5) * np.log(2 / 5)
|
||||
H_xy = -1 / 5 * np.log(1 / 5) - 2 / 5 * np.log(2 / 5) - 2 / 5 * np.log(2 / 5)
|
||||
I_xy = H_x + H_y - H_xy
|
||||
|
||||
assert_allclose(_compute_mi(x, y, x_discrete=True, y_discrete=True), I_xy)
|
||||
|
||||
|
||||
def test_compute_mi_cc(global_dtype):
|
||||
# For two continuous variables a good approach is to test on bivariate
|
||||
# normal distribution, where mutual information is known.
|
||||
|
||||
# Mean of the distribution, irrelevant for mutual information.
|
||||
mean = np.zeros(2)
|
||||
|
||||
# Setup covariance matrix with correlation coeff. equal 0.5.
|
||||
sigma_1 = 1
|
||||
sigma_2 = 10
|
||||
corr = 0.5
|
||||
cov = np.array(
|
||||
[
|
||||
[sigma_1**2, corr * sigma_1 * sigma_2],
|
||||
[corr * sigma_1 * sigma_2, sigma_2**2],
|
||||
]
|
||||
)
|
||||
|
||||
# True theoretical mutual information.
|
||||
I_theory = np.log(sigma_1) + np.log(sigma_2) - 0.5 * np.log(np.linalg.det(cov))
|
||||
|
||||
rng = check_random_state(0)
|
||||
Z = rng.multivariate_normal(mean, cov, size=1000).astype(global_dtype, copy=False)
|
||||
|
||||
x, y = Z[:, 0], Z[:, 1]
|
||||
|
||||
# Theory and computed values won't be very close
|
||||
# We here check with a large relative tolerance
|
||||
for n_neighbors in [3, 5, 7]:
|
||||
I_computed = _compute_mi(
|
||||
x, y, x_discrete=False, y_discrete=False, n_neighbors=n_neighbors
|
||||
)
|
||||
assert_allclose(I_computed, I_theory, rtol=1e-1)
|
||||
|
||||
|
||||
def test_compute_mi_cd(global_dtype):
|
||||
# To test define a joint distribution as follows:
|
||||
# p(x, y) = p(x) p(y | x)
|
||||
# X ~ Bernoulli(p)
|
||||
# (Y | x = 0) ~ Uniform(-1, 1)
|
||||
# (Y | x = 1) ~ Uniform(0, 2)
|
||||
|
||||
# Use the following formula for mutual information:
|
||||
# I(X; Y) = H(Y) - H(Y | X)
|
||||
# Two entropies can be computed by hand:
|
||||
# H(Y) = -(1-p)/2 * ln((1-p)/2) - p/2*log(p/2) - 1/2*log(1/2)
|
||||
# H(Y | X) = ln(2)
|
||||
|
||||
# Now we need to implement sampling from out distribution, which is
|
||||
# done easily using conditional distribution logic.
|
||||
|
||||
n_samples = 1000
|
||||
rng = check_random_state(0)
|
||||
|
||||
for p in [0.3, 0.5, 0.7]:
|
||||
x = rng.uniform(size=n_samples) > p
|
||||
|
||||
y = np.empty(n_samples, global_dtype)
|
||||
mask = x == 0
|
||||
y[mask] = rng.uniform(-1, 1, size=np.sum(mask))
|
||||
y[~mask] = rng.uniform(0, 2, size=np.sum(~mask))
|
||||
|
||||
I_theory = -0.5 * (
|
||||
(1 - p) * np.log(0.5 * (1 - p)) + p * np.log(0.5 * p) + np.log(0.5)
|
||||
) - np.log(2)
|
||||
|
||||
# Assert the same tolerance.
|
||||
for n_neighbors in [3, 5, 7]:
|
||||
I_computed = _compute_mi(
|
||||
x, y, x_discrete=True, y_discrete=False, n_neighbors=n_neighbors
|
||||
)
|
||||
assert_allclose(I_computed, I_theory, rtol=1e-1)
|
||||
|
||||
|
||||
def test_compute_mi_cd_unique_label(global_dtype):
|
||||
# Test that adding unique label doesn't change MI.
|
||||
n_samples = 100
|
||||
x = np.random.uniform(size=n_samples) > 0.5
|
||||
|
||||
y = np.empty(n_samples, global_dtype)
|
||||
mask = x == 0
|
||||
y[mask] = np.random.uniform(-1, 1, size=np.sum(mask))
|
||||
y[~mask] = np.random.uniform(0, 2, size=np.sum(~mask))
|
||||
|
||||
mi_1 = _compute_mi(x, y, x_discrete=True, y_discrete=False)
|
||||
|
||||
x = np.hstack((x, 2))
|
||||
y = np.hstack((y, 10))
|
||||
mi_2 = _compute_mi(x, y, x_discrete=True, y_discrete=False)
|
||||
|
||||
assert_allclose(mi_1, mi_2)
|
||||
|
||||
|
||||
# We are going test that feature ordering by MI matches our expectations.
|
||||
def test_mutual_info_classif_discrete(global_dtype):
|
||||
X = np.array(
|
||||
[[0, 0, 0], [1, 1, 0], [2, 0, 1], [2, 0, 1], [2, 0, 1]], dtype=global_dtype
|
||||
)
|
||||
y = np.array([0, 1, 2, 2, 1])
|
||||
|
||||
# Here X[:, 0] is the most informative feature, and X[:, 1] is weakly
|
||||
# informative.
|
||||
mi = mutual_info_classif(X, y, discrete_features=True)
|
||||
assert_array_equal(np.argsort(-mi), np.array([0, 2, 1]))
|
||||
|
||||
|
||||
def test_mutual_info_regression(global_dtype):
|
||||
# We generate sample from multivariate normal distribution, using
|
||||
# transformation from initially uncorrelated variables. The zero
|
||||
# variables after transformation is selected as the target vector,
|
||||
# it has the strongest correlation with the variable 2, and
|
||||
# the weakest correlation with the variable 1.
|
||||
T = np.array([[1, 0.5, 2, 1], [0, 1, 0.1, 0.0], [0, 0.1, 1, 0.1], [0, 0.1, 0.1, 1]])
|
||||
cov = T.dot(T.T)
|
||||
mean = np.zeros(4)
|
||||
|
||||
rng = check_random_state(0)
|
||||
Z = rng.multivariate_normal(mean, cov, size=1000).astype(global_dtype, copy=False)
|
||||
X = Z[:, 1:]
|
||||
y = Z[:, 0]
|
||||
|
||||
mi = mutual_info_regression(X, y, random_state=0)
|
||||
assert_array_equal(np.argsort(-mi), np.array([1, 2, 0]))
|
||||
# XXX: should mutual_info_regression be fixed to avoid
|
||||
# up-casting float32 inputs to float64?
|
||||
assert mi.dtype == np.float64
|
||||
|
||||
|
||||
def test_mutual_info_classif_mixed(global_dtype):
|
||||
# Here the target is discrete and there are two continuous and one
|
||||
# discrete feature. The idea of this test is clear from the code.
|
||||
rng = check_random_state(0)
|
||||
X = rng.rand(1000, 3).astype(global_dtype, copy=False)
|
||||
X[:, 1] += X[:, 0]
|
||||
y = ((0.5 * X[:, 0] + X[:, 2]) > 0.5).astype(int)
|
||||
X[:, 2] = X[:, 2] > 0.5
|
||||
|
||||
mi = mutual_info_classif(X, y, discrete_features=[2], n_neighbors=3, random_state=0)
|
||||
assert_array_equal(np.argsort(-mi), [2, 0, 1])
|
||||
for n_neighbors in [5, 7, 9]:
|
||||
mi_nn = mutual_info_classif(
|
||||
X, y, discrete_features=[2], n_neighbors=n_neighbors, random_state=0
|
||||
)
|
||||
# Check that the continuous values have a higher MI with greater
|
||||
# n_neighbors
|
||||
assert mi_nn[0] > mi[0]
|
||||
assert mi_nn[1] > mi[1]
|
||||
# The n_neighbors should not have any effect on the discrete value
|
||||
# The MI should be the same
|
||||
assert mi_nn[2] == mi[2]
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
|
||||
def test_mutual_info_options(global_dtype, csr_container):
|
||||
X = np.array(
|
||||
[[0, 0, 0], [1, 1, 0], [2, 0, 1], [2, 0, 1], [2, 0, 1]], dtype=global_dtype
|
||||
)
|
||||
y = np.array([0, 1, 2, 2, 1], dtype=global_dtype)
|
||||
X_csr = csr_container(X)
|
||||
|
||||
for mutual_info in (mutual_info_regression, mutual_info_classif):
|
||||
with pytest.raises(ValueError):
|
||||
mutual_info(X_csr, y, discrete_features=False)
|
||||
with pytest.raises(ValueError):
|
||||
mutual_info(X, y, discrete_features="manual")
|
||||
with pytest.raises(ValueError):
|
||||
mutual_info(X_csr, y, discrete_features=[True, False, True])
|
||||
with pytest.raises(IndexError):
|
||||
mutual_info(X, y, discrete_features=[True, False, True, False])
|
||||
with pytest.raises(IndexError):
|
||||
mutual_info(X, y, discrete_features=[1, 4])
|
||||
|
||||
mi_1 = mutual_info(X, y, discrete_features="auto", random_state=0)
|
||||
mi_2 = mutual_info(X, y, discrete_features=False, random_state=0)
|
||||
mi_3 = mutual_info(X_csr, y, discrete_features="auto", random_state=0)
|
||||
mi_4 = mutual_info(X_csr, y, discrete_features=True, random_state=0)
|
||||
mi_5 = mutual_info(X, y, discrete_features=[True, False, True], random_state=0)
|
||||
mi_6 = mutual_info(X, y, discrete_features=[0, 2], random_state=0)
|
||||
|
||||
assert_allclose(mi_1, mi_2)
|
||||
assert_allclose(mi_3, mi_4)
|
||||
assert_allclose(mi_5, mi_6)
|
||||
|
||||
assert not np.allclose(mi_1, mi_3)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("correlated", [True, False])
|
||||
def test_mutual_information_symmetry_classif_regression(correlated, global_random_seed):
|
||||
"""Check that `mutual_info_classif` and `mutual_info_regression` are
|
||||
symmetric by switching the target `y` as `feature` in `X` and vice
|
||||
versa.
|
||||
|
||||
Non-regression test for:
|
||||
https://github.com/scikit-learn/scikit-learn/issues/23720
|
||||
"""
|
||||
rng = np.random.RandomState(global_random_seed)
|
||||
n = 100
|
||||
d = rng.randint(10, size=n)
|
||||
|
||||
if correlated:
|
||||
c = d.astype(np.float64)
|
||||
else:
|
||||
c = rng.normal(0, 1, size=n)
|
||||
|
||||
mi_classif = mutual_info_classif(
|
||||
c[:, None], d, discrete_features=[False], random_state=global_random_seed
|
||||
)
|
||||
|
||||
mi_regression = mutual_info_regression(
|
||||
d[:, None], c, discrete_features=[True], random_state=global_random_seed
|
||||
)
|
||||
|
||||
assert mi_classif == pytest.approx(mi_regression)
|
||||
|
||||
|
||||
def test_mutual_info_regression_X_int_dtype(global_random_seed):
|
||||
"""Check that results agree when X is integer dtype and float dtype.
|
||||
|
||||
Non-regression test for Issue #26696.
|
||||
"""
|
||||
rng = np.random.RandomState(global_random_seed)
|
||||
X = rng.randint(100, size=(100, 10))
|
||||
X_float = X.astype(np.float64, copy=True)
|
||||
y = rng.randint(100, size=100)
|
||||
|
||||
expected = mutual_info_regression(X_float, y, random_state=global_random_seed)
|
||||
result = mutual_info_regression(X, y, random_state=global_random_seed)
|
||||
assert_allclose(result, expected)
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"mutual_info_func, data_generator",
|
||||
[
|
||||
(mutual_info_regression, make_regression),
|
||||
(mutual_info_classif, make_classification),
|
||||
],
|
||||
)
|
||||
def test_mutual_info_n_jobs(global_random_seed, mutual_info_func, data_generator):
|
||||
"""Check that results are consistent with different `n_jobs`."""
|
||||
X, y = data_generator(random_state=global_random_seed)
|
||||
single_job = mutual_info_func(X, y, random_state=global_random_seed, n_jobs=1)
|
||||
multi_job = mutual_info_func(X, y, random_state=global_random_seed, n_jobs=2)
|
||||
assert_allclose(single_job, multi_job)
|
||||
@@ -0,0 +1,755 @@
|
||||
"""
|
||||
Testing Recursive feature elimination
|
||||
"""
|
||||
|
||||
import re
|
||||
from operator import attrgetter
|
||||
|
||||
import numpy as np
|
||||
import pytest
|
||||
from joblib import parallel_backend
|
||||
from numpy.testing import assert_allclose, assert_array_almost_equal, assert_array_equal
|
||||
|
||||
from sklearn.base import BaseEstimator, ClassifierMixin, is_classifier
|
||||
from sklearn.compose import TransformedTargetRegressor
|
||||
from sklearn.cross_decomposition import CCA, PLSCanonical, PLSRegression
|
||||
from sklearn.datasets import load_iris, make_classification, make_friedman1
|
||||
from sklearn.ensemble import RandomForestClassifier
|
||||
from sklearn.feature_selection import RFE, RFECV
|
||||
from sklearn.impute import SimpleImputer
|
||||
from sklearn.linear_model import LinearRegression, LogisticRegression
|
||||
from sklearn.metrics import get_scorer, make_scorer, zero_one_loss
|
||||
from sklearn.model_selection import GroupKFold, cross_val_score
|
||||
from sklearn.pipeline import make_pipeline
|
||||
from sklearn.preprocessing import StandardScaler
|
||||
from sklearn.svm import SVC, SVR, LinearSVR
|
||||
from sklearn.utils import check_random_state
|
||||
from sklearn.utils._testing import ignore_warnings
|
||||
from sklearn.utils.fixes import CSR_CONTAINERS
|
||||
|
||||
|
||||
class MockClassifier(ClassifierMixin, BaseEstimator):
|
||||
"""
|
||||
Dummy classifier to test recursive feature elimination
|
||||
"""
|
||||
|
||||
def __init__(self, foo_param=0):
|
||||
self.foo_param = foo_param
|
||||
|
||||
def fit(self, X, y):
|
||||
assert len(X) == len(y)
|
||||
self.coef_ = np.ones(X.shape[1], dtype=np.float64)
|
||||
self.classes_ = sorted(set(y))
|
||||
return self
|
||||
|
||||
def predict(self, T):
|
||||
return np.ones(T.shape[0])
|
||||
|
||||
predict_proba = predict
|
||||
decision_function = predict
|
||||
transform = predict
|
||||
|
||||
def score(self, X=None, y=None):
|
||||
return 0.0
|
||||
|
||||
def get_params(self, deep=True):
|
||||
return {"foo_param": self.foo_param}
|
||||
|
||||
def set_params(self, **params):
|
||||
return self
|
||||
|
||||
def __sklearn_tags__(self):
|
||||
tags = super().__sklearn_tags__()
|
||||
tags.input_tags.allow_nan = True
|
||||
return tags
|
||||
|
||||
|
||||
def test_rfe_features_importance():
|
||||
generator = check_random_state(0)
|
||||
iris = load_iris()
|
||||
# Add some irrelevant features. Random seed is set to make sure that
|
||||
# irrelevant features are always irrelevant.
|
||||
X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
|
||||
y = iris.target
|
||||
|
||||
clf = RandomForestClassifier(n_estimators=20, random_state=generator, max_depth=2)
|
||||
rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1)
|
||||
rfe.fit(X, y)
|
||||
assert len(rfe.ranking_) == X.shape[1]
|
||||
|
||||
clf_svc = SVC(kernel="linear")
|
||||
rfe_svc = RFE(estimator=clf_svc, n_features_to_select=4, step=0.1)
|
||||
rfe_svc.fit(X, y)
|
||||
|
||||
# Check if the supports are equal
|
||||
assert_array_equal(rfe.get_support(), rfe_svc.get_support())
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
|
||||
def test_rfe(csr_container):
|
||||
generator = check_random_state(0)
|
||||
iris = load_iris()
|
||||
# Add some irrelevant features. Random seed is set to make sure that
|
||||
# irrelevant features are always irrelevant.
|
||||
X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
|
||||
X_sparse = csr_container(X)
|
||||
y = iris.target
|
||||
|
||||
# dense model
|
||||
clf = SVC(kernel="linear")
|
||||
rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1)
|
||||
rfe.fit(X, y)
|
||||
X_r = rfe.transform(X)
|
||||
clf.fit(X_r, y)
|
||||
assert len(rfe.ranking_) == X.shape[1]
|
||||
|
||||
# sparse model
|
||||
clf_sparse = SVC(kernel="linear")
|
||||
rfe_sparse = RFE(estimator=clf_sparse, n_features_to_select=4, step=0.1)
|
||||
rfe_sparse.fit(X_sparse, y)
|
||||
X_r_sparse = rfe_sparse.transform(X_sparse)
|
||||
|
||||
assert X_r.shape == iris.data.shape
|
||||
assert_array_almost_equal(X_r[:10], iris.data[:10])
|
||||
|
||||
assert_array_almost_equal(rfe.predict(X), clf.predict(iris.data))
|
||||
assert rfe.score(X, y) == clf.score(iris.data, iris.target)
|
||||
assert_array_almost_equal(X_r, X_r_sparse.toarray())
|
||||
|
||||
|
||||
def test_RFE_fit_score_params():
|
||||
# Make sure RFE passes the metadata down to fit and score methods of the
|
||||
# underlying estimator
|
||||
class TestEstimator(BaseEstimator, ClassifierMixin):
|
||||
def fit(self, X, y, prop=None):
|
||||
if prop is None:
|
||||
raise ValueError("fit: prop cannot be None")
|
||||
self.svc_ = SVC(kernel="linear").fit(X, y)
|
||||
self.coef_ = self.svc_.coef_
|
||||
return self
|
||||
|
||||
def score(self, X, y, prop=None):
|
||||
if prop is None:
|
||||
raise ValueError("score: prop cannot be None")
|
||||
return self.svc_.score(X, y)
|
||||
|
||||
X, y = load_iris(return_X_y=True)
|
||||
with pytest.raises(ValueError, match="fit: prop cannot be None"):
|
||||
RFE(estimator=TestEstimator()).fit(X, y)
|
||||
with pytest.raises(ValueError, match="score: prop cannot be None"):
|
||||
RFE(estimator=TestEstimator()).fit(X, y, prop="foo").score(X, y)
|
||||
|
||||
RFE(estimator=TestEstimator()).fit(X, y, prop="foo").score(X, y, prop="foo")
|
||||
|
||||
|
||||
def test_rfe_percent_n_features():
|
||||
# test that the results are the same
|
||||
generator = check_random_state(0)
|
||||
iris = load_iris()
|
||||
# Add some irrelevant features. Random seed is set to make sure that
|
||||
# irrelevant features are always irrelevant.
|
||||
X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
|
||||
y = iris.target
|
||||
# there are 10 features in the data. We select 40%.
|
||||
clf = SVC(kernel="linear")
|
||||
rfe_num = RFE(estimator=clf, n_features_to_select=4, step=0.1)
|
||||
rfe_num.fit(X, y)
|
||||
|
||||
rfe_perc = RFE(estimator=clf, n_features_to_select=0.4, step=0.1)
|
||||
rfe_perc.fit(X, y)
|
||||
|
||||
assert_array_equal(rfe_perc.ranking_, rfe_num.ranking_)
|
||||
assert_array_equal(rfe_perc.support_, rfe_num.support_)
|
||||
|
||||
|
||||
def test_rfe_mockclassifier():
|
||||
generator = check_random_state(0)
|
||||
iris = load_iris()
|
||||
# Add some irrelevant features. Random seed is set to make sure that
|
||||
# irrelevant features are always irrelevant.
|
||||
X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
|
||||
y = iris.target
|
||||
|
||||
# dense model
|
||||
clf = MockClassifier()
|
||||
rfe = RFE(estimator=clf, n_features_to_select=4, step=0.1)
|
||||
rfe.fit(X, y)
|
||||
X_r = rfe.transform(X)
|
||||
clf.fit(X_r, y)
|
||||
assert len(rfe.ranking_) == X.shape[1]
|
||||
assert X_r.shape == iris.data.shape
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
|
||||
def test_rfecv(csr_container):
|
||||
generator = check_random_state(0)
|
||||
iris = load_iris()
|
||||
# Add some irrelevant features. Random seed is set to make sure that
|
||||
# irrelevant features are always irrelevant.
|
||||
X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
|
||||
y = list(iris.target) # regression test: list should be supported
|
||||
|
||||
# Test using the score function
|
||||
rfecv = RFECV(estimator=SVC(kernel="linear"), step=1)
|
||||
rfecv.fit(X, y)
|
||||
# non-regression test for missing worst feature:
|
||||
|
||||
for key in rfecv.cv_results_.keys():
|
||||
assert len(rfecv.cv_results_[key]) == X.shape[1]
|
||||
|
||||
assert len(rfecv.ranking_) == X.shape[1]
|
||||
X_r = rfecv.transform(X)
|
||||
|
||||
# All the noisy variable were filtered out
|
||||
assert_array_equal(X_r, iris.data)
|
||||
|
||||
# same in sparse
|
||||
rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=1)
|
||||
X_sparse = csr_container(X)
|
||||
rfecv_sparse.fit(X_sparse, y)
|
||||
X_r_sparse = rfecv_sparse.transform(X_sparse)
|
||||
assert_array_equal(X_r_sparse.toarray(), iris.data)
|
||||
|
||||
# Test using a customized loss function
|
||||
scoring = make_scorer(zero_one_loss, greater_is_better=False)
|
||||
rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, scoring=scoring)
|
||||
ignore_warnings(rfecv.fit)(X, y)
|
||||
X_r = rfecv.transform(X)
|
||||
assert_array_equal(X_r, iris.data)
|
||||
|
||||
# Test using a scorer
|
||||
scorer = get_scorer("accuracy")
|
||||
rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, scoring=scorer)
|
||||
rfecv.fit(X, y)
|
||||
X_r = rfecv.transform(X)
|
||||
assert_array_equal(X_r, iris.data)
|
||||
|
||||
# Test fix on cv_results_
|
||||
def test_scorer(estimator, X, y):
|
||||
return 1.0
|
||||
|
||||
rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, scoring=test_scorer)
|
||||
rfecv.fit(X, y)
|
||||
|
||||
# In the event of cross validation score ties, the expected behavior of
|
||||
# RFECV is to return the FEWEST features that maximize the CV score.
|
||||
# Because test_scorer always returns 1.0 in this example, RFECV should
|
||||
# reduce the dimensionality to a single feature (i.e. n_features_ = 1)
|
||||
assert rfecv.n_features_ == 1
|
||||
|
||||
# Same as the first two tests, but with step=2
|
||||
rfecv = RFECV(estimator=SVC(kernel="linear"), step=2)
|
||||
rfecv.fit(X, y)
|
||||
|
||||
for key in rfecv.cv_results_.keys():
|
||||
assert len(rfecv.cv_results_[key]) == 6
|
||||
|
||||
assert len(rfecv.ranking_) == X.shape[1]
|
||||
X_r = rfecv.transform(X)
|
||||
assert_array_equal(X_r, iris.data)
|
||||
|
||||
rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=2)
|
||||
X_sparse = csr_container(X)
|
||||
rfecv_sparse.fit(X_sparse, y)
|
||||
X_r_sparse = rfecv_sparse.transform(X_sparse)
|
||||
assert_array_equal(X_r_sparse.toarray(), iris.data)
|
||||
|
||||
# Verifying that steps < 1 don't blow up.
|
||||
rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=0.2)
|
||||
X_sparse = csr_container(X)
|
||||
rfecv_sparse.fit(X_sparse, y)
|
||||
X_r_sparse = rfecv_sparse.transform(X_sparse)
|
||||
assert_array_equal(X_r_sparse.toarray(), iris.data)
|
||||
|
||||
|
||||
def test_rfecv_mockclassifier():
|
||||
generator = check_random_state(0)
|
||||
iris = load_iris()
|
||||
X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
|
||||
y = list(iris.target) # regression test: list should be supported
|
||||
|
||||
# Test using the score function
|
||||
rfecv = RFECV(estimator=MockClassifier(), step=1)
|
||||
rfecv.fit(X, y)
|
||||
# non-regression test for missing worst feature:
|
||||
|
||||
for key in rfecv.cv_results_.keys():
|
||||
assert len(rfecv.cv_results_[key]) == X.shape[1]
|
||||
|
||||
assert len(rfecv.ranking_) == X.shape[1]
|
||||
|
||||
|
||||
def test_rfecv_verbose_output():
|
||||
# Check verbose=1 is producing an output.
|
||||
import sys
|
||||
from io import StringIO
|
||||
|
||||
sys.stdout = StringIO()
|
||||
|
||||
generator = check_random_state(0)
|
||||
iris = load_iris()
|
||||
X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
|
||||
y = list(iris.target)
|
||||
|
||||
rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, verbose=1)
|
||||
rfecv.fit(X, y)
|
||||
|
||||
verbose_output = sys.stdout
|
||||
verbose_output.seek(0)
|
||||
assert len(verbose_output.readline()) > 0
|
||||
|
||||
|
||||
def test_rfecv_cv_results_size(global_random_seed):
|
||||
generator = check_random_state(global_random_seed)
|
||||
iris = load_iris()
|
||||
X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
|
||||
y = list(iris.target) # regression test: list should be supported
|
||||
|
||||
# Non-regression test for varying combinations of step and
|
||||
# min_features_to_select.
|
||||
for step, min_features_to_select in [[2, 1], [2, 2], [3, 3]]:
|
||||
rfecv = RFECV(
|
||||
estimator=MockClassifier(),
|
||||
step=step,
|
||||
min_features_to_select=min_features_to_select,
|
||||
)
|
||||
rfecv.fit(X, y)
|
||||
|
||||
score_len = np.ceil((X.shape[1] - min_features_to_select) / step) + 1
|
||||
|
||||
for key in rfecv.cv_results_.keys():
|
||||
assert len(rfecv.cv_results_[key]) == score_len
|
||||
|
||||
assert len(rfecv.ranking_) == X.shape[1]
|
||||
assert rfecv.n_features_ >= min_features_to_select
|
||||
|
||||
|
||||
def test_rfe_estimator_tags():
|
||||
rfe = RFE(SVC(kernel="linear"))
|
||||
assert is_classifier(rfe)
|
||||
# make sure that cross-validation is stratified
|
||||
iris = load_iris()
|
||||
score = cross_val_score(rfe, iris.data, iris.target)
|
||||
assert score.min() > 0.7
|
||||
|
||||
|
||||
def test_rfe_min_step(global_random_seed):
|
||||
n_features = 10
|
||||
X, y = make_friedman1(
|
||||
n_samples=50, n_features=n_features, random_state=global_random_seed
|
||||
)
|
||||
n_samples, n_features = X.shape
|
||||
estimator = SVR(kernel="linear")
|
||||
|
||||
# Test when floor(step * n_features) <= 0
|
||||
selector = RFE(estimator, step=0.01)
|
||||
sel = selector.fit(X, y)
|
||||
assert sel.support_.sum() == n_features // 2
|
||||
|
||||
# Test when step is between (0,1) and floor(step * n_features) > 0
|
||||
selector = RFE(estimator, step=0.20)
|
||||
sel = selector.fit(X, y)
|
||||
assert sel.support_.sum() == n_features // 2
|
||||
|
||||
# Test when step is an integer
|
||||
selector = RFE(estimator, step=5)
|
||||
sel = selector.fit(X, y)
|
||||
assert sel.support_.sum() == n_features // 2
|
||||
|
||||
|
||||
def test_number_of_subsets_of_features(global_random_seed):
|
||||
# In RFE, 'number_of_subsets_of_features'
|
||||
# = the number of iterations in '_fit'
|
||||
# = max(ranking_)
|
||||
# = 1 + (n_features + step - n_features_to_select - 1) // step
|
||||
# After optimization #4534, this number
|
||||
# = 1 + np.ceil((n_features - n_features_to_select) / float(step))
|
||||
# This test case is to test their equivalence, refer to #4534 and #3824
|
||||
|
||||
def formula1(n_features, n_features_to_select, step):
|
||||
return 1 + ((n_features + step - n_features_to_select - 1) // step)
|
||||
|
||||
def formula2(n_features, n_features_to_select, step):
|
||||
return 1 + np.ceil((n_features - n_features_to_select) / float(step))
|
||||
|
||||
# RFE
|
||||
# Case 1, n_features - n_features_to_select is divisible by step
|
||||
# Case 2, n_features - n_features_to_select is not divisible by step
|
||||
n_features_list = [11, 11]
|
||||
n_features_to_select_list = [3, 3]
|
||||
step_list = [2, 3]
|
||||
for n_features, n_features_to_select, step in zip(
|
||||
n_features_list, n_features_to_select_list, step_list
|
||||
):
|
||||
generator = check_random_state(global_random_seed)
|
||||
X = generator.normal(size=(100, n_features))
|
||||
y = generator.rand(100).round()
|
||||
rfe = RFE(
|
||||
estimator=SVC(kernel="linear"),
|
||||
n_features_to_select=n_features_to_select,
|
||||
step=step,
|
||||
)
|
||||
rfe.fit(X, y)
|
||||
# this number also equals to the maximum of ranking_
|
||||
assert np.max(rfe.ranking_) == formula1(n_features, n_features_to_select, step)
|
||||
assert np.max(rfe.ranking_) == formula2(n_features, n_features_to_select, step)
|
||||
|
||||
# In RFECV, 'fit' calls 'RFE._fit'
|
||||
# 'number_of_subsets_of_features' of RFE
|
||||
# = the size of each score in 'cv_results_' of RFECV
|
||||
# = the number of iterations of the for loop before optimization #4534
|
||||
|
||||
# RFECV, n_features_to_select = 1
|
||||
# Case 1, n_features - 1 is divisible by step
|
||||
# Case 2, n_features - 1 is not divisible by step
|
||||
|
||||
n_features_to_select = 1
|
||||
n_features_list = [11, 10]
|
||||
step_list = [2, 2]
|
||||
for n_features, step in zip(n_features_list, step_list):
|
||||
generator = check_random_state(global_random_seed)
|
||||
X = generator.normal(size=(100, n_features))
|
||||
y = generator.rand(100).round()
|
||||
rfecv = RFECV(estimator=SVC(kernel="linear"), step=step)
|
||||
rfecv.fit(X, y)
|
||||
|
||||
for key in rfecv.cv_results_.keys():
|
||||
assert len(rfecv.cv_results_[key]) == formula1(
|
||||
n_features, n_features_to_select, step
|
||||
)
|
||||
assert len(rfecv.cv_results_[key]) == formula2(
|
||||
n_features, n_features_to_select, step
|
||||
)
|
||||
|
||||
|
||||
def test_rfe_cv_n_jobs(global_random_seed):
|
||||
generator = check_random_state(global_random_seed)
|
||||
iris = load_iris()
|
||||
X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
|
||||
y = iris.target
|
||||
|
||||
rfecv = RFECV(estimator=SVC(kernel="linear"))
|
||||
rfecv.fit(X, y)
|
||||
rfecv_ranking = rfecv.ranking_
|
||||
|
||||
rfecv_cv_results_ = rfecv.cv_results_
|
||||
|
||||
rfecv.set_params(n_jobs=2)
|
||||
rfecv.fit(X, y)
|
||||
assert_array_almost_equal(rfecv.ranking_, rfecv_ranking)
|
||||
|
||||
assert rfecv_cv_results_.keys() == rfecv.cv_results_.keys()
|
||||
for key in rfecv_cv_results_.keys():
|
||||
assert rfecv_cv_results_[key] == pytest.approx(rfecv.cv_results_[key])
|
||||
|
||||
|
||||
def test_rfe_cv_groups():
|
||||
generator = check_random_state(0)
|
||||
iris = load_iris()
|
||||
number_groups = 4
|
||||
groups = np.floor(np.linspace(0, number_groups, len(iris.target)))
|
||||
X = iris.data
|
||||
y = (iris.target > 0).astype(int)
|
||||
|
||||
est_groups = RFECV(
|
||||
estimator=RandomForestClassifier(random_state=generator),
|
||||
step=1,
|
||||
scoring="accuracy",
|
||||
cv=GroupKFold(n_splits=2),
|
||||
)
|
||||
est_groups.fit(X, y, groups=groups)
|
||||
assert est_groups.n_features_ > 0
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"importance_getter", [attrgetter("regressor_.coef_"), "regressor_.coef_"]
|
||||
)
|
||||
@pytest.mark.parametrize("selector, expected_n_features", [(RFE, 5), (RFECV, 4)])
|
||||
def test_rfe_wrapped_estimator(importance_getter, selector, expected_n_features):
|
||||
# Non-regression test for
|
||||
# https://github.com/scikit-learn/scikit-learn/issues/15312
|
||||
X, y = make_friedman1(n_samples=50, n_features=10, random_state=0)
|
||||
estimator = LinearSVR(random_state=0)
|
||||
|
||||
log_estimator = TransformedTargetRegressor(
|
||||
regressor=estimator, func=np.log, inverse_func=np.exp
|
||||
)
|
||||
|
||||
selector = selector(log_estimator, importance_getter=importance_getter)
|
||||
sel = selector.fit(X, y)
|
||||
assert sel.support_.sum() == expected_n_features
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"importance_getter, err_type",
|
||||
[
|
||||
("auto", ValueError),
|
||||
("random", AttributeError),
|
||||
(lambda x: x.importance, AttributeError),
|
||||
],
|
||||
)
|
||||
@pytest.mark.parametrize("Selector", [RFE, RFECV])
|
||||
def test_rfe_importance_getter_validation(importance_getter, err_type, Selector):
|
||||
X, y = make_friedman1(n_samples=50, n_features=10, random_state=42)
|
||||
estimator = LinearSVR()
|
||||
log_estimator = TransformedTargetRegressor(
|
||||
regressor=estimator, func=np.log, inverse_func=np.exp
|
||||
)
|
||||
|
||||
with pytest.raises(err_type):
|
||||
model = Selector(log_estimator, importance_getter=importance_getter)
|
||||
model.fit(X, y)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("cv", [None, 5])
|
||||
def test_rfe_allow_nan_inf_in_x(cv):
|
||||
iris = load_iris()
|
||||
X = iris.data
|
||||
y = iris.target
|
||||
|
||||
# add nan and inf value to X
|
||||
X[0][0] = np.nan
|
||||
X[0][1] = np.inf
|
||||
|
||||
clf = MockClassifier()
|
||||
if cv is not None:
|
||||
rfe = RFECV(estimator=clf, cv=cv)
|
||||
else:
|
||||
rfe = RFE(estimator=clf)
|
||||
rfe.fit(X, y)
|
||||
rfe.transform(X)
|
||||
|
||||
|
||||
def test_w_pipeline_2d_coef_():
|
||||
pipeline = make_pipeline(StandardScaler(), LogisticRegression())
|
||||
|
||||
data, y = load_iris(return_X_y=True)
|
||||
sfm = RFE(
|
||||
pipeline,
|
||||
n_features_to_select=2,
|
||||
importance_getter="named_steps.logisticregression.coef_",
|
||||
)
|
||||
|
||||
sfm.fit(data, y)
|
||||
assert sfm.transform(data).shape[1] == 2
|
||||
|
||||
|
||||
def test_rfecv_std_and_mean(global_random_seed):
|
||||
generator = check_random_state(global_random_seed)
|
||||
iris = load_iris()
|
||||
X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
|
||||
y = iris.target
|
||||
|
||||
rfecv = RFECV(estimator=SVC(kernel="linear"))
|
||||
rfecv.fit(X, y)
|
||||
split_keys = [
|
||||
key
|
||||
for key in rfecv.cv_results_.keys()
|
||||
if re.search(r"split\d+_test_score", key)
|
||||
]
|
||||
cv_scores = np.asarray([rfecv.cv_results_[key] for key in split_keys])
|
||||
expected_mean = np.mean(cv_scores, axis=0)
|
||||
expected_std = np.std(cv_scores, axis=0)
|
||||
|
||||
assert_allclose(rfecv.cv_results_["mean_test_score"], expected_mean)
|
||||
assert_allclose(rfecv.cv_results_["std_test_score"], expected_std)
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
["min_features_to_select", "n_features", "step", "cv_results_n_features"],
|
||||
[
|
||||
[1, 4, 1, np.array([1, 2, 3, 4])],
|
||||
[1, 5, 1, np.array([1, 2, 3, 4, 5])],
|
||||
[1, 4, 2, np.array([1, 2, 4])],
|
||||
[1, 5, 2, np.array([1, 3, 5])],
|
||||
[1, 4, 3, np.array([1, 4])],
|
||||
[1, 5, 3, np.array([1, 2, 5])],
|
||||
[1, 4, 4, np.array([1, 4])],
|
||||
[1, 5, 4, np.array([1, 5])],
|
||||
[4, 4, 2, np.array([4])],
|
||||
[4, 5, 1, np.array([4, 5])],
|
||||
[4, 5, 2, np.array([4, 5])],
|
||||
],
|
||||
)
|
||||
def test_rfecv_cv_results_n_features(
|
||||
min_features_to_select,
|
||||
n_features,
|
||||
step,
|
||||
cv_results_n_features,
|
||||
):
|
||||
X, y = make_classification(
|
||||
n_samples=20, n_features=n_features, n_informative=n_features, n_redundant=0
|
||||
)
|
||||
rfecv = RFECV(
|
||||
estimator=SVC(kernel="linear"),
|
||||
step=step,
|
||||
min_features_to_select=min_features_to_select,
|
||||
)
|
||||
rfecv.fit(X, y)
|
||||
assert_array_equal(rfecv.cv_results_["n_features"], cv_results_n_features)
|
||||
assert all(
|
||||
len(value) == len(rfecv.cv_results_["n_features"])
|
||||
for value in rfecv.cv_results_.values()
|
||||
)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("ClsRFE", [RFE, RFECV])
|
||||
def test_multioutput(ClsRFE):
|
||||
X = np.random.normal(size=(10, 3))
|
||||
y = np.random.randint(2, size=(10, 2))
|
||||
clf = RandomForestClassifier(n_estimators=5)
|
||||
rfe_test = ClsRFE(clf)
|
||||
rfe_test.fit(X, y)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("ClsRFE", [RFE, RFECV])
|
||||
def test_pipeline_with_nans(ClsRFE):
|
||||
"""Check that RFE works with pipeline that accept nans.
|
||||
|
||||
Non-regression test for gh-21743.
|
||||
"""
|
||||
X, y = load_iris(return_X_y=True)
|
||||
X[0, 0] = np.nan
|
||||
|
||||
pipe = make_pipeline(
|
||||
SimpleImputer(),
|
||||
StandardScaler(),
|
||||
LogisticRegression(),
|
||||
)
|
||||
|
||||
fs = ClsRFE(
|
||||
estimator=pipe,
|
||||
importance_getter="named_steps.logisticregression.coef_",
|
||||
)
|
||||
fs.fit(X, y)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("ClsRFE", [RFE, RFECV])
|
||||
@pytest.mark.parametrize("PLSEstimator", [CCA, PLSCanonical, PLSRegression])
|
||||
def test_rfe_pls(ClsRFE, PLSEstimator):
|
||||
"""Check the behaviour of RFE with PLS estimators.
|
||||
|
||||
Non-regression test for:
|
||||
https://github.com/scikit-learn/scikit-learn/issues/12410
|
||||
"""
|
||||
X, y = make_friedman1(n_samples=50, n_features=10, random_state=0)
|
||||
estimator = PLSEstimator(n_components=1)
|
||||
selector = ClsRFE(estimator, step=1).fit(X, y)
|
||||
assert selector.score(X, y) > 0.5
|
||||
|
||||
|
||||
def test_rfe_estimator_attribute_error():
|
||||
"""Check that we raise the proper AttributeError when the estimator
|
||||
does not implement the `decision_function` method, which is decorated with
|
||||
`available_if`.
|
||||
|
||||
Non-regression test for:
|
||||
https://github.com/scikit-learn/scikit-learn/issues/28108
|
||||
"""
|
||||
iris = load_iris()
|
||||
|
||||
# `LinearRegression` does not implement 'decision_function' and should raise an
|
||||
# AttributeError
|
||||
rfe = RFE(estimator=LinearRegression())
|
||||
|
||||
outer_msg = "This 'RFE' has no attribute 'decision_function'"
|
||||
inner_msg = "'LinearRegression' object has no attribute 'decision_function'"
|
||||
with pytest.raises(AttributeError, match=outer_msg) as exec_info:
|
||||
rfe.fit(iris.data, iris.target).decision_function(iris.data)
|
||||
assert isinstance(exec_info.value.__cause__, AttributeError)
|
||||
assert inner_msg in str(exec_info.value.__cause__)
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"ClsRFE, param", [(RFE, "n_features_to_select"), (RFECV, "min_features_to_select")]
|
||||
)
|
||||
def test_rfe_n_features_to_select_warning(ClsRFE, param):
|
||||
"""Check if the correct warning is raised when trying to initialize a RFE
|
||||
object with a n_features_to_select attribute larger than the number of
|
||||
features present in the X variable that is passed to the fit method
|
||||
"""
|
||||
X, y = make_classification(n_features=20, random_state=0)
|
||||
|
||||
with pytest.warns(UserWarning, match=f"{param}=21 > n_features=20"):
|
||||
# Create RFE/RFECV with n_features_to_select/min_features_to_select
|
||||
# larger than the number of features present in the X variable
|
||||
clsrfe = ClsRFE(estimator=LogisticRegression(), **{param: 21})
|
||||
clsrfe.fit(X, y)
|
||||
|
||||
|
||||
def test_rfe_with_sample_weight():
|
||||
"""Test that `RFE` works correctly with sample weights."""
|
||||
X, y = make_classification(random_state=0)
|
||||
n_samples = X.shape[0]
|
||||
|
||||
# Assign the first half of the samples with twice the weight
|
||||
sample_weight = np.ones_like(y)
|
||||
sample_weight[: n_samples // 2] = 2
|
||||
|
||||
# Duplicate the first half of the data samples to replicate the effect
|
||||
# of sample weights for comparison
|
||||
X2 = np.concatenate([X, X[: n_samples // 2]], axis=0)
|
||||
y2 = np.concatenate([y, y[: n_samples // 2]])
|
||||
|
||||
estimator = SVC(kernel="linear")
|
||||
|
||||
rfe_sw = RFE(estimator=estimator, step=0.1)
|
||||
rfe_sw.fit(X, y, sample_weight=sample_weight)
|
||||
|
||||
rfe = RFE(estimator=estimator, step=0.1)
|
||||
rfe.fit(X2, y2)
|
||||
|
||||
assert_array_equal(rfe_sw.ranking_, rfe.ranking_)
|
||||
|
||||
# Also verify that when sample weights are not doubled the results
|
||||
# are different from the duplicated data
|
||||
rfe_sw_2 = RFE(estimator=estimator, step=0.1)
|
||||
sample_weight_2 = np.ones_like(y)
|
||||
rfe_sw_2.fit(X, y, sample_weight=sample_weight_2)
|
||||
|
||||
assert not np.array_equal(rfe_sw_2.ranking_, rfe.ranking_)
|
||||
|
||||
|
||||
def test_rfe_with_joblib_threading_backend(global_random_seed):
|
||||
X, y = make_classification(random_state=global_random_seed)
|
||||
|
||||
clf = LogisticRegression()
|
||||
rfe = RFECV(
|
||||
estimator=clf,
|
||||
n_jobs=2,
|
||||
)
|
||||
|
||||
rfe.fit(X, y)
|
||||
ranking_ref = rfe.ranking_
|
||||
|
||||
with parallel_backend("threading"):
|
||||
rfe.fit(X, y)
|
||||
|
||||
assert_array_equal(ranking_ref, rfe.ranking_)
|
||||
|
||||
|
||||
def test_results_per_cv_in_rfecv(global_random_seed):
|
||||
"""
|
||||
Test that the results of RFECV are consistent across the different folds
|
||||
in terms of length of the arrays.
|
||||
"""
|
||||
X, y = make_classification(random_state=global_random_seed)
|
||||
|
||||
clf = LogisticRegression()
|
||||
rfecv = RFECV(
|
||||
estimator=clf,
|
||||
n_jobs=2,
|
||||
cv=5,
|
||||
)
|
||||
|
||||
rfecv.fit(X, y)
|
||||
|
||||
assert len(rfecv.cv_results_["split1_test_score"]) == len(
|
||||
rfecv.cv_results_["split2_test_score"]
|
||||
)
|
||||
assert len(rfecv.cv_results_["split1_support"]) == len(
|
||||
rfecv.cv_results_["split2_support"]
|
||||
)
|
||||
assert len(rfecv.cv_results_["split1_ranking"]) == len(
|
||||
rfecv.cv_results_["split2_ranking"]
|
||||
)
|
||||
@@ -0,0 +1,332 @@
|
||||
import numpy as np
|
||||
import pytest
|
||||
from numpy.testing import assert_array_equal
|
||||
|
||||
from sklearn.cluster import KMeans
|
||||
from sklearn.datasets import make_blobs, make_classification, make_regression
|
||||
from sklearn.ensemble import HistGradientBoostingRegressor
|
||||
from sklearn.feature_selection import SequentialFeatureSelector
|
||||
from sklearn.linear_model import LinearRegression
|
||||
from sklearn.model_selection import LeaveOneGroupOut, cross_val_score
|
||||
from sklearn.neighbors import KNeighborsClassifier
|
||||
from sklearn.pipeline import make_pipeline
|
||||
from sklearn.preprocessing import StandardScaler
|
||||
from sklearn.utils.fixes import CSR_CONTAINERS
|
||||
|
||||
|
||||
def test_bad_n_features_to_select():
|
||||
n_features = 5
|
||||
X, y = make_regression(n_features=n_features)
|
||||
sfs = SequentialFeatureSelector(LinearRegression(), n_features_to_select=n_features)
|
||||
with pytest.raises(ValueError, match="n_features_to_select must be < n_features"):
|
||||
sfs.fit(X, y)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("direction", ("forward", "backward"))
|
||||
@pytest.mark.parametrize("n_features_to_select", (1, 5, 9, "auto"))
|
||||
def test_n_features_to_select(direction, n_features_to_select):
|
||||
# Make sure n_features_to_select is respected
|
||||
|
||||
n_features = 10
|
||||
X, y = make_regression(n_features=n_features, random_state=0)
|
||||
sfs = SequentialFeatureSelector(
|
||||
LinearRegression(),
|
||||
n_features_to_select=n_features_to_select,
|
||||
direction=direction,
|
||||
cv=2,
|
||||
)
|
||||
sfs.fit(X, y)
|
||||
|
||||
if n_features_to_select == "auto":
|
||||
n_features_to_select = n_features // 2
|
||||
|
||||
assert sfs.get_support(indices=True).shape[0] == n_features_to_select
|
||||
assert sfs.n_features_to_select_ == n_features_to_select
|
||||
assert sfs.transform(X).shape[1] == n_features_to_select
|
||||
|
||||
|
||||
@pytest.mark.parametrize("direction", ("forward", "backward"))
|
||||
def test_n_features_to_select_auto(direction):
|
||||
"""Check the behaviour of `n_features_to_select="auto"` with different
|
||||
values for the parameter `tol`.
|
||||
"""
|
||||
|
||||
n_features = 10
|
||||
tol = 1e-3
|
||||
X, y = make_regression(n_features=n_features, random_state=0)
|
||||
sfs = SequentialFeatureSelector(
|
||||
LinearRegression(),
|
||||
n_features_to_select="auto",
|
||||
tol=tol,
|
||||
direction=direction,
|
||||
cv=2,
|
||||
)
|
||||
sfs.fit(X, y)
|
||||
|
||||
max_features_to_select = n_features - 1
|
||||
|
||||
assert sfs.get_support(indices=True).shape[0] <= max_features_to_select
|
||||
assert sfs.n_features_to_select_ <= max_features_to_select
|
||||
assert sfs.transform(X).shape[1] <= max_features_to_select
|
||||
assert sfs.get_support(indices=True).shape[0] == sfs.n_features_to_select_
|
||||
|
||||
|
||||
@pytest.mark.parametrize("direction", ("forward", "backward"))
|
||||
def test_n_features_to_select_stopping_criterion(direction):
|
||||
"""Check the behaviour stopping criterion for feature selection
|
||||
depending on the values of `n_features_to_select` and `tol`.
|
||||
|
||||
When `direction` is `'forward'`, select a new features at random
|
||||
among those not currently selected in selector.support_,
|
||||
build a new version of the data that includes all the features
|
||||
in selector.support_ + this newly selected feature.
|
||||
And check that the cross-validation score of the model trained on
|
||||
this new dataset variant is lower than the model with
|
||||
the selected forward selected features or at least does not improve
|
||||
by more than the tol margin.
|
||||
|
||||
When `direction` is `'backward'`, instead of adding a new feature
|
||||
to selector.support_, try to remove one of those selected features at random
|
||||
And check that the cross-validation score is either decreasing or
|
||||
not improving by more than the tol margin.
|
||||
"""
|
||||
|
||||
X, y = make_regression(n_features=50, n_informative=10, random_state=0)
|
||||
|
||||
tol = 1e-3
|
||||
|
||||
sfs = SequentialFeatureSelector(
|
||||
LinearRegression(),
|
||||
n_features_to_select="auto",
|
||||
tol=tol,
|
||||
direction=direction,
|
||||
cv=2,
|
||||
)
|
||||
sfs.fit(X, y)
|
||||
selected_X = sfs.transform(X)
|
||||
|
||||
rng = np.random.RandomState(0)
|
||||
|
||||
added_candidates = list(set(range(X.shape[1])) - set(sfs.get_support(indices=True)))
|
||||
added_X = np.hstack(
|
||||
[
|
||||
selected_X,
|
||||
(X[:, rng.choice(added_candidates)])[:, np.newaxis],
|
||||
]
|
||||
)
|
||||
|
||||
removed_candidate = rng.choice(list(range(sfs.n_features_to_select_)))
|
||||
removed_X = np.delete(selected_X, removed_candidate, axis=1)
|
||||
|
||||
plain_cv_score = cross_val_score(LinearRegression(), X, y, cv=2).mean()
|
||||
sfs_cv_score = cross_val_score(LinearRegression(), selected_X, y, cv=2).mean()
|
||||
added_cv_score = cross_val_score(LinearRegression(), added_X, y, cv=2).mean()
|
||||
removed_cv_score = cross_val_score(LinearRegression(), removed_X, y, cv=2).mean()
|
||||
|
||||
assert sfs_cv_score >= plain_cv_score
|
||||
|
||||
if direction == "forward":
|
||||
assert (sfs_cv_score - added_cv_score) <= tol
|
||||
assert (sfs_cv_score - removed_cv_score) >= tol
|
||||
else:
|
||||
assert (added_cv_score - sfs_cv_score) <= tol
|
||||
assert (removed_cv_score - sfs_cv_score) <= tol
|
||||
|
||||
|
||||
@pytest.mark.parametrize("direction", ("forward", "backward"))
|
||||
@pytest.mark.parametrize(
|
||||
"n_features_to_select, expected",
|
||||
(
|
||||
(0.1, 1),
|
||||
(1.0, 10),
|
||||
(0.5, 5),
|
||||
),
|
||||
)
|
||||
def test_n_features_to_select_float(direction, n_features_to_select, expected):
|
||||
# Test passing a float as n_features_to_select
|
||||
X, y = make_regression(n_features=10)
|
||||
sfs = SequentialFeatureSelector(
|
||||
LinearRegression(),
|
||||
n_features_to_select=n_features_to_select,
|
||||
direction=direction,
|
||||
cv=2,
|
||||
)
|
||||
sfs.fit(X, y)
|
||||
assert sfs.n_features_to_select_ == expected
|
||||
|
||||
|
||||
@pytest.mark.parametrize("seed", range(10))
|
||||
@pytest.mark.parametrize("direction", ("forward", "backward"))
|
||||
@pytest.mark.parametrize(
|
||||
"n_features_to_select, expected_selected_features",
|
||||
[
|
||||
(2, [0, 2]), # f1 is dropped since it has no predictive power
|
||||
(1, [2]), # f2 is more predictive than f0 so it's kept
|
||||
],
|
||||
)
|
||||
def test_sanity(seed, direction, n_features_to_select, expected_selected_features):
|
||||
# Basic sanity check: 3 features, only f0 and f2 are correlated with the
|
||||
# target, f2 having a stronger correlation than f0. We expect f1 to be
|
||||
# dropped, and f2 to always be selected.
|
||||
|
||||
rng = np.random.RandomState(seed)
|
||||
n_samples = 100
|
||||
X = rng.randn(n_samples, 3)
|
||||
y = 3 * X[:, 0] - 10 * X[:, 2]
|
||||
|
||||
sfs = SequentialFeatureSelector(
|
||||
LinearRegression(),
|
||||
n_features_to_select=n_features_to_select,
|
||||
direction=direction,
|
||||
cv=2,
|
||||
)
|
||||
sfs.fit(X, y)
|
||||
assert_array_equal(sfs.get_support(indices=True), expected_selected_features)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
|
||||
def test_sparse_support(csr_container):
|
||||
# Make sure sparse data is supported
|
||||
|
||||
X, y = make_regression(n_features=10)
|
||||
X = csr_container(X)
|
||||
sfs = SequentialFeatureSelector(
|
||||
LinearRegression(), n_features_to_select="auto", cv=2
|
||||
)
|
||||
sfs.fit(X, y)
|
||||
sfs.transform(X)
|
||||
|
||||
|
||||
def test_nan_support():
|
||||
# Make sure nans are OK if the underlying estimator supports nans
|
||||
|
||||
rng = np.random.RandomState(0)
|
||||
n_samples, n_features = 40, 4
|
||||
X, y = make_regression(n_samples, n_features, random_state=0)
|
||||
nan_mask = rng.randint(0, 2, size=(n_samples, n_features), dtype=bool)
|
||||
X[nan_mask] = np.nan
|
||||
sfs = SequentialFeatureSelector(
|
||||
HistGradientBoostingRegressor(), n_features_to_select="auto", cv=2
|
||||
)
|
||||
sfs.fit(X, y)
|
||||
sfs.transform(X)
|
||||
|
||||
with pytest.raises(ValueError, match="Input X contains NaN"):
|
||||
# LinearRegression does not support nans
|
||||
SequentialFeatureSelector(
|
||||
LinearRegression(), n_features_to_select="auto", cv=2
|
||||
).fit(X, y)
|
||||
|
||||
|
||||
def test_pipeline_support():
|
||||
# Make sure that pipelines can be passed into SFS and that SFS can be
|
||||
# passed into a pipeline
|
||||
|
||||
n_samples, n_features = 50, 3
|
||||
X, y = make_regression(n_samples, n_features, random_state=0)
|
||||
|
||||
# pipeline in SFS
|
||||
pipe = make_pipeline(StandardScaler(), LinearRegression())
|
||||
sfs = SequentialFeatureSelector(pipe, n_features_to_select="auto", cv=2)
|
||||
sfs.fit(X, y)
|
||||
sfs.transform(X)
|
||||
|
||||
# SFS in pipeline
|
||||
sfs = SequentialFeatureSelector(
|
||||
LinearRegression(), n_features_to_select="auto", cv=2
|
||||
)
|
||||
pipe = make_pipeline(StandardScaler(), sfs)
|
||||
pipe.fit(X, y)
|
||||
pipe.transform(X)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("n_features_to_select", (2, 3))
|
||||
def test_unsupervised_model_fit(n_features_to_select):
|
||||
# Make sure that models without classification labels are not being
|
||||
# validated
|
||||
|
||||
X, y = make_blobs(n_features=4)
|
||||
sfs = SequentialFeatureSelector(
|
||||
KMeans(n_init=1),
|
||||
n_features_to_select=n_features_to_select,
|
||||
)
|
||||
sfs.fit(X)
|
||||
assert sfs.transform(X).shape[1] == n_features_to_select
|
||||
|
||||
|
||||
@pytest.mark.parametrize("y", ("no_validation", 1j, 99.9, np.nan, 3))
|
||||
def test_no_y_validation_model_fit(y):
|
||||
# Make sure that other non-conventional y labels are not accepted
|
||||
|
||||
X, clusters = make_blobs(n_features=6)
|
||||
sfs = SequentialFeatureSelector(
|
||||
KMeans(),
|
||||
n_features_to_select=3,
|
||||
)
|
||||
|
||||
with pytest.raises((TypeError, ValueError)):
|
||||
sfs.fit(X, y)
|
||||
|
||||
|
||||
def test_forward_neg_tol_error():
|
||||
"""Check that we raise an error when tol<0 and direction='forward'"""
|
||||
X, y = make_regression(n_features=10, random_state=0)
|
||||
sfs = SequentialFeatureSelector(
|
||||
LinearRegression(),
|
||||
n_features_to_select="auto",
|
||||
direction="forward",
|
||||
tol=-1e-3,
|
||||
)
|
||||
|
||||
with pytest.raises(ValueError, match="tol must be strictly positive"):
|
||||
sfs.fit(X, y)
|
||||
|
||||
|
||||
def test_backward_neg_tol():
|
||||
"""Check that SequentialFeatureSelector works negative tol
|
||||
|
||||
non-regression test for #25525
|
||||
"""
|
||||
X, y = make_regression(n_features=10, random_state=0)
|
||||
lr = LinearRegression()
|
||||
initial_score = lr.fit(X, y).score(X, y)
|
||||
|
||||
sfs = SequentialFeatureSelector(
|
||||
lr,
|
||||
n_features_to_select="auto",
|
||||
direction="backward",
|
||||
tol=-1e-3,
|
||||
)
|
||||
Xr = sfs.fit_transform(X, y)
|
||||
new_score = lr.fit(Xr, y).score(Xr, y)
|
||||
|
||||
assert 0 < sfs.get_support().sum() < X.shape[1]
|
||||
assert new_score < initial_score
|
||||
|
||||
|
||||
def test_cv_generator_support():
|
||||
"""Check that no exception raised when cv is generator
|
||||
|
||||
non-regression test for #25957
|
||||
"""
|
||||
X, y = make_classification(random_state=0)
|
||||
|
||||
groups = np.zeros_like(y, dtype=int)
|
||||
groups[y.size // 2 :] = 1
|
||||
|
||||
cv = LeaveOneGroupOut()
|
||||
splits = cv.split(X, y, groups=groups)
|
||||
|
||||
knc = KNeighborsClassifier(n_neighbors=5)
|
||||
|
||||
sfs = SequentialFeatureSelector(knc, n_features_to_select=5, cv=splits)
|
||||
sfs.fit(X, y)
|
||||
|
||||
|
||||
def test_fit_rejects_params_with_no_routing_enabled():
|
||||
X, y = make_classification(random_state=42)
|
||||
est = LinearRegression()
|
||||
sfs = SequentialFeatureSelector(estimator=est)
|
||||
|
||||
with pytest.raises(ValueError, match="is only supported if"):
|
||||
sfs.fit(X, y, sample_weight=np.ones_like(y))
|
||||
@@ -0,0 +1,72 @@
|
||||
import numpy as np
|
||||
import pytest
|
||||
|
||||
from sklearn.feature_selection import VarianceThreshold
|
||||
from sklearn.utils._testing import assert_array_equal
|
||||
from sklearn.utils.fixes import BSR_CONTAINERS, CSC_CONTAINERS, CSR_CONTAINERS
|
||||
|
||||
data = [[0, 1, 2, 3, 4], [0, 2, 2, 3, 5], [1, 1, 2, 4, 0]]
|
||||
|
||||
data2 = [[-0.13725701]] * 10
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"sparse_container", [None] + BSR_CONTAINERS + CSC_CONTAINERS + CSR_CONTAINERS
|
||||
)
|
||||
def test_zero_variance(sparse_container):
|
||||
# Test VarianceThreshold with default setting, zero variance.
|
||||
X = data if sparse_container is None else sparse_container(data)
|
||||
sel = VarianceThreshold().fit(X)
|
||||
assert_array_equal([0, 1, 3, 4], sel.get_support(indices=True))
|
||||
|
||||
|
||||
def test_zero_variance_value_error():
|
||||
# Test VarianceThreshold with default setting, zero variance, error cases.
|
||||
with pytest.raises(ValueError):
|
||||
VarianceThreshold().fit([[0, 1, 2, 3]])
|
||||
with pytest.raises(ValueError):
|
||||
VarianceThreshold().fit([[0, 1], [0, 1]])
|
||||
|
||||
|
||||
@pytest.mark.parametrize("sparse_container", [None] + CSR_CONTAINERS)
|
||||
def test_variance_threshold(sparse_container):
|
||||
# Test VarianceThreshold with custom variance.
|
||||
X = data if sparse_container is None else sparse_container(data)
|
||||
X = VarianceThreshold(threshold=0.4).fit_transform(X)
|
||||
assert (len(data), 1) == X.shape
|
||||
|
||||
|
||||
@pytest.mark.skipif(
|
||||
np.var(data2) == 0,
|
||||
reason=(
|
||||
"This test is not valid for this platform, "
|
||||
"as it relies on numerical instabilities."
|
||||
),
|
||||
)
|
||||
@pytest.mark.parametrize(
|
||||
"sparse_container", [None] + BSR_CONTAINERS + CSC_CONTAINERS + CSR_CONTAINERS
|
||||
)
|
||||
def test_zero_variance_floating_point_error(sparse_container):
|
||||
# Test that VarianceThreshold(0.0).fit eliminates features that have
|
||||
# the same value in every sample, even when floating point errors
|
||||
# cause np.var not to be 0 for the feature.
|
||||
# See #13691
|
||||
X = data2 if sparse_container is None else sparse_container(data2)
|
||||
msg = "No feature in X meets the variance threshold 0.00000"
|
||||
with pytest.raises(ValueError, match=msg):
|
||||
VarianceThreshold().fit(X)
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"sparse_container", [None] + BSR_CONTAINERS + CSC_CONTAINERS + CSR_CONTAINERS
|
||||
)
|
||||
def test_variance_nan(sparse_container):
|
||||
arr = np.array(data, dtype=np.float64)
|
||||
# add single NaN and feature should still be included
|
||||
arr[0, 0] = np.nan
|
||||
# make all values in feature NaN and feature should be rejected
|
||||
arr[:, 1] = np.nan
|
||||
|
||||
X = arr if sparse_container is None else sparse_container(arr)
|
||||
sel = VarianceThreshold().fit(X)
|
||||
assert_array_equal([0, 3, 4], sel.get_support(indices=True))
|
||||
Reference in New Issue
Block a user