import itertools import os import warnings from functools import partial import numpy as np import pytest from numpy.testing import ( assert_allclose, assert_almost_equal, assert_array_almost_equal, assert_array_equal, ) from scipy import sparse from sklearn import config_context from sklearn.base import clone from sklearn.datasets import load_iris, make_classification from sklearn.exceptions import ConvergenceWarning from sklearn.linear_model import SGDClassifier from sklearn.linear_model._logistic import ( LogisticRegression as LogisticRegressionDefault, ) from sklearn.linear_model._logistic import ( LogisticRegressionCV as LogisticRegressionCVDefault, ) from sklearn.linear_model._logistic import ( _log_reg_scoring_path, _logistic_regression_path, ) from sklearn.metrics import get_scorer, log_loss from sklearn.model_selection import ( GridSearchCV, StratifiedKFold, cross_val_score, train_test_split, ) from sklearn.preprocessing import LabelEncoder, StandardScaler, scale from sklearn.svm import l1_min_c from sklearn.utils import _IS_32BIT, compute_class_weight, shuffle from sklearn.utils._testing import ignore_warnings, skip_if_no_parallel from sklearn.utils.fixes import COO_CONTAINERS, CSR_CONTAINERS pytestmark = pytest.mark.filterwarnings( "error::sklearn.exceptions.ConvergenceWarning:sklearn.*" ) # Fixing random_state helps prevent ConvergenceWarnings LogisticRegression = partial(LogisticRegressionDefault, random_state=0) LogisticRegressionCV = partial(LogisticRegressionCVDefault, random_state=0) SOLVERS = ("lbfgs", "liblinear", "newton-cg", "newton-cholesky", "sag", "saga") X = [[-1, 0], [0, 1], [1, 1]] Y1 = [0, 1, 1] Y2 = [2, 1, 0] iris = load_iris() def check_predictions(clf, X, y): """Check that the model is able to fit the classification data""" n_samples = len(y) classes = np.unique(y) n_classes = classes.shape[0] predicted = clf.fit(X, y).predict(X) assert_array_equal(clf.classes_, classes) assert predicted.shape == (n_samples,) assert_array_equal(predicted, y) probabilities = clf.predict_proba(X) assert probabilities.shape == (n_samples, n_classes) assert_array_almost_equal(probabilities.sum(axis=1), np.ones(n_samples)) assert_array_equal(probabilities.argmax(axis=1), y) @pytest.mark.parametrize("csr_container", CSR_CONTAINERS) def test_predict_2_classes(csr_container): # Simple sanity check on a 2 classes dataset # Make sure it predicts the correct result on simple datasets. check_predictions(LogisticRegression(random_state=0), X, Y1) check_predictions(LogisticRegression(random_state=0), csr_container(X), Y1) check_predictions(LogisticRegression(C=100, random_state=0), X, Y1) check_predictions(LogisticRegression(C=100, random_state=0), csr_container(X), Y1) check_predictions(LogisticRegression(fit_intercept=False, random_state=0), X, Y1) check_predictions( LogisticRegression(fit_intercept=False, random_state=0), csr_container(X), Y1 ) def test_logistic_cv_mock_scorer(): class MockScorer: def __init__(self): self.calls = 0 self.scores = [0.1, 0.4, 0.8, 0.5] def __call__(self, model, X, y, sample_weight=None): score = self.scores[self.calls % len(self.scores)] self.calls += 1 return score mock_scorer = MockScorer() Cs = [1, 2, 3, 4] cv = 2 lr = LogisticRegressionCV(Cs=Cs, scoring=mock_scorer, cv=cv) X, y = make_classification(random_state=0) lr.fit(X, y) # Cs[2] has the highest score (0.8) from MockScorer assert lr.C_[0] == Cs[2] # scorer called 8 times (cv*len(Cs)) assert mock_scorer.calls == cv * len(Cs) # reset mock_scorer mock_scorer.calls = 0 custom_score = lr.score(X, lr.predict(X)) assert custom_score == mock_scorer.scores[0] assert mock_scorer.calls == 1 @skip_if_no_parallel def test_lr_liblinear_warning(): n_samples, n_features = iris.data.shape target = iris.target_names[iris.target] lr = LogisticRegression(solver="liblinear", n_jobs=2) warning_message = ( "'n_jobs' > 1 does not have any effect when" " 'solver' is set to 'liblinear'. Got 'n_jobs'" " = 2." ) with pytest.warns(UserWarning, match=warning_message): lr.fit(iris.data, target) @pytest.mark.parametrize("csr_container", CSR_CONTAINERS) def test_predict_3_classes(csr_container): check_predictions(LogisticRegression(C=10), X, Y2) check_predictions(LogisticRegression(C=10), csr_container(X), Y2) @pytest.mark.parametrize( "clf", [ LogisticRegression(C=len(iris.data), solver="liblinear", multi_class="ovr"), LogisticRegression(C=len(iris.data), solver="lbfgs", multi_class="multinomial"), LogisticRegression( C=len(iris.data), solver="newton-cg", multi_class="multinomial" ), LogisticRegression( C=len(iris.data), solver="sag", tol=1e-2, multi_class="ovr", random_state=42 ), LogisticRegression( C=len(iris.data), solver="saga", tol=1e-2, multi_class="ovr", random_state=42, ), LogisticRegression( C=len(iris.data), solver="newton-cholesky", multi_class="ovr" ), ], ) def test_predict_iris(clf): """Test logistic regression with the iris dataset. Test that both multinomial and OvR solvers handle multiclass data correctly and give good accuracy score (>0.95) for the training data. """ n_samples, n_features = iris.data.shape target = iris.target_names[iris.target] if clf.solver == "lbfgs": # lbfgs has convergence issues on the iris data with its default max_iter=100 with warnings.catch_warnings(): warnings.simplefilter("ignore", ConvergenceWarning) clf.fit(iris.data, target) else: clf.fit(iris.data, target) assert_array_equal(np.unique(target), clf.classes_) pred = clf.predict(iris.data) assert np.mean(pred == target) > 0.95 probabilities = clf.predict_proba(iris.data) assert_allclose(probabilities.sum(axis=1), np.ones(n_samples)) pred = iris.target_names[probabilities.argmax(axis=1)] assert np.mean(pred == target) > 0.95 @pytest.mark.parametrize("LR", [LogisticRegression, LogisticRegressionCV]) def test_check_solver_option(LR): X, y = iris.data, iris.target # only 'liblinear' and 'newton-cholesky' solver for solver in ["liblinear", "newton-cholesky"]: msg = f"Solver {solver} does not support a multinomial backend." lr = LR(solver=solver, multi_class="multinomial") with pytest.raises(ValueError, match=msg): lr.fit(X, y) # all solvers except 'liblinear' and 'saga' for solver in ["lbfgs", "newton-cg", "newton-cholesky", "sag"]: msg = "Solver %s supports only 'l2' or None penalties," % solver lr = LR(solver=solver, penalty="l1", multi_class="ovr") with pytest.raises(ValueError, match=msg): lr.fit(X, y) for solver in ["lbfgs", "newton-cg", "newton-cholesky", "sag", "saga"]: msg = "Solver %s supports only dual=False, got dual=True" % solver lr = LR(solver=solver, dual=True, multi_class="ovr") with pytest.raises(ValueError, match=msg): lr.fit(X, y) # only saga supports elasticnet. We only test for liblinear because the # error is raised before for the other solvers (solver %s supports only l2 # penalties) for solver in ["liblinear"]: msg = f"Only 'saga' solver supports elasticnet penalty, got solver={solver}." lr = LR(solver=solver, penalty="elasticnet") with pytest.raises(ValueError, match=msg): lr.fit(X, y) # liblinear does not support penalty='none' # (LogisticRegressionCV does not supports penalty='none' at all) if LR is LogisticRegression: msg = "penalty=None is not supported for the liblinear solver" lr = LR(penalty=None, solver="liblinear") with pytest.raises(ValueError, match=msg): lr.fit(X, y) @pytest.mark.parametrize("LR", [LogisticRegression, LogisticRegressionCV]) def test_elasticnet_l1_ratio_err_helpful(LR): # Check that an informative error message is raised when penalty="elasticnet" # but l1_ratio is not specified. model = LR(penalty="elasticnet", solver="saga") with pytest.raises(ValueError, match=r".*l1_ratio.*"): model.fit(np.array([[1, 2], [3, 4]]), np.array([0, 1])) @pytest.mark.parametrize("solver", ["lbfgs", "newton-cg", "sag", "saga"]) def test_multinomial_binary(solver): # Test multinomial LR on a binary problem. target = (iris.target > 0).astype(np.intp) target = np.array(["setosa", "not-setosa"])[target] clf = LogisticRegression( solver=solver, multi_class="multinomial", random_state=42, max_iter=2000 ) clf.fit(iris.data, target) assert clf.coef_.shape == (1, iris.data.shape[1]) assert clf.intercept_.shape == (1,) assert_array_equal(clf.predict(iris.data), target) mlr = LogisticRegression( solver=solver, multi_class="multinomial", random_state=42, fit_intercept=False ) mlr.fit(iris.data, target) pred = clf.classes_[np.argmax(clf.predict_log_proba(iris.data), axis=1)] assert np.mean(pred == target) > 0.9 def test_multinomial_binary_probabilities(global_random_seed): # Test multinomial LR gives expected probabilities based on the # decision function, for a binary problem. X, y = make_classification(random_state=global_random_seed) clf = LogisticRegression( multi_class="multinomial", solver="saga", tol=1e-3, random_state=global_random_seed, ) clf.fit(X, y) decision = clf.decision_function(X) proba = clf.predict_proba(X) expected_proba_class_1 = np.exp(decision) / (np.exp(decision) + np.exp(-decision)) expected_proba = np.c_[1 - expected_proba_class_1, expected_proba_class_1] assert_almost_equal(proba, expected_proba) @pytest.mark.parametrize("coo_container", COO_CONTAINERS) def test_sparsify(coo_container): # Test sparsify and densify members. n_samples, n_features = iris.data.shape target = iris.target_names[iris.target] X = scale(iris.data) clf = LogisticRegression(random_state=0).fit(X, target) pred_d_d = clf.decision_function(X) clf.sparsify() assert sparse.issparse(clf.coef_) pred_s_d = clf.decision_function(X) sp_data = coo_container(X) pred_s_s = clf.decision_function(sp_data) clf.densify() pred_d_s = clf.decision_function(sp_data) assert_array_almost_equal(pred_d_d, pred_s_d) assert_array_almost_equal(pred_d_d, pred_s_s) assert_array_almost_equal(pred_d_d, pred_d_s) def test_inconsistent_input(): # Test that an exception is raised on inconsistent input rng = np.random.RandomState(0) X_ = rng.random_sample((5, 10)) y_ = np.ones(X_.shape[0]) y_[0] = 0 clf = LogisticRegression(random_state=0) # Wrong dimensions for training data y_wrong = y_[:-1] with pytest.raises(ValueError): clf.fit(X, y_wrong) # Wrong dimensions for test data with pytest.raises(ValueError): clf.fit(X_, y_).predict(rng.random_sample((3, 12))) def test_write_parameters(): # Test that we can write to coef_ and intercept_ clf = LogisticRegression(random_state=0) clf.fit(X, Y1) clf.coef_[:] = 0 clf.intercept_[:] = 0 assert_array_almost_equal(clf.decision_function(X), 0) def test_nan(): # Test proper NaN handling. # Regression test for Issue #252: fit used to go into an infinite loop. Xnan = np.array(X, dtype=np.float64) Xnan[0, 1] = np.nan logistic = LogisticRegression(random_state=0) with pytest.raises(ValueError): logistic.fit(Xnan, Y1) def test_consistency_path(): # Test that the path algorithm is consistent rng = np.random.RandomState(0) X = np.concatenate((rng.randn(100, 2) + [1, 1], rng.randn(100, 2))) y = [1] * 100 + [-1] * 100 Cs = np.logspace(0, 4, 10) f = ignore_warnings # can't test with fit_intercept=True since LIBLINEAR # penalizes the intercept for solver in ["sag", "saga"]: coefs, Cs, _ = f(_logistic_regression_path)( X, y, Cs=Cs, fit_intercept=False, tol=1e-5, solver=solver, max_iter=1000, multi_class="ovr", random_state=0, ) for i, C in enumerate(Cs): lr = LogisticRegression( C=C, fit_intercept=False, tol=1e-5, solver=solver, multi_class="ovr", random_state=0, max_iter=1000, ) lr.fit(X, y) lr_coef = lr.coef_.ravel() assert_array_almost_equal( lr_coef, coefs[i], decimal=4, err_msg="with solver = %s" % solver ) # test for fit_intercept=True for solver in ("lbfgs", "newton-cg", "newton-cholesky", "liblinear", "sag", "saga"): Cs = [1e3] coefs, Cs, _ = f(_logistic_regression_path)( X, y, Cs=Cs, tol=1e-6, solver=solver, intercept_scaling=10000.0, random_state=0, multi_class="ovr", ) lr = LogisticRegression( C=Cs[0], tol=1e-6, intercept_scaling=10000.0, random_state=0, multi_class="ovr", solver=solver, ) lr.fit(X, y) lr_coef = np.concatenate([lr.coef_.ravel(), lr.intercept_]) assert_array_almost_equal( lr_coef, coefs[0], decimal=4, err_msg="with solver = %s" % solver ) def test_logistic_regression_path_convergence_fail(): rng = np.random.RandomState(0) X = np.concatenate((rng.randn(100, 2) + [1, 1], rng.randn(100, 2))) y = [1] * 100 + [-1] * 100 Cs = [1e3] # Check that the convergence message points to both a model agnostic # advice (scaling the data) and to the logistic regression specific # documentation that includes hints on the solver configuration. with pytest.warns(ConvergenceWarning) as record: _logistic_regression_path( X, y, Cs=Cs, tol=0.0, max_iter=1, random_state=0, verbose=0 ) assert len(record) == 1 warn_msg = record[0].message.args[0] assert "lbfgs failed to converge" in warn_msg assert "Increase the number of iterations" in warn_msg assert "scale the data" in warn_msg assert "linear_model.html#logistic-regression" in warn_msg def test_liblinear_dual_random_state(): # random_state is relevant for liblinear solver only if dual=True X, y = make_classification(n_samples=20, random_state=0) lr1 = LogisticRegression( random_state=0, dual=True, tol=1e-3, solver="liblinear", multi_class="ovr", ) lr1.fit(X, y) lr2 = LogisticRegression( random_state=0, dual=True, tol=1e-3, solver="liblinear", multi_class="ovr", ) lr2.fit(X, y) lr3 = LogisticRegression( random_state=8, dual=True, tol=1e-3, solver="liblinear", multi_class="ovr", ) lr3.fit(X, y) # same result for same random state assert_array_almost_equal(lr1.coef_, lr2.coef_) # different results for different random states msg = "Arrays are not almost equal to 6 decimals" with pytest.raises(AssertionError, match=msg): assert_array_almost_equal(lr1.coef_, lr3.coef_) def test_logistic_cv(): # test for LogisticRegressionCV object n_samples, n_features = 50, 5 rng = np.random.RandomState(0) X_ref = rng.randn(n_samples, n_features) y = np.sign(X_ref.dot(5 * rng.randn(n_features))) X_ref -= X_ref.mean() X_ref /= X_ref.std() lr_cv = LogisticRegressionCV( Cs=[1.0], fit_intercept=False, solver="liblinear", multi_class="ovr", cv=3 ) lr_cv.fit(X_ref, y) lr = LogisticRegression( C=1.0, fit_intercept=False, solver="liblinear", multi_class="ovr" ) lr.fit(X_ref, y) assert_array_almost_equal(lr.coef_, lr_cv.coef_) assert_array_equal(lr_cv.coef_.shape, (1, n_features)) assert_array_equal(lr_cv.classes_, [-1, 1]) assert len(lr_cv.classes_) == 2 coefs_paths = np.asarray(list(lr_cv.coefs_paths_.values())) assert_array_equal(coefs_paths.shape, (1, 3, 1, n_features)) assert_array_equal(lr_cv.Cs_.shape, (1,)) scores = np.asarray(list(lr_cv.scores_.values())) assert_array_equal(scores.shape, (1, 3, 1)) @pytest.mark.parametrize( "scoring, multiclass_agg_list", [ ("accuracy", [""]), ("precision", ["_macro", "_weighted"]), # no need to test for micro averaging because it # is the same as accuracy for f1, precision, # and recall (see https://github.com/ # scikit-learn/scikit-learn/pull/ # 11578#discussion_r203250062) ("f1", ["_macro", "_weighted"]), ("neg_log_loss", [""]), ("recall", ["_macro", "_weighted"]), ], ) def test_logistic_cv_multinomial_score(scoring, multiclass_agg_list): # test that LogisticRegressionCV uses the right score to compute its # cross-validation scores when using a multinomial scoring # see https://github.com/scikit-learn/scikit-learn/issues/8720 X, y = make_classification( n_samples=100, random_state=0, n_classes=3, n_informative=6 ) train, test = np.arange(80), np.arange(80, 100) lr = LogisticRegression(C=1.0, multi_class="multinomial") # we use lbfgs to support multinomial params = lr.get_params() # we store the params to set them further in _log_reg_scoring_path for key in ["C", "n_jobs", "warm_start"]: del params[key] lr.fit(X[train], y[train]) for averaging in multiclass_agg_list: scorer = get_scorer(scoring + averaging) assert_array_almost_equal( _log_reg_scoring_path( X, y, train, test, Cs=[1.0], scoring=scorer, pos_class=None, max_squared_sum=None, sample_weight=None, score_params=None, **params, )[2][0], scorer(lr, X[test], y[test]), ) def test_multinomial_logistic_regression_string_inputs(): # Test with string labels for LogisticRegression(CV) n_samples, n_features, n_classes = 50, 5, 3 X_ref, y = make_classification( n_samples=n_samples, n_features=n_features, n_classes=n_classes, n_informative=3, random_state=0, ) y_str = LabelEncoder().fit(["bar", "baz", "foo"]).inverse_transform(y) # For numerical labels, let y values be taken from set (-1, 0, 1) y = np.array(y) - 1 # Test for string labels lr = LogisticRegression(multi_class="multinomial") lr_cv = LogisticRegressionCV(multi_class="multinomial", Cs=3) lr_str = LogisticRegression(multi_class="multinomial") lr_cv_str = LogisticRegressionCV(multi_class="multinomial", Cs=3) lr.fit(X_ref, y) lr_cv.fit(X_ref, y) lr_str.fit(X_ref, y_str) lr_cv_str.fit(X_ref, y_str) assert_array_almost_equal(lr.coef_, lr_str.coef_) assert sorted(lr_str.classes_) == ["bar", "baz", "foo"] assert_array_almost_equal(lr_cv.coef_, lr_cv_str.coef_) assert sorted(lr_str.classes_) == ["bar", "baz", "foo"] assert sorted(lr_cv_str.classes_) == ["bar", "baz", "foo"] # The predictions should be in original labels assert sorted(np.unique(lr_str.predict(X_ref))) == ["bar", "baz", "foo"] assert sorted(np.unique(lr_cv_str.predict(X_ref))) == ["bar", "baz", "foo"] # Make sure class weights can be given with string labels lr_cv_str = LogisticRegression( class_weight={"bar": 1, "baz": 2, "foo": 0}, multi_class="multinomial" ).fit(X_ref, y_str) assert sorted(np.unique(lr_cv_str.predict(X_ref))) == ["bar", "baz"] @pytest.mark.parametrize("csr_container", CSR_CONTAINERS) def test_logistic_cv_sparse(csr_container): X, y = make_classification(n_samples=50, n_features=5, random_state=0) X[X < 1.0] = 0.0 csr = csr_container(X) clf = LogisticRegressionCV() clf.fit(X, y) clfs = LogisticRegressionCV() clfs.fit(csr, y) assert_array_almost_equal(clfs.coef_, clf.coef_) assert_array_almost_equal(clfs.intercept_, clf.intercept_) assert clfs.C_ == clf.C_ def test_ovr_multinomial_iris(): # Test that OvR and multinomial are correct using the iris dataset. train, target = iris.data, iris.target n_samples, n_features = train.shape # The cv indices from stratified kfold (where stratification is done based # on the fine-grained iris classes, i.e, before the classes 0 and 1 are # conflated) is used for both clf and clf1 n_cv = 2 cv = StratifiedKFold(n_cv) precomputed_folds = list(cv.split(train, target)) # Train clf on the original dataset where classes 0 and 1 are separated clf = LogisticRegressionCV(cv=precomputed_folds, multi_class="ovr") clf.fit(train, target) # Conflate classes 0 and 1 and train clf1 on this modified dataset clf1 = LogisticRegressionCV(cv=precomputed_folds, multi_class="ovr") target_copy = target.copy() target_copy[target_copy == 0] = 1 clf1.fit(train, target_copy) # Ensure that what OvR learns for class2 is same regardless of whether # classes 0 and 1 are separated or not assert_allclose(clf.scores_[2], clf1.scores_[2]) assert_allclose(clf.intercept_[2:], clf1.intercept_) assert_allclose(clf.coef_[2][np.newaxis, :], clf1.coef_) # Test the shape of various attributes. assert clf.coef_.shape == (3, n_features) assert_array_equal(clf.classes_, [0, 1, 2]) coefs_paths = np.asarray(list(clf.coefs_paths_.values())) assert coefs_paths.shape == (3, n_cv, 10, n_features + 1) assert clf.Cs_.shape == (10,) scores = np.asarray(list(clf.scores_.values())) assert scores.shape == (3, n_cv, 10) # Test that for the iris data multinomial gives a better accuracy than OvR for solver in ["lbfgs", "newton-cg", "sag", "saga"]: max_iter = 500 if solver in ["sag", "saga"] else 30 clf_multi = LogisticRegressionCV( solver=solver, multi_class="multinomial", max_iter=max_iter, random_state=42, tol=1e-3 if solver in ["sag", "saga"] else 1e-2, cv=2, ) if solver == "lbfgs": # lbfgs requires scaling to avoid convergence warnings train = scale(train) clf_multi.fit(train, target) multi_score = clf_multi.score(train, target) ovr_score = clf.score(train, target) assert multi_score > ovr_score # Test attributes of LogisticRegressionCV assert clf.coef_.shape == clf_multi.coef_.shape assert_array_equal(clf_multi.classes_, [0, 1, 2]) coefs_paths = np.asarray(list(clf_multi.coefs_paths_.values())) assert coefs_paths.shape == (3, n_cv, 10, n_features + 1) assert clf_multi.Cs_.shape == (10,) scores = np.asarray(list(clf_multi.scores_.values())) assert scores.shape == (3, n_cv, 10) def test_logistic_regression_solvers(): """Test solvers converge to the same result.""" X, y = make_classification(n_features=10, n_informative=5, random_state=0) params = dict(fit_intercept=False, random_state=42, multi_class="ovr") regressors = { solver: LogisticRegression(solver=solver, **params).fit(X, y) for solver in SOLVERS } for solver_1, solver_2 in itertools.combinations(regressors, r=2): assert_array_almost_equal( regressors[solver_1].coef_, regressors[solver_2].coef_, decimal=3 ) def test_logistic_regression_solvers_multiclass(): """Test solvers converge to the same result for multiclass problems.""" X, y = make_classification( n_samples=20, n_features=20, n_informative=10, n_classes=3, random_state=0 ) tol = 1e-7 params = dict(fit_intercept=False, tol=tol, random_state=42, multi_class="ovr") # Override max iteration count for specific solvers to allow for # proper convergence. solver_max_iter = {"sag": 1000, "saga": 10000} regressors = { solver: LogisticRegression( solver=solver, max_iter=solver_max_iter.get(solver, 100), **params ).fit(X, y) for solver in SOLVERS } for solver_1, solver_2 in itertools.combinations(regressors, r=2): assert_allclose( regressors[solver_1].coef_, regressors[solver_2].coef_, rtol=5e-3 if solver_2 == "saga" else 1e-3, err_msg=f"{solver_1} vs {solver_2}", ) @pytest.mark.parametrize("weight", [{0: 0.1, 1: 0.2}, {0: 0.1, 1: 0.2, 2: 0.5}]) @pytest.mark.parametrize("class_weight", ["weight", "balanced"]) def test_logistic_regressioncv_class_weights(weight, class_weight, global_random_seed): """Test class_weight for LogisticRegressionCV.""" n_classes = len(weight) if class_weight == "weight": class_weight = weight X, y = make_classification( n_samples=30, n_features=3, n_repeated=0, n_informative=3, n_redundant=0, n_classes=n_classes, random_state=global_random_seed, ) params = dict( Cs=1, fit_intercept=False, multi_class="ovr", class_weight=class_weight, tol=1e-8, ) clf_lbfgs = LogisticRegressionCV(solver="lbfgs", **params) # XXX: lbfgs' line search can fail and cause a ConvergenceWarning for some # 10% of the random seeds, but only on specific platforms (in particular # when using Atlas BLAS/LAPACK implementation). Doubling the maxls internal # parameter of the solver does not help. However this lack of proper # convergence does not seem to prevent the assertion to pass, so we ignore # the warning for now. # See: https://github.com/scikit-learn/scikit-learn/pull/27649 with ignore_warnings(category=ConvergenceWarning): clf_lbfgs.fit(X, y) for solver in set(SOLVERS) - set(["lbfgs"]): clf = LogisticRegressionCV(solver=solver, **params) if solver in ("sag", "saga"): clf.set_params( tol=1e-18, max_iter=10000, random_state=global_random_seed + 1 ) clf.fit(X, y) assert_allclose( clf.coef_, clf_lbfgs.coef_, rtol=1e-3, err_msg=f"{solver} vs lbfgs" ) def test_logistic_regression_sample_weights(): X, y = make_classification( n_samples=20, n_features=5, n_informative=3, n_classes=2, random_state=0 ) sample_weight = y + 1 for LR in [LogisticRegression, LogisticRegressionCV]: kw = {"random_state": 42, "fit_intercept": False, "multi_class": "ovr"} if LR is LogisticRegressionCV: kw.update({"Cs": 3, "cv": 3}) # Test that passing sample_weight as ones is the same as # not passing them at all (default None) for solver in ["lbfgs", "liblinear"]: clf_sw_none = LR(solver=solver, **kw) clf_sw_ones = LR(solver=solver, **kw) clf_sw_none.fit(X, y) clf_sw_ones.fit(X, y, sample_weight=np.ones(y.shape[0])) assert_allclose(clf_sw_none.coef_, clf_sw_ones.coef_, rtol=1e-4) # Test that sample weights work the same with the lbfgs, # newton-cg, newton-cholesky and 'sag' solvers clf_sw_lbfgs = LR(**kw, tol=1e-5) clf_sw_lbfgs.fit(X, y, sample_weight=sample_weight) for solver in set(SOLVERS) - set(("lbfgs", "saga")): clf_sw = LR(solver=solver, tol=1e-10 if solver == "sag" else 1e-5, **kw) # ignore convergence warning due to small dataset with sag with ignore_warnings(): clf_sw.fit(X, y, sample_weight=sample_weight) assert_allclose(clf_sw_lbfgs.coef_, clf_sw.coef_, rtol=1e-4) # Test that passing class_weight as [1,2] is the same as # passing class weight = [1,1] but adjusting sample weights # to be 2 for all instances of class 2 for solver in ["lbfgs", "liblinear"]: clf_cw_12 = LR(solver=solver, class_weight={0: 1, 1: 2}, **kw) clf_cw_12.fit(X, y) clf_sw_12 = LR(solver=solver, **kw) clf_sw_12.fit(X, y, sample_weight=sample_weight) assert_allclose(clf_cw_12.coef_, clf_sw_12.coef_, rtol=1e-4) # Test the above for l1 penalty and l2 penalty with dual=True. # since the patched liblinear code is different. clf_cw = LogisticRegression( solver="liblinear", fit_intercept=False, class_weight={0: 1, 1: 2}, penalty="l1", tol=1e-5, random_state=42, multi_class="ovr", ) clf_cw.fit(X, y) clf_sw = LogisticRegression( solver="liblinear", fit_intercept=False, penalty="l1", tol=1e-5, random_state=42, multi_class="ovr", ) clf_sw.fit(X, y, sample_weight) assert_array_almost_equal(clf_cw.coef_, clf_sw.coef_, decimal=4) clf_cw = LogisticRegression( solver="liblinear", fit_intercept=False, class_weight={0: 1, 1: 2}, penalty="l2", dual=True, random_state=42, multi_class="ovr", ) clf_cw.fit(X, y) clf_sw = LogisticRegression( solver="liblinear", fit_intercept=False, penalty="l2", dual=True, random_state=42, multi_class="ovr", ) clf_sw.fit(X, y, sample_weight) assert_array_almost_equal(clf_cw.coef_, clf_sw.coef_, decimal=4) def _compute_class_weight_dictionary(y): # helper for returning a dictionary instead of an array classes = np.unique(y) class_weight = compute_class_weight("balanced", classes=classes, y=y) class_weight_dict = dict(zip(classes, class_weight)) return class_weight_dict def test_logistic_regression_class_weights(): # Scale data to avoid convergence warnings with the lbfgs solver X_iris = scale(iris.data) # Multinomial case: remove 90% of class 0 X = X_iris[45:, :] y = iris.target[45:] solvers = ("lbfgs", "newton-cg") class_weight_dict = _compute_class_weight_dictionary(y) for solver in solvers: clf1 = LogisticRegression( solver=solver, multi_class="multinomial", class_weight="balanced" ) clf2 = LogisticRegression( solver=solver, multi_class="multinomial", class_weight=class_weight_dict ) clf1.fit(X, y) clf2.fit(X, y) assert_array_almost_equal(clf1.coef_, clf2.coef_, decimal=4) # Binary case: remove 90% of class 0 and 100% of class 2 X = X_iris[45:100, :] y = iris.target[45:100] class_weight_dict = _compute_class_weight_dictionary(y) for solver in set(SOLVERS) - set(("sag", "saga")): clf1 = LogisticRegression( solver=solver, multi_class="ovr", class_weight="balanced" ) clf2 = LogisticRegression( solver=solver, multi_class="ovr", class_weight=class_weight_dict ) clf1.fit(X, y) clf2.fit(X, y) assert_array_almost_equal(clf1.coef_, clf2.coef_, decimal=6) def test_logistic_regression_multinomial(): # Tests for the multinomial option in logistic regression # Some basic attributes of Logistic Regression n_samples, n_features, n_classes = 50, 20, 3 X, y = make_classification( n_samples=n_samples, n_features=n_features, n_informative=10, n_classes=n_classes, random_state=0, ) X = StandardScaler(with_mean=False).fit_transform(X) # 'lbfgs' is used as a referenced solver = "lbfgs" ref_i = LogisticRegression(solver=solver, multi_class="multinomial", tol=1e-6) ref_w = LogisticRegression( solver=solver, multi_class="multinomial", fit_intercept=False, tol=1e-6 ) ref_i.fit(X, y) ref_w.fit(X, y) assert ref_i.coef_.shape == (n_classes, n_features) assert ref_w.coef_.shape == (n_classes, n_features) for solver in ["sag", "saga", "newton-cg"]: clf_i = LogisticRegression( solver=solver, multi_class="multinomial", random_state=42, max_iter=2000, tol=1e-7, ) clf_w = LogisticRegression( solver=solver, multi_class="multinomial", random_state=42, max_iter=2000, tol=1e-7, fit_intercept=False, ) clf_i.fit(X, y) clf_w.fit(X, y) assert clf_i.coef_.shape == (n_classes, n_features) assert clf_w.coef_.shape == (n_classes, n_features) # Compare solutions between lbfgs and the other solvers assert_allclose(ref_i.coef_, clf_i.coef_, rtol=1e-3) assert_allclose(ref_w.coef_, clf_w.coef_, rtol=1e-2) assert_allclose(ref_i.intercept_, clf_i.intercept_, rtol=1e-3) # Test that the path give almost the same results. However since in this # case we take the average of the coefs after fitting across all the # folds, it need not be exactly the same. for solver in ["lbfgs", "newton-cg", "sag", "saga"]: clf_path = LogisticRegressionCV( solver=solver, max_iter=2000, tol=1e-6, multi_class="multinomial", Cs=[1.0] ) clf_path.fit(X, y) assert_allclose(clf_path.coef_, ref_i.coef_, rtol=1e-2) assert_allclose(clf_path.intercept_, ref_i.intercept_, rtol=1e-2) def test_liblinear_decision_function_zero(): # Test negative prediction when decision_function values are zero. # Liblinear predicts the positive class when decision_function values # are zero. This is a test to verify that we do not do the same. # See Issue: https://github.com/scikit-learn/scikit-learn/issues/3600 # and the PR https://github.com/scikit-learn/scikit-learn/pull/3623 X, y = make_classification(n_samples=5, n_features=5, random_state=0) clf = LogisticRegression(fit_intercept=False, solver="liblinear", multi_class="ovr") clf.fit(X, y) # Dummy data such that the decision function becomes zero. X = np.zeros((5, 5)) assert_array_equal(clf.predict(X), np.zeros(5)) @pytest.mark.parametrize("csr_container", CSR_CONTAINERS) def test_liblinear_logregcv_sparse(csr_container): # Test LogRegCV with solver='liblinear' works for sparse matrices X, y = make_classification(n_samples=10, n_features=5, random_state=0) clf = LogisticRegressionCV(solver="liblinear", multi_class="ovr") clf.fit(csr_container(X), y) @pytest.mark.parametrize("csr_container", CSR_CONTAINERS) def test_saga_sparse(csr_container): # Test LogRegCV with solver='liblinear' works for sparse matrices X, y = make_classification(n_samples=10, n_features=5, random_state=0) clf = LogisticRegressionCV(solver="saga", tol=1e-2) clf.fit(csr_container(X), y) def test_logreg_intercept_scaling_zero(): # Test that intercept_scaling is ignored when fit_intercept is False clf = LogisticRegression(fit_intercept=False) clf.fit(X, Y1) assert clf.intercept_ == 0.0 def test_logreg_l1(): # Because liblinear penalizes the intercept and saga does not, we do not # fit the intercept to make it possible to compare the coefficients of # the two models at convergence. rng = np.random.RandomState(42) n_samples = 50 X, y = make_classification(n_samples=n_samples, n_features=20, random_state=0) X_noise = rng.normal(size=(n_samples, 3)) X_constant = np.ones(shape=(n_samples, 2)) X = np.concatenate((X, X_noise, X_constant), axis=1) lr_liblinear = LogisticRegression( penalty="l1", C=1.0, solver="liblinear", fit_intercept=False, multi_class="ovr", tol=1e-10, ) lr_liblinear.fit(X, y) lr_saga = LogisticRegression( penalty="l1", C=1.0, solver="saga", fit_intercept=False, multi_class="ovr", max_iter=1000, tol=1e-10, ) lr_saga.fit(X, y) assert_array_almost_equal(lr_saga.coef_, lr_liblinear.coef_) # Noise and constant features should be regularized to zero by the l1 # penalty assert_array_almost_equal(lr_liblinear.coef_[0, -5:], np.zeros(5)) assert_array_almost_equal(lr_saga.coef_[0, -5:], np.zeros(5)) @pytest.mark.parametrize("csr_container", CSR_CONTAINERS) def test_logreg_l1_sparse_data(csr_container): # Because liblinear penalizes the intercept and saga does not, we do not # fit the intercept to make it possible to compare the coefficients of # the two models at convergence. rng = np.random.RandomState(42) n_samples = 50 X, y = make_classification(n_samples=n_samples, n_features=20, random_state=0) X_noise = rng.normal(scale=0.1, size=(n_samples, 3)) X_constant = np.zeros(shape=(n_samples, 2)) X = np.concatenate((X, X_noise, X_constant), axis=1) X[X < 1] = 0 X = csr_container(X) lr_liblinear = LogisticRegression( penalty="l1", C=1.0, solver="liblinear", fit_intercept=False, multi_class="ovr", tol=1e-10, ) lr_liblinear.fit(X, y) lr_saga = LogisticRegression( penalty="l1", C=1.0, solver="saga", fit_intercept=False, multi_class="ovr", max_iter=1000, tol=1e-10, ) lr_saga.fit(X, y) assert_array_almost_equal(lr_saga.coef_, lr_liblinear.coef_) # Noise and constant features should be regularized to zero by the l1 # penalty assert_array_almost_equal(lr_liblinear.coef_[0, -5:], np.zeros(5)) assert_array_almost_equal(lr_saga.coef_[0, -5:], np.zeros(5)) # Check that solving on the sparse and dense data yield the same results lr_saga_dense = LogisticRegression( penalty="l1", C=1.0, solver="saga", fit_intercept=False, multi_class="ovr", max_iter=1000, tol=1e-10, ) lr_saga_dense.fit(X.toarray(), y) assert_array_almost_equal(lr_saga.coef_, lr_saga_dense.coef_) @pytest.mark.parametrize("random_seed", [42]) @pytest.mark.parametrize("penalty", ["l1", "l2"]) def test_logistic_regression_cv_refit(random_seed, penalty): # Test that when refit=True, logistic regression cv with the saga solver # converges to the same solution as logistic regression with a fixed # regularization parameter. # Internally the LogisticRegressionCV model uses a warm start to refit on # the full data model with the optimal C found by CV. As the penalized # logistic regression loss is convex, we should still recover exactly # the same solution as long as the stopping criterion is strict enough (and # that there are no exactly duplicated features when penalty='l1'). X, y = make_classification(n_samples=100, n_features=20, random_state=random_seed) common_params = dict( solver="saga", penalty=penalty, random_state=random_seed, max_iter=1000, tol=1e-12, ) lr_cv = LogisticRegressionCV(Cs=[1.0], refit=True, **common_params) lr_cv.fit(X, y) lr = LogisticRegression(C=1.0, **common_params) lr.fit(X, y) assert_array_almost_equal(lr_cv.coef_, lr.coef_) def test_logreg_predict_proba_multinomial(): X, y = make_classification( n_samples=10, n_features=20, random_state=0, n_classes=3, n_informative=10 ) # Predicted probabilities using the true-entropy loss should give a # smaller loss than those using the ovr method. clf_multi = LogisticRegression(multi_class="multinomial", solver="lbfgs") clf_multi.fit(X, y) clf_multi_loss = log_loss(y, clf_multi.predict_proba(X)) clf_ovr = LogisticRegression(multi_class="ovr", solver="lbfgs") clf_ovr.fit(X, y) clf_ovr_loss = log_loss(y, clf_ovr.predict_proba(X)) assert clf_ovr_loss > clf_multi_loss # Predicted probabilities using the soft-max function should give a # smaller loss than those using the logistic function. clf_multi_loss = log_loss(y, clf_multi.predict_proba(X)) clf_wrong_loss = log_loss(y, clf_multi._predict_proba_lr(X)) assert clf_wrong_loss > clf_multi_loss @pytest.mark.parametrize("max_iter", np.arange(1, 5)) @pytest.mark.parametrize("multi_class", ["ovr", "multinomial"]) @pytest.mark.parametrize( "solver, message", [ ( "newton-cg", "newton-cg failed to converge. Increase the number of iterations.", ), ( "liblinear", "Liblinear failed to converge, increase the number of iterations.", ), ("sag", "The max_iter was reached which means the coef_ did not converge"), ("saga", "The max_iter was reached which means the coef_ did not converge"), ("lbfgs", "lbfgs failed to converge"), ("newton-cholesky", "Newton solver did not converge after [0-9]* iterations"), ], ) def test_max_iter(max_iter, multi_class, solver, message): # Test that the maximum number of iteration is reached X, y_bin = iris.data, iris.target.copy() y_bin[y_bin == 2] = 0 if solver in ("liblinear", "newton-cholesky") and multi_class == "multinomial": pytest.skip("'multinomial' is not supported by liblinear and newton-cholesky") if solver == "newton-cholesky" and max_iter > 1: pytest.skip("solver newton-cholesky might converge very fast") lr = LogisticRegression( max_iter=max_iter, tol=1e-15, multi_class=multi_class, random_state=0, solver=solver, ) with pytest.warns(ConvergenceWarning, match=message): lr.fit(X, y_bin) assert lr.n_iter_[0] == max_iter @pytest.mark.parametrize("solver", SOLVERS) def test_n_iter(solver): # Test that self.n_iter_ has the correct format. X, y = iris.data, iris.target if solver == "lbfgs": # lbfgs requires scaling to avoid convergence warnings X = scale(X) n_classes = np.unique(y).shape[0] assert n_classes == 3 # Also generate a binary classification sub-problem. y_bin = y.copy() y_bin[y_bin == 2] = 0 n_Cs = 4 n_cv_fold = 2 # Binary classification case clf = LogisticRegression(tol=1e-2, C=1.0, solver=solver, random_state=42) clf.fit(X, y_bin) assert clf.n_iter_.shape == (1,) clf_cv = LogisticRegressionCV( tol=1e-2, solver=solver, Cs=n_Cs, cv=n_cv_fold, random_state=42 ) clf_cv.fit(X, y_bin) assert clf_cv.n_iter_.shape == (1, n_cv_fold, n_Cs) # OvR case clf.set_params(multi_class="ovr").fit(X, y) assert clf.n_iter_.shape == (n_classes,) clf_cv.set_params(multi_class="ovr").fit(X, y) assert clf_cv.n_iter_.shape == (n_classes, n_cv_fold, n_Cs) # multinomial case if solver in ("liblinear", "newton-cholesky"): # This solver only supports one-vs-rest multiclass classification. return # When using the multinomial objective function, there is a single # optimization problem to solve for all classes at once: clf.set_params(multi_class="multinomial").fit(X, y) assert clf.n_iter_.shape == (1,) clf_cv.set_params(multi_class="multinomial").fit(X, y) assert clf_cv.n_iter_.shape == (1, n_cv_fold, n_Cs) @pytest.mark.parametrize("solver", sorted(set(SOLVERS) - set(["liblinear"]))) @pytest.mark.parametrize("warm_start", (True, False)) @pytest.mark.parametrize("fit_intercept", (True, False)) @pytest.mark.parametrize("multi_class", ["ovr", "multinomial"]) def test_warm_start(solver, warm_start, fit_intercept, multi_class): # A 1-iteration second fit on same data should give almost same result # with warm starting, and quite different result without warm starting. # Warm starting does not work with liblinear solver. X, y = iris.data, iris.target if solver == "newton-cholesky" and multi_class == "multinomial": # solver does only support OvR return clf = LogisticRegression( tol=1e-4, multi_class=multi_class, warm_start=warm_start, solver=solver, random_state=42, fit_intercept=fit_intercept, ) with ignore_warnings(category=ConvergenceWarning): clf.fit(X, y) coef_1 = clf.coef_ clf.max_iter = 1 clf.fit(X, y) cum_diff = np.sum(np.abs(coef_1 - clf.coef_)) msg = ( "Warm starting issue with %s solver in %s mode " "with fit_intercept=%s and warm_start=%s" % (solver, multi_class, str(fit_intercept), str(warm_start)) ) if warm_start: assert 2.0 > cum_diff, msg else: assert cum_diff > 2.0, msg @pytest.mark.parametrize("csr_container", CSR_CONTAINERS) def test_saga_vs_liblinear(csr_container): iris = load_iris() X, y = iris.data, iris.target X = np.concatenate([X] * 3) y = np.concatenate([y] * 3) X_bin = X[y <= 1] y_bin = y[y <= 1] * 2 - 1 X_sparse, y_sparse = make_classification( n_samples=50, n_features=20, random_state=0 ) X_sparse = csr_container(X_sparse) for X, y in ((X_bin, y_bin), (X_sparse, y_sparse)): for penalty in ["l1", "l2"]: n_samples = X.shape[0] # alpha=1e-3 is time consuming for alpha in np.logspace(-1, 1, 3): saga = LogisticRegression( C=1.0 / (n_samples * alpha), solver="saga", multi_class="ovr", max_iter=200, fit_intercept=False, penalty=penalty, random_state=0, tol=1e-6, ) liblinear = LogisticRegression( C=1.0 / (n_samples * alpha), solver="liblinear", multi_class="ovr", max_iter=200, fit_intercept=False, penalty=penalty, random_state=0, tol=1e-6, ) saga.fit(X, y) liblinear.fit(X, y) # Convergence for alpha=1e-3 is very slow assert_array_almost_equal(saga.coef_, liblinear.coef_, 3) @pytest.mark.parametrize("multi_class", ["ovr", "multinomial"]) @pytest.mark.parametrize( "solver", ["liblinear", "newton-cg", "newton-cholesky", "saga"] ) @pytest.mark.parametrize("fit_intercept", [False, True]) @pytest.mark.parametrize("csr_container", CSR_CONTAINERS) def test_dtype_match(solver, multi_class, fit_intercept, csr_container): # Test that np.float32 input data is not cast to np.float64 when possible # and that the output is approximately the same no matter the input format. if solver in ("liblinear", "newton-cholesky") and multi_class == "multinomial": pytest.skip(f"Solver={solver} does not support multinomial logistic.") out32_type = np.float64 if solver == "liblinear" else np.float32 X_32 = np.array(X).astype(np.float32) y_32 = np.array(Y1).astype(np.float32) X_64 = np.array(X).astype(np.float64) y_64 = np.array(Y1).astype(np.float64) X_sparse_32 = csr_container(X, dtype=np.float32) X_sparse_64 = csr_container(X, dtype=np.float64) solver_tol = 5e-4 lr_templ = LogisticRegression( solver=solver, multi_class=multi_class, random_state=42, tol=solver_tol, fit_intercept=fit_intercept, ) # Check 32-bit type consistency lr_32 = clone(lr_templ) lr_32.fit(X_32, y_32) assert lr_32.coef_.dtype == out32_type # Check 32-bit type consistency with sparsity lr_32_sparse = clone(lr_templ) lr_32_sparse.fit(X_sparse_32, y_32) assert lr_32_sparse.coef_.dtype == out32_type # Check 64-bit type consistency lr_64 = clone(lr_templ) lr_64.fit(X_64, y_64) assert lr_64.coef_.dtype == np.float64 # Check 64-bit type consistency with sparsity lr_64_sparse = clone(lr_templ) lr_64_sparse.fit(X_sparse_64, y_64) assert lr_64_sparse.coef_.dtype == np.float64 # solver_tol bounds the norm of the loss gradient # dw ~= inv(H)*grad ==> |dw| ~= |inv(H)| * solver_tol, where H - hessian # # See https://github.com/scikit-learn/scikit-learn/pull/13645 # # with Z = np.hstack((np.ones((3,1)), np.array(X))) # In [8]: np.linalg.norm(np.diag([0,2,2]) + np.linalg.inv((Z.T @ Z)/4)) # Out[8]: 1.7193336918135917 # factor of 2 to get the ball diameter atol = 2 * 1.72 * solver_tol if os.name == "nt" and _IS_32BIT: # FIXME atol = 1e-2 # Check accuracy consistency assert_allclose(lr_32.coef_, lr_64.coef_.astype(np.float32), atol=atol) if solver == "saga" and fit_intercept: # FIXME: SAGA on sparse data fits the intercept inaccurately with the # default tol and max_iter parameters. atol = 1e-1 assert_allclose(lr_32.coef_, lr_32_sparse.coef_, atol=atol) assert_allclose(lr_64.coef_, lr_64_sparse.coef_, atol=atol) def test_warm_start_converge_LR(): # Test to see that the logistic regression converges on warm start, # with multi_class='multinomial'. Non-regressive test for #10836 rng = np.random.RandomState(0) X = np.concatenate((rng.randn(100, 2) + [1, 1], rng.randn(100, 2))) y = np.array([1] * 100 + [-1] * 100) lr_no_ws = LogisticRegression( multi_class="multinomial", solver="sag", warm_start=False, random_state=0 ) lr_ws = LogisticRegression( multi_class="multinomial", solver="sag", warm_start=True, random_state=0 ) lr_no_ws_loss = log_loss(y, lr_no_ws.fit(X, y).predict_proba(X)) for i in range(5): lr_ws.fit(X, y) lr_ws_loss = log_loss(y, lr_ws.predict_proba(X)) assert_allclose(lr_no_ws_loss, lr_ws_loss, rtol=1e-5) def test_elastic_net_coeffs(): # make sure elasticnet penalty gives different coefficients from l1 and l2 # with saga solver (l1_ratio different from 0 or 1) X, y = make_classification(random_state=0) C = 2.0 l1_ratio = 0.5 coeffs = list() for penalty, ratio in (("elasticnet", l1_ratio), ("l1", None), ("l2", None)): lr = LogisticRegression( penalty=penalty, C=C, solver="saga", random_state=0, l1_ratio=ratio, tol=1e-3, max_iter=200, ) lr.fit(X, y) coeffs.append(lr.coef_) elastic_net_coeffs, l1_coeffs, l2_coeffs = coeffs # make sure coeffs differ by at least .1 assert not np.allclose(elastic_net_coeffs, l1_coeffs, rtol=0, atol=0.1) assert not np.allclose(elastic_net_coeffs, l2_coeffs, rtol=0, atol=0.1) assert not np.allclose(l2_coeffs, l1_coeffs, rtol=0, atol=0.1) @pytest.mark.parametrize("C", [0.001, 0.1, 1, 10, 100, 1000, 1e6]) @pytest.mark.parametrize("penalty, l1_ratio", [("l1", 1), ("l2", 0)]) def test_elastic_net_l1_l2_equivalence(C, penalty, l1_ratio): # Make sure elasticnet is equivalent to l1 when l1_ratio=1 and to l2 when # l1_ratio=0. X, y = make_classification(random_state=0) lr_enet = LogisticRegression( penalty="elasticnet", C=C, l1_ratio=l1_ratio, solver="saga", random_state=0, tol=1e-2, ) lr_expected = LogisticRegression( penalty=penalty, C=C, solver="saga", random_state=0, tol=1e-2 ) lr_enet.fit(X, y) lr_expected.fit(X, y) assert_array_almost_equal(lr_enet.coef_, lr_expected.coef_) @pytest.mark.parametrize("C", [0.001, 1, 100, 1e6]) def test_elastic_net_vs_l1_l2(C): # Make sure that elasticnet with grid search on l1_ratio gives same or # better results than just l1 or just l2. X, y = make_classification(500, random_state=0) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) param_grid = {"l1_ratio": np.linspace(0, 1, 5)} enet_clf = LogisticRegression( penalty="elasticnet", C=C, solver="saga", random_state=0, tol=1e-2 ) gs = GridSearchCV(enet_clf, param_grid, refit=True) l1_clf = LogisticRegression( penalty="l1", C=C, solver="saga", random_state=0, tol=1e-2 ) l2_clf = LogisticRegression( penalty="l2", C=C, solver="saga", random_state=0, tol=1e-2 ) for clf in (gs, l1_clf, l2_clf): clf.fit(X_train, y_train) assert gs.score(X_test, y_test) >= l1_clf.score(X_test, y_test) assert gs.score(X_test, y_test) >= l2_clf.score(X_test, y_test) @pytest.mark.parametrize("C", np.logspace(-3, 2, 4)) @pytest.mark.parametrize("l1_ratio", [0.1, 0.5, 0.9]) def test_LogisticRegression_elastic_net_objective(C, l1_ratio): # Check that training with a penalty matching the objective leads # to a lower objective. # Here we train a logistic regression with l2 (a) and elasticnet (b) # penalties, and compute the elasticnet objective. That of a should be # greater than that of b (both objectives are convex). X, y = make_classification( n_samples=1000, n_classes=2, n_features=20, n_informative=10, n_redundant=0, n_repeated=0, random_state=0, ) X = scale(X) lr_enet = LogisticRegression( penalty="elasticnet", solver="saga", random_state=0, C=C, l1_ratio=l1_ratio, fit_intercept=False, ) lr_l2 = LogisticRegression( penalty="l2", solver="saga", random_state=0, C=C, fit_intercept=False ) lr_enet.fit(X, y) lr_l2.fit(X, y) def enet_objective(lr): coef = lr.coef_.ravel() obj = C * log_loss(y, lr.predict_proba(X)) obj += l1_ratio * np.sum(np.abs(coef)) obj += (1.0 - l1_ratio) * 0.5 * np.dot(coef, coef) return obj assert enet_objective(lr_enet) < enet_objective(lr_l2) @pytest.mark.parametrize("multi_class", ("ovr", "multinomial")) def test_LogisticRegressionCV_GridSearchCV_elastic_net(multi_class): # make sure LogisticRegressionCV gives same best params (l1 and C) as # GridSearchCV when penalty is elasticnet if multi_class == "ovr": # This is actually binary classification, ovr multiclass is treated in # test_LogisticRegressionCV_GridSearchCV_elastic_net_ovr X, y = make_classification(random_state=0) else: X, y = make_classification( n_samples=100, n_classes=3, n_informative=3, random_state=0 ) cv = StratifiedKFold(5) l1_ratios = np.linspace(0, 1, 3) Cs = np.logspace(-4, 4, 3) lrcv = LogisticRegressionCV( penalty="elasticnet", Cs=Cs, solver="saga", cv=cv, l1_ratios=l1_ratios, random_state=0, multi_class=multi_class, tol=1e-2, ) lrcv.fit(X, y) param_grid = {"C": Cs, "l1_ratio": l1_ratios} lr = LogisticRegression( penalty="elasticnet", solver="saga", random_state=0, multi_class=multi_class, tol=1e-2, ) gs = GridSearchCV(lr, param_grid, cv=cv) gs.fit(X, y) assert gs.best_params_["l1_ratio"] == lrcv.l1_ratio_[0] assert gs.best_params_["C"] == lrcv.C_[0] def test_LogisticRegressionCV_GridSearchCV_elastic_net_ovr(): # make sure LogisticRegressionCV gives same best params (l1 and C) as # GridSearchCV when penalty is elasticnet and multiclass is ovr. We can't # compare best_params like in the previous test because # LogisticRegressionCV with multi_class='ovr' will have one C and one # l1_param for each class, while LogisticRegression will share the # parameters over the *n_classes* classifiers. X, y = make_classification( n_samples=100, n_classes=3, n_informative=3, random_state=0 ) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) cv = StratifiedKFold(5) l1_ratios = np.linspace(0, 1, 3) Cs = np.logspace(-4, 4, 3) lrcv = LogisticRegressionCV( penalty="elasticnet", Cs=Cs, solver="saga", cv=cv, l1_ratios=l1_ratios, random_state=0, multi_class="ovr", tol=1e-2, ) lrcv.fit(X_train, y_train) param_grid = {"C": Cs, "l1_ratio": l1_ratios} lr = LogisticRegression( penalty="elasticnet", solver="saga", random_state=0, multi_class="ovr", tol=1e-2, ) gs = GridSearchCV(lr, param_grid, cv=cv) gs.fit(X_train, y_train) # Check that predictions are 80% the same assert (lrcv.predict(X_train) == gs.predict(X_train)).mean() >= 0.8 assert (lrcv.predict(X_test) == gs.predict(X_test)).mean() >= 0.8 @pytest.mark.parametrize("penalty", ("l2", "elasticnet")) @pytest.mark.parametrize("multi_class", ("ovr", "multinomial", "auto")) def test_LogisticRegressionCV_no_refit(penalty, multi_class): # Test LogisticRegressionCV attribute shapes when refit is False n_classes = 3 n_features = 20 X, y = make_classification( n_samples=200, n_classes=n_classes, n_informative=n_classes, n_features=n_features, random_state=0, ) Cs = np.logspace(-4, 4, 3) if penalty == "elasticnet": l1_ratios = np.linspace(0, 1, 2) else: l1_ratios = None lrcv = LogisticRegressionCV( penalty=penalty, Cs=Cs, solver="saga", l1_ratios=l1_ratios, random_state=0, multi_class=multi_class, tol=1e-2, refit=False, ) lrcv.fit(X, y) assert lrcv.C_.shape == (n_classes,) assert lrcv.l1_ratio_.shape == (n_classes,) assert lrcv.coef_.shape == (n_classes, n_features) def test_LogisticRegressionCV_elasticnet_attribute_shapes(): # Make sure the shapes of scores_ and coefs_paths_ attributes are correct # when using elasticnet (added one dimension for l1_ratios) n_classes = 3 n_features = 20 X, y = make_classification( n_samples=200, n_classes=n_classes, n_informative=n_classes, n_features=n_features, random_state=0, ) Cs = np.logspace(-4, 4, 3) l1_ratios = np.linspace(0, 1, 2) n_folds = 2 lrcv = LogisticRegressionCV( penalty="elasticnet", Cs=Cs, solver="saga", cv=n_folds, l1_ratios=l1_ratios, multi_class="ovr", random_state=0, tol=1e-2, ) lrcv.fit(X, y) coefs_paths = np.asarray(list(lrcv.coefs_paths_.values())) assert coefs_paths.shape == ( n_classes, n_folds, Cs.size, l1_ratios.size, n_features + 1, ) scores = np.asarray(list(lrcv.scores_.values())) assert scores.shape == (n_classes, n_folds, Cs.size, l1_ratios.size) assert lrcv.n_iter_.shape == (n_classes, n_folds, Cs.size, l1_ratios.size) def test_l1_ratio_non_elasticnet(): msg = ( r"l1_ratio parameter is only used when penalty is" r" 'elasticnet'\. Got \(penalty=l1\)" ) with pytest.warns(UserWarning, match=msg): LogisticRegression(penalty="l1", solver="saga", l1_ratio=0.5).fit(X, Y1) @pytest.mark.parametrize("C", np.logspace(-3, 2, 4)) @pytest.mark.parametrize("l1_ratio", [0.1, 0.5, 0.9]) def test_elastic_net_versus_sgd(C, l1_ratio): # Compare elasticnet penalty in LogisticRegression() and SGD(loss='log') n_samples = 500 X, y = make_classification( n_samples=n_samples, n_classes=2, n_features=5, n_informative=5, n_redundant=0, n_repeated=0, random_state=1, ) X = scale(X) sgd = SGDClassifier( penalty="elasticnet", random_state=1, fit_intercept=False, tol=None, max_iter=2000, l1_ratio=l1_ratio, alpha=1.0 / C / n_samples, loss="log_loss", ) log = LogisticRegression( penalty="elasticnet", random_state=1, fit_intercept=False, tol=1e-5, max_iter=1000, l1_ratio=l1_ratio, C=C, solver="saga", ) sgd.fit(X, y) log.fit(X, y) assert_array_almost_equal(sgd.coef_, log.coef_, decimal=1) def test_logistic_regression_path_coefs_multinomial(): # Make sure that the returned coefs by logistic_regression_path when # multi_class='multinomial' don't override each other (used to be a # bug). X, y = make_classification( n_samples=200, n_classes=3, n_informative=2, n_redundant=0, n_clusters_per_class=1, random_state=0, n_features=2, ) Cs = [0.00001, 1, 10000] coefs, _, _ = _logistic_regression_path( X, y, penalty="l1", Cs=Cs, solver="saga", random_state=0, multi_class="multinomial", ) with pytest.raises(AssertionError): assert_array_almost_equal(coefs[0], coefs[1], decimal=1) with pytest.raises(AssertionError): assert_array_almost_equal(coefs[0], coefs[2], decimal=1) with pytest.raises(AssertionError): assert_array_almost_equal(coefs[1], coefs[2], decimal=1) @pytest.mark.parametrize( "est", [ LogisticRegression(random_state=0, max_iter=500), LogisticRegressionCV(random_state=0, cv=3, Cs=3, tol=1e-3, max_iter=500), ], ids=lambda x: x.__class__.__name__, ) @pytest.mark.parametrize("solver", SOLVERS) def test_logistic_regression_multi_class_auto(est, solver): # check multi_class='auto' => multi_class='ovr' # iff binary y or liblinear or newton-cholesky def fit(X, y, **kw): return clone(est).set_params(**kw).fit(X, y) scaled_data = scale(iris.data) X = scaled_data[::10] X2 = scaled_data[1::10] y_multi = iris.target[::10] y_bin = y_multi == 0 est_auto_bin = fit(X, y_bin, multi_class="auto", solver=solver) est_ovr_bin = fit(X, y_bin, multi_class="ovr", solver=solver) assert_allclose(est_auto_bin.coef_, est_ovr_bin.coef_) assert_allclose(est_auto_bin.predict_proba(X2), est_ovr_bin.predict_proba(X2)) est_auto_multi = fit(X, y_multi, multi_class="auto", solver=solver) if solver in ("liblinear", "newton-cholesky"): est_ovr_multi = fit(X, y_multi, multi_class="ovr", solver=solver) assert_allclose(est_auto_multi.coef_, est_ovr_multi.coef_) assert_allclose( est_auto_multi.predict_proba(X2), est_ovr_multi.predict_proba(X2) ) else: est_multi_multi = fit(X, y_multi, multi_class="multinomial", solver=solver) assert_allclose(est_auto_multi.coef_, est_multi_multi.coef_) assert_allclose( est_auto_multi.predict_proba(X2), est_multi_multi.predict_proba(X2) ) # Make sure multi_class='ovr' is distinct from ='multinomial' assert not np.allclose( est_auto_bin.coef_, fit(X, y_bin, multi_class="multinomial", solver=solver).coef_, ) assert not np.allclose( est_auto_bin.coef_, fit(X, y_multi, multi_class="multinomial", solver=solver).coef_, ) @pytest.mark.parametrize("solver", sorted(set(SOLVERS) - set(["liblinear"]))) def test_penalty_none(solver): # - Make sure warning is raised if penalty=None and C is set to a # non-default value. # - Make sure setting penalty=None is equivalent to setting C=np.inf with # l2 penalty. X, y = make_classification(n_samples=1000, n_redundant=0, random_state=0) msg = "Setting penalty=None will ignore the C" lr = LogisticRegression(penalty=None, solver=solver, C=4) with pytest.warns(UserWarning, match=msg): lr.fit(X, y) lr_none = LogisticRegression(penalty=None, solver=solver, random_state=0) lr_l2_C_inf = LogisticRegression( penalty="l2", C=np.inf, solver=solver, random_state=0 ) pred_none = lr_none.fit(X, y).predict(X) pred_l2_C_inf = lr_l2_C_inf.fit(X, y).predict(X) assert_array_equal(pred_none, pred_l2_C_inf) @pytest.mark.parametrize( "params", [ {"penalty": "l1", "dual": False, "tol": 1e-6, "max_iter": 1000}, {"penalty": "l2", "dual": True, "tol": 1e-12, "max_iter": 1000}, {"penalty": "l2", "dual": False, "tol": 1e-12, "max_iter": 1000}, ], ) def test_logisticregression_liblinear_sample_weight(params): # check that we support sample_weight with liblinear in all possible cases: # l1-primal, l2-primal, l2-dual X = np.array( [ [1, 3], [1, 3], [1, 3], [1, 3], [2, 1], [2, 1], [2, 1], [2, 1], [3, 3], [3, 3], [3, 3], [3, 3], [4, 1], [4, 1], [4, 1], [4, 1], ], dtype=np.dtype("float"), ) y = np.array( [1, 1, 1, 1, 2, 2, 2, 2, 1, 1, 1, 1, 2, 2, 2, 2], dtype=np.dtype("int") ) X2 = np.vstack([X, X]) y2 = np.hstack([y, 3 - y]) sample_weight = np.ones(shape=len(y) * 2) sample_weight[len(y) :] = 0 X2, y2, sample_weight = shuffle(X2, y2, sample_weight, random_state=0) base_clf = LogisticRegression(solver="liblinear", random_state=42) base_clf.set_params(**params) clf_no_weight = clone(base_clf).fit(X, y) clf_with_weight = clone(base_clf).fit(X2, y2, sample_weight=sample_weight) for method in ("predict", "predict_proba", "decision_function"): X_clf_no_weight = getattr(clf_no_weight, method)(X) X_clf_with_weight = getattr(clf_with_weight, method)(X) assert_allclose(X_clf_no_weight, X_clf_with_weight) def test_scores_attribute_layout_elasticnet(): # Non regression test for issue #14955. # when penalty is elastic net the scores_ attribute has shape # (n_classes, n_Cs, n_l1_ratios) # We here make sure that the second dimension indeed corresponds to Cs and # the third dimension corresponds to l1_ratios. X, y = make_classification(n_samples=1000, random_state=0) cv = StratifiedKFold(n_splits=5) l1_ratios = [0.1, 0.9] Cs = [0.1, 1, 10] lrcv = LogisticRegressionCV( penalty="elasticnet", solver="saga", l1_ratios=l1_ratios, Cs=Cs, cv=cv, random_state=0, max_iter=250, tol=1e-3, ) lrcv.fit(X, y) avg_scores_lrcv = lrcv.scores_[1].mean(axis=0) # average over folds for i, C in enumerate(Cs): for j, l1_ratio in enumerate(l1_ratios): lr = LogisticRegression( penalty="elasticnet", solver="saga", C=C, l1_ratio=l1_ratio, random_state=0, max_iter=250, tol=1e-3, ) avg_score_lr = cross_val_score(lr, X, y, cv=cv).mean() assert avg_scores_lrcv[i, j] == pytest.approx(avg_score_lr) @pytest.mark.parametrize("fit_intercept", [False, True]) def test_multinomial_identifiability_on_iris(fit_intercept): """Test that the multinomial classification is identifiable. A multinomial with c classes can be modeled with probability_k = exp(X@coef_k) / sum(exp(X@coef_l), l=1..c) for k=1..c. This is not identifiable, unless one chooses a further constraint. According to [1], the maximum of the L2 penalized likelihood automatically satisfies the symmetric constraint: sum(coef_k, k=1..c) = 0 Further details can be found in [2]. Reference --------- .. [1] :doi:`Zhu, Ji and Trevor J. Hastie. "Classification of gene microarrays by penalized logistic regression". Biostatistics 5 3 (2004): 427-43. <10.1093/biostatistics/kxg046>` .. [2] :arxiv:`Noah Simon and Jerome Friedman and Trevor Hastie. (2013) "A Blockwise Descent Algorithm for Group-penalized Multiresponse and Multinomial Regression". <1311.6529>` """ # Test logistic regression with the iris dataset n_samples, n_features = iris.data.shape target = iris.target_names[iris.target] clf = LogisticRegression( C=len(iris.data), solver="lbfgs", multi_class="multinomial", fit_intercept=fit_intercept, ) # Scaling X to ease convergence. X_scaled = scale(iris.data) clf.fit(X_scaled, target) # axis=0 is sum over classes assert_allclose(clf.coef_.sum(axis=0), 0, atol=1e-10) if fit_intercept: clf.intercept_.sum(axis=0) == pytest.approx(0, abs=1e-15) @pytest.mark.parametrize("multi_class", ["ovr", "multinomial", "auto"]) @pytest.mark.parametrize("class_weight", [{0: 1.0, 1: 10.0, 2: 1.0}, "balanced"]) def test_sample_weight_not_modified(multi_class, class_weight): X, y = load_iris(return_X_y=True) n_features = len(X) W = np.ones(n_features) W[: n_features // 2] = 2 expected = W.copy() clf = LogisticRegression( random_state=0, class_weight=class_weight, max_iter=200, multi_class=multi_class ) clf.fit(X, y, sample_weight=W) assert_allclose(expected, W) @pytest.mark.parametrize("solver", SOLVERS) @pytest.mark.parametrize("csr_container", CSR_CONTAINERS) def test_large_sparse_matrix(solver, global_random_seed, csr_container): # Solvers either accept large sparse matrices, or raise helpful error. # Non-regression test for pull-request #21093. # generate sparse matrix with int64 indices X = csr_container(sparse.rand(20, 10, random_state=global_random_seed)) for attr in ["indices", "indptr"]: setattr(X, attr, getattr(X, attr).astype("int64")) rng = np.random.RandomState(global_random_seed) y = rng.randint(2, size=X.shape[0]) if solver in ["liblinear", "sag", "saga"]: msg = "Only sparse matrices with 32-bit integer indices" with pytest.raises(ValueError, match=msg): LogisticRegression(solver=solver).fit(X, y) else: LogisticRegression(solver=solver).fit(X, y) def test_single_feature_newton_cg(): # Test that Newton-CG works with a single feature and intercept. # Non-regression test for issue #23605. X = np.array([[0.5, 0.65, 1.1, 1.25, 0.8, 0.54, 0.95, 0.7]]).T y = np.array([1, 1, 0, 0, 1, 1, 0, 1]) assert X.shape[1] == 1 LogisticRegression(solver="newton-cg", fit_intercept=True).fit(X, y) def test_liblinear_not_stuck(): # Non-regression https://github.com/scikit-learn/scikit-learn/issues/18264 X = iris.data.copy() y = iris.target.copy() X = X[y != 2] y = y[y != 2] X_prep = StandardScaler().fit_transform(X) C = l1_min_c(X, y, loss="log") * 10 ** (10 / 29) clf = LogisticRegression( penalty="l1", solver="liblinear", tol=1e-6, max_iter=100, intercept_scaling=10000.0, random_state=0, C=C, ) # test that the fit does not raise a ConvergenceWarning with warnings.catch_warnings(): warnings.simplefilter("error", ConvergenceWarning) clf.fit(X_prep, y) @pytest.mark.usefixtures("enable_slep006") def test_lr_cv_scores_differ_when_sample_weight_is_requested(): """Test that `sample_weight` is correctly passed to the scorer in `LogisticRegressionCV.fit` and `LogisticRegressionCV.score` by checking the difference in scores with the case when `sample_weight` is not requested. """ rng = np.random.RandomState(10) X, y = make_classification(n_samples=10, random_state=rng) X_t, y_t = make_classification(n_samples=10, random_state=rng) sample_weight = np.ones(len(y)) sample_weight[: len(y) // 2] = 2 kwargs = {"sample_weight": sample_weight} scorer1 = get_scorer("accuracy") lr_cv1 = LogisticRegressionCV(scoring=scorer1) lr_cv1.fit(X, y, **kwargs) scorer2 = get_scorer("accuracy") scorer2.set_score_request(sample_weight=True) lr_cv2 = LogisticRegressionCV(scoring=scorer2) lr_cv2.fit(X, y, **kwargs) assert not np.allclose(lr_cv1.scores_[1], lr_cv2.scores_[1]) score_1 = lr_cv1.score(X_t, y_t, **kwargs) score_2 = lr_cv2.score(X_t, y_t, **kwargs) assert not np.allclose(score_1, score_2) def test_lr_cv_scores_without_enabling_metadata_routing(): """Test that `sample_weight` is passed correctly to the scorer in `LogisticRegressionCV.fit` and `LogisticRegressionCV.score` even when `enable_metadata_routing=False` """ rng = np.random.RandomState(10) X, y = make_classification(n_samples=10, random_state=rng) X_t, y_t = make_classification(n_samples=10, random_state=rng) sample_weight = np.ones(len(y)) sample_weight[: len(y) // 2] = 2 kwargs = {"sample_weight": sample_weight} with config_context(enable_metadata_routing=False): scorer1 = get_scorer("accuracy") lr_cv1 = LogisticRegressionCV(scoring=scorer1) lr_cv1.fit(X, y, **kwargs) score_1 = lr_cv1.score(X_t, y_t, **kwargs) with config_context(enable_metadata_routing=True): scorer2 = get_scorer("accuracy") scorer2.set_score_request(sample_weight=True) lr_cv2 = LogisticRegressionCV(scoring=scorer2) lr_cv2.fit(X, y, **kwargs) score_2 = lr_cv2.score(X_t, y_t, **kwargs) assert_allclose(lr_cv1.scores_[1], lr_cv2.scores_[1]) assert_allclose(score_1, score_2) @pytest.mark.parametrize("solver", SOLVERS) def test_zero_max_iter(solver): # Make sure we can inspect the state of LogisticRegression right after # initialization (before the first weight update). X, y = load_iris(return_X_y=True) y = y == 2 with ignore_warnings(category=ConvergenceWarning): clf = LogisticRegression(solver=solver, max_iter=0).fit(X, y) if solver not in ["saga", "sag"]: # XXX: sag and saga have n_iter_ = [1]... assert clf.n_iter_ == 0 if solver != "lbfgs": # XXX: lbfgs has already started to update the coefficients... assert_allclose(clf.coef_, np.zeros_like(clf.coef_)) assert_allclose( clf.decision_function(X), np.full(shape=X.shape[0], fill_value=clf.intercept_), ) assert_allclose( clf.predict_proba(X), np.full(shape=(X.shape[0], 2), fill_value=0.5), ) assert clf.score(X, y) < 0.7 def test_passing_params_without_enabling_metadata_routing(): """Test that the right error message is raised when metadata params are passed while not supported when `enable_metadata_routing=False`.""" X, y = make_classification(n_samples=10, random_state=0) lr_cv = LogisticRegressionCV() msg = "is only supported if enable_metadata_routing=True" with config_context(enable_metadata_routing=False): params = {"extra_param": 1.0} with pytest.raises(ValueError, match=msg): lr_cv.fit(X, y, **params) with pytest.raises(ValueError, match=msg): lr_cv.score(X, y, **params)